- Olivier Blanchard & John Simon, 2001.
"The Long and Large Decline in U.S. Output Volatility,"
Brookings Papers on Economic Activity,
Economic Studies Program, The Brookings Institution, vol. 32(2001-1), pages 135-174.
[Downloadable!]
Cited by:
- Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2006.
"Estimating Macroeconomic Models: A Likelihood Approach,"
NBER Technical Working Papers
0321, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:- Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2007.
"Estimating Macroeconomic Models: A Likelihood Approach,"
Review of Economic Studies,
Blackwell Publishing, vol. 74(4), pages 1059-1087, October.
[Downloadable!] (restricted)
- Fernández-Villaverde, Jesús & Rubio-Ramirez, Juan Francisco, 2006.
"Estimating Macroeconomic Models: A Likelihood Approach,"
CEPR Discussion Papers
5513, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
- Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez, 2006.
"Estimating Macroeconomic Models: A Likelihood Approach,"
Levine's Bibliography
122247000000000849, UCLA Department of Economics.
[Downloadable!]
- Fogli, Alessandra & Perri, Fabrizio, 2006.
"The 'Great Moderation' and the US External Imbalance,"
CEPR Discussion Papers
6010, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions:- Alessandra Fogli & Fabrizio Perri, 2006.
"The "Great Moderation" and the US External Imbalance,"
Working Papers
CAS_RN_2007_5, Laboratory for Macroeconomic Analysis.
[Downloadable!]
- Alessandra Fogli & Fabrizio Perri, 2006.
"The "Great Moderation" and the US External Imbalance,"
NBER Working Papers
12708, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Alessandra Fogli & Fabrizio Perri, 2006.
"The Great Moderation and the U.S. External Imbalance,"
Monetary and Economic Studies,
Institute for Monetary and Economic Studies, Bank of Japan, vol. 24(S1), pages 209-225, December.
[Downloadable!]
- R. Jason Faberman, 2008.
"Job flows, jobless recoveries, and the Great Moderation,"
Working Papers
08-11, Federal Reserve Bank of Philadelphia.
[Downloadable!]
- Philipp C. Rother, 2004.
"Fiscal policy and inflation volatility,"
Working Paper Series
317, European Central Bank.
[Downloadable!]
- 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!]
- Olga gorbachev, 2007.
"Did Household Consumption Become More Volatile?,"
ESE Discussion Papers
161, Edinburgh School of Economics, University of Edinburgh.
[Downloadable!]
- Sandra Steindl & Gunther Tichy, 2009.
"Cycles and growth: an introduction,"
Empirica,
Springer, vol. 36(2), pages 159-164, May.
[Downloadable!] (restricted)
- Ulrich Fritsche & Vladimir Kuzin, 2004.
"Declining Output Volatility in Germany: Impulses, Propagation, and the Role of Monetary Policy,"
Discussion Papers of DIW Berlin
433, DIW Berlin, German Institute for Economic Research.
[Downloadable!]
Other versions: - Steven J. Davis & James A. Kahn, 2008.
"Interpreting the Great Moderation: changes in the volatility of economic activity at the macro and micro Levels,"
Staff Reports
334, Federal Reserve Bank of New York.
[Downloadable!]
Other versions:- Steven J. Davis & James A. Kahn, 2008.
"Interpreting the Great Moderation: Changes in the Volatility of Economic Activity at the Macro and Micro Levels,"
NBER Working Papers
14048, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Steven J. Davis & James A. Kahn, 2008.
"Interpreting the Great Moderation: Changes in the Volatility of Economic Activity at the Macro and Micro Levels,"
Journal of Economic Perspectives,
American Economic Association, vol. 22(4), pages 155-80, Fall.
- Christopher Kent & Kylie Smith & James Holloway, 2005.
"Declining Output Volatility: What Role for Structural Change?,"
RBA Research Discussion Papers
rdp2005-08, Reserve Bank of Australia.
[Downloadable!]
- Toshiaki Watanabe & Hirokuni Uchiyama, 2005.
"Structural Change in Japanese Business Fluctuations and Nikkei 225 Stock Index Futures Transactions,"
Macroeconomics Working Papers
480, East Asian Bureau of Economic Research.
[Downloadable!]
- Xavier Debrun & Jean Pisani-Ferry & André Sapir, 2008.
"Government Size and Output Volatility: Should We Forsake Automatic Stabilization?,"
IMF Working Papers
08/122, International Monetary Fund.
[Downloadable!]
- Olivier Coibion & Yuriy Gorodnichenko, 2008.
"Monetary Policy, Trend Inflation and the Great Moderation: An Alternative Interpretation,"
NBER Working Papers
14621, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Jordi Gali & Luca Gambetti, 2008.
"On the Sources of the Great Moderation,"
NBER Working Papers
14171, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Francisco Alcalá & Israel Sancho, 2003.
"Output composition and the US output volatility decline,"
Macroeconomics
0307005, EconWPA, revised 09 Jul 2003.
[Downloadable!]
Other versions: - Balázs Égert & Rebeca Jiménez-Rodríguez & Evžen Kočenda & Amalia Morales-Zumaquero, 2006.
"Structural changes in Central and Eastern European economies: breaking news or breaking the ice?,"
Economic Change and Restructuring,
Springer, vol. 39(1), pages 85-103, June.
[Downloadable!] (restricted)
- Philip Arestis, Santonu Basu, 2003.
"Financial Globalization and Regulation,"
Economics Working Paper Archive
397, Levy Economics Institute, The.
[Downloadable!]
Other versions:- Philip Arestis & Santonu Basu, 2004.
"Financial Globalization and Regulation,"
International Finance
0401003, EconWPA.
[Downloadable!]
- Arestis, Philip & Basu, Santonu, 2004.
"Financial globalisation and regulation,"
Research in International Business and Finance,
Elsevier, vol. 18(2), pages 129-140, June.
[Downloadable!] (restricted)
- Jonathan McCarthy & Egon Zakrajsek, 2003.
"Inventory dynamics and business cycles: what has changed?,"
Finance and Economics Discussion Series
2003-26, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Other versions:- Jonathan McCarthy & Egon Zakrajsek, 2002.
"Inventory dynamics and business cycles: what has changed?,"
Staff Reports
156, Federal Reserve Bank of New York.
[Downloadable!]
- JONATHAN McCARTHY & EGON ZAKRAJSEK, 2007.
"Inventory Dynamics and Business Cycles: What Has Changed?,"
Journal of Money, Credit and Banking,
Blackwell Publishing, vol. 39(2-3), pages 591-613, 03.
[Downloadable!] (restricted)
- D'Agostino, Antonello & Domenico, Giannone & Surico, Paolo, 2006.
