HIGHLIGHTS
- who: Firstname Lastname and collaborators from the Department of Economics, University of Bologna, Piazza Scaravilli, Bologna, Italy have published the research work: Measuring Global Macroeconomic Uncertainty and Cross-Country Uncertainty Spillovers, in the Journal: Econometrics 2023, 11, 2. of /2023/
- what: The authors propose an approach for jointly and bilateral spillovers of between countries using a vector autoregressive (GVAR) model. The authors show that this approach produces estimates of spillovers which are strongly related to the structure of the economy. The authors show this by comparing the measures of spillovers with alternative measures constructed using . . .
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