Sean Holly
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Blog mentions
As found by EconAcademics.org, the blog aggregator for Economics research:- Higson, C. & S. Holly & P. Kattuman & S. Platis, 2002.
"The Business Cycle, Macroeconomic Shocks and the Cross Section: Evidence from UK Quoted Companies,"
Royal Economic Society Annual Conference 2002
102, Royal Economic Society.
Mentioned in:
- Cable on competition
by chris dillow in Stumbling and Mumbling on 2010-09-22 20:06:31
- Cable on competition
- Bhattacharjee, A. & Holly, S., 2005.
"Inflation Targeting, Committee Decision Making and Uncertainty: The case of the Bank of England’s MPC,"
Cambridge Working Papers in Economics
0530, Faculty of Economics, University of Cambridge.
- Arnab Bhattacharjee & Sean Holly, 2004. "Inflation Targeting, committee Decision Making and Uncertainty: The case of the Bank of England's MPC," Money Macro and Finance (MMF) Research Group Conference 2004 63, Money Macro and Finance Research Group.
- Sean Holly & Arnab Bhattacharjee, 2005. "Inflation Targeting, Committee Decision Making and Uncertainty: The case of the Bank of England's MPC," Computing in Economics and Finance 2005 119, Society for Computational Economics.
Mentioned in:
- Uncertainty and voting in monetary policy committees
by BankUnderground in Bank Underground on 2021-03-02 09:00:00
Wikipedia or ReplicationWiki mentions
(Only mentions on Wikipedia that link back to a page on a RePEc service)- Holly, Sean & Pesaran, M. Hashem & Yamagata, Takashi, 2010.
"A spatio-temporal model of house prices in the USA,"
Journal of Econometrics, Elsevier, vol. 158(1), pages 160-173, September.
- Holly, Sean & Pesaran, M. Hashem & Yamagata, Takashi, 2006. "A Spatio-Temporal Model of House Prices in the US," IZA Discussion Papers 2338, Institute of Labor Economics (IZA).
- Sean Holly & M. Hashem Pesaran & Takashi Yamagata, 2006. "A Spatio-Temporal Model of House Prices in the US," CESifo Working Paper Series 1826, CESifo.
- Holly, S. & Pesaran, M.H. & Yamagata. T., 2006. "A Spatio-Temporal Model of House Prices in the US," Cambridge Working Papers in Economics 0654, Faculty of Economics, University of Cambridge.
Mentioned in:
- A spatio-temporal model of house prices in the USA (J Econometrics 2010) in ReplicationWiki ()
Working papers
- Arnab Bhattacharjee & Chris Higson & Sean Holly, 2015.
"Operating Leverage over the Business Cycle,"
Cambridge Working Papers in Economics
1535, Faculty of Economics, University of Cambridge.
Cited by:
- Khadija Younas & Muhammad Sarmad, 2020. "The Impact Of Degree Of Financial Leverage And Degree Of Operating Leverage On The Systematic Risk Of Common Stock," Malaysian E Commerce Journal (MECJ), Zibeline International Publishing, vol. 4(1), pages 24-32, April.
- Arnab Bhattacharjee & Chris Higson & Sean Holly, 2014.
"Asymmetric Price Adjustment, Sticky Costs and Operating Leverage over the Business Cycle,"
SEEC Discussion Papers
1402, Spatial Economics and Econometrics Centre, Heriot Watt University.
Cited by:
- Sayan Chakraborty & Arnab Bhattacharjee & Taps Maiti, 2021. "Structural Factorization of Latent Adjacency Matrix, with an application to Auto Industry Networks," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 83(2), pages 185-206, November.
- Jagjit S. Chadha & Luisa Corrado & Sean Holly, 2013.
"A Note on Money and the Conduct of Monetary Policy,"
Cambridge Working Papers in Economics
1329, Faculty of Economics, University of Cambridge.
- Chadha, Jagjit S. & Corrado, Luisa & Holly, Sean, 2014. "A Note On Money And The Conduct Of Monetary Policy," Macroeconomic Dynamics, Cambridge University Press, vol. 18(8), pages 1854-1883, December.
- Jagjit S. Chadha & Luisa Corrado & Sean Holly, 2013. "A Note on Money and the Conduct of Monetary Policy," Studies in Economics 1306, School of Economics, University of Kent.
- Jagjit S. Chadha & Luisa Corrado & Sean Holly, 2013. "A Note on Money and the Conduct of Monetary Policy," CEIS Research Paper 279, Tor Vergata University, CEIS, revised 13 May 2013.
Cited by:
- Jagjit S. Chadha & Philip Turner & Fabrizio Zampolli, 2013.
"The Ties that Bind: Monetary Policy and Government Debt Management,"
Studies in Economics
1318, School of Economics, University of Kent.
- Jagjit S. Chadha & Philip Turner & Fabrizio Zampolli, 2013. "The ties that bind: monetary policy and government debt management," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 29(3), pages 548-581, AUTUMN.
- Jagjit S. Chadha, 2014. "Financial frictions and macroeconomic models: a tour d'horizon," European Journal of Economics and Economic Policies: Intervention, Edward Elgar Publishing, vol. 11(1), pages 80-98, April.
- Jagjit Chadha & Young-Kwan Kang, 2016. "Finance and Credit in a Model of Monetary Policy," National Institute of Economic and Social Research (NIESR) Discussion Papers 471, National Institute of Economic and Social Research.
- Jagjit S. Chadha & Germana Corrado & Luisa Corrado, 2018.
"Consumption Dynamics, Housing Collateral and Stabilisation Policies: A Way Forward for Policy Co-Ordination?,"
CEIS Research Paper
433, Tor Vergata University, CEIS, revised 03 May 2018.
- Jagjit S Chadha & Germana Corrado & Luisa Corrado, 2018. "Consumption Dynamics, Housing Collateral and Stabilisation Policies: A Way Forward for Policy Co-Ordination?," National Institute of Economic and Social Research (NIESR) Discussion Papers 486, National Institute of Economic and Social Research.
- Corrado, Luisa & Schuler, Tobias, 2017. "Interbank market failure and macro-prudential policies," Journal of Financial Stability, Elsevier, vol. 33(C), pages 133-149.
- Atanas Christev & Yue Kang, 2015. "Money and Inflation: Is Monetary Policy Useful?," Manchester School, University of Manchester, vol. 83, pages 30-50, September.
- Jagjit S. Chadha & Germana Corrado & Luisa Corrado, 2013. "Stabilisation Policy in a Model of Consumption, Housing Collateral and Bank Lending," Studies in Economics 1316, School of Economics, University of Kent.
- Natalia Bailey & Sean Holly & N. Hashem Pesaran, 2013.
"A Two Stage Approach to Spatiotemporal Analysis with Strong and weak cross Sectional Dependence,"
Cambridge Working Papers in Economics
1362, Faculty of Economics, University of Cambridge.
- Natalia Bailey & Sean Holly & M. Hashem Pesaran, 2016. "A Two‐Stage Approach to Spatio‐Temporal Analysis with Strong and Weak Cross‐Sectional Dependence," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(1), pages 249-280, January.
- Natalia Bailey & Sean Holly & M. Hashem Pesaran, 2014. "A Two Stage Approach to Spatiotemporal Analysis with Strong and Weak Cross-Sectional Dependence," CESifo Working Paper Series 4592, CESifo.
Cited by:
- Liqian Cai & Arnab Bhattacharjee & Roger Calantone & Taps Maiti, 2019. "Variable Selection with Spatially Autoregressive Errors: A Generalized Moments LASSO Estimator," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 81(1), pages 146-200, September.
- Alejandro Almeida & Antonio Golpe & Raquel Justo, 2021. "From hot to cold: A spatial analysis of self‐employment in the United States," Papers in Regional Science, Wiley Blackwell, vol. 100(4), pages 1005-1023, August.
- Niesr, 2022. "Forecast tables," National Institute UK Economic Outlook, National Institute of Economic and Social Research, issue 5, pages 45-53.
- Candelon, Bertrand & Luisi , Angelo & Roccazzella, Francesco, 2022.
"Fragmentation in the European Monetary Union: Is it really over?,"
LIDAM Reprints LFIN
2022001, Université catholique de Louvain, Louvain Finance (LFIN).
- Candelon, Bertrand & Luisi , Angelo & Roccazzella, Francesco, 2021. "Fragmentation in the European Monetary Union: Is it really over?," LIDAM Discussion Papers LFIN 2021015, Université catholique de Louvain, Louvain Finance (LFIN).
- Candelon, Bertrand & Luisi, Angelo & Roccazzella, Francesco, 2022. "Fragmentation in the European Monetary Union: Is it really over?," Journal of International Money and Finance, Elsevier, vol. 122(C).
- Bertrand Candelon & Angelo Luisi & Francesco Roccazzella, 2021. "Fragmentation in the European Monetary Union: Is it really over?," GRU Working Paper Series GRU_2021_016, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Dalhaus, Tatjana & Schaumburg, Julia & Sekhposyan, Tatevik, 2021.
"Networking the yield curve: implications for monetary policy,"
Working Paper Series
2532, European Central Bank.
- Tatjana Dahlhaus & Julia Schaumburg & Tatevik Sekhposyan, 2021. "Networking the Yield Curve: Implications for Monetary Policy," Staff Working Papers 21-4, Bank of Canada.
- Pesaran, Hashem & Chudik, Alexander, 2013.
"Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Data Models with Weakly Exogenous Regressors,"
Cambridge Working Papers in Economics
1317, Faculty of Economics, University of Cambridge.
- Chudik, Alexander & Pesaran, M. Hashem, 2015. "Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors," Journal of Econometrics, Elsevier, vol. 188(2), pages 393-420.
- Alexander Chudik & M. Hashem Pesaran, 2013. "Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Data Models with Weakly Exogenous Regressors," CESifo Working Paper Series 4232, CESifo.
- Alexander Chudik & M. Hashem Pesaran, 2013. "Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors," Globalization Institute Working Papers 146, Federal Reserve Bank of Dallas.
- Sudatta Bharati Mohapatra & Nirmal Chandra Kar, 2022. "Revisiting the Long-Run Dynamic Linkage between Dividends and Share Price with Advanced Panel Econometrics Techniques," JRFM, MDPI, vol. 15(10), pages 1-19, October.
- J. Paul Elhorst & Marco Gross & Eugen Tereanu, 2021. "Cross‐Sectional Dependence And Spillovers In Space And Time: Where Spatial Econometrics And Global Var Models Meet," Journal of Economic Surveys, Wiley Blackwell, vol. 35(1), pages 192-226, February.
- Chi‐Young Choi & Horag Choi & Alexander Chudik, 2020. "Regional inequality in the U.S.: Evidence from city‐level purchasing power," Journal of Regional Science, Wiley Blackwell, vol. 60(4), pages 738-774, September.
- Vincent, Rose Camille & Osei Kwadwo, Victor, 2022.
"Spatial interdependence and spillovers of fiscal grants in Benin: Static and dynamic diffusions,"
World Development, Elsevier, vol. 158(C).
- Rose Camille Vincent & Victor Osei Kwadwo, 2022. "Spatial interdependence and spillovers of fiscal grants in Benin: Static and dynamic diffusions," Post-Print hal-04055064, HAL.
- Niesr, 2021. "Overview," National Institute UK Economic Outlook, National Institute of Economic and Social Research, issue 2, pages 1-4.
- M. Hashem Pesaran & Cynthia Fan Yang, 2019.
"Estimation and inference in spatial models with dominant units,"
CESifo Working Paper Series
7563, CESifo.
- Pesaran, M. Hashem & Yang, Cynthia Fan, 2021. "Estimation and inference in spatial models with dominant units," Journal of Econometrics, Elsevier, vol. 221(2), pages 591-615.
- Arnab Bhattacharjee & Sean Holly & Jan Ditzen, 2021.
"Spatial and Spatio-Temporal Error Correction Networks and Common Correlated Effects,"
National Institute of Economic and Social Research (NIESR) Discussion Papers
526, National Institute of Economic and Social Research.
- Arnab Bhattacharjee & Jan Ditzen & Sean Holly, 2021. "Spatial and Spatio-temporal Error Correction, Networks and Common Correlated Effects," BEMPS - Bozen Economics & Management Paper Series BEMPS76, Faculty of Economics and Management at the Free University of Bozen.
- Arnab Bhattacharjee & Jan Ditzen & Sean Holly, 2022. "Spatial and Spatio-Temporal Error Correction, Networks and Common Correlated Effects," Advances in Econometrics, in: Essays in Honor of M. Hashem Pesaran: Panel Modeling, Micro Applications, and Econometric Methodology, volume 43, pages 37-60, Emerald Group Publishing Limited.
- B Ferreira Neto, Amir, 2018.
"Do public libraries impact local labor markets? Evidence from Appalachia,"
MPRA Paper
89584, University Library of Munich, Germany.
- Amir Borges Ferreira Neto, 2023. "Do public libraries impact local labour markets? Evidence from Appalachia," Spatial Economic Analysis, Taylor & Francis Journals, vol. 18(2), pages 216-238, April.
- Roccazzella, Francesco & Candelon, Bertrand, 2022. "Should we care about ECB inflation expectations?," LIDAM Discussion Papers LFIN 2022004, Université catholique de Louvain, Louvain Finance (LFIN).
- Capasso, Salvatore & D'Uva, Marcella & Fiorelli, Cristiana & Napolitano, Oreste, 2023. "Cross-border Italian sovereign risk transmission in EMU countries," Economic Modelling, Elsevier, vol. 126(C).
- Gopal K. Basak & Arnab Bhattacharjee & Samarjit Das, 2018. "Causal ordering and inference on acyclic networks," Empirical Economics, Springer, vol. 55(1), pages 213-232, August.
- Mitze, Timo & Naveed, Amjad & Ahmad, Nisar, 2016. "International, intersectoral, or unobservable? Measuring R&D spillovers under weak and strong cross-sectional dependence," Journal of Macroeconomics, Elsevier, vol. 50(C), pages 259-272.
- George Kapetanios & Simon Price & Menelaos Tasiou & Alexia Ventouri, 2020.
"State-level wage Phillips curves,"
CAMA Working Papers
2020-08, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Kapetanios, G. & Price, S. & Tasiou, M. & Ventouri, A., 2020. "State-level wage Phillips curves," Working Papers 20/08, Department of Economics, City University London.
- Kapetanios, George & Price, Simon & Tasiou, Menelaos & Ventouri, Alexia, 2021. "State-level wage Phillips curves," Econometrics and Statistics, Elsevier, vol. 18(C), pages 1-11.
- Kapetanios, George & Tasiou, Menelaos & Price, Simon & Ventouri, Alexia, 2018. "State-level wage Phillips curves," Essex Finance Centre Working Papers 23707, University of Essex, Essex Business School.
- Badi H. Baltagi & Georges Bresson & Anoop Chaturvedi & Guy Lacroix, 2023.
"Robust dynamic space-time panel data models using ?-contamination: An application to crop yields and climate change,"
CIRANO Working Papers
2023s-01, CIRANO.
- Baltagi, Badi H. & Bresson, Georges & Chaturvedi, Anoop & Lacroix, Guy, 2022. "Robust Dynamic Space-Time Panel Data Models Using ?-Contamination: An Application to Crop Yields and Climate Change," IZA Discussion Papers 15815, Institute of Labor Economics (IZA).
- Badi H. Baltagi & Georges Bresson & Anoop Chaturvedi & Guy Lacroix, 2022. "Robust Dynamic Space-Time Panel Data Models Using ε-contamination: An Application to Crop Yields and Climate Change," Center for Policy Research Working Papers 254, Center for Policy Research, Maxwell School, Syracuse University.
- Arnab Bhattacharjee & Sudipto Roy, 2019. "Abnormal Returns or Mismeasured Risk? Network Effects and Risk Spillover in Stock Returns," JRFM, MDPI, vol. 12(2), pages 1-13, March.
- Kucuk, Hande & Lenoel, Cyrille & MacQueen, Rory, 2021. "UK sectoral output," National Institute UK Economic Outlook, National Institute of Economic and Social Research, issue 2, pages 33-41.
- Sayan Chakraborty & Arnab Bhattacharjee & Taps Maiti, 2021. "Structural Factorization of Latent Adjacency Matrix, with an application to Auto Industry Networks," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 83(2), pages 185-206, November.
- Totty, Evan, 2015.
"The Effect of Minimum Wages on Employment: A Factor Model Approach,"
Institute for Research on Labor and Employment, Working Paper Series
qt2b26n60q, Institute of Industrial Relations, UC Berkeley.
- Evan Totty, 2014. "The Effect of Minimum Wages on Employment: A Factor Model Approach," Purdue University Economics Working Papers 1278, Purdue University, Department of Economics.
- Evan Totty, 2017. "The Effect Of Minimum Wages On Employment: A Factor Model Approach," Economic Inquiry, Western Economic Association International, vol. 55(4), pages 1712-1737, October.
- Duran, Nicolas & Elhorst, J. Paul, 2017. "A Spatio-temporal-similarity and Common Factor Approach of Individual Housing Prices," Research Report 2018007-EEF, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
- Carlomagno Real, Guillermo & Espasa, Antoni, 2017. "Discovering pervasive and non-pervasive common cycles," DES - Working Papers. Statistics and Econometrics. WS 25392, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Arturas Juodis & Simon Reese, 2018. "The Incidental Parameters Problem in Testing for Remaining Cross-section Correlation," Papers 1810.03715, arXiv.org, revised Feb 2021.
- Achim Ahrens & Arnab Bhattacharjee, 2015. "Two-Step Lasso Estimation of the Spatial Weights Matrix," Econometrics, MDPI, vol. 3(1), pages 1-28, March.
- Cynthia Fan Yang, 2021.
"Common factors and spatial dependence: an application to US house prices,"
Econometric Reviews, Taylor & Francis Journals, vol. 40(1), pages 14-50, January.
- Yang, Cynthia Fan, 2017. "Common Factors and Spatial Dependence: An Application to US House Prices," MPRA Paper 89032, University Library of Munich, Germany, revised 20 Aug 2018.
- Arnab Bhattacharjee & Adrian Pabst & Tibor Szendrei & Geoffrey J. D. Hewings, 2023. "NiReMS: A Regional Model at Household Level Combining Spatial Econometrics with Dynamic Microsimulation," National Institute of Economic and Social Research (NIESR) Discussion Papers 547, National Institute of Economic and Social Research.
- Everett Grant & Julieta Yung, 2019. "Upstream, Downstream & Common Firm Shocks," Globalization Institute Working Papers 360, Federal Reserve Bank of Dallas.
- Diego-Ivan Ruge-Leiva, 2014.
"International R&D spillovers and unobserved common shocks,"
Working Papers
08/14, Instituto Universitario de Análisis Económico y Social.
- Ruge-Leiva, Diego-Ivan, 2014. "International R&D Spillovers and Unobserved Common Shocks," MPRA Paper 56718, University Library of Munich, Germany.
- Daniel Bernhofen & Markus Eberhardt & Jianan Li & Stephen Morgan, 2015.
"Assessing Market (Dis)Integration in Early Modern China and Europe,"
Discussion Papers
2015-12, University of Nottingham, GEP.
- Eberhardt, Markus & Bernhofen, Daniel M & Morgan, Stephen & Li, Jianan, 2016. "Assessing market (dis)integration in early modern China and Europe," CEPR Discussion Papers 11288, C.E.P.R. Discussion Papers.
- Daniel M. Bernhofen & Markus Eberhardt & Jianan Li & Stephen Morgan, 2015. "Assessing Market (Dis)Integration in Early Modern China and Europe," CESifo Working Paper Series 5580, CESifo.
- Josep Lluís Carrion-i-Silvestre & Laura Surdeanu, 2016. "Productivity, Infrastructure and Human Capital in the Spanish Regions," Spatial Economic Analysis, Taylor & Francis Journals, vol. 11(4), pages 365-391, October.
- Greenaway-McGrevy, Ryan & Hood, Kyle K., 2016.
"Worker migration or job creation? Persistent shocks and regional recoveries,"
Journal of Urban Economics, Elsevier, vol. 96(C), pages 1-16.
- Greenaway-McGrevy, Ryan & Hood, K, 2016. "Worker migration or job creation? Persistent shocks and regional recoveries," Working Papers 28513, Department of Economics, The University of Auckland.
- Elhorst, J. Paul & Madre, Jean-Loup & Pirotte, Alain, 2020. "Car traffic, habit persistence, cross-sectional dependence, and spatial heterogeneity: New insights using French departmental data," Transportation Research Part A: Policy and Practice, Elsevier, vol. 132(C), pages 614-632.
- Matteo Fragetta & Roberto Tamborini, 2017. "It’s not austerity. Or is it? Assessing the effect of austerity on growth in Europe, 2010-15," DEM Working Papers 2017/10, Department of Economics and Management.
- Julián Ramajo & José Manuel Cordero & Miguel Ángel Márquez, 2017. "European regional efficiency and geographical externalities: a spatial nonparametric frontier analysis," Journal of Geographical Systems, Springer, vol. 19(4), pages 319-348, October.
- Mortimer-Lee, Paul & Gortz, Christoph & McGowan, Danny, 2022. "Box B: A Targeted Furlough Scheme to help the economy in downturns," National Institute UK Economic Outlook, National Institute of Economic and Social Research, issue 5, pages 14-16.
- Bhattacharjee, A. & Ditzen, J. & Holly, S., 2020. "Spatial and Spatio-temporal Engle-Granger representations, Networks and Common Correlated Effects," Cambridge Working Papers in Economics 2075, Faculty of Economics, University of Cambridge.
- Natalia Bailey & M. Hashem Pesaran & L. Vanessa Smith, 2014.
"A Multiple Testing Approach to the Regularisation of Large Sample Correlation Matrices,"
CESifo Working Paper Series
4834, CESifo.
- Natalia Bailey & Vanessa Smith & M. Hashem Pesaran, 2014. "A multiple testing approach to the regularisation of large sample correlation matrices," Cambridge Working Papers in Economics 1413, Faculty of Economics, University of Cambridge.
- Natalia Bailey & M. Hashem Pesaran & L. Vanessa Smith, 2015. "A Multiple Testing Approach to the Regularisation of Large Sample Correlation Matrices," Working Papers 764, Queen Mary University of London, School of Economics and Finance.
- Bailey, Natalia & Pesaran, M. Hashem & Smith, L. Vanessa, 2019. "A multiple testing approach to the regularisation of large sample correlation matrices," Journal of Econometrics, Elsevier, vol. 208(2), pages 507-534.
- Niesr, 2021. "Appendix," National Institute UK Economic Outlook, National Institute of Economic and Social Research, issue 2, pages 58-66.
- Bhattacharjee, Arnab & Lisauskaite, Elena & Pabst, Adrian & Tzendrei, Tibor, 2021.
"UK Regional Outlook,"
National Institute UK Economic Outlook, National Institute of Economic and Social Research, issue 3, pages 37-50.
- Bhattacharjee, Arnab & Lisauskaite, Elena, 2021. "UK regional outlook," National Institute UK Economic Outlook, National Institute of Economic and Social Research, issue 1, pages 24-33.
- Bhattacharjee, Arnab & Lisauskaite, Elena & Pabst, Adrian, 2021. "UK regional outlook," National Institute UK Economic Outlook, National Institute of Economic and Social Research, issue 2, pages 42-57.
- Filippo di Mauro & Alexander Al-Haschimi & Stephane Dees & Martina Jancokova, 2014.
"Linking Distress of Financial Institutions to Macrofinancial Shocks,"
EcoMod2014
6807, EcoMod.
- di Mauro, Filippo & Dées, Stéphane & Al-Haschimi, Alexander & Jančoková, Martina, 2014. "Linking distress of financial institutions to macrofinancial shocks," Working Paper Series 1749, European Central Bank.
- Lenoel, Cyrille & Macqueen, Rory & Mortimer-Lee, Paul & Patel, Urvish & Whyte, Kemar, 2022. "Covid-19 leaves inflation in its wake," National Institute UK Economic Outlook, National Institute of Economic and Social Research, issue 5, pages 5-28.
- Masayoshi Hayashi & Wataru Yamamoto, 2017.
"Information sharing, neighborhood demarcation, and yardstick competition: an empirical analysis of intergovernmental expenditure interaction in Japan,"
International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 24(1), pages 134-163, February.
- Masayoshi Hayashi & Wataru Yamamoto, 2014. "Information Sharing, Neighborhood Demarcation, and Yardstick Competition: An Empirical Analysis of Intergovernmental Expenditure Interaction in Japan," CIRJE F-Series CIRJE-F-951, CIRJE, Faculty of Economics, University of Tokyo.
- Ge, S., 2020. "Text-Based Linkages and Local Risk Spillovers in the Equity Market," Cambridge Working Papers in Economics 20115, Faculty of Economics, University of Cambridge.
- Margaretic, Paula & Cifuentes, Rodrigo & Carreño, José Gabriel, 2021. "Banks’ interconnections and peer effects: Evidence from Chile," Research in International Business and Finance, Elsevier, vol. 58(C).
- Süleyman Taşpınar & Osman DoĞan & Jiyoung Chae & Anil K. Bera, 2021. "Bayesian Inference in Spatial Stochastic Volatility Models: An Application to House Price Returns in Chicago," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(5), pages 1243-1272, October.
- George Grekousis & Stelios Gialis, 2019. "More Flexible Yet Less Developed? Spatio-Temporal Analysis of Labor Flexibilization and Gross Domestic Product in Crisis-Hit European Union Regions," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 143(2), pages 505-524, June.
- Cun, Wukuang & Pesaran, M. Hashem, 2022.
"A spatiotemporal equilibrium model of migration and housing interlinkages,"
Journal of Housing Economics, Elsevier, vol. 57(C).
- Cun, W. & Pesaran, M. H., 2022. "A Spatiotemporal Equilibrium Model of Migration and Housing Interlinkages," Cambridge Working Papers in Economics 2225, Faculty of Economics, University of Cambridge.
- Wukuang Cun & M. Hashem Pesaran, 2021. "A Spatiotemporal Equilibrium Model of Migration and Housing Interlinkages," CESifo Working Paper Series 9343, CESifo.
- Bhattacharjee, Arnab & Pabst, Adrian & Mosley, Max & Szendrei, Tibor, 2022.
"UK Regional Outlook: Autumn 2021,"
National Institute UK Economic Outlook, National Institute of Economic and Social Research, issue 5, pages 29-40.
- Bhattacharjee, Arnab & Pabst, Adrian & Szendrei, Tibor & Aitken, Andrew & Marioni, Larissa & Aznar, Ana Rincon & Tong, Manuel, 2021. "UK Regional Outlook: Autumn 2021," National Institute UK Economic Outlook, National Institute of Economic and Social Research, issue 4, pages 33-40.
- Paula Margaretic & Sebastián Becerra, 2017. "Dispersed Information and Sovereign Risk Premia," Working Papers Central Bank of Chile 808, Central Bank of Chile.
- Rossi, Francesca & Lieberman, Offer, 2023. "Spatial autoregressions with an extended parameter space and similarity-based weights," Journal of Econometrics, Elsevier, vol. 235(2), pages 1770-1798.
- Carlo Ciccarelli & Jean Paul Elhorst, 2016. "A Spatial Diffusion Model with Common Factors and an Application to Cigarette Consumption," CEIS Research Paper 381, Tor Vergata University, CEIS, revised 31 May 2016.
- Jungyoon Lee & Peter C.B. Phillips & Francesca Rossi, 2020. "Consistent Misspecification Testing in Spatial Autoregressive Models," Cowles Foundation Discussion Papers 2256, Cowles Foundation for Research in Economics, Yale University.
- Fingleton, Bernard, 2018.
"Exploring Brexit with dynamic spatial panel models : some possible outcomes for employment across the EU regions,"
MPRA Paper
86553, University Library of Munich, Germany.
- Bernard Fingleton, 2020. "Exploring Brexit with dynamic spatial panel models: some possible outcomes for employment across the EU regions," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 64(2), pages 455-491, April.
- J. B. Qian, 2016. "Estimation of Panel Model with Spatial Autoregressive Error and Common Factors," Computational Economics, Springer;Society for Computational Economics, vol. 47(3), pages 367-399, March.
- Kucuk, Hande & Lenoel, Cyrille & MacQueen, Rory, 2021. "Brisk but not better growth," National Institute UK Economic Outlook, National Institute of Economic and Social Research, issue 2, pages 5-32.
- Musolesi, Antonio & Prete, Giada Andrea & Simioni, Michel, 2022. "Is infrastructure capital really productive? Non-parametric modeling and data-driven model selection in a cross-sectionally dependent panel framework," TSE Working Papers 22-1335, Toulouse School of Economics (TSE).
- Román Mínguez & María L. & Roberto Basile, 2016. "Spatio-Temporal Autoregressive Semiparametric Model for the analysis of regional economic data," Working Papers LuissLab 16126, Dipartimento di Economia e Finanza, LUISS Guido Carli.
- Zhang Zhen & Bhattacharjee Arnab & Marques João & Maiti Tapabrata, 2021. "Spatio-Temporal Patterns in Portuguese Regional Fertility Rates: A Bayesian Approach for Spatial Clustering of Curves," Journal of Official Statistics, Sciendo, vol. 37(3), pages 611-653, September.
- George Kapetanios & M. Hashem Pesaran & Simon Reese, 2018. "A Residual-based Threshold Method for Detection of Units that are Too Big to Fail in Large Factor Models," CESifo Working Paper Series 7401, CESifo.
- María Dolores Gadea-Rivas & Ana Gómez-Loscos & Danilo Leiva-Leon, 2017. "The evolution of regional economic interlinkages in Europe," Working Papers 1705, Banco de España.
- Constantinescu, Mihnea & Lastauskas, Povilas, 2018.
"The knotty interplay between credit and housing,"
The Quarterly Review of Economics and Finance, Elsevier, vol. 70(C), pages 241-266.
- Mihnea Constantinescu & Povilas Lastauskas, 2017. "The Knotty Interplay Between Credit and Housing," Bank of Lithuania Working Paper Series 45, Bank of Lithuania.
- Kapetanios, G. & Pesaran, M.H. & Reese, S., 2021. "Detection of units with pervasive effects in large panel data models," Journal of Econometrics, Elsevier, vol. 221(2), pages 510-541.
- Ciccarelli, Carlo & Elhorst, J.Paul, 2018. "A dynamic spatial econometric diffusion model with common factors: The rise and spread of cigarette consumption in Italy," Regional Science and Urban Economics, Elsevier, vol. 72(C), pages 131-142.
- Karamysheva, Madina & Seregina, Ekaterina, 2022. "Prudential policies and systemic risk: The role of interconnections," Journal of International Money and Finance, Elsevier, vol. 127(C).
- Philip Kerner & Torben Klarl & Tobias Wendler, 2021. "Green Technologies, Environmental Policy and Regional Growth," Bremen Papers on Economics & Innovation 2104, University of Bremen, Faculty of Business Studies and Economics.
- Halleck Vega, Solmaria & Elhorst, J. Paul, 2016. "A regional unemployment model simultaneously accounting for serial dynamics, spatial dependence and common factors," Regional Science and Urban Economics, Elsevier, vol. 60(C), pages 85-95.
- Elhorst, J. Paul & Gross, Marco & Tereanu, Eugen, 2018. "Spillovers in space and time: where spatial econometrics and Global VAR models meet," Working Paper Series 2134, European Central Bank.
- Servén, Luis & Abate, Girum Dagnachew, 2020.
"Adding space to the international business cycle,"
Journal of Macroeconomics, Elsevier, vol. 65(C).
- Abate,Girum Dagnachew & Serven,Luis, 2019. "Adding Space to the International Business Cycle," Policy Research Working Paper Series 8786, The World Bank.
- Román Mínguez & Roberto Basile & María Durbán, 2020. "An alternative semiparametric model for spatial panel data," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 29(4), pages 669-708, December.
- Deborah Gefang & Stephen G. Hall & George S. Tavlas, 2023. "Identifying spatial interdependence in panel data with large N and small T," Papers 2309.03740, arXiv.org.
- George Grekousis, 2018. "Further Widening or Bridging the Gap? A Cross-Regional Study of Unemployment across the EU Amid Economic Crisis," Sustainability, MDPI, vol. 10(6), pages 1-18, May.
- Gadea-Rivas, María Dolores & Gómez-Loscos, Ana & Leiva-Leon, Danilo, 2019. "Increasing linkages among European regions. The role of sectoral composition," Economic Modelling, Elsevier, vol. 80(C), pages 222-243.
- Chadha, Jagjit S., 2021. "Foreward," National Institute UK Economic Outlook, National Institute of Economic and Social Research, issue 2, pages 1-3.
- Millo, Giovanni, 2017. "A simple randomization test for spatial correlation in the presence of common factors and serial correlation," Regional Science and Urban Economics, Elsevier, vol. 66(C), pages 28-38.
- Arnab Bhattacharjee & Chris Higson & Sean Holly, 2015. "Operating Leverage over the Business Cycle," Cambridge Working Papers in Economics 1535, Faculty of Economics, University of Cambridge.
- Ge, Shuyi & Li, Shaoran & Linton, Oliver, 2023. "News-implied linkages and local dependency in the equity market," Journal of Econometrics, Elsevier, vol. 235(2), pages 779-815.
- Sermpinis, Georgios & Tsoukas, Serafeim & Zhang, Ping, 2018. "Modelling market implied ratings using LASSO variable selection techniques," Journal of Empirical Finance, Elsevier, vol. 48(C), pages 19-35.
- Márcio Poletti Laurini, 2017. "A continuous spatio-temporal model for house prices in the USA," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 58(1), pages 235-269, January.
- Chi-Young Choi & Alexander Chudik, 2017. "Geographic Inequality of Economic Well-being among U.S. Cities: Evidence from Micro Panel Data," Globalization Institute Working Papers 330, Federal Reserve Bank of Dallas.
- Chen, Jia & Shin, Yongcheol & Zheng, Chaowen, 2022. "Estimation and inference in heterogeneous spatial panels with a multifactor error structure," Journal of Econometrics, Elsevier, vol. 229(1), pages 55-79.
- Su, Liangjun & Wang, Wuyi & Xu, Xingbai, 2023. "Identifying latent group structures in spatial dynamic panels," Journal of Econometrics, Elsevier, vol. 235(2), pages 1955-1980.
- Antonio Musolesi & Giada Andrea Prete & Michel Simioni, 2022. "Is infrastructure capital really productive? Non-parametric modeling and data-driven model selection in a cross-sectionally dependent panel framework," SEEDS Working Papers 0522, SEEDS, Sustainability Environmental Economics and Dynamics Studies, revised Mar 2022.
- Gábor Márk Pellényi, 2019. "Regional Spillovers in the Hungarian Housing Market: Evidence from a Spatio-Temporal Model," European Economy - Discussion Papers 095, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Sean HOLLY & Ivan PETRELLA & Emiliano SANTORO, 2011.
"Aggregate fluctuations and the cross-sectional dynamics of firm growth,"
Working Papers of Department of Economics, Leuven
ces11.06, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
- Sean Holly & Ivan Petrella & Emiliano Santoro, 2013. "Aggregate fluctuations and the cross-sectional dynamics of firm growth," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 176(2), pages 459-479, February.
Cited by:
- Jangho Yang & Torsten Heinrich & Julian Winkler & Franc{c}ois Lafond & Pantelis Koutroumpis & J. Doyne Farmer, 2019.
