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Citations of
Jim Lee

For current contact information and a more complete listing of works, please see here

The citations below have been collected in an experimental project, CitEc. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.

| Working papers | Articles | Access and download statistics

Working papers

  1. Crowley , Patrick & Lee , Jim, 2005. "Decomposing the co-movement of the business cycle: a time-frequency analysis of growth cycles in the euro area," Research Discussion Papers 12/2005, Bank of Finland. [Downloadable!]

    Cited by:

    1. Crowley , Patrick & Maraun , Douglas & Mayes , David, 2006. "How hard is the euro are core? An evaluation of growth cycles using wavelet analysis," Research Discussion Papers 18/2006, Bank of Finland. [Downloadable!]
    2. Zagaglia, Paolo, 2006. "The Predictive Power of the Yield Spread under the Veil of Time," Research Papers in Economics 2006:4, Stockholm University, Department of Economics. [Downloadable!]
    3. Crowley, Patrick, 2008. "One Money, Several Cycles? Evaluation of European business cycles using model-based cluster analysis," Research Discussion Papers 3/2008, Bank of Finland. [Downloadable!]

  2. Lee, J. & Shin, K., 1997. "The Role of a Variable Input in the Relationship Between Investment and Uncertainty," Papers 97-98-11, California Irvine - School of Social Sciences.
    Other versions:

    Published as:

    Cited by:

    1. Gyan Pradhan & Zeljan Schuster & Kamal P. Upadhyaya, 2004. "Exchange rate uncertainty and the level of investment in selected South-east Asian countries," Applied Economics, Taylor and Francis Journals, vol. 36(19), pages 2161-2165, September. [Downloadable!] (restricted)
    2. Joseph P. Byrne & E. Philip Davis, 2003. "Panel Estimation of the Impact of Exchange Rate Uncertainty on Investment in the Major Industrial Countries," NIESR Discussion Papers 208, National Institute of Economic and Social Research. [Downloadable!]
      Other versions:
    3. Bayraktar, Nihal & Fofack, Hippolyte, 2007. "Specification of investment functions in Sub-Saharan Africa," Policy Research Working Paper Series 4171, The World Bank. [Downloadable!]
    4. Joseph P. Byrne & E. Philip Davis, 2002. "Investment and Uncertainty in the G7," NIESR Discussion Papers 198, National Institute of Economic and Social Research. [Downloadable!]
      Other versions:
    5. Nicholas Bloom, 2000. "The dynamic effects of real options and irreversibility on investment and labour demand," IFS Working Papers W00/15, Institute for Fiscal Studies. [Downloadable!]
    6. Justin Y. Lin & Yingyi Tsai & Ching-Tang Wu, 2003. "Optimal Capital Investment, Uncertainty and Outsourcing," Microeconomics Working Papers 450, East Asian Bureau of Economic Research. [Downloadable!]
    7. Serven, Luis, 2002. "Real exchange rate uncertainty and private investment in developing countries," Policy Research Working Paper Series 2823, The World Bank. [Downloadable!]
    8. Sunil Kanwar, 2006. "Innovation and Intellectual Property Rights," Working papers 142, Centre for Development Economics, Delhi School of Economics. [Downloadable!]


Articles

  1. Lee, Jim, 2006. "The impact of federal funds target changes on interest rate volatility," International Review of Economics & Finance, Elsevier, vol. 15(2), pages 241-259. [Downloadable!] (restricted)

    Cited by:

    1. Silvio Colarossi & Andrea Zaghini, 2007. "Gradualism, Transparency and Improved Operational Framework: A Look at the Overnight Volatility Transmission," CFS Working Paper Series 2007/16, Center for Financial Studies. [Downloadable!]
    2. TUYSUZ, Sukriye, 2007. "Central Bank transparency and the U.S. interest rates level and volatility response to U.S. news," MPRA Paper 5217, University Library of Munich, Germany. [Downloadable!]
    3. Nautz, Dieter & Schmidt, Sandra, 2008. "Monetary Policy Implementation and the Federal Funds Rate," ZEW Discussion Papers 08-025, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]

  2. Lee, Jim, 2006. "The comovement between output and prices: Evidence from a dynamic conditional correlation GARCH model," Economics Letters, Elsevier, vol. 91(1), pages 110-116, April. [Downloadable!] (restricted)

    Cited by:

    1. Balázs Égert & Evžen Kocenda, 2007. "Time-Varying Comovements in Developed and Emerging European Stock Markets: Evidence from Intraday Data," William Davidson Institute Working Papers Series wp861, William Davidson Institute at the University of Michigan Stephen M. Ross Business School. [Downloadable!]

