The Relative Importance of Symmetric and Asymmetric Shocks: the Case of United Kingdom and Euro Area
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- Gert Peersman, 2011. "The Relative Importance of Symmetric and Asymmetric Shocks: The Case of United Kingdom and Euro Area," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 73(1), pages 104-118, February.
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More about this item
Keywordsoptimal currency areas; symmetric and asymmetric shocks; vector autoregressions;
- 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
- E42 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Monetary Sytsems; Standards; Regimes; Government and the Monetary System
- F31 - International Economics - - International Finance - - - Foreign Exchange
- F33 - International Economics - - International Finance - - - International Monetary Arrangements and Institutions
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2007-06-11 (All new papers)
- NEP-CBA-2007-06-11 (Central Banking)
- NEP-EEC-2007-06-11 (European Economics)
- NEP-MAC-2007-06-11 (Macroeconomics)
- NEP-MON-2007-06-11 (Monetary Economics)
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