- M Ayhan Kose & Eswar Prasad & Kenneth Rogoff & Shang-Jin Wei, 2009.
"Financial Globalization: A Reappraisal,"
IMF Staff Papers,
Palgrave Macmillan Journals, vol. 56(1), pages 8-62, April.
[Downloadable!] (restricted)
Other versions:
- Kose, Ayhan & Prasad, Eswar & Rogoff, Kenneth & Wei, Shang-Jin, 2006.
"Financial Globalization: A Reappraisal,"
CEPR Discussion Papers
5842, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
- Kenneth Rogoff & M. Ayhan Kose & Eswar Prasad & Shang-Jin Wei, 2006.
"Financial Globalization: A Reappraisal,"
IMF Working Papers
06/189, International Monetary Fund.
[Downloadable!]
- M. Ayhan Kose & Eswar Prasad & Kenneth S. Rogoff & Shang-Jin Wei, 2006.
"Financial Globalization: A Reappraisal,"
NBER Working Papers
12484, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
See citations under working paper version above.
- Stijn Claessens & M. Ayhan Kose & Marco E. Terrones, 2009.
"What happens during recessions, crunches and busts?,"
Economic Policy,
CEPR, CES, MSH, vol. 24, pages 653-700, October.
[Downloadable!] (restricted)
Other versions:
- Claessens, Stijn & Kose, Ayhan & Terrones, Marco E., 2008.
"What Happens During Recessions, Crunches and Busts?,"
CEPR Discussion Papers
7085, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
- M. Ayhan Kose & Stijn Claessens & Marco Terrones, 2008.
"What Happens During Recessions, Crunches, and Busts?,"
IMF Working Papers
08/274, International Monetary Fund.
[Downloadable!]
See citations under working paper version above.
- AkIn, Cigdem & Kose, M. Ayhan, 2008.
"Changing nature of North-South linkages: Stylized facts and explanations,"
Journal of Asian Economics,
Elsevier, vol. 19(1), pages 1-28, February.
[Downloadable!] (restricted)
Other versions: See citations under working paper version above.
- Ayhan Kose, M. & Otrok, Christopher & Whiteman, Charles H., 2008.
"Understanding the evolution of world business cycles,"
Journal of International Economics,
Elsevier, vol. 75(1), pages 110-130, May.
[Downloadable!] (restricted)
Other versions: See citations under working paper version above.
- Blankenau, William & Kose, M. Ayhan, 2007.
"How Different Is The Cyclical Behavior Of Home Production Across Countries?,"
Macroeconomic Dynamics,
Cambridge University Press, vol. 11(01), pages 56-78, February.
[Downloadable!]
Other versions: See citations under working paper version above.
- Kose, M. Ayhan & Yi, Kei-Mu, 2006.
"Can the standard international business cycle model explain the relation between trade and comovement?,"
Journal of International Economics,
Elsevier, vol. 68(2), pages 267-295, March.
[Downloadable!] (restricted)
Other versions: See citations under working paper version above.
- M. Ayhan Kose & Eswar S. Prasad & Marco E. Terrones, 2005.
"Growth and Volatility in an Era of Globalization,"
IMF Staff Papers,
Palgrave Macmillan Journals, vol. 52(si), pages 4.
[Downloadable!] (restricted)
Cited by:
- Elena Andreou & Alessandra Pelloni & Marianne Sensier, 2008.
"Is Volatility Good for Growth? Evidence from the G7,"
Centre for Growth and Business Cycle Research Discussion Paper Series
97, Economics, The Univeristy of Manchester.
[Downloadable!]
Other versions:- Elena Andreou & Alessandra Pelloni & Marianne Sensier, 2008.
"Is Volatility Good for Growth? Evidence from the G7,"
CEIS Research Paper
114, Tor Vergata University, CEIS, revised 14 Jul 2008.
[Downloadable!]
- Andreou Elena & Pelloni Alessandra & Sensier Marianne, 2008.
"Is volatility good for growth? Evidence from the G7,"
wp.comunite
0041, Department of Communication, University of Teramo.
[Downloadable!]
- Elena Andreou & Alessandra Pelloni & Marianne Sensier, 2008.
"Is Volatility Good for Growth? Evidence from the G7,"
The School of Economics Discussion Paper Series
0804, Economics, The University of Manchester.
[Downloadable!]
- Tarisa Watanagase, 2007.
"Emerging markets in financial globalization: striking the right balance for liberalization,"
Proceedings,
Federal Reserve Bank of San Francisco.
[Downloadable!]
- Barbara Annicchiarico & Luisa Corrado & Alessandra Pelloni, 2008.
" Long-Term Growth and Short-Term Volatility: The Labour Market Nexus,"
CDMA Working Paper Series
0806, Centre for Dynamic Macroeconomic Analysis.
[Downloadable!]
Other versions: - Martín González-Rozada, Mirta Molinari and Mario Virgolini, 2008.
"The Economic Impact of Smoke-Free Laws on the Sales of Bars and Restaurants in Argentina,"
Business School Working Papers
2008-03, Universidad Torcuato Di Tella.
[Downloadable!]
- José Antonio Ocampo & Rob Vos, 2008.
"Policy space and the changing paradigm in conducting macroeconomic policies in developing countries,"
BIS Papers chapters,
in: Bank for International Settlements (ed.), New financing trends in Latin America: a bumpy road towards stability, volume 36, pages 28-45
Bank for International Settlements.
[Downloadable!]
- Pierre-Richard Agénor & Joshua Aizenman, 2007.
"Aid Volatility and Poverty Traps,"
NBER Working Papers
13400, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Andrew K. Rose & Mark M. Spiegel, 2008.
"International Financial Remoteness and Macroeconomic Volatility,"
NBER Working Papers
14336, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:- Rose, Andrew K. & Spiegel, Mark M., 2009.
"International financial remoteness and macroeconomic volatility,"
Journal of Development Economics,
Elsevier, vol. 89(2), pages 250-257, July.
[Downloadable!] (restricted)
- Andrew K. Rose & Mark M. Spiegel, 2007.
"International financial remoteness and macroeconomic volatility,"
Working Paper Series
2008-01, Federal Reserve Bank of San Francisco.
[Downloadable!]
- Rose, Andrew K & Spiegel, Mark, 2007.
"International Financial Remoteness and Macroeconomic Volatility,"
CEPR Discussion Papers
6301, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
- George Hondroyiannis, 2009.
"Fertility Determinants and Economic Uncertainty:An Assessment Using European Panel Data,"
Working Papers
96, Bank of Greece.
[Downloadable!]
- Elena Andreou & Marianne Sensier & Alessandra Pelloni, 2008.
"Is Volatility Good for Growth?,"
Working Paper Series
37-08, Rimini Centre for Economic Analysis, revised Jan 2008.
[Downloadable!]
- Fabrizio Carmignani & Abdur Chowdhury, 2007.
"The Role of Primary Commodities in Economic Development: Sub-Saharan Africa Versus the Rest of the World,"
ECE Discussion Papers Series
2007_7, UNECE.
[Downloadable!]
- Yilmaz Akyuz, 2006.
"From Liberalization To Investment and Jobs: Lost in Translation,"
Working Papers
2006/3, Turkish Economic Association.
[Downloadable!]
- Calderon, Cesar & Yeyati, Eduardo Levy, 2009.
