A counterfactual economic analysis of Covid-19 using a threshold augmented multi-country model



Hashem Pesaran, University of Southern California


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Thursday, 19 November, 2020 - 10:00 to 11:30

The paper presented in this seminar develops a threshold-augmented dynamic multi-country model (TGVAR) to quantify the macroeconomic effects of Covid-19. We show that there exist threshold effects in the relationship between output growth and excess global volatility at individual country levels in a significant majority of advanced economies and in the case of several emerging markets.

Find flyers, registration, and complete event details at https://crawford.anu.edu.au/news-events/events/22475/counterfactual-economic-analysis-covid-19-using-threshold-augmented-multi


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