机译:空间和时间的横截面依赖性和溢出效应:空间计量经济学和全球var模型相遇的地方
Univ Groningen Fac Econ & Business Dept Econ Econometr & Finance Groningen Netherlands;
Int Monetary Fund Monetary & Capital Markets Dept Washington DC 20431 USA;
European Cent Bank Directorate Gen Macroprudential Policy & Financia Frankfurt Germany;
GVARs; Weak and strong cross-sectional dependence; Spatial models; Spillovers;