"Zooming in : from aggregate volatility to income distribution,"
Policy Research Working Paper Series
4895, The World Bank.
[Downloadable!]
Other versions:
- Kose, M. Ayhan & Rebucci, Alessandro, 2005.
"How might CAFTA change macroeconomic fluctuations in Central America?: Lessons from NAFTA,"
Journal of Asian Economics,
Elsevier, vol. 16(1), pages 77-104, February.
[Downloadable!] (restricted)
Cited by:
- Pär Österholm & Jeromin Zettelmeyer, 2007.
"The Effect of External Conditions on Growth in Latin America,"
IMF Working Papers
07/176, International Monetary Fund.
[Downloadable!]
Other versions:
- Ayhan Kose & Marco E. Terrones & Eswar Prasad, 2004.
"How do trade and financial integration affect the relationship between growth and volatility?,"
Proceedings,
Federal Reserve Bank of San Francisco, issue Jun.
[Downloadable!]
Other versions:
Published as: See citations under working paper version above.
- M. Ayhan Kose & Eswar S. Prasad & Marco E. Terrones, 2003.
"How Does Globalization Affect the Synchronization of Business Cycles?,"
American Economic Review,
American Economic Association, vol. 93(2), pages 57-62, May.
[Downloadable!]
Other versions: See citations under working paper version above.
- Kim, Sunghyun Henry & Kose, M. Ayhan, 2003.
"Dynamics Of Open-Economy Business-Cycle Models: Role Of The Discount Factor,"
Macroeconomic Dynamics,
Cambridge University Press, vol. 7(02), pages 263-290, April.
[Downloadable!]
Cited by:
- Horag Choi & Nelson C. Mark & Donggyu Sul, 2007.
"Endogenous Discounting, the World Saving Glut and the U.S. Current Account,"
NBER Working Papers
13571, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:- Choi, Horag & Mark, Nelson C. & Sul, Donggyu, 2008.
"Endogenous discounting, the world saving glut and the U.S. current account,"
Journal of International Economics,
Elsevier, vol. 75(1), pages 30-53, May.
[Downloadable!] (restricted)
- Martin Bodenstein, 2008.
"Trade elasticity of substitution and equilibrium dynamics,"
International Finance Discussion Papers
934, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
- Ceyhun Bora Durdu & Serdar Sayan, 2008.
"Emerging market business cycles with remittance fluctuations,"
International Finance Discussion Papers
946, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
- Horag Choi & Nelson C. Mark, 2009.
"Trending Current Accounts,"
NBER Working Papers
15244, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Ceyhun Bora Durdu, 2007.
"Quantitative implications of indexed bonds in small open economies,"
International Finance Discussion Papers
909, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Other versions: - Martin Bodenstein, 2006.
"Closing open economy models,"
International Finance Discussion Papers
867, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
- M. Ayhan Kose & Christopher Otrok & Charles H. Whiteman, 2003.
"International Business Cycles: World, Region, and Country-Specific Factors,"
American Economic Review,
American Economic Association, vol. 93(4), pages 1216-1239, September.
[Downloadable!]
Cited by:
- Renée Fry, 2004.
"International demand and liquidity shocks in a SVAR model of the Australian economy,"
Applied Economics,
Taylor and Francis Journals, vol. 36(8), pages 849-863, May.
[Downloadable!] (restricted)
- Haroon Mumtaz & Paolo Surico, 2006.
"Inflation Globalization and the Fall of Country Specific Fluctuations,"
Computing in Economics and Finance 2006
166, Society for Computational Economics.
[Downloadable!]
- Pedro José Pérez & José Ramón García & Luisa Escriche, 2005.
"Importancia De Las Perturbaciones Externas En La Economía Española Tras La Integración: ¿Tamaño Del Shock O Grado De Respuesta?,"
Working Papers. Serie EC
2005-07, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
[Downloadable!]
- Michael Graff, 2005.
"Internationale Konjunkturverbunde,"
KOF Working papers
05-108, KOF Swiss Economic Institute, ETH Zurich.
[Downloadable!]
Other versions: - Jarko Fidrmuc, 2004.
"The Endogenity of the Optimum Currency Area Criteria, Trade, and Labour Market Rigidities: Implications for EMU Enlargement,"
EUI-RSCAS Working Papers
16, European University Institute (EUI), Robert Schuman Centre of Advanced Studies (RSCAS).
[Downloadable!]
- M. Ayhan Kose & William Blankenau, 2006.
"How Different Is the Cyclical Behavior of Home Production Across Countries?,"
IMF Working Papers
06/46, International Monetary Fund.
[Downloadable!]
Other versions:- Blankenau, William & Kose, M. Ayhan, 2007.
"How Different Is The Cyclical Behavior Of Home Production Across Countries?,"
Macroeconomic Dynamics,
Cambridge University Press, vol. 11(01), pages 56-78, February.
[Downloadable!]
- William Blankenau and M. Ayhan Kose, 2001.
"How different is the cyclical behavior of home production across countries?,"
Computing in Economics and Finance 2001
117, Society for Computational Economics.
- Fabio C. Bagliano & Claudio Morana, 2007.
"Business Cycle Comovement in the G-7: Common Shocks or Common Transmission Mechanisms?,"
Carlo Alberto Notebooks
40, Collegio Carlo Alberto.
[Downloadable!]
- Marcelo Sánchez, 2005.
"Is time ripe for a currency union in emerging East Asia? The role of monetary stabilisation,"
Working Paper Series
567, European Central Bank.
[Downloadable!]
- Harm Zebregs, 2004.
"Intraregional Trade in Emerging Asia,"
IMF Policy Discussion Papers
04/1, International Monetary Fund.
[Downloadable!]
- Matteo Ciccarelli & Benoît Mojon, 2005.
"Global inflation,"
Working Paper Series
537, European Central Bank.
[Downloadable!]
Other versions: - Draganska, Michaela & Klapper, Daniel & Villas-Boas, Sofia B., 2007.
"Determinants of Margins in the Distribution Channel: An Empirical Investigation,"
Research Papers
1959, Stanford University, Graduate School of Business.
[Downloadable!]
- Eickmeier, Sandra, 2005.
"Common stationary and non-stationary factors in the euro area analyzed in a large-scale factor model,"
Discussion Paper Series 1: Economic Studies
2005,02, Deutsche Bundesbank, Research Centre.
[Downloadable!]
- Michal Brzoza-Brzezina & Jesus Crespo Cuaresma, 2007.
"Mr. Wicksell and the global economy: What drives real interest rates?,"
Working Papers
2007-06, Faculty of Economics and Statistics, University of Innsbruck.
[Downloadable!]
Other versions: - Fabio Canova & Matteo Ciccarelli & Eva Ortega, 2004.
"Similarities and convergence in G-7 cycles,"
Working Paper Series
312, European Central Bank.
[Downloadable!]
Other versions:- Fabio Canova & Matteo Ciccarelli & Eva Ortega, 2003.
"Similarities and Convergence in G-7 Cycles,"
Economics Working Papers
924, Department of Economics and Business, Universitat Pompeu Fabra, revised Aug 2004.
[Downloadable!]
- Canova, Fabio & Ciccarelli, Matteo & Ortega, Eva, 2004.
"Similarities and Convergence in G7 Cycles,"
CEPR Discussion Papers
4534, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
- Fabio Canova & Matteo Ciccarelli & Eva Ortega, 2004.
