Abstract The Global Vector Autoregressive (GVAR) approach has proven to be a very useful
approach to analyse interactions in the global macroeconomy and other data networks …

The method of model averaging has become an important tool to deal with model
uncertainty, for example in situations where a large amount of different theories exist, as are …

We assess the effects of recent ECB's unconventional monetary policy (UMP) measures by
estimating a global VAR that exploits panel variation amongst all euro area economies and …

This paper studies the transmission of US monetary shocks across the globe by employing a
high-frequency identification of policy shocks and large VAR techniques, in conjunction with …

Increases in US interest rates are often thought to generate adverse spillovers to emerging
market economies (EMEs). We show that whether US rate hikes are bad news for EMEs …

I analyze spillover effects from a Euro area monetary policy shock to fourteen European
countries outside the Euro area. The analysis is based on a factor-augmented VAR model …

This article investigates the impacts of economic policy uncertainty (EPU) on global trade
flows in gauging international trade developments. We employ a global vector …

This paper develops a Bayesian variant of global vector autoregressive (B‐GVAR) models to
forecast an international set of macroeconomic and financial variables. We propose a set of …

We document a considerable increase in foreign financing by the corporate sector in
emerging economies (EMEs) since the early 2000s, mainly in the form of bond issuance …

We assess the international spillovers of US monetary policy with a large-scale global VAR
which models the world economy as a network of interdependent countries. An …