Michael Ryan

Sapere Research Group

203 Queen St

Auckland

New Zealand

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Scholarly Papers (1)

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International Spill-Overs of Uncertainty Shocks: Evidence from a FAVAR

CAMA Working Paper No. 61/2016
Number of pages: 35 Posted: 06 Oct 2016
Bank for International Settlements (BIS) - Monetary and Economic Department, Reserve Bank of New Zealand, Sapere Research Group and Reserve Bank of New Zealand
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Abstract:

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FAVAR, uncertainty shocks, small open economy