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Kevin L. Kliesen

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:
  1. Cletus C. Coughlin & Charles S. Gascon & Kevin L. Kliesen, 2017. "Living Standards in St. Louis and the Eighth Federal Reserve District: Let’s Get Real," Review, Federal Reserve Bank of St. Louis, vol. 99(4), pages 377-394.

    Mentioned in:

    1. Why does cost of living vary so much? : Housing, housing, housing
      by ? in FRED blog on 2018-07-02 13:00:42

Working papers

  1. Kathryn Bokun & Laura E. Jackson & Kevin L. Kliesen & Michael T. Owyang, 2020. "FRED-SD: A Real-Time Database for State-Level Data with Forecasting Applications," Working Papers 2020-031, Federal Reserve Bank of St. Louis, revised 01 Aug 2021.

    Cited by:

    1. Robert Lehmann, 2023. "READ-GER: Introducing German Real-Time Regional Accounts Data for Revision Analysis and Nowcasting," CESifo Working Paper Series 10315, CESifo.
    2. Robert Lehmann & Ida Wikman, 2022. "Quarterly GDP Estimates for the German States," ifo Working Paper Series 370, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
    3. Emanuele Bacchiocchi & Andrea Bastianin & Graziano Moramarco, 2024. "Macroeconomic Spillovers of Weather Shocks across U.S. States," Papers 2403.10907, arXiv.org, revised Apr 2024.

  2. Laura E. Jackson & Kevin L. Kliesen & Michael T. Owyang, 2018. "The Nonlinear Effects of Uncertainty Shocks," Working Papers 2018-035, Federal Reserve Bank of St. Louis.

    Cited by:

    1. Gian Paulo Soave, 2023. "A panel threshold VAR with stochastic volatility-in-mean model: an application to the effects of financial and uncertainty shocks in emerging economies," Applied Economics, Taylor & Francis Journals, vol. 55(4), pages 397-431, January.
    2. Hristov, Nikolay & Roth, Markus, 2022. "Uncertainty shocks and systemic-risk indicators," Journal of International Money and Finance, Elsevier, vol. 122(C).
    3. Laura E. Jackson & Kevin L. Kliesen & Michael T. Owyang, 2019. "A Bad Moon Rising? Uncertainty Shocks and Economic Outcomes," Economic Synopses, Federal Reserve Bank of St. Louis, issue 6, March.
    4. Amarila, Mark Reniel M. & Abueg, Luisito C., 2022. "Do Philippine Stocks Catch Coronavirus? Some Econometric Check-up on Pandemic Data, 2021-2022," Journal of Economics, Management & Agricultural Development, Journal of Economics, Management & Agricultural Development (JEMAD), vol. 8(1), December.
    5. Chikhale, Nisha, 2023. "The effects of uncertainty shocks: Implications of wealth inequality," European Economic Review, Elsevier, vol. 154(C).
    6. Petar Soric & Oscar Claveria, 2021. "“Employment uncertainty a year after the irruption of the covid-19 pandemic”," AQR Working Papers 202104, University of Barcelona, Regional Quantitative Analysis Group, revised May 2021.
    7. Hernández Vega Marco A., 2021. "The Nonlinear Effect of Uncertainty in Portfolio Flows to Mexico," Working Papers 2021-11, Banco de México.
    8. Ademmer, Martin & Boysen-Hogrefe, Jens & Fiedler, Salomon & Groll, Dominik & Jannsen, Nils & Kooths, Stefan & Mösle, Saskia & Potjagailo, Galina, 2019. "Deutsche Konjunktur im Sommer 2019 - Deutsche Konjunktur im Sinkflug [German Economy Summer 2019 - German economy falters]," Kieler Konjunkturberichte 56, Kiel Institute for the World Economy (IfW Kiel).
    9. Kevin L. Kliesen, 2020. "A Comparison of Fed "Tightening" Episodes since the 1980s," Working Papers 2020-003, Federal Reserve Bank of St. Louis, revised 31 Jan 2022.
    10. Josué Diwambuena & Jean-Paul K. Tsasa, 2021. "The Real Effects of Uncertainty Shocks: New Evidence from Linear and Nonlinear SVAR Models," BEMPS - Bozen Economics & Management Paper Series BEMPS87, Faculty of Economics and Management at the Free University of Bozen.
    11. Ojeda-Joya, Jair & Romero, José Vicente, 2023. "Global uncertainty shocks and exchange-rate expectations in Latin America," Economic Modelling, Elsevier, vol. 120(C).
    12. Ravenna, Federico & Pellegrino, Giovanni & Züllig, Gabriel, 2020. "The Impact of Pessimistic Expectations on the Effects of COVID-19-Induced Uncertainty in the Euro Area," CEPR Discussion Papers 15321, C.E.P.R. Discussion Papers.
    13. Jerow, Sam & Wolff, Jonathan, 2022. "Fiscal policy and uncertainty," Journal of Economic Dynamics and Control, Elsevier, vol. 145(C).
    14. Suah, Jing Lian, 2020. "Uncertainty and Exchange Rates: Global Dynamics (Well, I Don't Quite Know Anymore)," MPRA Paper 109087, University Library of Munich, Germany.
    15. Christian Grimme & Steffen Henzel, 2020. "Increasing Business Uncertainty and Credit Conditions in Times of Low and High Uncertainty: Evidence from Firm-Level Survey Data," CESifo Working Paper Series 8791, CESifo.

  3. Kliesen, Kevin & Tatom, John, 2018. "Is American Manufacturing in Decline?," Studies in Applied Economics 108, The Johns Hopkins Institute for Applied Economics, Global Health, and the Study of Business Enterprise.

    Cited by:

    1. Huang, Guan-Ying & Huang, Henry Hongren & Lee, Chun I, 2020. "Taming the dark side of asset liquidity: The role of short-term debt," International Review of Economics & Finance, Elsevier, vol. 69(C), pages 539-562.
    2. Kevin L. Kliesen & John A. Tatom, 2018. "Here’s Why U.S. Manufacturing Is Fundamentally Strong," Economic Synopses, Federal Reserve Bank of St. Louis, issue 4, pages 1-4.

  4. R. Alton Gilbert & Kevin L. Kliesen & Andrew P. Meyer & David C. Wheelock, 2012. "Federal Reserve lending to troubled banks during the financial crisis, 2007-10," Working Papers 2012-006, Federal Reserve Bank of St. Louis.

    Cited by:

    1. Mark Carlson & Burcu Duygan-Bump & William Nelson, 2015. "Why do we need both liquidity regulations and a lender of last resort? A perspective from Federal Reserve lending during the 2007-09 US financial crisis," BIS Working Papers 493, Bank for International Settlements.
    2. Chang, Su-Hsin & Contessi, Silvio & Francis, Johanna L., 2014. "Understanding the accumulation of bank and thrift reserves during the U.S. financial crisis," Journal of Economic Dynamics and Control, Elsevier, vol. 43(C), pages 78-106.
    3. Céline Gauthier & Alfred Lehar & Héctor Pérez Saiz & Moez Souissi, 2015. "Emergency Liquidity Facilities, Signalling and Funding Costs," Staff Working Papers 15-44, Bank of Canada.
    4. Mark A. Carlson & David C. Wheelock, 2012. "The lender of last resort: lessons from the Fed’s first 100 years," Working Papers 2012-056, Federal Reserve Bank of St. Louis.

  5. Kristie M. Engemann & Kevin L. Kliesen & Michael T. Owyang, 2010. "Do oil shocks drive business cycles? some U.S. and international evidence," Working Papers 2010-007, Federal Reserve Bank of St. Louis.

    Cited by:

    1. Jochen Güntner & Katharina Linsbauer, 2016. "The effects of oil supply and demand shocks on U.S. consumer Sentiment," Economics working papers 2016-14, Department of Economics, Johannes Kepler University Linz, Austria.
    2. Pönkä, Harri, 2016. "Real oil prices and the international sign predictability of stock returns," Finance Research Letters, Elsevier, vol. 17(C), pages 79-87.
    3. Gross, Marco, 2011. "Corporate bond spreads and real activity in the euro area - Least Angle Regression forecasting and the probability of the recession," Working Paper Series 1286, European Central Bank.
    4. Fornari, Fabio & Lemke, Wolfgang, 2010. "Predicting recession probabilities with financial variables over multiple horizons," Working Paper Series 1255, European Central Bank.
    5. Daniel, Betty C. & Hafner, Christian M. & Simar, Léopold & Manner, Hans, 2019. "Asymmetries In Business Cycles And The Role Of Oil Prices," Macroeconomic Dynamics, Cambridge University Press, vol. 23(4), pages 1622-1648, June.
    6. Hasse, Jean-Baptiste & Lajaunie, Quentin, 2022. "Does the yield curve signal recessions? New evidence from an international panel data analysis," The Quarterly Review of Economics and Finance, Elsevier, vol. 84(C), pages 9-22.
    7. Mehmet Balcilar & Reneé van Eyden & Josine Uwilingiye & Rangan Gupta, 2014. "The impact of oil price on South African GDP growth: A Bayesian Markov Switching-VAR analysis," Working Papers 201470, University of Pretoria, Department of Economics.
    8. Mohsen Bahmani-Oskooee & Seyed Hesam Ghodsi, 2020. "On the Link between Oil Price and House Prices in the U.S.: Asymmetric Evidence from State Level Data," International Real Estate Review, Global Social Science Institute, vol. 23(1), pages 65-106.
    9. Johannes Pfeiffer, 2017. "Fossil Resources and Climate Change – The Green Paradox and Resource Market Power Revisited in General Equilibrium," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 77.
    10. Alexey Yurievich Mikhaylov, 2018. "Pricing in Oil Market and Using Probit Model for Analysis of Stock Market Effects," International Journal of Energy Economics and Policy, Econjournals, vol. 8(2), pages 69-73.
    11. Kuhanathan Ano Sujithan & Sanvi Avouyi-Dovi & Lyes Koliai, 2013. "Does Monetary Policy Respond to Commodity Price Shocks?," Post-Print hal-01511915, HAL.
    12. Claudio Morana, 2013. "The Oil Price-Macroeconomy Relationship Since the Mid-1980s: A Global Perspective," The Energy Journal, International Association for Energy Economics, vol. 0(Number 3).
    13. Hamilton, James D., 2011. "Nonlinearities And The Macroeconomic Effects Of Oil Prices," Macroeconomic Dynamics, Cambridge University Press, vol. 15(S3), pages 364-378, November.
    14. Trabelsi, Nader, 2017. "Asymmetric tail dependence between oil price shocks and sectors of Saudi Arabia System," The Journal of Economic Asymmetries, Elsevier, vol. 16(C), pages 26-41.
    15. Cunado, Juncal & Jo, Soojin & Perez de Gracia, Fernando, 2015. "Macroeconomic impacts of oil price shocks in Asian economies," Energy Policy, Elsevier, vol. 86(C), pages 867-879.
    16. Andrea Gatto & Francesco Busato, 2019. "Defining, measuring and ranking energy vulnerability," CREATES Research Papers 2019-01, Department of Economics and Business Economics, Aarhus University.
    17. Kristie M. Engemann & Michael T. Owyang & Howard J. Wall, 2011. "Where is an oil shock?," Working Papers 2011-016, Federal Reserve Bank of St. Louis.
    18. Luciana Juvenal & Ivan Petrella, 2012. "Speculation in the oil market," Economic Synopses, Federal Reserve Bank of St. Louis.
    19. Xin Sheng & Rangan Gupta & Qiang Ji, 2023. "The Effects of Disaggregate Oil Shocks on the Aggregate Expected Skewness of the United States," Risks, MDPI, vol. 11(11), pages 1-9, October.
    20. Bluedorn, John C. & Decressin, Jörg & Terrones, Marco E., 2016. "Do asset price drops foreshadow recessions?," International Journal of Forecasting, Elsevier, vol. 32(2), pages 518-526.
    21. Hong Thai Le & Marta Disegna, 2018. "Responses of macroeconomy and stock markets to structural oil price shocks: New evidence from Asian oil refinery," BAFES Working Papers BAFES25, Department of Accounting, Finance & Economic, Bournemouth University.
    22. Kevin L. Kliesen & Daniel L. Thornton, 2012. "How good are the government’s deficit and debt projections and should we care?," Review, Federal Reserve Bank of St. Louis, vol. 94(Jan), pages 21-39.
    23. Jean-Baptiste Hasse & Quentin Lajaunie, 2020. "Does the Yield Curve Signal Recessions? New Evidence from an International Panel Data Analysis," Working Papers halshs-02549044, HAL.
    24. Omotosho, Babatunde S., 2019. "Business Cycle Fluctuations in Nigeria: Some Insights from an Estimated DSGE Model," MPRA Paper 98351, University Library of Munich, Germany.
    25. Vasilios Plakandaras & Juncal Cunado & Rangan Gupta & Mark E. Wohar, 2016. "Do Leading Indicators Forecast U.S. Recessions? A Nonlinear Re-Evaluation Using Historical Data," Working Papers 201685, University of Pretoria, Department of Economics.
    26. Juncal Cunado & Soojin Jo & Fernando Perez de Gracia, 2015. "Revisiting the Macroeconomic Impact of Oil Shocks in Asian Economies," Staff Working Papers 15-23, Bank of Canada.
    27. James D. Hamilton, 2013. "Oil prices, exhaustible resources and economic growth," Chapters, in: Roger Fouquet (ed.), Handbook on Energy and Climate Change, chapter 1, pages 29-63, Edward Elgar Publishing.
    28. Dhaoui, Abderrazak & Audi, Mohamed & Ouled Ahmed Ben Ali, Raja, 2015. "Revising empirical linkages between direction of Canadian stock price index movement and Oil supply and demand shocks: Artificial neural network and support vector machines approaches," MPRA Paper 66029, University Library of Munich, Germany.
    29. Raheem, Ibrahim & Olabisi, Nafisat, 2019. "What is new? The role of asymmetry and breaks in oil price–output growth volatility nexus," MPRA Paper 105361, University Library of Munich, Germany.
    30. Julien Chevallier, 2013. "Price relationships in crude oil futures: new evidence from CFTC disaggregated data," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, vol. 15(2), pages 133-170, April.
    31. James D. Hamilton, 2012. "Oil Prices, Exhaustible Resources, and Economic Growth," NBER Working Papers 17759, National Bureau of Economic Research, Inc.
    32. Knotek, Edward S. & Zaman, Saeed, 2021. "Asymmetric responses of consumer spending to energy prices: A threshold VAR approach," Energy Economics, Elsevier, vol. 95(C).
    33. Cunado, Juncal & Perez de Gracia, Fernando, 2014. "Oil price shocks and stock market returns: Evidence for some European countries," Energy Economics, Elsevier, vol. 42(C), pages 365-377.
    34. Luiggi Donayre & Neil A. Wilmot, 2016. "The Asymmetric Effects of Oil Price Shocks on the Canadian Economy," International Journal of Energy Economics and Policy, Econjournals, vol. 6(2), pages 167-182.
    35. Soma Patra, 2022. "Oil price shocks, firm entry and exit in a heterogeneous firm model," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 55(1), pages 349-378, February.
    36. Nima Ebrahimi & Craig Pirrong, 2020. "Oil jump risk," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 40(8), pages 1282-1311, August.
    37. Raheem, Ibrahim D. & Bello, Ajide Kazeem & Agboola, Yusuf H., 2020. "A new insight into oil price-inflation nexus," Resources Policy, Elsevier, vol. 68(C).
    38. Orlowski, Lucjan T., 2017. "Volatility of commodity futures prices and market-implied inflation expectations," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 51(C), pages 133-141.
    39. Dhaoui, Abderrazak & Saidi, Youssef, 2015. "Oil supply and demand shocks and stock price: Evidence for some OECD countries," MPRA Paper 63556, University Library of Munich, Germany.
    40. Nermeen Harb & Mamdouh Abdelmoula M. Abdelsalam, 2019. "Effect Of Oil Prices On Stock Markets: Evidence From New Generation Of Star Model," Bulletin of Economic Research, Wiley Blackwell, vol. 71(3), pages 466-482, July.
    41. Alexey Mikhaylov, 2019. "Oil and Gas Budget Revenues in Russia after Crisis in 2015," International Journal of Energy Economics and Policy, Econjournals, vol. 9(2), pages 375-380.
    42. Dhaoui, Abderrazak & Khraief, Naceur, 2014. "Empirical linkage between oil price and stock market returns and volatility: Evidence from international developed markets," Economics Discussion Papers 2014-12, Kiel Institute for the World Economy (IfW Kiel).

