Measuring the Connectedness of the Global Economy

Greenwood-Nimmo, Matthew, Nguyen, Viet and Shin, Yongcheol (2021) Measuring the Connectedness of the Global Economy. International journal of forecasting. pp. 899-919. ISSN 0169-2070



  • Greenwood-Nimmo, Matthew
  • Nguyen, Viet
  • Shin, Yongcheol (
Copyright, Publisher and Additional Information: © 2020 International Institute of Forecasters. This is an author-produced version of the published paper. Uploaded in accordance with the publisher’s self-archiving policy.
Keywords: Generalised Connectedness Measures (GCMs),international linkages,network analysis,macroeconomic connectedness,forecast error variance decomposition
  • Accepted: 10 October 2020
  • Published (online): 1 April 2021
  • Published: 1 April 2021
Institution: The University of York
Academic Units: The University of York > Faculty of Social Sciences (York) > Economics and Related Studies (York)
Depositing User: Pure (York)
Date Deposited: 18 Nov 2020 10:30
Last Modified: 31 Oct 2021 11:54
Published Version:
Status: Published
Refereed: Yes
Identification Number:


Accepted Version

Embargoed until: 1 January 2023

Filename: _R3_GNS_GC.pdf

Description: Measuring the Connectedness of the Global Economy

Licence: CC-BY-NC-ND 2.5

Request a copy

file not available

Share / Export