"Measuring productivity dispersion: a parametric approach using the L\'{e}vy alpha-stable distribution,"
Papers
1910.05219, arXiv.org, revised Apr 2022.
- Yang, Jangho & Heinrich, Torsten & Winkler, Julian & Lafond, François & Koutroumpis, Pantelis & Farmer, J. Doyne, 2019. "Measuring productivity dispersion: a parametric approach using the Lévy alpha-stable distribution," MPRA Paper 96474, University Library of Munich, Germany.
- Olubunmi Ipinnaiye & Declan Dineen & Helena Lenihan, 2016. "Analysing the Drivers of Services Firm Performance: Evidence for Ireland," The Economic and Social Review, Economic and Social Studies, vol. 47(2), pages 213-245.
- Giulio Bottazzi & Le Li & Angelo Secchi, 2019.
"Aggregate fluctuations and the distribution of firm growth rates,"
Post-Print
halshs-02301721, HAL.
- Giulio Bottazzi & Le Li & Angelo Secchi, 2019. "Aggregate fluctuations and the distribution of firm growth rates," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 28(3), pages 635-656.
- Giulio Bottazzi & Le Li & Angelo Secchi, 2019. "Aggregate fluctuations and the distribution of firm growth rates," PSE-Ecole d'économie de Paris (Postprint) halshs-02301721, HAL.
- Giulio Bottazzi & Le Li & Angelo Secchi, 2017. "Aggregate fluctuations and the distribution of firm growth rates," LEM Papers Series 2017/24, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Åstebro, Thomas & Tåg, Joacim, 2015. "Jobs Incorporated: Incorporation Status and Job Creation," Working Paper Series 1059, Research Institute of Industrial Economics.
- Alex Coad, 2022. "Lumps, Bumps and Jumps in the Firm Growth Process," Foundations and Trends(R) in Entrepreneurship, now publishers, vol. 18(4), pages 212-267, April.
- Distante, Roberta & Petrella, Ivan & Santoro, Emiliano, 2013.
"Asymmetry Reversals and the Business Cycle,"
Economy and Society
151531, Fondazione Eni Enrico Mattei (FEEM).
- Roberta Distante & Ivan Petrella & Emiliano Santoro, 2013. "Asymmetry Reversals and the Business Cycle," Working Papers 2013.54, Fondazione Eni Enrico Mattei.
- Asquith, William H., 2014. "Parameter estimation for the 4-parameter Asymmetric Exponential Power distribution by the method of L-moments using R," Computational Statistics & Data Analysis, Elsevier, vol. 71(C), pages 955-970.
- Distante, Roberta & Petrella, Ivan & Santoro, Emiliano, 2018.
"Gibrat’s law and quantile regressions: An application to firm growth,"
Economics Letters, Elsevier, vol. 164(C), pages 5-9.
- Distante, Roberta & Petrella, Ivan & Santoro, Emiliano, 2017. "Gibrat's Law and Quantile Regressions: an Application to Firm Growth," EMF Research Papers 16, Economic Modelling and Forecasting Group.
- Vidal-Tomás, David & Ruiz-Buforn, Aba & Blanco-Arroyo, Omar & Alfarano, Simone, 2020.
"A cross-sectional analysis of growth and profit rate distribution: the Spanish case,"
MPRA Paper
102065, University Library of Munich, Germany.
- David Vidal-Tomás & Alba Ruiz-Buforn & Omar Blanco-Arroyo & Simone Alfarano, 2022. "A Cross-Sectional Analysis of Growth and Profit Rate Distribution: The Spanish Case," Mathematics, MDPI, vol. 10(6), pages 1-20, March.
- Lafond, François & Farmer, J. Doyne & Koutroumpis, Pantelis & Winkler, Julian & Heinrich, Torsten & Yang, Jangho, 2019.
"Measuring productivity dispersion: a parametric approach using the Lévy alpha-stable distribution,"
INET Oxford Working Papers
2019-14, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
- Yang, Jangho & Heinrich, Torsten & Winkler, Julian & Lafond, François & Koutroumpis, Pantelis & Farmer, J. Doyne, 2019. "Measuring productivity dispersion: a parametric approach using the Lévy alpha-stable distribution," MPRA Paper 96474, University Library of Munich, Germany.
- Tata Subba Rao & Granville Tunnicliffe Wilson & Andrew Harvey & Rutger-Jan Lange, 2017.
"Volatility Modeling with a Generalized t Distribution,"
Journal of Time Series Analysis, Wiley Blackwell, vol. 38(2), pages 175-190, March.
- Andrew Harvey & Rutger-Jan Lange, 2015. "Volatility Modeling with a Generalized t-distribution," Cambridge Working Papers in Economics 1517, Faculty of Economics, University of Cambridge.
- Vitezić Vanja & Srhoj Stjepan & Perić Marko, 2018. "Investigating Industry Dynamics in a Recessionary Transition Economy," South East European Journal of Economics and Business, Sciendo, vol. 13(1), pages 43-67, June.
- Halvarsson, Daniel, 2019. "Asymmetric Double Pareto Distributions: Maximum Likelihood Estimation with Application to the Growth Rate Distribution of Firms," Ratio Working Papers 327, The Ratio Institute.
- Olubunmi Ipinnaiye & Declan Dineen & Helena Lenihan, 2017. "Drivers of SME performance: a holistic and multivariate approach," Small Business Economics, Springer, vol. 48(4), pages 883-911, April.
- Halvarsson, Daniel, 2013. "Identifying High-Growth Firms," Ratio Working Papers 215, The Ratio Institute.
- Doina I. POPESCU & Sebastian - Ion CEPTUREANU & Eduard - Gabriel CEPTUREANU, 2017. "PECULIARITIES OF STRATEGY IN SMEs," Proceedings of the INTERNATIONAL MANAGEMENT CONFERENCE, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, vol. 11(1), pages 617-632, November.
- Jagjit S. Chadha & Sean Holly, 2011.
"New Instruments of Monetary Policy,"
Studies in Economics
1109, School of Economics, University of Kent.
Cited by:
- Daniel L. Thornton, 2012. "The Federal Reserve’s response to the financial crisis: what it did and what it should have done," Working Papers 2012-050, Federal Reserve Bank of St. Louis.
- Philip Turner, 2011. "Is the long-term interest rate a policy victim, a policy variable or a policy lodestar?," BIS Working Papers 367, Bank for International Settlements.
- Bhattacharjee, A. & Holly, S., 2010.
"Structural Interactions in Spatial Panels,"
Cambridge Working Papers in Economics
1004, Faculty of Economics, University of Cambridge.
- Arnab Bhattacharjee & Sean Holly, 2011. "Structural interactions in spatial panels," Empirical Economics, Springer, vol. 40(1), pages 69-94, February.
- Bhattacharjee, Arnab & Holly, Sean, 2009. "Structural Interactions in Spatial Panels," SIRE Discussion Papers 2009-39, Scottish Institute for Research in Economics (SIRE).
Cited by:
- An Liu & Henk Folmer & Johan H L Oud, 2014. "Estimation of Autoregressive Models with Two Types of Weak Spatial Dependence by Means of the W-Based and the Latent Variables Approach: Evidence from Monte Carlo Simulations," Environment and Planning A, , vol. 46(1), pages 186-202, January.
- Bhattacharjee, A. & Holly, S., 2010.
"Structural Interactions in Spatial Panels,"
Cambridge Working Papers in Economics
1004, Faculty of Economics, University of Cambridge.
- Arnab Bhattacharjee & Sean Holly, 2011. "Structural interactions in spatial panels," Empirical Economics, Springer, vol. 40(1), pages 69-94, February.
- Bhattacharjee, Arnab & Holly, Sean, 2009. "Structural Interactions in Spatial Panels," SIRE Discussion Papers 2009-39, Scottish Institute for Research in Economics (SIRE).
- Mustafa Koroglu & Yiguo Sun, 2016. "Functional-Coefficient Spatial Durbin Models with Nonparametric Spatial Weights: An Application to Economic Growth," Econometrics, MDPI, vol. 4(1), pages 1-16, February.
- Bhattacharjee, Arnab & Jensen-Butler, Chris, 2011.
"Estimation of the Spatial Weights Matrix under Structural Constraints,"
SIRE Discussion Papers
2011-48, Scottish Institute for Research in Economics (SIRE).
- Arnab Bhattacharjee & Chris Jensen-Butler, 2011. "Estimation of the Spatial Weights Matrix under Structural Constraints," Dundee Discussion Papers in Economics 254, Economic Studies, University of Dundee.
- Bhattacharjee, Arnab & Jensen-Butler, Chris, 2013. "Estimation of the spatial weights matrix under structural constraints," Regional Science and Urban Economics, Elsevier, vol. 43(4), pages 617-634.
- Arnab Bhattacharjee & Eduardo Castro & João Marques, 2012.
"Spatial Interactions in Hedonic Pricing Models: The Urban Housing Market of Aveiro, Portugal,"
Spatial Economic Analysis, Taylor & Francis Journals, vol. 7(1), pages 133-167, March.
- Arnab Bhattacharjee & Eduardo Anselmo de Castro & João Lourenço Marques, 2011. "Spatial Interactions in Hedonic Pricing Models: The Urban Housing Market of Aveiro, Portugal," Dundee Discussion Papers in Economics 253, Economic Studies, University of Dundee.
- Bhattacharjee, Arnab & de Castro, Eduardo Anselmo & Marques, João Lourenço, 2011. "Spatial Interactions in Hedonic Pricing Models: The Urban Housing Market of Aveiro, Portugal," SIRE Discussion Papers 2011-45, Scottish Institute for Research in Economics (SIRE).
- Thomas, Pinky & Khurana, Ritika & Etienne, Xiaoli L. & Collins, Alan R., 2023. "The Impacts of State Policies on Renewable Energy Generation Capacity: A County-Level Spatial Panel Analysis," 2023 Annual Meeting, July 23-25, Washington D.C. 335717, Agricultural and Applied Economics Association.
- Gopal K. Basak & Arnab Bhattacharjee & Samarjit Das, 2018. "Causal ordering and inference on acyclic networks," Empirical Economics, Springer, vol. 55(1), pages 213-232, August.
- Achim Ahrens & Arnab Bhattacharjee, 2015. "Two-Step Lasso Estimation of the Spatial Weights Matrix," Econometrics, MDPI, vol. 3(1), pages 1-28, March.
- Wei Shi & Lung-fei Lee, 2018. "The effects of gun control on crimes: a spatial interactive fixed effects approach," Empirical Economics, Springer, vol. 55(1), pages 233-263, August.
- Sánchez Navarro, Dennis, 2012.
"Una propuesta metodológica para la definición de mercados geográficos relevantes [A proposed methodology for defining relevant geographic markets],"
MPRA Paper
44498, University Library of Munich, Germany.
- Dennis Sánchez-Navarro, 2012. "Una propuesta metodológica para la definición de mercados geográficos relevantes," Estudios Económicos SIC 10492, Superintendencia de Industria y Comercio.
- Arnab Bhattacharjee & Eduardo Castro & Taps Maiti & João Marques, 2014. "Endogenous spatial structure and delineation of submarkets: A new framework with application to housing markets," SEEC Discussion Papers 1403, Spatial Economics and Econometrics Centre, Heriot Watt University.
- Arnab Bhattacharjee & Sean Holly, 2015. "Influence, Interactions and Heterogeneity: Taking Personalities out of Monetary Policy Decision-making," Manchester School, University of Manchester, vol. 83(2), pages 153-182, March.
- Julián Ramajo & José Manuel Cordero & Miguel Ángel Márquez, 2017. "European regional efficiency and geographical externalities: a spatial nonparametric frontier analysis," Journal of Geographical Systems, Springer, vol. 19(4), pages 319-348, October.
- Joao Lourenço Marques & Eduardo Castro & Arnab Bhattacharjee & Paulo Batista, 2012. "SPATIAL HETEROGENEITY ACROSS SUBMARKETS: Housing submarket in an urban area of Portugal," ERSA conference papers ersa12p1111, European Regional Science Association.
- Arnab Bhattacharjee & Taps Maiti & Dennis Petrie, 2014. "Spatial structures of health outcomes and health behaviours in Scotland: Evidence from the Scottish Health Survey," SEEC Discussion Papers 1401, Spatial Economics and Econometrics Centre, Heriot Watt University.
- Giuseppe Arbia, 2011. "A Lustrum of SEA: Recent Research Trends Following the Creation of the Spatial Econometrics Association (2007--2011)," Spatial Economic Analysis, Taylor & Francis Journals, vol. 6(4), pages 377-395, July.
- Millo, Giovanni, 2017. "A simple randomization test for spatial correlation in the presence of common factors and serial correlation," Regional Science and Urban Economics, Elsevier, vol. 66(C), pages 28-38.
- Bhattacharjee, Arnab & Maiti, Taps & Petrie, Dennis, 2014. "General equilibrium effects of spatial structure: Health outcomes and health behaviours in Scotland," Regional Science and Urban Economics, Elsevier, vol. 49(C), pages 286-297.
- Holly, S. & Petrella, I., 2010.
"Factor Demand Linkages, Technology Shocks and the Business Cycle,"
Cambridge Working Papers in Economics
1001, Faculty of Economics, University of Cambridge.
- Sean Holly & Ivan Petrella, 2012. "Factor Demand Linkages, Technology Shocks, and the Business Cycle," The Review of Economics and Statistics, MIT Press, vol. 94(4), pages 948-963, November.
- Holly, Sean & Petrella, Ivan, 2009. "Factor Demand Linkages, Technology Shocks and the Business Cycle," MPRA Paper 18120, University Library of Munich, Germany.
- Sean HOLLY & Ivan PETRELLA, 2010. "Factor demand linkages, technology shocks and the business cycle," Working Papers of Department of Economics, Leuven ces10.26, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
Cited by:
- Vasco Carvalho, 2014.
"From micro to macro via production networks,"
Economics Working Papers
1449, Department of Economics and Business, Universitat Pompeu Fabra.
- Vasco M. Carvalho, 2014. "From Micro to Macro via Production Networks," Cambridge Working Papers in Economics 1467, Faculty of Economics, University of Cambridge.
- Vasco M. Carvalho, 2014. "From Micro to Macro via Production Networks," Journal of Economic Perspectives, American Economic Association, vol. 28(4), pages 23-48, Fall.
- Vasco M Carvalho & Makoto Nirei & Yukiko U Saito & Alireza Tahbaz-Salehi, 2021.
"Supply Chain Disruptions: Evidence from the Great East Japan Earthquake,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 136(2), pages 1255-1321.
- Vasco M. CARVALHO & NIREI Makoto & SAITO Yukiko, 2014. "Supply Chain Disruptions: Evidence from the Great East Japan Earthquake," Discussion papers 14035, Research Institute of Economy, Trade and Industry (RIETI).
- Vasco M. Carvalho & Makoto Nirei & Yukiko U. Saito & Alireza Tahbaz-Salehi, 2016. "Supply Chain Disruptions: Evidence from the Great East Japan Earthquake," Discussion papers ron287, Policy Research Institute, Ministry of Finance Japan.
- Carvalho, Vasco & Nirei, Makoto & Saito, Yukiko & Tahbaz-Salehi, Alireza, 2016. "Supply Chain Disruptions: Evidence from the Great East Japan Earthquake," CEPR Discussion Papers 11711, C.E.P.R. Discussion Papers.
- Yukiko Saito & Makoto Nirei & Vasco Carvalho, 2014. "Supply Chain Disruptions: Evidence from Great East Japan Earthquake," 2014 Meeting Papers 595, Society for Economic Dynamics.
- Carvalho, V. M. & Nirei, M. & Saito, Y. U. & Alireza Tahbaz-Salehi, A., 2016. "Supply Chain Disruptions: Evidence from the Great East Japan Earthquake," Cambridge Working Papers in Economics 1670, Faculty of Economics, University of Cambridge.
- Molnárová, Zuzana & Reiter, Michael, 2022.
"Technology, demand, and productivity: What an industry model tells us about business cycles,"
Journal of Economic Dynamics and Control, Elsevier, vol. 134(C).
- Molnarova, Zuzana & Reiter, Michael, 2021. "Technology, demand, and productivity: what an industry model tells us about business cycles," IHS Working Paper Series 29, Institute for Advanced Studies.
- Yongsung Chang & Sunoong Hwang, 2011.
"Asymmetric Phase Shifts in the U.S. Industrial Production Cycles,"
RCER Working Papers
564, University of Rochester - Center for Economic Research (RCER).
- Sunoong Hwang & Yongsung Chang, 2011. "Asymmetric Phase Shifts in U.S. Industrial Production Cycles," 2011 Meeting Papers 31, Society for Economic Dynamics.
- Yongsung Chang & Sunoong Hwang, 2015. "Asymmetric Phase Shifts in U.S. Industrial Production Cycles," The Review of Economics and Statistics, MIT Press, vol. 97(1), pages 116-133, March.
- Zuzana Molnarova, 2020. "Industry evidence and the vanishing cyclicality of labor productivity," Vienna Economics Papers vie2001, University of Vienna, Department of Economics.
- Luisito BERTINELLI & Olivier CARDI & Romain RESTOUT, 2021.
"Labor Market Effects Of Technology Shocks Biased Toward The Traded Sector,"
Working Papers of BETA
2021-09, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- Romain RESTOUT & Olivier CARDI & Romain RESTOUT, 2020. "Labor Market Effects Of Technology Shocks Biased Toward The Traded Sector," Working Papers of BETA 2020-01, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- Bertinelli, Luisito & Cardi, Olivier & Restout, Romain, 2022. "Labor market effects of technology shocks biased toward the traded sector," Journal of International Economics, Elsevier, vol. 138(C).
- Luisito Bertinelli & Olivier Cardi & Romain Restout, 2021. "Labor Market Effects of Technology Shocks Biased toward the Traded Sector," Working Papers 342990229, Lancaster University Management School, Economics Department.
- Luisito Bertinelli & Olivier Cardi & Romain Restout, 2021. "Labor Market Effects of Technology Shocks Biased Toward the Traded Sector," DEM Discussion Paper Series 21-15, Department of Economics at the University of Luxembourg.
- Luisito Bertinelli & Olivier Cardi & Romain Restout, 2022. "Labor market effects of technology shocks biased toward the traded sector," Post-Print hal-03932336, HAL.
- Luisito BERTINELLI & Olivier CARDI & Romain RESTOUT, 2018. "Labor Market Effects of Technology Shocks BiasedToward the Traded Sector," LEO Working Papers / DR LEO 2586, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- Luisito Bertinelli & Olivier Cardi & Romain Restout, 2019. "Labor Market Effects of Technology Shocks Biased toward the Traded Sector," Working Papers 283847880, Lancaster University Management School, Economics Department.
- Luisito Bertinelli & Olivier Cardi & Romain Restout, 2019. "Labor Market Effects of Technology Shocks Biased Toward the Traded Sector," DEM Discussion Paper Series 19-18, Department of Economics at the University of Luxembourg.
- José Afonso Faias & Juan Arismendi Zambrano, 2022. "Equity Risk Premium Predictability from Cross-Sectoral Downturns [International asset allocation with regime shifts]," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 12(3), pages 808-842.
- Amy Y. Guisinger & Michael T. Owyang & Daniel Soques, 2020.
"Industrial Connectedness and Business Cycle Comovements,"
Working Papers
2020-052, Federal Reserve Bank of St. Louis, revised 04 Aug 2021.
- Guisinger, Amy Y. & Owyang, Michael T. & Soques, Daniel, 2024. "Industrial Connectedness and Business Cycle Comovements," Econometrics and Statistics, Elsevier, vol. 29(C), pages 132-149.
- Wolff, Christian & Bams, Dennis & Pisa, Magdalena, 2015. "Ripple effects from industry defaults," CEPR Discussion Papers 10891, C.E.P.R. Discussion Papers.
- Kerstin Hotte, 2021. "Demand-pull, technology-push, and the direction of technological change," Papers 2104.04813, arXiv.org, revised Jan 2023.
- Jakob Grazzini & Alessandro Spelta, 2015.
"An empirical analysis of the global input-output network and its evolution,"
DISCE - Working Papers del Dipartimento di Economia e Finanza
def031, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Grazzini, Jakob & Spelta, Alessandro, 2022. "An empirical analysis of the global input–output network and its evolution," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 594(C).
- Christian Matthes & Felipe Schwartzman, 2019. "The Demand Origins of Business Cycles," 2019 Meeting Papers 1122, Society for Economic Dynamics.
- Swapnil Singh & Roel Beetsma, 2018. "Optimal Monetary Policy Under Sectoral Interconnections," De Economist, Springer, vol. 166(3), pages 309-336, September.
- Yazid Dissou & Lilia Karnizova, 2012.
"Emissions Cap or Emissions Tax? A Multi-sector Business Cycle Analysis,"
Working Papers
1210E, University of Ottawa, Department of Economics.
- Dissou, Yazid & Karnizova, Lilia, 2016. "Emissions cap or emissions tax? A multi-sector business cycle analysis," Journal of Environmental Economics and Management, Elsevier, vol. 79(C), pages 169-188.
- Cristiano Cantore & Filippo Ferroni & Miguel A. León-Ledesma, 2012.
"The dynamics of hours worked and technology,"
Working Papers
1238, Banco de España.
- Cantore, Cristiano & Ferroni, Filippo & León-Ledesma, Miguel A., 2017. "The dynamics of hours worked and technology," Journal of Economic Dynamics and Control, Elsevier, vol. 82(C), pages 67-82.
- Alexander Chudik & M. Hashem Pesaran, 2014.
"Theory and Practice of GVAR Modeling,"
Cambridge Working Papers in Economics
1408, Faculty of Economics, University of Cambridge.
- Alexander Chudik & M. Hashem Pesaran, 2014. "Theory and Practice of GVAR Modeling," CESifo Working Paper Series 4807, CESifo.
- Alexander Chudik & M. Hashem Pesaran, 2014. "Theory and practice of GVAR modeling," Globalization Institute Working Papers 180, Federal Reserve Bank of Dallas.
- Alexander Chudik & M. Hashem Pesaran, 2016. "Theory And Practice Of Gvar Modelling," Journal of Economic Surveys, Wiley Blackwell, vol. 30(1), pages 165-197, February.
- Peng, Ling & Hong, Yongmiao, 2013. "Productivity spillovers among linked sectors," China Economic Review, Elsevier, vol. 25(C), pages 44-61.
- Nikolaos Charalampidis, 2020. "The U.S. Labor Income Share And Automation Shocks," Economic Inquiry, Western Economic Association International, vol. 58(1), pages 294-318, January.
- Dennis Bams & Magdalena Pisa & Christian C. P. Wolff, 2021. "Spillovers to small business credit risk," Small Business Economics, Springer, vol. 57(1), pages 323-352, June.
- Christian Matthes & Felipe Schwartzman, 2019. "What Do Sectoral Dynamics Tell Us About the Origins of Business Cycles?," Working Paper 19-9, Federal Reserve Bank of Richmond.
- Cristiano Cantore & Miguel León-Ledesma & Peter McAdam & Alpo Willman, 2014.
"Shocking Stuff: Technology, Hours, And Factor Substitution,"
Journal of the European Economic Association, European Economic Association, vol. 12(1), pages 108-128, February.
- Cristiano Cantore & Miguel A. Leon-Ledesma & Peter McAdam & Alpo Willman, 2013. "Shocking Stuff: Technology, Hours, and Factor Substitution," School of Economics Discussion Papers 0913, School of Economics, University of Surrey.
- Alpo WILLMAN & Cristiano CANTORE & Miguel LEON-LEDESMA & Peter MCADAM, 2010. "Shocking Stuff: Technology, Hours, and Factor Substitution," EcoMod2010 259600172, EcoMod.
- Cantore, Cristiano & León-Ledesma, Miguel A. & McAdam, Peter & Willman, Alpo, 2010. "Shocking stuff: technology, hours, and factor substitution," Working Paper Series 1278, European Central Bank.
- Julián Ramajo & José Manuel Cordero & Miguel Ángel Márquez, 2017. "European regional efficiency and geographical externalities: a spatial nonparametric frontier analysis," Journal of Geographical Systems, Springer, vol. 19(4), pages 319-348, October.
- Yang, Zhenbing & Shi, Qingquan & Shao, Shuai & Lu, Minwei & Yang, Lili, 2023. "Stricter energy regulations and water consumption: Firm-level evidence from China," Energy Economics, Elsevier, vol. 120(C).
- Vasco M. Carvalho, 2014. "From Micro to Macro via Production Networks," Working Papers 793, Barcelona School of Economics.
- Tokui, Joji & Kawasaki, Kazuyasu & Miyagawa, Tsutomu, 2017. "The economic impact of supply chain disruptions from the Great East-Japan earthquake," Japan and the World Economy, Elsevier, vol. 41(C), pages 59-70.
- Natalia Bailey & Sean Holly & M. Hashem Pesaran, 2014.
"A Two Stage Approach to Spatiotemporal Analysis with Strong and Weak Cross-Sectional Dependence,"
CESifo Working Paper Series
4592, CESifo.
- Natalia Bailey & Sean Holly & N. Hashem Pesaran, 2013. "A Two Stage Approach to Spatiotemporal Analysis with Strong and weak cross Sectional Dependence," Cambridge Working Papers in Economics 1362, Faculty of Economics, University of Cambridge.
- Natalia Bailey & Sean Holly & M. Hashem Pesaran, 2016. "A Two‐Stage Approach to Spatio‐Temporal Analysis with Strong and Weak Cross‐Sectional Dependence," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(1), pages 249-280, January.
- Eiji Goto, 2020. "Industry Impacts of Unconventional Monetary Policy," 2020 Papers pgo873, Job Market Papers.
- Huachen Li, 2023. "The Time‐Varying Response of Hours Worked to a Productivity Shock," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(7), pages 1907-1935, October.
- Ivan Petrella & Raffaele Rossi & Emiliano Santoro, 2019.
"Monetary Policy with Sectoral Trade‐Offs,"
Scandinavian Journal of Economics, Wiley Blackwell, vol. 121(1), pages 55-88, January.
- Petrella, Ivan & Rossi, Rafaelle & Santoro, Emilio, 2017. "Monetary Policy with Sectoral Trade-offs," EMF Research Papers 14, Economic Modelling and Forecasting Group.
- Ivan Petrella & Raffaele Rossi & Emiliano Santoro, 2017. "Monetary Policy with Sectoral Trade-offs," Centre for Growth and Business Cycle Research Discussion Paper Series 233, Economics, The University of Manchester.
- Goto, Eiji, 2023. "Industry effects of unconventional monetary policy, within and across countries," Journal of International Money and Finance, Elsevier, vol. 136(C).
- Dragomirescu-Gaina, Catalin & Elia, Leandro, 2021. "Technology shocks and sectoral labour market spill-overs," Economics Letters, Elsevier, vol. 201(C).
- Filip Rozsypal, 2015. "Schumpeterian business cycles," 2015 Meeting Papers 320, Society for Economic Dynamics.
- Bhattacharjee, A. & Holly, S., 2010.
"Rational Partisan Theory, Uncertainty and Spatial Voting: Evidence for the Bank of England’s MPC,"
Cambridge Working Papers in Economics
1002, Faculty of Economics, University of Cambridge.
- Arnab Bhattacharjee & Sean Holly, 2010. "Rational Partisan Theory, Uncertainty, And Spatial Voting: Evidence For The Bank Of England'S Mpc," Economics and Politics, Wiley Blackwell, vol. 22(2), pages 151-179, July.
Cited by:
- M. Neuenkirch, P. Siklos, 2014.
"When Is Lift-Off? Evaluating Forward Guidance From The Shadow,"
LCERPA Working Papers
wm0066, Laurier Centre for Economic Research and Policy Analysis.
- Matthias Neuenkirch & Pierre L. Siklos, 2014. "When is Lift-off? Evaluating Forward Guidance from the Shadow," Research Papers in Economics 2014-03, University of Trier, Department of Economics.
- Matthias Neuenkirch & Pierre Siklos, 2014. "When is Lift-Off? Evaluating Forward Guidance from the Shadow," Open Economies Review, Springer, vol. 25(5), pages 819-839, November.
- Schultefrankenfeld Guido, 2013.
"Forecast uncertainty and the Bank of England’s interest rate decisions,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 17(1), pages 1-20, February.
- Schultefrankenfeld, Guido, 2010. "Forecast uncertainty and the Bank of England interest rate decisions," Discussion Paper Series 1: Economic Studies 2010,27, Deutsche Bundesbank.
- Bhattacharjee, A. & Holly, S., 2010.
"Structural Interactions in Spatial Panels,"
Cambridge Working Papers in Economics
1004, Faculty of Economics, University of Cambridge.
- Arnab Bhattacharjee & Sean Holly, 2011. "Structural interactions in spatial panels," Empirical Economics, Springer, vol. 40(1), pages 69-94, February.
- Bhattacharjee, Arnab & Holly, Sean, 2009. "Structural Interactions in Spatial Panels," SIRE Discussion Papers 2009-39, Scottish Institute for Research in Economics (SIRE).
- Donato Masciandaro & Paola Profeta & Davide Romelli, 2016. "Gender and Monetary Policymaking: Trends and Drivers," BAFFI CAREFIN Working Papers 1512, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
- Donato Masciandaro & Davide Romelli, 2019.
"Behavioral Monetary Policymaking: Economics, Political Economy And Psychology,"
BAFFI CAREFIN Working Papers
19105, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
- Donato Masciandaro & Davide Romelli, 2019. "Behavioral Monetary Policymaking: Economics, Political Economy and Psychology," World Scientific Book Chapters, in: Behavioral Finance The Coming of Age, chapter 9, pages 285-329, World Scientific Publishing Co. Pte. Ltd..
- Roman Horváth & Kateřina Šmídková & Jan Zápal, 2012.
"Central Banks' Voting Records and Future Policy,"
Working Papers
316, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies).
- Roman Horváth & Kateøina Šmídková & Jan Zápal, 2011. "Central Banks’ Voting Records and Future Policy," Working Papers IES 2011/37, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Dec 2011.
- Roman Horvath & Katerina Smidkova & Jan Zapal, 2010. "Central Banks' Voting Records and Future Policy," Working Papers 2010/11, Czech National Bank.
- Roman Horváth & Katerina Šmídková & Jan Zápal, 2012. "Central Banks' Voting Records and Future Policy," International Journal of Central Banking, International Journal of Central Banking, vol. 8(4), pages 1-19, December.
- Roman Horvath & Marek Rusnak & Katerina Smidkova & Jan Zapal, 2014.
"The dissent voting behaviour of central bankers: what do we really know?,"
Applied Economics, Taylor & Francis Journals, vol. 46(4), pages 450-461, February.
- Horvath, Roman & Rusnak, Marek & Smidkova, Katerina & Zapal, Jan, 2011. "Dissent voting behavior of central bankers: what do we really know?," MPRA Paper 34638, University Library of Munich, Germany.
- Roman Horváth & Kateøina Šmídková & Jan Zápal & Marek Rusnák, 2012. "Dissent Voting Behavior of Central Bankers: What Do We Really Know?," Working Papers IES 2012/05, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Feb 2012.
- Masciandaro, Donato, 2022. "Independence, conservatism, and beyond: Monetary policy, central bank governance and central banker preferences (1981–2021)," Journal of International Money and Finance, Elsevier, vol. 122(C).
- Eijffinger, S.C.W. & Mahieu, R.J. & Raes, L.B.D., 2013.
"Inferring Hawks and Doves from Voting Records,"
Other publications TiSEM
1588f60e-61f6-4492-a5d1-5, Tilburg University, School of Economics and Management.
- Eijffinger, S.C.W. & Mahieu, R.J. & Raes, L.B.D., 2013. "Inferring Hawks and Doves from Voting Records," Discussion Paper 2013-024, Tilburg University, Center for Economic Research.
- Eijffinger, Sylvester & Mahieu, Ronald & Raes, Louis, 2013. "Inferring hawks and doves from voting records," CEPR Discussion Papers 9418, C.E.P.R. Discussion Papers.
- Eijffinger, S.C.W. & Mahieu, R.J. & Raes, L.B.D., 2013. "Inferring Hawks and Doves from Voting Records," Other publications TiSEM daf17793-6ce0-4c29-827b-d, Tilburg University, School of Economics and Management.
- Eijffinger, Sylvester & Mahieu, Ronald & Raes, Louis, 2018. "Inferring hawks and doves from voting records," European Journal of Political Economy, Elsevier, vol. 51(C), pages 107-120.
- Donato Masciandaro, 2021. "Central Bank Governance in Monetary Policy Economics (1981-2020)," BAFFI CAREFIN Working Papers 21153, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
- Arnab Bhattacharjee & Sean Holly, 2015. "Influence, Interactions and Heterogeneity: Taking Personalities out of Monetary Policy Decision-making," Manchester School, University of Manchester, vol. 83(2), pages 153-182, March.
- Hamza Bennani, 2016.
"Measuring Monetary Policy Stress for Fed District Representatives,"
Post-Print
hal-01386000, HAL.
- Hamza Bennani, 2016. "Measuring Monetary Policy Stress for Fed District Representatives," Scottish Journal of Political Economy, Scottish Economic Society, vol. 63(2), pages 156-176, May.
- Sylvester Eijffinger & Ronald Mahieu & Louis Raes, 2016. "Monetary Policy Committees, Voting Behavior and Ideal Points," BAFFI CAREFIN Working Papers 1628, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
- Henry W. Chappell & William Greene & Mark N. Harris & Christopher Spencer, 2022. "Uncertainty and the Bank of England's MPC," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(4), pages 825-858, June.
- Bhattacharjee, A. & Holly, S., 2010.
"Understanding Interactions in Social Networks and Committees,"
Cambridge Working Papers in Economics
1003, Faculty of Economics, University of Cambridge.
- Arnab Bhattacharjee & Sean Holly, 2013. "Understanding Interactions in Social Networks and Committees," Spatial Economic Analysis, Taylor & Francis Journals, vol. 8(1), pages 23-53, March.
- Bhattacharjee, Arnab & Holly, Sean, 2009. "Understanding Interactions in Social Networks and Committees," SIRE Discussion Papers 2009-53, Scottish Institute for Research in Economics (SIRE).
Cited by:
- Chadha, Jagjit S., 2022. "Foreward: bridge to normality," National Institute UK Economic Outlook, National Institute of Economic and Social Research, issue 5, pages 1-3.
- Niesr, 2022. "Forecast tables," National Institute UK Economic Outlook, National Institute of Economic and Social Research, issue 5, pages 45-53.
- Bhattacharjee, A. & Holly, S., 2010.
"Structural Interactions in Spatial Panels,"
Cambridge Working Papers in Economics
1004, Faculty of Economics, University of Cambridge.
- Arnab Bhattacharjee & Sean Holly, 2011. "Structural interactions in spatial panels," Empirical Economics, Springer, vol. 40(1), pages 69-94, February.
- Bhattacharjee, Arnab & Holly, Sean, 2009. "Structural Interactions in Spatial Panels," SIRE Discussion Papers 2009-39, Scottish Institute for Research in Economics (SIRE).
- Mustafa Koroglu & Yiguo Sun, 2016. "Functional-Coefficient Spatial Durbin Models with Nonparametric Spatial Weights: An Application to Economic Growth," Econometrics, MDPI, vol. 4(1), pages 1-16, February.
- Bhattacharjee, Arnab & Jensen-Butler, Chris, 2011.