  3. Lee, Jim, 2002. "Federal funds rate target changes and interest rate volatility," Journal of Economics and Business, Elsevier, vol. 54(2), pages 159-191. [Downloadable!] (restricted)

    Cited by:

    1. Tuysuz, Sukriye & Kuhry, Yves, 2007. "Interactions between interest rates and the transmission of monetary and economic news: the cases of US and UK," MPRA Paper 5255, University Library of Munich, Germany. [Downloadable!]
    2. TUYSUZ, Sukriye, 2007. "Central Bank transparency and the U.S. interest rates level and volatility response to U.S. news," MPRA Paper 5217, University Library of Munich, Germany. [Downloadable!]
    3. Tuysuz, Sukriye, 2007. "The asymmetric impact of macroeconomic announcements on U.S. Government bond rate level and volatility," MPRA Paper 5381, University Library of Munich, Germany. [Downloadable!]
    4. Michael Ehrmann & Marcel Fratzscher, 2007. "Transparency, Disclosure, and the Federal Reserve," International Journal of Central Banking, International Journal of Central Banking, vol. 3(1), pages 179-225, March. [Downloadable!]
      Other versions:
    5. Nautz, Dieter & Schmidt, Sandra, 2008. "Monetary Policy Implementation and the Federal Funds Rate," ZEW Discussion Papers 08-025, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]

  4. Lee, Jim, 2000. "The Robustness of Okun's Law: Evidence from OECD Countries," Journal of Macroeconomics, Elsevier, vol. 22(2), pages 331-356, April. [Downloadable!] (restricted)

    Cited by:

    1. Beckmann, Rainer & Eppendorfer, Carsten & Neimke, Markus, 2002. "Deepening European Financial Integration: Theoretical Considerations and Empirical Evaluation of Growth and Employment Benefits," MPRA Paper 5272, University Library of Munich, Germany. [Downloadable!]
    2. Reinhold Kosfeld & Christian Dreger, 2005. "Thresholds for Employment and Unemployment - a Spatial Analysis of German Regional Labour Markets 1992-2000," ERSA conference papers ersa05p39, European Regional Science Association. [Downloadable!]
      Other versions:
    3. Edward S. Knotek & II, 2007. "How useful is Okun's law?," Economic Review, Federal Reserve Bank of Kansas City, issue Q IV, pages 73-103. [Downloadable!]
    4. Eduardo Loría & Manuel G. Ramos., 2007. "La ley de Okun: una relectura para México, 1970-2004," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 22(1), pages 19-55. [Downloadable!]
    5. João Sousa Andrade, 2007. "Uma Aplicação da Lei de Okun em Portugal," GEMF Working Papers 2007-04, GEMF - Faculdade de Economia, Universidade de Coimbra. [Downloadable!]

  5. Lee, Jim, 1999. "Inflation Targeting in Practice: Further Evidence," Contemporary Economic Policy, Oxford University Press, vol. 17(3), pages 332-47, July.

    Cited by:

    1. Michael J. Dueker & Andreas M. Fischer, 2006. "Do inflation targeters outperform non-targeters?," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 431-450. [Downloadable!]

  6. Lee, Jim, 1999. "The inflation and output variability tradeoff: evidence from a Garch model," Economics Letters, Elsevier, vol. 62(1), pages 63-67, January. [Downloadable!] (restricted)

    Cited by:

    1. Nicholas Apergis & Stephen M. Miller, 2007. "Total Factor Productivity and Monetary Policy: Evidence from Conditional Volatility," Working papers 2007-06, University of Connecticut, Department of Economics. [Downloadable!]
      Other versions:
    2. Alfonso Mendoza V., 2003. "The Inflation-Output Volatility Tradeoff and Exchange Rate Shocks in Mexico and Turkey," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 3(1), pages 27-51. [Downloadable!]

  7. Lee, Jim, 1999. "Alternative P* Models of Inflation Forecasts," Economic Inquiry, Oxford University Press, vol. 37(2), pages 312-25, April.

    Cited by:

    1. Martha Misas & Enrique López & Luis Fernando Melo, . "La Inflación desde una Perspectiva Monetaria: Un Modelo P* para Colombia," Borradores de Economia 133, Banco de la Republica de Colombia. [Downloadable!]
      Other versions:
    2. John W. Galbraith & Greg Tkacz, 2007. "How Far Can Forecasting Models Forecast? Forecast Content Horizons for Some Important Macroeconomic Variables," Working Papers 07-1, Bank of Canada. [Downloadable!]

  8. Lee, Jim, 1996. "Testing for a unit root in time series with trend breaks," Journal of Macroeconomics, Elsevier, vol. 18(3), pages 503-519. [Downloadable!] (restricted)

    Cited by:

    1. Franco Bevilacqua & Adriaan van Zon, 2002. "Random Walks and Non-Linear Paths in Macroeconomic Time Series: Some Evidence and Implications," Working Papers geewp22, Vienna University of Economics and B.A. Research Group: Growth and Employment in Europe: Sustainability and Competitiveness. [Downloadable!]


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This page was last updated on 2008-9-22.


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