"(Un)Predictability and Macroeconomic Stability,"
Research Technical Papers
5/RT/06, Central Bank & Financial Services Authority of Ireland (CBFSAI).
[Downloadable!]
Other versions:- Antonello D’Agostino & Domenico Giannone & Paolo Surico, 2006.
"(Un)Predictability and macroeconomic stability,"
Working Paper Series
605, European Central Bank.
[Downloadable!]
- Antonello D'Agostino & Domenico Giannone & Paolo Surico, 2005.
"(Un)Predictability and Macroeconomic Stability,"
Macroeconomics
0510024, EconWPA.
[Downloadable!]
- D''Agostino, Antonello & Giannone, Domenico & Surico, Paolo, 2007.
"(Un)Predictability and Macroeconomic Stability,"
CEPR Discussion Papers
6594, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
- Olivier Darné & Amélie Charles, 2009.
"Large shocks in U.S. macroeconomic time series: 1860–1988,"
Working Papers
hal-00422502_v1, HAL.
[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)
- Morgan, Donald & Rime, Bertrand & Strahan, Philip E., 2004.
"Bank Integration and State Business Cycles,"
SIFR Research Report Series
30, Institute for Financial Research.
[Downloadable!]
Other versions:- Donald Morgan & Bertrand Rime & Philip E. Strahan, 2004.
"Bank Integration and State Business Cycles,"
The Quarterly Journal of Economics,
MIT Press, vol. 119(4), pages 1555-1584, November.
[Downloadable!] (restricted)
- Donald Morgan & Bertrand Rime & Philip Strahan, 2003.
"Bank Integration and State Business Cycles,"
NBER Working Papers
9704, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Robert A Buckle & David Haugh & Peter Thomson, 2001.
"Calm after the Storm?: Supply-side contributions to New Zealand’s GDP volatility decline,"
Treasury Working Paper Series
01/33, New Zealand Treasury.
[Downloadable!]
- Jing Zhou & Pierre Perron, 2008.
"Testing for Breaks in Coefficients and Error Variance: Simulations and Applications,"
Boston University - Department of Economics - Working Papers Series
wp2008-010, Boston University - Department of Economics.
[Downloadable!]
- Andres Arias & Gary Hansen & Lee Ohanian, 2007.
"Why have business cycle fluctuations become less volatile?,"
Economic Theory,
Springer, vol. 32(1), pages 43-58, July.
[Downloadable!] (restricted)
Other versions: - R. Jason Faberman, 2006.
"Job Flows and the Recent Business Cycle: Not All "Recoveries" Are Created Equal,"
Working Papers
391, U.S. Bureau of Labor Statistics.
[Downloadable!]
- Giorgio Canarella & WenShwo Fang & Stephen M. Miller & Stephen K. Pollard, 2008.
"Is the Great Moderation Ending? UK and US Evidence,"
Working papers
2008-24, University of Connecticut, Department of Economics.
[Downloadable!]
Other versions: - Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini, 2008.
"Are output growth-rate distributions fat-tailed? some evidence from OECD countries,"
Journal of Applied Econometrics,
John Wiley & Sons, Ltd., vol. 23(5), pages 639-669.
[Downloadable!]
Other versions:- Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini, 2006.
"Are Output Growth-Rate Distributions Fat-Tailed? Some Evidence from OECD Countries,"
Working Papers
36, Università di Verona, Dipartimento di Scienze economiche.
[Downloadable!]
- Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini, 2006.
"Are Output Growth-Rate Distributions Fat-Tailed? Some Evidence from OECD Countries,"
LEM Papers Series
2006/23, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
[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!]
- Athanasios Orphanides, 2001.
"Monetary policy rules, macroeconomic stability and inflation: a view from the trenches,"
Working Paper Series
115, European Central Bank.
[Downloadable!]
Other versions:- Orphanides, Athanasios, 2004.
"Monetary Policy Rules, Macroeconomic Stability, and Inflation: A View from the Trenches,"
Journal of Money, Credit and Banking,
Blackwell Publishing, vol. 36(2), pages 151-75, April.
- Athanasios Orphanides, 2001.
"Monetary policy rules, macroeconomic stability and inflation: a view from the trenches,"
Finance and Economics Discussion Series
2001-62, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
- 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: - F. Owen Irvine & Scott Schuh, 2005.
"Interest sensitivity and volatility reductions: cross-section evidence,"
Working Papers
05-4, Federal Reserve Bank of Boston.
[Downloadable!]
- Benjamin M. Friedman, 2006.
"The Greenspan Era: Discretion, Rather than Rules,"
American Economic Review,
American Economic Association, vol. 96(2), pages 174-177, May.
[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!]
- Xavier Gabaix, 2009.
"The Granular Origins of Aggregate Fluctuations,"
NBER Working Papers
15286, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: - Dressler, Scott, 2008.
"Economies of scale in banking, indeterminacy, and monetary policy,"
MPRA Paper
8370, University Library of Munich, Germany.
[Downloadable!]
- Olivier J. Blanchard & Jordi Galí, 2007.
"The Macroeconomic Effects of Oil Price Shocks: Why are the 2000s so different from the 1970s?,"
NBER Chapters,
in: International Dimensions of Monetary Policy
National Bureau of Economic Research, Inc.
[Downloadable!]
Other versions: - Philip R. Lane, 2002.
"Monetary-Fiscal Interactions in an Uncertain World: Lessons for European Policymakers,"
Trinity Economics Papers
200213, Trinity College Dublin, Department of Economics.
[Downloadable!]
Other versions: - Dressler, Scott J., 2009.
"Economies of scale in banking, confidence shocks, and business cycles,"
MPRA Paper
13310, University Library of Munich, Germany.
[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: - Matteo Iacoviello & Fabio Schiantarelli & Scott Schuh, 2007.
"Input and output inventories in general equilibrium,"
Working Papers
07-16, Federal Reserve Bank of Boston.
[Downloadable!]
Other versions: - Fuentes-Albero, Cristina, 2007.
"Technology Shocks, Statistical Models, and The Great Moderation,"
MPRA Paper
3589, University Library of Munich, Germany.
[Downloadable!]
- WenShwo Fang & Stephen M. Miller, 2009.
"Modeling the Volatility of Real GDP Growth: The Case of Japan Revisited,"
Working Papers
0904, University of Nevada, Las Vegas , Department of Economics.
[Downloadable!]
Other versions: - Diego Comin & Thomas Philippon, 2005.
"The Rise in Firm-Level Volatility: Causes and Consequences,"
NBER Working Papers
11388, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: - Canova, Fabio, 2006.