  6. Kevin L. Kliesen, 2008. "Oil and the U.S. macroeconomy: an update and a simple forecasting exercise," Working Papers 2008-009, Federal Reserve Bank of St. Louis.

    Cited by:

    1. Engemann, Kristie M. & Kliesen, Kevin L. & Owyang, Michael T., 2011. "Do Oil Shocks Drive Business Cycles? Some U.S. And International Evidence," Macroeconomic Dynamics, Cambridge University Press, vol. 15(S3), pages 498-517, November.
    2. John Elder, 2019. "Oil price volatility and real options: 35 years of evidence," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 39(12), pages 1549-1564, December.
    3. Jamie Emerson, 2010. "Oil Prices and Economic Activity: A Brief Update," Economics Bulletin, AccessEcon, vol. 30(2), pages 1411-1424.
    4. Sevda Yaprakli & Fatih Kaplan, 2015. "Re-examining of the Turkish Crude Oil Import Demand with Multi-structural Breaks Analysis in the Long Run Period," International Journal of Energy Economics and Policy, Econjournals, vol. 5(2), pages 402-407.
    5. Jaime Casassus & Freddy Higuera, 2011. "Stock Return Predictability and Oil Prices," Documentos de Trabajo 406, Instituto de Economia. Pontificia Universidad Católica de Chile..
    6. Jaime Casassus & Freddy Higuera, 2013. "The Economic Impact of Oil on Industry Portfolios," Documentos de Trabajo 433, Instituto de Economia. Pontificia Universidad Católica de Chile..
    7. Saleh Mothana Obadi & Kristina Gardonova, 2019. "How does the Production of Unconventional Resources of Energy Influence Energy Security: Empirical Approach," International Journal of Energy Economics and Policy, Econjournals, vol. 9(5), pages 46-54.
    8. Valcarcel, Victor J. & Wohar, Mark E., 2013. "Changes in the oil price-inflation pass-through," Journal of Economics and Business, Elsevier, vol. 68(C), pages 24-42.
    9. Thomas M. Fullerton & Teodulo Soto, 2015. "Oil Shock Impacts on the Borderplex Regional Economy," International Journal of Energy Economics and Policy, Econjournals, vol. 5(1), pages 14-26.
    10. Gormus, N. Alper & Atinc, Guclu, 2016. "Volatile oil and the U.S. economy," Economic Analysis and Policy, Elsevier, vol. 50(C), pages 62-73.

  7. William T. Gavin & Kevin L. Kliesen, 2006. "Forecasting inflation and output: comparing data-rich models with simple rules," Working Papers 2006-054, Federal Reserve Bank of St. Louis.

    Cited by:

    1. Stockhammar, Pär & Österholm, Pär, 2016. "Do Inflation Expectations Granger Cause Inflation?," Working Papers 145, National Institute of Economic Research.
    2. Sandra Eickmeier & Christina Ziegler, 2008. "How successful are dynamic factor models at forecasting output and inflation? A meta-analytic approach," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(3), pages 237-265.
    3. Laura E. Jackson & Kevin L. Kliesen & Michael T. Owyang, 2015. "A Measure of Price Pressures," Review, Federal Reserve Bank of St. Louis, vol. 97(1), pages 25-52.
    4. 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.
    5. Viktors Ajevskis & Gundars Davidsons, 2008. "Dynamic Factor Models in Forecasting Latvia's Gross Domestic Product," Working Papers 2008/02, Latvijas Banka.
    6. Mossfeldt, Marcus & Stockhammar, Pär, 2016. "Forecasting Goods and Services Inflation in Sweden," Working Papers 146, National Institute of Economic Research.
    7. Marlene Amstad & Simon Potter & Robert Rich, 2014. "The FRBNY Staff Underlying Inflation Gauge: UIG," BIS Working Papers 453, Bank for International Settlements.
    8. Pang, Iris Ai Jao, 2010. "Forecasting Hong Kong economy using factor augmented vector autoregression," MPRA Paper 32495, University Library of Munich, Germany.
    9. Kevin L. Kliesen, 2008. "Oil and the U.S. macroeconomy: an update and a simple forecasting exercise," Review, Federal Reserve Bank of St. Louis, vol. 90(Sep), pages 505-516.
    10. Marlene Amstad & Simon M. Potter & Robert W. Rich, 2017. "The New York Fed Staff Underlying Inflation Gauge (UIG)," Economic Policy Review, Federal Reserve Bank of New York, issue 23-2, pages 1-32.
    11. Craig S. Hakkio, 2009. "Global inflation dynamics," Research Working Paper RWP 09-01, Federal Reserve Bank of Kansas City.
    12. Marlene Amstad & Simon M. Potter, 2009. "Real time underlying inflation gauges for monetary policymakers," Staff Reports 420, Federal Reserve Bank of New York.
    13. Lasha Kavtaradze & Manouchehr Mokhtari, 2018. "Factor Models And Time†Varying Parameter Framework For Forecasting Exchange Rates And Inflation: A Survey," Journal of Economic Surveys, Wiley Blackwell, vol. 32(2), pages 302-334, April.

  8. Richard G. Anderson & Kevin L. Kliesen, 2005. "Productivity measurement and monetary policymaking during the 1990s," Working Papers 2005-067, Federal Reserve Bank of St. Louis.

    Cited by:

    1. Naoko Hara & Hibiki Ichiue, 2010. "Real-time Analysis on Japan's Labor Productivity," Bank of Japan Working Paper Series 10-E-7, Bank of Japan.
    2. Tetlow, Robert J. & Ironside, Brian, 2005. "Real-Time Model Uncertainty in the United States: the Fed from 1996-2003," CEPR Discussion Papers 5305, C.E.P.R. Discussion Papers.
    3. William Poole, 2005. "Tracking inflation," Speech 94, Federal Reserve Bank of St. Louis.

  9. Kevin L. Kliesen & Frank A. Schmid, 2004. "Do productivity growth, budget deficits, and monetary policy actions affect real interest rates? evidence from macroeconomic announcement data," Working Papers 2004-019, Federal Reserve Bank of St. Louis.

    Cited by:

    1. Daniel Choi & Mark Holmes, 2014. "Budget deficits and real interest rates: a regime-switching reflection on Ricardian Equivalence," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 38(1), pages 71-83, January.
    2. Bruno Ducoudre, 2008. "Structure par terme des taux d’intérêt et anticipations de la politique économique," Sciences Po publications info:hdl:2441/5221, Sciences Po.

Articles

  1. Bokun, Kathryn O. & Jackson, Laura E. & Kliesen, Kevin L. & Owyang, Michael T., 2023. "FRED-SD: A real-time database for state-level data with forecasting applications," International Journal of Forecasting, Elsevier, vol. 39(1), pages 279-297.
    See citations under working paper version above.
  2. Jackson Laura E. & Kliesen Kevin L. & Owyang Michael T., 2020. "The nonlinear effects of uncertainty shocks," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 24(4), pages 1-19, September.
    See citations under working paper version above.
  3. Kevin L. Kliesen, 2019. "Is the Fed Following a “Modernized” Version of the Taylor Rule? Part 2," Economic Synopses, Federal Reserve Bank of St. Louis, issue 3, pages 1-3.

    Cited by:

    1. Patrick M. Crowley & David Hudgins, 2022. "Monetary policy objectives and economic outcomes: What can we learn from a wavelet‐based optimal control approach?," Manchester School, University of Manchester, vol. 90(2), pages 144-170, March.

  4. Laura E. Jackson & Kevin L. Kliesen & Michael T. Owyang, 2019. "A Bad Moon Rising? Uncertainty Shocks and Economic Outcomes," Economic Synopses, Federal Reserve Bank of St. Louis, issue 6, March.

    Cited by:

    1. Charfeddine, Lanouar & Klein, Tony & Walther, Thomas, 2020. "Reviewing the oil price–GDP growth relationship: A replication study," Energy Economics, Elsevier, vol. 88(C).
    2. MALATA, Alain K. & PINSHI, Christian P., 2020. "Système financier et COVID-19 : Un examen de l’impact en RDC [Financial system and COVID-19: A review of the impact in the DRC]," MPRA Paper 107772, University Library of Munich, Germany.
    3. PINSHI, Christian P., 2023. "Claims, Deposits and Financial Conditions in DR Congo: Impact of COVID-19 on the Financial System," MPRA Paper 117381, University Library of Munich, Germany.

  5. Kevin L. Kliesen, 2019. "Is the Fed Following a “Modernized” Version of the Taylor Rule? Part 1," Economic Synopses, Federal Reserve Bank of St. Louis, issue 2, pages 1-2.

    Cited by:

    1. Kevin L. Kliesen, 2019. "Is the Fed Following a “Modernized” Version of the Taylor Rule? Part 2," Economic Synopses, Federal Reserve Bank of St. Louis, issue 3, pages 1-3.
    2. Patrick M. Crowley & David Hudgins, 2022. "Monetary policy objectives and economic outcomes: What can we learn from a wavelet‐based optimal control approach?," Manchester School, University of Manchester, vol. 90(2), pages 144-170, March.
    3. Guizhou Wang & Kjell Hausken, 2023. "Modeling which Factors Impact Interest Rates," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 12(2), pages 211-237.

  6. Kevin L. Kliesen & Brian Levine & Christopher J. Waller, 2019. "Gauging Market Responses to Monetary Policy Communication," Review, Federal Reserve Bank of St. Louis, vol. 101(2), pages 69-91.

    Cited by:

    1. Klodiana Istrefi & Florens Odendahl & Giulia Sestieri, 2021. "Fed communication on financial stability concerns and monetary policy decisions: revelations from speeches," Working Papers 2110, Banco de España.
    2. Istrefi, Klodiana & Hanifi, Rayane & Penalver, Adrian, 2022. "Central Bank Communication of Uncertainty," CEPR Discussion Papers 17728, C.E.P.R. Discussion Papers.
    3. Knut Lehre Seip & Dan Zhang, 2021. "The Yield Curve as a Leading Indicator: Accuracy and Timing of a Parsimonious Forecasting Model," Forecasting, MDPI, vol. 3(2), pages 1-16, May.
    4. Klodiana Istrefi & Florens Odendahl & Giulia Sestieri, 2022. "ECB Communication and its Impact on Financial Markets," Working papers 859, Banque de France.
    5. Cecchetti, Stephen & Schoenholtz, Kermit L., 2019. "Improving U.S. Monetary Policy Communications," CEPR Discussion Papers 13915, C.E.P.R. Discussion Papers.

  7. Kevin L. Kliesen & John A. Tatom, 2018. "Is American manufacturing in decline?," Business Economics, Palgrave Macmillan;National Association for Business Economics, vol. 53(3), pages 107-123, July.
    See citations under working paper version above.
  8. Kevin L. Kliesen & Brian Levine & Christopher J. Waller, 2018. "Gauging the Evolution of Monetary Policy Communication Before and After the Financial Crisis," Economic Synopses, Federal Reserve Bank of St. Louis, issue 27, pages 1-2.

    Cited by:

    1. I. Shaker E. & И. Шакер Е., 2019. "Роль стандартизированного подхода к измерению кредитного риска контрагента (Базель III) в целях создания условий для экономического роста России // The Role of the Standardized Approach to Measuring t," Экономика. Налоги. Право // Economics, taxes & law, ФГОБУ "Финансовый университет при Правительстве Российской Федерации" // Financial University under The Government of Russian Federation, vol. 12(3), pages 144-153.

  9. Jonas C. Crews & Kevin L. Kliesen & Christopher J. Waller, 2016. "Focus on Low Real Interest Rate Might Be Misplaced," The Regional Economist, Federal Reserve Bank of St. Louis, issue Jan.

    Cited by:

    1. Zhang, Haiping, 2022. "Upstream financial flows, intangible investment, and allocative efficiency," Journal of Macroeconomics, Elsevier, vol. 72(C).
    2. Di Bucchianico, Stefano, 2020. "Discussing Secular Stagnation: A case for freeing good ideas from theoretical constraints?," Structural Change and Economic Dynamics, Elsevier, vol. 55(C), pages 288-297.
    3. Bofinger, Peter & Ries, Mathias, 2017. "Excess saving and low interest rates: Theory and empirical evidence," CEPR Discussion Papers 12111, C.E.P.R. Discussion Papers.

  10. James B. Bullard & Kevin L. Kliesen, 2016. "Three Challenges to Central Bank Orthodoxy," Review, Federal Reserve Bank of St. Louis, vol. 98(1), pages 1-16.

    Cited by:

    1. Donayre, Luiggi & Panovska, Irina, 2018. "U.S. wage growth and nonlinearities: The roles of inflation and unemployment," Economic Modelling, Elsevier, vol. 68(C), pages 273-292.

  11. Sean P. Grover & Kevin L. Kliesen & Michael W. McCracken, 2016. "A Macroeconomic News Index for Constructing Nowcasts of U.S. Real Gross Domestic Product Growth," Review, Federal Reserve Bank of St. Louis, vol. 98(4), pages 277-296.

    Cited by:

    1. Alberto Caruso, 2018. "Macroeconomic News and Market Reaction: Surprise Indexes meet Nowcasting," Working Papers ECARES 2018-06, ULB -- Universite Libre de Bruxelles.

