This paper identifies and measures fiscal spillovers in the EU countries empirically using a
global vector autoregression (GVAR) model. Our aim was to look at the sign and the …

This paper employs a global vector autoregression model to analyze two-way spillover
effects of public debt and growth between Germany as the largest economy of the euro zone …

We estimate a panel VAR model that captures cross-country, dynamic interlinkages for 10
euro area countries using quarterly data for the period 1999-2016. Our analysis suggests …

The paper analyses the strategic interactions of fiscal policies in the European Union
context, by modelling the interdependencies arising between public and private sectors' …

The study of the macroeconomic effects of tax changes and public spending plans has
regained footing recently. Nevertheless, in many occasions, the shortcomings of available …

Резюме Беларусь, как малая открытая экономика, тесно интегрирована в глобальную
экономику через сложный комплекс продуктовых, торговых и финансовых каналов …

In this paper we employ a Global Vector Autoregressive Model (G-VAR) to examine
macroeconomic and international monetary spillovers within the South Eastern European …

We investigate the international propagation of tax rate shocks originating in the USA using
a global vector error correction model. We identify shocks to corporate and personal income …

In this paper we analyze the international effects of a fiscal policy shock in Germany on other
European countries. To that end we use a flexible version of a Bayesian global vector …

This paper uses a complex structure of factors of exposure to international shocks for the
analysis of regional and inter‐regional effects of a variety of financial shocks across …