英国的部门经济放缓：从传导概率和经济联系中得出的证据

IF 2.3 3区经济学 Q2 ECONOMICS

Journal of Applied Econometrics Pub Date : 2023-10-17 DOI:10.1002/jae.3004

Eva F. Janssens, Robin L. Lumsdaine

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引用次数: 0

摘要

本文利用英格兰银行的资金流统计数据，研究了英国宏观经济部门之间的溢出效应。我们结合了两种不同的方法来量化经济恶化的扩散，以评估通过网络数据衡量的具有较大双边经济联系的部门在统计上是否更有可能在它们之间产生溢出效应。两种方法的结合揭示了货币金融机构部门作为冲击吸收器的作用，并确定了最重要的溢出效应渠道。网络数据与统计溢出效应之间的推论差异凸显了拟议方法的贡献。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

Sectoral slowdowns in the United Kingdom: Evidence from transmission probabilities and economic linkages

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Sectoral slowdowns in the United Kingdom: Evidence from transmission probabilities and economic linkages

This paper studies spillovers across macroeconomic sectors in the United Kingdom, using data from the Bank of England's Flow of Funds statistics. We combine two different approaches to quantify the spread of economic deterioration to assess whether sectors with large bilateral economic linkages as measured through network data have a greater statistical likelihood of spillovers between them. The combination of both approaches reveals the Monetary Financial Institutions sector's role as shock absorber and identifies the most important channels of spillovers. The inferential discrepancies between network data and statistical spillovers highlight the contribution of the proposed methodology.

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来源期刊

Journal of Applied Econometrics Multiple-

CiteScore

3.70

自引率

4.80%

发文量

期刊介绍： The Journal of Applied Econometrics is an international journal published bi-monthly, plus 1 additional issue (total 7 issues). It aims to publish articles of high quality dealing with the application of existing as well as new econometric techniques to a wide variety of problems in economics and related subjects, covering topics in measurement, estimation, testing, forecasting, and policy analysis. The emphasis is on the careful and rigorous application of econometric techniques and the appropriate interpretation of the results. The economic content of the articles is stressed. A special feature of the Journal is its emphasis on the replicability of results by other researchers. To achieve this aim, authors are expected to make available a complete set of the data used as well as any specialised computer programs employed through a readily accessible medium, preferably in a machine-readable form. The use of microcomputers in applied research and transferability of data is emphasised. The Journal also features occasional sections of short papers re-evaluating previously published papers. The intention of the Journal of Applied Econometrics is to provide an outlet for innovative, quantitative research in economics which cuts across areas of specialisation, involves transferable techniques, and is easily replicable by other researchers. Contributions that introduce statistical methods that are applicable to a variety of economic problems are actively encouraged. The Journal also aims to publish review and survey articles that make recent developments in the field of theoretical and applied econometrics more readily accessible to applied economists in general.