"Monetary Policy and the Evolution of the US Economy,"
CEPR Discussion Papers
5467, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
- Juan de Dios Tena & Francesco Giovannoni, 2005.
"Market Concentration, Macroeconomic Uncertainty and Monetary Policy,"
Bristol Economics Discussion Papers
05/576, Department of Economics, University of Bristol, UK.
[Downloadable!]
Other versions: - John Simon, 2001.
"The Decline in Australian Output Volatility,"
RBA Research Discussion Papers
rdp2001-01, Reserve Bank of Australia.
[Downloadable!]
- Olivier J. Blanchard & Jordi Gali, 2007.
"The Macroeconomic Effects of Oil Shocks: Why are the 2000s So Different from the 1970s?,"
NBER Working Papers
13368, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: - 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: - Jörg Döpke, 2004.
"How Robust is the Empirical Link between Business-Cycle Volatility and Long-Run Growth in OECD Countries?,"
International Review of Applied Economics,
Taylor and Francis Journals, vol. 18(1), pages 1-23, January.
[Downloadable!] (restricted)
- Karen E. Dynan & Douglas W. Elmendorf & Daniel E. Sichel, 2005.
"Can financial innovation help to explain the reduced volatility of economic activity?,"
Finance and Economics Discussion Series
2005-54, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Other versions: - F. Owen Irvine, 2004.
"Sales persistence and the reductions in GDP volatility,"
Working Papers
05-5, Federal Reserve Bank of Boston.
[Downloadable!]
- Andersson, Fredrik N G & Elger, Thomas, 2007.
"Freight Transportation Activity, Business Cycles and Trend Growth,"
Working Papers
2007:15, Lund University, Department of Economics.
[Downloadable!]
- Drew Creal & Siem Jan Koopman & Eric Zivot, 2008.
"The Effect of the Great Moderation on the U.S. Business Cycle in a Time-varying Multivariate Trend-cycle Model,"
Tinbergen Institute Discussion Papers
08-069/4, Tinbergen Institute.
[Downloadable!]
Other versions: - D.J. van Dijk & D.R. Osborn & M. Sensier, 2002.
"Changes in variability of the business cycle in the G7 countries,"
Econometric Institute Report
282, Erasmus University Rotterdam, Econometric Institute.
[Downloadable!]
Other versions:- D van Dijk & D R Osborn & M Sensier, 2002.
"Changes in Variability of the Business Cycle in the G7 Countries,"
Centre for Growth and Business Cycle Research Discussion Paper Series
16, Economics, The Univeristy of Manchester.
[Downloadable!]
- Dijk, D.J.C. van & Osborn, D.R. & Sensier, M., 2002.
"Changes in variability of the business cycle in the G7 countries,"
Econometric Institute Report
EI 2002-28 Revision_Date:, Erasmus University Rotterdam, Econometric Institute.
[Downloadable!]
- D van Dijk & D R Osborn & M Sensier, 2002.
"Changes in variability of the business cycle in the G7 countries,"
The School of Economics Discussion Paper Series
0204, Economics, The University of Manchester.
[Downloadable!]
- Claudia M. Buch & Jörg Döpke & Christian Pierdzioch, 2002.
"Financial Openness and Business Cycle Volatility,"
Kiel Working Papers
1121, Kiel Institute for the World Economy.
[Downloadable!]
Other versions: - James H. Stock & Mark W. Watson, 2002.
"Has the Business Cycle Changed and Why?,"
NBER Working Papers
9127, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: - Marie Brière & Ombretta Signori & Kokou Topeglo, 2006.
"Bond Market “Conundrum”: New Factors Explaining Long-term Interest Rates?,"
Working Papers CEB
06-024.RS, Université Libre de Bruxelles, Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB).
[Downloadable!]
- C. Baumeister & G. Peersman, 2008.
"Time-Varying Effects of Oil Supply Shocks on the US Economy,"
Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium
08/515, Ghent University, Faculty of Economics and Business Administration.
[Downloadable!]
- Sylvain Leduc & Keith Sill, 2007.
"Monetary Policy, Oil Shocks, and TFP: Accounting for the Decline in U.S. Volatility,"
Review of Economic Dynamics,
Elsevier for the Society for Economic Dynamics, vol. 10(4), pages 595-614, October.
[Downloadable!] (restricted)
Other versions:- Sylvain Leduc & Keith Sill, 2006.
"Monetary policy, oil shocks, and TFP: accounting for the decline in U.S. volatility,"
International Finance Discussion Papers
873, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
- Sylvain Leduc & Keith Sill, 2003.
"Monetary policy, oil shocks, and TFP: accounting for the decline in U.S. volatility,"
Working Papers
03-22, Federal Reserve Bank of Philadelphia.
[Downloadable!]
- Konstantin A., KHOLODILIN & Wension Vincent, YAO, 2004.
"Business Cycle Turning Points : Mixed-Frequency Data with Structural Breaks,"
Discussion Papers (IRES - Institut de Recherches Economiques et Sociales)
2004024, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
[Downloadable!]
- Daron Acemoglu & Simon Johnson & James Robinson & Yunyong Thaicharoen, 2002.
"Institutional Causes, Macroeconomic Symptoms: Volatility, Crises and Growth,"
NBER Working Papers
9124, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:- Acemoglu, Daron & Johnson, Simon & Robinson, James A & Thaicharoen, Yunyong, 2002.
"Institutional Causes, Macroeconomic Symptoms: Volatility, Crises and Growth,"
CEPR Discussion Papers
3575, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
- Acemoglu, Daron & Johnson, Simon & Robinson, James & Thaicharoen, Yunyong, 2003.
"Institutional causes, macroeconomic symptoms: volatility, crises and growth,"
Journal of Monetary Economics,
Elsevier, vol. 50(1), pages 49-123, January.
[Downloadable!] (restricted)
- Penelope A. Smith & Peter M. Summers, 2002.
"Regime Switches in GDP Growth and Volatility: Some International Evidence and Implications for Modelling Business Cycles,"
Melbourne Institute Working Paper Series
wp2002n21, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
[Downloadable!]
Other versions: - Claudia M. Buch & Martin Schlotter, 2008.
"Regional Origins of Employment Volatility: Evidence from German States,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
- Fabio Canova & Luca Gambetti, 2007.
"Do expectations matter? The Great Moderation revisited,"
Economics Working Papers
1084, Department of Economics and Business, Universitat Pompeu Fabra, revised Jan 2009.
[Downloadable!]
- Luca Benati, .
"Evolving post-World War II UK economic performance,"
Bank of England working papers
232, Bank of England.
[Downloadable!]
Other versions: - Ray Barrell & Dawn Holland & Iana Liadze & Olga Pomerantz, 2009.