"Similarities and convergence in G-7 cycles,"
Banco de España Working Papers
0404, Banco de España.
[Downloadable!]
- Canova, Fabio & Ciccarelli, Matteo & Ortega, Eva, 2007.
"Similarities and convergence in G-7 cycles,"
Journal of Monetary Economics,
Elsevier, vol. 54(3), pages 850-878, April.
[Downloadable!] (restricted)
- Mardi Dungey, 2005.
"Discussion of 'Assessing the Sources of Changes in the Volatility of Real Growth',"
RBA Annual Conference Volume,
in: Christopher Kent & David Norman (ed.), The Changing Nature of the Business Cycle
Reserve Bank of Australia.
[Downloadable!]
- Kose, M. Ayhan & Otrok, Christopher & Prasad, Eswar, 2008.
"Global Business Cycles: Convergence or Decoupling?,"
IZA Discussion Papers
3442, Institute for the Study of Labor (IZA).
[Downloadable!]
Other versions:- M. Ayhan Kose & Christopher Otrok & Eswar Prasad, 2008.
"Global Business Cycles: Convergence or Decoupling?,"
IMF Working Papers
08/143, International Monetary Fund.
[Downloadable!]
- Kose, M. Ayhan & Otrok, Christopher M. & Prasad, Eswar S., 2008.
"Global business cycles: convergence or decoupling?,"
Discussion Paper Series 1: Economic Studies
2008,17, Deutsche Bundesbank, Research Centre.
[Downloadable!]
- M. Ayhan Kose & Christopher Otrok & Eswar S. Prasad, 2008.
"Global Business Cycles: Convergence or Decoupling?,"
NBER Working Papers
14292, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Tatsuma Wada & Pierre Perron, 2006.
"State Space Model with Mixtures of Normals: Specifications and Applications to International Data,"
Boston University - Department of Economics - Working Papers Series
WP2006-029, Boston University - Department of Economics.
[Downloadable!]
- Diana Zhumabekova & Mardi Dungey, 2001.
"Factor analysis of a model of stock market returns using simulation-based estimation techniques,"
Pacific Basin Working Paper Series
01-08, Federal Reserve Bank of San Francisco.
[Downloadable!]
- James H. Stock & Mark W. Watson, 2005.
"Implications of Dynamic Factor Models for VAR Analysis,"
NBER Working Papers
11467, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Miklos Koren & Silvana Tenreyro, 2005.
"Volatility and Development,"
CEP Discussion Papers
dp0706, Centre for Economic Performance, LSE.
[Downloadable!]
Other versions:- Koren, Miklós & Tenreyro, Silvana, 2005.
"Volatility and Development,"
CEPR Discussion Papers
5307, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
- Miklós Koren & Silvana Tenreyro, 2007.
"Volatility and Development,"
The Quarterly Journal of Economics,
MIT Press, vol. 122(1), pages 243-287, 02.
[Downloadable!] (restricted)
- Francis X. Diebold & Canlin Li & Vivian Z. Yue, 2007.
"Global Yield Curve Dynamics and Interactions: A Dynamic Nelson-Siegel Approach,"
NBER Working Papers
13588, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:- Francis X. Diebold & Canlin Li & Vivian Z. Yue, 2007.
"Global Yield Curve Dynamics and Interactions: A Dynamic Nelson-Siegel Approach,"
PIER Working Paper Archive
07-030, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
[Downloadable!]
- Diebold, Francis X. & Li, Canlin & Yue, Vivian Z., 2008.
"Global yield curve dynamics and interactions: A dynamic Nelson-Siegel approach,"
Journal of Econometrics,
Elsevier, vol. 146(2), pages 351-363, October.
[Downloadable!] (restricted)
- Dees, S. & di Mauro, F. & Pesaran, M.H. & Smith, L.V., 2005.
"Exploring the International Linkages of the Euro Area: a Global VAR Analysis,"
Cambridge Working Papers in Economics
0518, Faculty of Economics, University of Cambridge.
[Downloadable!]
Other versions:- Stephane Dees & Filippo di Mauro & M. Hashem Pesaran & L. Vanessa Smith, 2005.
"Exploring the International Linkages of the Euro Area: a Global VAR Analysis,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
- Stephane Dees & Filippo di Mauro & M. Hashem Pesaran & L. Vanessa Smith, 2006.
"Exploring the International Linkages of the Euro Area: a Global VAR Analysis,"
Computing in Economics and Finance 2006
47, Society for Computational Economics.
[Downloadable!]
- Stephane Dees & Filippo di Mauro & M. Hashem Pesaran & L. Vanessa Smith, 2004.
"Exploring the International Linkages of the Euro Area: A Global VAR Analysis,"
IEPR Working Papers
04.6, Institute of Economic Policy Research (IEPR).
[Downloadable!]
- Filippo di Mauro & L. Vanessa Smith & Stephane Dees & M. Hashem Pesaran, 2007.
"Exploring the international linkages of the euro area: a global VAR analysis,"
Journal of Applied Econometrics,
John Wiley & Sons, Ltd., vol. 22(1), pages 1-38.
[Downloadable!]
- Stéphane Dées & Filippo di Mauro & M. Hashem Pesaran & L. Vanessa Smith, 2005.
"Exploring the international linkages of the euro area - a global VAR analysis,"
Working Paper Series
568, European Central Bank.
[Downloadable!]
- Melisso Boschi & Alessandro Girardi, 2008.
"The Contribution Of Domestic, Regional And International Factors To Latin America'S Business Cycle,"
CAMA Working Papers
2008-33, Australian National University, Centre for Applied Macroeconomic Analysis.
[Downloadable!]
Other versions: - D R Osborn & P J Perez & M Sensier, 2005.
"Business Cycle Linkages for the G7 Countries:Does the US Lead the World?,"
Centre for Growth and Business Cycle Research Discussion Paper Series
50, Economics, The Univeristy of Manchester.
[Downloadable!]
Other versions: - Doz, Catherine & Giannone, Domenico & Reichlin, Lucrezia, 2006.
"A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models,"
CEPR Discussion Papers
5724, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions: - Stan Radchenko & Oleg Korenok, 2004.
"The role of permanent and transitory components in business cycle volatility moderation,"
Econometric Society 2004 North American Summer Meetings
149, Econometric Society.
[Downloadable!]
Other versions:- Oleg Korenok & Stanislav Radchenko, 2006.
"The role of permanent and transitory components in business cycle volatility moderation,"
Empirical Economics,
Springer, vol. 31(1), pages 217-241, March.
[Downloadable!] (restricted)
- Oleg Korenok & Stanislav Radchenko, 2004.
"The Role of Permanent and Transitory Components in Business Cycle Volatility Moderation,"
Departmental Working Papers
200413, Rutgers University, Department of Economics.
[Downloadable!]
- P J Perez & D R Osborn & M Artis, 2003.
"The International Business Cycle in a Changing World: Volatility and the Propagation of Shocks,"
Centre for Growth and Business Cycle Research Discussion Paper Series
37, Economics, The Univeristy of Manchester.
[Downloadable!]
Other versions: - Penelope A. Smith & Peter M. Summers, 2004.
"How Well Do Markov Switching Models Describe Actual Business Cycles? The Case of Synchronization,"
Melbourne Institute Working Paper Series
wp2004n09, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
[Downloadable!]