"Estimation of the Spatial Weights Matrix under Structural Constraints,"
SIRE Discussion Papers
2011-48, Scottish Institute for Research in Economics (SIRE).
- Arnab Bhattacharjee & Chris Jensen-Butler, 2011. "Estimation of the Spatial Weights Matrix under Structural Constraints," Dundee Discussion Papers in Economics 254, Economic Studies, University of Dundee.
- Bhattacharjee, Arnab & Jensen-Butler, Chris, 2013. "Estimation of the spatial weights matrix under structural constraints," Regional Science and Urban Economics, Elsevier, vol. 43(4), pages 617-634.
- Arnab Bhattacharjee & Eduardo Castro & João Marques, 2012.
"Spatial Interactions in Hedonic Pricing Models: The Urban Housing Market of Aveiro, Portugal,"
Spatial Economic Analysis, Taylor & Francis Journals, vol. 7(1), pages 133-167, March.
- Arnab Bhattacharjee & Eduardo Anselmo de Castro & João Lourenço Marques, 2011. "Spatial Interactions in Hedonic Pricing Models: The Urban Housing Market of Aveiro, Portugal," Dundee Discussion Papers in Economics 253, Economic Studies, University of Dundee.
- Bhattacharjee, Arnab & de Castro, Eduardo Anselmo & Marques, João Lourenço, 2011. "Spatial Interactions in Hedonic Pricing Models: The Urban Housing Market of Aveiro, Portugal," SIRE Discussion Papers 2011-45, Scottish Institute for Research in Economics (SIRE).
- Niesr, 2021. "Overview," National Institute UK Economic Outlook, National Institute of Economic and Social Research, issue 2, pages 1-4.
- Arnab Bhattacharjee & Sean Holly & Jan Ditzen, 2021.
"Spatial and Spatio-Temporal Error Correction Networks and Common Correlated Effects,"
National Institute of Economic and Social Research (NIESR) Discussion Papers
526, National Institute of Economic and Social Research.
- Arnab Bhattacharjee & Jan Ditzen & Sean Holly, 2021. "Spatial and Spatio-temporal Error Correction, Networks and Common Correlated Effects," BEMPS - Bozen Economics & Management Paper Series BEMPS76, Faculty of Economics and Management at the Free University of Bozen.
- Arnab Bhattacharjee & Jan Ditzen & Sean Holly, 2022. "Spatial and Spatio-Temporal Error Correction, Networks and Common Correlated Effects," Advances in Econometrics, in: Essays in Honor of M. Hashem Pesaran: Panel Modeling, Micro Applications, and Econometric Methodology, volume 43, pages 37-60, Emerald Group Publishing Limited.
- Gopal K. Basak & Arnab Bhattacharjee & Samarjit Das, 2018. "Causal ordering and inference on acyclic networks," Empirical Economics, Springer, vol. 55(1), pages 213-232, August.
- Bhattacharjee, Arnab & Szendrei, Tibor, 2022. "Box D: National Institute Regional Modelling System (NiReMS): Methodology and Updates," National Institute UK Economic Outlook, National Institute of Economic and Social Research, issue 5, pages 41-44.
- Arnab Bhattacharjee & Sudipto Roy, 2019. "Abnormal Returns or Mismeasured Risk? Network Effects and Risk Spillover in Stock Returns," JRFM, MDPI, vol. 12(2), pages 1-13, March.
- Kucuk, Hande & Lenoel, Cyrille & MacQueen, Rory, 2021. "UK sectoral output," National Institute UK Economic Outlook, National Institute of Economic and Social Research, issue 2, pages 33-41.
- Sayan Chakraborty & Arnab Bhattacharjee & Taps Maiti, 2021. "Structural Factorization of Latent Adjacency Matrix, with an application to Auto Industry Networks," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 83(2), pages 185-206, November.
- Chen, Xin & Xuan, Chao & Qiu, Rui, 2021. "Understanding spatial spillover effects of airports on economic development: New evidence from China’s hub airports," Transportation Research Part A: Policy and Practice, Elsevier, vol. 143(C), pages 48-60.
- Mortimer-Lee, Paul, 2022. "Box A: Improved trade balance with the European Union raises challenging Brexit questions," National Institute UK Economic Outlook, National Institute of Economic and Social Research, issue 5, pages 7-10.
- Achim Ahrens & Arnab Bhattacharjee, 2015. "Two-Step Lasso Estimation of the Spatial Weights Matrix," Econometrics, MDPI, vol. 3(1), pages 1-28, March.
- Arnab Bhattacharjee & Adrian Pabst & Tibor Szendrei & Geoffrey J. D. Hewings, 2023. "NiReMS: A Regional Model at Household Level Combining Spatial Econometrics with Dynamic Microsimulation," National Institute of Economic and Social Research (NIESR) Discussion Papers 547, National Institute of Economic and Social Research.
- Vidal, Jean-Pierre & Maurin, Vincent, 2012. "Monetary policy deliberations: committee size and voting rules," Working Paper Series 1434, European Central Bank.
- Arnab Bhattacharjee & Eduardo Castro & Taps Maiti & João Marques, 2014. "Endogenous spatial structure and delineation of submarkets: A new framework with application to housing markets," SEEC Discussion Papers 1403, Spatial Economics and Econometrics Centre, Heriot Watt University.
- Arnab Bhattacharjee & Sean Holly, 2015. "Influence, Interactions and Heterogeneity: Taking Personalities out of Monetary Policy Decision-making," Manchester School, University of Manchester, vol. 83(2), pages 153-182, March.
- Julián Ramajo & José Manuel Cordero & Miguel Ángel Márquez, 2017. "European regional efficiency and geographical externalities: a spatial nonparametric frontier analysis," Journal of Geographical Systems, Springer, vol. 19(4), pages 319-348, October.
- Mortimer-Lee, Paul & Gortz, Christoph & McGowan, Danny, 2022. "Box B: A Targeted Furlough Scheme to help the economy in downturns," National Institute UK Economic Outlook, National Institute of Economic and Social Research, issue 5, pages 14-16.
- Niesr, 2021. "Appendix," National Institute UK Economic Outlook, National Institute of Economic and Social Research, issue 2, pages 58-66.
- Harry H. Kelejian & Gianfranco Piras, 2012.
"Estimation of Spatial Models with Endogenous Weighting Matrices and an Application to a Demand Model for Cigarettes,"
Working Papers
Working Paper 2013-02, Regional Research Institute, West Virginia University.
- Kelejian, Harry H. & Piras, Gianfranco, 2014. "Estimation of spatial models with endogenous weighting matrices, and an application to a demand model for cigarettes," Regional Science and Urban Economics, Elsevier, vol. 46(C), pages 140-149.
- Bhattacharjee, Arnab & Lisauskaite, Elena & Pabst, Adrian & Tzendrei, Tibor, 2021.
"UK Regional Outlook,"
National Institute UK Economic Outlook, National Institute of Economic and Social Research, issue 3, pages 37-50.
- Bhattacharjee, Arnab & Lisauskaite, Elena, 2021. "UK regional outlook," National Institute UK Economic Outlook, National Institute of Economic and Social Research, issue 1, pages 24-33.
- Bhattacharjee, Arnab & Lisauskaite, Elena & Pabst, Adrian, 2021. "UK regional outlook," National Institute UK Economic Outlook, National Institute of Economic and Social Research, issue 2, pages 42-57.
- Lenoel, Cyrille & Macqueen, Rory & Mortimer-Lee, Paul & Patel, Urvish & Whyte, Kemar, 2022. "Covid-19 leaves inflation in its wake," National Institute UK Economic Outlook, National Institute of Economic and Social Research, issue 5, pages 5-28.
- Masayoshi Hayashi & Wataru Yamamoto, 2017.
"Information sharing, neighborhood demarcation, and yardstick competition: an empirical analysis of intergovernmental expenditure interaction in Japan,"
International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 24(1), pages 134-163, February.
- Masayoshi Hayashi & Wataru Yamamoto, 2014. "Information Sharing, Neighborhood Demarcation, and Yardstick Competition: An Empirical Analysis of Intergovernmental Expenditure Interaction in Japan," CIRJE F-Series CIRJE-F-951, CIRJE, Faculty of Economics, University of Tokyo.
- Bhattacharjee, Arnab & Pabst, Adrian & Mosley, Max & Szendrei, Tibor, 2022.
"UK Regional Outlook: Autumn 2021,"
National Institute UK Economic Outlook, National Institute of Economic and Social Research, issue 5, pages 29-40.
- Bhattacharjee, Arnab & Pabst, Adrian & Szendrei, Tibor & Aitken, Andrew & Marioni, Larissa & Aznar, Ana Rincon & Tong, Manuel, 2021. "UK Regional Outlook: Autumn 2021," National Institute UK Economic Outlook, National Institute of Economic and Social Research, issue 4, pages 33-40.
- Joao Lourenço Marques & Eduardo Castro & Arnab Bhattacharjee & Paulo Batista, 2012. "SPATIAL HETEROGENEITY ACROSS SUBMARKETS: Housing submarket in an urban area of Portugal," ERSA conference papers ersa12p1111, European Regional Science Association.
- Kucuk, Hande & Lenoel, Cyrille & MacQueen, Rory, 2021. "Brisk but not better growth," National Institute UK Economic Outlook, National Institute of Economic and Social Research, issue 2, pages 5-32.
- Arnab Bhattacharjee & Cornilius Chikwama & João Lourenço Marques, 2021. "Connections between research and policy: The case of fertility diffusion and regional demographic policy in Portugal," Regional Science Policy & Practice, Wiley Blackwell, vol. 13(3), pages 729-743, June.
- Mortimer-Lee, Paul & Patel, Urvish, 2022. "Box C: Gas prices and price controls," National Institute UK Economic Outlook, National Institute of Economic and Social Research, issue 5, pages 24-26.
- Arnab Bhattacharjee & Taps Maiti & Dennis Petrie, 2014. "Spatial structures of health outcomes and health behaviours in Scotland: Evidence from the Scottish Health Survey," SEEC Discussion Papers 1401, Spatial Economics and Econometrics Centre, Heriot Watt University.
- Xianning WANG & Jingrong DONG & Zhi XIAO & Guanjie HE, 2019. "A novel spatial mixed frequency forecasting model with application to Chinese regional GDP," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 54-77, June.
- Niesr, 2022. "Overview," National Institute UK Economic Outlook, National Institute of Economic and Social Research, issue 5, pages 1-4.
- Chadha, Jagjit S., 2021. "Foreward," National Institute UK Economic Outlook, National Institute of Economic and Social Research, issue 2, pages 1-3.
- Arnab Bhattacharjee & Chris Higson & Sean Holly, 2015. "Operating Leverage over the Business Cycle," Cambridge Working Papers in Economics 1535, Faculty of Economics, University of Cambridge.
- Arnab Bhattacharjee & Chris Higson & Sean Holly, 2014. "Asymmetric Price Adjustment, Sticky Costs and Operating Leverage over the Business Cycle," SEEC Discussion Papers 1402, Spatial Economics and Econometrics Centre, Heriot Watt University.
- Bhattacharjee, Arnab & Maiti, Taps & Petrie, Dennis, 2014. "General equilibrium effects of spatial structure: Health outcomes and health behaviours in Scotland," Regional Science and Urban Economics, Elsevier, vol. 49(C), pages 286-297.
- Holly, S. & Pesaran, M.H. & Yamagata, T., 2009.
"Spatial and Temporal Diffusion of House Prices in the UK,"
Cambridge Working Papers in Economics
0952, Faculty of Economics, University of Cambridge.
- Holly, Sean & Hashem Pesaran, M. & Yamagata, Takashi, 2011. "The spatial and temporal diffusion of house prices in the UK," Journal of Urban Economics, Elsevier, vol. 69(1), pages 2-23, January.
- Sean Holly & M. Hashem Pesaran & Takashi Yamagata, 2010. "Spatial and Temporal Diffusion of House Prices in the UK," CESifo Working Paper Series 2913, CESifo.
- Holly, Sean & Pesaran, M. Hashem & Yamagata, Takashi, 2010. "Spatial and Temporal Diffusion of House Prices in the UK," IZA Discussion Papers 4694, Institute of Labor Economics (IZA).
- S Holly & M Hashem Pesaran & T Yamagata, "undated". "Spatial and Temporal Diffusion of House Prices in the UK," Discussion Papers 09/32, Department of Economics, University of York.
Cited by:
- Peng Wang & Xiaoyan Lin & Dajun Dai, 2017. "Spatiotemporal Agglomeration of Real-Estate Industry in Guangzhou, China," Sustainability, MDPI, vol. 9(8), pages 1-15, August.
- Mark J. Holmes & Jesús Otero & Theodore Panagiotidis, 2016.
"Climbing the property ladder: An analysis of market integration in London property prices,"
Working Paper series
16-30, Rimini Centre for Economic Analysis.
- Mark J Holmes & Jesús Otero & Theodore Panagiotidis, 2018. "Climbing the property ladder: An analysis of market integration in London property prices," Urban Studies, Urban Studies Journal Limited, vol. 55(12), pages 2660-2681, September.
- Karolien De Bruyne & Jan Van Hove, 2013.
"Explaining the spatial variation in housing prices: an economic geography approach,"
Applied Economics, Taylor & Francis Journals, vol. 45(13), pages 1673-1689, May.
- Karolien De Bruyne & Jan Van Hove, 2000. "Explaining Spatial Variation in Housing Prices: An Economic Geography Approach," Regional and Urban Modeling 283600023, EcoMod.
- Wozniak Marcin, 2020. "Forecasting the unemployment rate over districts with the use of distinct methods," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 24(2), pages 1-20, April.
- Hiebert, Paul & Vansteenkiste, Isabel, 2009.
"Do house price developments spill over across euro area countries? Evidence from a Global VAR,"
Working Paper Series
1026, European Central Bank.
- Vansteenkiste, Isabel & Hiebert, Paul, 2011. "Do house price developments spillover across euro area countries? Evidence from a global VAR," Journal of Housing Economics, Elsevier, vol. 20(4), pages 299-314.
- Jeffrey Cohen & Yannis M. Ioannides & Win (Wirathip) Thanapisitikul, 2015.
"Spatial Effects and House Price Dynamics in the U.S.A,"
Discussion Papers Series, Department of Economics, Tufts University
0809, Department of Economics, Tufts University.
- Cohen, Jeffrey P. & Ioannides, Yannis M. & (Wirathip) Thanapisitikul, Win, 2016. "Spatial effects and house price dynamics in the USA," Journal of Housing Economics, Elsevier, vol. 31(C), pages 1-13.
- Bernard Fingleton & Franz Fuerst & Nikodem Szumilo, 2019. "Housing affordability: Is new local supply the key?," Environment and Planning A, , vol. 51(1), pages 25-50, February.
- Bussiere Matthieu & Chudik Alexander & Mehl Arnaud, 2013.
"How have global shocks impacted the real effective exchange rates of individual euro area countries since the euro’s creation?,"
The B.E. Journal of Macroeconomics, De Gruyter, vol. 13(1), pages 1-48, April.
- Matthieu Bussiere & Alexander Chudik & Arnaud Mehl, 2011. "How have global shocks impacted the real effective exchange rates of individual Euro area countries since the Euro's creation?," Globalization Institute Working Papers 102, Federal Reserve Bank of Dallas.
- Bussière, M. & Chudik, A. & Mehl, A., 2011. "How have global shocks impacted the real effective exchange rates of individual euro area countries since the euro's creation?," Working papers 336, Banque de France.
- Holmes, Mark J. & Otero, Jesús & Panagiotidis, Theodore, 2019.
"Property heterogeneity and convergence club formation among local house prices,"
Journal of Housing Economics, Elsevier, vol. 43(C), pages 1-13.
- Mark J. Holmes & Jesús Otero & Theodore Panagiotidis, 2018. "Property Heterogeneity and Convergence Club Formation among Local House Prices," Working Paper series 18-35, Rimini Centre for Economic Analysis.
- Bhattacharjee, Arnab & Jensen-Butler, Chris, 2011.
"Estimation of the Spatial Weights Matrix under Structural Constraints,"
SIRE Discussion Papers
2011-48, Scottish Institute for Research in Economics (SIRE).
- Arnab Bhattacharjee & Chris Jensen-Butler, 2011. "Estimation of the Spatial Weights Matrix under Structural Constraints," Dundee Discussion Papers in Economics 254, Economic Studies, University of Dundee.
- Bhattacharjee, Arnab & Jensen-Butler, Chris, 2013. "Estimation of the spatial weights matrix under structural constraints," Regional Science and Urban Economics, Elsevier, vol. 43(4), pages 617-634.
- Brzezicka, Justyna & Łaszek, Jacek & Olszewski, Krzysztof & Waszczuk, Joanna, 2019. "Analysis of the filtering process and the ripple effect on the primary and secondary housing market in Warsaw, Poland," Land Use Policy, Elsevier, vol. 88(C).
- Petropoulos, Fotios & Apiletti, Daniele & Assimakopoulos, Vassilios & Babai, Mohamed Zied & Barrow, Devon K. & Ben Taieb, Souhaib & Bergmeir, Christoph & Bessa, Ricardo J. & Bijak, Jakub & Boylan, Joh, 2022.
"Forecasting: theory and practice,"
International Journal of Forecasting, Elsevier, vol. 38(3), pages 705-871.
- Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet, 2020. "Forecasting: theory and practice," Papers 2012.03854, arXiv.org, revised Jan 2022.
- Alexander Chudik & M. Hashem Pesaran, 2013.
"Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit,"
Econometric Reviews, Taylor & Francis Journals, vol. 32(5-6), pages 592-649, August.
- Pesaran, Hashem & Chudik, Alexander, 2010. "Econometric analysis of high dimensional VARs featuring a dominant unit," Working Paper Series 1194, European Central Bank.
- Pesaran, M.H. & Chudik, A., 2010. "Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit," Cambridge Working Papers in Economics 1024, Faculty of Economics, University of Cambridge.
- M. Hashem Pesaran & Alexander Chudik, 2010. "Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit," CESifo Working Paper Series 3055, CESifo.
- Kirchhain, Heiko & Mutl, Jan & Zietz, Joachim, 2021. "Spillover effects of company news across real estate markets and causal impact analysis," Journal of Housing Economics, Elsevier, vol. 54(C).
- Chris Hudson & John Hudson & Bruce Morley, 2018. "Differing house price linkages across UK regions: A multi-dimensional recursive ripple model," Urban Studies, Urban Studies Journal Limited, vol. 55(8), pages 1636-1654, June.
- Arnab Bhattacharjee & Sean Holly & Jan Ditzen, 2021.
"Spatial and Spatio-Temporal Error Correction Networks and Common Correlated Effects,"
National Institute of Economic and Social Research (NIESR) Discussion Papers
526, National Institute of Economic and Social Research.
- Arnab Bhattacharjee & Jan Ditzen & Sean Holly, 2021. "Spatial and Spatio-temporal Error Correction, Networks and Common Correlated Effects," BEMPS - Bozen Economics & Management Paper Series BEMPS76, Faculty of Economics and Management at the Free University of Bozen.
- Arnab Bhattacharjee & Jan Ditzen & Sean Holly, 2022. "Spatial and Spatio-Temporal Error Correction, Networks and Common Correlated Effects," Advances in Econometrics, in: Essays in Honor of M. Hashem Pesaran: Panel Modeling, Micro Applications, and Econometric Methodology, volume 43, pages 37-60, Emerald Group Publishing Limited.
- Saldías, Martín, 2013.
"A market-based approach to sector risk determinants and transmission in the euro area,"
Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4534-4555.
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- Li, Kunpeng, 2018. "Spatial panel data models with structural change," MPRA Paper 85388, University Library of Munich, Germany.
- Tursoy, Turgut & Faisal, Faisal & Berk, Niyazi & Shahbaz, Muhammad, 2018. "How do Stock Prices and Metal Prices Contribute to Economic Activity in Turkey? The Importance of Linear and Non-linear ARDL," MPRA Paper 88899, University Library of Munich, Germany.
- Arnab Bhattacharjee & Chris Higson & Sean Holly, 2015. "Operating Leverage over the Business Cycle," Cambridge Working Papers in Economics 1535, Faculty of Economics, University of Cambridge.
- Coën, Alain & Pourcelot, Alexis & Malle, Richard, 2022. "Macroeconomic shocks and ripple effects in the Greater Paris Metropolis," Journal of Housing Economics, Elsevier, vol. 56(C).
- Anna Gloria Billé & Roberto Benedetti & Paolo Postiglione, 2017. "A two-step approach to account for unobserved spatial heterogeneity," Spatial Economic Analysis, Taylor & Francis Journals, vol. 12(4), pages 452-471, October.
- Arnab Bhattacharjee & Chris Higson & Sean Holly, 2014. "Asymmetric Price Adjustment, Sticky Costs and Operating Leverage over the Business Cycle," SEEC Discussion Papers 1402, Spatial Economics and Econometrics Centre, Heriot Watt University.
- Morgenroth, Edgar, 2018. "Prospects for Irish Regions and Counties: Scenarios and Implications," Research Series, Economic and Social Research Institute (ESRI), number RS70, June.
- Cheng-Wen Lee & Shu-Hen Chiang & Zhong-Qin Wen, 2023. "Pursuing the Sustainability of Real Estate Market: The Case of Chinese Land Resources Diversification," Sustainability, MDPI, vol. 15(7), pages 1-19, March.
- Canepa, Alessandra & Chini, Emilio Zanetti, 2016. "Dynamic asymmetries in house price cycles: A generalized smooth transition model," Journal of Empirical Finance, Elsevier, vol. 37(C), pages 91-103.
- Andrew Abbott & Glauco De Vita, 2012. "Pairwise Convergence of District-level House Prices in London," Urban Studies, Urban Studies Journal Limited, vol. 49(4), pages 721-740, March.
- Ryan R. Brady, 2021. "Direct Forecasting for Applied Regional Analysis," Departmental Working Papers 67, United States Naval Academy Department of Economics.
- Tsai, I-Chun, 2019. "Relationships among regional housing markets: Evidence on adjustments of housing burden," Economic Modelling, Elsevier, vol. 78(C), pages 309-318.
- Seoung Hwan Suh & Kabsung Kim, 2014. "Global financial crisis and early warning system of Korean housing market," Chapters, in: Susan Wachter & Man Cho & Moon Joong Tcha (ed.), The Global Financial Crisis and Housing, chapter 4, pages 62-81, Edward Elgar Publishing.
- Chen, Jia & Shin, Yongcheol & Zheng, Chaowen, 2022. "Estimation and inference in heterogeneous spatial panels with a multifactor error structure," Journal of Econometrics, Elsevier, vol. 229(1), pages 55-79.
- Jacek Rothert & Ryan Brady & Michael Insler, 2020. "Local containment policies and country-wide spread of Covid-19 in the United States: an epidemiological analysis," GRAPE Working Papers 48, GRAPE Group for Research in Applied Economics.
- Williams, Joseph, 2018. "Housing markets with endogenous search: Theory and implications," Journal of Urban Economics, Elsevier, vol. 105(C), pages 107-120.
- Gábor Márk Pellényi, 2019. "Regional Spillovers in the Hungarian Housing Market: Evidence from a Spatio-Temporal Model," European Economy - Discussion Papers 095, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Gauvin, Laetitia & Vignes, Annick & Nadal, Jean-Pierre, 2013. "Modeling urban housing market dynamics: Can the socio-spatial segregation preserve some social diversity?," Journal of Economic Dynamics and Control, Elsevier, vol. 37(7), pages 1300-1321.
- Sean Holly & Mehdi Raissi, 2009.
"The Macroeconomic Effects of European Financial Development: A Heterogenous Panel Analysis,"
Working Paper / FINESS
1.4, DIW Berlin, German Institute for Economic Research.
Cited by:
- Nahla Samargandi & Jan Fidrmuc & Sugata Ghosh, 2014.
"Is the Relationship between Financial Development and Economic Growth Monotonic? Evidence from a Sample of Middle Income Countries,"
CESifo Working Paper Series
4743, CESifo.
- Samargandi, Nahla & Fidrmuc, Jan & Ghosh, Sugata, 2015. "Is the Relationship Between Financial Development and Economic Growth Monotonic? Evidence from a Sample of Middle-Income Countries," World Development, Elsevier, vol. 68(C), pages 66-81.
- Khalid Ahmed & Bareerah Khan & Ilhan Ozturk, 2021. "Dynamics between disaggregates of governance and stock market performance in selected South Asia countries," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 802-813, January.
- Waseem Khadim & Saddam Ilyas & Bilal Mehmood, 2016. "Of Inflation and Growth Nexus in BRIMC Economies," International Journal of Economics and Empirical Research (IJEER), The Economics and Social Development Organization (TESDO), vol. 4(1), pages 32-45, January.
- TRIANDAFIL, Cristina Maria, 2013. "Sustainability of convergence in the context of macro-prudential policies in the European Union," Working Papers of National Institute for Economic Research 130618, Institutul National de Cercetari Economice (INCE).
- Ayesha Naz & Eatzaz Ahmad, 2018. "Driving Factors of Globalization: An Empirical Analysis of the Developed and Developing Countries," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 10(1), pages 133-158, March.
- Nahla Samargandi & Jan Fidrmuc & Sugata Ghosh, 2014.
"Is the Relationship between Financial Development and Economic Growth Monotonic? Evidence from a Sample of Middle Income Countries,"
CESifo Working Paper Series
4743, CESifo.
- Chris Higson & Sean Holly & Ivan Petrella, 2009.
"The Financial Integration of the European Union: Common and Idiosyncratic Drivers,"
Working Paper / FINESS
1.1d, DIW Berlin, German Institute for Economic Research.
Cited by:
- Rughoo, Aarti & Sarantis, Nicholas, 2014. "The global financial crisis and integration in European retail banking," Journal of Banking & Finance, Elsevier, vol. 40(C), pages 28-41.
- Rughoo, Aarti & You, Kefei, 2016. "Asian financial integration: Global or regional? Evidence from money and bond markets," International Review of Financial Analysis, Elsevier, vol. 48(C), pages 419-434.
- Rughoo, Aarti & Sarantis, Nicholas, 2012. "Integration in European retail banking: Evidence from savings and lending rates to non-financial corporations," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(5), pages 1307-1327.
- Döpke, J. & Funke, M. & Holly, S. & Weber, S., 2008.
"The Cross-Section of Output and Inflation in a Dynamic Stochastic General Equilibrium Model with Sticky Prices,"
Cambridge Working Papers in Economics
0853, Faculty of Economics, University of Cambridge.
- Michael Funke & Sebastian Weber & Jörg Döpke & Sean Holly, 2008. "The Cross-Section of Output and Inflation in a Dynamic Stochastic General Equilibrium Model with Sticky Prices," Quantitative Macroeconomics Working Papers 20809, Hamburg University, Department of Economics.
- Jörg Döpke & Michael Funke & Sean Holly & Sebastian Weber, 2009. "The Cross-Section of Output and Inflation in a Dynamic Stochastic General Equilibrium Model with Sticky Prices," Discussion Papers of DIW Berlin 896, DIW Berlin, German Institute for Economic Research.
Cited by:
- Ruediger Bachmann & Christian Bayer, 2009.
"Firm-Specific Productivity Risk over the Business Cycle: Facts and Aggregate Implications,"
2009 Meeting Papers
869, Society for Economic Dynamics.
- Ruediger Bachmann & Christian Bayer, 2009. "Firm-Specific Productivity Risk over the Business Cycle: Facts and Aggregate Implications," CESifo Working Paper Series 2844, CESifo.
- Bachmann, Ruediger & Bayer, Christian, 2009. "Firm-specific productivity risk over the business cycle: facts and aggregate implications," Discussion Paper Series 1: Economic Studies 2009,15, Deutsche Bundesbank.
- Christian Bayer & Ruediger Bachmann, 2009.
"The Cross-section of Firms over the Business Cycle: New Facts and a DSGE Exploration,"
2009 Meeting Papers
866, Society for Economic Dynamics.
- Ruediger Bachmann & Christian Bayer, 2009. "The Cross-section of Firms over the Business Cycle: New Facts and a DSGE Exploration," CESifo Working Paper Series 2810, CESifo.
- Bachmann, Ruediger & Bayer, Christian, 2009. "The cross-section of firms over the business cycle: new facts and a DSGE exploration," Discussion Paper Series 1: Economic Studies 2009,17, Deutsche Bundesbank.
- Clemens, Marius, 2016. "Migration, Unemployment and the Business Cycle - A Euro Area Perspective," VfS Annual Conference 2016 (Augsburg): Demographic Change 145578, Verein für Socialpolitik / German Economic Association.
- Chadha, J.S. & Corrado, L. & Holly, S., 2008.
"Reconnecting Money to Inflation: The Role of the External Finance Premium,"
Cambridge Working Papers in Economics
0852, Faculty of Economics, University of Cambridge.
- Jagjit S. Chadha & Luisa Corrado & Sean Holly, 2008. "Reconnecting Money to Inflation: The Role of the External Finance Premium," Studies in Economics 0816, School of Economics, University of Kent.
Cited by:
- Jagjit S. Chadha, 2009.
"Monetary Policy Analysis: An Undergraduate Toolkit,"
Palgrave Macmillan Books, in: Giuseppe Fontana & Mark Setterfield (ed.), Macroeconomic Theory and Macroeconomic Pedagogy, chapter 3, pages 55-75,
Palgrave Macmillan.
- Jagjit S. Chadha, 2008. "Monetary Policy Analysis: An Undergraduate Toolkit," Studies in Economics 0815, School of Economics, University of Kent.
- Chadha, Jagjit S. & Corrado, Luisa & Sun, Qi, 2010. "Money and liquidity effects: Separating demand from supply," Journal of Economic Dynamics and Control, Elsevier, vol. 34(9), pages 1732-1747, September.
- Chadha, J.S. & Corrado, L. & Sun, Q., 2008.
"Money, Prices and Liquidity Effects: Separating Demand from Supply,"
Cambridge Working Papers in Economics
0855, Faculty of Economics, University of Cambridge.
- Jagjit S. Chadha & Luisa Corrado & Qi Sun, 2008. "Money, Prices and Liquidity Effects: Separating Demand from Supply," Studies in Economics 0817, School of Economics, University of Kent.
- Holly, S. & Petrella, I., 2008.
"Factor demand linkages and the business cycle: Interpreting aggregate fluctuations as sectoral fluctuations,"
Cambridge Working Papers in Economics
0827, Faculty of Economics, University of Cambridge.
- Sean Holly & Ivan Petrella, 2008. "Factor demand linkages and the business cycle: interpreting aggregate fluctuations as sectoral fluctuations," CDMA Conference Paper Series 0809, Centre for Dynamic Macroeconomic Analysis.
Cited by:
- Jürgen Bierbaumer-Polly & Werner Hölzl, 2016. "Business Cycle Dynamics and Firm Heterogeneity. Evidence for Austria Using Survey Data," WIFO Working Papers 504, WIFO.
- Holly, Sean & Hashem Pesaran, M. & Yamagata, Takashi, 2011.
"The spatial and temporal diffusion of house prices in the UK,"
Journal of Urban Economics, Elsevier, vol. 69(1), pages 2-23, January.
- Sean Holly & M. Hashem Pesaran & Takashi Yamagata, 2010. "Spatial and Temporal Diffusion of House Prices in the UK," CESifo Working Paper Series 2913, CESifo.
- Holly, S. & Pesaran, M.H. & Yamagata, T., 2009. "Spatial and Temporal Diffusion of House Prices in the UK," Cambridge Working Papers in Economics 0952, Faculty of Economics, University of Cambridge.
- Holly, Sean & Pesaran, M. Hashem & Yamagata, Takashi, 2010. "Spatial and Temporal Diffusion of House Prices in the UK," IZA Discussion Papers 4694, Institute of Labor Economics (IZA).
- S Holly & M Hashem Pesaran & T Yamagata, "undated". "Spatial and Temporal Diffusion of House Prices in the UK," Discussion Papers 09/32, Department of Economics, University of York.
- Jalles João Tovar, 2015. "Is There A Stable Long-run Relationship Between Unemployment And Productivity? / Czy Istnieje Stabilny Długookresowy Związek Między Bezrobociem A Produktywnością?," Comparative Economic Research, Sciendo, vol. 18(2), pages 57-75, June.
- Barnichon, Regis, 2010. "Productivity and unemployment over the business cycle," Journal of Monetary Economics, Elsevier, vol. 57(8), pages 1013-1025, November.
- Holly, S. & Santoro, E., 2008.
"Financial Fragility, Heterogeneous Firms and the Cross Section of the Business Cycle,"
Cambridge Working Papers in Economics
0846, Faculty of Economics, University of Cambridge.
- Sean Holly & Emiliano Santoro, 2007. "Financial Fragility, Heterogeneous Firms and the Cross Section of the Business Cycle," Money Macro and Finance (MMF) Research Group Conference 2006 96, Money Macro and Finance Research Group.
Cited by:
- Döpke, J. & Funke, M. & Holly, S. & Weber, S., 2008.
"The Cross-Section of Output and Inflation in a Dynamic Stochastic General Equilibrium Model with Sticky Prices,"
Cambridge Working Papers in Economics
0853, Faculty of Economics, University of Cambridge.
- Michael Funke & Sebastian Weber & Jörg Döpke & Sean Holly, 2008. "The Cross-Section of Output and Inflation in a Dynamic Stochastic General Equilibrium Model with Sticky Prices," Quantitative Macroeconomics Working Papers 20809, Hamburg University, Department of Economics.
- Jörg Döpke & Michael Funke & Sean Holly & Sebastian Weber, 2009. "The Cross-Section of Output and Inflation in a Dynamic Stochastic General Equilibrium Model with Sticky Prices," Discussion Papers of DIW Berlin 896, DIW Berlin, German Institute for Economic Research.
- Ruediger Bachmann & Christian Bayer, 2009.
"Firm-Specific Productivity Risk over the Business Cycle: Facts and Aggregate Implications,"
2009 Meeting Papers
869, Society for Economic Dynamics.
- Ruediger Bachmann & Christian Bayer, 2009. "Firm-Specific Productivity Risk over the Business Cycle: Facts and Aggregate Implications," CESifo Working Paper Series 2844, CESifo.
- Bachmann, Ruediger & Bayer, Christian, 2009. "Firm-specific productivity risk over the business cycle: facts and aggregate implications," Discussion Paper Series 1: Economic Studies 2009,15, Deutsche Bundesbank.
- Christian Bayer & Ruediger Bachmann, 2009.
"The Cross-section of Firms over the Business Cycle: New Facts and a DSGE Exploration,"
2009 Meeting Papers
866, Society for Economic Dynamics.
- Ruediger Bachmann & Christian Bayer, 2009. "The Cross-section of Firms over the Business Cycle: New Facts and a DSGE Exploration," CESifo Working Paper Series 2810, CESifo.
- Bachmann, Ruediger & Bayer, Christian, 2009. "The cross-section of firms over the business cycle: new facts and a DSGE exploration," Discussion Paper Series 1: Economic Studies 2009,17, Deutsche Bundesbank.
- Dees, S. & Holly, S. & Pesaran, M.H. & Smith, L.V., 2007.
"Long Run Macroeconomic Relations in the Global Economy,"
Cambridge Working Papers in Economics
0661, Faculty of Economics, University of Cambridge.
