Both sides of the institutions and growth debate have resorted largely to microeconometric techniques in testing hypotheses. In this paper, I build a panel structural vector autoregression (SVAR) ...
Disclaimer: This Working Paper should not be reported as representing the views of the IMF.The views expressed in this Working Paper are those of the author(s) and do not necessarily represent those ...
Using the stock return data of Chinese-listed banks, this paper measures the systemic risk contagion effect of banks via the least absolute shrinkage and selection operator–vector autoregression ...