Other versions: - Ariel Burstein & Christopher Johann Kurz & Linda Tesar, 2004.
"Trade, Production Sharing and the International Transmission of Business Cycles,"
Working Papers
522, Research Seminar in International Economics, University of Michigan.
[Downloadable!]
Other versions:- Linda Tesar & Ariel Burstein & Chris Kurz, 2005.
"Trade, Production Sharing and the International Transmission of Business Cycles,"
2005 Meeting Papers
304, Society for Economic Dynamics.
[Downloadable!]
- Ariel Burstein & Christopher Kurz & Linda Tesar, 2008.
"Trade, Production Sharing, and the International Transmission of Business Cycles,"
NBER Working Papers
13731, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Domenico Giannone & Michele Lenza & Lucrezia Reichlin, 2008.
"Business Cycles in the euro Area,"
ECARES Working Papers
2008_040, Université Libre de Bruxelles, Ecares.
[Downloadable!]
Other versions:- Domenico Giannone & Michele Lenza & Lucrezia Reichlin, 2008.
"Business Cycles in the Euro Area,"
NBER Working Papers
14529, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Giannone, Domenico & Lenza, Michele & Reichlin, Lucrezia, 2009.
"Business Cycles in the Euro Area,"
CEPR Discussion Papers
7124, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
- Otrok, Christopher & Pourpourides, Panayiotis M., 2008.
"On The Cyclicality of Real Wages and Wage Differentials,"
Cardiff Economics Working Papers
E2008/19, Cardiff University, Cardiff Business School, Economics Section, revised Mar 2009.
[Downloadable!]
- M. Ayhan Kose & Stijn Claessens & Marco Terrones, 2008.
"What Happens During Recessions, Crunches, and Busts?,"
IMF Working Papers
08/274, International Monetary Fund.
[Downloadable!]
Other versions:- Stijn Claessens & M. Ayhan Kose & Marco E. Terrones, 2009.
"What happens during recessions, crunches and busts?,"
Economic Policy,
CEPR, CES, MSH, vol. 24, pages 653-700, October.
[Downloadable!] (restricted)
- Claessens, Stijn & Kose, Ayhan & Terrones, Marco E., 2008.
"What Happens During Recessions, Crunches and Busts?,"
CEPR Discussion Papers
7085, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
- Michele Modugno & Kleopatra Nikolaou, 2009.
"The forecasting power of international yield curve linkages,"
Working Paper Series
1044, European Central Bank.
[Downloadable!]
- Hwee Kwan Chow & Keen Meng Choy, 2008.
"Forecasting Business Cycles in a Small Open Economy: A Dynamic Factor Model for Singapore,"
Economic Growth centre Working Paper Series
0802, Nanyang Technolgical University, School of Humanities and Social Sciences, Economic Growth centre.
[Downloadable!]
- Yuriy Gorodnichenko, 2005.
"Reduced-Rank Identification of Structural Shocks in VARs,"
Macroeconomics
0512011, EconWPA.
[Downloadable!]
- Andrew Swiston & Tamim Bayoumi, 2008.
"Spillovers Across NAFTA,"
IMF Working Papers
08/3, International Monetary Fund.
[Downloadable!]
- Fabio C. Bagliano & Claudio Morana, 2006.
"International Macroeconomic Dynamics: A Factor Vector Autoregressive Approach,"
Carlo Alberto Notebooks
32, Collegio Carlo Alberto.
[Downloadable!]
Other versions:- Fabio C. Bagliano & Claudio Morana, 2006.
"International Macroeconomic Dynamics: a Factor Vector Autoregressive Approach,"
ICER Working Papers
41-2006, ICER - International Centre for Economic Research.
[Downloadable!]
- Bagliano, Fabio C. & Morana, Claudio, 2009.
"International macroeconomic dynamics: A factor vector autoregressive approach,"
Economic Modelling,
Elsevier, vol. 26(2), pages 432-444, March.
[Downloadable!] (restricted)
- Acharya, Viral V & Imbs, Jean & Sturgess, Jason, 2007.
"Finance and Efficiency: Do Bank Branching Regulations Matter?,"
CEPR Discussion Papers
6029, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions: - Mark Aguiar & Gita Gopinath, 2004.
"Emerging Market Business Cycles: The Cycle is the Trend,"
NBER Working Papers
10734, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: - Christopher J. Neely & David E. Rapach, 2009.
"Common fluctuations in OECD budget balances,"
Working Papers
2009-055, Federal Reserve Bank of St. Louis.
[Downloadable!]
- Ron Smith & Gylfi Zoega, 2007.
"Global Factors, Unemployment Adjustment and the Natural Rate,"
Kiel Working Papers
1367, Kiel Institute for the World Economy.
[Downloadable!]
- Linda Goldberg & Deborah Leonard, 2003.
"What moves sovereign bond markets? The effects of economic news on U.S. and German yields,"
Current Issues in Economics and Finance,
Federal Reserve Bank of New York, issue Sep.
[Downloadable!]
- Necati Tekatli, 2007.
"Understanding Sources of the Change in International Business Cycles,"
UFAE and IAE Working Papers
731.08, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
[Downloadable!]
- Yu-Feng L. Lee, 2007.
"Bilateral Trade and Intra-Regional Business Cycles: Is East Asia Feasible for a Currency Area?,"
Global Economy Journal,
Berkeley Electronic Press, vol. 7(3).
[Downloadable!]
- Michael Artis & Christian Dreger & Konstantin Kholodilin, 2009.
"Common and spatial drivers in regional business cycles,"
Centre for Growth and Business Cycle Research Discussion Paper Series
118, Economics, The Univeristy of Manchester.
[Downloadable!]
Other versions:- Michael Artis & Christian Dreger & Konstantin A. Kholodilin, 2009.
"Common and Spatial Drivers in Regional Business Cycles,"
Discussion Papers of DIW Berlin
859, DIW Berlin, German Institute for Economic Research.
[Downloadable!]
- Artis, Michael J & Dreger, Christian & Kholodilin, Konstantin, 2009.
"Common and Spatial Drivers in Regional Business Cycles,"
CEPR Discussion Papers
7206, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
- Michael Artis & Christian Dreger & Konstantin Kholodilin, 2009.
"Common and Spatial Drivers in Regional Business Cycles,"
SERC Discussion Papers
0022, Spatial Economics Research Centre, LSE.
[Downloadable!]
- Grace H.Y. Lee & M. Azali, 2009.
"A Bayesian Approach to Optimum Currency Areas in East Asia,"
Monash Economics Working Papers
18/09, Monash University, Department of Economics.
[Downloadable!]
- Marco Del Negro & Christopher Otrok, 2008.
"Dynamic factor models with time-varying parameters: measuring changes in international business cycles,"
Staff Reports
326, Federal Reserve Bank of New York.
[Downloadable!]
- Canova, Fabio, 2003.
"The Transmission of US Shocks to Latin America,"
CEPR Discussion Papers
3963, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
- Marco Aiolfi & Allan Timmermann & Luis Catão, 2006.
"Common Factors in Latin America's Business Cycles,"
IMF Working Papers
06/49, International Monetary Fund.
[Downloadable!]
- Ben S. Bernanke & Jean Boivin & Piotr Eliasz, 2004.
"Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach,"
NBER Working Papers
10220, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: - Smith, Ron & Zoega, Gylfi, 2008.
"Global Factors, Unemployment Adjustment and the Natural Rate,"
Economics - The Open-Access, Open-Assessment E-Journal,
Kiel Institute for the World Economy, vol. 2(22), pages 1-29.
[Downloadable!]
- Marco Del Negro & Christopher Otrok, 2005.
"Monetary policy and the house price boom across U.S. states,"
Working Paper
2005-24, Federal Reserve Bank of Atlanta.
[Downloadable!]
- Stéphane Dées & Isabel Vansteenkiste, 2007.
"The transmission of US cyclical developments to the rest of the world,"
Working Paper Series
798, European Central Bank.
[Downloadable!]
- Henriksen, Espen & Kydland, Finn & Sustek, Roman, 2008.
"The High Cross-Country Correlations of Prices and Interest Rates,"
MPRA Paper
10963, University Library of Munich, Germany.
[Downloadable!]
Other versions: - Mihir A. Desai & C. Fritz Foley, 2004.
"The Comovement of Returns and Investment Within the Multinational Firm,"
NBER Working Papers
10785, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Christopher J. Neely & David E. Rapach, 2008.
"Is inflation an international phenomenon?,"
Working Papers
2008-025, Federal Reserve Bank of St. Louis.
[Downloadable!]
- Mardi Dungey & Renee Fry & Vance Martin & Brenda González-Hermosillo, 2002.
"International Contagion Effects from the Russian Crisis and the LTCM Near-Collapse,"
IMF Working Papers
02/74, International Monetary Fund.
[Downloadable!]
- James H. Stock & Mark W. Watson, 2003.
"Understanding Changes in International Business Cycle Dynamics,"
NBER Working Papers
9859, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: - Yongfu Huang, 2006.
"Private investment and financial development in a globalized world,"
Bristol Economics Discussion Papers
06/589, Department of Economics, University of Bristol, UK.
[Downloadable!]
- Domenico Giannone & Michele Lenza & Lucrezia Reichlin, 2009.
"Optimal sticky prices under rational inattention,"
Working Paper Series
1010, European Central Bank.
[Downloadable!]
- Eickmeier, Sandra, 2004.
"Business Cycle Transmission from the US to Germany : a Structural Factor Approach,"
Discussion Paper Series 1: Economic Studies
2004,12, Deutsche Bundesbank, Research Centre.
[Downloadable!]
Other versions: - Alain N. Kabundi & Francisco Nadal-De Simone, 2007.
"France in the Global Economy: A Structural Approximate Dynamic Factor Model Analysis,"
IMF Working Papers
07/129, International Monetary Fund.
[Downloadable!]
- Mody, Ashoka & Sarno, Lucio & Taylor, Mark P, 2005.
"A Cross-Country Financial Accelerator: Evidence from North America and Europe,"
CEPR Discussion Papers
5037, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions:- Mark Taylor & Ashoka Mody & Lucio Sarno, 2005.
"A Cross-Country Financial Accelorator: Evidence from North America and Europe,"
Working Papers
wp05-12, Warwick Business School, Financial Econometrics Research Centre.
[Downloadable!]
- Mody, Ashoka & Sarno, Lucio & Taylor, Mark P., 2007.
"A cross-country financial accelerator: Evidence from North America and Europe,"
Journal of International Money and Finance,
Elsevier, vol. 26(1), pages 149-165, February.
[Downloadable!] (restricted)
- Jean Boivin & Marc P. Giannoni & Benoît Mojon, 2008.
"How Has the Euro Changed the Monetary Transmission?,"
NBER Working Papers
14190, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: - Daniel Kanda, 2008.
"Spillovers to Ireland,"
IMF Working Papers
08/2, International Monetary Fund.
[Downloadable!]
- M. Ayhan Kose & Eswar Prasad & Marco Terrones, 2003.
"Volatility and Comovement in a Globalized World Economy: An Empirical Exploration,"
IMF Working Papers
03/246, International Monetary Fund.
[Downloadable!]
- Glenn Otto & Graham Voss & Luke Willard, 2001.
"Understanding OECD Output Correlations,"
RBA Research Discussion Papers
rdp2001-05, Reserve Bank of Australia.
[Downloadable!]
- Dong Fu, 2007.
"National, regional and metro-specific factors of the U.S. housing market,"
Working Papers
0707, Federal Reserve Bank of Dallas.
[Downloadable!]
- Stéphane Pallage & Michel A. Robe & Catherine Bérubé, 2004.
"On the Potential of Foreign Aid as Insurance,"
Cahiers de recherche
0404, CIRPEE.
[Downloadable!]
- Audrone Jakaitiene & Stéphane Dées, 2009.
"Forecasting the World Economy in the Short-Term,"
Working Paper Series
1059, European Central Bank.
[Downloadable!]
- Jean Boivin & Marc Giannoni, 2008.
"Global Forces and Monetary Policy Effectiveness,"
NBER Working Papers
13736, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: - Martin Schneider & Gerhard Fenz, 2008.
"Transmission of business cycle shocks between the US and the euro area,"
Working Papers
145, Oesterreichische Nationalbank (Austrian Central Bank).
[Downloadable!]
- Grace H.Y. Lee, 2009.
"Aggregate Shocks Decomposition For Eight East Asian Countries,"
Monash Economics Working Papers
17/09, Monash University, Department of Economics.
[Downloadable!]
- Claudio Morana, 2008.
"International stock markets comovements: the role of economic and financial integration,"
Empirical Economics,
Springer, vol. 35(2), pages 333-359, September.
[Downloadable!] (restricted)
- Francesco Belviso & Fabio Milani, 2005.
"Structural Factor-Augmented VAR (SFAVAR) and the Effects of Monetary Policy,"
Macroeconomics
0503023, EconWPA.
[Downloadable!]
- Marco Del Negro, 2000.
"Asymmetric shocks among U.S. states,"
Working Paper
2000-27, Federal Reserve Bank of Atlanta.
[Downloadable!]
Other versions:- Marco Del Negro, 1999.
"Asymmetric shocks among U.S. states,"
Working Papers
9903, Centro de Investigacion Economica, ITAM.
[Downloadable!]
- Del Negro, Marco, 2002.
"Asymmetric shocks among U.S. states,"
Journal of International Economics,
Elsevier, vol. 56(2), pages 273-297, March.
[Downloadable!] (restricted)
- Hwee Kwan Chow & Keen Meng Choy, 2009.
"Analyzing and Forecasting Business Cycles in a Small Open Economy: A Dynamic Factor Model for Singapore,"
Working Papers
05-2009, Singapore Management University, School of Economics.
[Downloadable!]
- Necati Tekatli, 2007.
"Generalized Factor Models: A Bayesian Approach,"
UFAE and IAE Working Papers
730.08, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
[Downloadable!]
- Centoni, Marco & Cubadda, Gianluca & Hecq, Alain, 2006.
"Measuring the Sources of Cyclical Fluctuations in the G7 Economies,"
Economics & Statistics Discussion Papers
esdp06028, University of Molise, Dept. SEGeS.
[Downloadable!]
- Eva Rytter Sunesen, 2008.
"A Mean-Variance Explanation of FDI Flows to Developing Countries,"
Discussion Papers
08-17, University of Copenhagen. Department of Economics.
[Downloadable!]
