Financial crises and economic recovery: Cross-country heterogeneity and cross-sectional dependence

C-Tier
Journal: Economics Letters
Year: 2020
Volume: 195
Issue: C

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper estimates the impulse responses of output to financial crises using a local projections panel estimator that accounts for cross-country heterogeneity and cross-sectional dependence. Using a long span of data (1870–2016) for a group of 17 advanced economies we show that once we control for unobserved common factors and parameter heterogeneity in the panel, there is strong evidence of economic recovery within the first 10 years after a financial crisis.

Technical Details

RePEc Handle
repec:eee:ecolet:v:195:y:2020:i:c:s0165176520302718
Journal Field
General
Author Count
2
Added to Database
2026-01-24