"Volatility, growth and cycles,"
Empirica,
Springer, vol. 36(2), pages 177-192, May.
[Downloadable!] (restricted)
- 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: - Diego Comin & Sunil Mulani, 2003.
"Diverging Trends in Macro and Micro Volatility: Facts,"
Macroeconomics
0306008, EconWPA.
[Downloadable!]
Other versions:- Diego Comin & Sunil Mulani, 2004.
"Diverging Trends in Macro and Micro Volatility: Facts,"
NBER Working Papers
10922, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Comin, D. & Mulani, S., 2003.
"Diverging Trends in Macro and Micro Volatility: Facts,"
Working Papers
03-08, C.V. Starr Center for Applied Economics, New York University.
[Downloadable!]
- Gary Koop & Simon Potter, 2007.
"A flexible approach to parametric inference in nonlinear time series models,"
Staff Reports
285, Federal Reserve Bank of New York.
[Downloadable!]
- Juan de Dios Tena & César Salazar, 2008.
"Explaining inflation and output volatility in Chile: an empirical analysis of forty years,"
Revista Cuadernos de Economía,
UNIVERSIDAD NACIONAL DE COLOMBIA - RCE.
[Downloadable!]
Other versions: - Maher Khaznaji & Louis Phaneuf, 2008.
"From the Great Inflation to the Great Moderation: Assessing the Roles of Firm-Specific Labor, Sticky Prices and Labor Supply Shocks,"
Cahiers de recherche
0812, CIRPEE.
[Downloadable!]
- Prasad Bidarkota & Khurshid M. Kiani, 2003.
"On Business Cycle Asymmetries in G7 Countries,"
Working Papers
0308, Florida International University, Department of Economics.
[Downloadable!]
Other versions: - David Wilcox, 2005.
"Discussion of 'What Caused the Decline in US Business Cycle Volatility?',"
RBA Annual Conference Volume,
in: Christopher Kent & David Norman (ed.), The Changing Nature of the Business Cycle
Reserve Bank of Australia.
[Downloadable!]
- Luís Francisco Aguiar-Conraria & Maria Joana Soares, 2007.
"Using cross-wavelets to decompose the time-frequency relation between oil and the macroeconomy,"
NIPE Working Papers
16/2007, NIPE - Universidade do Minho.
[Downloadable!]
- Tao Wu & Glenn Rudebusch, 2005.
"The Recent Shift in Term Structure Behavior from a No-Arbitrage Macro-Finance Perspective,"
Computing in Economics and Finance 2005
3, Society for Computational Economics.
[Downloadable!]
Other versions: - Chang-Jin Kim & Charles Nelson & Jeremy M. Piger, 2003.
"The less volatile U.S. economy: a Bayesian investigation of timing, breadth, and potential explanations,"
Working Papers
2001-016, Federal Reserve Bank of St. Louis.
[Downloadable!]
Other versions:- Chang-Jin Kim & Charles Nelson & Jeremy Piger, 2001.
"The less volatile U.S. economy: a Bayesian investigation of timing, breadth, and potential explanations,"
International Finance Discussion Papers
707, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
- Kim, Chang-Jin & Nelson, Charles R & Piger, Jeremy, 2004.
"The Less-Volatile U.S. Economy: A Bayesian Investigation of Timing, Breadth, and Potential Explanations,"
Journal of Business & Economic Statistics,
American Statistical Association, vol. 22(1), pages 80-93, January.
- Wen, Yi, 2004.
"Durable Goods Inventories and the Volatility of Production: Explaining the Less Volatile U.S. Economy,"
Working Papers
04-01, Cornell University, Center for Analytic Economics.
[Downloadable!]
Other versions: - Andrew Eggers & Yannis Ioannides, 2004.
"The Role of Output Composition in the Stabilization of U.S. Output Growth,"
Discussion Papers Series, Department of Economics, Tufts University
0422, Department of Economics, Tufts University.
[Downloadable!]
Other versions: - Nir Jaimovich & Henry E. Siu, 2007.
"The young, the old, and the restless: demographics and business cycle volatility,"
Staff Report
387, Federal Reserve Bank of Minneapolis.
[Downloadable!]
Other versions:- Henry Siu & Nir Jaimovich, 2006.
"The Young, the Old, and the Restless: Demographics and Business Cycle Volatility,"
2006 Meeting Papers
815, Society for Economic Dynamics.
[Downloadable!]
- Nir Jaimovich & Henry E. Siu, 2008.
"The Young, the Old, and the Restless: Demographics and Business Cycle Volatility,"
NBER Working Papers
14063, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Nir Jaimovich & Henry E. Siu, 2009.
"The Young, the Old, and the Restless: Demographics and Business Cycle Volatility,"
American Economic Review,
American Economic Association, vol. 99(3), pages 804-26, June.
[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!]
Other versions:- 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!]
- M. Ayhan Kose & Christopher Otrok & Eswar Prasad, 2008.
"Global Business Cycles: Convergence or Decoupling?,"
IMF Working Papers
08/143, International Monetary Fund.
[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.
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- George Monokroussos, 2006.
"Dynamic Limited Dependent Variable Modeling and U.S. Monetary Policy,"
Discussion Papers
06-02, University at Albany, SUNY, Department of Economics.
[Downloadable!]
- Robrt G. King & Andre Kurmann, 2002.
"Expectations and the term structure of interest rates : evidence and implications,"
Economic Quarterly,
Federal Reserve Bank of Richmond, issue Fall, pages 49-95.
[Downloadable!]
- Galí, Jordi & Gambetti, Luca, 2008.
"On the Sources of the Great Moderation,"
CEPR Discussion Papers
6632, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
- Tamim Bayoumi & Silvia Sgherri, 2007.
"On the Impact of Income and Policy Shocks on Consumption,"
DNB Working Papers
152, Netherlands Central Bank, Research Department.
[Downloadable!]
- Canova, Fabio & Gambetti, Luca, 2006.
"Structural Changes in the US Economy: Bad Luck or Bad Policy?,"
CEPR Discussion Papers
5457, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
- D R Osborn & M Sensier, 2004.
"Modelling UK Inflation: Persistence, Seasonality and Monetary Policy,"
Centre for Growth and Business Cycle Research Discussion Paper Series
46, Economics, The Univeristy of Manchester.
[Downloadable!]
- Romain Baeriswyl & Camille Cornand, 2007.
"Monetary policy and its informative value,"
Proceedings,
Federal Reserve Bank of San Francisco.
[Downloadable!]
- Troy Davig, 2008.
"Detecting recessions in the Great Moderation: a real-time analysis,"
Economic Review,
Federal Reserve Bank of Kansas City, issue Q IV, pages 5-33.
[Downloadable!]