- Haroon Mumtaz & Paolo Surico, .
"Evolving international inflation dynamics: evidence from a time-varying dynamic factor model,"
Bank of England working papers
341, Bank of England.
[Downloadable!]
Other versions: - Günter W. Beck & Kirstin Hubrich & Massimiliano Marcellino, 2006.
"Regional inflation dynamics within and across euro area countries and a comparison with the US,"
Working Paper Series
681, European Central Bank.
[Downloadable!]
- Andrew Swiston & Tamim Bayoumi, 2007.
"Foreign Entanglements: Estimating the Source and Size of Spillovers Across Industrial Countries,"
IMF Working Papers
07/182, International Monetary Fund.
[Downloadable!]
Other versions: - Sinchan Mitra & Tara M. Sinclair, .
"Output Fluctuations in the G-7: An Unobserved Components Approach,"
MRG Discussion Paper Series
2509, School of Economics, University of Queensland, Australia.
[Downloadable!]
- Mardi Dungey & Vance L Martin & Adrian R Pagan, 2000.
"A multivariate latent factor decomposition of international bond yield spreads,"
Journal of Applied Econometrics,
John Wiley & Sons, Ltd., vol. 15(6), pages 697-715.
[Downloadable!]
- Düllmann, Klaus & Trapp, Monika, 2004.
"Systematic Risk in Recovery Rates: An Empirical Analysis of US Corporate Credit Exposures,"
Discussion Paper Series 2: Banking and Financial Studies
2004,02, Deutsche Bundesbank, Research Centre.
[Downloadable!]
- Mejia-Reyes, P., 2004.
"Classical Business Cycles in America: Are National Business Cycles Synchronised?,"
International Journal of Applied Econometrics and Quantitative Studies,
Euro-American Association of Economic Development, vol. 1(3), pages 75-102.
[Downloadable!]
- Domenico Giannone & Lucrezia Reichlin, 2005.
"Trends and cycles in the Euro Area: how much heterogeneity and should we worry about it?,"
Macroeconomics
0511016, EconWPA.
[Downloadable!]
Other versions: - Marianne Baxter & Michael Kouparitsas, 2004.
"Determinants of business cycle comovement: a robust analysis,"
Working Paper Series
WP-04-14, Federal Reserve Bank of Chicago.
[Downloadable!]
Other versions:- Marianne Baxter & Michael A. Kouparitsas, 2004.
"Determinants of Business Cycle Comovement: A Robust Analysis,"
NBER Working Papers
10725, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Baxter, Marianne & Kouparitsas, Michael A., 2005.
"Determinants of business cycle comovement: a robust analysis,"
Journal of Monetary Economics,
Elsevier, vol. 52(1), pages 113-157, January.
[Downloadable!] (restricted)
- Domenico Giannone & Michele Lenza, 2009.
"The Feldstein-Horioka fact,"
NBER Working Papers
15519, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:- Domenico Giannone & Michele Lenza, 2008.
"The Feldstein-Horioka fact,"
Working Paper Series
873, European Central Bank.
[Downloadable!]
- Giannone, Domenico & Lenza, Michele, 2004.
"The Feldstein-Horioka Fact,"
CEPR Discussion Papers
4610, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
- Domenico Giannone & Michele Lenza, 2009.
"The Feldstein-Horioka Fact,"
ECARES Working Papers
2009_022, Université Libre de Bruxelles, Ecares.
[Downloadable!]
- M. Ayhan Kose & Christopher Otrok & Charles H. Whiteman, 2005.
"Understanding the Evolution of World Business Cycles,"
IMF Working Papers
05/211, International Monetary Fund.
[Downloadable!]
Other versions: - Alejandro Justiniano, 2004.
"Sources and Propagation Mechanims of Foreign Disturbances in Small Open Economies: A Dynamic Factor Analysis,"
Econometric Society 2004 Latin American Meetings
148, Econometric Society.
[Downloadable!]
- Mario J. Crucini & M. Ayhan Kose & Christopher Otrok, 2008.
"What Are the Driving Forces of International Business Cycles?,"
NBER Working Papers
14380, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Goggin, Jean & Siedschlag, Iulia, 2009.
"International Transmission of Business Cycles Between Ireland and its Trading Partners,"
Papers
WP279, Economic and Social Research Institute (ESRI).
[Downloadable!]
- Renee Fry, 2002.
"International SVAR Factor Modelling,"
School of Economics and Finance Discussion Papers and Working Papers Series
109, School of Economics and Finance, Queensland University of Technology.
[Downloadable!]
- Mario J. Crucini, 2006.
"International Real Business Cycles,"
Working Papers
0617, Department of Economics, Vanderbilt University.
[Downloadable!]
- Shakila Aruman, 2003.
"The Effectiveness of Foreign Exchange Intervention in Australia: A Factor Model Approach with GARCH Specifications,"
School of Economics and Finance Discussion Papers and Working Papers Series
135, School of Economics and Finance, Queensland University of Technology.
[Downloadable!]
- Stéphane Dées & Arthur Saint-Guilhem, 2009.
"The role of the United States in the global economy and its evolution over time,"
Working Paper Series
1034, European Central Bank.
[Downloadable!]
- Eickmeier, Sandra & Breitung, Jörg, 2005.
"How synchronized are central and east European economies with the euro area? : Evidence from a structural factor model,"
Discussion Paper Series 1: Economic Studies
2005,20, Deutsche Bundesbank, Research Centre.
[Downloadable!]
- Guenter Beck & Massimiliano Marcellino, 2006.
"Regional Inflation Dynamics within and across Euro Area and a Comparison with the US,"
Computing in Economics and Finance 2006
338, Society for Computational Economics.
[Downloadable!]
- Gabriele Tondl & Iulia Traistaru-Siedschlag, 2006.
"Regional growth cycle synchronisation with the Euro Area,"
Papers
WP173, Economic and Social Research Institute (ESRI).
[Downloadable!]
- Kwanho Shin & Yunjong Wang, 2005.
"The Impact of Trade Integration on Business Cycle Co-Movements in Europe,"
Review of World Economics (Weltwirtschaftliches Archiv),
Springer, vol. 141(1), pages 104-123, April.
[Downloadable!] (restricted)
- Yoon & Jae Ho, 2004.
"Oil and the G7 business cycle : Friedman's Plucking Markov Switching Approach,"
Econometric Society 2004 Far Eastern Meetings
773, Econometric Society.
[Downloadable!]
- Sandra Eickmeier & Joerg Breitung, 2006.
"Business cycle transmission from the euro area to CEECs,"
Computing in Economics and Finance 2006
229, Society for Computational Economics.
[Downloadable!]
- Peter Spencer & Zhuoshi Liu, .
"An Open-Economy Macro-Finance Model of Internatinal Interdependence: The OECD, US and the UK,"
Discussion Papers
09/16, Department of Economics, University of York.
[Downloadable!]
- M. Ayhan Kose & Eswar S. Prasad & Marco E. Terrones, 2007.
"How Does Financial Globalization Affect Risk Sharing? Patterns and Channels,"
IZA Discussion Papers
2903, Institute for the Study of Labor (IZA).
[Downloadable!]
Other versions: - Michal Brzoza-Brzezina & Jacek Kotlowski, 2009.
"Estimating pure inflation in the Polish economy,"
Working Papers
37, Department of Applied Econometrics, Warsaw School of Economics.