  12. Laura E. Jackson & Kevin L. Kliesen & Michael T. Owyang, 2015. "A Measure of Price Pressures," Review, Federal Reserve Bank of St. Louis, vol. 97(1), pages 25-52.

    Cited by:

    1. Luca Brugnolini, 2018. "Forecasting Deflation Probability in the EA: A Combinatoric Approach," CBM Working Papers WP/01/2018, Central Bank of Malta.
    2. Baumeister, Christiane & Korobilis, Dimitris & Lee, Thomas K., 2020. "Energy Markets and Global Economic Conditions," CEPR Discussion Papers 14580, C.E.P.R. Discussion Papers.
    3. Laura E. Jackson & Kevin L. Kliesen & Michael T. Owyang, 2015. "Introducing the St. Louis Fed Price Pressures Measure," Economic Synopses, Federal Reserve Bank of St. Louis, issue 25.
    4. Hernández del Valle Gerardo, 2015. "On the pricing of defaultable bonds and Hitting times of Ito processes," Working Papers 2015-21, Banco de México.
    5. Bokun, Kathryn O. & Jackson, Laura E. & Kliesen, Kevin L. & Owyang, Michael T., 2023. "FRED-SD: A real-time database for state-level data with forecasting applications," International Journal of Forecasting, Elsevier, vol. 39(1), pages 279-297.
    6. Kevin J. Lansing, 2019. "Endogenous Forecast Switching Near the Zero Lower Bound," Working Paper Series 2017-24, Federal Reserve Bank of San Francisco.

  13. Kevin L. Kliesen, 2015. "How Accurate Are Measures of Long-Term Inflation Expectations?," Economic Synopses, Federal Reserve Bank of St. Louis, issue 9.

    Cited by:

    1. Christelis, Dimitris & Georgarakos, Dimitris & Jappelli, Tullio & van Rooij, Maarten, 2020. "Trust in the central bank and inflation expectation," Working Paper Series 2375, European Central Bank.
    2. Ioana A. Duca & Geoff Kenny & Andreas Reuter, 2019. "Inflation Expectations, Consumption and the Lower Bound: Micro Evidence from a Large Euro Area Survey," European Economy - Discussion Papers 092, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
    3. Duca-Radu, Ioana & Kenny, Geoff & Reuter, Andreas, 2021. "Inflation expectations, consumption and the lower bound: Micro evidence from a large multi-country survey," Journal of Monetary Economics, Elsevier, vol. 118(C), pages 120-134.

  14. Kevin L. Kliesen, 2014. "A guide to tracking the U.S. economy," Review, Federal Reserve Bank of St. Louis, vol. 96(1), pages 35-54.

    Cited by:

    1. Sean P. Grover & Kevin L. Kliesen & Michael W. McCracken, 2016. "A Macroeconomic News Index for Constructing Nowcasts of U.S. Real Gross Domestic Product Growth," Review, Federal Reserve Bank of St. Louis, vol. 98(4), pages 277-296.

  15. Kevin L. Kliesen & John A. Tatom, 2013. "U.S. manufacturing and the importance of international trade: it’s not what you think," Review, Federal Reserve Bank of St. Louis, issue Jan, pages 27-50.

    Cited by:

    1. Richard V. Adkisson & Comfort F. Ricketts, 2016. "Exploring the Redistribution of Manufacturing Employment Among the American States in the Face of Overall Declines in Employment," Economic Development Quarterly, , vol. 30(3), pages 215-231, August.
    2. Kevin L. Kliesen & John A. Tatom, 2018. "Is American manufacturing in decline?," Business Economics, Palgrave Macmillan;National Association for Business Economics, vol. 53(3), pages 107-123, July.
    3. Kazmer, David Owen, 2014. "Manufacturing outsourcing, onshoring, and global equilibrium," Business Horizons, Elsevier, vol. 57(4), pages 463-472.
    4. Kevin L. Kliesen & John A. Tatom, 2018. "Here’s Why U.S. Manufacturing Is Fundamentally Strong," Economic Synopses, Federal Reserve Bank of St. Louis, issue 4, pages 1-4.
    5. Holod, Dmytro & Torna, Gökhan, 2018. "Do community banks contribute to international trade? Evidence from U.S. Data," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 57(C), pages 185-204.

  16. Kevin L. Kliesen, 2013. "The Fed’s strategy for exiting from unconventional policy: key principles, potential challenges," The Regional Economist, Federal Reserve Bank of St. Louis, issue October.

    Cited by:

    1. James B. Bullard & Kevin L. Kliesen, 2016. "Three Challenges to Central Bank Orthodoxy," Review, Federal Reserve Bank of St. Louis, vol. 98(1), pages 1-16.

  17. Kevin L. Kliesen, 2013. "Uncertainty and the economy," The Regional Economist, Federal Reserve Bank of St. Louis, issue Apr.

    Cited by:

    1. E. Gaffeo & M. Molinari, 2016. "Macroprudential consolidation policy in interbank networks," Journal of Evolutionary Economics, Springer, vol. 26(1), pages 77-99, March.
    2. Chen, Junping & Xiong, Xiong & Zhu, Jie & Zhu, Xiaoneng, 2017. "Asset prices and economic fluctuations: The implications of stochastic volatility," Economic Modelling, Elsevier, vol. 64(C), pages 128-140.
    3. Smales, Lee A., 2020. "Examining the relationship between policy uncertainty and market uncertainty across the G7," International Review of Financial Analysis, Elsevier, vol. 71(C).
    4. Liosi, Konstantina, 2023. "The sources of economic uncertainty: Evidence from eurozone markets," Journal of Multinational Financial Management, Elsevier, vol. 69(C).

  18. R. Alton Gilbert & Kevin L. Kliesen & Andrew P. Meyer & David C. Wheelock, 2012. "Federal Reserve lending to troubled banks during the financial crisis, 2007-2010," Review, Federal Reserve Bank of St. Louis, vol. 94(May), pages 221-242.

    Cited by:

    1. Mark Carlson & Burcu Duygan-Bump & William Nelson, 2015. "Why do we need both liquidity regulations and a lender of last resort? A perspective from Federal Reserve lending during the 2007-09 US financial crisis," BIS Working Papers 493, Bank for International Settlements.
    2. Chang, Su-Hsin & Contessi, Silvio & Francis, Johanna L., 2014. "Understanding the accumulation of bank and thrift reserves during the U.S. financial crisis," Journal of Economic Dynamics and Control, Elsevier, vol. 43(C), pages 78-106.

  19. Kevin L. Kliesen & David C. Wheelock, 2012. "How well do initial claims forecast employment growth over the business cycle and over time?," Economic Synopses, Federal Reserve Bank of St. Louis.

    Cited by:

    1. Hassan Mohammadi & Daniel Rich, 2013. "Dynamics of Unemployment Insurance Claims: An Application of ARIMA-GARCH Models," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 41(4), pages 413-425, December.
    2. John Carter Braxton, 2013. "Revisiting the use of initial jobless claims as a labor market indicator," Research Working Paper RWP 13-03, Federal Reserve Bank of Kansas City.

  20. Richard G Anderson & Kevin L Kliesen, 2012. "How Does the FOMC Learn About Economic Revolutions? Evidence from the New Economy Era, 1994–2001," Business Economics, Palgrave Macmillan;National Association for Business Economics, vol. 47(1), pages 27-56, January.

    Cited by:

    1. Jacobs, Jan P.A.M. & van Norden, Simon, 2016. "Why are initial estimates of productivity growth so unreliable?," Journal of Macroeconomics, Elsevier, vol. 47(PB), pages 200-213.

  21. Kevin L. Kliesen & Daniel L. Thornton, 2012. "How good are the government’s deficit and debt projections and should we care?," Review, Federal Reserve Bank of St. Louis, vol. 94(Jan), pages 21-39.

    Cited by:

    1. Metodij Hadzi-Vaskov & Mr. Luca A Ricci & Alejandro M. Werner & Rene Zamarripa, 2021. "Authorities’ Fiscal Forecasts in Latin America: Are They Optimistic?," IMF Working Papers 2021/154, International Monetary Fund.
    2. Dean Croushore & Simon van Norden, 2014. "Fiscal policy: ex ante and ex post," Working Papers 14-22, Federal Reserve Bank of Philadelphia.
    3. Simon van Norden, 2015. "Estimates of Québec’s Growth Uncertainty," CIRANO Project Reports 2015rp-01, CIRANO.
    4. Dean Croushore & Simon van Norden, 2018. "Fiscal Forecasts at the FOMC: Evidence from the Greenbooks," The Review of Economics and Statistics, MIT Press, vol. 100(5), pages 933-945, December.
    5. Kevin L. Kliesen, 2020. "Bad Medicine? Federal Debt and Deficits after COVID-19," Economic Synopses, Federal Reserve Bank of St. Louis, issue 32, May.
    6. Branch, William A. & Gasteiger, Emanuel, 2019. "Endogenously (non-)Ricardian beliefs," ECON WPS - Working Papers in Economic Theory and Policy 03/2019, TU Wien, Institute of Statistics and Mathematical Methods in Economics, Economics Research Unit.
    7. Andrew Martinez, 2014. "How Good Are U.S. Government Forecasts of the Federal Debt?," Economics Series Working Papers 727, University of Oxford, Department of Economics.
    8. Arai, Natsuki, 2020. "Investigating the inefficiency of the CBO’s budgetary projections," International Journal of Forecasting, Elsevier, vol. 36(4), pages 1290-1300.

  22. Kevin L. Kliesen & Michael T. Owyang & E. Katarina Vermann, 2012. "Disentangling diverse measures: a survey of financial stress indexes," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 369-398.

    Cited by:

    1. David Aikman & Michael T. Kiley & Seung Jung Lee & Michael G. Palumbo & Missaka Warusawitharana, 2015. "Mapping Heat in the U.S. Financial System," Finance and Economics Discussion Series 2015-59, Board of Governors of the Federal Reserve System (U.S.).
    2. Vdovychenko, Artem & Oros, Galyna, 2014. "Financial stress index: estimation and application in empirical researches in Ukraine," MPRA Paper 69337, University Library of Munich, Germany.
    3. Chadwick, Meltem Gulenay & Ozturk, Huseyin, 2019. "Measuring financial systemic stress for Turkey: A search for the best composite indicator," Economic Systems, Elsevier, vol. 43(1), pages 151-172.
    4. Zouheir Ahmed Mighri & Majid Ibrahim Alsaggaf, 2019. "Asymmetric Threshold Cointegration and Nonlinear Adjustment between Oil Prices and Financial Stress," International Journal of Energy Economics and Policy, Econjournals, vol. 9(3), pages 87-105.
    5. Mirna Dumičić, 2015. "Financial Stability Indicators – the Case of Croatia," Working Papers 43, The Croatian National Bank, Croatia.
    6. Kappler, Marcus & Schleer, Frauke, 2017. "A financially stressed euro area," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 11, pages 1-37.
    7. Mittnik, Stefan & Semmler, Willi, 2013. "The real consequences of financial stress," Journal of Economic Dynamics and Control, Elsevier, vol. 37(8), pages 1479-1499.
    8. Ana Beatriz Galvão & Michael T. Owyang, 2018. "Financial Stress Regimes and the Macroeconomy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(7), pages 1479-1505, October.
    9. Magkonis, Georgios & Tsopanakis, Andreas, 2016. "The financial and fiscal stress interconnectedness: The case of G5 economies," International Review of Financial Analysis, Elsevier, vol. 46(C), pages 62-69.
    10. Lepers, Etienne & Sánchez Serrano, Antonio, 2017. "Decomposing financial (in)stability in emerging economies," ESRB Working Paper Series 39, European Systemic Risk Board.
    11. Gallegati, Marco & Delli Gatti, Domenico, 2018. "Macrofinancial imbalances in historical perspective: A global crisis index," Journal of Economic Dynamics and Control, Elsevier, vol. 91(C), pages 190-205.
    12. Christophe Blot & Jérôme Creel & Paul Hubert & Fabien Labondance & Francesco Saraceno, 2014. "Assessing the link between Price and Financial Stability," Sciences Po publications 2014-02, Sciences Po.
    13. Raputsoane, Leroi, 2018. "Monetary policy reaction function pre and post the global financial crisis," MPRA Paper 84866, University Library of Munich, Germany.
    14. Elsayed, Ahmed H. & Yarovaya, Larisa, 2019. "Financial stress dynamics in the MENA region: Evidence from the Arab Spring," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 62(C), pages 20-34.
    15. Shiyi Wang, 2019. "Capital Flow Volatility: The Effects of Financial Development and Global Financial Conditions," 2019 Papers pwa945, Job Market Papers.
    16. Sofiane Aboura & Björn van Roye, 2017. "Financial stress and economic dynamics: An application to France," Working Papers hal-01526393, HAL.
    17. Paul Ormerod & Rickard Nyman & David Tuckett, 2015. "Measuring Financial Sentiment to Predict Financial Instability: A New Approach based on Text Analysis," Papers 1508.05357, arXiv.org.
    18. Leroi RAPUTSOANE, 2015. "Alternative Measures of Credit Extension for Countercyclical Buffer Decisions in South Africa," Turkish Economic Review, KSP Journals, vol. 2(4), pages 210-221, December.
    19. Hartwell, Christopher A., 2014. "The impact of institutional volatility on financial volatility in transition economies: a GARCH family approach," BOFIT Discussion Papers 6/2014, Bank of Finland Institute for Emerging Economies (BOFIT).
    20. Rémy Charleroy & Michael A. Stemmer, 2014. "An Emerging Market Financial Conditions Index: A VAR Approach," Post-Print halshs-01110688, HAL.
    21. Leroi RAPUTSOANE, 2015. "The lean versus clean debate and monetary policy in South Africa," Journal of Economics and Political Economy, KSP Journals, vol. 2(4), pages 467-480, December.
    22. Manfred Kremer, 2016. "Macroeconomic effects of financial stress and the role of monetary policy: a VAR analysis for the euro area," International Economics and Economic Policy, Springer, vol. 13(1), pages 105-138, January.
    23. Gaglianone, Wagner Piazza & Dutra Areosa, Waldyr, 2017. "Financial Conditions Indicator for Brazil," IDB Publications (Working Papers) 8488, Inter-American Development Bank.
    24. Frauke Schleer & Willi Semmler, 2014. "Financial Sector and Output Dynamics in the Euro Area: Non-linearities Reconsidered," SCEPA working paper series. 2014-5, Schwartz Center for Economic Policy Analysis (SCEPA), The New School.
    25. Donal Smith, 2016. "The International Impact of Financial Shocks: A Global VAR and Connectedness Measures Approach," Discussion Papers 16/07, Department of Economics, University of York.
    26. Sona Benecka & Petr Polak, 2023. "Regional sentiment of Central European currencies in the global context," Occasional Publications - Chapters in Edited Volumes, in: CNB Global Economic Outlook - March 2023, pages 13-20, Czech National Bank.
    27. Mansour Ishrakieh, Layal & Dagher, Leila & El Hariri, Sadika, 2018. "The Institute of Financial Economics Financial Stress Index (IFEFSI) for Lebanon," MPRA Paper 116054, University Library of Munich, Germany.
    28. Gurnain Pasricha & Tom Roberts & Ian Christensen & Brad Howell, 2013. "Assessing Financial System Vulnerabilities: An Early Warning Approach," Bank of Canada Review, Bank of Canada, vol. 2013(Autumn), pages 10-19.
    29. Robert Vermeulen & Marco Hoeberichts & Bořek Vašíček & Diana Žigraiová & Kateřina Šmídková & Jakob Haan, 2015. "Financial Stress Indices and Financial Crises," Open Economies Review, Springer, vol. 26(3), pages 383-406, July.
    30. Begüm Yurteri Kösedağlı & A. Özlem Önder, 2021. "Determinants of financial stress in emerging market economies: Are spatial effects important?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(3), pages 4653-4669, July.
    31. Hyeongwoo Kim & Wen Shi, 2016. "Forecasting Financial Vulnerability in the US: A Factor Model Approach," Auburn Economics Working Paper Series auwp2016-15, Department of Economics, Auburn University.
    32. Filip, Bogdan Florin, 2014. "Financial-Monetary Instability Factors within the Framework of the Recent Crisis in Romania," Working Papers of National Institute for Economic Research 141213, Institutul National de Cercetari Economice (INCE).
    33. Duprey, Thibaut & Klaus, Benjamin, 2022. "Early warning or too late? A (pseudo-)real-time identification of leading indicators of financial stress," Journal of Banking & Finance, Elsevier, vol. 138(C).
    34. Caporin, Massimiliano & Garcia-Jorcano, Laura & Jimenez-Martin, Juan-Angel, 2021. "TrAffic LIght system for systemic Stress: TALIS3," The North American Journal of Economics and Finance, Elsevier, vol. 57(C).
    35. Vašíček, Bořek & Žigraiová, Diana & Hoeberichts, Marco & Vermeulen, Robert & Šmídková, Kateřina & de Haan, Jakob, 2017. "Leading indicators of financial stress: New evidence," Journal of Financial Stability, Elsevier, vol. 28(C), pages 240-257.
    36. Bogdan Florin FILIP, 2014. "Monetary Tensions And Factors Generating Them," Journal of Public Administration, Finance and Law, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 0(Special i), pages 75-84, September.
    37. Stolbov, Mikhail & Shchepeleva, Maria & Karminsky, Alexander, 2022. "When central bank research meets Google search: A sentiment index of global financial stress," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 81(C).
    38. Noh-Sun Kwark & Changhyun Lee, 2020. "Asymmetric Effects of Financial Conditions on GDP Growth in Korea: A Quantile Regression Analysis," Working Papers 2005, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy).
    39. Mr. Nicolas Arregui & Mr. Selim A Elekdag & Mr. Gaston Gelos & Romain Lafarguette & Dulani Seneviratne, 2018. "Can Countries Manage Their Financial Conditions Amid Globalization?," IMF Working Papers 2018/015, International Monetary Fund.
    40. Iulia Andreea Bucur & Mircea Muntean, 2014. "An Overview Of Fiscal Consolidation Process In The European Union," Studies and Scientific Researches. Economics Edition, "Vasile Alecsandri" University of Bacau, Faculty of Economic Sciences, issue 20.
    41. Phillip Monin, 2017. "The OFR Financial Stress Index," Working Papers 17-04, Office of Financial Research, US Department of the Treasury.
    42. Mirna Dumicic, 2015. "Financial stress indicators for small, open, highly euroized countries: the case of Croatia," Financial Theory and Practice, Institute of Public Finance, vol. 39(2), pages 171-203.
    43. Sirio Aramonte & Samuel Rosen & John W. Schindler, 2013. "Assessing and combining financial conditions indexes," Finance and Economics Discussion Series 2013-39, Board of Governors of the Federal Reserve System (U.S.).
    44. Malgorzata Iwanicz-Drozdowska & Pawel Smaga & Bartosz Witkowski, 2017. "Role of Foreign Capital in Stability of Banking Sectors in CESEE Countries," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 67(6), pages 492-511, October.
    45. Simone Arrigoni & Alina Bobasu & Fabrizio Venditti, 2022. "Measuring Financial Conditions using Equal Weights Combination," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 70(4), pages 668-697, December.
    46. Thibaut Duprey & Benjamin Klaus & Tuomas Peltonen, 2016. "Dating Systemic Financial Stress Episodes in the EU Countries," Staff Working Papers 16-11, Bank of Canada.
    47. Raputsoane, Leroi, 2018. "Targeting financial stress as opposed to the exchange rate," MPRA Paper 84865, University Library of Munich, Germany.
    48. Bucacos, Elizabeth, 2017. "Financial Conditions and Monetary Policy in Uruguay: An MS-VAR Approach," IDB Publications (Working Papers) 8275, Inter-American Development Bank.
    49. Stona, Filipe & Morais, Igor A.C. & Triches, Divanildo, 2018. "Economic dynamics during periods of financial stress: Evidences from Brazil," International Review of Economics & Finance, Elsevier, vol. 55(C), pages 130-144.
    50. Mansour Ishrakieh, Layal & Dagher, Leila & El Hariri, Sadika, 2018. "Not the usual suspects: Critical indicators in a dollarized country's Financial Stress Index," MPRA Paper 116086, University Library of Munich, Germany.
    51. Carmen Broto & Matías Lamas, 2016. "Measuring market liquidity in us fixed income markets: a new synthetic indicator," Working Papers 1608, Banco de España.
    52. Elizabeth Bucacos & Patricia Carballo & Miguel Mello & Jorge Ponce, 2022. "COVID-19 in Uruguay: A survey of policy responses and their impact," Documentos de trabajo 2022002, Banco Central del Uruguay.
    53. Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas, 2015. "Carry and Trend Following Returns in the Foreign Exchange Market," Discussion Papers 15/07, Department of Economics, University of York.
    54. Kevin L. Kliesen, 2014. "A guide to tracking the U.S. economy," Review, Federal Reserve Bank of St. Louis, vol. 96(1), pages 35-54.
    55. Chen, Ruoyu & Iqbal, Najaf & Irfan, Muhammad & Shahzad, Farrukh & Fareed, Zeeshan, 2022. "Does financial stress wreak havoc on banking, insurance, oil, and gold markets? New empirics from the extended joint connectedness of TVP-VAR model," Resources Policy, Elsevier, vol. 77(C).
    56. Layal MansourIshrakieh & Leila Dagher & Sadika El Hariri, 2020. "A financial stress index for a highly dollarized developing country : The case of Lebanon," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 20(2), pages 43-52.
    57. Hong, Yanran & Wang, Lu & Liang, Chao & Umar, Muhammad, 2022. "Impact of financial instability on international crude oil volatility: New sight from a regime-switching framework," Resources Policy, Elsevier, vol. 77(C).
    58. Hong, Yanran & Li, Pan & Wang, Lu & Zhang, Yaojie, 2023. "New evidence of extreme risk transmission between financial stress and international crude oil markets," Research in International Business and Finance, Elsevier, vol. 64(C).
    59. Chavleishvili, Sulkhan & Kremer, Manfred, 2023. "Measuring systemic financial stress and its risks for growth," Working Paper Series 2842, European Central Bank.
    60. Schleer, Frauke & Semmler, Willi, 2014. "Financial sector-output dynamics in the euro area: Non-linearities reconsidered," ZEW Discussion Papers 13-068 [rev.], ZEW - Leibniz Centre for European Economic Research.
    61. Raputsoane, Leroi, 2018. "Temporal homogeneity between financial stress and the economic cycle," MPRA Paper 91119, University Library of Munich, Germany.
    62. Taicir Mezghani & Mouna Boujelbène Abbes, 2023. "Forecast the Role of GCC Financial Stress on Oil Market and GCC Financial Markets Using Convolutional Neural Networks," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 30(3), pages 505-530, September.
    63. Sensoy, Ahmet & Ozturk, Kevser & Hacihasanoglu, Erk, 2014. "Constructing a financial fragility index for emerging countries," Finance Research Letters, Elsevier, vol. 11(4), pages 410-419.
    64. Balcilar, Mehmet & Elsayed, Ahmed H. & Hammoudeh, Shawkat, 2023. "Financial connectedness and risk transmission among MENA countries: Evidence from connectedness network and clustering analysis1," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 82(C).
    65. Hartmann, Philipp & Hubrich, Kirstin & Kremer, Manfred & Tetlow, Robert J., 2013. "Melting down: Systemic financial instability and the macroeconomy," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 80487, Verein für Socialpolitik / German Economic Association.
    66. Carrillo Julio A. & García Ana Laura, 2021. "The COVID-19 Economic Crisis in Mexico through the Lens of a Financial Conditions Index," Working Papers 2021-23, Banco de México.
    67. Pedro Gomis-Porqueras & Romina Ruprecht & Xuan Zhou, 2023. "A Financial Stress Index for a Small Open Economy: The Australian Case," Finance and Economics Discussion Series 2023-029, Board of Governors of the Federal Reserve System (U.S.).
    68. Nicolaas van der Wath, 2016. "Gauging financial conditions in South Africa," Working Papers 10/2016, Stellenbosch University, Department of Economics.
    69. Kappler, Marcus & Schleer, Frauke, 2013. "How many factors and shocks cause financial stress?," ZEW Discussion Papers 13-100, ZEW - Leibniz Centre for European Economic Research.
    70. Pedro Pires Ribeiro & José Dias Curto, 2017. "Volatility spillover effects in interbank money markets," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 153(1), pages 105-136, February.
    71. Elizabeth Bucacos, 2018. "Financial Conditions and Monetary Policy in Uruguay: An MS-VAR Approach," MIC 2018: Managing Global Diversities; Proceedings of the Joint International Conference, Bled, Slovenia, 30 May–2 June 2018,, University of Primorska Press.
    72. John Dooley & Dieter Gramlich & Mikhail V. Oet & Stephen J. Ong & Peter Sarlin, 2015. "Evaluating the Information Value for Measures of Systemic Conditions," Working Papers (Old Series) 1513, Federal Reserve Bank of Cleveland.
    73. Simone Auer, 2017. "A Financial Conditions Index for the CEE economies," Temi di discussione (Economic working papers) 1145, Bank of Italy, Economic Research and International Relations Area.
    74. Mirna Dumičić, 2016. "Financial Stability Indicators – The Case of Croatia," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 5(1), pages 113-140.
    75. Oet, Mikhail V. & Gramlich, Dieter & Sarlin, Peter, 2016. "Evaluating measures of adverse financial conditions," Journal of Financial Stability, Elsevier, vol. 27(C), pages 234-249.
    76. Phillip J. Monin, 2019. "The OFR Financial Stress Index," Risks, MDPI, vol. 7(1), pages 1-21, February.
    77. George A. Waters, 2013. "Quantity versus Price Rationing of Credit: An Empirical Test," IJFS, MDPI, vol. 1(3), pages 1-9, July.
    78. Arnold, Ivo J.M., 2020. "Internet search volumes of UK banks during the crisis: The role of banking structure and business model," Global Finance Journal, Elsevier, vol. 45(C).
    79. Ikhlaas Gurrib, 2018. "Can an Energy Futures Index Predict US Stock Market Index Movements?," International Journal of Energy Economics and Policy, Econjournals, vol. 8(5), pages 230-240.
    80. Mansour-Ichrakieh, Layal & Zeaiter, Hussein, 2019. "The role of geopolitical risks on the Turkish economy opportunity or threat," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
    81. MacDonald, Ronald & Sogiakas, Vasilios & Tsopanakis, Andreas, 2015. "An investigation of systemic stress and interdependencies within the Eurozone and Euro Area countries," Economic Modelling, Elsevier, vol. 48(C), pages 52-69.
    82. Lawson, Jeremy & Watt, Abigail & Martinez, Carolina & Fu, Rong, 2019. "Chinese Financial Conditions and their Spillovers to the Global Economy and Markets," CEPR Discussion Papers 14065, C.E.P.R. Discussion Papers.
    83. Iñaki Aldasoro & Peter Hördahl & Sonya Zhu, 2022. "Under pressure: market conditions and stress," BIS Quarterly Review, Bank for International Settlements, September.
    84. Magkonis, Georgios & Tsopanakis, Andreas, 2014. "Exploring the effects of financial and fiscal vulnerabilities on G7 economies: Evidence from SVAR analysis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 32(C), pages 343-367.

  23. Kevin L. Kliesen & Michael W. McCracken & Linpeng Zheng, 2011. "Initial claims and employment growth: are we at the threshold?," Economic Synopses, Federal Reserve Bank of St. Louis.

    Cited by:

    1. Kevin L. Kliesen, 2014. "A guide to tracking the U.S. economy," Review, Federal Reserve Bank of St. Louis, vol. 96(1), pages 35-54.
    2. John Carter Braxton, 2013. "Revisiting the use of initial jobless claims as a labor market indicator," Research Working Paper RWP 13-03, Federal Reserve Bank of Kansas City.

  24. Kevin L. Kliesen & Michael T. Owyang, 2011. "Using Brent and WTI oil prices to predict gasoline prices," Economic Synopses, Federal Reserve Bank of St. Louis.

    Cited by:

    1. Robert Socha, 2014. "Asymetria relacji cen paliw płynnych w Polsce i cen ropy naftowej," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 5, pages 133-160.

  25. Engemann, Kristie M. & Kliesen, Kevin L. & Owyang, Michael T., 2011. "Do Oil Shocks Drive Business Cycles? Some U.S. And International Evidence," Macroeconomic Dynamics, Cambridge University Press, vol. 15(S3), pages 498-517, November.
    See citations under working paper version above.
  26. Richard G. Anderson & Kevin L. Kliesen, 2010. "FOMC learning and productivity growth (1985-2003): a reading of the record," Review, Federal Reserve Bank of St. Louis, vol. 92(Mar), pages 129-154.

    Cited by:

    1. Jan P. A. M. Jacobs & Simon van Norden, 2010. "Lessons from the latest data on U.S. productivity," Working Papers 11-1, Federal Reserve Bank of Philadelphia.
    2. Jacobs, Jan P.A.M. & van Norden, Simon, 2016. "Why are initial estimates of productivity growth so unreliable?," Journal of Macroeconomics, Elsevier, vol. 47(PB), pages 200-213.
    3. Richard G. Anderson & Kevin L. Kliesen, 2011. "How does the FOMC learn about economic revolutions? evidence from the New Economy Era, 1994-2001," Working Papers 2011-041, Federal Reserve Bank of St. Louis.

