A counterfactual economic analysis of Covid-19 using a threshold augmented multi-country model()

This paper develops a threshold-augmented dynamic multi-country model (TGVAR) to quantify the macroeconomic effects of the Covid-19 pandemic. We show that there exist threshold effects in the relationship between output growth and excess global volatility at individual country levels in a significan...

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Detalles Bibliográficos
Autores principales: Chudik, Alexander, Mohaddes, Kamiar, Pesaran, M. Hashem, Raissi, Mehdi, Rebucci, Alessandro
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Ltd. 2021
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8460619/
https://www.ncbi.nlm.nih.gov/pubmed/34584324
http://dx.doi.org/10.1016/j.jimonfin.2021.102477

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8460619/
https://www.ncbi.nlm.nih.gov/pubmed/34584324
http://dx.doi.org/10.1016/j.jimonfin.2021.102477

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