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    • Exploring the International Linkages of the Euro Area: a Global VAR Analysis 

      Dees, S.; Mauro, Filippo di; Pesaran, M. Hashem; Smith, L. Vanessa (Faculty of Economics, 2006-03-14)
      We presents a global model linking individual country vector error-correcting models in which domestic variables are related to country-specific variables as an approximate solution to a global common factor model. The ...