Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/102179
Authors: 
Chudik, Alexander
Pesaran, M. Hashem
Year of Publication: 
2014
Series/Report no.: 
CESifo Working Paper 4807
Abstract: 
The Global Vector Autoregressive (GVAR) approach has proven to be a very useful approach to analyze interactions in the global macroeconomy and other data networks where both the cross-section and the time dimensions are large. This paper surveys the latest developments in the GVAR modeling, examining both the theoretical foundations of the approach and its numerous empirical applications. We provide a synthesis of existing literature and highlight areas for future research.
Subjects: 
Global VAR
global macroeconometric modelling
global interdependencies
policy simulations
JEL: 
C32
E17
Document Type: 
Working Paper

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