- Andrew Hallett & Christian Richter, 2006.
"Measuring the Degree of Convergence among European Business Cycles,"
Computational Economics,
Springer, vol. 27(2), pages 229-259, May.
[Downloadable!] (restricted)
- Sean D. Campbell, 2004.
"Macroeconomic volatility, predictability and uncertainty in the Great Moderation: evidence from the survey of professional forecasters,"
Finance and Economics Discussion Series
2004-52, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
- Alan S. Blinder & Ricardo Reis, 2005.
"Understanding the Greenspan standard,"
Proceedings,
Federal Reserve Bank of Kansas City, issue Aug, pages 11-96.
[Downloadable!]
Other versions: - Gary M. Koop & Simon M. Potter, 2004.
"Forecasting and estimating multiple change-point models with an unknown number of change points,"
Staff Reports
196, Federal Reserve Bank of New York.
[Downloadable!]
Other versions: - John M. Roberts, 2006.
"Monetary Policy and Inflation Dynamics,"
International Journal of Central Banking,
International Journal of Central Banking, vol. 2(3), September.
[Downloadable!]
Other versions: - Antonio Moreno, 2004.
"Reaching Inflation Stability,"
Econometric Society 2004 North American Summer Meetings
269, Econometric Society.
[Downloadable!]
Other versions: - Silvia Sgherri & Tamim Bayoumi, 2004.
"Monetary Magic? How the Fed Improved the Supply Side of the Economy,"
Econometric Society 2004 Far Eastern Meetings
422, Econometric Society.
[Downloadable!]
Other versions: - Gerald Carlino & Robert DeFina & Keith Sill, 2005.
"On the stability of employment growth: a postwar view from the U.S. states,"
Working Papers
04-21, Federal Reserve Bank of Philadelphia.
[Downloadable!]
- M Sensier & D van Dijk, 2003.
"Testing for Volatility Changes in US Macroeconomic Time Series,"
Centre for Growth and Business Cycle Research Discussion Paper Series
36, Economics, The Univeristy of Manchester.
[Downloadable!]
Other versions: - Raddatz, Claudio, 2003.
"Liquidity needs and vulnerability to financial udnerdevelopment,"
Policy Research Working Paper Series
3161, The World Bank.
[Downloadable!]
Other versions: - Jeffrey R. Campbell & Zvi Hercowitz, 2004.
"The role of households' collateralized debts in macroeconomic stabilization,"
Working Paper Series
WP-04-24, Federal Reserve Bank of Chicago.
[Downloadable!]
- Temple, Jonathan, 2002.
"An Assessment of the New Economy,"
CEPR Discussion Papers
3597, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions: - Chang-Jin Kim & James Morley & Jeremy Piger, 2008.
"Bayesian counterfactual analysis of the sources of the great moderation,"
Journal of Applied Econometrics,
John Wiley & Sons, Ltd., vol. 23(2), pages 173-191.
[Downloadable!]
- William A. Branch & John Carlson & George W. Evans & Bruce McGough, 2004.
"Monetary policy, endogenous inattention, and the volatility trade-off,"
Working Paper
0411, Federal Reserve Bank of Cleveland.
[Downloadable!]
Other versions:- WilliamA. Branch & John Carlson & GeorgeW. Evans & Bruce McGough, 2009.
"Monetary Policy, Endogenous Inattention and the Volatility Trade-off,"
Economic Journal,
Royal Economic Society, vol. 119(534), pages 123-157, 01.
[Downloadable!] (restricted)
- Wiliam Branch & John Carlson & George W. Evans & Bruce McGough, 2004.
"Monetary Policy, Endogenous Inattention, and the Volatility Trade-off,"
University of Oregon Economics Department Working Papers
2004-19, University of Oregon Economics Department, revised 15 May 2007.
[Downloadable!]
- William Branch & John Carlson & George W. Evans & Bruce McGough, 2006.
"Monetary Policy, Endogenous Inattention, and the Volatility Trade-off,"
2006 Meeting Papers
106, Society for Economic Dynamics.
[Downloadable!]
- Hyunbae Chun & Jung-Wook Kim & Jason Lee & Randall Morck, 2004.
"Patterns of Comovement: The Role of Information Technology in the U.S. Economy,"
NBER Working Papers
10937, National Bureau of Economic Research, Inc.
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- Tatiana Cesaroni & Louis Maccini & Marco Malgarini, 2009.
"Business cycle volatility and inventories behavior:new evidence for the Euro Area,"
ISAE Working Papers
108, ISAE - Institute for Studies and Economic Analyses - (Rome, ITALY).
[Downloadable!]
- Pierre L. Siklos, 2009.
"As Good As It Gets? The International Dimension to Canada's Monetary Policy Strategy Choices,"
C.D. Howe Institute Commentary,
C.D. Howe Institute, issue 292, July.
[Downloadable!]
- Heather Anderson & Farshid Vahid, 2003.
"The Decline in Income Growth Volatility in the United States: Evidence from Regional Data,"
Monash Econometrics and Business Statistics Working Papers
21/03, Monash University, Department of Econometrics and Business Statistics.
[Downloadable!]
- Valerie A. Ramey & Daniel J. Vine, 2005.
"Tracking the source of the decline in GDP volatility: an analysis of the automobile industry,"
Finance and Economics Discussion Series
2005-14, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Other versions: - Scaramozzino, Pasquale & Temple, Jonathan & Vulkan, Nir, 2005.
"Implementation Cycles in the New Economy,"
CEPR Discussion Papers
5032, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions: - Cristina Betancour & Jose De Gregorio & Juan Pablo Medina, 2006.
"The “Great Moderation” and the Monetary Transmission Mechanism in Chile,"
Working Papers Central Bank of Chile
393, Central Bank of Chile.
[Downloadable!]
Other versions: - Darvas, Zsolt & Szapáry, György, 2005.
"Business Cycle Sychronization in the Enlarged EU,"
CEPR Discussion Papers
5179, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions:- Zsolt Darvas & György Szapáry, 2008.
"Business Cycle Synchronization in the Enlarged EU,"
Open Economies Review,
Springer, vol. 19(1), pages 1-19, February.
[Downloadable!] (restricted)
- Zsolt Darvas & György Szapáry, 2006.
"Business Cycle Synchronization in the Enlarged EU,"
Working Papers
0604, Department of Mathematical Economics and Economic Analysis, Corvinus University of Budapest.
[Downloadable!]
- Keith Sill, 2006.
"Macroeconomic volatility and the equity premium,"
Working Papers
06-1, Federal Reserve Bank of Philadelphia.
[Downloadable!]
- Jean Boivin & Marc Giannoni, 2002.
