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        Cross-Country Linkages in Europe: A Global VAR Analysis
        Cross-Country Linkages in Europe: A Global VAR Analysis
        Cross-Country Linkages in Europe: A Global VAR Analysis
        Cross-Country Linkages in Europe: A Global VAR Analysis
        Cross-Country Linkages in Europe: A Global VAR Analysis
        Cross-Country Linkages in Europe: A Global VAR Analysis
        Cross-Country Linkages in Europe: A Global VAR Analysis
        Cross-Country Linkages in Europe: A Global VAR Analysis
        Cross-Country Linkages in Europe: A Global VAR Analysis
        Cross-Country Linkages in Europe: A Global VAR Analysis
        Cross-Country Linkages in Europe: A Global VAR Analysis
        Cross-Country Linkages in Europe: A Global VAR Analysis
        Cross-Country Linkages in Europe: A Global VAR Analysis
        Cross-Country Linkages in Europe: A Global VAR Analysis
        Cross-Country Linkages in Europe: A Global VAR Analysis
        Cross-Country Linkages in Europe: A Global VAR Analysis
        Cross-Country Linkages in Europe: A Global VAR Analysis
        Cross-Country Linkages in Europe: A Global VAR Analysis
        Cross-Country Linkages in Europe: A Global VAR Analysis
        Cross-Country Linkages in Europe: A Global VAR Analysis
        Cross-Country Linkages in Europe: A Global VAR Analysis
        Cross-Country Linkages in Europe: A Global VAR Analysis
        Cross-Country Linkages in Europe: A Global VAR Analysis
        Cross-Country Linkages in Europe: A Global VAR Analysis
        Cross-Country Linkages in Europe: A Global VAR Analysis
        Cross-Country Linkages in Europe: A Global VAR Analysis
        Cross-Country Linkages in Europe: A Global VAR Analysis
        Cross-Country Linkages in Europe: A Global VAR Analysis
        Cross-Country Linkages in Europe: A Global VAR Analysis
        Cross-Country Linkages in Europe: A Global VAR Analysis
        Cross-Country Linkages in Europe: A Global VAR Analysis
        Cross-Country Linkages in Europe: A Global VAR Analysis
        Cross-Country Linkages in Europe: A Global VAR Analysis
        Cross-Country Linkages in Europe: A Global VAR Analysis
        Cross-Country Linkages in Europe: A Global VAR Analysis
        Cross-Country Linkages in Europe: A Global VAR Analysis
        Cross-Country Linkages in Europe: A Global VAR Analysis
        Cross-Country Linkages in Europe: A Global VAR Analysis
        Cross-Country Linkages in Europe: A Global VAR Analysis
        Cross-Country Linkages in Europe: A Global VAR Analysis
        Cross-Country Linkages in Europe: A Global VAR Analysis
        Cross-Country Linkages in Europe: A Global VAR Analysis
        Cross-Country Linkages in Europe: A Global VAR Analysis
        Cross-Country Linkages in Europe: A Global VAR Analysis
        Cross-Country Linkages in Europe: A Global VAR Analysis
        Cross-Country Linkages in Europe: A Global VAR Analysis
        Cross-Country Linkages in Europe: A Global VAR Analysis
        Cross-Country Linkages in Europe: A Global VAR Analysis
        Cross-Country Linkages in Europe: A Global VAR Analysis
        Cross-Country Linkages in Europe: A Global VAR Analysis
        Cross-Country Linkages in Europe: A Global VAR Analysis
        Cross-Country Linkages in Europe: A Global VAR Analysis
        Cross-Country Linkages in Europe: A Global VAR Analysis
        Cross-Country Linkages in Europe: A Global VAR Analysis
        Cross-Country Linkages in Europe: A Global VAR Analysis
        Cross-Country Linkages in Europe: A Global VAR Analysis
        Cross-Country Linkages in Europe: A Global VAR Analysis
        Cross-Country Linkages in Europe: A Global VAR Analysis
        Cross-Country Linkages in Europe: A Global VAR Analysis
        Cross-Country Linkages in Europe: A Global VAR Analysis
        Cross-Country Linkages in Europe: A Global VAR Analysis
        Cross-Country Linkages in Europe: A Global VAR Analysis
        Cross-Country Linkages in Europe: A Global VAR Analysis
        Cross-Country Linkages in Europe: A Global VAR Analysis
        Cross-Country Linkages in Europe: A Global VAR Analysis
        Cross-Country Linkages in Europe: A Global VAR Analysis
        Cross-Country Linkages in Europe: A Global VAR Analysis
        Cross-Country Linkages in Europe: A Global VAR Analysis
        Cross-Country Linkages in Europe: A Global VAR Analysis
        Cross-Country Linkages in Europe: A Global VAR Analysis
        Cross-Country Linkages in Europe: A Global VAR Analysis
        Cross-Country Linkages in Europe: A Global VAR Analysis
        Cross-Country Linkages in Europe: A Global VAR Analysis
        Cross-Country Linkages in Europe: A Global VAR Analysis

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        Cross-Country Linkages in Europe: A Global VAR Analysis

        ABSTRACT

        This paper uses the Global VAR (GVAR) model proposed by Pesaran et al. (2004) to study cross-country linkages among euro area countries, other advanced European countries (including the Nordics, the UK, etc.), and the Central, Eastern and Southeastern European (CESEE) countries. An innovative feature of the paper is the use of combined trade and financial weights (based on BIS reporting banks’ external position data) to capture the very close trade and financial ties of the CESEE countries with the advanced Europe countries. The results show strong co-movements in output growth and interest rates but weaker linkages between inflation and real credit growth within Europe.

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        • TypeReport
        • PriceFree
        • FormatPDF
        • Size711 KB
        • LanguageEnglish
        • Stacks0
        • Postedabout 4 years ago
        • Authored-
        • Added byHashdoc Content Review
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