- Pesaran, Mohammad Hashem & Holly, Sean & Dees, Stephane & Smith, L. Vanessa, 2007. "Long Run Macroeconomic Relations in the Global Economy," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 1, pages 1-20.
- Dees, S. & Holly, S. & Pesaran, M.H. & Smith, L.V., 2007. "Long Run Macroeconomic Relations in the Global Economy," Cambridge Working Papers in Economics 0703, Faculty of Economics, University of Cambridge.
- Stephane Dees & Sean Holly & M. Hashem Pesaran & L. Vanessa Smith, 2007. "Long Run Macroeconomic Relations in the Global Economy," CESifo Working Paper Series 1904, CESifo.
- Pesaran, Mohammad Hashem & Holly, Sean & Dees, Stephane & Smith, L. Vanessa, 2007. "Long Run Macroeconomic Relations in the Global Economy," Economics Discussion Papers 2007-7, Kiel Institute for the World Economy (IfW Kiel).
- Dées, Stéphane & Pesaran, Hashem & Smith, Vanessa & Holly, Sean, 2007. "Long run macroeconomic relations in the global economy," Working Paper Series 750, European Central Bank.
Cited by:
- Smith, Ron P. & Pesaran, Mohammad Hashem, 2007. "Monetary Policy Transmission and the Phillips Curve in a Global Context," Kiel Working Papers 1366, Kiel Institute for the World Economy (IfW Kiel).
- Medel, Carlos A., 2017.
"Forecasting Chilean Inflation with the Hybrid New Keynesian Phillips Curve: Globalisation, Combination, and Accuracy,"
MPRA Paper
78439, University Library of Munich, Germany.
- Carlos Medel, 2017. "Forecasting Chilean inflation with the hybrid new keynesian Phillips curve: globalisation, combination, and accuracy," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 20(3), pages 004-050, December.
- Carlos Medel, 2016. "Forecasting Chilean Inflation with the Hybrid New Keynesian Phillips Curve: Globalisation, Combination, and Accuracy," Working Papers Central Bank of Chile 791, Central Bank of Chile.
- Çakır, Mustafa Yavuz & Kabundi, Alain, 2013.
"Trade shocks from BRIC to South Africa: A global VAR analysis,"
Economic Modelling, Elsevier, vol. 32(C), pages 190-202.
- Alain Kabundi & Mustafa Y. Çakir, 2011. "Trade Shocks from BRIC to South Africa: A Global VAR Analysis," Working Papers 250, Economic Research Southern Africa.
- Neil R. Ericsson & Erica L. Reisman, 2012.
"Evaluating a Global Vector Autoregression for Forecasting,"
Working Papers
2012-006, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
- Neil R. Ericsson & Erica L. Reisman, 2012. "Evaluating a global vector autoregression for forecasting," International Finance Discussion Papers 1056, Board of Governors of the Federal Reserve System (U.S.).
- Neil Ericsson & Erica Reisman, 2012. "Evaluating a Global Vector Autoregression for Forecasting," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 18(3), pages 247-258, August.
- Dumrongrittikul, Taya & Anderson, Heather M., 2016.
"How do shocks to domestic factors affect real exchange rates of Asian developing countries?,"
Journal of Development Economics, Elsevier, vol. 119(C), pages 67-85.
- Taya Dumrongrittikul & Heather M. Anderson, 2015. "How do Shocks to Domestic Factors Affect Real Exchange Rates of Asian Developing Countries," Monash Econometrics and Business Statistics Working Papers 4/15, Monash University, Department of Econometrics and Business Statistics.
- Dées, Stéphane & Pesaran, Hashem & Smith, Vanessa & Smith, Ron P., 2010.
"Supply, demand and monetary policy shocks in a multi-country New Keynesian Model,"
Working Paper Series
1239, European Central Bank.
- Stephane Dees & M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith, 2010. "Supply, Demand and Monetary Policy Shocks in a Multi-Country New Keynesian Model," CESifo Working Paper Series 3081, CESifo.
- Park, Hail & Shin, Yongcheol, 2017. "Exploring international linkages using generalised connectedness measures: The case of Korea," International Review of Economics & Finance, Elsevier, vol. 50(C), pages 49-64.
- Dees, Stephane & Pesaran, M. Hashem & Smith, L. Vanessa & Smith, Ron P., 2008.
"Identification of New Keynesian Phillips Curves from a Global Perspective,"
IZA Discussion Papers
3298, Institute of Labor Economics (IZA).
- Dees, S. & Pesaran, M.H. & Smith, L.V. & Smith, R.P., 2008. "Identification of New Keynesian Phillips Curves from a Global Perspective," Cambridge Working Papers in Economics 0803, Faculty of Economics, University of Cambridge.
- Stephane Dees & M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith, 2009. "Identification of New Keynesian Phillips Curves from a Global Perspective," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(7), pages 1481-1502, October.
- Stephane Dees & M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith, 2009. "Identification of New Keynesian Phillips Curves from a Global Perspective," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(7), pages 1481-1502, October.
- Stephane Dees & M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith, 2008. "Identification of New Keynesian Phillips Curves from a Global Perspective," CESifo Working Paper Series 2219, CESifo.
- Dées, Stéphane & Pesaran, Hashem & Smith, Vanessa & Smith, Ron P., 2008. "Identification of new Keynesian Phillips Curves from a global perspective," Working Paper Series 892, European Central Bank.
- Barunik, Jozef & Krehlik, Tomas, 2016. "Measuring the frequency dynamics of financial and macroeconomic connectedness," FinMaP-Working Papers 54, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
- Cashin, P. & Mohaddes, K. & Raissi, M. & Raissi, M., 2012.
"The Differential Effects of Oil Demand and Supply Shocks on the Global Economy,"
Cambridge Working Papers in Economics
1249, Faculty of Economics, University of Cambridge.
- Paul Cashin & Kamiar Mohaddes & Maziar Raissi & Mehdi Raissi, 2013. "The Differential Effects of Oil Demand and Supply Shocks on the Global Economy," Working Papers 757, Economic Research Forum, revised Jun 2013.
- Cashin, Paul & Mohaddes, Kamiar & Raissi, Maziar & Raissi, Mehdi, 2014. "The differential effects of oil demand and supply shocks on the global economy," Energy Economics, Elsevier, vol. 44(C), pages 113-134.
- Mr. Paul Cashin & Mr. Kamiar Mohaddes & Mr. Mehdi Raissi & Maziar Raissi, 2012. "The Differential Effects of Oil Demand and Supply Shocks on the Global Economy," IMF Working Papers 2012/253, International Monetary Fund.
- Martin Feldkircher, 2013.
"A Global Macro Model for Emerging Europe,"
Working Papers
185, Oesterreichische Nationalbank (Austrian Central Bank).
- Feldkircher, Martin, 2015. "A global macro model for emerging Europe," Journal of Comparative Economics, Elsevier, vol. 43(3), pages 706-726.
- Timo Bettendorf, 2017. "Idiosyncratic and international transmission of shocks in the G7: Does EMU matter?," Review of International Economics, Wiley Blackwell, vol. 25(4), pages 856-890, September.
- Ahmed, Rashad, 2020. "Global Flight-to-Safety Shocks," MPRA Paper 103501, University Library of Munich, Germany.
- Melisso Boschi & Alessandro Girardi, 2008.
"The Contribution Of Domestic, Regional And International Factors To Latin America'S Business Cycle,"
CAMA Working Papers
2008-33, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Boschi, Melisso & Girardi, Alessandro, 2011. "The contribution of domestic, regional and international factors to Latin America's business cycle," Economic Modelling, Elsevier, vol. 28(3), pages 1235-1246, May.
- Melisso Boschi & Alessandro Girardi, 2008. "The contribution of domestic, regional, and international factors to Latin America’s business cycle," ISAE Working Papers 105, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
- Boschi, Melisso & Girardi, Alessandro, 2009. "The contribution of domestic, regional and international factors to Latin America's business cycle," MPRA Paper 28147, University Library of Munich, Germany.
- TengTeng Xu, 2012.
"The Role of Credit in International Business Cycles,"
Staff Working Papers
12-36, Bank of Canada.
- Xu, T.T., 2012. "The role of credit in international business cycles," Cambridge Working Papers in Economics 1202, Faculty of Economics, University of Cambridge.
- Medel, Carlos A., 2015.
"Forecasting Inflation with the Hybrid New Keynesian Phillips Curve: A Compact-Scale Global VAR Approach,"
MPRA Paper
67081, University Library of Munich, Germany.
- Carlos Medel, 2016. "Forecasting Inflation with the Hybrid New Keynesian Phillips Curve: A Compact-Scale Global VAR Approach," Working Papers Central Bank of Chile 785, Central Bank of Chile.
- Carlos A. Medel, 2018. "Forecasting Inflation with the Hybrid New Keynesian Phillips Curve: A Compact-Scale Global VAR Approach," International Economic Journal, Taylor & Francis Journals, vol. 32(3), pages 331-371, July.
- Cesa-Bianchi, Ambrogio, 2012.
"Housing Cycles and Macroeconomic Fluctuations: A Global Perspective,"
IDB Publications (Working Papers)
4085, Inter-American Development Bank.
- Cesa-Bianchi, Ambrogio, 2013. "Housing cycles and macroeconomic fluctuations: A global perspective," Journal of International Money and Finance, Elsevier, vol. 37(C), pages 215-238.
- Ambrogio Cesa-Bianchi, 2012. "Housing Cycles and Macroeconomic Fluctuations: A Global Perspective," Research Department Publications 4810, Inter-American Development Bank, Research Department.
- Tomoo Inoue & Tatsuyoshi Okimoto, 2022. "How does unconventional monetary policy affect the global financial markets?," Empirical Economics, Springer, vol. 62(3), pages 1013-1036, March.
- Mahdi Barakchian, S., 2015. "Transmission of US monetary policy into the Canadian economy: A structural cointegration analysis," Economic Modelling, Elsevier, vol. 46(C), pages 11-26.
- Konstantakis, Konstantinos N. & Michaelides, Panayotis G., 2014. "Transmission of the debt crisis: From EU15 to USA or vice versa? A GVAR approach," Journal of Economics and Business, Elsevier, vol. 76(C), pages 115-132.
- Filip, Ondrej & Janda, Karel & Kristoufek, Ladislav & Zilberman, David, 2019.
"Food versus fuel: An updated and expanded evidence,"
Energy Economics, Elsevier, vol. 82(C), pages 152-166.
- Ondrej Filip & Karel Janda & Ladislav Kristoufek & David Zilberman, 2017. "Food versus Fuel: An Updated and Expanded Evidence," Working Papers IES 2017/26, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Nov 2017.
- Ondrej Filip & Karel Janda & Ladislav Kristoufek & David Zilberman, 2017. "Food versus fuel: An updated and expanded evidence," CAMA Working Papers 2017-73, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Pesaran, M.H. & Schuermann, T. & Smit, L.V., 2008.
"Forecasting Economic and Financial Variables with Global VARs,"
Cambridge Working Papers in Economics
0807, Faculty of Economics, University of Cambridge.
- Pesaran, M. Hashem & Schuermann, Til & Smith, L. Vanessa, 2009. "Forecasting economic and financial variables with global VARs," International Journal of Forecasting, Elsevier, vol. 25(4), pages 642-675, October.
- M. Hashem Pesaran & Til Schuermann & L. Vanessa Smith, 2008. "Forecasting economic and financial variables with global VARs," Staff Reports 317, Federal Reserve Bank of New York.
- M. Hashem Pesaran & Til Schuermann & L. Vanessa Smith, 2008. "Forecasting Economic and Financial Variables with Global VARs," CESifo Working Paper Series 2263, CESifo.
- Dovern, Jonas & Huber, Florian, 2015.
"Global prediction of recessions,"
Economics Letters, Elsevier, vol. 133(C), pages 81-84.
- Dovern, Jonas & Huber, Florian, 2015. "Global Prediction of Recessions," Working Papers 0585, University of Heidelberg, Department of Economics.
- Sona Benecka & Ludmila Fadejeva & Martin Feldkircher, 2018.
"Spillovers from Euro Area Monetary Policy: A Focus on Emerging Europe,"
Working Papers
2018/04, Latvijas Banka.
- Sona Benecka & Ludmila Fadejeva & Martin Feldkircher, 2018. "Spillovers from Euro Area Monetary Policy: A Focus on Emerging Europe," Working Papers 2018/2, Czech National Bank.
- Mr. Jorge I Canales Kriljenko & Mehdi Hosseinkouchack & Alexis Meyer-Cirkel, 2014. "Global Financial Transmission into Sub-Saharan Africa – A Global Vector Autoregression Analysis," IMF Working Papers 2014/241, International Monetary Fund.
- Tsionas, Efthymios G. & Konstantakis, Konstantinos N. & Michaelides, Panayotis G., 2016. "Bayesian GVAR with k-endogenous dominants & input–output weights: Financial and trade channels in crisis transmission for BRICs," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 42(C), pages 1-26.
- Annari de Waal & Renee van Eyden & Rangan Gupta, 2013.
"Do we need a global VAR model to forecast inflation and output in South Africa?,"
Working Papers
201346, University of Pretoria, Department of Economics.
- Annari De Waal & Rene頖an Eyden & Rangan Gupta, 2015. "Do we need a global VAR model to forecast inflation and output in South Africa?," Applied Economics, Taylor & Francis Journals, vol. 47(25), pages 2649-2670, May.
- Cashin, P. & Mohaddes, K. & Raissi, M., 2012.
"The Global Impact of the Systemic Economies and MENA Business Cycles,"
Cambridge Working Papers in Economics
1250, Faculty of Economics, University of Cambridge.
- Paul Cashin & Kamiar Mohaddes & Maziar Raissi & Mehdi Raissi, 2013. "The Global Impact of the Systemic Economies and MENA Business Cycles," Working Papers 750, Economic Research Forum, revised May 2013.
- Mr. Paul Cashin & Mr. Kamiar Mohaddes & Mr. Mehdi Raissi, 2012. "The Global Impact of the Systemic Economies and MENA Business Cycles," IMF Working Papers 2012/255, International Monetary Fund.
- André K. Anundsen & Karsten Gerdrup & Frank Hansen & Kasper Kragh‐Sørensen, 2016.
"Bubbles and Crises: The Role of House Prices and Credit,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(7), pages 1291-1311, November.
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"Housing Market Shocks in Italy: a GVAR approach,"
Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance)
0069, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
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"Debt dynamics in Europe: A Network General Equilibrium GVAR approach,"
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Studies in Economics
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"Cointegration, Long-Run Structural Modelling And Weak Exogeneity: Two Models Of The Uk Economy,"
CAMA Working Papers
2007-12, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
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"Spillover effects of credit default risk in the euro area and the effects on the Euro: A GVAR approach,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 24(1), pages 296-312, January.
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"The Impact of Economic Shocks in the Rest of the World on South Africa: Evidence from a Global VAR,"
Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 52(3), pages 557-573, March.
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- Konstantakis, Konstantinos N. & Michaelides, Panayotis G. & Tsionas, Efthymios G. & Minou, Chrysanthi, 2015. "System estimation of GVAR with two dominants and network theory: Evidence for BRICs," Economic Modelling, Elsevier, vol. 51(C), pages 604-616.
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- Matkovskyy, Roman, 2012. "Прогнозування Реакції Економіки України На Економічні Шоки В Сусідніх Державах: Глобальна Векторна Авторегресійна Модель «Україна-Сусіди» [Forecasting the Responses of Ukraine to Economic Shocks in," MPRA Paper 44717, University Library of Munich, Germany, revised Nov 2012.
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"International spillover effects of unconventional monetary policies of major central banks,"
International Review of Financial Analysis, Elsevier, vol. 79(C).
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- Ludmila Fadejeva & Martin Feldkircher & Thomas Reininger, 2014. "International Transmission of Credit Shocks: Evidence from Global Vector Autoregression Model," Working Papers 2014/05, Latvijas Banka.
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"Foreign capital in Latin America: A long-run structural Global VAR perspective,"
Economics Discussion Papers
8918, University of Essex, Department of Economics.
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- Jesús Crespo Cuaresma & Martin Feldkircher & Florian Huber, 2016. "Forecasting with Global Vector Autoregressive Models: a Bayesian Approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(7), pages 1371-1391, November.
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- Nina Biljanovska & Alexis Meyer-Cirkel, 2016. "Testing Shock Transmission Channels to Low-Income Developing Countries," IMF Working Papers 2016/102, International Monetary Fund.
- Taya Dumrongrittikul & Heather Anderson & Farshid Vahid, 2014. "The Effects of Productivity Gains in Asian Emerging Economies: A Global Perspective," Monash Econometrics and Business Statistics Working Papers 23/14, Monash University, Department of Econometrics and Business Statistics.
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"A Spatio-Temporal Model of House Prices in the US,"
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Cited by:
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"Estimation and inference for spatial models with heterogeneous coefficients: an application to U.S. house prices,"
CESifo Working Paper Series
7542, CESifo.
- Michele Aquaro & Natalia Bailey & M. Hashem Pesaran, 2021. "Estimation and inference for spatial models with heterogeneous coefficients: An application to US house prices," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(1), pages 18-44, January.
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"Explaining the spatial variation in housing prices: an economic geography approach,"
Applied Economics, Taylor & Francis Journals, vol. 45(13), pages 1673-1689, May.
- Karolien De Bruyne & Jan Van Hove, 2000. "Explaining Spatial Variation in Housing Prices: An Economic Geography Approach," Regional and Urban Modeling 283600023, EcoMod.
- Michael Beenstock & Daniel Felsenstein, 2010. "Spatial error correction and cointegration in nonstationary panel data: regional house prices in Israel," Journal of Geographical Systems, Springer, vol. 12(2), pages 189-206, June.
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"Investigating regional house price convergence in the United States: Evidence from a pair-wise approach,"
Economic Modelling, Elsevier, vol. 28(6), pages 2369-2376.
- Mark J. Holmes & Jesús Otero & Theodore Panagiotidis, 2011. "Investigating Regional House Price Convergence in the United States: Evidence from a Pair-Wise Approach," Working Paper series 29_11, Rimini Centre for Economic Analysis.
- Mark J. Holmes & Theodore Panagiotidis & Jesus Otero, 2011. "Investigating Regional House Price Convergence in the United States: Evidence from a pair-wise approach," Discussion Paper Series 2011_12, Department of Economics, University of Macedonia, revised Jun 2011.
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"Do house price developments spill over across euro area countries? Evidence from a Global VAR,"
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1026, European Central Bank.
- Vansteenkiste, Isabel & Hiebert, Paul, 2011. "Do house price developments spillover across euro area countries? Evidence from a global VAR," Journal of Housing Economics, Elsevier, vol. 20(4), pages 299-314.
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"Spatial Effects and House Price Dynamics in the U.S.A,"
Discussion Papers Series, Department of Economics, Tufts University
0809, Department of Economics, Tufts University.
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"Daily House Price Indices: Construction, Modeling, and Longer‐run Predictions,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(6), pages 1005-1025, September.
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- Tim Bollerslev & Andrew J. Patton & Wang Wenjing, 2013. "Daily House Price Indexes: Construction, Modeling, and Longer-Run Predictions," Working Papers 13-29, Duke University, Department of Economics.
- Florence Goffette-Nagot & Isabelle Reginster & Isabelle Thomas, 2009.
"A spatial analysis of residential land prices in Belgium: accessibility, linguistic border and environmental amenities,"
Working Papers
0929, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
- Florence Goffette-Nagot & Isabelle Reginster & Isabelle Thomas, 2011. "A spatial analysis of residential land prices in Belgium : accessibility, linguistic border and environmental amenities," Post-Print halshs-00464385, HAL.
- GOFETTE-NAGOT, Florence & REGINSTER, Isabelle & THOMAS, Isabelle, 2011. "Spatial analysis of residential land prices in Belgium: accessibility, linguistic border, and environmental amenities," LIDAM Reprints CORE 2448, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Florence Goffette-Nagot & Isabelle Reginster & Isabelle Thomas, 2011. "Spatial Analysis of Residential Land Prices in Belgium: Accessibility, Linguistic Border, and Environmental Amenities," Regional Studies, Taylor & Francis Journals, vol. 45(9), pages 1253-1268, February.
- Michele Aquaro & Natalia Bailey & M. Hashem Pesaran, 2015.
"Quasi Maximum Likelihood Estimation of Spatial Models with Heterogeneous Coefficients,"
Working Papers
749, Queen Mary University of London, School of Economics and Finance.
- Michele Aquaro & Natalia Bailey & M. Hashem Pesaran, 2015. "Quasi Maximum Likelihood Estimation of Spatial Models with Heterogeneous Coefficients," CESifo Working Paper Series 5428, CESifo.
- Hao Hao & Bai Huang & Tae-Hwy Lee, 2022. "Model Averaging Estimation of Panel Data Models with Many Instruments and Boosting," Working Papers 202212, University of California at Riverside, Department of Economics.
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- Mao, Guangyu & Shen, Yan, 2019. "Bubbles or fundamentals? Modeling provincial house prices in China allowing for cross-sectional dependence," China Economic Review, Elsevier, vol. 53(C), pages 53-64.
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- Bhattacharjee, A. & Holly, S., 2010.
"Structural Interactions in Spatial Panels,"
Cambridge Working Papers in Economics
1004, Faculty of Economics, University of Cambridge.
- Arnab Bhattacharjee & Sean Holly, 2011. "Structural interactions in spatial panels," Empirical Economics, Springer, vol. 40(1), pages 69-94, February.
- Bhattacharjee, Arnab & Holly, Sean, 2009. "Structural Interactions in Spatial Panels," SIRE Discussion Papers 2009-39, Scottish Institute for Research in Economics (SIRE).
- Stanimira Milcheva, 2012. "Monetary policy, financial intermediation, current account and housing market - how do they fit together?," ERES eres2012_151, European Real Estate Society (ERES).
- An-Ming Wang, 2016. "Agglomeration and simplified housing boom," Urban Studies, Urban Studies Journal Limited, vol. 53(5), pages 936-956, April.
- M. Ege Yazgan & Serda Selin Ozturk, 2019. "Real Exchange Rates and the Balance of Trade: Does the J-curve Effect Really Hold?," Open Economies Review, Springer, vol. 30(2), pages 343-373, April.
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- Milcheva, Stanimira, 2013. "Cross-country effects of regulatory capital arbitrage," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 5329-5345.
- Kajuth, Florian & Knetsch, Thomas A. & Pinkwart, Nicolas, 2013. "Assessing house prices in Germany: Evidence from an estimated stock-flow model using regional data," Discussion Papers 46/2013, Deutsche Bundesbank.
- Konstantin A. Kholodilin & Jan-Oliver Menz & Boriss Siliverstovs, 2007.
"What Drives Housing Prices Down?: Evidence from an International Panel,"
Discussion Papers of DIW Berlin
758, DIW Berlin, German Institute for Economic Research.
- Kholodilin Konstantin A. & Menz Jan-Oliver & Siliverstovs Boriss, 2010. "What Drives Housing Prices Down? Evidence from an International Panel," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 230(1), pages 59-76, February.
- Herzer, Dierk & Nunnenkamp, Peter, 2014.
"Income inequality and health: Evidence from developed and developing countries,"
Economics Discussion Papers
2014-45, Kiel Institute for the World Economy (IfW Kiel).
- Herzer, Dierk & Nunnenkamo, Peter, 2014. "Income Inequality and Health: Evidence from Developed and Developing Countries," Working Paper 141/2014, Helmut Schmidt University, Hamburg.
- Herzer, Dierk & Nunnenkamp, Peter, 2015. "Income inequality and health: Evidence from developed and developing countries," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 9, pages 1-56.
- Dierk Herzer & Oliver Morrissey, 2009. "The Long-Run Effect of Aid on Domestic Output," Discussion Papers 09/01, University of Nottingham, CREDIT.
- Mr. Markus Eberhardt & Mr. Andrea F Presbitero, 2013.
"This Time They Are Different: Heterogeneity and Nonlinearity in the Relationship Between Debt and Growth,"
IMF Working Papers
2013/248, International Monetary Fund.
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- Anna Gloria Billé & Roberto Benedetti & Paolo Postiglione, 2017. "A two-step approach to account for unobserved spatial heterogeneity," Spatial Economic Analysis, Taylor & Francis Journals, vol. 12(4), pages 452-471, October.
- William Miles, 2020. "The Dynamics of House Prices and Income in the UK," International Real Estate Review, Global Social Science Institute, vol. 23(3), pages 397-416.
- Ovidijus Stauskas, 2023. "Complete Theory for CCE Under Heterogeneous Slopes and General Unknown Factors," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(2), pages 283-303, April.
- Özbuğday, Fatih Cemil & Erbas, Bahar Celikkol, 2015. "How effective are energy efficiency and renewable energy in curbing CO2 emissions in the long run? A heterogeneous panel data analysis," Energy, Elsevier, vol. 82(C), pages 734-745.
- Canepa, Alessandra & Chini, Emilio Zanetti, 2016. "Dynamic asymmetries in house price cycles: A generalized smooth transition model," Journal of Empirical Finance, Elsevier, vol. 37(C), pages 91-103.
- Márcio Poletti Laurini, 2017. "A continuous spatio-temporal model for house prices in the USA," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 58(1), pages 235-269, January.
- Mohsen Bahmani-Oskooee & Seyed Hesam Ghodsi, 2018. "Link between Housing and Stock Markets: Evidence from OECD Using Asymmetry Analysis," International Real Estate Review, Global Social Science Institute, vol. 21(4), pages 447-471.
- Williams, Joseph, 2018. "Housing markets with endogenous search: Theory and implications," Journal of Urban Economics, Elsevier, vol. 105(C), pages 107-120.
- Damen, Sven & Vastmans, Frank & Buyst, Erik, 2016. "The effect of mortgage interest deduction and mortgage characteristics on house prices," Journal of Housing Economics, Elsevier, vol. 34(C), pages 15-29.
- Marina Khismatullina & Michael Vogt, 2022. "Multiscale Comparison of Nonparametric Trend Curves," Papers 2209.10841, arXiv.org.
- Chadha, J.S. & Holly, S., 2006.
"Macroeconomic Models and the Yield Curve: An assessment of the Fit,"
Cambridge Working Papers in Economics
0640, Faculty of Economics, University of Cambridge.
- Chadha, Jagjit S. & Holly, Sean, 2010. "Macroeconomic models and the yield curve: An assessment of the fit," Journal of Economic Dynamics and Control, Elsevier, vol. 34(8), pages 1343-1358, August.
Cited by:
- António Afonso & Manuel M. F. Martins, 2010.
"Level, Slope, Curvature of Sovereign Yield Curve and Fiscal Behaviour,"
Working Papers Department of Economics
2010/23, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Martins, Manuel M.F. & Afonso, António, 2010. "Level, slope, curvature of the sovereign yield curve, and fiscal behaviour," Working Paper Series 1276, European Central Bank.
- Afonso, António & Martins, Manuel M.F., 2012. "Level, slope, curvature of the sovereign yield curve, and fiscal behaviour," Journal of Banking & Finance, Elsevier, vol. 36(6), pages 1789-1807.
- Annie TUBADJI & Vassilis ANGELIS & Peter NIJKAMP, 2019. "Micro-Cultural Preferences and Macro-Percolation of New Ideas: A NetLogo Simulation," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 10(1), pages 168-185, March.
- Michael Funke & Sebastian Weber & Jörg Döpke & Sean Holly, 2005.
"The Cross-Sectional Dynamics of German Business Cycles: A Bird´s Eye View,"
Quantitative Macroeconomics Working Papers
20508, Hamburg University, Department of Economics.
- Döpke, Jörg & Funke, Michael & Holly, Sean & Weber, Sebastian, 2005. "The cross-sectional dynamics of German business cycles: a bird's eye view," Discussion Paper Series 1: Economic Studies 2005,23, Deutsche Bundesbank.
Cited by:
- Jorg Dopke & Sebastian Weber, 2010.
"The within-distribution business cycle dynamics of German firms,"
Applied Economics, Taylor & Francis Journals, vol. 42(29), pages 3789-3802.
- Sebastian Weber & Joerg Doepke, 2006. "The Within-Distribution Business Cycle Dynamics of German Firms," Quantitative Macroeconomics Working Papers 20609, Hamburg University, Department of Economics.
- Weber, Sebastian & Döpke, Jörg, 2006. "The within-distribution business cycle dynamics of German firms," Discussion Paper Series 1: Economic Studies 2006,29, Deutsche Bundesbank.
- Mehkari, M. Saif, 2016. "Uncertainty shocks in a model with mean-variance frontiers and endogenous technology choices," Journal of Macroeconomics, Elsevier, vol. 49(C), pages 71-98.
- Döpke, J. & Funke, M. & Holly, S. & Weber, S., 2008.
"The Cross-Section of Output and Inflation in a Dynamic Stochastic General Equilibrium Model with Sticky Prices,"
Cambridge Working Papers in Economics
0853, Faculty of Economics, University of Cambridge.
- Michael Funke & Sebastian Weber & Jörg Döpke & Sean Holly, 2008. "The Cross-Section of Output and Inflation in a Dynamic Stochastic General Equilibrium Model with Sticky Prices," Quantitative Macroeconomics Working Papers 20809, Hamburg University, Department of Economics.
- Jörg Döpke & Michael Funke & Sean Holly & Sebastian Weber, 2009. "The Cross-Section of Output and Inflation in a Dynamic Stochastic General Equilibrium Model with Sticky Prices," Discussion Papers of DIW Berlin 896, DIW Berlin, German Institute for Economic Research.
- Frey, Rainer & Hussinger, Katrin, 2006.
"The Role of Technology in M&As: A Firm Level Comparison of Cross-Border and Domestic Deals,"
ZEW Discussion Papers
06-069, ZEW - Leibniz Centre for European Economic Research.
- Frey, Rainer & Hussinger, Katrin, 2006. "The role of technology in M&As: a firm-level comparison of cross-border and domestic deals," Discussion Paper Series 1: Economic Studies 2006,45, Deutsche Bundesbank.
- Koetter, Michael, 2005.
"Evaluating the German bank merger wave,"
Discussion Paper Series 2: Banking and Financial Studies
2005,12, Deutsche Bundesbank.
- M. Koetter, 2005. "Evaluating the German Bank Merger Wave," Working Papers 05-16, Utrecht School of Economics.
- Hoffmann, Johannes & Kurz-Kim, Jeong-Ryeol, 2006.
"Consumer price adjustment under the microscope: Germany in a period of low inflation,"
Discussion Paper Series 1: Economic Studies
2006,16, Deutsche Bundesbank.
- Hoffmann, Johannes & Kurz-Kim, Jeong-Ryeol, 2006. "Consumer price adjustment under the microscope: Germany in a period of low inflation," Working Paper Series 652, European Central Bank.
- Koetter, Michael & Karmann, Alexander & Fiorentino, Elisabetta, 2006. "The cost efficiency of German banks: a comparison of SFA and DEA," Discussion Paper Series 2: Banking and Financial Studies 2006,10, Deutsche Bundesbank.
- Hansen, Lars Peter & Sargent, Thomas J., 2007.
"Recursive robust estimation and control without commitment,"
Journal of Economic Theory, Elsevier, vol. 136(1), pages 1-27, September.
- Hansen, Lars Peter & Sargent, Thomas J., 2005. "Recursive robust estimation and control without commitment," Discussion Paper Series 1: Economic Studies 2005,28, Deutsche Bundesbank.
- Ben R. Craig & Falko Fecht, 2006.
"The Eurosystem money market auctions: a banking perspective,"
Working Papers (Old Series)
0506, Federal Reserve Bank of Cleveland.
- Craig, Ben & Fecht, Falko, 2007. "The eurosystem money market auctions: A banking perspective," Journal of Banking & Finance, Elsevier, vol. 31(9), pages 2925-2944, September.
- Bartzsch, Nikolaus & Craig, Ben R. & Fecht, Falko, 2005. "The eurosystem money market auctions: a banking perspective," Discussion Paper Series 2: Banking and Financial Studies 2005,10, Deutsche Bundesbank.
- Straub, Ludwig & Ulbricht, Robert, 2016.
"Endogenous Second Moments: A Unified Approach to Fluctuations in Risk, Dispersion, and Uncertainty,"
TSE Working Papers
16-664, Toulouse School of Economics (TSE), revised Mar 2018.
- Straub, Ludwig & Ulbricht, Robert, 2019. "Endogenous second moments: A unified approach to fluctuations in risk, dispersion, and uncertainty," Journal of Economic Theory, Elsevier, vol. 183(C), pages 625-660.
- Evelyn Hayden & Daniel Porath & Natalja von Westernhagen, 2006.
"Does Diversification Improve the Performance of German Banks? Evidence from Individual Bank Loan Portfolios,"
Working Papers
110, Oesterreichische Nationalbank (Austrian Central Bank).
- Evelyn Hayden & Daniel Porath & Natalja Westernhagen, 2007. "Does Diversification Improve the Performance of German Banks? Evidence from Individual Bank Loan Portfolios," Journal of Financial Services Research, Springer;Western Finance Association, vol. 32(3), pages 123-140, December.
- von Westernhagen, Natalja & Porath, Daniel & Hayden, Evelyn, 2006. "Does diversification improve the performance of German banks? Evidence from individual bank loan portfolios," Discussion Paper Series 2: Banking and Financial Studies 2006,05, Deutsche Bundesbank.
- Bachmann, Rüdiger & Bayer, Christian, 2013. "‘Wait-and-See’ business cycles?," Journal of Monetary Economics, Elsevier, vol. 60(6), pages 704-719.
- Ruediger Bachmann & Christian Bayer, 2009.
"Firm-Specific Productivity Risk over the Business Cycle: Facts and Aggregate Implications,"
2009 Meeting Papers
869, Society for Economic Dynamics.
- Ruediger Bachmann & Christian Bayer, 2009. "Firm-Specific Productivity Risk over the Business Cycle: Facts and Aggregate Implications," CESifo Working Paper Series 2844, CESifo.
- Bachmann, Ruediger & Bayer, Christian, 2009. "Firm-specific productivity risk over the business cycle: facts and aggregate implications," Discussion Paper Series 1: Economic Studies 2009,15, Deutsche Bundesbank.
- Fecht, Falko & Grüner, Hans Peter, 2005.
"Financial Integration and Systemic Risk,"
CEPR Discussion Papers
5253, C.E.P.R. Discussion Papers.
- Fecht, Falko & Grüner, Hans Peter, 2005. "Financial integration and systemic risk," Discussion Paper Series 2: Banking and Financial Studies 2005,11, Deutsche Bundesbank.
- Knetsch, Thomas A., 2005.
"Short-run and long-run comovement of GDP and some expenditure aggregates in Germany, France and Italy,"
Discussion Paper Series 1: Economic Studies
2005,39, Deutsche Bundesbank.
- Thomas A. Knetsch, 2006. "Short-Run and Long-Run Comovement of GDP and Some Expenditure Aggregates in Germany, France and Italy," Springer Books, in: Convergence or Divergence in Europe?, pages 209-249, Springer.
- Tödter, Karl-Heinz, 2005. "Umstellung der deutschen VGR auf Vorjahrespreisbasis," Discussion Paper Series 1: Economic Studies 2005,31, Deutsche Bundesbank.
- Robert Jäckle & Georg Wamser, 2010.
"Going Multinational: What are the Effects on Home‐Market Performance?,"
German Economic Review, Verein für Socialpolitik, vol. 11(2), pages 188-207, May.