"Assessing changes in the monetary transmission mechanism: a VAR approach,"
Economic Policy Review,
Federal Reserve Bank of New York, issue May, pages 97-111.
[Downloadable!]
- Christopher Kent & Kylie Smith & James Holloway, 2005.
"Declining Output Volatility: What Role for Structural Change?,"
RBA Annual Conference Volume,
in: Christopher Kent & David Norman (ed.), The Changing Nature of the Business Cycle
Reserve Bank of Australia.
[Downloadable!]
- Peter Claeys, 2006.
"Policy mix and debt sustainability: evidence from fiscal policy rules,"
Empirica,
Springer, vol. 33(2), pages 89-112, June.
[Downloadable!] (restricted)
Other versions: - Ray C. Fair, 2006.
"A Comparison of Five Federal Reserve Chairmen: Was Greenspan the Best?,"
Cowles Foundation Discussion Papers
1577, Cowles Foundation, Yale University, revised Mar 2007.
[Downloadable!]
Other versions: - James H. Stock & Mark W. Watson, 2003.
"Has the business cycle changed?,"
Proceedings,
Federal Reserve Bank of Kansas City, pages 9-56.
[Downloadable!]
- Steven J. Davis & James A. Kahn, 2007.
"Macroeconomic implications of changes in micro volatility,"
Proceedings,
Federal Reserve Bank of San Francisco, issue Nov.
[Downloadable!]
- Ulrich Fritsche & Vladimir Kuzin, 2005.
"Declining Output Volatility in Germany: Impulses, Propagation, and the Role of the Monetary Policy,"
Money Macro and Finance (MMF) Research Group Conference 2005
70, Money Macro and Finance Research Group.
[Downloadable!]
- Franz R. Hahn, 2003.
"Financial Development and Macroeconomic Volatility. Evidence from OECD Countries,"
WIFO Working Papers
198, WIFO.
[Downloadable!]
- F. Owen Irvine & Scott Schuh, 2005.
"The roles of comovement and inventory investment in the reduction of output volatility,"
Working Papers
05-9, Federal Reserve Bank of Boston.
[Downloadable!]
- Canova, Fabio & Gambetti, Luca & Pappa, Evi, 2006.
"The Structural Dynamics of US Output and Inflation: What Explains the Changes?,"
CEPR Discussion Papers
5879, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions:- Luca Gambetti & Evi Pappa & Fabio Canova, 2008.
"The Structural Dynamics of U.S. Output and Inflation: What Explains the Changes?,"
Journal of Money, Credit and Banking,
Blackwell Publishing, vol. 40(2-3), pages 369-388, 03.
[Downloadable!] (restricted)
- Luca Gambetti & Evi Pappa & Fabio Canova, 2005.
"The structural dynamics of US output and inflation: what explains the changes?,"
Economics Working Papers
921, Department of Economics and Business, Universitat Pompeu Fabra.
[Downloadable!]
- Gerald Carlino & Robert DeFina & Keith Sill, 2002.
"The cyclical behavior of state employment during the postwar period,"
Working Papers
02-14, Federal Reserve Bank of Philadelphia.
[Downloadable!]
- Hanck, Christoph, 2008.
"Nonstationary-Volatility Robust Panel Unit Root Tests and the Great Moderation,"
MPRA Paper
11988, University Library of Munich, Germany.
[Downloadable!]
- Silvia Sgherri & Tamim Bayoumi, 2009.
"On Impatience and Policy Effectiveness,"
IMF Working Papers
09/18, International Monetary Fund.
[Downloadable!]
- N.R. Swanson & D.J.C. van Dijk, 2001.
"Are statistical reporting agencies getting it right? Data rationality and business cycle asymmetry,"
Econometric Institute Report
230, Erasmus University Rotterdam, Econometric Institute.
[Downloadable!]
Other versions:- Swanson, Norman R. & van Dijk, Dick, 2006.
"Are Statistical Reporting Agencies Getting It Right? Data Rationality and Business Cycle Asymmetry,"
Journal of Business & Economic Statistics,
American Statistical Association, vol. 24, pages 24-42, January.
[Downloadable!] (restricted)
- Swanson, N.R. & Dijk, D.J.C. van, 2001.
"Are statistical reporting agencies getting it right? Data rationality and business cycle asymmetry,"
Econometric Institute Report
EI 2001-28 Revision_Date:, Erasmus University Rotterdam, Econometric Institute.
[Downloadable!]
- Lieven Baele & Geert Bekaert & Koen Inghelbrecht, 2007.
"The determinants of stock and bond return comovements,"
Research series
200711-27, National Bank of Belgium.
[Downloadable!]
Other versions: - Owen Irvine & Scott Schuh, 2002.
"Inventory investment and output volatility,"
Working Papers
02-6, Federal Reserve Bank of Boston.
[Downloadable!]
- Silvia Sgherri & Tamim Bayoumi, 2004.
"Monetary Magic? How the Fed Improved the Flexibility of the U.S. Economy,"
IMF Working Papers
04/24, International Monetary Fund.
[Downloadable!]
- James A. Kahn & Margaret M. McConnell & Gabriel Perez-Quiros, 2002.
"On the causes of the increased stability of the U.S. economy,"
Economic Policy Review,
Federal Reserve Bank of New York, issue May, pages 183-202.
[Downloadable!]
- Nandwa, B., 2006.
"Implication of the Taylor Rule on Real Exchange Rate Movement in Kenya,"
Applied Econometrics and International Development,
Euro-American Association of Economic Development, vol. 6(2).
[Downloadable!] (restricted)
- Gary D. Hansen, .
"Why Have Business Cycle Fluctuations Become Less Volatile? (with Andres Arias and Lee E. Ohanian),"
UCLA Economics Online Papers
416, UCLA Department of Economics.
[Downloadable!]
- Daniel Burren, 2008.
"The Role of Sectoral Shifts in the Great Moderation,"
Diskussionsschriften
dp0801, Universitaet Bern, Departement Volkswirtschaft.
[Downloadable!]
- Christian Hellwig, 2002.
"Public Announcements, Adjustment Delays, and the Business Cycle (November 2002),"
UCLA Economics Online Papers
208, UCLA Department of Economics.
[Downloadable!]
- Robert J. Gordon, 2003.
"Hi-tech Innovation and Productivity Growth: Does Supply Create Its Own Demand?,"
NBER Working Papers
9437, National Bureau of Economic Research, Inc.
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- Buch, Claudia M. & Döpke, Jörg & Stahn, Kerstin, 2008.
"Great moderation at the firm level? Unconditional versus conditional output volatility,"
Discussion Paper Series 1: Economic Studies
2008,13, Deutsche Bundesbank, Research Centre.
