The Transmission of International Shocks: A Factor‐Augmented VAR Approach

By Haroon Mumtaz, P. Surico. 2009

195 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/d1c1f3fba6316aad1bf66d96a96ad4298187365c

Citations in the corpus

• What Drives Oil Prices? Emerging versus Developed Economies (2012, unknown): “With minor modifications, the sign restrictions are implemented following the procedure outlined in Rubio-Ramirez et al. (2010) and Mumtaz and Surico (2009) and is explained in detail in Appendix D.”
• The Globalisation of Inflation: The Growing Importance of Global Value Chains (2017, unknown): “This research is related to studies of the global co-movement of inflation (Mumtaz and Surico (2009, 2012), and Ciccarelli and Mojon (2010)).”