- Jäckle, Robert, 2006. "Going multinational: What are the effects on home market performance?," Discussion Paper Series 1: Economic Studies 2006,03, Deutsche Bundesbank.
- Jäckle Robert & Wamser Georg, 2010. "Going Multinational: What are the Effects on Home-Market Performance?," German Economic Review, De Gruyter, vol. 11(2), pages 188-207, May.
- Raabe, K. & Arnold, I.J.M. & Kool, C.J.M., 2006.
"Industries and the bank lending effects of bank credit demand and monetary policy in Germany,"
Research Memorandum
006, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Arnold, Ivo J. M. & Kool, Clemens J. M. & Raabe, Katharina, 2006. "Industries and the bank lending effects of bank credit demand and monetary policy in Germany," Discussion Paper Series 1: Economic Studies 2006,48, Deutsche Bundesbank.
- Christian Bayer & Ruediger Bachmann, 2009.
"The Cross-section of Firms over the Business Cycle: New Facts and a DSGE Exploration,"
2009 Meeting Papers
866, Society for Economic Dynamics.
- Ruediger Bachmann & Christian Bayer, 2009. "The Cross-section of Firms over the Business Cycle: New Facts and a DSGE Exploration," CESifo Working Paper Series 2810, CESifo.
- Bachmann, Ruediger & Bayer, Christian, 2009. "The cross-section of firms over the business cycle: new facts and a DSGE exploration," Discussion Paper Series 1: Economic Studies 2009,17, Deutsche Bundesbank.
- Thomas A. Knetsch, 2007.
"Forecasting the price of crude oil via convenience yield predictions,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 26(7), pages 527-549.
- Knetsch, Thomas A., 2006. "Forecasting the price of crude oil via convenience yield predictions," Discussion Paper Series 1: Economic Studies 2006,12, Deutsche Bundesbank.
- Lemke, Wolfgang & Greiber, Claus, 2005. "Money demand and macroeconomic uncertainty," Discussion Paper Series 1: Economic Studies 2005,26, Deutsche Bundesbank.
- Breitung, Jörg & Pesaran, Mohammad Hashem, 2005.
"Unit roots and cointegration in panels,"
Discussion Paper Series 1: Economic Studies
2005,42, Deutsche Bundesbank.
- Joerg Breitung & M. Hashem Pesaran, 2005. "Unit Roots and Cointegration in Panels," CESifo Working Paper Series 1565, CESifo.
- Jörg Breitung & M. Hashem Pesaran, 2005. "Unit Roots and Cointegration in Panels," IEPR Working Papers 05.32, Institute of Economic Policy Research (IEPR).
- Breitung, J. & Pesaran, M.H., 2005. "Unit Roots and Cointegration in Panels," Cambridge Working Papers in Economics 0535, Faculty of Economics, University of Cambridge.
- Grüner, Hans Peter & Fecht, Falko, 2006.
"Limits to international banking consolidation,"
Discussion Paper Series 2: Banking and Financial Studies
2006,11, Deutsche Bundesbank.
- Falko Fecht & Hans Grüner, 2008. "Limits to International Banking Consolidation," Open Economies Review, Springer, vol. 19(5), pages 651-666, November.
- Fernando Martins & Luis J. Álvarez, 2006.
"Sticky Prices in The Euro Area: a Summary of New Micro Evidence,"
Working Papers
w200605, Banco de Portugal, Economics and Research Department.
- Álvarez, Luis J. & Vermeulen, Philip & Stahl, Harald & Sabbatini, Roberto & Martins, Fernando & Lünnemann, Patrick & Le Bihan, Hervé & Kwapil, Claudia & Hoeberichts, Marco M. & Dhyne, Emmanuel & Vilmu, 2005. "Sticky prices in the euro area: a summary of new micro evidence," Working Paper Series 563, European Central Bank.
- Álvarez, L. & Dhyne, E. & Hoeberichts, M. & Kwapil, C. & Le Bihan, H. & Lünnemann, P. & Martins, F. & Sabbatini, R. & Stahl,H. & Vermeulen, P. & Vilmunen, J., 2005. "Sticky Prices in the Euro Area: A Summary of New Micro Evidence," Working papers 138, Banque de France.
- Luis J. Álvarez & Emmanuel Dhyne & Marco Hoeberichts & Claudia Kwapil & Hervé Le Bihan & Patrick Lünnemann & Fernando Martins & Roberto Sabbatini & Harald Stahl & Philip Vermeulen & Jouko Vilmunen, 2006. "Sticky Prices in the Euro Area: A Summary of New Micro-Evidence," Journal of the European Economic Association, MIT Press, vol. 4(2-3), pages 575-584, 04-05.
- Álvarez, Luis J. & Dhyne, Emmanuel & Hoeberichts, Marco & Kwapil, Claudia & Le Bihan, Hervé & Lünnemann, Patrick & Martins, Fernando & Sabbatini, Roberto & Stahl, Harald & Vermeulen, Philip & Vilmunen, 2006. "Sticky prices in the euro area: a summary of new micro evidence," Discussion Paper Series 1: Economic Studies 2006,02, Deutsche Bundesbank.
- Luis J. Álvarez & Emmanuel Dhyne & Marco M. Hoeberichts & Claudia Kwapil & Hervé le Bihan & Patrick Lünnemann & Fernando Martins & Roberto Sabbatini & Harald Stahl & Philip Vermeulen & Jouko Vilmunen, 2005. "Sticky prices in the euro area: a summary of new micro evidence," Working Papers 0542, Banco de España.
- Hamerle, Alfred & Knapp, Michael & Liebig, Thilo & Wildenauer, Nicole, 2005. "Incorporating prediction and estimation risk in point-in-time credit portfolio models," Discussion Paper Series 2: Banking and Financial Studies 2005,13, Deutsche Bundesbank.
- Holly, S. & Santoro, E., 2008.
"Financial Fragility, Heterogeneous Firms and the Cross Section of the Business Cycle,"
Cambridge Working Papers in Economics
0846, Faculty of Economics, University of Cambridge.
- Sean Holly & Emiliano Santoro, 2007. "Financial Fragility, Heterogeneous Firms and the Cross Section of the Business Cycle," Money Macro and Finance (MMF) Research Group Conference 2006 96, Money Macro and Finance Research Group.
- Pierdzioch, Christian & Döpke, Jörg & Hartmann, Daniel, 2008.
"Forecasting stock market volatility with macroeconomic variables in real time,"
Journal of Economics and Business, Elsevier, vol. 60(3), pages 256-276.
- Döpke, Jörg & Hartmann, Daniel & Pierdzioch, Christian, 2006. "Forecasting stock market volatility with macroeconomic variables in real time," Discussion Paper Series 2: Banking and Financial Studies 2006,01, Deutsche Bundesbank.
- Hakenes, Hendrik & Fecht, Falko, 2006. "Money market derivatives and the allocation of liquidity risk in the banking sector," Discussion Paper Series 2: Banking and Financial Studies 2006,12, Deutsche Bundesbank.
- Herrmann, Sabine & Jochem, Axel, 2005. "Trade balances of the central and east European EU member states and the role of foreign direct investment," Discussion Paper Series 1: Economic Studies 2005,41, Deutsche Bundesbank.
- Ruediger Bachmann & Steffen Elstner & Atanas Hristov, 2014.
"Surprise, Surprise - Measuring Firm-Level Investment Innovations,"
2014 Meeting Papers
515, Society for Economic Dynamics.
- Bachmann, Rüdiger & Hristov, Atanas, 2014. "Surprise, Surprise - Measuring Firm-level Investment Innovations," CEPR Discussion Papers 9894, C.E.P.R. Discussion Papers.
- Bachmann, Rüdiger & Elstner, Steffen & Hristov, Atanas, 2017. "Surprise, surprise – Measuring firm-level investment innovations," Journal of Economic Dynamics and Control, Elsevier, vol. 83(C), pages 107-148.
- Döpke, Jörg & Hartmann, Daniel & Pierdzioch, Christian, 2006. "Real-time macroeconomic data and ex ante predictability of stock returns," Discussion Paper Series 1: Economic Studies 2006,10, Deutsche Bundesbank.
- Bohl, Martin T. & Döpke, Jörg & Pierdzioch, Christian, 2006. "Real-time forecasting and political stock market anomalies: evidence for the U.S," Discussion Paper Series 1: Economic Studies 2006,22, Deutsche Bundesbank.
- Stahn, Kerstin, 2006. "Has the impact of key determinants of German exports changed? Results from estimations of Germany's intra euro-area and extra euro-area exports," Discussion Paper Series 1: Economic Studies 2006,07, Deutsche Bundesbank.
- Ziegler, Christina & Eickmeier, Sandra, 2006. "How good are dynamic factor models at forecasting output and inflation? A meta-analytic approach," Discussion Paper Series 1: Economic Studies 2006,42, Deutsche Bundesbank.
- Sims, Christopher A., 2005. "Rational inattention: a research agenda," Discussion Paper Series 1: Economic Studies 2005,34, Deutsche Bundesbank.
- Fisch, Jan Hendrik, 2006. "Internalization and internationalization under copeting real options," Discussion Paper Series 1: Economic Studies 2006,15, Deutsche Bundesbank.
- Stahn, Kerstin, 2006. "Has the export pricing behaviour of German enterprises changed? Empirical evidence from German sectoral prices," Discussion Paper Series 1: Economic Studies 2006,37, Deutsche Bundesbank.
- Bhattacharjee, A. & Holly, S., 2005.
"Inflation Targeting, Committee Decision Making and Uncertainty: The case of the Bank of England’s MPC,"
Cambridge Working Papers in Economics
0530, Faculty of Economics, University of Cambridge.
- Arnab Bhattacharjee & Sean Holly, 2004. "Inflation Targeting, committee Decision Making and Uncertainty: The case of the Bank of England's MPC," Money Macro and Finance (MMF) Research Group Conference 2004 63, Money Macro and Finance Research Group.
- Sean Holly & Arnab Bhattacharjee, 2005. "Inflation Targeting, Committee Decision Making and Uncertainty: The case of the Bank of England's MPC," Computing in Economics and Finance 2005 119, Society for Computational Economics.
Cited by:
- Roman Horváth & Kateřina Šmídková & Jan Zápal, 2012.
"Central Banks' Voting Records and Future Policy,"
Working Papers
316, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies).
- Roman Horváth & Kateøina Šmídková & Jan Zápal, 2011. "Central Banks’ Voting Records and Future Policy," Working Papers IES 2011/37, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Dec 2011.
- Roman Horvath & Katerina Smidkova & Jan Zapal, 2010. "Central Banks' Voting Records and Future Policy," Working Papers 2010/11, Czech National Bank.
- Roman Horváth & Katerina Šmídková & Jan Zápal, 2012. "Central Banks' Voting Records and Future Policy," International Journal of Central Banking, International Journal of Central Banking, vol. 8(4), pages 1-19, December.
- Hansen, Stephen & McMahon, Michael, 2010.
"What Do Outside Experts Bring To A Committee? Evidence From The Bank of England,"
Economic Research Papers
270783, University of Warwick - Department of Economics.
- Stephen E. Hansen & Michael McMahon, 2010. "What Do Outside Experts Bring To A Committee? Evidence From The Bank of England," Working Papers 512, Barcelona School of Economics.
- Stephen Eliot Hansen & Michael McMahon, 2010. "What do outside experts bring to a committee? Evidence from the Bank of England," Economics Working Papers 1238, Department of Economics and Business, Universitat Pompeu Fabra.
- Hansen, Stephen & McMahon, Michael, 2010. "What Do Outside Experts Bring To A Committee? Evidence From The Bank of England," The Warwick Economics Research Paper Series (TWERPS) 946, University of Warwick, Department of Economics.
- Hansen, Stephen & McMahon, Michael, 2011.
"How Experts Decide : Identifying Preferences versus Signals from Policy Decisions,"
The Warwick Economics Research Paper Series (TWERPS)
963, University of Warwick, Department of Economics.
- Hansen, Stephen & McMahon, Michael, 2011. "How Experts Decide: Identifying Preferences versus Signals from Policy Decisions," Economic Research Papers 270761, University of Warwick - Department of Economics.
- Stephen Hansen & Michael McMahon, 2011. "How Experts Decide: Identifying Preferences versus Signals from Policy Decisions," CEP Discussion Papers dp1063, Centre for Economic Performance, LSE.
- Henry W. Chappell & Rob Roy Mcgregor & Todd A. Vermilyea, 2014. "Power‐Sharing in Monetary Policy Committees: Evidence from the United Kingdom and Sweden," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(4), pages 665-692, June.
- Stephen Hansen & Carlos Velasco Rivera & Michael McMahon, 2013.
"How Experts Decide: Preferences or Private Assessments on a Monetary Policy Committee?,"
CAMA Working Papers
2013-19, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Stephen Hansen & Michael McMahon & Carlos Velasco Rivera, 2013. "How Expoerts Decide: Preferences or Private Assessments on a Monetary Policy Committee?," CESifo Working Paper Series 4201, CESifo.
- Stephen Hansen & Michael F. McMahon, 2008.
"Delayed Doves: MPC Voting Behaviour of Externals,"
CEP Discussion Papers
dp0862, Centre for Economic Performance, LSE.
- Hansen, Stephen & McMahon, Michael, 2008. "Delayed doves: MPC voting behaviour of externals," LSE Research Online Documents on Economics 19611, London School of Economics and Political Science, LSE Library.
- Mark Harris & Paul Levine & Christopher Spencer, 2011.
"A decade of dissent: explaining the dissent voting behavior of Bank of England MPC members,"
Public Choice, Springer, vol. 146(3), pages 413-442, March.
- Harris, Mark & Spencer, Christopher, 2008. "Decade of dissent: explaining the dissent voting behavior of Bank of England MPC members," MPRA Paper 9100, University Library of Munich, Germany.
- Nojković, Aleksandra & Petrović, Pavle, 2015. "Monetary policy rule in inflation targeting emerging European countries: A discrete choice approach," Journal of Policy Modeling, Elsevier, vol. 37(4), pages 577-595.
- Hansen, Stephen & McMahon, Michael & Velasco Rivera, Carlos, 2014. "Preferences or private assessments on a monetary policy committee?," Journal of Monetary Economics, Elsevier, vol. 67(C), pages 16-32.
- Jan Marc Berk & Beata K. Bierut, 2010. "Monetary Policy Committees: Meetings And Outcomes," Contemporary Economic Policy, Western Economic Association International, vol. 28(4), pages 569-588, October.
- Brooks, Robert & Harris, Mark & Spencer, Christopher, 2007. "An Inflated Ordered Probit Model of Monetary Policy: Evidence from MPC Voting Data," MPRA Paper 8509, University Library of Munich, Germany.
- Bhattacharjee, A. & Higson, C. & Holly, S. & Kattuman, P., 2004.
"Business Failure in UK and US Quoted Firms: Impact of Macroeconomic Instability and the Role of Legal Institutions,"
Cambridge Working Papers in Economics
0420, Faculty of Economics, University of Cambridge.
Cited by:
- Arnab Bhattacharjee & Jean Bonnet & Nicolas Le Pape & Régis Renault, 2009.
"Entrepreneurial motives and performance: Why might better educated entrepreneurs be less successful?,"
Working Papers
halshs-00809745, HAL.
- Arnab Bhattacharjee & Jean Bonnet & Nicolas Le Pape & Régis Renault, 2010. "Entrepreneurial motives and performance: Why might better educated entrepreneurs be less successful?," TEPP Working Paper 2010-09, TEPP.
- Arnab Bhattacharjee & Jean Bonnet & Nicolas Le Pape & Régis Renault, 2008. "Entrepreneurial motives and performance : Why might better educated entrepreneurs be less successful ?," Post-Print halshs-00337431, HAL.
- Stefan Buehler & Christian Kaiser & Franz Jaeger, 2004.
"Competition Policy and Exit Rates: Evidence from Switzerland,"
SOI - Working Papers
0405, Socioeconomic Institute - University of Zurich, revised Apr 2005.
- Buehler Stefan & Kaiser Christian & Jaeger Franz, 2005. "Competition Policy and Exit Rates: Evidence from Switzerland," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 4(1), pages 1-30, November.
- Alessandra Amendola & Marialuisa Restaino & Luca Sensini, 2013. "Corporate Financial Distress And Bankruptcy: A Comparative Analysis In France, Italy And Spain," Global Economic Observer, "Nicolae Titulescu" University of Bucharest, Faculty of Economic Sciences;Institute for World Economy of the Romanian Academy, vol. 1(2), pages 131-142, November.
- Leonardo Becchetti & Andrea Carpentieri & Iftekhar Hasan, 2012. "Option†Adjusted Delta Credit Spreads: a Cross†Country Analysis," European Financial Management, European Financial Management Association, vol. 18(2), pages 183-217, March.
- Khoja, Layla & Chipulu, Maxwell & Jayasekera, Ranadeva, 2019. "Analysis of financial distress cross countries: Using macroeconomic, industrial indicators and accounting data," International Review of Financial Analysis, Elsevier, vol. 66(C).
- Becchetti, Leonardo & Carpentieri, Andrea & Hasan, Iftekhar, 2009. "The determinants of option-adjusted delta credit spreads: a comparative analysis of the United States, the United Kingdom and the euro area," Bank of Finland Research Discussion Papers 34/2009, Bank of Finland.
- Maria Brouwer, 2006. "Reorganization in US and European Bankruptcy law," European Journal of Law and Economics, Springer, vol. 22(1), pages 5-20, July.
- Gongyu Chen & Chris Higson & Sean Holly & Ivan Petrella, 2010. "Equity Markets, Financial Integration and Competitive Convergence," Working Paper / FINESS 1.5, DIW Berlin, German Institute for Economic Research.
- Harald Strotmann, 2007. "Entrepreneurial Survival," Small Business Economics, Springer, vol. 28(1), pages 87-104, January.
- Arnab Bhattacharjee & Chris Higson & Sean Holly, 2014. "Asymmetric Price Adjustment, Sticky Costs and Operating Leverage over the Business Cycle," SEEC Discussion Papers 1402, Spatial Economics and Econometrics Centre, Heriot Watt University.
- Arnab Bhattacharjee & Jean Bonnet & Nicolas Le Pape & Régis Renault, 2009.
"Entrepreneurial motives and performance: Why might better educated entrepreneurs be less successful?,"
Working Papers
halshs-00809745, HAL.
- Luisa Corrado & Sean Holly, 2004.
"Habit Formation and Interest Rate Smoothing,"
CDMA Conference Paper Series
0404, Centre for Dynamic Macroeconomic Analysis.
- Sean Holly & Luisa Corrado, 2004. "Habit formation and Interest-Rate Smoothing," Computing in Economics and Finance 2004 215, Society for Computational Economics.
Cited by:
- Döpke, J. & Funke, M. & Holly, S. & Weber, S., 2008.
"The Cross-Section of Output and Inflation in a Dynamic Stochastic General Equilibrium Model with Sticky Prices,"
Cambridge Working Papers in Economics
0853, Faculty of Economics, University of Cambridge.
- Michael Funke & Sebastian Weber & Jörg Döpke & Sean Holly, 2008. "The Cross-Section of Output and Inflation in a Dynamic Stochastic General Equilibrium Model with Sticky Prices," Quantitative Macroeconomics Working Papers 20809, Hamburg University, Department of Economics.
- Jörg Döpke & Michael Funke & Sean Holly & Sebastian Weber, 2009. "The Cross-Section of Output and Inflation in a Dynamic Stochastic General Equilibrium Model with Sticky Prices," Discussion Papers of DIW Berlin 896, DIW Berlin, German Institute for Economic Research.
- Arnab Bhattacharjee & Sean Holly, 2004.
"Inflation Targeting, committee Decision Making and Uncertainty: The case of the Bank of England's MPC,"
Money Macro and Finance (MMF) Research Group Conference 2004
63, Money Macro and Finance Research Group.
- Bhattacharjee, A. & Holly, S., 2005. "Inflation Targeting, Committee Decision Making and Uncertainty: The case of the Bank of England’s MPC," Cambridge Working Papers in Economics 0530, Faculty of Economics, University of Cambridge.
- Sean Holly & Arnab Bhattacharjee, 2005. "Inflation Targeting, Committee Decision Making and Uncertainty: The case of the Bank of England's MPC," Computing in Economics and Finance 2005 119, Society for Computational Economics.
- Sharon Kozicki & Peter A. Tinsley, 2005.
"Term structure transmission of monetary policy,"
Research Working Paper
RWP 05-06, Federal Reserve Bank of Kansas City.
- Sharon Kozicki & P. A. Tinsley, 2007. "Term Structure Transmission of Monetary Policy," Staff Working Papers 07-30, Bank of Canada.
- Kozicki, Sharon & Tinsley, P.A., 2008. "Term structure transmission of monetary policy," The North American Journal of Economics and Finance, Elsevier, vol. 19(1), pages 71-92, March.
- Flamini, Alessandro & Fracasso, Andrea, 2011.
"Household's preferences and monetary policy inertia,"
Economics Letters, Elsevier, vol. 111(1), pages 64-67, April.
- Alessandro Flamini & Andrea Fracasso, 2009. "Household’s Preferences and Monetary Policy Inertia," Working Papers 2009002, The University of Sheffield, Department of Economics, revised Feb 2009.
- Jagjit Chadha & Sean Holly, 2006. "Macroeconomic Models and the Yield Curve," Computing in Economics and Finance 2006 105, Society for Computational Economics.
- Chadha, Jagjit S. & Holly, Sean, 2010.
"Macroeconomic models and the yield curve: An assessment of the fit,"
Journal of Economic Dynamics and Control, Elsevier, vol. 34(8), pages 1343-1358, August.
- Chadha, J.S. & Holly, S., 2006. "Macroeconomic Models and the Yield Curve: An assessment of the Fit," Cambridge Working Papers in Economics 0640, Faculty of Economics, University of Cambridge.
- Luisa Corrado & Sean Holly, 2003.
"Nonlinear Phillips Curves, Mixing Feedback Rules and the Distribution of Inflation and Output,"
CEIS Research Paper
37, Tor Vergata University, CEIS.
- Corrado, Luisa & Holly, Sean, 2003. "Nonlinear Phillips curves, mixing feedback rules and the distribution of inflation and output," Journal of Economic Dynamics and Control, Elsevier, vol. 28(3), pages 467-492, December.
Cited by:
- Huh, Hyeon-seung & Jang, Inwon, 2007. "Nonlinear Phillips curve, sacrifice ratio, and the natural rate of unemployment," Economic Modelling, Elsevier, vol. 24(5), pages 797-813, September.
- Mayes, David & Virén, Matti, 2004.
"Asymmetries in the Euro area economy,"
Bank of Finland Research Discussion Papers
9/2004, Bank of Finland.
- David G. Mayes & Matti Virén, 2004. "Asymmetries in the Euro area economy," Macroeconomics 0404024, University Library of Munich, Germany.
- Fabio Tramontana & Laura Gardini & Piero Ferri, 2010.
"The dynamics of the NAIRU model with two switching regimes,"
Working Papers
1004, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, revised 2010.
- Tramontana, F. & Gardini, L. & Ferri, P., 2010. "The dynamics of the NAIRU model with two switching regimes," Journal of Economic Dynamics and Control, Elsevier, vol. 34(4), pages 681-695, April.
- Hyeon-seung Huh & Hyun Lee & Namkyung Lee, 2009. "Nonlinear Phillips curve, NAIRU and monetary policy rules," Empirical Economics, Springer, vol. 37(1), pages 131-151, September.
- Nurudeen Abu, 2019. "Inflation and Unemployment Trade-off: A Re-examination of the Phillips Curve and its Stability in Nigeria," Contemporary Economics, University of Economics and Human Sciences in Warsaw., vol. 13(1), March.
- Kevin S. Nell, 2006. "Structural Change And Nonlinearities In A Phillips Curve Model For South Africa," Contemporary Economic Policy, Western Economic Association International, vol. 24(4), pages 600-617, October.
- Xu, Qifa & Niu, Xufeng & Jiang, Cuixia & Huang, Xue, 2015. "The Phillips curve in the US: A nonlinear quantile regression approach," Economic Modelling, Elsevier, vol. 49(C), pages 186-197.
- Higson, C. & S. Holly & P. Kattuman & S. Platis, 2002.
"The Business Cycle, Macroeconomic Shocks and the Cross Section: Evidence from UK Quoted Companies,"
Royal Economic Society Annual Conference 2002
102, Royal Economic Society.
Cited by:
- Higson, C. & Holly, S. & Kattuman, P., 2002. "The cross-sectional dynamics of the US business cycle: 1950-1999," Journal of Economic Dynamics and Control, Elsevier, vol. 26(9-10), pages 1539-1555, August.
- A. Bhattacharjee & Higson, C. & Holly, S. & Kattuman, P., 2002.
"Macro Economic Instability and Business Exit: Determinants of Failures and Acquisitions of Large UK Firms,"
Cambridge Working Papers in Economics
0206, Faculty of Economics, University of Cambridge.
- Bhattacharje,e A. & C.Higson & S.Holly & P.Kattuman, 2002. "Macro Economic Instability and Business Exit: Determinants of Failures and Acquisitions of Large UK Firms," Royal Economic Society Annual Conference 2002 27, Royal Economic Society.
Cited by:
- Bonfim, Diana, 2009.
"Credit risk drivers: Evaluating the contribution of firm level information and of macroeconomic dynamics,"
Journal of Banking & Finance, Elsevier, vol. 33(2), pages 281-299, February.
- Diana Bonfim, 2007. "Credit Risk Drivers: Evaluating the Contribution of Firm Level Information and of Macroeconomic Dynamics," Working Papers w200707, Banco de Portugal, Economics and Research Department.
- Hunter, John & Isachenkova, Natalia, 2006.
"Aggregate economy risk and company failure: An examination of UK quoted firms in the early 1990s,"
Journal of Policy Modeling, Elsevier, vol. 28(8), pages 911-919, November.
- John Hunter, 2003. "AGGREGATE ECONOMY RISK AND COMPANY FAILURE:AN EXAMINATION OF UK QUOTED FIRMS IN THE EARLY 1990s," Economics and Finance Discussion Papers 03-09, Economics and Finance Section, School of Social Sciences, Brunel University.
- John Hunter, 2003. "AGGREGATE ECONOMY RISK AND COMPANY FAILURE:AN EXAMINATION OF UK QUOTED FIRMS IN THE EARLY 1990s," Public Policy Discussion Papers 03-09, Economics and Finance Section, School of Social Sciences, Brunel University.
- John Hunter & Natalia Isachenkova, 2004. "Aggregate Economy Risk And Company Failure:An Examination Of Uk Quoted Firms In The Early 1990s," Money Macro and Finance (MMF) Research Group Conference 2004 74, Money Macro and Finance Research Group.
- Natalia Isachenkova & Melvyn Weeks, 2009. "Acquisition, Involvency and Managers in UK Small Companies," Working Papers wp390, Centre for Business Research, University of Cambridge.
- Alessandra Amendola & Marialuisa Restaino & Luca Sensini, 2013. "Corporate Financial Distress And Bankruptcy: A Comparative Analysis In France, Italy And Spain," Global Economic Observer, "Nicolae Titulescu" University of Bucharest, Faculty of Economic Sciences;Institute for World Economy of the Romanian Academy, vol. 1(2), pages 131-142, November.
- David Greenaway & Joakim Gullstrand & Richard Kneller, 2009.
"Live or Let Die? Alternative Routes to Industry Exit,"
Open Economies Review, Springer, vol. 20(3), pages 317-337, July.
- David Greenaway, & Joakim Gullstrand, & Richard Kneller, 2007. "Live or Let Die? Alternative Routes to Industry Exit," Discussion Papers 07/10, University of Nottingham, GEP.
- Greenaway, David & Gullstrand, Joakim & Kneller, Richard, 2008. "Surviving globalisation," Journal of International Economics, Elsevier, vol. 74(2), pages 264-277, March.
- Bhattacharjee, Arnab, 2004.
"Estimation in hazard regression models under ordered departures from proportionality,"
Computational Statistics & Data Analysis, Elsevier, vol. 47(3), pages 517-536, October.
- Bhattacharjee, A., 2003. "Estimation in Hazard Regression Models under Ordered Departures from Proportionality," Cambridge Working Papers in Economics 0337, Faculty of Economics, University of Cambridge.
- A. Bhattacharjee & C. Higson & S. Holly & P. Kattuman, 2009. "Macroeconomic Instability and Business Exit: Determinants of Failures and Acquisitions of UK Firms," Economica, London School of Economics and Political Science, vol. 76(301), pages 108-131, February.
- Balcaen, Sofie & Ooghe, Hubert, 2006.
"35 years of studies on business failure: an overview of the classic statistical methodologies and their related problems,"
The British Accounting Review, Elsevier, vol. 38(1), pages 63-93.
- S. Balcaen & H. Ooghe, 2004. "35 years of studies on business failure: an overview of the classical statistical methodologiesand their related problems," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 04/248, Ghent University, Faculty of Economics and Business Administration.
- Isachenkova, N. & Weeks, M., 2008. "Acquisition, Insolvency and Managers in UK Small Companies," Cambridge Working Papers in Economics 0838, Faculty of Economics, University of Cambridge.
- Loewe, Markus & Al-Ayouty, Iman & Altpeter, Annegret & Borbein, Lisa & Chantelauze, Marc & Kern, Maximilian & Niendorf, Elisabeth & Reda, Malak, 2013. "Which factors determine the upgrading of small and medium-sized enterprises (SMEs)? The case of Egypt," IDOS Studies, German Institute of Development and Sustainability (IDOS), volume 76, number 76.
- Bhattacharjee, Arnab & Bhattacharjee, Madhuchhanda, 2007. "Bayesian Analysis of Hazard Regression Models under Order Restrictions on Covariate Effects and Ageing," MPRA Paper 3938, University Library of Munich, Germany.
- J. David Brown & Julie L. Hotchkiss & Myriam Quispe-Agnoli, 2013.
"Does Employing Undocumented Workers Give Firms A Competitive Advantage?,"
Journal of Regional Science, Wiley Blackwell, vol. 53(1), pages 158-170, February.
- J. David Brown & Julie L. Hotchkiss & Myriam Quispe-Agnoli, 2012. "Does employing undocumented workers give firms a competitive advantage?," FRB Atlanta Working Paper 2012-02, Federal Reserve Bank of Atlanta.
- Gómez-González, José Eduardo & Hinojosa, Inés Paola Orozco, 2010. "Estimation of conditional time-homogeneous credit quality transition matrices," Economic Modelling, Elsevier, vol. 27(1), pages 89-96, January.
- Bhattacharjee, Arnab, 2004. "A Simple Test for the Absence of Covariate Dependence in Hazard Regression Models," MPRA Paper 3937, University Library of Munich, Germany.
- David O. Mbat & Eyo I. Eyo, 2013. "Corporate Failure: Causes and Remedies," Business and Management Research, Business and Management Research, Sciedu Press, vol. 2(4), pages 19-24, December.
- Faiçal Belaid, 2014. "Loan quality determinants: evaluating the contribution of bank-specific variables, macroeconomic factors and firm level information," IHEID Working Papers 04-2014, Economics Section, The Graduate Institute of International Studies.
- Philip Bunn & Victoria Redwood, 2003. "Company accounts based modelling of business failures and the implications for financial stability," Bank of England working papers 210, Bank of England.
- Gongyu Chen & Chris Higson & Sean Holly & Ivan Petrella, 2010. "Equity Markets, Financial Integration and Competitive Convergence," Working Paper / FINESS 1.5, DIW Berlin, German Institute for Economic Research.
- Arnab Bhattacharjee & Chris Higson & Sean Holly, 2014. "Asymmetric Price Adjustment, Sticky Costs and Operating Leverage over the Business Cycle," SEEC Discussion Papers 1402, Spatial Economics and Econometrics Centre, Heriot Watt University.
- Arnab Bhattacharjee, 2005. "Models of Firm Dynamics and the Hazard Rate of Exits: Reconciling Theory and Evidence using Hazard Regression Models," Econometrics 0503021, University Library of Munich, Germany.
- Marcus Box, 2008. "The death of firms: exploring the effects of environment and birth cohort on firm survival in Sweden," Small Business Economics, Springer, vol. 31(4), pages 379-393, December.
- Jagjit Chadha & Chris Higson & Sean Holly & Paul Kattuman, 2002.
"The Channels of Monetary Policy: Evidence from Firm Level data in the US and the UK,"
Computing in Economics and Finance 2002
383, Society for Computational Economics.
Cited by:
- Emiliano Santoro, 2006. "Macroeconomic fluctuations and the firms' rate of growth distribution: evidence from UK and US quoted companies," Department of Economics Working Papers 0606, Department of Economics, University of Trento, Italia.
- Higson, C. & Holly, S. & Kattuman, P. & S. Platis, 2001.
"The Business Cycle, Macroeconomic Shocks and the Cross Section: The Growth of UK Quoted Companies,"
Cambridge Working Papers in Economics
0114, Faculty of Economics, University of Cambridge.
Cited by:
- Jorg Dopke & Sebastian Weber, 2010.
"The within-distribution business cycle dynamics of German firms,"
Applied Economics, Taylor & Francis Journals, vol. 42(29), pages 3789-3802.
- Sebastian Weber & Joerg Doepke, 2006. "The Within-Distribution Business Cycle Dynamics of German Firms," Quantitative Macroeconomics Working Papers 20609, Hamburg University, Department of Economics.
- Weber, Sebastian & Döpke, Jörg, 2006. "The within-distribution business cycle dynamics of German firms," Discussion Paper Series 1: Economic Studies 2006,29, Deutsche Bundesbank.
- Emiliano Santoro, 2006. "Macroeconomic fluctuations and the firms' rate of growth distribution: evidence from UK and US quoted companies," Department of Economics Working Papers 0606, Department of Economics, University of Trento, Italia.
- Strotmann, Harald & Döpke, Jörg & Buch, Claudia M., 2006. "Does trade openness increase firm-level volatility?," Discussion Paper Series 1: Economic Studies 2006,40, Deutsche Bundesbank.
- Higson, C. & Holly, S. & Kattuman, P., 2002. "The cross-sectional dynamics of the US business cycle: 1950-1999," Journal of Economic Dynamics and Control, Elsevier, vol. 26(9-10), pages 1539-1555, August.
- Ruediger Bachmann & Christian Bayer, 2009.
"Firm-Specific Productivity Risk over the Business Cycle: Facts and Aggregate Implications,"
2009 Meeting Papers
869, Society for Economic Dynamics.
- Ruediger Bachmann & Christian Bayer, 2009. "Firm-Specific Productivity Risk over the Business Cycle: Facts and Aggregate Implications," CESifo Working Paper Series 2844, CESifo.
- Bachmann, Ruediger & Bayer, Christian, 2009. "Firm-specific productivity risk over the business cycle: facts and aggregate implications," Discussion Paper Series 1: Economic Studies 2009,15, Deutsche Bundesbank.
- Holly, S. & Santoro, E., 2008.
"Financial Fragility, Heterogeneous Firms and the Cross Section of the Business Cycle,"
Cambridge Working Papers in Economics
0846, Faculty of Economics, University of Cambridge.
- Sean Holly & Emiliano Santoro, 2007. "Financial Fragility, Heterogeneous Firms and the Cross Section of the Business Cycle," Money Macro and Finance (MMF) Research Group Conference 2006 96, Money Macro and Finance Research Group.
