The International Dimension of Confidence Shocks
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- Dées, Stéphane & Güntner, Jochen, 2014. "The international dimension of confidence shocks," Working Paper Series 1669, European Central Bank.
References listed on IDEAS
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Cited by:
- Mikkel Hermansen & Oliver Röhn, 2017.
"Economic resilience: The usefulness of early warning indicators in OECD countries,"
OECD Journal: Economic Studies,
OECD Publishing, vol. 2016(1), pages 9-35.
- Mikkel Hermansen & Oliver Röhn, 2015. "Economic resilience: The usefulness of early warning indicators in OECD countries," OECD Economics Department Working Papers 1250, OECD Publishing.
- Nowzohour, Laura & Stracca, Livio, 2017. "More than a feeling: confidence, uncertainty and macroeconomic fluctuations," Working Paper Series 2100, European Central Bank.
- Oliver Röhn & Aida Caldera Sánchez & Mikkel Hermansen & Morten Rasmussen, 2015. "Economic resilience: A new set of vulnerability indicators for OECD countries," OECD Economics Department Working Papers 1249, OECD Publishing.
More about this item
Keywords
Consumer Confidence; Consumption; International Linkages; Vector Autoregression (VAR); Factor-Augmented VAR (FAVAR).;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
- E17 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - Forecasting and Simulation: Models and Applications
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- 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-ALL-2014-05-17 (All new papers)
- NEP-MAC-2014-05-17 (Macroeconomics)
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