Debt dynamics in Europe: a network general equilibrium GVAR approach

DOI10.1016/J.JEDC.2018.01.047zbMath1401.91416OpenAlexW3083241422MaRDI QIDQ1657638

Konstantinos N. Konstantakis, Efthymios G. Tsionas, Panayotis G. Michaelides

Publication date: 13 August 2018

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: http://eprints.lse.ac.uk/86865/

zbMATH Keywords

transmissiondebtBayesiancrisisGVAREU12

Mathematics Subject Classification ID

Bayesian inference (62F15) Macroeconomic theory (monetary models, models of taxation) (91B64)

Related Items (1)

Technological leaders, laggards and spillovers: a network GVAR analysis

Cites Work

• Infinite-dimensional VARs and factor models
• Simple marginally noninformative prior distributions for covariance matrices
• Are European business cycles close enough to be just one?
• Operator norm consistent estimation of large-dimensional sparse covariance matrices
• Impulse response analysis in nonlinear multivariate models
• Generalized impulse response analysis in linear multivariate models
• Public finance in a Keynesian temporary equilibrium
• Business cycle synchronisation: disentangling trade and financial linkages
• Modelling and forecasting government bond spreads in the euro area: a GVAR model
• The Network Origins of Aggregate Fluctuations
• Computing Bayes Factors by Combining Simulation and Asymptotic Approximations

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