- Jorg Dopke & Sebastian Weber, 2010.
"The within-distribution business cycle dynamics of German firms,"
Applied Economics, Taylor & Francis Journals, vol. 42(29), pages 3789-3802.
- Corrado, L. & Holly, S., 2000.
"Piecewise Linear Feedback Rules in a Non Linear Model of the Phillips Curve: Evidence from the US and the UK,"
Cambridge Working Papers in Economics
0019, Faculty of Economics, University of Cambridge.
Cited by:
- Arden, R. & Holly, S. & Turner, P., 1997.
"Asymmetric Adjustment Costs, Asymmetric Pricing and Employment: Evidence from the UK,"
Cambridge Working Papers in Economics
9717, Faculty of Economics, University of Cambridge.
- Sean Holly & Paul Turner, 2001. "Asymmetric Adjustment Costs, Asymmetric Pricing and Employment: Evidence from the UK," Scottish Journal of Political Economy, Scottish Economic Society, vol. 48(1), pages 69-81, February.
Cited by:
- Michael Arghyrou & Christopher Martin & Costas Milas, 2005.
"Non-linear inflationary dynamics: evidence from the UK,"
Oxford Economic Papers, Oxford University Press, vol. 57(1), pages 51-69, January.
- Michael Arghyrou & Christopher Martin & Costas Milas, 2003. "Non-linear Inflationary Dynamics: Evidence from the UK," Public Policy Discussion Papers 03-03, Economics and Finance Section, School of Social Sciences, Brunel University.
- Michael Arghyrou & Christopher Martin & Costas Milas, 2003. "Non-linear Inflationary Dynamics: Evidence from the UK," Economics and Finance Discussion Papers 03-03, Economics and Finance Section, School of Social Sciences, Brunel University.
- Steven Cook, 2000. "Frequency domain and time series properties of asymmetric error correction terms," Applied Economics, Taylor & Francis Journals, vol. 32(3), pages 297-304.
- Cook, Steven & Holly, Sean & Turner, Paul, 1999. "The power of tests for non-linearity: the case of Granger-Lee asymmetry," Economics Letters, Elsevier, vol. 62(2), pages 155-159, February.
- Sean Holly & Paul Turner & Melvyn Weeks, 2003. "Asymmetric Adjustment and Bias in Estimation of an Equilibrium Relationship from a Cointegrating Regression," Computational Economics, Springer;Society for Computational Economics, vol. 21(3), pages 195-202, June.
- Christopher Martin & Michael Arghyrou & Costas Milas, 2004. "Nonlinear inflation dynamics: evidence from the UK," Money Macro and Finance (MMF) Research Group Conference 2003 59, Money Macro and Finance Research Group.
- Arden, R. & Holly, S. & Turner, P, 1997.
"Asymmetries in Private Sector Investment: An Empirical Investigation,"
Cambridge Working Papers in Economics
9716, Faculty of Economics, University of Cambridge.
Cited by:
- Richard W. P. Holt, 2000.
"Non‐Convexities, Asymmetries and Aggregate Investment Activity: Evidence for the UK,"
Manchester School, University of Manchester, vol. 68(s1), pages 51-74.
- Richard W P Holt, 2000. "Non-Convexities, Asymmetries and Aggregate Investment Activity: Evidence for the UK," Edinburgh School of Economics Discussion Paper Series 57, Edinburgh School of Economics, University of Edinburgh.
- Cook, Steven & Holly, Sean & Turner, Paul, 1999. "The power of tests for non-linearity: the case of Granger-Lee asymmetry," Economics Letters, Elsevier, vol. 62(2), pages 155-159, February.
- Richard W. P. Holt, 2000.
"Non‐Convexities, Asymmetries and Aggregate Investment Activity: Evidence for the UK,"
Manchester School, University of Manchester, vol. 68(s1), pages 51-74.
- Arden, R. & Holly, S. & Turner, P., 1997.
"The Asymmetric Adjustment of Prices: Theory and Evidence from UK Manufacturing,"
Cambridge Working Papers in Economics
9715, Faculty of Economics, University of Cambridge.
Cited by:
- Kapetanios, G., 1999.
"Threshold Models for Trended Time Series,"
Cambridge Working Papers in Economics
9905, Faculty of Economics, University of Cambridge.
- George Kapetanios, 2003. "Threshold models for trended time series," Empirical Economics, Springer, vol. 28(4), pages 687-707, November.
- Giliola Frey & Matteo Manera, 2007.
"Econometric Models Of Asymmetric Price Transmission,"
Journal of Economic Surveys, Wiley Blackwell, vol. 21(2), pages 349-415, April.
- Frey, Giliola & Manera, Matteo, 2005. "Econometric Models of Asymmetric Price Transmission," International Energy Markets Working Papers 12122, Fondazione Eni Enrico Mattei (FEEM).
- Matteo Manera & Giliola Frey, 2005. "Econometric Models of Asymmetric Price Transmission," Working Papers 2005.100, Fondazione Eni Enrico Mattei.
- Steven Cook, 2000. "Frequency domain and time series properties of asymmetric error correction terms," Applied Economics, Taylor & Francis Journals, vol. 32(3), pages 297-304.
- Cook, Steven & Holly, Sean & Turner, Paul, 1999. "The power of tests for non-linearity: the case of Granger-Lee asymmetry," Economics Letters, Elsevier, vol. 62(2), pages 155-159, February.
- Anthony Yates, 1998. "Downward nominal rigidity and monetary policy," Bank of England working papers 82, Bank of England.
- Kapetanios, G., 1999.
"Threshold Models for Trended Time Series,"
Cambridge Working Papers in Economics
9905, Faculty of Economics, University of Cambridge.
Articles
- Arnab Bhattacharjee & Sean Holly & Jesús Mur, 2018.
"Contemporary developments in the theory and practice of spatial econometrics,"
Spatial Economic Analysis, Taylor & Francis Journals, vol. 13(2), pages 139-147, April.
Cited by:
- Jasper Grashuis, 2019. "Spatial Competition in the Iowa Corn Market: Informing the Pricing Behavior of Corporate and Cooperative Grain Merchants," Sustainability, MDPI, vol. 11(4), pages 1-13, February.
- Arnab Bhattacharjee & Sudipto Roy, 2019. "Abnormal Returns or Mismeasured Risk? Network Effects and Risk Spillover in Stock Returns," JRFM, MDPI, vol. 12(2), pages 1-13, March.
- Natalia Bailey & Sean Holly & M. Hashem Pesaran, 2016.
"A Two‐Stage Approach to Spatio‐Temporal Analysis with Strong and Weak Cross‐Sectional Dependence,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(1), pages 249-280, January.
See citations under working paper version above.
- Natalia Bailey & Sean Holly & N. Hashem Pesaran, 2013. "A Two Stage Approach to Spatiotemporal Analysis with Strong and weak cross Sectional Dependence," Cambridge Working Papers in Economics 1362, Faculty of Economics, University of Cambridge.
- Natalia Bailey & Sean Holly & M. Hashem Pesaran, 2014. "A Two Stage Approach to Spatiotemporal Analysis with Strong and Weak Cross-Sectional Dependence," CESifo Working Paper Series 4592, CESifo.
- Arnab Bhattacharjee & Sean Holly, 2015.
"Influence, Interactions and Heterogeneity: Taking Personalities out of Monetary Policy Decision-making,"
Manchester School, University of Manchester, vol. 83(2), pages 153-182, March.
Cited by:
- Rieder, Kilian, 2022. "Monetary policy decision-making by committee: Why, when and how it can work," European Journal of Political Economy, Elsevier, vol. 72(C).
- Hamza Bennani, 2016.
"Measuring Monetary Policy Stress for Fed District Representatives,"
Post-Print
hal-01386000, HAL.
- Hamza Bennani, 2016. "Measuring Monetary Policy Stress for Fed District Representatives," Scottish Journal of Political Economy, Scottish Economic Society, vol. 63(2), pages 156-176, May.
- Henry W. Chappell & William Greene & Mark N. Harris & Christopher Spencer, 2022. "Uncertainty and the Bank of England's MPC," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(4), pages 825-858, June.
- Bruce McGough & Ryuichi Nakagawa, 2019. "Stability of Sunspot Equilibria under Adaptive Learning with Imperfect Information," Working Papers on Central Bank Communication 005, University of Tokyo, Graduate School of Economics.
- Chadha, Jagjit S. & Corrado, Luisa & Holly, Sean, 2014.
"A Note On Money And The Conduct Of Monetary Policy,"
Macroeconomic Dynamics, Cambridge University Press, vol. 18(8), pages 1854-1883, December.
See citations under working paper version above.
- Jagjit S. Chadha & Luisa Corrado & Sean Holly, 2013. "A Note on Money and the Conduct of Monetary Policy," Cambridge Working Papers in Economics 1329, Faculty of Economics, University of Cambridge.
- Jagjit S. Chadha & Luisa Corrado & Sean Holly, 2013. "A Note on Money and the Conduct of Monetary Policy," Studies in Economics 1306, School of Economics, University of Kent.
- Jagjit S. Chadha & Luisa Corrado & Sean Holly, 2013. "A Note on Money and the Conduct of Monetary Policy," CEIS Research Paper 279, Tor Vergata University, CEIS, revised 13 May 2013.
- Arnab Bhattacharjee & Sean Holly, 2013.
"Understanding Interactions in Social Networks and Committees,"
Spatial Economic Analysis, Taylor & Francis Journals, vol. 8(1), pages 23-53, March.
See citations under working paper version above.
- Bhattacharjee, Arnab & Holly, Sean, 2009. "Understanding Interactions in Social Networks and Committees," SIRE Discussion Papers 2009-53, Scottish Institute for Research in Economics (SIRE).
- Bhattacharjee, A. & Holly, S., 2010. "Understanding Interactions in Social Networks and Committees," Cambridge Working Papers in Economics 1003, Faculty of Economics, University of Cambridge.
- Sean Holly & Ivan Petrella & Emiliano Santoro, 2013.
"Aggregate fluctuations and the cross-sectional dynamics of firm growth,"
Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 176(2), pages 459-479, February.
See citations under working paper version above.
- Sean HOLLY & Ivan PETRELLA & Emiliano SANTORO, 2011. "Aggregate fluctuations and the cross-sectional dynamics of firm growth," Working Papers of Department of Economics, Leuven ces11.06, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
- Sean Holly & Ivan Petrella, 2012.
"Factor Demand Linkages, Technology Shocks, and the Business Cycle,"
The Review of Economics and Statistics, MIT Press, vol. 94(4), pages 948-963, November.
See citations under working paper version above.
- Holly, S. & Petrella, I., 2010. "Factor Demand Linkages, Technology Shocks and the Business Cycle," Cambridge Working Papers in Economics 1001, Faculty of Economics, University of Cambridge.
- Holly, Sean & Petrella, Ivan, 2009. "Factor Demand Linkages, Technology Shocks and the Business Cycle," MPRA Paper 18120, University Library of Munich, Germany.
- Sean HOLLY & Ivan PETRELLA, 2010. "Factor demand linkages, technology shocks and the business cycle," Working Papers of Department of Economics, Leuven ces10.26, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
- Arnab Bhattacharjee & Sean Holly, 2011.
"Structural interactions in spatial panels,"
Empirical Economics, Springer, vol. 40(1), pages 69-94, February.
See citations under working paper version above.
- Bhattacharjee, A. & Holly, S., 2010. "Structural Interactions in Spatial Panels," Cambridge Working Papers in Economics 1004, Faculty of Economics, University of Cambridge.
- Bhattacharjee, Arnab & Holly, Sean, 2009. "Structural Interactions in Spatial Panels," SIRE Discussion Papers 2009-39, Scottish Institute for Research in Economics (SIRE).
- Holly, Sean & Hashem Pesaran, M. & Yamagata, Takashi, 2011.
"The spatial and temporal diffusion of house prices in the UK,"
Journal of Urban Economics, Elsevier, vol. 69(1), pages 2-23, January.
See citations under working paper version above.
- Sean Holly & M. Hashem Pesaran & Takashi Yamagata, 2010. "Spatial and Temporal Diffusion of House Prices in the UK," CESifo Working Paper Series 2913, CESifo.
- Holly, S. & Pesaran, M.H. & Yamagata, T., 2009. "Spatial and Temporal Diffusion of House Prices in the UK," Cambridge Working Papers in Economics 0952, Faculty of Economics, University of Cambridge.
- Holly, Sean & Pesaran, M. Hashem & Yamagata, Takashi, 2010. "Spatial and Temporal Diffusion of House Prices in the UK," IZA Discussion Papers 4694, Institute of Labor Economics (IZA).
- S Holly & M Hashem Pesaran & T Yamagata, "undated". "Spatial and Temporal Diffusion of House Prices in the UK," Discussion Papers 09/32, Department of Economics, University of York.
- Corrado, Luisa & Holly, Sean, 2011.
"Multiplicative habit formation and consumption: A note,"
Economics Letters, Elsevier, vol. 113(2), pages 116-119.
Cited by:
- Holger Kraft & Claus Munk & Frank Thomas Seifried & Sebastian Wagner, 2017.
"Consumption habits and humps,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 64(2), pages 305-330, August.
- Kraft, Holger & Munk, Claus & Seifried, Frank Thomas & Wagner, Sebastian, 2013. "Consumption habits and humps," SAFE Working Paper Series 15, Leibniz Institute for Financial Research SAFE.
- ZHANG, Wei-Bin, 2013. "Habit Formation And Preference Change In A Twosector Growth Model With Elastic Labor Supply," Academica Science Journal, Economica Series, Dimitrie Cantemir University, Faculty of Economical Science, vol. 1(2), pages 3-20, May.
- Zhang Wei-Bin, 2013. "Habit Formation and Preference Change with Capital and Renewable Resources," Business Systems Research, Sciendo, vol. 4(2), pages 108-125, December.
- Wei-Bin ZHANG, 2012. "Habits, Saving Propensity, And Economic Growth," Scientific Bulletin - Economic Sciences, University of Pitesti, vol. 11(2), pages 3-15.
- Corrado, L. & Holly, S. & Raissi, M., 2012. "Persistent Habits, optimal Monetary Policy Inertia and Interest Rate Smoothing," Cambridge Working Papers in Economics 1247, Faculty of Economics, University of Cambridge.
- Li, Tongtong & Wang, Shibo & Yang, Jinqiang, 2021. "Robust consumption and portfolio choices with habit formation," Economic Modelling, Elsevier, vol. 98(C), pages 227-246.
- Wei-Bin Zhang, 2013. "Dynamic Interactions among Growth, Environmental Change, Habit Formation, and Preference Change," The International Journal of Economic Behavior - IJEB, Faculty of Business and Administration, University of Bucharest, vol. 3(1), pages 3-25, December.
- Marrero, Gustavo A. & Novales, Alfonso, 2011. "Growth, income taxes and consumption aspirations," Economics Letters, Elsevier, vol. 113(3), pages 221-224.
- Holger Kraft & Claus Munk & Frank Thomas Seifried & Sebastian Wagner, 2017.
"Consumption habits and humps,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 64(2), pages 305-330, August.
- Arnab Bhattacharjee & Sean Holly, 2010.
"Rational Partisan Theory, Uncertainty, And Spatial Voting: Evidence For The Bank Of England'S Mpc,"
Economics and Politics, Wiley Blackwell, vol. 22(2), pages 151-179, July.
See citations under working paper version above.
- Bhattacharjee, A. & Holly, S., 2010. "Rational Partisan Theory, Uncertainty and Spatial Voting: Evidence for the Bank of England’s MPC," Cambridge Working Papers in Economics 1002, Faculty of Economics, University of Cambridge.
- Holly, Sean & Pesaran, M. Hashem & Yamagata, Takashi, 2010.
"A spatio-temporal model of house prices in the USA,"
Journal of Econometrics, Elsevier, vol. 158(1), pages 160-173, September.
See citations under working paper version above.
- Holly, Sean & Pesaran, M. Hashem & Yamagata, Takashi, 2006. "A Spatio-Temporal Model of House Prices in the US," IZA Discussion Papers 2338, Institute of Labor Economics (IZA).
- Sean Holly & M. Hashem Pesaran & Takashi Yamagata, 2006. "A Spatio-Temporal Model of House Prices in the US," CESifo Working Paper Series 1826, CESifo.
- Holly, S. & Pesaran, M.H. & Yamagata. T., 2006. "A Spatio-Temporal Model of House Prices in the US," Cambridge Working Papers in Economics 0654, Faculty of Economics, University of Cambridge.
- Chadha, Jagjit S. & Holly, Sean, 2010.
"Macroeconomic models and the yield curve: An assessment of the fit,"
Journal of Economic Dynamics and Control, Elsevier, vol. 34(8), pages 1343-1358, August.
See citations under working paper version above.
- Chadha, J.S. & Holly, S., 2006. "Macroeconomic Models and the Yield Curve: An assessment of the Fit," Cambridge Working Papers in Economics 0640, Faculty of Economics, University of Cambridge.
- Bhattacharjee Arnab & Higson Christopher & Holly Sean & Kattuman Paul, 2009.
"Macroeconomic Instability and Corporate Failure: The Role of the Legal System,"
Review of Law & Economics, De Gruyter, vol. 5(1), pages 1-32, January.
Cited by:
- Abhirup Chakrabarti, 2015. "Organizational adaptation in an economic shock: The role of growth reconfiguration," Strategic Management Journal, Wiley Blackwell, vol. 36(11), pages 1717-1738, November.
- Bhattacharjee, Arnab & Hany, Jie, 2010. "Financial Distress in Chinese Industry: Microeconomic, Macroeconomic and Institutional Infuences," SIRE Discussion Papers 2010-53, Scottish Institute for Research in Economics (SIRE).
- Chen, Jie & Leung, Woon Sau & Evans, Kevin P., 2016. "Are employee-friendly workplaces conducive to innovation?," Journal of Corporate Finance, Elsevier, vol. 40(C), pages 61-79.
- Bhattacharjee, Arnab & Han, Jie, 2014. "Financial distress of Chinese firms: Microeconomic, macroeconomic and institutional influences," China Economic Review, Elsevier, vol. 30(C), pages 244-262.
- Ji, Yu & Shi, Lina & Zhang, Shunming, 2022. "Digital finance and corporate bankruptcy risk: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 72(C).
- M. A. Lagesh & Maram Srikanth & Debashis Acharya, 2018. "Corporate Performance during Business Cycles: Evidence from Indian Manufacturing Firms," Global Business Review, International Management Institute, vol. 19(5), pages 1261-1274, October.
- Rémi Stellian & Jenny P. Danna‐Buitrago, 2020. "Financial distress, free cash flow, and interfirm payment network: Evidence from an agent‐based model," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 25(4), pages 598-616, October.
- Anna KUKHARUK & Julia GAVRISH & Danyil ZMITROVYCH, 2017. "Managing the competitiveness in CIS countries and Ukraine: the goal and conditions," Eastern Journal of European Studies, Centre for European Studies, Alexandru Ioan Cuza University, vol. 8, pages 115-136, June.
- Lucio Fuentelsaz & Consuelo Gonz�lez-Gil & Juan P. Maicas, 2015. "What determines entepreneurial failure: taking advantage of the institutional context," Documentos de Trabajo dt2015-05, Facultad de Ciencias Económicas y Empresariales, Universidad de Zaragoza.
- A. Bhattacharjee & C. Higson & S. Holly & P. Kattuman, 2009.
"Macroeconomic Instability and Business Exit: Determinants of Failures and Acquisitions of UK Firms,"
Economica, London School of Economics and Political Science, vol. 76(301), pages 108-131, February.
Cited by:
- Stef, Nicolae & Zenou, Emmanuel, 2021. "Management-to-staff ratio and a firm's exit," Journal of Business Research, Elsevier, vol. 125(C), pages 252-260.
- Marcus Box & Karl Gratzer & Xiang Lin, 2020. "Destructive entrepreneurship in the small business sector: bankruptcy fraud in Sweden, 1830–2010," Small Business Economics, Springer, vol. 54(2), pages 437-457, February.
- Natalia Isachenkova & Melvyn Weeks, 2009. "Acquisition, Involvency and Managers in UK Small Companies," Working Papers wp390, Centre for Business Research, University of Cambridge.
- Varum, Celeste & Rocha, Vera Catarina & Valente da Silva, Hélder, 2014. "Economic slowdowns, hazard rates and foreign ownership," International Business Review, Elsevier, vol. 23(4), pages 761-773.
- Zajc Kejžar, Katja, 2016. "Shutdown versus M&A: An empirical investigation of Slovenian incumbent firms’ responses to foreign competition," Economic Systems, Elsevier, vol. 40(2), pages 247-259.
- Garcia Martinez, Marian & Zouaghi, Ferdaous & Garcia Marco, Teresa & Robinson, Catherine, 2019. "What drives business failure? Exploring the role of internal and external knowledge capabilities during the global financial crisis," Journal of Business Research, Elsevier, vol. 98(C), pages 441-449.
- Bhattacharjee, Arnab & Hany, Jie, 2010. "Financial Distress in Chinese Industry: Microeconomic, Macroeconomic and Institutional Infuences," SIRE Discussion Papers 2010-53, Scottish Institute for Research in Economics (SIRE).
- Arnab Bhattacharjee & Sean Holly, 2013.
"Understanding Interactions in Social Networks and Committees,"
Spatial Economic Analysis, Taylor & Francis Journals, vol. 8(1), pages 23-53, March.
- Bhattacharjee, Arnab & Holly, Sean, 2009. "Understanding Interactions in Social Networks and Committees," SIRE Discussion Papers 2009-53, Scottish Institute for Research in Economics (SIRE).
- Bhattacharjee, A. & Holly, S., 2010. "Understanding Interactions in Social Networks and Committees," Cambridge Working Papers in Economics 1003, Faculty of Economics, University of Cambridge.
- Tunyi, Abongeh A. & Ntim, Collins G. & Danbolt, Jo, 2019. "Decoupling management inefficiency: Myopia, hyperopia and takeover likelihood," International Review of Financial Analysis, Elsevier, vol. 62(C), pages 1-20.
- Bruneau, C. & de Bandt, O. & El Amri, W., 2008.
"Macroeconomic Fluctuations and Corporate Financial Fragility,"
Working papers
226, Banque de France.
- Catherine Bruneau & Olivier de Bandt & W. Elamri, 2012. "Macroeconomic Fluctuations and Corporate financial Fragility," Post-Print hal-00666757, HAL.
- Catherine Bruneau & Olivier de Bandt & W. Elamri, 2012. "Macroeconomic Fluctuations and Corporate financial Fragility," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00666757, HAL.
- Catherine Bruneau & Olivier de Bandt & W. Elamri, 2012. "Macroeconomic Fluctuations and Corporate financial Fragility," PSE-Ecole d'économie de Paris (Postprint) hal-00666757, HAL.
- Bruneau, C. & de Bandt, O. & El Amri, W., 2012. "Macroeconomic fluctuations and corporate financial fragility," Journal of Financial Stability, Elsevier, vol. 8(4), pages 219-235.
- Ugur, Mehmet & Trushin, Eshref & Solomon, Edna, 2016.
"Inverted-U relationship between R&D intensity and survival: Evidence on scale and complementarity effects in UK data,"
Research Policy, Elsevier, vol. 45(7), pages 1474-1492.
- Ugur, Mehmet & Trushin, Eshref & Solomon, Edna, 2016. "Inverted-U relationship between R&D intensity and survival: evidence on scale and complementarity effects in UK data," Greenwich Papers in Political Economy 15510, University of Greenwich, Greenwich Political Economy Research Centre.
- Ugur, Mehmet & Trushin, Eshref & Solomon, Edna, 2015.
"Inverted-U relationship between innovation and survival: Evidence from firm-level UK data,"
MPRA Paper
68010, University Library of Munich, Germany, revised 10 Nov 2015.
- Ugur, Mehmet & Trushin, Eshref & Solomon, Edna M. & Guidi, Francesco, 2015. "Inverted-U relationship between innovation and survival: evidence from firm-level UK data," Greenwich Papers in Political Economy 14073, University of Greenwich, Greenwich Political Economy Research Centre.
- Guidi, Francesco & Solomon, Edna & Trushin, Eshref & Ugur, Mehmet, 2015. "Inverted-U relationship between innovation and survival: Evidence from firm-level UK data," EconStor Preprints 110896, ZBW - Leibniz Information Centre for Economics.
- Harald Oberhofer, 2010.
"Firm Growth, European Industry Dynamics and Domestic Business Cycles,"
WIFO Working Papers
377, WIFO.
- Harald Oberhofer, 2009. "Firm growth, European industry dynamics and domestic business cycles," Working Papers 2009-18, Faculty of Economics and Statistics, Universität Innsbruck.
- Harald Oberhofer, 2012. "Firm Growth, European Industry Dynamics and Domestic Business Cycles," Scottish Journal of Political Economy, Scottish Economic Society, vol. 59(3), pages 316-337, July.
- Harald Oberhofer, 2010. "Firm growth, European industry dynamics and domestic business cycles," FIW Working Paper series 055, FIW.
- XU Peng, 2021. "Population Aging and Small Business Exits," Discussion papers 21091, Research Institute of Economy, Trade and Industry (RIETI).
- Bhattacharjee, Arnab, 2004.
"Estimation in hazard regression models under ordered departures from proportionality,"
Computational Statistics & Data Analysis, Elsevier, vol. 47(3), pages 517-536, October.
- Bhattacharjee, A., 2003. "Estimation in Hazard Regression Models under Ordered Departures from Proportionality," Cambridge Working Papers in Economics 0337, Faculty of Economics, University of Cambridge.
- Fedorova, Elena & Ledyaeva, Svetlana & Drogovoz, Pavel & Nevredinov, Alexandr, 2022. "Economic policy uncertainty and bankruptcy filings," International Review of Financial Analysis, Elsevier, vol. 82(C).
- Doumpos, Michalis & Andriosopoulos, Kostas & Galariotis, Emilios & Makridou, Georgia & Zopounidis, Constantin, 2017. "Corporate failure prediction in the European energy sector: A multicriteria approach and the effect of country characteristics," European Journal of Operational Research, Elsevier, vol. 262(1), pages 347-360.
- Iovino, Felicetta & Migliaccio, Guido, 2019. "Energy companies and sizes: An opportunity? Some empirical evidences," Energy Policy, Elsevier, vol. 128(C), pages 431-439.
- Stef, Nicolae & Bissieux, Jean-Joachim, 2022. "Resolution of corporate insolvency during COVID-19 pandemic. Evidence from France," International Review of Law and Economics, Elsevier, vol. 70(C).
- Bhattacharjee, Arnab & Han, Jie, 2014. "Financial distress of Chinese firms: Microeconomic, macroeconomic and institutional influences," China Economic Review, Elsevier, vol. 30(C), pages 244-262.
- Tien Son Nguyen & Jen-Ming Chen & Shih-Hsien Tseng & Li-Fen Lin, 2023. "Key Factors for a Successful OBM Transformation with DEMATEL–ANP," Mathematics, MDPI, vol. 11(11), pages 1-18, May.
- Loewe, Markus & Al-Ayouty, Iman & Altpeter, Annegret & Borbein, Lisa & Chantelauze, Marc & Kern, Maximilian & Niendorf, Elisabeth & Reda, Malak, 2013. "Which factors determine the upgrading of small and medium-sized enterprises (SMEs)? The case of Egypt," IDOS Studies, German Institute of Development and Sustainability (IDOS), volume 76, number 76.
- Trushin, Eshref & Ugur, Mehmet, 2018. "Ecosystem complexity, firm learning and survival: UK evidence on intra-industry age and size diversity as exit hazards," Greenwich Papers in Political Economy 19095, University of Greenwich, Greenwich Political Economy Research Centre.
- David H. Weng & Yasuhiro Yamakawa, 2023. "I believe I can fly: how target venture CEO overconfidence affects acquisition completion," Small Business Economics, Springer, vol. 61(1), pages 127-151, June.
- Elena Cefis & Cristina Bettinelli & Alex Coad & Orietta Marsili, 2022. "Understanding firm exit: a systematic literature review," Small Business Economics, Springer, vol. 59(2), pages 423-446, August.
- Bhattacharjee, A. & Samarjit Das, 2002. "Testing Proportionality in Duration Models with Respect to Continuous Covariates," Cambridge Working Papers in Economics 0220, Faculty of Economics, University of Cambridge.
- Rose Kenney & Gianni La Cava & David Rodgers, 2016. "Why Do Companies Fail?," RBA Research Discussion Papers rdp2016-09, Reserve Bank of Australia.
- Vera Rocha & Anabela Carneiro & Celeste Amorim Varum, 2013. "Entrepreneurship Dynamics: Entry Routes, Business-Owner's Persistence and Exit Modes," CEF.UP Working Papers 1310, Universidade do Porto, Faculdade de Economia do Porto.
- Shima Amini & Sofia Johan & Eilnaz Kashefi Pour & Abdulkadir Mohamed, 2023. "Employee Welfare, Social Capital, and IPO Firm Survival," Entrepreneurship Theory and Practice, , vol. 47(6), pages 2174-2204, November.
- Vera Rocha & Anabela Carneiro & Celeste Varum, 2015. "Entry and exit dynamics of nascent business owners," Small Business Economics, Springer, vol. 45(1), pages 63-84, June.
- María Jesús Abellán Madrid & Antonio García-Tabuenca & Cristina Suárez Gálvez, 2015. "R&D investments and firm survival across regions," Chapters, in: Charlie Karlsson & Urban Gråsjö & Sofia Wixe (ed.), Innovation and Entrepreneurship in the Global Economy, chapter 1, pages 21-43, Edward Elgar Publishing.
- Marina-Eliza Spaliara & Serafeim Tsoukas, 2010.
"The Role of Bond Finance in Firms' Survival During the Asian Crisis,"
Working Papers
032010, Hong Kong Institute for Monetary Research.
- Marina-Eliza Spaliara & Serafeim Tsoukas, 2009. "The role of bond finance in firms' survival during the Asian crisis," Discussion Paper Series 2009_17, Department of Economics, Loughborough University.
- Marco Mariani & Elena Pirani & Elena Radicchi, 2013. "La sopravvivenza delle imprese negli anni della crisi: prime evidenze empiriche dalla Toscana," ECONOMIA E POLITICA INDUSTRIALE, FrancoAngeli Editore, vol. 2013(1), pages 25-52.
- Natalia Nehrebecka & Michał Brzozowski, 2016. "Wpływ niepewności makroekonomicznej na oszczędności przedsiębiorstw," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 5, pages 51-69.
- Sofie Balcaen & Sophie Manigart & Jozefien Buyze & Hubert Ooghe, 2012. "Firm exit after distress: differentiating between bankruptcy, voluntary liquidation and M&A," Small Business Economics, Springer, vol. 39(4), pages 949-975, November.
- Arnab Bhattacharjee & Ornella Maietta & Fernanda Mazzotta, 2023.
"Spatial agglomeration, innovation and firm survival for Italian manufacturing firms,"
Spatial Economic Analysis, Taylor & Francis Journals, vol. 18(3), pages 318-345, July.
- Arnab Bhattacharjee & Ornella Maietta & Fernanda Mazzotta, 2023. "Spatial Agglomeration, Innovation and Firm Survival for Italian Manufacturing Firms," National Institute of Economic and Social Research (NIESR) Discussion Papers 546, National Institute of Economic and Social Research.
- Nico Dewaelheyns & Cynthia Van Hulle & Yannick Van Landuyt & Mathias Verreydt, 2021. "Labor Contracts, Wages and SME Failure," Sustainability, MDPI, vol. 13(14), pages 1-15, July.
- Nicolae Stef, 2021. "Institutions and corporate financial distress in Central and Eastern Europe," European Journal of Law and Economics, Springer, vol. 52(1), pages 57-87, August.
- Spaliara, Marina-Eliza & Tsoukas, Serafeim, 2013. "What matters for corporate failures in Asia? Exploring the role of firm-specific characteristics during the Asian crisis," Structural Change and Economic Dynamics, Elsevier, vol. 26(C), pages 83-96.
- Nicolae Stef, 2023. "Bankruptcy voting process and corporate reorganization," Bulletin of Economic Research, Wiley Blackwell, vol. 75(2), pages 508-524, April.
- Hongsheng Dai & Marialuisa Restaino & Huan Wang, 2016. "A class of nonparametric bivariate survival function estimators for randomly censored and truncated data," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 28(4), pages 736-751, October.
- Peng XU, 2019. "Exit of Small Businesses: Differentiating between Insolvency, Voluntary Closures and M&A," Discussion papers 19051, Research Institute of Economy, Trade and Industry (RIETI).
- Amendola, Alessandra & Restaino, Marialuisa & Sensini, Luca, 2015. "An analysis of the determinants of financial distress in Italy: A competing risks approach," International Review of Economics & Finance, Elsevier, vol. 37(C), pages 33-41.
- Rémi Stellian & Jenny P. Danna‐Buitrago, 2020. "Financial distress, free cash flow, and interfirm payment network: Evidence from an agent‐based model," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 25(4), pages 598-616, October.
- S³awomir Czarniewski, 2016. "Small And Medium-Sized Enterprises In The Context Of Innovation And Entrepreneurship In The Economy," Polish Journal of Management Studies, Czestochowa Technical University, Department of Management, vol. 13(1), pages 30-39, June.
- Loderer, Claudio & Waelchli, Urs, 2010. "Firm age and performance," MPRA Paper 26450, University Library of Munich, Germany.
- Marialuisa Restaino & Marco Bisogno, 2019. "A Business Failure Index Using Rank Transformation," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 11(1), pages 56-65, January.
- Gongyu Chen & Chris Higson & Sean Holly & Ivan Petrella, 2010. "Equity Markets, Financial Integration and Competitive Convergence," Working Paper / FINESS 1.5, DIW Berlin, German Institute for Economic Research.
- Gee Hee HONG & ITO Arata & SAITO Yukiko & Thi-Ngoc Anh NGUYEN, 2020. "Structural Changes in Japanese SMEs: Business Dynamism in Aging Society and Inter-Firm Transaction Network," Policy Discussion Papers 20003, Research Institute of Economy, Trade and Industry (RIETI).
- Nina Ponikvar & Katja Zajc Kejžar & Darja Peljhan, 2018. "The role of financial constraints for alternative firm exit modes," Small Business Economics, Springer, vol. 51(1), pages 85-103, June.
- Paz Rico Belda & Bernardà Cabrer-Borrás, 2021. "Size and survival of the hospitality industry: The case of Spain," Tourism Economics, , vol. 27(5), pages 933-951, August.
- Falk, Martin, 2013. "A survival analysis of ski lift companies," Tourism Management, Elsevier, vol. 36(C), pages 377-390.
- Krüger, Jens J. & von Rhein, Kristina, 2015. "Macroeconomic development and the life cycle of the German automobile industry, 1886-1939," Darmstadt Discussion Papers in Economics 224, Darmstadt University of Technology, Department of Law and Economics.
- Spaliara, Marina-Eliza & Tsoukas, Serafeim, 2017. "Corporate failures and the denomination of corporate bonds: Evidence from emerging Asian economies over two financial crises," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 46(C), pages 84-97.
- Gee Hee HONG & ITO Arata & NGUYEN Thi Ngoc Anh & SAITO Yukiko, 2022. "Did the COVID-19 Pandemic Create More Zombie Firms in Japan?," Discussion papers 22072, Research Institute of Economy, Trade and Industry (RIETI).