  27. Bryan J. Noeth & Rajdeep Sengupta, 2010. "Flight to safety and U.S. Treasury securities," The Regional Economist, Federal Reserve Bank of St. Louis, issue Jul, pages 18-19.

    Cited by:

    1. Rangan Gupta & Sowmya Subramaniam & Elie Bouri & Qiang Ji, 2020. "Infectious Disease-Related Uncertainty and the Safe-Haven Characteristic of US Treasury Securities," Working Papers 202078, University of Pretoria, Department of Economics.
    2. Hager, Sandy Brian, 2015. "Corporate Ownership of the Public Debt: Mapping the New Aristocracy of Finance," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 13(3), pages 505-523.
    3. Michael J. Fleming & Haoyang Liu & Rich Podjasek & Jake Schurmeier, 2021. "The Federal Reserve’s Market Functioning Purchases," Staff Reports 998, Federal Reserve Bank of New York.
    4. Hager, Sandy Brian, 2015. "Public Debt as Corporate Power: Mapping the New Aristocracy of Finance," Working Papers on Capital as Power 2015/01, Capital As Power - Toward a New Cosmology of Capitalism.
    5. Ahmed Baig & Drew B. Winters, 2022. "The search for a new reference rate," Review of Quantitative Finance and Accounting, Springer, vol. 58(3), pages 939-976, April.
    6. Müller, Gernot & Georgiadis, Georgios & Schumann, Ben, 2021. "Global Risk and the Dollar," CEPR Discussion Papers 16245, C.E.P.R. Discussion Papers.
    7. Austin Shelton, 2017. "The value of stop-loss, stop-gain strategies in dynamic asset allocation," Journal of Asset Management, Palgrave Macmillan, vol. 18(2), pages 124-143, March.
    8. Nasir, Muhammad Ali & Le, Thi Ngoc Lan & Ghabri, Yosra & Huynh, Luu Duc Toan, 2023. "Sovereign bonds and flight to safety: Implications of the COVID-19 crisis for sovereign debt markets in the G-7 and E-7 economies," International Review of Financial Analysis, Elsevier, vol. 86(C).
    9. Woon Sau Leung & Nicholas Taylor, 2013. "Testing for contagion: the impact of US structured markets on international financial markets," Chapters, in: Adrian R. Bell & Chris Brooks & Marcel Prokopczuk (ed.), Handbook of Research Methods and Applications in Empirical Finance, chapter 11, pages 256-284, Edward Elgar Publishing.
    10. Hager, Sandy Brian, 2016. "Public Debt, Inequality and Power. The Making of a Modern Debt State," EconStor Books, ZBW - Leibniz Information Centre for Economics, number 157976.
    11. Cheema, Muhammad A. & Faff, Robert & Szulczyk, Kenneth R., 2022. "The 2008 global financial crisis and COVID-19 pandemic: How safe are the safe haven assets?," International Review of Financial Analysis, Elsevier, vol. 83(C).

  28. Rajeev R. Bhaskar & Yadav K. Gopalan & Kevin L. Kliesen, 2010. "Commercial real estate: a drag for some banks but maybe not for U.S. economy," The Regional Economist, Federal Reserve Bank of St. Louis, issue Jan, pages 10-11.

    Cited by:

    1. Russell Kashian & Richard McGregory & Robert Drago, 2017. "Minority owned banks and efficiency revisited," Journal of Productivity Analysis, Springer, vol. 48(2), pages 97-116, December.

  29. Kevin L. Kliesen, 2010. "Inflation may be the next dragon to slay," The Regional Economist, Federal Reserve Bank of St. Louis, issue Jan, pages 4-9.

    Cited by:

    1. Sell, Friedrich L. & Reinisch, David C., 2013. "How do Beveridge and Phillips curves in the euro area behave under the stress of the world economic crisis?," Working Papers in Economics 2013,1, Bundeswehr University Munich, Economic Research Group.
    2. Friedrich L. SELL & David C. REINISCH, 2013. "How do the Eurozone's Beveridge and Phillips curves perform in the face of global economic crisis?," International Labour Review, International Labour Organization, vol. 152(2), pages 191-204, June.

  30. Kevin L. Kliesen & Douglas C. Smith, 2010. "Measuring financial market stress," Economic Synopses, Federal Reserve Bank of St. Louis.

    Cited by:

    1. Arianna Miglietta & Fabrizio Venditti, 2019. "An indicator of macro-financial stress for Italy," Questioni di Economia e Finanza (Occasional Papers) 497, Bank of Italy, Economic Research and International Relations Area.
    2. Christian Glocker & Serguei Kaniovski, 2014. "A financial market stress indicator for Austria," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 41(3), pages 481-504, August.
    3. van Roye, Björn, 2011. "Financial stress and economic activity in Germany and the Euro Area," Kiel Working Papers 1743, Kiel Institute for the World Economy (IfW Kiel).
    4. Vladyslav Filatov, 2020. "A New Financial Stress Index for Ukraine," IHEID Working Papers 15-2020, Economics Section, The Graduate Institute of International Studies.
    5. Sopitpongstorn, Nithi & Silvapulle, Param & Gao, Jiti & Fenech, Jean-Pierre, 2021. "Local logit regression for loan recovery rate," Journal of Banking & Finance, Elsevier, vol. 126(C).
    6. Nithi Sopitpongstorn & Param Silvapulle & Jiti Gao, 2017. "Local logit regression for recovery rate," Monash Econometrics and Business Statistics Working Papers 19/17, Monash University, Department of Econometrics and Business Statistics.
    7. Qadan, Mahmoud & Nama, Hazar, 2018. "Investor sentiment and the price of oil," Energy Economics, Elsevier, vol. 69(C), pages 42-58.
    8. Gallegati, Marco & Delli Gatti, Domenico, 2018. "Macrofinancial imbalances in historical perspective: A global crisis index," Journal of Economic Dynamics and Control, Elsevier, vol. 91(C), pages 190-205.
    9. Bitetto, Alessandro & Cerchiello, Paola & Mertzanis, Charilaos, 2023. "On the efficient synthesis of short financial time series: A Dynamic Factor Model approach," Finance Research Letters, Elsevier, vol. 53(C).
    10. Kremer, Manfred & Lo Duca, Marco & Holló, Dániel, 2012. "CISS - a composite indicator of systemic stress in the financial system," Working Paper Series 1426, European Central Bank.
    11. Hertrich Markus, 2019. "A Novel Housing Price Misalignment Indicator for Germany," German Economic Review, De Gruyter, vol. 20(4), pages 759-794, December.
    12. Hubrich, Kirstin & Tetlow, Robert J., 2015. "Financial stress and economic dynamics: The transmission of crises," Journal of Monetary Economics, Elsevier, vol. 70(C), pages 100-115.
    13. Yao, Xiaoyang & Le, Wei & Sun, Xiaolei & Li, Jianping, 2020. "Financial stress dynamics in China: An interconnectedness perspective," International Review of Economics & Finance, Elsevier, vol. 68(C), pages 217-238.
    14. Magkonis, Georgios & Tsopanakis, Andreas, 2020. "The Financial Connectedness Between Eurozone Core And Periphery: A Disaggregated View," Macroeconomic Dynamics, Cambridge University Press, vol. 24(7), pages 1674-1699, October.
    15. Rémy Charleroy & Michael A. Stemmer, 2014. "An Emerging Market Financial Conditions Index: A VAR Approach," Post-Print halshs-01110688, HAL.
    16. Wang, Ningli & You, Wanhai, 2023. "New insights into the role of global factors in BRICS stock markets: A quantile cointegration approach," Economic Systems, Elsevier, vol. 47(2).
    17. Mark A. Carlson & Kurt F. Lewis & William R. Nelson, 2012. "Using policy intervention to identify financial stress," Finance and Economics Discussion Series 2012-02, Board of Governors of the Federal Reserve System (U.S.).
    18. Mikhail V. Oet & John M. Dooley & Amanda C. Janosko & Dieter Gramlich & Stephen J. Ong, 2015. "Supervising System Stress in Multiple Markets," Risks, MDPI, vol. 3(3), pages 1-25, September.
    19. Michał Fronc & Piotr Mielus, 2017. "Financial convergence on emerging markets: the case of CEE countries," Bank i Kredyt, Narodowy Bank Polski, vol. 48(2), pages 149-172.
    20. Diana Zigraiova & Petr Jakubik, 2014. "Systemic Event Prediction by Early Warning System," Working Papers IES 2014/01, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jan 2014.
    21. Nina Boyarchenko & Richard K. Crump & Anna Kovner & Or Shachar, 2021. "Measuring Corporate Bond Market Dislocations," Staff Reports 957, Federal Reserve Bank of New York.
    22. Mansour Ishrakieh, Layal & Dagher, Leila & El Hariri, Sadika, 2018. "The Institute of Financial Economics Financial Stress Index (IFEFSI) for Lebanon," MPRA Paper 116054, University Library of Munich, Germany.
    23. Altınkeski, Buket Kırcı & Cevik, Emrah Ismail & Dibooglu, Sel & Kutan, Ali M., 2022. "Financial stress transmission between the U.S. and the Euro Area," Journal of Financial Stability, Elsevier, vol. 60(C).
    24. Hyeongwoo Kim & Wen Shi, 2016. "Forecasting Financial Vulnerability in the US: A Factor Model Approach," Auburn Economics Working Paper Series auwp2016-15, Department of Economics, Auburn University.
    25. Mikhail V. Oet & John M. Dooley & Stephen J. Ong, 2015. "The Financial Stress Index: Identification of Systemic Risk Conditions," Risks, MDPI, vol. 3(3), pages 1-25, September.
    26. Qadan, Mahmoud & Aharon, David Y., 2019. "Can investor sentiment predict the size premium?," International Review of Financial Analysis, Elsevier, vol. 63(C), pages 10-26.
    27. Sneharthi Gayen, 2016. "A Measure of Downside Risk in Multivariate Setup with Application in Measuring Financial Stress," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 78(2), pages 287-315, November.
    28. Carpenter, Seth & Demiralp, Selva & Schlusche, Bernd & Senyuz, Zeynep, 2014. "Measuring stress in money markets: A dynamic factor approach," Economics Letters, Elsevier, vol. 125(1), pages 101-106.
    29. Björn Roye, 2014. "Financial stress and economic activity in Germany," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 41(1), pages 101-126, February.
    30. Wan†Chien Chiu & Juan Ignacio Peña & Chih†Wei Wang, 2015. "Measuring Systemic Risk: Common Factor Exposures and Tail Dependence Effects," European Financial Management, European Financial Management Association, vol. 21(5), pages 833-866, November.
    31. Bernardi, Mauro & Costola, Michele, 2019. "High-dimensional sparse financial networks through a regularised regression model," SAFE Working Paper Series 244, Leibniz Institute for Financial Research SAFE.
    32. Sirio Aramonte & Samuel Rosen & John W. Schindler, 2013. "Assessing and combining financial conditions indexes," Finance and Economics Discussion Series 2013-39, Board of Governors of the Federal Reserve System (U.S.).
    33. Laura Pareja Restrepo, 2016. "Financial Interdependence and Contagion: the transmission of financial stress from the United States to Latin America," Documentos CEDE 14235, Universidad de los Andes, Facultad de Economía, CEDE.
    34. Thibaut Duprey & Benjamin Klaus & Tuomas Peltonen, 2016. "Dating Systemic Financial Stress Episodes in the EU Countries," Staff Working Papers 16-11, Bank of Canada.
    35. Stona, Filipe & Morais, Igor A.C. & Triches, Divanildo, 2018. "Economic dynamics during periods of financial stress: Evidences from Brazil," International Review of Economics & Finance, Elsevier, vol. 55(C), pages 130-144.
    36. Oet, Mikhail V. & Bianco, Timothy & Gramlich, Dieter & Ong, Stephen J., 2013. "SAFE: An early warning system for systemic banking risk," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4510-4533.
    37. Liu, Renren & Chen, Jianzhong & Wen, Fenghua, 2021. "The nonlinear effect of oil price shocks on financial stress: Evidence from China," The North American Journal of Economics and Finance, Elsevier, vol. 55(C).
    38. Layal MansourIshrakieh & Leila Dagher & Sadika El Hariri, 2020. "A financial stress index for a highly dollarized developing country : The case of Lebanon," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 20(2), pages 43-52.
    39. Chavleishvili, Sulkhan & Kremer, Manfred, 2023. "Measuring systemic financial stress and its risks for growth," Working Paper Series 2842, European Central Bank.
    40. Krzysztof Drachal, 2019. "Analysis of Agricultural Commodities Prices with New Bayesian Model Combination Schemes," Sustainability, MDPI, vol. 11(19), pages 1-23, September.
    41. Nicola, Giancarlo & Cerchiello, Paola & Aste, Tomaso, 2020. "Information network modeling for U.S. banking systemic risk," LSE Research Online Documents on Economics 107563, London School of Economics and Political Science, LSE Library.
    42. Dovern, Jonas & van Roye, Björn, 2013. "International transmission of financial stress: Evidence from a GVAR," Kiel Working Papers 1844, Kiel Institute for the World Economy (IfW Kiel).
    43. Alessandro Bitetto & Paola Cerchiello & Charilaos Mertzanis, 2021. "A data-driven approach to measuring financial soundness throughout the world," DEM Working Papers Series 199, University of Pavia, Department of Economics and Management.
    44. Mike West, 2020. "Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 72(1), pages 1-31, February.
    45. Chen, Jinyu & Wang, Yilin & Ren, Xiaohang, 2023. "Asymmetric effect of financial stress on China’s precious metals market: Evidence from a quantile-on-quantile regression," Research in International Business and Finance, Elsevier, vol. 64(C).
    46. Haddou, Samira, 2022. "International financial stress spillovers to bank lending: Do internal characteristics matter?," International Review of Financial Analysis, Elsevier, vol. 83(C).
    47. Qadan, Mahmoud & Jacob, Maram, 2022. "The value premium and investors' appetite for risk," International Review of Economics & Finance, Elsevier, vol. 82(C), pages 194-219.
    48. Flori, Andrea & Pammolli, Fabio & Spelta, Alessandro, 2021. "Commodity prices co-movements and financial stability: A multidimensional visibility nexus with climate conditions," Journal of Financial Stability, Elsevier, vol. 54(C).
    49. Dovern, Jonas & van Roye, Björn, 2014. "International transmission and business-cycle effects of financial stress," Journal of Financial Stability, Elsevier, vol. 13(C), pages 1-17.
    50. Mansour-Ichrakieh, Layal, 2020. "The impact of Israeli Geopolitical Risks on the Lebanese Financial Market: A Destabilizer Multiplier," MPRA Paper 99376, University Library of Munich, Germany.
    51. Andrea Cipollini & Ieva Mikaliunaite, 2021. "Financial distress and real economic activity in Lithuania: a Granger causality test based on mixed-frequency VAR," Empirical Economics, Springer, vol. 61(2), pages 855-881, August.
    52. Polat, Onur & Ozkan, Ibrahim, 2019. "Transmission mechanisms of financial stress into economic activity in Turkey," Journal of Policy Modeling, Elsevier, vol. 41(2), pages 395-415.
    53. Laura Garcia-Jorcano & Lidia Sanchis-Marco, 2023. "Measuring Systemic Risk Using Multivariate Quantile-Located ES Models," Journal of Financial Econometrics, Oxford University Press, vol. 21(1), pages 1-72.
    54. Phillip J. Monin, 2019. "The OFR Financial Stress Index," Risks, MDPI, vol. 7(1), pages 1-21, February.
    55. Qadan, Mahmoud, 2019. "Risk appetite, idiosyncratic volatility and expected returns," International Review of Financial Analysis, Elsevier, vol. 65(C).
    56. Tan, Sook-Rei & Li, Changtai & Yeap, Xiu Wei, 2022. "A time-varying copula approach for constructing a daily financial systemic stress index," The North American Journal of Economics and Finance, Elsevier, vol. 63(C).
    57. Hyeongwoo Kim & Wen Shi, 2015. "Forecasting Financial Market Vulnerability in the U.S.: A Factor Model Approach," Auburn Economics Working Paper Series auwp2015-04, Department of Economics, Auburn University.
    58. Eleonora Iachini & Stefano Nobili, 2014. "An indicator of systemic liquidity risk in the Italian financial markets," Questioni di Economia e Finanza (Occasional Papers) 217, Bank of Italy, Economic Research and International Relations Area.
    59. Mansour-Ichrakieh, Layal & Zeaiter, Hussein, 2019. "The role of geopolitical risks on the Turkish economy opportunity or threat," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
    60. Jacob Boudoukh & Jordan Brooks & Matthew Richardson & Zhikai Xu, 2016. "The Complexity of Liquidity: The Extraordinary Case of Sovereign Bonds," NBER Working Papers 22576, National Bureau of Economic Research, Inc.
    61. Lawson, Jeremy & Watt, Abigail & Martinez, Carolina & Fu, Rong, 2019. "Chinese Financial Conditions and their Spillovers to the Global Economy and Markets," CEPR Discussion Papers 14065, C.E.P.R. Discussion Papers.