[Downloadable!]
- Stephane Pallage & Michel A. Robe, 2002.
"The States vs. the states: On the Welfare Cost of Business Cycles in the U.S,"
Cahiers de recherche du Département des sciences économiques, UQAM
20-17, Université du Québec à Montréal, Département des sciences économiques, revised Oct 2002.
[Downloadable!]
Other versions: - Francesco Nucci & Marianna Riggi, .
"The Great Moderation and Changes in the Structure of Labor Compensation,"
Working Papers
124, Sapienza University of Rome, Department of Public Economics.
[Downloadable!]
- Mark W. Watson, 2007.
"How accurate are real-time estimates of output trends and gaps?,"
Economic Quarterly,
Federal Reserve Bank of Richmond, issue Spr, pages 143-161.
[Downloadable!]
- Andrea Vindigni, 2002.
"Uncertainty and the Politics of Employment Protection,"
Working Papers
844, Princeton University, Department of Economics, Industrial Relations Section..
[Downloadable!]
- Edward Nelson, 2007.
"Milton Friedman and U.S. monetary history: 1961-2006,"
Review,
Federal Reserve Bank of St. Louis, issue May, pages 153-182.
[Downloadable!]
Other versions: - Kevin J. Stiroh, 2006.
"Volatility accounting: a production perspective on increased economic stability,"
Staff Reports
245, Federal Reserve Bank of New York.
[Downloadable!]
- Gerald Carlino & Robert DeFina & Keith Sill, 2003.
"Postwar period changes in employment volatility: new evidence from state/industry panel data,"
Working Papers
03-18, Federal Reserve Bank of Philadelphia.
[Downloadable!]
- Claudia M. Buch & Jörg Döpke & Kerstin Stahn, 2008.
"Great Moderation at the Firm Level? Unconditional vs. Conditional Output Volatility,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
Other versions: - Owen Irvine & Scott Schuh, 2007.
"The roles of comovement and inventory investment in the reduction of output volatility,"
Proceedings,
Federal Reserve Bank of San Francisco, issue Nov.
[Downloadable!]
- Christopher Bowdler & Adeel Malik, 2005.
"Openness and inflation volatility: Cross-country evidence,"
Economics Papers
2005-W14, Economics Group, Nuffield College, University of Oxford.
[Downloadable!]
- Alejandro Justiniano & Northwestern University, 2006.
"The Time Varying Volatility of Macroeconomic Fluctuations,"
Computing in Economics and Finance 2006
219, Society for Computational Economics.
[Downloadable!]
- Benoît Mojon, 2007.
"Monetary policy, output composition and the Great Moderation,"
Working Paper Series
WP-07-07, Federal Reserve Bank of Chicago.
[Downloadable!]
- George Monokroussos, 2005.
"Dynamic Limited Dependent Variable Modeling and US Monetary Policy,"
Computing in Economics and Finance 2005
460, Society for Computational Economics.
[Downloadable!]
- J. Christina Wang, 2006.
"Financial innovations, idiosyncratic risk, and the joint evolution of real and financial volatilities,"
Proceedings,
Federal Reserve Bank of San Francisco, issue Nov.
[Downloadable!]
- Silvia Sgherri & Tamim Bayoumi, 2004.
"Deconstructing the Art of Central Banking,"
IMF Working Papers
04/195, International Monetary Fund.
[Downloadable!]
Other versions: - Steven J. Davis & R. Jason Faberman & John Haltiwanger & Ron Jarmin & Javier Miranda, 2007.
"Business volatility, job destruction and unemployment,"
Proceedings,
Federal Reserve Bank of San Francisco, issue Nov.
[Downloadable!]
Other versions:- Steven Davis & R Jason Faberman & John Haltiwanger & Ron Jarmin & Javier Miranda, 2008.
"Business Volatility, Job Destruction, and Unemployment,"
Working Papers
08-26, Center for Economic Studies, U.S. Census Bureau.
[Downloadable!]
- Steven J. Davis & R. Jason Faberman & John Haltiwanger & Ron Jarmin & Javier Miranda, 2008.
"Business Volatility, Job Destruction, and Unemployment,"
NBER Working Papers
14300, National Bureau of Economic Research, Inc.
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- Mehmet Dalkir, 2005.
"A New Method For Estimating The Order Of Integration Of Fractionally Integrated Processes Using Bispectra,"
Econometrics
0507001, EconWPA, revised 07 Jul 2005.
[Downloadable!]
- Alejandro Justiniano & Giorgio E. Primiceri, 2006.
"The Time Varying Volatility of Macroeconomic Fluctuations,"
NBER Working Papers
12022, National Bureau of Economic Research, Inc.
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Other versions: - Dimitris Korobilis, 2009.
"Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models,"
Working Papers
09-14, University of Strathclyde Business School, Department of Economics.
[Downloadable!]
- Marcelle Chauvet & Simon Potter, 2001.
"Recent changes in the U.S. business cycle,"
Staff Reports
126, Federal Reserve Bank of New York.
[Downloadable!]
Other versions: - Fabio Canova & Luca Gambetti, 2003.
"Structural changes in the US economy: is there a role for monetary policy?,"
Economics Working Papers
918, Department of Economics and Business, Universitat Pompeu Fabra, revised Apr 2008.
[Downloadable!]
- Marc Hofstetter, 2009.
"Inflation Targeting in Latin America: Toward a Monetary Union?,"
DOCUMENTOS CEDE
005855, UNIVERSIDAD DE LOS ANDES-CEDE.
[Downloadable!]
- Costas Azariadis & Leo Kaas, 2007.
"Is dynamic general equilibrium a theory of everything?,"
Economic Theory,
Springer, vol. 32(1), pages 13-41, July.
[Downloadable!] (restricted)
- Fabio Canova, 2004.
"What explains the Great Moderation in the US? A structural analysis,"
Economics Working Papers
919, Department of Economics and Business, Universitat Pompeu Fabra, revised Dec 2007.
[Downloadable!]
- Silvia Sgherri, 2005.
"Long-Run Productivity Shifts and Cyclical Fluctuations: Evidence for Italy,"
IMF Working Papers
05/228, International Monetary Fund.
[Downloadable!]
- Gerald Carlino & Robert DeFina & Keith Sill, 2009.
"The long and large decline in state employment growth volatility,"
Working Papers
09-9, Federal Reserve Bank of Philadelphia.
[Downloadable!]
Other versions: - José De Gregorio, 2008.
"The Great Moderation and the Risk of Inflation: A View From Developing Countries,"
Economic Policy Papers Central Bank of Chile
24, Central Bank of Chile.
[Downloadable!]
- Régis Barnichon, 2007.