- Sanjay Sehgal & Ritesh Kumar Mishra & Ajay Jaisawal, 2021. "A search for macroeconomic determinants of corporate financial distress," Indian Economic Review, Springer, vol. 56(2), pages 435-461, December.
- Huong Dang, 2014. "A Competing Risks Dynamic Hazard Approach to Investigate the Insolvency Outcomes of Property-Casualty Insurers," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 39(1), pages 42-76, January.
- Pesaran, Mohammad Hashem & Holly, Sean & Dees, Stephane & Smith, L. Vanessa, 2007.
"Long Run Macroeconomic Relations in the Global Economy,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 1, pages 1-20.
See citations under working paper version above.
- Dees, S. & Holly, S. & Pesaran, M.H. & Smith, L.V., 2007. "Long Run Macroeconomic Relations in the Global Economy," Cambridge Working Papers in Economics 0661, Faculty of Economics, University of Cambridge.
- Dees, S. & Holly, S. & Pesaran, M.H. & Smith, L.V., 2007. "Long Run Macroeconomic Relations in the Global Economy," Cambridge Working Papers in Economics 0703, Faculty of Economics, University of Cambridge.
- Stephane Dees & Sean Holly & M. Hashem Pesaran & L. Vanessa Smith, 2007. "Long Run Macroeconomic Relations in the Global Economy," CESifo Working Paper Series 1904, CESifo.
- Pesaran, Mohammad Hashem & Holly, Sean & Dees, Stephane & Smith, L. Vanessa, 2007. "Long Run Macroeconomic Relations in the Global Economy," Economics Discussion Papers 2007-7, Kiel Institute for the World Economy (IfW Kiel).
- Dées, Stéphane & Pesaran, Hashem & Smith, Vanessa & Holly, Sean, 2007. "Long run macroeconomic relations in the global economy," Working Paper Series 750, European Central Bank.
- Sean Holly & Paul Turner & Melvyn Weeks, 2003.
"Asymmetric Adjustment and Bias in Estimation of an Equilibrium Relationship from a Cointegrating Regression,"
Computational Economics, Springer;Society for Computational Economics, vol. 21(3), pages 195-202, June.
Cited by:
- Henry de-Graft Acquah, 2013. "The Role of Model Complexity and the Performance of the Selection Criteria in Asymmetric Price Transmission Models," Journal of Economics and Behavioral Studies, AMH International, vol. 5(3), pages 157-163.
- Cook, Steven & Fosten, Jack, 2019. "Replicating rockets and feathers," Energy Economics, Elsevier, vol. 82(C), pages 139-151.
- Afshin Honarvar, 2010. "Modeling of Asymmetry between Gasoline and Crude Oil Prices: A Monte Carlo Comparison," Computational Economics, Springer;Society for Computational Economics, vol. 36(3), pages 237-262, October.
- Acquah, H. de-Graft, 2013. "On the Comparison of Akaike Information Criterion and Consistent Akaike Information Criterion in Selection of an Asymmetric Price Relationship: Bootstrap Simulation Results," AGRIS on-line Papers in Economics and Informatics, Czech University of Life Sciences Prague, Faculty of Economics and Management, vol. 5(1), pages 1-7, March.
- Ming-Hua Liu & Tianyun Liu & Keshab Shrestha & Yang Zhang, 2021. "The impact of financial regulation on the stickiness of credit card lending rate: evidence from the USA," Review of Quantitative Finance and Accounting, Springer, vol. 57(4), pages 1195-1213, November.
- Corrado, Luisa & Holly, Sean, 2003.
"Nonlinear Phillips curves, mixing feedback rules and the distribution of inflation and output,"
Journal of Economic Dynamics and Control, Elsevier, vol. 28(3), pages 467-492, December.
See citations under working paper version above.
- Luisa Corrado & Sean Holly, 2003. "Nonlinear Phillips Curves, Mixing Feedback Rules and the Distribution of Inflation and Output," CEIS Research Paper 37, Tor Vergata University, CEIS.
- Higson, C. & Holly, S. & Kattuman, P., 2002.
"The cross-sectional dynamics of the US business cycle: 1950-1999,"
Journal of Economic Dynamics and Control, Elsevier, vol. 26(9-10), pages 1539-1555, August.
Cited by:
- Jorg Dopke & Sebastian Weber, 2010.
"The within-distribution business cycle dynamics of German firms,"
Applied Economics, Taylor & Francis Journals, vol. 42(29), pages 3789-3802.
- Sebastian Weber & Joerg Doepke, 2006. "The Within-Distribution Business Cycle Dynamics of German Firms," Quantitative Macroeconomics Working Papers 20609, Hamburg University, Department of Economics.
- Weber, Sebastian & Döpke, Jörg, 2006. "The within-distribution business cycle dynamics of German firms," Discussion Paper Series 1: Economic Studies 2006,29, Deutsche Bundesbank.
- Mehkari, M. Saif, 2016. "Uncertainty shocks in a model with mean-variance frontiers and endogenous technology choices," Journal of Macroeconomics, Elsevier, vol. 49(C), pages 71-98.
- Myint Moe Chit, 2018. "Political openness and the growth of small and medium enterprises: empirical evidence from transition economies," Empirical Economics, Springer, vol. 55(2), pages 781-804, September.
- Tian, Can, 2011. "Technology choice and endogenous productivity dispersion over the business cycles," MPRA Paper 34480, University Library of Munich, Germany, revised 02 Nov 2011.
- Döpke, J. & Funke, M. & Holly, S. & Weber, S., 2008.
"The Cross-Section of Output and Inflation in a Dynamic Stochastic General Equilibrium Model with Sticky Prices,"
Cambridge Working Papers in Economics
0853, Faculty of Economics, University of Cambridge.
- Michael Funke & Sebastian Weber & Jörg Döpke & Sean Holly, 2008. "The Cross-Section of Output and Inflation in a Dynamic Stochastic General Equilibrium Model with Sticky Prices," Quantitative Macroeconomics Working Papers 20809, Hamburg University, Department of Economics.
- Jörg Döpke & Michael Funke & Sean Holly & Sebastian Weber, 2009. "The Cross-Section of Output and Inflation in a Dynamic Stochastic General Equilibrium Model with Sticky Prices," Discussion Papers of DIW Berlin 896, DIW Berlin, German Institute for Economic Research.
- Yongsung Chang & Sunoong Hwang, 2011.
"Asymmetric Phase Shifts in the U.S. Industrial Production Cycles,"
RCER Working Papers
564, University of Rochester - Center for Economic Research (RCER).
- Sunoong Hwang & Yongsung Chang, 2011. "Asymmetric Phase Shifts in U.S. Industrial Production Cycles," 2011 Meeting Papers 31, Society for Economic Dynamics.
- Yongsung Chang & Sunoong Hwang, 2015. "Asymmetric Phase Shifts in U.S. Industrial Production Cycles," The Review of Economics and Statistics, MIT Press, vol. 97(1), pages 116-133, March.
- Gert Bijnens & Jozef Konings, 2018.
"Declining Business Dynamism in Belgium,"
Working Papers
20181, University of Liverpool, Department of Economics.
- Gert Bijnens & Jozef Konings, 2020. "Declining business dynamism in Belgium," Small Business Economics, Springer, vol. 54(4), pages 1201-1239, April.
- Tian, Can, 2015. "Riskiness, endogenous productivity dispersion and business cycles," Journal of Economic Dynamics and Control, Elsevier, vol. 57(C), pages 227-249.
- Bhattacharjee, Arnab & Hany, Jie, 2010. "Financial Distress in Chinese Industry: Microeconomic, Macroeconomic and Institutional Infuences," SIRE Discussion Papers 2010-53, Scottish Institute for Research in Economics (SIRE).
- Straub, Ludwig & Ulbricht, Robert, 2016.
"Endogenous Second Moments: A Unified Approach to Fluctuations in Risk, Dispersion, and Uncertainty,"
TSE Working Papers
16-664, Toulouse School of Economics (TSE), revised Mar 2018.
- Straub, Ludwig & Ulbricht, Robert, 2019. "Endogenous second moments: A unified approach to fluctuations in risk, dispersion, and uncertainty," Journal of Economic Theory, Elsevier, vol. 183(C), pages 625-660.
- Bachmann, Rüdiger & Bayer, Christian, 2013. "‘Wait-and-See’ business cycles?," Journal of Monetary Economics, Elsevier, vol. 60(6), pages 704-719.
- Ruediger Bachmann & Christian Bayer, 2009.
"Firm-Specific Productivity Risk over the Business Cycle: Facts and Aggregate Implications,"
2009 Meeting Papers
869, Society for Economic Dynamics.
- Ruediger Bachmann & Christian Bayer, 2009. "Firm-Specific Productivity Risk over the Business Cycle: Facts and Aggregate Implications," CESifo Working Paper Series 2844, CESifo.
- Bachmann, Ruediger & Bayer, Christian, 2009. "Firm-specific productivity risk over the business cycle: facts and aggregate implications," Discussion Paper Series 1: Economic Studies 2009,15, Deutsche Bundesbank.
- Hayoung Park & Taewon Kang & Jeong-Dong Lee, 2019. "R&D Dynamics And Firm Growth: The Importance Of R&D Persistency In The Economic Crisis," International Journal of Innovation Management (ijim), World Scientific Publishing Co. Pte. Ltd., vol. 23(05), pages 1-24, June.
- Gert Bijnens & Joep Konings, 2018.
"Declining Business Dynamism,"
Working Papers of Department of Economics, Leuven
614199, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
- Konings, Jozef & Bijnens, Gert, 2018. "Declining Business Dynamism," CEPR Discussion Papers 12615, C.E.P.R. Discussion Papers.
- Gert Bijnens & Joep Konings, 2018. "Declining Business Dynamism," Working Papers of VIVES - Research Centre for Regional Economics 614199, KU Leuven, Faculty of Economics and Business (FEB), VIVES - Research Centre for Regional Economics.
- Jürgen Bierbaumer-Polly & Werner Hölzl, 2016. "Business Cycle Dynamics and Firm Heterogeneity. Evidence for Austria Using Survey Data," WIFO Working Papers 504, WIFO.
- Harald Oberhofer, 2010.
"Firm Growth, European Industry Dynamics and Domestic Business Cycles,"
WIFO Working Papers
377, WIFO.
- Harald Oberhofer, 2009. "Firm growth, European industry dynamics and domestic business cycles," Working Papers 2009-18, Faculty of Economics and Statistics, Universität Innsbruck.
- Harald Oberhofer, 2012. "Firm Growth, European Industry Dynamics and Domestic Business Cycles," Scottish Journal of Political Economy, Scottish Economic Society, vol. 59(3), pages 316-337, July.
- Harald Oberhofer, 2010. "Firm growth, European industry dynamics and domestic business cycles," FIW Working Paper series 055, FIW.
- Pedro P. Alvarez-Lois, 2005. "Production Inflexibilities and the Cost Channel of Monetary Policy," Economic Inquiry, Western Economic Association International, vol. 43(1), pages 170-193, January.
- Alex Coad & Werner Hölzl, 2012.
"Firm Growth: Empirical Analysis,"
Chapters, in: Michael Dietrich & Jackie Krafft (ed.), Handbook on the Economics and Theory of the Firm, chapter 24,
Edward Elgar Publishing.
- Alex Coad & Werner Hölzl, 2010. "Firm growth: empirical analysis," Papers on Economics and Evolution 2010-02, Philipps University Marburg, Department of Geography.
- Alex Coad & Werner Hölzl, 2010. "Firm Growth: Empirical Analysis," WIFO Working Papers 361, WIFO.
- A. Bhattacharjee & C. Higson & S. Holly & P. Kattuman, 2009. "Macroeconomic Instability and Business Exit: Determinants of Failures and Acquisitions of UK Firms," Economica, London School of Economics and Political Science, vol. 76(301), pages 108-131, February.
- Distante, Roberta & Petrella, Ivan & Santoro, Emiliano, 2013.
"Asymmetry Reversals and the Business Cycle,"
Economy and Society
151531, Fondazione Eni Enrico Mattei (FEEM).
- Roberta Distante & Ivan Petrella & Emiliano Santoro, 2013. "Asymmetry Reversals and the Business Cycle," Working Papers 2013.54, Fondazione Eni Enrico Mattei.
- Distante, Roberta & Petrella, Ivan & Santoro, Emiliano, 2018.
"Gibrat’s law and quantile regressions: An application to firm growth,"
Economics Letters, Elsevier, vol. 164(C), pages 5-9.
- Distante, Roberta & Petrella, Ivan & Santoro, Emiliano, 2017. "Gibrat's Law and Quantile Regressions: an Application to Firm Growth," EMF Research Papers 16, Economic Modelling and Forecasting Group.
- Christian Bayer & Ruediger Bachmann, 2009.
"The Cross-section of Firms over the Business Cycle: New Facts and a DSGE Exploration,"
2009 Meeting Papers
866, Society for Economic Dynamics.
- Ruediger Bachmann & Christian Bayer, 2009. "The Cross-section of Firms over the Business Cycle: New Facts and a DSGE Exploration," CESifo Working Paper Series 2810, CESifo.
- Bachmann, Ruediger & Bayer, Christian, 2009. "The cross-section of firms over the business cycle: new facts and a DSGE exploration," Discussion Paper Series 1: Economic Studies 2009,17, Deutsche Bundesbank.
- Vidal-Tomás, David & Ruiz-Buforn, Aba & Blanco-Arroyo, Omar & Alfarano, Simone, 2020.
"A cross-sectional analysis of growth and profit rate distribution: the Spanish case,"
MPRA Paper
102065, University Library of Munich, Germany.
- David Vidal-Tomás & Alba Ruiz-Buforn & Omar Blanco-Arroyo & Simone Alfarano, 2022. "A Cross-Sectional Analysis of Growth and Profit Rate Distribution: The Spanish Case," Mathematics, MDPI, vol. 10(6), pages 1-20, March.
- Alexander Coad, 2007.
"Firm Growth: A Survey,"
Papers on Economics and Evolution
2007-03, Philipps University Marburg, Department of Geography.
- Alex Coad, 2007. "Firm Growth: a Survey," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00155762, HAL.
- Alex Coad, 2007. "Firm growth: a survey," Documents de travail du Centre d'Economie de la Sorbonne r07024, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Alex Coad, 2007. "Firm Growth: a Survey," Post-Print halshs-00155762, HAL.
- Celeste Varum & Vera Rocha, 2013. "Employment and SMEs during crises," Small Business Economics, Springer, vol. 40(1), pages 9-25, January.
- E. Cefis & M. Ciccarelli & L. Orsenigo, 2005.
"Testing Gibrat's Legacy: A Bayesian Approach to Study the Growth of Firms,"
Working Papers
05-02, Utrecht School of Economics.
- Cefis, Elena & Ciccarelli, Matteo & Orsenigo, Luigi, 2007. "Testing Gibrat's legacy: A Bayesian approach to study the growth of firms," Structural Change and Economic Dynamics, Elsevier, vol. 18(3), pages 348-369, September.
- Julian Wells, Julian, 2007. "The rate of profit as a random variable," MPRA Paper 98235, University Library of Munich, Germany.
- Holly, S. & Santoro, E., 2008.
"Financial Fragility, Heterogeneous Firms and the Cross Section of the Business Cycle,"
Cambridge Working Papers in Economics
0846, Faculty of Economics, University of Cambridge.
- Sean Holly & Emiliano Santoro, 2007. "Financial Fragility, Heterogeneous Firms and the Cross Section of the Business Cycle," Money Macro and Finance (MMF) Research Group Conference 2006 96, Money Macro and Finance Research Group.
- Vitezić Vanja & Srhoj Stjepan & Perić Marko, 2018. "Investigating Industry Dynamics in a Recessionary Transition Economy," South East European Journal of Economics and Business, Sciendo, vol. 13(1), pages 43-67, June.
- Ruediger Bachmann & Steffen Elstner & Atanas Hristov, 2014.
"Surprise, Surprise - Measuring Firm-Level Investment Innovations,"
2014 Meeting Papers
515, Society for Economic Dynamics.
- Bachmann, Rüdiger & Hristov, Atanas, 2014. "Surprise, Surprise - Measuring Firm-level Investment Innovations," CEPR Discussion Papers 9894, C.E.P.R. Discussion Papers.
- Bachmann, Rüdiger & Elstner, Steffen & Hristov, Atanas, 2017. "Surprise, surprise – Measuring firm-level investment innovations," Journal of Economic Dynamics and Control, Elsevier, vol. 83(C), pages 107-148.
- Rabinovich, Joel, 2023. "Tangible and intangible investments and sales growth of US firms," Structural Change and Economic Dynamics, Elsevier, vol. 66(C), pages 200-212.
- Jorg Dopke & Sebastian Weber, 2010.
"The within-distribution business cycle dynamics of German firms,"
Applied Economics, Taylor & Francis Journals, vol. 42(29), pages 3789-3802.
- Corrado Luisa & Holly Sean & Turner Paul, 2002.
"Nonlinearities and Inactivity in Aggregate Investment: Some Theoretical Analysis and Time-Series Evidence,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 5(4), pages 1-21, January.
Cited by:
- Munehisa Kasuya, 2003. "Investment with Uncertainty: Detection of Decomposed Uncertainty Factors Affecting Investment," Bank of Japan Working Paper Series 03-E-1, Bank of Japan.
- Yu-Fu Chen & Michael Funke, 2003. "Exchange Rate Uncertainty and Labour Market Flexibility under Fixed and Flexible Exchange Rates," Dundee Discussion Papers in Economics 149, Economic Studies, University of Dundee.
- Luisa Corrado & Sean Holly, 2003.
"Nonlinear Phillips Curves, Mixing Feedback Rules and the Distribution of Inflation and Output,"
CEIS Research Paper
37, Tor Vergata University, CEIS.
- Corrado, Luisa & Holly, Sean, 2003. "Nonlinear Phillips curves, mixing feedback rules and the distribution of inflation and output," Journal of Economic Dynamics and Control, Elsevier, vol. 28(3), pages 467-492, December.
- Steven Cook & Sean Holly, 2002.
"Threshold specification for asymmetric error correction models,"
Applied Economics Letters, Taylor & Francis Journals, vol. 9(11), pages 711-713.
Cited by:
- Steven Cook, 2003. "A sensitivity analysis of threshold determination for asymmetric error correction models," Applied Economics Letters, Taylor & Francis Journals, vol. 10(10), pages 611-616.
- Ana María Iregui & Jesús Otero, 2002.
"On The Dynamics Of Unemployment In A Developing Economy: Colombia,"
Borradores de Economia
3298, Banco de la Republica.
- Ana María Iregui & Jesús Otero, 2002. "On the Dynamics of Unemployment in a Developing Economy: Colombia," Borradores de Economia 208, Banco de la Republica de Colombia.
- Ana Maria Iregui & Jesus Otero, 2003. "On the dynamics of unemployment in a developing economy: Colombia," Applied Economics Letters, Taylor & Francis Journals, vol. 10(14), pages 895-898.
- Paramsothy Silvapulle & Imad A. Moosa & Mervyn J. Silvapulle, 2004. "Asymmetry in Okun's law," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 37(2), pages 353-374, May.
- Sean Holly & Paul Turner, 2001.
"Asymmetric Adjustment Costs, Asymmetric Pricing and Employment: Evidence from the UK,"
Scottish Journal of Political Economy, Scottish Economic Society, vol. 48(1), pages 69-81, February.
See citations under working paper version above.
- Arden, R. & Holly, S. & Turner, P., 1997. "Asymmetric Adjustment Costs, Asymmetric Pricing and Employment: Evidence from the UK," Cambridge Working Papers in Economics 9717, Faculty of Economics, University of Cambridge.
- Corrado, Luisa & Holly, Sean, 2000.
"A currency crisis model with a misaligned central parity: a stochastic analysis,"
Economics Letters, Elsevier, vol. 67(1), pages 61-68, April.
Cited by:
- Piersanti, Giovanni, 2012. "The Macroeconomic Theory of Exchange Rate Crises," OUP Catalogue, Oxford University Press, number 9780199653126.
- Giancarlo Marini & Giovanni Piersanti, 2012. "Models of Speculative Attacks and Crashes in International Capital Markets," CEIS Research Paper 245, Tor Vergata University, CEIS, revised 24 Jul 2012.
- Dibeh, Ghassan, 2006. "Target zone dynamics where the fundamental follows a SDE with periodic forcing," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 363(2), pages 437-445.
- Richard Arden & Steve Cook & Sean Holly & Paul Turner, 2000.
"The Asymmetric Effects of Monetary Policy: Some Results from a Macroeconometric Model,"
Manchester School, University of Manchester, vol. 68(4), pages 419-441, June.
Cited by:
- Manuchehr Irandoust, 2020. "The effectiveness of monetary policy and output fluctuations: An asymmetric analysis," Australian Economic Papers, Wiley Blackwell, vol. 59(2), pages 161-181, June.
- Cook, S., 2004. "On the Detection of Business Cycles Asymmetry in 22 Countries, 1870-1994," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 4(1).
- Steven Cook, 2000. "An International Perspective on Asymmetries in Consumers' Expenditure," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 27(3), pages 283-293, September.
- Davide Furceri, 2002. "Risk-sharing e architettura istituzionale delle politiche di stabilizzazione nell'UME: aspetti metodologici e verifica empirica," Rivista di Politica Economica, SIPI Spa, vol. 92(6), pages 175-210, November-.
- Cook, Steven, 2003. "A Note on Business Cycle Non-Linearity in U. S. Consumption," Journal of Applied Economics, Universidad del CEMA, vol. 6(2), pages 1-7, November.
- Thompson, Mark A., 2006. "Asymmetric adjustment in the prime lending-deposit rate spread," Review of Financial Economics, Elsevier, vol. 15(4), pages 323-329.
- Mark A. Thompson, 2006. "Asymmetric adjustment in the prime lending–deposit rate spread," Review of Financial Economics, John Wiley & Sons, vol. 15(4), pages 323-329.
- Luisa Corrado & Sean Holly, 2006. "The Linearisation and Optimal Control of Large Non-Linear Rational Expectations Models by Persistent Excitation," Computational Economics, Springer;Society for Computational Economics, vol. 28(2), pages 139-153, September.
- Su, Chi Wei & Chang, Hsu Ling, 2010. "Asymmetric Adjustment in the Lending-Deposit Rate Spread: Evidence from Eastern European Countries," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 165-175, July.
- Hammoudeh, Shawkat & Chen, Li-Hsueh & Yuan, Yuan, 2011. "Asymmetric convergence and risk shift in the TED spreads," The North American Journal of Economics and Finance, Elsevier, vol. 22(3), pages 277-297.
- Davide Furceri, 2004. "Does the EMU Need a Fiscal Transfer Mechanism?," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 73(3), pages 418-428.
- Steven Cook & Alan Speight, 2006. "Time deformation in UK consumers' expenditure: an empirical analysis of highly disaggregated data," Applied Economics Letters, Taylor & Francis Journals, vol. 13(8), pages 471-478.
- Steven Cook & Alan Speight, 2007. "Time Irreversibility in Consumers' Expenditure: An Analysis of Disaggregated Data," International Review of Applied Economics, Taylor & Francis Journals, vol. 21(4), pages 561-575.
- Steven Cook, 2006. "A Disaggregated Analysis of Asymmetrical Behaviour in the UK Housing Market," Urban Studies, Urban Studies Journal Limited, vol. 43(11), pages 2067-2074, October.
- Hsu-Ling Chang & Chi-Wei Su, 2010. "The Lending-Deposit Rate Relationship in Eastern European Countries: Evidence from the Rank Test for Non-linear Cointegration," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 60(6), pages 534-544, December.
- Steven Cook, 2003. "A Note on Business Cycle Non-Linearity in U. S. Consumption," Journal of Applied Economics, Universidad del CEMA, vol. 6, pages 247-253, November.
- Corrado Luisa & Holly Sean & Turner Paul, 2002. "Nonlinearities and Inactivity in Aggregate Investment: Some Theoretical Analysis and Time-Series Evidence," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 5(4), pages 1-21, January.
- Steven Cook & Sean Holly, 2000.
"Statistical Properties of UK House Prices: An Analysis of Disaggregated Vintages,"
Urban Studies, Urban Studies Journal Limited, vol. 37(11), pages 2045-2051, October.
Cited by:
- Chris Hudson & John Hudson & Bruce Morley, 2018. "Differing house price linkages across UK regions: A multi-dimensional recursive ripple model," Urban Studies, Urban Studies Journal Limited, vol. 55(8), pages 1636-1654, June.
- David Gray & Caroline Elliott, 2015. "Are prices of New dwellings different? A spectral analysis of UK property vintages," Cogent Economics & Finance, Taylor & Francis Journals, vol. 3(1), pages 993860-9938, December.
- Steve Cook, 2012. "β-convergence and the Cyclical Dynamics of UK Regional House Prices," Urban Studies, Urban Studies Journal Limited, vol. 49(1), pages 203-218, January.
- Canepa, Alessandra & Zanetti Chini, Emilio & Alqaralleh, Huthaifa, 2019. "Modelling Housing Market Cycles in Global Cities," Department of Economics and Statistics Cognetti de Martiis. Working Papers 201901, University of Turin.
- James E. Payne & Xiaojin Sun, 2023. "Time‐varying connectedness of metropolitan housing markets," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 51(2), pages 470-502, March.
- Panayiotis Tzeremes, 2022. "The Asymmetric Effects of Regional House Prices in the UK: New Evidence from Panel Quantile Regression Framework," Studies in Microeconomics, , vol. 10(1), pages 7-22, June.
- Steven Cook, 2003. "The Convergence of Regional House Prices in the UK," Urban Studies, Urban Studies Journal Limited, vol. 40(11), pages 2285-2294, October.
- Steve Cook & Duncan Watson, 2016. "A new perspective on the ripple effect in the UK housing market: Comovement, cyclical subsamples and alternative indices," Urban Studies, Urban Studies Journal Limited, vol. 53(14), pages 3048-3062, November.
- Steven Cook, 2006. "A Disaggregated Analysis of Asymmetrical Behaviour in the UK Housing Market," Urban Studies, Urban Studies Journal Limited, vol. 43(11), pages 2067-2074, October.
- Geoffrey Meen, 2016. "Spatial housing economics: A survey," Urban Studies, Urban Studies Journal Limited, vol. 53(10), pages 1987-2003, August.
- Canepa, Alessandra & Alqaralleh, Huthaifa, 2019.
"Housing Market Cycles in Large Urban Areas,"
Department of Economics and Statistics Cognetti de Martiis. Working Papers
201903, University of Turin.
- Alqaralleh, Huthaifa & Canepa, Alessandra, 2020. "Housing market cycles in large urban areas," Economic Modelling, Elsevier, vol. 92(C), pages 257-267.
- Alessandra Canepa & Emilio Zanetti Chini & Huthaifa Alqaralleh, 2020. "Global Cities and Local Housing Market Cycles," The Journal of Real Estate Finance and Economics, Springer, vol. 61(4), pages 671-697, November.
- Steven Cook & Sean Holly & Paul Turner, 2000.
"The Power of Tests for Non-Linearity: The Escribano–Pfann Model,"
Computational Economics, Springer;Society for Computational Economics, vol. 15(3), pages 223-226, June.
Cited by:
- Henry de-Graft Acquah, 2013. "A Comparison of Bootstrap and Monte Carlo Approaches to Testing for Symmetry in the Granger and Lee Error Correction Model," Information Management and Business Review, AMH International, vol. 5(5), pages 240-244.
- Lo Prete, Chiara & Norman, Catherine S., 2013. "Rockets and feathers in power futures markets? Evidence from the second phase of the EU ETS," Energy Economics, Elsevier, vol. 36(C), pages 312-321.
- Cook, Steven & Holly, Sean & Turner, Paul, 1999.
"The power of tests for non-linearity: the case of Granger-Lee asymmetry,"
Economics Letters, Elsevier, vol. 62(2), pages 155-159, February.
Cited by:
- Ahn, Eun S. & Lee, Jin Man, 2012. "The Performance Of Nonlinearity Tests On Asymmetric Nonlinear Time Series," The Journal of Economic Asymmetries, Elsevier, vol. 9(2), pages 11-44.
- Matteo Manera & Margherita Grasso, 2005.
"Asymmetric Error Correction Models for the Oil-Gasoline Price Relationship,"
Working Papers
2005.75, Fondazione Eni Enrico Mattei.
- Grasso, Margherita & Manera, Matteo, 2007. "Asymmetric error correction models for the oil-gasoline price relationship," Energy Policy, Elsevier, vol. 35(1), pages 156-177, January.
- Kaufmann, Robert K. & Bradford, Andrew & Belanger, Laura H. & Mclaughlin, John P. & Miki, Yosuke, 2008. "Determinants of OPEC production: Implications for OPEC behavior," Energy Economics, Elsevier, vol. 30(2), pages 333-351, March.
- Karl-Heinz Schild & Karsten Schweikert, 2019. "On the Validity of Tests for Asymmetry in Residual-Based Threshold Cointegration Models," Econometrics, MDPI, vol. 7(1), pages 1-13, March.
- Kaufmann, Robert K., 2017. "Airfares and oil prices: ‘Feathers and Rockets’ adjustments," Energy Economics, Elsevier, vol. 68(C), pages 515-521.
- Henry de-Graft Acquah, 2013. "A Comparison of Bootstrap and Monte Carlo Approaches to Testing for Symmetry in the Granger and Lee Error Correction Model," Information Management and Business Review, AMH International, vol. 5(5), pages 240-244.
- M. Galeotti & A. Lanza & M. Manera, 2001.
"Rockets and feathers revisited: an international comparison on European gasoline markets,"
Working Paper CRENoS
200112, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
- Galeotti, Marzio & Lanza, Alessandro & Manera, Matteo, 2003. "Rockets and feathers revisited: an international comparison on European gasoline markets," Energy Economics, Elsevier, vol. 25(2), pages 175-190, March.
- Giulietti, Monica & Otero, Jesús & Waterson, Michael, 2020.
"Rigidities and adjustments of daily prices to costs: Evidence from supermarket data,"
Journal of Economic Dynamics and Control, Elsevier, vol. 116(C).
- Giulietti, Monica & Otero,Jesus & Waterson, Michael, 2019. "Rigidities and adjustments of daily prices to costs: Evidence from supermarket data," The Warwick Economics Research Paper Series (TWERPS) 1187, University of Warwick, Department of Economics.
- Kuper, Gerard H., 2012. "Inventories and upstream gasoline price dynamics," Energy Economics, Elsevier, vol. 34(1), pages 208-214.
- Henry De-Graft Acquah, 2013. "Using Bootstrap Method to Evaluate the Power of Tests for Non-Linearity in Asymmetric Price Relationship," Journal of Economics and Behavioral Studies, AMH International, vol. 5(4), pages 237-241.
- Lo Prete, Chiara & Norman, Catherine S., 2013. "Rockets and feathers in power futures markets? Evidence from the second phase of the EU ETS," Energy Economics, Elsevier, vol. 36(C), pages 312-321.
- Wlazlowski, Szymon & Giulietti, Monica & Binner, Jane & Milas, Costas, 2009. "Price dynamics in European petroleum markets," Energy Economics, Elsevier, vol. 31(1), pages 99-108, January.
- Steven Cook, 2003. "A sensitivity analysis of threshold determination for asymmetric error correction models," Applied Economics Letters, Taylor & Francis Journals, vol. 10(10), pages 611-616.
- Luisa Corrado & Sean Holly, 2003.
"Nonlinear Phillips Curves, Mixing Feedback Rules and the Distribution of Inflation and Output,"
CEIS Research Paper
37, Tor Vergata University, CEIS.
- Corrado, Luisa & Holly, Sean, 2003. "Nonlinear Phillips curves, mixing feedback rules and the distribution of inflation and output," Journal of Economic Dynamics and Control, Elsevier, vol. 28(3), pages 467-492, December.
- Mario Denni & G. Frewer, 2006. "New evidence on the relationship beetween crude oil and petroleum product prices," Departmental Working Papers of Economics - University 'Roma Tre' 0061, Department of Economics - University Roma Tre.
- Kaufmann, Robert K. & Ullman, Ben, 2009. "Oil prices, speculation, and fundamentals: Interpreting causal relations among spot and futures prices," Energy Economics, Elsevier, vol. 31(4), pages 550-558, July.
- Henry de-Graft Acquah, 2013. "The Role of Model Complexity and the Performance of the Selection Criteria in Asymmetric Price Transmission Models," Journal of Economics and Behavioral Studies, AMH International, vol. 5(3), pages 157-163.
- Cook, Steven & Fosten, Jack, 2019. "Replicating rockets and feathers," Energy Economics, Elsevier, vol. 82(C), pages 139-151.
- Steven Cook, 2001. "Regime switching and the forecasting bias of asymmetric error correction models," Applied Economics Letters, Taylor & Francis Journals, vol. 8(9), pages 569-571.
- Ana María Iregui & Jesús Otero, 2002.
"On The Dynamics Of Unemployment In A Developing Economy: Colombia,"
Borradores de Economia
3298, Banco de la Republica.
- Ana María Iregui & Jesús Otero, 2002. "On the Dynamics of Unemployment in a Developing Economy: Colombia," Borradores de Economia 208, Banco de la Republica de Colombia.
- Ana Maria Iregui & Jesus Otero, 2003. "On the dynamics of unemployment in a developing economy: Colombia," Applied Economics Letters, Taylor & Francis Journals, vol. 10(14), pages 895-898.
- Afshin Honarvar, 2010. "Modeling of Asymmetry between Gasoline and Crude Oil Prices: A Monte Carlo Comparison," Computational Economics, Springer;Society for Computational Economics, vol. 36(3), pages 237-262, October.
- Sean Holly & Paul Turner & Melvyn Weeks, 2003. "Asymmetric Adjustment and Bias in Estimation of an Equilibrium Relationship from a Cointegrating Regression," Computational Economics, Springer;Society for Computational Economics, vol. 21(3), pages 195-202, June.
- Steven Cook & Sean Holly & Paul Turner, 1999.
"DHSY revisited: the role of asymmetries,"
Applied Economics, Taylor & Francis Journals, vol. 31(7), pages 775-778.
Cited by:
- Matteo Manera & Margherita Grasso, 2005.
"Asymmetric Error Correction Models for the Oil-Gasoline Price Relationship,"
Working Papers
2005.75, Fondazione Eni Enrico Mattei.
- Grasso, Margherita & Manera, Matteo, 2007. "Asymmetric error correction models for the oil-gasoline price relationship," Energy Policy, Elsevier, vol. 35(1), pages 156-177, January.
- Steven Cook & Sean Holly, 2002. "A statistical analysis of regime switching under asymmetric error correction," Applied Economics Letters, Taylor & Francis Journals, vol. 9(4), pages 275-278.
- Henry de-Graft Acquah, 2013. "A Comparison of Bootstrap and Monte Carlo Approaches to Testing for Symmetry in the Granger and Lee Error Correction Model," Information Management and Business Review, AMH International, vol. 5(5), pages 240-244.
- Raghbendra Jha & Hari K. Nagarajan, 2002. "Noisy Vertical Markets," ASARC Working Papers 2002-04, The Australian National University, Australia South Asia Research Centre.
- M. Galeotti & A. Lanza & M. Manera, 2001.
