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Results for GVAR

Publications & Outputs

  1. Debt Dynamics in Europe: A Network General Equilibrium GVAR Approach

    Michaelides, P. G., Tsionas, E. G. & Konstantakis, K. N., 08/2018, In: Journal of Economic Dynamics and Control. 93, p. 175-202 28 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  2. Bayesian GVAR with k-endogenous dominants & input–output weights: financial and trade channels in crisis transmission for BRICs

    Tsionas, E., Konstantakis, K. N. & Michaelides, P. G., 05/2016, In: Journal of International Financial Markets, Institutions and Money. 42, p. 1-26 26 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  3. System estimation of GVAR with two dominants and network theory: evidence for BRICs

    Konstantakis, K. N., Michaelides, P. G., Tsionas, E. & Minou, C., 12/2015, In: Economic Modelling. 51, p. 604-616 13 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review