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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...
| Autores principales: | , , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Elsevier Ltd.
2021
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| Materias: | |
| 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 |