"Rockets and feathers revisited: an international comparison on European gasoline markets,"
Working Paper CRENoS
200112, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
- Galeotti, Marzio & Lanza, Alessandro & Manera, Matteo, 2003. "Rockets and feathers revisited: an international comparison on European gasoline markets," Energy Economics, Elsevier, vol. 25(2), pages 175-190, March.
- Giulietti, Monica & Otero, Jesús & Waterson, Michael, 2020.
"Rigidities and adjustments of daily prices to costs: Evidence from supermarket data,"
Journal of Economic Dynamics and Control, Elsevier, vol. 116(C).
- Giulietti, Monica & Otero,Jesus & Waterson, Michael, 2019. "Rigidities and adjustments of daily prices to costs: Evidence from supermarket data," The Warwick Economics Research Paper Series (TWERPS) 1187, University of Warwick, Department of Economics.
- Lo Prete, Chiara & Norman, Catherine S., 2013. "Rockets and feathers in power futures markets? Evidence from the second phase of the EU ETS," Energy Economics, Elsevier, vol. 36(C), pages 312-321.
- Eliasson, Ann-Charlotte & Teräsvirta, Timo, 2002. "Error correction in DHSY," SSE/EFI Working Paper Series in Economics and Finance 517, Stockholm School of Economics.
- Alan Carruth & Andrew Dickerson, 2003. "An asymmetric error correction model of UK consumer spending," Applied Economics, Taylor & Francis Journals, vol. 35(6), pages 619-630.
- Mario Denni & G. Frewer, 2006. "New evidence on the relationship beetween crude oil and petroleum product prices," Departmental Working Papers of Economics - University 'Roma Tre' 0061, Department of Economics - University Roma Tre.
- Steven Cook, 2001. "Regime switching and the forecasting bias of asymmetric error correction models," Applied Economics Letters, Taylor & Francis Journals, vol. 8(9), pages 569-571.
- Szymon Wlazlowski & Monica Giulietti & Jane Binner & Costas Milas, 2008. "Smooth Transition Models in Price Transmission," Working Paper series 04_08, Rimini Centre for Economic Analysis.
- Donald Bruce & William F. Fox & M. H. Tuttle, 2006. "Tax Base Elasticities: A Multi‐State Analysis of Long‐Run and Short‐Run Dynamics," Southern Economic Journal, John Wiley & Sons, vol. 73(2), pages 315-341, October.
- Steven Cook, 2000. "The alternative asymmetric behaviour of Australian consumers' expenditure," Applied Economics Letters, Taylor & Francis Journals, vol. 7(6), pages 349-352.
- Oladunjoye, Olusegun, 2008. "Market structure and price adjustment in the U.S. wholesale gasoline markets," Energy Economics, Elsevier, vol. 30(3), pages 937-961, May.
- Frédérick Demers, 2005. "Modelling and Forecasting Housing Investment: The Case of Canada," Staff Working Papers 05-41, Bank of Canada.
- Matteo Manera & Margherita Grasso, 2005.
"Asymmetric Error Correction Models for the Oil-Gasoline Price Relationship,"
Working Papers
2005.75, Fondazione Eni Enrico Mattei.
- Holly, Sean, 1997.
"Relative Price Dispersion and the Rate of Inflation: The Evidence from Japan,"
Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 12, pages 206-226.
Cited by:
- Döpke, Jörg & Pierdzioch, Christian, 2001. "Inflation and the Skewness of the Distribution of Relative Price Changes: Empirical Evidence for Germany," Kiel Working Papers 1059, Kiel Institute for the World Economy (IfW Kiel).
- Sartaj Rasool Rather & S. Raja Sethu Durai & M. Ramachandran, 2015.
"Price Rigidity, Inflation and the Distribution of Relative Price Changes,"
South Asian Journal of Macroeconomics and Public Finance, , vol. 4(2), pages 258-287, December.
- Sartaj Rasool Rather & S. Raja Sethu Durai & M. Ramachandran, 2015. "Price Rigidity, Inflation and the Distribution of Relative Price Changes," Working Papers 2015-114, Madras School of Economics,Chennai,India.
- A. Nazif Çatik & Christopher Martin & A. Özlem Onder, 2011.
"Relative price variability and the Phillips Curve: evidence from Turkey,"
Journal of Economic Studies, Emerald Group Publishing Limited, vol. 38(5), pages 546-561, September.
- A. Nazif Catik & Christopher Martin & A. Özlem Önder, 2008. "Relative Price Variability and the Philips Curve: Evidence from Turkey," Working Papers 0807, Ege University, Department of Economics.
- Döpke Jörg & Pierdzioch Christian, 2003. "Inflation and the Skewness of the Distribution of Relative Price Changes: Empirical Evidence for Germany / Inflation und die Schiefe der Verteilung relativer Preisänderungen: Empirische Evidenz für De," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 223(2), pages 136-158, April.
- Hayo, Bernd & Ono, Hiroyuki, 2015. "Explaining inflation in the period of quantitative easing in Japan: Relative-price changes, aggregate demand, and monetary policy," Journal of Asian Economics, Elsevier, vol. 36(C), pages 72-85.
- Holly, Sean & Jones, Natasha, 1997.
"House prices since the 1940s: Cointegration, demography and asymmetries,"
Economic Modelling, Elsevier, vol. 14(4), pages 549-565, October.
Cited by:
- Hristo Mavrov, 2020. "Income Inequality and House Prices - the Case of Bulgaria," Izvestia Journal of the Union of Scientists - Varna. Economic Sciences Series, Union of Scientists - Varna, Economic Sciences Section, vol. 9(2), pages 176-184, August.
- Huseyin Karamelikli, 2016. "Linear and nonlinear dynamics of housing price in Turkey," Ekonomia journal, Faculty of Economic Sciences, University of Warsaw, vol. 46.
- Graeme O'Meara, 2015.
"Housing Bubbles and Monetary Policy: A Reassessment,"
The Economic and Social Review, Economic and Social Studies, vol. 46(4), pages 521-565.
- Graeme O'Meara, 2015. "Housing Bubbles and Monetary Policy: A Reassessment," Open Access publications 10197/6435, School of Economics, University College Dublin.
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- Jean-Guy Devezeaux de Lavergne, 1990. "Chocs pétroliers et industrie : apports récents de l'économétrie de la production," Économie et Prévision, Programme National Persée, vol. 96(5), pages 21-32.
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"Tax Policy and the Dynamic Demand for Domestic and Foreign Capital by Multinational Corporations,"
Computing in Economics and Finance 1997
174, Society for Computational Economics.
- Holly, Sean & Smith, Peter, 1987.
"A Two-Sector Analysis of the UK Labour Market,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 49(1), pages 79-102, February.
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- Blanchflower, D. & Oswald, A., 1989.
"The Wage Curve,"
Papers
340, London School of Economics - Centre for Labour Economics.
- David G. Blanchflower & Andrew J. Oswald, 1989. "The Wage Curve," NBER Working Papers 3181, National Bureau of Economic Research, Inc.
- David G. Blanchflower & Andrew J. Oswald, 1995. "The Wage Curve," MIT Press Books, The MIT Press, edition 1, volume 1, number 026202375x, December.
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- Kees Folmer, 2009. "Why do macro wage elasticities diverge?," CPB Memorandum 224, CPB Netherlands Bureau for Economic Policy Analysis.
- Blanchflower, D. & Oswald, A., 1989.
"The Wage Curve,"
Papers
340, London School of Economics - Centre for Labour Economics.
- Fisher, P. G. & Holly, S. & Hughes Hallett, A. J., 1986.
"Efficient solution techniques for dynamic non-linear rational expectations models,"
Journal of Economic Dynamics and Control, Elsevier, vol. 10(1-2), pages 139-145, June.
Cited by:
- D.A. Kendrick & H.M. Amman & M.P. Tucci, 2008. "Learning About Learning in Dynamic Economic Models," Working Papers 08-20, Utrecht School of Economics.
- Hans M. Amman & David A. Kendrick, 2003.
"A Classification System for Economic Stochastic Control Models,"
Computing in Economics and Finance 2003
114, Society for Computational Economics.
- David Kendrick & Hans Amman, 2006. "A Classification System for Economic Stochastic Control Models," Computational Economics, Springer;Society for Computational Economics, vol. 27(4), pages 453-481, June.
- Hans M. Amman & David A. Kendrick, 1997.
"Computing the Steady State of Linear Quadratic Optimization Models with Rational Expectations,"
CARE Working Papers
9707, The University of Texas at Austin, Center for Applied Research in Economics.
- Amman, Hans M. & Kendrick, David A., 1998. "Computing the steady state of linear quadratic optimization models with rational expectations," Economics Letters, Elsevier, vol. 58(2), pages 185-191, February.
- Juillard, Michel & Laxton, Douglas & McAdam, Peter & Pioro, Hope, 1998. "An algorithm competition: First-order iterations versus Newton-based techniques," Journal of Economic Dynamics and Control, Elsevier, vol. 22(8-9), pages 1291-1318, August.
- Judd, Kenneth L., 2002.
"The parametric path method: an alternative to Fair-Taylor and L-B-J for solving perfect foresight models,"
Journal of Economic Dynamics and Control, Elsevier, vol. 26(9-10), pages 1557-1583, August.
- Kenneth L. Judd, 2001. "Parametric Path Method: An alternative to Fair-Taylor and L-B-J for solving perfect foresight models," Computing in Economics and Finance 2001 112, Society for Computational Economics.
- Manfred Gilli & Giorgio Pauletto, "undated". "An Application of Nonstationary Iterative Methods for Solving a Multi-Country Model with Rational Expectations," Computing in Economics and Finance 1996 _045, Society for Computational Economics.
- Hans M. Amman & David A. Kendrick, 1997.
"Linear Quadratic Optimization for Models with Rational Expectations,"
CARE Working Papers
9708, The University of Texas at Austin, Center for Applied Research in Economics.
- Amman, Hans & Kendrick, David, 1999. "Linear-Quadratic Optimization For Models With Rational Expectations," Macroeconomic Dynamics, Cambridge University Press, vol. 3(4), pages 534-543, December.
- Hans M. Amman & David A. Kendrick, 1997. "Linear Quadratic Optimization for Models with Rational Expectations," Tinbergen Institute Discussion Papers 97-102/2, Tinbergen Institute.
- Kendrick, David A., 2005. "Stochastic control for economic models: past, present and the paths ahead," Journal of Economic Dynamics and Control, Elsevier, vol. 29(1-2), pages 3-30, January.
- Ray Barrell, 2002.
"How Important are Automatic Stabilisers in Europe? A Stochastic Simulation Assessment,"
National Institute of Economic and Social Research (NIESR) Discussion Papers
196, National Institute of Economic and Social Research.
- Barrell, R. & Pina, A.M., 2000. "How Important are Automatic Stabilizers in Europe? A Stochastic Simulation Assessment," Economics Working Papers eco2000/2, European University Institute.
- Barrell, Ray & Pina, Alvaro M., 2004. "How important are automatic stabilisers in Europe? A stochastic simulation assessment," Economic Modelling, Elsevier, vol. 21(1), pages 1-35, January.
- Yongyang Cai & Kenneth L. Judd, 2023.
"A simple but powerful simulated certainty equivalent approximation method for dynamic stochastic problems,"
Quantitative Economics, Econometric Society, vol. 14(2), pages 651-687, May.
- Yongyang Cai & Kenneth L. Judd, 2021. "A Simple but Powerful Simulated Certainty Equivalent Approximation Method for Dynamic Stochastic Problems," NBER Working Papers 28502, National Bureau of Economic Research, Inc.
- Armstrong, John & Black, Richard & Laxton, Douglas & Rose, David, 1998. "A robust method for simulating forward-looking models," Journal of Economic Dynamics and Control, Elsevier, vol. 22(4), pages 489-501, April.
- McAdam, Peter, 1998. "Handbook of computational economics : H.M. Amman, D.A. Kendrick, J. Rust, (eds.), vol. 1. North-Holland, Amsterdam, 1996, pp. xxi + 827, $163.75/265.0 Dutch Guilders. (ISBN 0-444-89857-3)," Journal of Economic Dynamics and Control, Elsevier, vol. 22(3), pages 483-487, March.
- H. M. Amman & D. A. Kendrick, 2000. "Stochastic Policy Design in a Learning Environment with Rational Expectations," Journal of Optimization Theory and Applications, Springer, vol. 105(3), pages 509-520, June.
- Barrell, Ray & Dury, Karen & Hurst, Ian, 2003. "International monetary policy coordination: an evaluation using a large econometric model," Economic Modelling, Elsevier, vol. 20(3), pages 507-527, May.
- Raymond Board & Peter A. Tinsley, 1996. "Smart systems and simple agents: industry pricing by parallel rules," Finance and Economics Discussion Series 1996-50, Board of Governors of the Federal Reserve System (U.S.).
- Amman, Hans M. & Kendrick, David A. & Achath, Sudhakar, 1995. "Solving stochastic optimization models with learning and rational expectations," Economics Letters, Elsevier, vol. 48(1), pages 9-13, April.
- Corker, R. J. & Holly, S. & Ellis, R. G., 1986.
"Uncertainty and forecast precision,"
International Journal of Forecasting, Elsevier, vol. 2(1), pages 53-53.
Cited by:
- Gajda, Jan B. & Markowski, Aleksander, 1998. "Model Evaluation Using Stochastic Simulations: The Case of the Econometric Model KOSMOS," Working Papers 61, National Institute of Economic Research.
- Collan, Mikael, 2004. "Giga-Investments: Modelling the Valuation of Very Large Industrial Real Investments," MPRA Paper 4328, University Library of Munich, Germany.
- Bianchi, Carlo & Calzolari, Giorgio & Brillet, Jean-Louis, 1987.
"Measuring forecast uncertainty : A review with evaluation based on a macro model of the French economy,"
International Journal of Forecasting, Elsevier, vol. 3(2), pages 211-227.
- Bianchi, Carlo & Brillet, Jean-Louis & Calzolari, Giorgio & Panattoni, Lorenzo, 1987. "Forecast variance in simultaneous equation models: analytic and Monte Carlo methods," MPRA Paper 24541, University Library of Munich, Germany.
- Bunn, Derek W., 1996. "Non-traditional methods of forecasting," European Journal of Operational Research, Elsevier, vol. 92(3), pages 528-536, August.
- Giorgio Valente & Lucio Sarno, 2004.
"Comparing the accuracy of density forecasts from competing models,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(8), pages 541-557.
- Sarno, Lucio & Valente, Giorgio, 2002. "Comparing the Accuracy of Density Forecasts from Competing Models," Computing in Economics and Finance 2002 223, Society for Computational Economics.
- Calzolari, Giorgio, 1987. "La varianza delle previsioni nei modelli econometrici [Forecast variance in econometric models]," MPRA Paper 23866, University Library of Munich, Germany.
- Lawrence, Michael & Goodwin, Paul & O'Connor, Marcus & Onkal, Dilek, 2006. "Judgmental forecasting: A review of progress over the last 25 years," International Journal of Forecasting, Elsevier, vol. 22(3), pages 493-518.
- Budd, Alan & Dicks, Geoffrey & Holly, Sean & Keating, Giles & Robinson, Bill, 1984.
"The London Business School econometric model of the UK,"
Economic Modelling, Elsevier, vol. 1(4), pages 355-420, October.
Cited by:
- Charlotte du Toit & Reneéa Koekemoer, 2003. "A Labour Model For South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 71(1), pages 49-76, March.
- Murphy, C W, 1988. "An Overview of the Murphy Model," Australian Economic Papers, Wiley Blackwell, vol. 27(0), pages 175-199, Supplemen.
- Bruce F. Parsell & Alan A. Powell & Peter J. Wilcoxen, 1989. "The Reconciliation of Computable General Equilibrium and Macroeconomic Modelling: Grounds for Hope?," Centre of Policy Studies/IMPACT Centre Working Papers ip-44, Victoria University, Centre of Policy Studies/IMPACT Centre.
- Tony Hall & Jan Jacobs & Adrian Pagan, "undated".
"Macro-Econometric System Modelling @75,"
NCER Working Paper Series
95, National Centre for Econometric Research.
- Tony Hall & Jan Jacobs & Adrian Pagan, 2013. "Macro-Econometric System Modelling @75," CAMA Working Papers 2013-67, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Lungu, Laurian & Matthews, Kent & Minford, Patrick, 2006.
"Partial Current Information and Signal Extraction in a Rational Expectations Macroeconomic Model: A Computational Solution,"
Cardiff Economics Working Papers
E2006/1, Cardiff University, Cardiff Business School, Economics Section.
- L. Lungu & K. G. P. Matthews, 2002. "Partial Current Information and Signal Extraction in a Rational Expectations Macroeconomic Model: A Computational Solution," Computing in Economics and Finance 2002 115, Society for Computational Economics.
- Lungu, L. & Matthews, K.G.P. & Minford, A.P.L., 2008. "Partial current information and signal extraction in a rational expectations macroeconomic model: A computational solution," Economic Modelling, Elsevier, vol. 25(2), pages 255-273, March.
- Alpo Willman, 1989.
"If the markka floated : simulating the BOF4 model with fixed and floating exchange rates,"
Finnish Economic Papers, Finnish Economic Association, vol. 2(1), pages 3-19, Spring.
- Willman, Alpo, 1988. "If the markka floated: Simulating the BOF4 model with fixed and floating exchange rates," Bank of Finland Research Discussion Papers 17/1988, Bank of Finland.
- Holly, S. & Zarrop, M. B., 1983.
"On optimality and time consistency when expectations are rational,"
European Economic Review, Elsevier, vol. 20(1-3), pages 23-40, January.
Cited by:
- Flint Brayton, 2011. "Two practical algorithms for solving rational expectations models," Finance and Economics Discussion Series 2011-44, Board of Governors of the Federal Reserve System (U.S.).
- Luisa Corrado & Sean Holly, 2006. "The Linearisation and Optimal Control of Large Non-Linear Rational Expectations Models by Persistent Excitation," Computational Economics, Springer;Society for Computational Economics, vol. 28(2), pages 139-153, September.
- Luisa Corrado & Sean Holly, 2003.
"Nonlinear Phillips Curves, Mixing Feedback Rules and the Distribution of Inflation and Output,"
CEIS Research Paper
37, Tor Vergata University, CEIS.
- Corrado, Luisa & Holly, Sean, 2003. "Nonlinear Phillips curves, mixing feedback rules and the distribution of inflation and output," Journal of Economic Dynamics and Control, Elsevier, vol. 28(3), pages 467-492, December.
- Minford, Patrick & Webb, Bruce, 2005. "Estimating large rational expectations models by FIML--some experiments using a new algorithm with bootstrap confidence limits," Economic Modelling, Elsevier, vol. 22(1), pages 187-205, January.
- Boucekkine, Raouf, 1995. "An alternative methodology for solving nonlinear forward-looking models," Journal of Economic Dynamics and Control, Elsevier, vol. 19(4), pages 711-734, May.
Chapters
- Alan Budd & Sean Holly & Andrew Longbottom & David Smith, 1984.
"Does Monetarism fit the UK Facts?,"
Palgrave Macmillan Books, in: Brian Griffiths & Geoffrey E. Wood (ed.), Monetarism in the United Kingdom, pages 75-119,
Palgrave Macmillan.
Cited by:
- David Cobham, 1986. "El debate actual entre Keynesianismo y Monetaristas," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 19, pages 153-173.
Books
- Chadha,Jagjit S. & Holly,Sean (ed.), 2015.
"Interest Rates, Prices and Liquidity,"
Cambridge Books,
Cambridge University Press, number 9781107480032.
Cited by:
- Jack Meaning & James Warren, 2015. "The Transmission of Unconventional Monetary Policy in UK Government Debt Markets," National Institute Economic Review, National Institute of Economic and Social Research, vol. 234(1), pages 40-47, November.
- Chadha,Jagjit S. & Holly,Sean (ed.), 2011.
"Interest Rates, Prices and Liquidity,"
Cambridge Books,
Cambridge University Press, number 9781107014732.
Cited by:
- De Santis, Roberto A. & Favero, Carlo A. & Roffia, Barbara, 2008.
"Euro area money demand and international portfolio allocation: a contribution to assessing risks to price stability,"
Working Paper Series
926, European Central Bank.
- Roberto A. De Santis & Carlo A. Favero & Barbara Roffia, 2012. "Euro Area Money Demand and International Portfolio Allocation: A Contribution to Assessing Risks to Price Stability," Working Papers 432, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- De Santis, Roberto A. & Favero, Carlo A. & Roffia, Barbara, 2013. "Euro area money demand and international portfolio allocation: A contribution to assessing risks to price stability," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 377-404.
- Favero, Carlo A. & De Santis, Roberto A & Roffia, Barbara, 2012. "Euro Area Money Demand and International Portfolio Allocation: A Contribution to Assessing Risks to Price Stability," CEPR Discussion Papers 8957, C.E.P.R. Discussion Papers.
- Bailey, Andrew & Bridges, Jonathan & Harrison, Richard & Jones, Josh & Mankodi, Aakash, 2020. "The central bank balance sheet as a policy tool: past, present and future," Bank of England working papers 899, Bank of England.
- Lloyd, S. P., 2017. "Unconventional Monetary Policy and the Interest Rate Channel: Signalling and Portfolio Rebalancing," Cambridge Working Papers in Economics 1735, Faculty of Economics, University of Cambridge.
- Jagjit S. Chadha & Philip Turner & Fabrizio Zampolli, 2013.
"The Ties that Bind: Monetary Policy and Government Debt Management,"
Studies in Economics
1318, School of Economics, University of Kent.
- Jagjit S. Chadha & Philip Turner & Fabrizio Zampolli, 2013. "The ties that bind: monetary policy and government debt management," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 29(3), pages 548-581, AUTUMN.
- Jagjit S. Chadha, 2014. "Financial frictions and macroeconomic models: a tour d'horizon," European Journal of Economics and Economic Policies: Intervention, Edward Elgar Publishing, vol. 11(1), pages 80-98, April.
- Bletzinger, Tilman & von Thadden, Leopold, 2018.
"Designing QE in a fiscally sound monetary union,"
Research Bulletin, European Central Bank, vol. 47.
- Bletzinger, Tilman & von Thadden, Leopold, 2021. "Designing QE in a fiscally sound monetary union," European Economic Review, Elsevier, vol. 132(C).
- Bletzinger, Tilman & von Thadden, Leopold, 2018. "Designing QE in a fiscally sound monetary union," Working Paper Series 2156, European Central Bank.
- Sotirios Kokas & Dmitri Vinogradov & Marios Zachariadis, 2018.
"Which Banks Smooth and at What Price?,"
Working Papers
2018_03, Business School - Economics, University of Glasgow.
- Kokas, Sotirios & Vinogradov, Dmitri & Zachariadis, Marios, 2020. "Which banks smooth and at what price?," Journal of Corporate Finance, Elsevier, vol. 65(C).
- Sotirios Kokas & Dmitri Vinogradov & Marios Zachariadis, 2018. "Which Banks Smooth and at What Price?," University of Cyprus Working Papers in Economics 01-2018, University of Cyprus Department of Economics.
- John Driffill & Marcus Miller, 2013.
"Liquidity when it matters: QE and Tobin's q,"
Oxford Economic Papers, Oxford University Press, vol. 65(suppl_1), pages 115-145, April.
- Driffill, John & Miller, Marcus, 2011. "Liquidity when it matters: QE and Tobin’s q," CAGE Online Working Paper Series 68, Competitive Advantage in the Global Economy (CAGE).
- Diniz, Andre & Guimaraes, Bernardo, 2017.
"How diabolic is the sovereign-bank loop? The effects of post-default fiscal policies,"
LSE Research Online Documents on Economics
86169, London School of Economics and Political Science, LSE Library.
- André Diniz & Bernardo Guimaraes, 2017. "How diabolic is the sovereign-bank loop? The effects of post-default fiscal policies," Discussion Papers 1705, Centre for Macroeconomics (CFM).
- Michael Joyce & David Miles & Andrew Scott & Dimitri Vayanos, 2012. "Quantitative Easing and Unconventional Monetary Policy – an Introduction," Economic Journal, Royal Economic Society, vol. 122(564), pages 271-288, November.
- Serdar Kabaca, 2016. "Quantitative Easing in a Small Open Economy: An International Portfolio Balancing Approach," Staff Working Papers 16-55, Bank of Canada.
- Francois John Nana, 2020.
"Foreign official holdings of US treasuries, stock effect and the economy: a DSGE approach,"
The B.E. Journal of Macroeconomics, De Gruyter, vol. 20(1), pages 1-28, January.
- John Nana Francois, 2016. "Foreign Official Holdings of U.S Treasuries, Stock Effect and the Economy: A DSGE Approach," 2016 Papers pfr351, Job Market Papers.
- David Cobham & Yue Kang, 2012.
"Financial Crisis And Quantitative Easing: Can Broad Money Tell Us Anything?,"
Manchester School, University of Manchester, vol. 80, pages 54-76, September.
- Cobham, David & Kang, Yue, 2012. "Financial crisis and quantitative easing: can broad money tell us anything?," SIRE Discussion Papers 2012-55, Scottish Institute for Research in Economics (SIRE).
- David Cobham & Yue Kang, 2012. "Financial crisis and quantitative easing: can broad money tell us anything?," Heriot-Watt University Economics Discussion Papers 1206, Department of Economics, School of Management and Languages, Heriot Watt University.
- Jagjit S. Chadha, 2015.
"The New Art of Central Banking,"
National Institute Economic Review, National Institute of Economic and Social Research, vol. 234(1), pages 27-39, November.
- Chadha, Jagjit S., 2015. "The New Art of Central Banking," National Institute Economic Review, National Institute of Economic and Social Research, vol. 234, pages 27-39, November.
- Jagjit Chadha, 2016. "The New Art of Central Banking," National Institute of Economic and Social Research (NIESR) Discussion Papers 472, National Institute of Economic and Social Research.
- Domenico Giannone & Michele Lenza & Huw Pill & Lucrezia Reichlin, 2012.
"The ECB and the Interbank Market,"
Economic Journal, Royal Economic Society, vol. 122(564), pages 467-486, November.
- Domenico Giannone & Michèle Lenza & Huw Pill & Lucrezia Reichlin, 2012. "The ECB and the Interbank Market," Working Papers ECARES ECARES 2012-005, ULB -- Universite Libre de Bruxelles.
- Reichlin, Lucrezia & Pill, Huw & Giannone, Domenico & Lenza, Michele, 2012. "The ECB and the Interbank Market," CEPR Discussion Papers 8844, C.E.P.R. Discussion Papers.
- Giannone, Domenico & Reichlin, Lucrezia & Lenza, Michele, 2012. "The ECB and the interbank market," Working Paper Series 1496, European Central Bank.
- Driffill, John, 2013.
"Financial Shocks, Unemployment, and Public Policy,"
CEPR Discussion Papers
9321, C.E.P.R. Discussion Papers.
- John Driffill, 2013. "Financial Shocks, Unemployment And Public Policy," Manchester School, University of Manchester, vol. 81(s2), pages 1-15, October.
- Jagjit S. Chadha & Luisa Corrado & Jack Meaning & Tobias Schuler, 2020.
"Bank reserves and broad money in the global financial crisis: a quantitative evaluation,"
National Institute of Economic and Social Research (NIESR) Discussion Papers
519, National Institute of Economic and Social Research.
- Chadha, Jagjit S. & Corrado, Luisa & Meaning, Jack & Schuler, Tobias, 2020. "Bank reserves and broad money in the global financial crisis: a quantitative evaluation," Working Paper Series 2463, European Central Bank.
- Mr. Giovanni Melina & Stefania Villa, 2013.
"Fiscal Policy and Lending Relationships,"
IMF Working Papers
2013/141, International Monetary Fund.
- Giovanni MELINA & Stefania VILLA, 2012. "Fiscal policy and lending relationships," Working Papers of Department of Economics, Leuven ces12.06, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
- Giovanni Melina & Stefania Villa, 2011. "Fiscal Policy and Lending Relationships," Birkbeck Working Papers in Economics and Finance 1103, Birkbeck, Department of Economics, Mathematics & Statistics.
- Giovanni Melina & Stefania Villa, 2014. "Fiscal Policy And Lending Relationships," Economic Inquiry, Western Economic Association International, vol. 52(2), pages 696-712, April.
- Jagjit S. Chadha & Luisa Corrado & Jack Meaning, 2012.
"Reserves, Liquidity and Money: An Assessment of Balance Sheet Policies,"
CEIS Research Paper
230, Tor Vergata University, CEIS, revised 18 Apr 2012.
- Jagjit S Chadha & Luisa Corrado & Jack Meaning, 2012. "Reserves, liquidity and money: an assessment of balance sheet policies," BIS Papers chapters, in: Bank for International Settlements (ed.), Are central bank balance sheets in Asia too large?, volume 66, pages 294-347, Bank for International Settlements.
- Jagjit S. Chadha & Luisa Corrado & Jack Meaning, 2012. "Reserves, Liquidity and Money: An Assessment of Balance sheet Policies," Studies in Economics 1208, School of Economics, University of Kent.
- Jagjit Chadha & Young-Kwan Kang, 2016. "Finance and Credit in a Model of Monetary Policy," National Institute of Economic and Social Research (NIESR) Discussion Papers 471, National Institute of Economic and Social Research.
- Neely, Christopher J., 2015.
"Unconventional monetary policy had large international effects,"
Journal of Banking & Finance, Elsevier, vol. 52(C), pages 101-111.
- Christopher J. Neely, 2010. "The large scale asset purchases had large international effects," Working Papers 2010-018, Federal Reserve Bank of St. Louis.
- Sami Alpanda & Serdar Kabaca, 2020.
"International Spillovers of Large-Scale Asset Purchases,"
Journal of the European Economic Association, European Economic Association, vol. 18(1), pages 342-391.
- Sami Alpanda & Serdar Kabaca, 2015. "International Spillovers of Large-Scale Asset Purchases," Staff Working Papers 15-2, Bank of Canada.
- José Dorich & Nicholas Labelle & Vadym Lepetyuk & Rhys R. Mendes, 2018.
"Could a Higher Inflation Target Enhance Macroeconomic Stability?,"
Staff Working Papers
18-17, Bank of Canada.
- José Dorich & Nicholas Labelle St‐Pierre & Vadym Lepetyuk & Rhys R. Mendes, 2018. "Could a higher inflation target enhance macroeconomic stability?," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 51(3), pages 1029-1055, August.
- José Dorich & Nicholas Labelle St-Pierre & Vadym Lepetyuk & Rhys Mendes, 2018. "Could a higher inflation target enhance macroeconomic stability?," BIS Working Papers 720, Bank for International Settlements.
- José Dorich & Nicholas Labelle St-Pierre & Vadym Lepetyuk & Rhys R. Mendes, 2018. "Could a higher inflation target enhance macroeconomic stability?," Canadian Journal of Economics, Canadian Economics Association, vol. 51(3), pages 1029-1055, August.
- Shy, Oz & Stenbacka, Rune, 2017. "An overlapping generations model of taxpayer bailouts of banks," Journal of Financial Stability, Elsevier, vol. 33(C), pages 71-80.
- Harrison, Richard, 2017. "Optimal quantitative easing," Bank of England working papers 678, Bank of England.
- Harrison, Richard, 2012. "Asset purchase policy at the effective lower bound for interest rates," Bank of England working papers 444, Bank of England.
- Francis Breedon & Jagjit S. Chadha & Alex Water, 2012.
"The Financial Market Impact of UK Quantitative Easing,"
Working Papers
696, Queen Mary University of London, School of Economics and Finance.
- Francis Breedon & Jagjit S. Chadha & Alex Waters, 2012. "The Financial Market Impact of UK Quantitative Easing," Studies in Economics 1211, School of Economics, University of Kent.
- Francis Breedon & Jagjit S Chadha & Alex Waters, 2012. "The financial market impact of UK quantitative easing," BIS Papers chapters, in: Bank for International Settlements (ed.), Threat of fiscal dominance?, volume 65, pages 277-304, Bank for International Settlements.
- Francis Breedon & Jagjit S. Chadha & Alex Waters, 2012. "The financial market impact of UK quantitative easing," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 28(4), pages 702-728, WINTER.
- Oz Shy & Rune Stenbacka, 2019. "Bank competition, real investments, and welfare," Journal of Economics, Springer, vol. 127(1), pages 73-90, June.
- Gelain, Paolo & Ilbas, Pelin, 2017.
"Monetary and macroprudential policies in an estimated model with financial intermediation,"
Journal of Economic Dynamics and Control, Elsevier, vol. 78(C), pages 164-189.
- Paolo Gelain & Pelin Ilbas, 2014. "Monetary and macroprudential policies in an estimated model with financial intermediation," Working Paper Research 258, National Bank of Belgium.
- Philip Turner, 2011. "Fiscal Dominance and the Long-Term Interest Rate," FMG Special Papers sp199, Financial Markets Group.
- Giulia RIVOLTA, 2014. "An Event Study Analysis of ECB Unconventional Monetary Policy," Departmental Working Papers 2014-02, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
- Daniel L. Thornton, 2012. "The Federal Reserve’s response to the financial crisis: what it did and what it should have done," Working Papers 2012-050, Federal Reserve Bank of St. Louis.
- Philip Turner, 2011. "Is the long-term interest rate a policy victim, a policy variable or a policy lodestar?," BIS Working Papers 367, Bank for International Settlements.
- Richhild Moessner & Philip Turner, 2012. "Threat of fiscal dominance? Workshop summary," BIS Papers chapters, in: Bank for International Settlements (ed.), Threat of fiscal dominance?, volume 65, pages 1-12, Bank for International Settlements.
- A Durré & H Pill, 2012.
"Central Bank balance sheets as policy tools,"
BIS Papers chapters, in: Bank for International Settlements (ed.), Are central bank balance sheets in Asia too large?, volume 66, pages 193-213,
Bank for International Settlements.
- A. Durre & H. Pill, 2012. "Central bank balance sheets as policy tools," Post-Print hal-00787196, HAL.
- Recchioni, Maria Cristina & Tedeschi, Gabriele, 2017. "From bond yield to macroeconomic instability: A parsimonious affine model," European Journal of Operational Research, Elsevier, vol. 262(3), pages 1116-1135.
- Falagiarda, Matteo & Reitz, Stefan, 2013. "Announcements of ECB unconventional programs: Implications for the sovereign risk of Italy," Kiel Working Papers 1866, Kiel Institute for the World Economy (IfW Kiel).
- Falagiarda, Matteo & Reitz, Stefan, 2015. "Announcements of ECB unconventional programs: Implications for the sovereign spreads of stressed euro area countries," Journal of International Money and Finance, Elsevier, vol. 53(C), pages 276-295.
- Patrick Honohan, 2013. "Recapitalization of Failed Banks: Some Lessons from the Irish Experience," Manchester School, University of Manchester, vol. 81, pages 1-15, September.
- De Santis, Roberto A. & Favero, Carlo A. & Roffia, Barbara, 2008.
"Euro area money demand and international portfolio allocation: a contribution to assessing risks to price stability,"
Working Paper Series
926, European Central Bank.
- Holly,Sean & Hughes Hallet,Andrew, 2010.
"Optimal Control, Expectations and Uncertainty,"
Cambridge Books,
Cambridge University Press, number 9780521126335.
- Holly,Sean & Hughes Hallet,Andrew, 1989. "Optimal Control, Expectations and Uncertainty," Cambridge Books, Cambridge University Press, number 9780521264440.
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