Chapter Index
The GVAR Handbook:
Structure and Applications of a Macro Model
of the Global Economy for Policy Analysis
Edited by Filippo di Mauro and M. Hashem Pesaran
Chapter Index
1. Filippo di Mauro and M. Hashem Pesaran: Introduction
2. Filippo di Mauro and L. Vanessa Smith: The Basic GVAR DdPS Model
INTERNATIONAL TRANSMISSION AND FORECASTING
3. Anthony Garratt, Kevin Lee, and Kalvinder Shields: Global Recessions and Output Interdependencies in a GVAR Model of Actual and Expected Output in the G7
4. Ron P. Smith: The GVAR Approach to Structural Modelling
5. Alessandro Galesi and Marco J. Lombardi: External Shocks and International Inflation Linkages
6. Sandra Eickmeier and Tim Ng: International Business Cycles and the Role of Financial Markets
7. Matthew Greenwood-Nimmo, Viet Hoang Nguyen, and Yongcheol Shin: Using Global VAR Models for Scenario-based Forecasting and Policy Analysis
8. L. Vanessa Smith: Short and medium-term forecasting using 'pooling' techniques
FINANCE APPLICATIONS
9. Silvia Lui and James Mitchell: Nowcasting Quarterly Euro Area GDP Growth using a Global VAR Model
10. Alexander Al-Haschimi and Stéphane Dees: Macroprudential Applications of the GVAR
11. Carlo A. Favero: Modelling Sovereign Bond Spreads in the Euro Area: A Non-linear Global VAR Model
12. C. Nickel and I. Vansteenkist: The International Spillover of Fiscal Spending on Financial Variables
REGIONAL APPLICATIONS
13. Ambrogio Cesa-Bianchi, M. Hashem Pesaran, Alessandro Rebucci, and TengTeng Xu: China's Emergence in the World Economy and Business Cycles in Latin America
14. David Fielding, Kevin Lee, and Kalvinder Shields: Does One Size Fit All? Modelling Macroeconomic Linkages in the West African Economic and Monetary Union
15. Stéphane Dees: Competitiveness, External Imbalances, and Economic Linkages in the Euro Area
16. Katrin Assenmacher: Forecasting the Swiss Economy with a Small GVAR Model
17. Alessandro Galesi and Silvia Sgherri: Regional Financial Spillovers Across Europe
18. Filippo di Mauro and M. Hashem Pesaran: Conclusion