Leading indicators

M Marcellino - Handbook of economic forecasting, 2006 - Elsevier
In this chapter we provide a guide for the construction, use and evaluation of leading
indicators, and an assessment of the most relevant recent developments in this field of …

The international-trade network: gravity equations and topological properties

G Fagiolo - Journal of Economic Interaction and Coordination, 2010 - Springer
This paper begins to explore the determinants of the topological properties of the
international-trade network (ITN). We fit bilateral-trade flows using a standard gravity …

Modeling the international-trade network: a gravity approach

M Duenas, G Fagiolo - Journal of Economic Interaction and Coordination, 2013 - Springer
We investigate whether the gravity model (GM) can explain the statistical properties of the
International Trade Network (ITN). We fit data on trade flows with a GM using alternative …

The changing international transmission of financial shocks: evidence from a classical time‐varying FAVAR

A Abbate, S Eickmeier, W Lemke… - Journal of Money …, 2016 - Wiley Online Library
We study the changing international transmission of financial shocks over the period 1971–
2012. Global financial shocks are measured as unexpected changes of a US financial …

Business cycle transmission from the US to Germany—A structural factor approach

S Eickmeier - European Economic Review, 2007 - Elsevier
This paper investigates the transmission of US macroeconomic shocks to Germany using a
large-dimensional structural dynamic factor model. This framework allows us to investigate …

A structural VAR business cycle model for a volatile small open economy

RA Buckle, K Kim, H Kirkham, N McLellan, J Sharma - Economic Modelling, 2007 - Elsevier
New Zealand is a small economy exposed to a volatile climate, relatively volatile
international trade prices, and its exposure to international financial markets has increased …

Output and inflation responses to credit shocks: are there threshold effects in the euro area?

A Calza, J Sousa - Studies in Nonlinear Dynamics & Econometrics, 2006 - degruyter.com
This paper investigates whether output and inflation respond asymmetrically to credit shocks
in the euro area. The methodology, based on a non-linear VAR system, follows work by …

Effects of US policy uncertainty on Swedish GDP growth

P Stockhammar, P Österholm - Empirical Economics, 2016 - Springer
In this paper, we study the effects of US policy uncertainty—measured as the policy
uncertainty index of Baker et al.(Measuring economic policy uncertainty, 2013)—on Swedish …

Smooth transition patterns in the realized stock–bond correlation

N Aslanidis, C Christiansen - Journal of Empirical Finance, 2012 - Elsevier
This paper explores the time variation in the stock–bond correlation using high-frequency
data. Gradual transitions between regimes of negative and positive stock–bond correlation …

Spatial-temporal analysis of the international trade network

D Liu, Z Yang, K Qin, K Li - Geo-spatial Information Science, 2025 - Taylor & Francis
With the support of spatial-temporal data analysis technologies and network science, the
International Trade Network (ITN) research has made significant progress, demonstrating …