Market shocks in the G7 countries

DOI10.1007/s11079-020-09610-6zbMath1485.91169OpenAlexW3123227395MaRDI QIDQ2121138

Nahiyan Azad, Apostolos Serletis

Publication date: 1 April 2022

Published in: Open Economies Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11079-020-09610-6

zbMATH Keywords

structural VARsign restrictionsshare priceszero restrictions

Mathematics Subject Classification ID

Economic time series analysis (91B84) Economic growth models (91B62)

Cites Work

• Sentiments
• Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference
• Time to Build and Aggregate Fluctuations
• When Does the Market Matter? Stock Prices and the Investment of Equity-Dependent Firms
• Inference Based on Structural Vector Autoregressions Identified With Sign and Zero Restrictions: Theory and Applications