Shock transmissions and business linkages among US sectors
(2022)
Journal Article
Nguyen, L. X. D., Chevapatrakul, T., & Mateut, S. (2023). Shock transmissions and business linkages among US sectors. Annals of Operations Research, 330(1-2), 517-552. https://doi.org/10.1007/s10479-022-04979-8
This paper examines the shock spillovers between US sectors and their dependence on the intersectoral business linkages. Our forecast error variance decompositions reveal significant shock transmissions among trading sectors, especially in turbulent... Read More about Shock transmissions and business linkages among US sectors.