The Impact of the Global Business Cycle on Small Open Economies: A FAVAR Approach for Canada
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- Vasishtha, Garima & Maier, Philipp, 2013. "The impact of the global business cycle on small open economies: A FAVAR approach for Canada," The North American Journal of Economics and Finance, Elsevier, vol. 24(C), pages 191-207.
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More about this item
Keywords
International topics; Econometric and statistical methods; Business fluctuations and cycles;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BEC-2011-02-12 (Business Economics)
- NEP-CBA-2011-02-12 (Central Banking)
- NEP-INT-2011-02-12 (International Trade)
- NEP-MAC-2011-02-12 (Macroeconomics)
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