  31. Kevin L. Kliesen, 2010. "Low interest rates have benefits … and costs," The Regional Economist, Federal Reserve Bank of St. Louis, issue Oct, pages 6-7.

    Cited by:

    1. Kang‐Soek Lee & Richard A. Werner, 2023. "Are lower interest rates really associated with higher growth? New empirical evidence on the interest rate thesis from 19 countries," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(4), pages 3960-3975, October.

  32. Joshua A. Byrge & Kevin L. Kliesen, 2008. "Ethanol: economic gain or drain?," The Regional Economist, Federal Reserve Bank of St. Louis, issue Jul, pages 4-9.

    Cited by:

    1. Zaman Sajid & Maria Aparecida Batista da Silva & Syed Nasir Danial, 2021. "Historical Analysis of the Role of Governance Systems in the Sustainable Development of Biofuels in Brazil and the United States of America (USA)," Sustainability, MDPI, vol. 13(12), pages 1-24, June.

  33. William T. Gavin & Kevin L. Kliesen, 2008. "Forecasting inflation and output: comparing data-rich models with simple rules," Review, Federal Reserve Bank of St. Louis, vol. 90(May), pages 175-192.
    See citations under working paper version above.
  34. Kevin L. Kliesen, 2008. "Oil and the U.S. macroeconomy: an update and a simple forecasting exercise," Review, Federal Reserve Bank of St. Louis, vol. 90(Sep), pages 505-516.
    See citations under working paper version above.
  35. Kevin L. Kliesen, 2007. "How well does employment predict output?," Review, Federal Reserve Bank of St. Louis, vol. 89(Sep), pages 433-446.

    Cited by:

    1. Kurose, Kazuhiro, 2009. "The relation between the speed of demand saturation and the dynamism of the labour market," Structural Change and Economic Dynamics, Elsevier, vol. 20(2), pages 151-159, June.

  36. Kevin L. Kliesen & Frank A. Schmid, 2006. "Macroeconomic news and real interest rates," Review, Federal Reserve Bank of St. Louis, vol. 88(Mar), pages 133-144.

    Cited by:

    1. Constantine Alexandrakis, 2014. "Technological change and the U.S. real interest rate," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 38(4), pages 672-686, October.
    2. Brevik, Frode & d'Addona, Stefano, 2013. "Is Ignorance Bliss? The Cost Of Business-Cycle Uncertainty," Macroeconomic Dynamics, Cambridge University Press, vol. 17(4), pages 728-746, June.
    3. Kevin L. Kliesen, 2007. "How well does employment predict output?," Review, Federal Reserve Bank of St. Louis, vol. 89(Sep), pages 433-446.
    4. Liebermann, Joelle, 2011. "The Impact of Macroeconomic News on Bond Yields: (In)Stabilities over Time and Relative Importance," Research Technical Papers 7/RT/11, Central Bank of Ireland.

  37. Kevin L. Kliesen, 2006. "Rising natural gas prices and real economic activity," Review, Federal Reserve Bank of St. Louis, vol. 88(Nov), pages 511-526.

    Cited by:

    1. C. Emre Alper & Orhan Torul, 2009. "Asymmetric Effects of Oil Prices on the Manufacturing Sector in Turkey," Working Papers 2009/06, Bogazici University, Department of Economics.
    2. Vipin Arora & Yiyong Cai, 2014. "U.S. Natural Gas Exports and their Global Impacts," CAMA Working Papers 2014-22, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    3. Ji, Qiang & Geng, Jiang-Bo & Fan, Ying, 2014. "Separated influence of crude oil prices on regional natural gas import prices," Energy Policy, Elsevier, vol. 70(C), pages 96-105.
    4. Arora Vipin, 2014. "Aggregate impacts of recent US natural gas trends," The B.E. Journal of Macroeconomics, De Gruyter, vol. 14(1), pages 1-25, January.
    5. Geng, Jiang-Bo & Xu, Xiao-Yue & Ji, Qiang, 2020. "The time-frequency impacts of natural gas prices on US economic activity," Energy, Elsevier, vol. 205(C).
    6. Y lmaz BAYAR & Cuneyt KILIC, 2014. "Effects of Oil and Natural Gas Prices on Industrial Production in the Eurozone Member Countries," International Journal of Energy Economics and Policy, Econjournals, vol. 4(2), pages 238-247.
    7. Payne, James E. & Loomis, David G. & Wilson, Renardo, 2011. "Residential Natural Gas Demand in Illinois: Evidence from the ARDL Bounds Testing Approach," Journal of Regional Analysis and Policy, Mid-Continent Regional Science Association, vol. 41(2), pages 1-10.
    8. Vipin Arora and Jozef Lieskovsky, 2014. "Natural Gas and U.S. Economic Activity," The Energy Journal, International Association for Energy Economics, vol. 0(Number 3).
    9. Ribeiro Scarcioffolo, Alexandre & Etienne, Xiaoli L., 2018. "Does Economic Policy Uncertainty Affect Energy Market Volatility and Vice-Versa?," 2018 Annual Meeting, August 5-7, Washington, D.C. 273976, Agricultural and Applied Economics Association.
    10. Ioannis Dokas & Georgios Oikonomou & Minas Panagiotidis & Eleftherios Spyromitros, 2023. "Macroeconomic and Uncertainty Shocks’ Effects on Energy Prices: A Comprehensive Literature Review," Energies, MDPI, vol. 16(3), pages 1-35, February.

  38. Kevin L. Kliesen, 2006. "Survey says families are digging deeper into debt," The Regional Economist, Federal Reserve Bank of St. Louis, issue Jul, pages 12-13.

    Cited by:

    1. Lewis, Mervyn K., 2009. "The origins of the sub-prime crisis: Inappropriate policies, regulations, or both?," Accounting forum, Elsevier, vol. 33(2), pages 114-126.

  39. Richard G. Anderson & Kevin L. Kliesen, 2006. "The 1990s acceleration in labor productivity: causes and measurement," Review, Federal Reserve Bank of St. Louis, vol. 88(May), pages 181-202.

    Cited by:

    1. René Cabral & André Varella Mollick & Eduardo Saucedo, 2016. "Violence in Mexico and its effects on labor productivity," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 56(2), pages 317-339, March.
    2. Elliott, Graham & Müller, Ulrich K, 2014. "Pre and post break parameter inference," University of California at San Diego, Economics Working Paper Series qt4j733246, Department of Economics, UC San Diego.
    3. Kevin L. Kliesen & John A. Tatom, 2018. "Is American manufacturing in decline?," Business Economics, Palgrave Macmillan;National Association for Business Economics, vol. 53(3), pages 107-123, July.
    4. Richard G. Anderson & Kevin L. Kliesen, 2010. "FOMC learning and productivity growth (1985-2003): a reading of the record," Review, Federal Reserve Bank of St. Louis, vol. 92(Mar), pages 129-154.
    5. Jan P. A. M. Jacobs & Simon van Norden, 2010. "Lessons from the latest data on U.S. productivity," Working Papers 11-1, Federal Reserve Bank of Philadelphia.
    6. Jacobs, Jan P.A.M. & van Norden, Simon, 2016. "Why are initial estimates of productivity growth so unreliable?," Journal of Macroeconomics, Elsevier, vol. 47(PB), pages 200-213.
    7. Hilda Kahne & Zachary Mabel, 2010. "Single Mothers and Other Low Earners: Policy Routes to Adequate Wages," Poverty & Public Policy, John Wiley & Sons, vol. 2(3), pages 113-149, August.
    8. Antonio Paradiso, 2023. "A reconstruction of the time series of global technology from 5500 BC to the 2000s," Working Papers 2023:12, Department of Economics, University of Venice "Ca' Foscari".

  40. Hui Guo & Kevin L. Kliesen, 2005. "Oil price volatility and U.S. macroeconomic activity," Review, Federal Reserve Bank of St. Louis, vol. 87(Nov), pages 669-684.

    Cited by:

    1. Yusuf Soner Başkaya & Timur Hülagü & Hande Küçük, 2013. "Oil Price Uncertainty in a Small Open Economy," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 61(1), pages 168-198, April.
    2. Renato Agurto & Fernando Fuentes & Carlos Garcia & Esteban Skoknic, 2013. "Power Generation and the Business Cycle: The Impact of Delaying Investment," ILADES-UAH Working Papers inv290, Universidad Alberto Hurtado/School of Economics and Business.
    3. Fan, Minyou & Li, Youwei & Liu, Jiadong, 2017. "Risk adjusted momentum strategies: a comparison between constant and dynamic volatility scaling approaches," MPRA Paper 83510, University Library of Munich, Germany.
    4. Plante, Michael, 2019. "OPEC in the news," Energy Economics, Elsevier, vol. 80(C), pages 163-172.
    5. Gabriel Rodríguez & Dennis Alvaro & Ángel Guillén, 2016. "Modelling the Volatility of Commodities Prices using a Stochastic Volatility Model with Random Level Shifts," Documentos de Trabajo / Working Papers 2016-414, Departamento de Economía - Pontificia Universidad Católica del Perú.
    6. Vivek Ghosal & Yang Ye, 2015. "Uncertainty and the employment dynamics of small and large businesses," Small Business Economics, Springer, vol. 44(3), pages 529-558, March.
    7. Antonio Ruiz-Porras & Javier Emmanuel Anguiano Pita, 2016. "Modelación de las dinámicas, volatilidades e interrelaciones de los rendimientos del petróleo mexicano, BRENT y WTI," Ensayos Revista de Economia, Universidad Autonoma de Nuevo Leon, Facultad de Economia, vol. 0(2), pages 175-194, November.
    8. Rafiq, Shudhasattwa & Sgro, Pasquale & Apergis, Nicholas, 2016. "Asymmetric oil shocks and external balances of major oil exporting and importing countries," Energy Economics, Elsevier, vol. 56(C), pages 42-50.
    9. Vespignani, Joaquin & Raghavan, Mala & Majumder, Monoj Kumar, 2019. "Oil Curse, Economic Growth and Trade Openness," Working Papers 2019-06, University of Tasmania, Tasmanian School of Business and Economics.
    10. Thai-Ha LE & Youngho CHANG, 2011. "The Impact of Oil Price Fluctuations on Stock Markets in Developed and Emerging Economies," Economic Growth Centre Working Paper Series 1103, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
    11. Horváth, Lajos & Rice, Gregory & Zhao, Yuqian, 2022. "Change point analysis of covariance functions: A weighted cumulative sum approach," Journal of Multivariate Analysis, Elsevier, vol. 189(C).
    12. Sofiane Aboura & Julien Chevallier, 2016. "Oil vs. gasoline: The dark side of volatility and taxation," Post-Print halshs-01348705, HAL.
    13. Byun, Suk Joon & Cho, Hangjun, 2013. "Forecasting carbon futures volatility using GARCH models with energy volatilities," Energy Economics, Elsevier, vol. 40(C), pages 207-221.
    14. Raggad, Bechir, 2021. "Time varying causal relationship between renewable energy consumption, oil prices and economic activity: New evidence from the United States," Resources Policy, Elsevier, vol. 74(C).
    15. Lalita Anand & M. Thenmozhi & Nikhil Varaiya & Saumitra Bhadhuri, 2018. "Impact of Macroeconomic Factors on Cash Holdings?: A Dynamic Panel Model," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 17(1_suppl), pages 27-53, April.
    16. Jozef Barunik & Evzen Kocenda & Lukas Vacha, 2014. "How does bad and good volatility spill over across petroleum markets?," Papers 1405.2445, arXiv.org.
    17. Jean Pierre Fernández Prada Saucedo & Gabriel Rodríguez, 2020. "Modeling the Volatility of Returns on Commodities: An Application and Empirical Comparison of GARCH and SV Models," Documentos de Trabajo / Working Papers 2020-484, Departamento de Economía - Pontificia Universidad Católica del Perú.
    18. Nadhem Selmi & Nejib Hachicha, 2014. "Were Oil Price Markets the Source of Credit Crisis in European Countries? Evidence Using a VAR-MGARCH-DCC Model," International Journal of Energy Economics and Policy, Econjournals, vol. 4(2), pages 169-177.
    19. Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat, 2009. "Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets," CARF F-Series CARF-F-162, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
    20. Edson VENGESAI & Adefemi A. OBALADE & Paul-Francois MUZINDUTSI, 2021. "Country Risk Dynamics and Stock Market Volatility: Evidence from the JSE Cross-Sector Analysis," Journal of Economics and Financial Analysis, Tripal Publishing House, vol. 5(2), pages 63-84.
    21. Wang, Zanxin & Wei, Wei & Luo, Junwen & Calderon, Margaret, 2019. "The effects of petroleum product price regulation on macroeconomic stability in China," Energy Policy, Elsevier, vol. 132(C), pages 96-105.
    22. Alola, Andrew A. & Adekoya, Oluwasegun B. & Oliyide, Johnson A., 2022. "Outlook of oil prices and volatility from 1970 to 2040 through global energy mix-security from production to reserves: A nonparametric causality-in-quantiles approach," Resources Policy, Elsevier, vol. 79(C).
    23. Shiu-Sheng Chen and Kai-Wei Hsu, 2013. "Oil Price Volatility and Bilateral Trade," The Energy Journal, International Association for Energy Economics, vol. 0(Number 1).
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    26. Vinish Kathuria & Jyotirmayee Sabat, 2020. "Is Exchange Rate Volatility Symmetric to Oil Price Volatility? An Investigation for India," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 18(3), pages 525-550, September.
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    58. Singh, Vipul Kumar & Nishant, Shreyank & Kumar, Pawan, 2018. "Dynamic and directional network connectedness of crude oil and currencies: Evidence from implied volatility," Energy Economics, Elsevier, vol. 76(C), pages 48-63.
    59. Junhee Lee & Joonhyuk Song, 2011. "Oil and Macroeconomy: The Case of Korea," NBER Chapters, in: Commodity Prices and Markets, pages 263-290, National Bureau of Economic Research, Inc.
    60. Le, Thai-Ha & Chang, Youngho, 2011. "Dynamic relationships between the price of oil, gold and financial variables in Japan: a bounds testing approach," MPRA Paper 33030, University Library of Munich, Germany.
    61. Afia Malik, 2010. "Oil Prices and Economic Activity in Pakistan," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, vol. 11(2), pages 223-244, September.
    62. Yating, Yang & Mughal, Nafeesa & Wen, Jun & Thi Ngan, Truong & Ramirez-Asis, Edwin & Maneengam, Apichit, 2022. "Economic performance and natural resources commodity prices volatility: Evidence from global data," Resources Policy, Elsevier, vol. 78(C).
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    65. Lang, Korbinian & Auer, Benjamin R., 2020. "The economic and financial properties of crude oil: A review," The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
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    68. Wei Kang & David Penn & Joachim Zietz, 2015. "The response of state employment to oil price volatility," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 39(3), pages 478-500, July.
    69. Arouri, Mohamed El Hedi & Lahiani, Amine & Nguyen, Duc Khuong, 2011. "Return and volatility transmission between world oil prices and stock markets of the GCC countries," Economic Modelling, Elsevier, vol. 28(4), pages 1815-1825, July.
    70. Yu Hsing, 2016. "Is Real Depreciation Expansionary? The Case of Ireland," Bulletin of Applied Economics, Risk Market Journals, vol. 3(1), pages 1-9.
    71. Lotfalipour, Mohammad Reza & sargolzaie, Ali & Salehnia, Narges, 2022. "Natural resources: A curse on welfare?," Resources Policy, Elsevier, vol. 79(C).
    72. Tian, Xiao & Duong, Huu Nhan & Kalev, Petko S., 2019. "Information content of the limit order book for crude oil futures price volatility," Energy Economics, Elsevier, vol. 81(C), pages 584-597.
    73. Le, Thai-Ha & Nguyen, Canh Phuc, 2019. "Is energy security a driver for economic growth? Evidence from a global sample," Energy Policy, Elsevier, vol. 129(C), pages 436-451.
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    75. Simeon Oludiran Akinleye & Stephen Ekpo, 2013. "Oil Price Shocks and Macroeconomic Performance in Nigeria," Economía Mexicana NUEVA ÉPOCA, CIDE, División de Economía, vol. 0(4, Cierre), pages 565-624.
    76. Ni, Xiewen & Wang, Zanxin & Akbar, Ahsan & Ali, Sher, 2022. "Measuring natural resources rents volatility: Evidence from EGARCH and TGARCH for global data," Resources Policy, Elsevier, vol. 76(C).
    77. Maku Olukayode E. & Ogede Jimoh S. & Osisanwo Bukonla G., 2021. "Oil Price and Macroeconomic Fundamentals in African Net Oil-Exporting Countries: Evidence from Toda–Yamamoto and Homogeneous Causality Tests," Acta Universitatis Sapientiae, Economics and Business, Sciendo, vol. 9(1), pages 102-114, September.
    78. Evangelia Papapetrou, 2013. "Oil prices and economic activity in Greece," Economic Change and Restructuring, Springer, vol. 46(4), pages 385-397, November.
    79. Wiafe, Emmanuel A. & Barnor, Charles & Quaidoo, Christopher, 2014. "Oil price shocks and domestic price investment in Ghana," MPRA Paper 60777, University Library of Munich, Germany.
    80. Michael Plante & Nora Traum, 2012. "Time-Varying Oil Price Volatility and Macroeconomic Aggregates," CAEPR Working Papers 2012-002, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
    81. Kaushik Ranjan Bandyopadhyay, 2022. "Oil and Gas Markets and COVID-19: A Critical Rumination on Drivers, Triggers, and Volatility," Energies, MDPI, vol. 15(8), pages 1-21, April.
    82. Muhammad Faraz Riaz & Maqbool Hussain Sial & Samia Nasreen, 2016. "Impact of Oil Price Volatility on Manufacturing Production of Pakistan," Bulletin of Energy Economics (BEE), The Economics and Social Development Organization (TESDO), vol. 4(1), pages 23-34, March.
    83. Khalifa, Ahmed A.A. & Otranto, Edoardo & Hammoudeh, Shawkat & Ramchander, Sanjay, 2016. "Volatility transmission across currencies and commodities with US uncertainty measures," The North American Journal of Economics and Finance, Elsevier, vol. 37(C), pages 63-83.
    84. Elder, John, 2020. "Employment and energy uncertainty," The Journal of Economic Asymmetries, Elsevier, vol. 21(C).
    85. Rahman, Sajjadur & Serletis, Apostolos, 2010. "The asymmetric effects of oil price and monetary policy shocks: A nonlinear VAR approach," Energy Economics, Elsevier, vol. 32(6), pages 1460-1466, November.
    86. Lin, Jie & Xiao, Hao & Chai, Jian, 2023. "Dynamic effects and driving intermediations of oil price shocks on major economies," Energy Economics, Elsevier, vol. 124(C).
    87. Ewing, Bradley T. & Malik, Farooq, 2013. "Volatility transmission between gold and oil futures under structural breaks," International Review of Economics & Finance, Elsevier, vol. 25(C), pages 113-121.
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  41. Kevin L. Kliesen, 2005. "Battle at bond bluff: forecasters vs. financial markets," National Economic Trends, Federal Reserve Bank of St. Louis, issue Jun.

    Cited by:

    1. Weißbach, Rafael & Ponyatovskyy, Vladyslav & Zimmermann, Guido, 2006. "The Yield of Ten-Year T-Bonds: Stumbling Towards a 'Good' Forecast," Technical Reports 2006,50, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.

  42. Kevin L. Kliesen & Howard J. Wall, 2004. "A jobless recovery with more people working?," The Regional Economist, Federal Reserve Bank of St. Louis, issue Apr, pages 10-11.

    Cited by:

    1. David E. Rapach & Jack K. Strauss, 2005. "Forecasting employment growth in Missouri with many potentially relevant predictors: an analysis of forecast combining methods," Regional Economic Development, Federal Reserve Bank of St. Louis, issue Nov, pages 97-112.

  43. Kevin L. Kliesen & Frank A. Schmid, 2004. "Fear of hell might fire up the economy," The Regional Economist, Federal Reserve Bank of St. Louis, issue Jul, pages 10-11.

    Cited by:

    1. Mohammed Rawwas & Ziad Swaidan & Jamal Al-Khatib, 2006. "Does Religion Matter? A Comparison Study of the Ethical Beliefs of Marketing Students of Religious and Secular Universities in Japan," Journal of Business Ethics, Springer, vol. 65(1), pages 69-86, April.

  44. Kevin L. Kliesen & Frank A. Schmid, 2004. "Monetary policy actions, macroeconomic data releases, and inflation expectations," Review, Federal Reserve Bank of St. Louis, vol. 86(May), pages 9-22.

    Cited by:

    1. Ullrich, Katrin, 2007. "Inflation Expectations of Experts and ECB Communication," ZEW Discussion Papers 07-054, ZEW - Leibniz Centre for European Economic Research.
    2. Juan Camilo Galvis Ciro & Juan Camilo Anzoategui-Zapata, 2019. "Efectos de los anuncios de política monetaria y la credibilidad sobre las expectativas de inflación: evidencia para Colombia," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia, vol. 38(67), pages 73-94, February.
    3. Marlene Amstad & Andreas M. Fischer, 2009. "Are Weekly Inflation Forecasts Informative?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(2), pages 237-252, April.
    4. Andreas Fischer & Marlene Amstad, 2004. "Sequential Information Flow and Real-Time Diagnosis of Swiss Inflation: Intra-Monthly DCF Estimates for a Low-Inflation Environment," Working Papers 04.06, Swiss National Bank, Study Center Gerzensee.
    5. Gabriel Caldas Montes & Rodolfo Tomás da Fonseca Nicolay, 2015. "Central bank’s perception on inflation and inflation expectations of experts," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 42(6), pages 1142-1158, November.
    6. Ou Sun & Zhixin Liu, 2016. "Comparison of Monetary Policy Actions and Central Bank Communication on Tackling Asset Price Bubbles—Evidence from China’s Stock Market," PLOS ONE, Public Library of Science, vol. 11(11), pages 1-20, November.
    7. Haryo Kuncoro, 2021. "Central Bank Communication and Policy Interest Rate," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 12(1), pages 76-91, January.
    8. Kevin L. Kliesen, 2007. "How well does employment predict output?," Review, Federal Reserve Bank of St. Louis, vol. 89(Sep), pages 433-446.
    9. Liebermann, Joelle, 2011. "The Impact of Macroeconomic News on Bond Yields: (In)Stabilities over Time and Relative Importance," Research Technical Papers 7/RT/11, Central Bank of Ireland.
    10. G. C. Montes & L. V. Oliveira & A. Curi & R. T. F. Nicolay, 2016. "Effects of transparency, monetary policy signalling and clarity of central bank communication on disagreement about inflation expectations," Applied Economics, Taylor & Francis Journals, vol. 48(7), pages 590-607, February.
    11. Pongsak Luangaram & Yuthana Sethapramote, 2016. "Central Bank Communication and Monetary Policy Effectiveness: Evidence from Thailand," PIER Discussion Papers 20, Puey Ungphakorn Institute for Economic Research.
    12. Rosa, Carlo & Verga, Giovanni, 2007. "On the consistency and effectiveness of central bank communication: Evidence from the ECB," European Journal of Political Economy, Elsevier, vol. 23(1), pages 146-175, March.
    13. Fernandes, Cecilia Melo, 2021. "ECB communication as a stabilization and coordination device: evidence from ex-ante inflation uncertainty," Working Paper Series 2582, European Central Bank.

  45. Kevin L. Kliesen, 2003. "Big government the comeback kid?," The Regional Economist, Federal Reserve Bank of St. Louis, issue Jan, pages 4-9.

    Cited by:

    1. Joshua Hall & Donald Lacombe & Maria Tackett, 2020. "Income Tax Adoption and Spatial Diffusion," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 48(2), pages 185-193, June.
    2. Thomas A. Garrett & Russell M. Rhine, 2006. "On the size and growth of government," Review, Federal Reserve Bank of St. Louis, vol. 88(Jan), pages 13-30.

  46. Kevin L. Kliesen, 2003. "Was Y2K behind the business investment boom and bust?," Review, Federal Reserve Bank of St. Louis, vol. 85(Jan), pages 31-42.

    Cited by:

    1. Jonathan McCarthy, 2004. "What investment patterns across equipment and industries tell us about the recent investment boom and bust," Current Issues in Economics and Finance, Federal Reserve Bank of New York, vol. 10(May).
    2. Mihir A. Desai & Austan D. Goolsbee, 2004. "Investment, Fiscal Policy, and Capital Overhang," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 35(2), pages 285-355.

  47. Kevin L. Kliesen, 2003. "The 2001 recession: how was it different and what developments may have caused it?," Review, Federal Reserve Bank of St. Louis, vol. 85(Sep), pages 23-38.

    Cited by:

    1. Karnizova Lilia, 2012. "News Shocks, Productivity and the U.S. Investment Boom-Bust Cycle," The B.E. Journal of Macroeconomics, De Gruyter, vol. 12(1), pages 1-50, June.
    2. Li, Bob & Boo, Yee Ling & Ee, Mong Shan & Chen, Cindy, 2013. "A re-examination of firm's attributes and share returns: Evidence from the Chinese A-shares market," International Review of Financial Analysis, Elsevier, vol. 28(C), pages 174-181.
    3. Pearce II, John A. & Michael, Steven C., 2006. "Strategies to prevent economic recessions from causing business failure," Business Horizons, Elsevier, vol. 49(3), pages 201-209.
    4. Xing, Kai & Luo, Dan & Liu, Lanlan, 2023. "Macroeconomic conditions, corporate default, and default clustering," Economic Modelling, Elsevier, vol. 118(C).
    5. Wang, Lu & Wu, Jianhong, 2022. "Estimation of high-dimensional factor models with multiple structural changes," Economic Modelling, Elsevier, vol. 108(C).
    6. Dan, Sujan M. & Spaid, Brian I. & Noble, Charles H., 2018. "Exploring the sources of design innovations: Insights from the computer, communications and audio equipment industries," Research Policy, Elsevier, vol. 47(8), pages 1495-1504.
    7. Pablo Mejía-Reyes & Reyna Vergara-González, 2015. "Are more severe recessions followed by stronger recoveries? Evidence from the Mexican states employment," ERSA conference papers ersa15p1223, European Regional Science Association.
    8. Bharman Gulati & Stephan Weiler, 2021. "Risk, Recessions, and Resilience: Towards Sustainable Local Labor Markets through Employment Portfolio Analysis," Sustainability, MDPI, vol. 13(14), pages 1-20, July.

  48. William T. Gavin & Kevin L. Kliesen, 2002. "Unemployment insurance claims and economic activity," Review, Federal Reserve Bank of St. Louis, vol. 84(May), pages 15-28.