[Downloadable!]
- Dupaigne, Martial & Fève, Patrick, 2005.
"Technology Shocks around the World,"
IDEI Working Papers
346, Institut d'Économie Industrielle (IDEI), Toulouse.
[Downloadable!]
Other versions:
- Sunghyun Henry Kim & M. Ayhan Kose & Michael G. Plummer, 2003.
"Dynamics of Business Cycles in Asia: Differences and Similarities,"
Review of Development Economics,
Blackwell Publishing, vol. 7(3), pages 462-477, 08.
[Downloadable!] (restricted)
Cited by:
- Henry Kim & Soyoung Kim & Yunjong Wang, 2005.
"International Capital Flows and Boom-Bust Cycles in the Asia Pacific Region,"
Discussion Papers Series, Department of Economics, Tufts University
0506, Department of Economics, Tufts University.
[Downloadable!]
- Stéphane Dées & Isabel Vansteenkiste, 2007.
"The transmission of US cyclical developments to the rest of the world,"
Working Paper Series
798, European Central Bank.
[Downloadable!]
- Eric Girardin, 2004.
"Regime-dependent synchronization of growth cycles between Japan and East Asia,"
Money Macro and Finance (MMF) Research Group Conference 2004
66, Money Macro and Finance Research Group.
[Downloadable!]
- Stéphane Dées & Arthur Saint-Guilhem, 2009.
"The role of the United States in the global economy and its evolution over time,"
Working Paper Series
1034, European Central Bank.
[Downloadable!]
- Kose, M. Ayhan, 2002.
"Explaining business cycles in small open economies: 'How much do world prices matter?',"
Journal of International Economics,
Elsevier, vol. 56(2), pages 299-327, March.
[Downloadable!] (restricted)
Cited by:
- Suescun, Rodrigo, 2005.
"Fiscal space for investment in infrastructure in Colombia,"
Policy Research Working Paper Series
3629, The World Bank.
[Downloadable!]
- Dees, S. & di Mauro, F. & Pesaran, M.H. & Smith, L.V., 2005.
"Exploring the International Linkages of the Euro Area: a Global VAR Analysis,"
Cambridge Working Papers in Economics
0518, Faculty of Economics, University of Cambridge.
[Downloadable!]
Other versions:- Stephane Dees & Filippo di Mauro & M. Hashem Pesaran & L. Vanessa Smith, 2005.
"Exploring the International Linkages of the Euro Area: a Global VAR Analysis,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
- Stephane Dees & Filippo di Mauro & M. Hashem Pesaran & L. Vanessa Smith, 2006.
"Exploring the International Linkages of the Euro Area: a Global VAR Analysis,"
Computing in Economics and Finance 2006
47, Society for Computational Economics.
[Downloadable!]
- Stephane Dees & Filippo di Mauro & M. Hashem Pesaran & L. Vanessa Smith, 2004.
"Exploring the International Linkages of the Euro Area: A Global VAR Analysis,"
IEPR Working Papers
04.6, Institute of Economic Policy Research (IEPR).
[Downloadable!]
- Filippo di Mauro & L. Vanessa Smith & Stephane Dees & M. Hashem Pesaran, 2007.
"Exploring the international linkages of the euro area: a global VAR analysis,"
Journal of Applied Econometrics,
John Wiley & Sons, Ltd., vol. 22(1), pages 1-38.
[Downloadable!]
- Stéphane Dées & Filippo di Mauro & M. Hashem Pesaran & L. Vanessa Smith, 2005.
"Exploring the international linkages of the euro area - a global VAR analysis,"
Working Paper Series
568, European Central Bank.
[Downloadable!]
- Thomas Lubik & Wing Teo, 2005.
"Do World Shocks Drive Domestic Business Cycles? Some Evidence from Structural Estimation,"
Economics Working Paper Archive
522, The Johns Hopkins University,Department of Economics.
[Downloadable!]
- Hwee Kwan Chow & Keen Meng Choy, 2008.
"Forecasting Business Cycles in a Small Open Economy: A Dynamic Factor Model for Singapore,"
Economic Growth centre Working Paper Series
0802, Nanyang Technolgical University, School of Humanities and Social Sciences, Economic Growth centre.
[Downloadable!]
- Calderon, Cesar & Loayza, Norman & Schmidt-Hebbel, Klaus, 2005.
"Does openness imply greater exposure ?,"
Policy Research Working Paper Series
3733, The World Bank.
[Downloadable!]
- Christian Broda & Cedric Tille, 2003.
"Coping with terms-of-trade shocks in developing countries,"
Current Issues in Economics and Finance,
Federal Reserve Bank of New York, issue Nov.
[Downloadable!]
- Ceyhun Bora Durdu & Serdar Sayan, 2008.
"Emerging market business cycles with remittance fluctuations,"
International Finance Discussion Papers
946, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
- Thomas Lubik & Wing Leong Teo, 2005.
"Do Terms of Trade Shocks Drive Business Cycles? Some Evidence from Structural Estimation,"
Computing in Economics and Finance 2005
377, Society for Computational Economics.
[Downloadable!]
- Stéphane Pallage & Michel A. Robe & Catherine Bérubé, 2004.
"On the Potential of Foreign Aid as Insurance,"
Cahiers de recherche
0404, CIRPEE.
[Downloadable!]
- César Calderón & Norman V. Loayza & Klaus Schmidt-Hebbel, 2008.
"Does Openness Imply Greater Vulnerability?,"
Working Papers Central Bank of Chile
485, Central Bank of Chile.
[Downloadable!]
- Petrucci, Alberto, 2006.
"Wealth Accumulation and Growth in a Specific-Factors Model of Trade and Finance,"
Economics & Statistics Discussion Papers
esdp06029, University of Molise, Dept. SEGeS.
[Downloadable!]
- Ceyhun Bora Durdu, 2007.
"Quantitative implications of indexed bonds in small open economies,"
International Finance Discussion Papers
909, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Other versions: - Robert A Buckle & Kunhong Kim & Heather Kirkham & Nathan McLellan & Jared Sharma, 2002.
"A structural VAR model of the New Zealand business cycle,"
Treasury Working Paper Series
02/26, New Zealand Treasury.
[Downloadable!]
- Hajime Tomura, 2008.
"A Model of Housing Boom and Bust in a Small Open Economy,"
Working Papers
08-9, Bank of Canada.
[Downloadable!]
- Olivier, CARDI, 2005.
"Another View of the J-Curve,"
Discussion Papers (ECON - Département des Sciences Economiques)
2005029, Université catholique de Louvain, Département des Sciences Economiques.
[Downloadable!]
Other versions: - M. Ayhan Kose & Christopher Otrok & Charles H. Whiteman, 2003.
"International Business Cycles: World, Region, and Country-Specific Factors,"
American Economic Review,
American Economic Association, vol. 93(4), pages 1216-1239, September.
[Downloadable!]
- Alejandro Justiniano, 2004.
"Sources and Propagation Mechanims of Foreign Disturbances in Small Open Economies: A Dynamic Factor Analysis,"
Econometric Society 2004 Latin American Meetings
148, Econometric Society.
[Downloadable!]
- Julian di Giovanni & Andrei A. Levchenko, 2006.
"Trade Openness and Volatility,"
Development Working Papers
219, Centro Studi Luca d\'Agliano, University of Milano.