    Cited by:

    1. Hassan Mohammadi & Daniel Rich, 2013. "Dynamics of Unemployment Insurance Claims: An Application of ARIMA-GARCH Models," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 41(4), pages 413-425, December.
    2. Todd E. Clark & Michael W. McCracken, 2009. "Combining Forecasts from Nested Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(3), pages 303-329, June.
    3. Marcelle Chauvet & Jeremy M. Piger, 2003. "Identifying business cycle turning points in real time," Review, Federal Reserve Bank of St. Louis, vol. 85(Mar), pages 47-61.
    4. Min Jeong Kim & Dohyoung Kwon, 2023. "Dynamic asset allocation strategy: an economic regime approach," Journal of Asset Management, Palgrave Macmillan, vol. 24(2), pages 136-147, March.
    5. Kevin L. Kliesen & David C. Wheelock, 2012. "How well do initial claims forecast employment growth over the business cycle and over time?," Economic Synopses, Federal Reserve Bank of St. Louis.
    6. Francisco Blasques & Siem Jan Koopman & André Lucas, 2014. "Optimal Formulations for Nonlinear Autoregressive Processes," Tinbergen Institute Discussion Papers 14-103/III, Tinbergen Institute.
    7. John Carter Braxton, 2013. "Revisiting the use of initial jobless claims as a labor market indicator," Research Working Paper RWP 13-03, Federal Reserve Bank of Kansas City.

  49. Kevin L. Kliesen, 2002. "Die another day? budget deficits and interest rates," National Economic Trends, Federal Reserve Bank of St. Louis, issue Dec.

    Cited by:

    1. John A. Tatom, 2005. "Deficits and the Economy: All Deficits Are Not Created Equal," NFI Working Papers 2005-WP-01, Indiana State University, Scott College of Business, Networks Financial Institute.
    2. William Milberg, 2007. "Is the Sky Falling?:," Challenge, Taylor & Francis Journals, vol. 50(6), pages 91-108.
    3. Andrea Terzi, 2007. "WP 2007-4 Fiscal deficits in the U.S. and Europe: Revisiting the link with interest rates," SCEPA working paper series. 2007-4, Schwartz Center for Economic Policy Analysis (SCEPA), The New School.

  50. Kevin L. Kliesen & Daniel L. Thornton, 2001. "The expected federal budget surplus: how much confidence should the public and policymakers place in the projections?," Review, Federal Reserve Bank of St. Louis, vol. 83(Mar), pages 11-24.

    Cited by:

    1. John A. Tatom, 2005. "Deficits and the Economy: All Deficits Are Not Created Equal," NFI Working Papers 2005-WP-01, Indiana State University, Scott College of Business, Networks Financial Institute.
    2. Hostland Doug, 2010. "Fiscal Planning in an Era of Economic Stability," EcoMod2002 330800035, EcoMod.
    3. Kevin L. Kliesen & Daniel L. Thornton, 2012. "How good are the government’s deficit and debt projections and should we care?," Review, Federal Reserve Bank of St. Louis, vol. 94(Jan), pages 21-39.
    4. Arai, Natsuki & Iizuka, Nobuo & Yamamoto, Yohei, 2022. "The Efficiency of the Government’s Revenue Projections," Discussion paper series HIAS-E-122, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
    5. David C. Wheelock, 2002. "Conducting monetary policy without government debt: the Fed's early years," Review, Federal Reserve Bank of St. Louis, vol. 84(May), pages 1-14.
    6. Arai, Natsuki, 2020. "Investigating the inefficiency of the CBO’s budgetary projections," International Journal of Forecasting, Elsevier, vol. 36(4), pages 1290-1300.

  51. William T. Gavin & Kevin L. Kliesen, 2000. "Available labor supply," National Economic Trends, Federal Reserve Bank of St. Louis, issue Feb.

    Cited by:

    1. Gern, Klaus-Jürgen & Gottschalk, Jan & Kamps, Christophe & Sander, Birgit & Scheide, Joachim & Strauß, Hubert, 2000. "Weltwirtschaftliche Dynamik auf dem Höhepunkt," Open Access Publications from Kiel Institute for the World Economy 2399, Kiel Institute for the World Economy (IfW Kiel).

  52. Kevin L. Kliesen & William Poole, 2000. "Agriculture outcomes and monetary policy actions: Kissin' cousins?," Review, Federal Reserve Bank of St. Louis, vol. 82(May), pages 1-12.

    Cited by:

    1. Cho, Guedae & Kim, MinKyoung & Koo, Won W., 2003. "Relative Agricultural Price Changes In Different Time Horizons," 2003 Annual meeting, July 27-30, Montreal, Canada 22249, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    2. Koo, Won W. & Cho, Guedae & Kim, MinKyoung, 2005. "Macro Effects on Agricultural Prices in Different Time Horizons," 2005 Annual meeting, July 24-27, Providence, RI 19349, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    3. Kevin L. Kliesen & John A. Tatom, 2013. "U.S. manufacturing and the importance of international trade: it’s not what you think," Review, Federal Reserve Bank of St. Louis, issue Jan, pages 27-50.

  53. Kevin L. Kliesen, 1999. "The NAIRU: tailor-made for the Fed?," The Regional Economist, Federal Reserve Bank of St. Louis, issue Oct.

    Cited by:

    1. Elise Marifian & Scott A. Wolla, 2012. "The output gap: a “potentially” unreliable measure of economic health?," Page One Economics Newsletter, Federal Reserve Bank of St. Louis, issue nov, pages 1-3, November.

  54. Kevin L. Kliesen, 1999. "Putting business software purchases into the national accounts," National Economic Trends, Federal Reserve Bank of St. Louis, issue Nov.

    Cited by:

    1. Lowell R. Ricketts & Scott A. Wolla, 2012. "The legacy of the Olympics: economic burden or boon?," Page One Economics Newsletter, Federal Reserve Bank of St. Louis, issue aug, pages 1-4, August.
    2. Mingyu Chen & Scott A. Wolla, 2012. "“Dewey defeats Truman”: be aware of data revisions," Page One Economics Newsletter, Federal Reserve Bank of St. Louis, issue apr, pages 1-3, April.
    3. Li Li & Scott A. Wolla, 2012. "Higher gasoline prices: temporary or time to buy a hybrid?," Page One Economics Newsletter, Federal Reserve Bank of St. Louis, issue sep, pages 1-4, September.

  55. R. Alton Gilbert & Kevin L. Kliesen, 1996. "Are some agricultural banks too agricultural?," Review, Federal Reserve Bank of St. Louis, vol. 78(Jan), pages 23-36.

    Cited by:

    1. Bierlen, Ralph & Ahrendsen, Bruce L. & Dixon, Bruce L., 1998. "Impacts of Financial Characteristics and the Boom-Bust Cycle on the Farm Inventory-Cash Flow Relationship," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 30(2), pages 363-377, December.
    2. Li, Xiaofei & Escalante, Cesar L. & Epperson, James E. & Gunter, Lewell F., 2012. "Technical Efficiency and the Probability of Bank Failure among Agricultural and Non-Agricultural Banks," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 124591, Agricultural and Applied Economics Association.
    3. Andrew P. Meyer & Timothy J. Yeager, 2001. "Are small rural banks vulnerable to local economic downturns?," Review, Federal Reserve Bank of St. Louis, vol. 83(Mar), pages 25-38.
    4. Kris James Mitchener, 2004. "Bank Supervision, Regulation, and Instability During the Great Depression," NBER Working Papers 10475, National Bureau of Economic Research, Inc.
    5. R. Alton Gilbert & Andrew P. Meyer & Mark D. Vaughan, 1999. "The role of supervisory screens and econometric models in off-site surveillance," Review, Federal Reserve Bank of St. Louis, vol. 81(Nov), pages 31-56.
    6. Ahrendsen, Bruce L. & Bierlen, Ralph W. & Langemeier, Larry N. & Dixon, Bruce L., 1999. "Land Leasing And Debt On Farms: Substitutes Or Complements?," 1999 Annual meeting, August 8-11, Nashville, TN 21671, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    7. Armah, Bernard Kaku Ndarku & Park, Timothy A., 2001. "Evaluating Risk Preferences in Agricultural Bank Management," 2001 Regional Committee NC-221, October 1-2, 2001, McLean, Virginia 132395, Regional Research Committee NC-1014: Agricultural and Rural Finance Markets in Transition.
    8. Albert DePrince & William Ford & Pamela Morris, 2011. "Some causes of interstate differences in community bank performance," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 35(1), pages 22-40, January.

  56. Kevin L. Kliesen, 1996. "Chained, rested and ready: the new and improved GDP," The Regional Economist, Federal Reserve Bank of St. Louis, issue Jan, pages 10-11.

    Cited by:

    1. Stefan Ruediger & Tatiana Batova, 2020. "The Candy Price Index and the Gumball Domestic Product," Journal of Economics Teaching, Journal of Economics Teaching, vol. 5(1), pages 1-16, May.

  57. Kevin L. Kliesen, 1995. "The fixation on international competitiveness," The Regional Economist, Federal Reserve Bank of St. Louis, issue Jan, pages 4-9.

    Cited by:

    1. Mashabela, Juliet & Raputsoane, Leroi, 2018. "Important factors in a nations international competitiveness ranking," MPRA Paper 86477, University Library of Munich, Germany.

  58. R. Alton Gilbert & Kevin L. Kliesen, 1995. "Deregulation or Reregulation of Agricultural Banks," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 77(3), pages 757-761.

    Cited by:

    1. Jalal Akhavein & Lawrence Goldberg & Lawrence White, 2004. "Small Banks, Small Business, and Relationships: An Empirical Study of Lending to Small Farms," Journal of Financial Services Research, Springer;Western Finance Association, vol. 26(3), pages 245-261, December.
    2. Jeffery W. Gunther, 1997. "Geographic liberalization and the accessibility of banking services in rural areas," Financial Industry Studies Working Paper 97-1, Federal Reserve Bank of Dallas.
    3. Jalal Akhavein & Lawrence G. Goldberg & Lawrence J. White, 2002. "Relationship Lending and Denovo Banks: An examination of Bank Lending to Small Farm Borrowers," Working Papers 02-04, New York University, Leonard N. Stern School of Business, Department of Economics.

  59. Kevin L. Kliesen, 1994. "The economics of natural disasters," The Regional Economist, Federal Reserve Bank of St. Louis, issue Apr, pages 5-9.

    Cited by:

    1. Swenja Surminski & Paul Hudson, 2017. "Investigating the Risk Reduction Potential of Disaster Insurance Across Europe," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 42(2), pages 247-274, April.
    2. Marcin Dziubinski & Sanjeev Goyal, 2014. "How to Defend a Network?," Cambridge Working Papers in Economics 1450, Faculty of Economics, University of Cambridge.
    3. Meltzer, Rachel & Ellen, Ingrid Gould & Li, Xiaodi, 2021. "Localized commercial effects from natural disasters: The case of Hurricane Sandy and New York City," Regional Science and Urban Economics, Elsevier, vol. 86(C).
    4. Mariagrazia D'Angeli & Giovanni Marin & Elena Paglialunga, 2022. "Climate Change, Armed Conflicts and Resilience," Working Papers 2022.04, Fondazione Eni Enrico Mattei.
    5. Ahmed Tauqeer Zahid & Farooq AhmadKhan, 2017. "Cost Mitigation of Natural Disasters through Insurance," Indian Journal of Commerce and Management Studies, Educational Research Multimedia & Publications,India, vol. 8(3), pages 16-25, September.
    6. Dziubiński, Marcin Konrad & Goyal, Sanjeev, 2017. "How do you defend a network?," Theoretical Economics, Econometric Society, vol. 12(1), January.
    7. Evgeny V. Balatsky & Natalia A. Ekimova, 2023. "Antifragility of the national economy: A heuristic assessment," Journal of New Economy, Ural State University of Economics, vol. 24(2), pages 28-49, July.
    8. Swenja Surminski & Paul Hudson & Jeroen Aerts & Wouter Botzen & M.Conceição Colaço & Florence Crick & Jill Eldridge & Anna Lorant & António Macedo & Reinhard Mechler & Carlos Neto & Robin Nicolai & Di, 2015. "Novel and improved insurance instruments for risk reduction," GRI Working Papers 188, Grantham Research Institute on Climate Change and the Environment.
    9. Giovanni Marin & Marco Modica & Susanna Paleari & Roberto Zoboli, 2019. "Disaster Risk Management: Building the ‘Disaster Risk Assessment Tool’ for Italy," SEEDS Working Papers 0319, SEEDS, Sustainability Environmental Economics and Dynamics Studies, revised Feb 2019.
    10. Marcin Dziubinski & Sanjeev Goyal & Adrien Vigier, 2015. "Conflict and Networks," Cambridge Working Papers in Economics 1565, Faculty of Economics, University of Cambridge.

  60. Michael T. Belongia & Kevin L. Kliesen, 1994. "Effects On Interest Rates Of Immediately Releasing Fomc Directives," Contemporary Economic Policy, Western Economic Association International, vol. 12(4), pages 79-91, October.

    Cited by:

    1. Reinhart, Vincent & Simin, Timothy, 1997. "The market reaction to federal reserve policy action from 1989 to 1992," Journal of Economics and Business, Elsevier, vol. 49(2), pages 149-168.
    2. Thomas Urich & Paul Wachtel, 2001. "Financial Market Responses To Monetary Policy Changes In The 1990s," Contemporary Economic Policy, Western Economic Association International, vol. 19(3), pages 254-267, July.
    3. Daniel L. Thornton, 1996. "Does the Fed's new policy of immediate disclosure affect the market?," Review, Federal Reserve Bank of St. Louis, issue Nov, pages 77-88.
    4. Antulio N. Bomfim & Vincent Reinhart, 2000. "Making news: financial market effects of Federal Reserve disclosure practices," Finance and Economics Discussion Series 2000-14, Board of Governors of the Federal Reserve System (U.S.).
    5. Annette Vissing-Jorgensen & Adair Morse & Anna Cieslak, 2015. "Stock returns over the FOMC cycle," 2015 Meeting Papers 1197, Society for Economic Dynamics.

  61. Kevin L. Kliesen, 1993. "Restructuring and economic growth: taking the long-term view," The Regional Economist, Federal Reserve Bank of St. Louis, July.

    Cited by:

    1. Huszár, Zsuzsa R. & Tan, Ruth S.K. & Zhang, Weina, 2017. "Do short sellers exploit industry information?," Journal of Empirical Finance, Elsevier, vol. 41(C), pages 118-139.

  62. Kevin L. Kliesen & John A. Tatom, 1992. "The recent credit crunch: the neglected dimensions," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 18-36.

    Cited by:

    1. Jacob A. Bikker & Haixia Hu, 2002. "Cyclical patterns in profits, provisioning and lending of banks and procyclicality of the new Basel capital requirements," BNL Quarterly Review, Banca Nazionale del Lavoro, vol. 55(221), pages 143-175.
    2. Andy Mullineux, 2011. "‘The New Masters of the Universe’: Institutional Shareholder Engagement and the Regulation and Governance of Banks," Chapters, in: Christopher J. Green & Eric J. Pentecost & Tom Weyman-Jones (ed.), The Financial Crisis and the Regulation of Finance, chapter 14, Edward Elgar Publishing.

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