[Downloadable!]
Other versions: - Mario J. Crucini, 2006.
"International Real Business Cycles,"
Working Papers
0617, Department of Economics, Vanderbilt University.
[Downloadable!]
- CARDI, Oliver & BERTINELLI, Luisito, 2004.
"A formal model of krugmanÕs intuition on the J-curve,"
CORE Discussion Papers
2004043, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
[Downloadable!]
- Blankenau, William & Ayhan Kose, M. & Yi, Kei-Mu, 2001.
"Can world real interest rates explain business cycles in a small open economy?,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 25(6-7), pages 867-889, June.
[Downloadable!] (restricted)
Other versions: See citations under working paper version above.
- Kose, M. Ayhan & Riezman, Raymond, 2001.
"Trade shocks and macroeconomic fluctuations in Africa,"
Journal of Development Economics,
Elsevier, vol. 65(1), pages 55-80, June.
[Downloadable!] (restricted)
Other versions: See citations under working paper version above.
- M. Ayhan Kose & Kei-Mu Yi, 2001.
"International Trade and Business Cycles: Is Vertical Specialization the Missing Link?,"
American Economic Review,
American Economic Association, vol. 91(2), pages 371-375, May.
[Downloadable!] (restricted)
Cited by:
- Brian M. Doyle & Jon Faust, 2003.
"Breaks in the variability and co-movement of G-7 economic growth,"
International Finance Discussion Papers
786, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Other versions: - Jarko Fidrmuc, 2004.
"The Endogenity of the Optimum Currency Area Criteria, Trade, and Labour Market Rigidities: Implications for EMU Enlargement,"
EUI-RSCAS Working Papers
16, European University Institute (EUI), Robert Schuman Centre of Advanced Studies (RSCAS).
[Downloadable!]
- Nadeem Ilahi & Riham Shendy, 2008.
"Do the Gulf Oil-Producing Countries Influence Regional Growth? the Impact of Financial and Remittance Flows,"
IMF Working Papers
08/167, International Monetary Fund.
[Downloadable!]
- Sebastian Sosa, 2008.
"External Shocks and Business Cycle Fluctuations in Mexico: How Important are U.S. Factors?,"
IMF Working Papers
08/100, International Monetary Fund.
[Downloadable!]
- Ariel Burstein & Christopher Johann Kurz & Linda Tesar, 2004.
"Trade, Production Sharing and the International Transmission of Business Cycles,"
Working Papers
522, Research Seminar in International Economics, University of Michigan.
[Downloadable!]
Other versions:- Linda Tesar & Ariel Burstein & Chris Kurz, 2005.
"Trade, Production Sharing and the International Transmission of Business Cycles,"
2005 Meeting Papers
304, Society for Economic Dynamics.
[Downloadable!]
- Ariel Burstein & Christopher Kurz & Linda Tesar, 2008.
"Trade, Production Sharing, and the International Transmission of Business Cycles,"
NBER Working Papers
13731, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Frankel, Jeffrey, 2004.
"Real Convergence and Euro Adoption in Central and Eastern Europe: Trade and Business Cycle Correlations as Endogenous Criteria for Joining EMU,"
Working Paper Series
rwp04-039, Harvard University, John F. Kennedy School of Government.
[Downloadable!]
- Lane, P.R., 2002.
"Monetary-Fiscal Interactions in an Uncertain World: Lessons for European Policymakers,"
CEG Working Papers
20027, Trinity College Dublin, Department of Economics.
[Downloadable!]
Other versions: - Eickmeier, Sandra, 2004.
"Business Cycle Transmission from the US to Germany : a Structural Factor Approach,"
Discussion Paper Series 1: Economic Studies
2004,12, Deutsche Bundesbank, Research Centre.
[Downloadable!]
Other versions: - Alain N. Kabundi & Francisco Nadal-De Simone, 2007.
"France in the Global Economy: A Structural Approximate Dynamic Factor Model Analysis,"
IMF Working Papers
07/129, International Monetary Fund.
[Downloadable!]
- Sebnem Kalemli-Ozcan & Elias Papaioannou & José Luis Peydró, 2009.
"Financial Integration and Business Cycle Synchronization,"
NBER Working Papers
14887, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- M. Ayhan Kose & Eswar Prasad & Marco Terrones, 2003.
"Volatility and Comovement in a Globalized World Economy: An Empirical Exploration,"
IMF Working Papers
03/246, International Monetary Fund.
[Downloadable!]
- M. Ayhan Kose & Guy Meredith & Christopher M. Towe, 2004.
"How Has NAFTA Affected the Mexican Economy? Review and Evidence,"
IMF Working Papers
04/59, International Monetary Fund.
[Downloadable!]
- M. Ayhan Kose & Kei-Mu Yi, 2005.
"Can the standard international business cycle model explain the relation between trade and comovement?,"
Working Papers
05-3, Federal Reserve Bank of Philadelphia.
[Downloadable!]
Other versions:- M. Ayhan Kose & Kei-Mu Yi, 2005.
"Can the Standard International Business Cycle Model Explain the Relation Between Trade and Comovement?,"
IMF Working Papers
05/204, International Monetary Fund.
[Downloadable!]
- Kose, M. Ayhan & Yi, Kei-Mu, 2006.
"Can the standard international business cycle model explain the relation between trade and comovement?,"
Journal of International Economics,
Elsevier, vol. 68(2), pages 267-295, March.
[Downloadable!] (restricted)
- Rebecca Hellerstein, 2004.
"Who Bears the Cost of a Change in the Exchange Rate?,"
Econometric Society 2004 North American Summer Meetings
589, Econometric Society.
[Downloadable!]
- Kalemli-Ozcan, Sebnem & Papaioannou, Elias & Peydró-Alcalde, José Luis, 2009.
"Financial Integration and Business Cycle Synchronization,"
CEPR Discussion Papers
7292, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
- M. Ayhan Kose & Roberto Cardarelli, 2004.
"Economic Integration, Business Cycle, and Productivity in North America,"
IMF Working Papers
04/138, International Monetary Fund.
[Downloadable!]
- Alicia García-Herrero & Juan M. Ruiz, 2008.
"Do trade and financial linkages foster business cycle synchronization in a small economy?,"
Banco de España Working Papers
0810, Banco de España.
[Downloadable!]
Other versions: - M. Ayhan Kose & Christopher Otrok & Charles H. Whiteman, 2003.
"International Business Cycles: World, Region, and Country-Specific Factors,"
American Economic Review,
American Economic Association, vol. 93(4), pages 1216-1239, September.
[Downloadable!]
- Frankel, Jeffrey, 2008.
"Should Eastern European Countries Join the Euro? A Review and Update of Trade Estimates and Consideration of Endogenous OCA Criteria,"
Working Paper Series
rwp08-059, Harvard University, John F. Kennedy School of Government.
[Downloadable!]
- Jarko Fidrmuc & Neil Foster & Johann Scharler, 2007.
"Labour Market Rigidities, Financial Integration and International Risk Sharing in the OECD,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
- Kose, M Ayhan & Riezman, Raymond, 2000.
"Understanding the Welfare Implications of Preferential Trade Agreements,"
Review of International Economics,
Blackwell Publishing, vol. 8(4), pages 619-33, November.
[Downloadable!] (restricted)
Other versions: See citations under working paper version above.