"Productivity, Aggregate Demand and Unemployment Fluctuations,"
CEP Discussion Papers
dp0819, Centre for Economic Performance, LSE.
[Downloadable!]
Other versions: - M. Ayhan Kose & Roberto Cardarelli, 2004.
"Economic Integration, Business Cycle, and Productivity in North America,"
IMF Working Papers
04/138, International Monetary Fund.
[Downloadable!]
- Oscar Jorda & Kevin Salyer, 2003.
"The Response of Term Rates to Monetary Policy Uncertainty,"
Review of Economic Dynamics,
Elsevier for the Society for Economic Dynamics, vol. 6(4), pages 941-962, October.
[Downloadable!] (restricted)
Other versions: - Michael S. Hanson, 2006.
"Varying Monetary Policy Regimes: A Vector Autoregressive Investigation,"
Wesleyan Economics Working Papers
2006-003, Wesleyan University, Department of Economics.
[Downloadable!]
Other versions: - Sam Hak Kan Tang & Nicolaas Groenewold & Charles Ka Yui Leung, 2003.
"Institutions, Technical Change and Macroeconomic Volatility, Crises and Growth: A Robust Causation,"
Economics Discussion / Working Papers
03-21, The University of Western Australia, Department of Economics.
[Downloadable!]
- Calvin Schnure, 2005.
"Boom-Bust Cycles in Housing: The Changing Role of Financial Structure,"
IMF Working Papers
05/200, International Monetary Fund.
[Downloadable!]
- Claudia M. Buch, 2002.
"Business Cycle Volatility and Globalization: A Survey,"
Kiel Working Papers
1107, Kiel Institute for the World Economy.
[Downloadable!]
- Castelnuovo , Efrem & Greco , Luciano & Raggi, Davide, 2008.
"Estimating regime-switching Taylor rules with trend inflation,"
Research Discussion Papers
20/2008, Bank of Finland.
[Downloadable!]
- Strotmann, Harald & Döpke, Jörg & Buch, Claudia M., 2006.
"Does trade openness increase firm-level volatility?,"
Discussion Paper Series 1: Economic Studies
2006,40, Deutsche Bundesbank, Research Centre.
[Downloadable!]
- Efrem Castelnuovo, 2006.
"Assessing Different Drivers of the GreatModeration in the U.S,"
"Marco Fanno" Working Papers
0025, Dipartimento di Scienze Economiche "Marco Fanno".
[Downloadable!]
- Robert A Buckle & David Haugh & Peter Thomson, 2002.
"Growth and volatility regime switching models for New Zealand GDP data,"
Treasury Working Paper Series
02/08, New Zealand Treasury.
[Downloadable!]
- Carlo Altavilla & Matteo Ciccarelli, 2007.
"Information combination and forecast (st)ability. Evidence from vintages of time-series data,"
Working Paper Series
846, European Central Bank.
[Downloadable!]
- Ossama Mikhail, 2004.
"No More Rocking Horses: Trading Business-Cycle Depth for Duration Using an Economy-Specific Characteristic,"
Macroeconomics
0402026, EconWPA.
[Downloadable!]
- Christophe Boucher, 2003.
"Stock Market Valuation : the Role of the Macroeconomic Risk Premium,"
Finance
0305011, EconWPA.
[Downloadable!]
- Tommaso Ciarli & Marco Valente, 2007.
"Production Structure and Economic Fluctuations,"
LEM Papers Series
2007/02, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
[Downloadable!]
- Michael D. Bordo & Thomas Helbling, 2003.
"Have National Business Cycles Become More Synchronized?,"
NBER Working Papers
10130, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Mark Crosby & Philip Bodman, 2005.
"When the US Sneezes, Do We Need to Catch a Cold? Historical and Future Linkages between the Australian and US Business Cycles,"
RBA Annual Conference Volume,
in: Christopher Kent & David Norman (ed.), The Changing Nature of the Business Cycle
Reserve Bank of Australia.
[Downloadable!]
- Felipe Larraín & Se Kyu Choi-Ha, 2003.
"Recesiones, Apertura y Régimen Cambiario,"
Cuadernos de Economía (Latin American Journal of Economics),
Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 40(121), pages 668-678.
[Downloadable!]
- Keith Sill, 2004.
"What accounts for the postwar decline in economic volatility?,"
Business Review,
Federal Reserve Bank of Philadelphia, issue Q1, pages 23-31.
[Downloadable!]
- Dennis P. Quinn, 2003.
"Capital account liberalization and financial globalization, 1890-1999: a synoptic view,"
International Journal of Finance & Economics,
John Wiley & Sons, Ltd., vol. 8(3), pages 189-204.
[Downloadable!]
- Ang, James, 2009.
"Growth Volatility and Financial Repression: Time Series Evidence from India,"
MPRA Paper
14412, University Library of Munich, Germany.
[Downloadable!]
- M. Ayhan Kose & Eswar Prasad & Marco Terrones, 2003.
"Financial Integration and Macroeconomic Volatility,"
IMF Working Papers
03/50, International Monetary Fund.
[Downloadable!]
- Luís Francisco Aguiar-Conraria & Maria Joana Soares & Nuno Azevedo, 2007.
"Using Wavelets to decompose time-frequency economic relations,"
NIPE Working Papers
17/2007, NIPE - Universidade do Minho.
[Downloadable!]
- James A. Kahn, 2008.
"Durable goods inventories and the Great Moderation,"
Staff Reports
325, Federal Reserve Bank of New York.
[Downloadable!]
- Boivin, Jean & Giannoni, Marc, 2006.
"Has Monetary Policy Become More Effective?,"
CEPR Discussion Papers
5463, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions:- Jean Boivin & Marc P Giannoni, 2006.
"Has Monetary Policy Become More Effective?,"
The Review of Economics and Statistics,
MIT Press, vol. 88(3), pages 445-462, October.
[Downloadable!] (restricted)
- Jean Boivin & Marc P. Giannoni, 2003.
"Has Monetary Policy Become More Effective?,"
NBER Working Papers
9459, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Che, Natasha Xingyuan, 2009.
"The great dissolution: organization capital and diverging volatility puzzle,"
MPRA Paper
13701, University Library of Munich, Germany.
[Downloadable!]
- Jeffrey R. Campbell & Zvi Hercowitz, 2005.
"The Role of Collateralized Household Debt in Macroeconomic Stabilization,"
NBER Working Papers
11330, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: - Christian Richter & Andrew Hughes Hallett, 2005.
"A Time-Frequency Analysis of the Coherences of the US Business,"
Computing in Economics and Finance 2005
45, Society for Computational Economics.
[Downloadable!]
- Robert J Gordon, 2005.
"What Caused the Decline in US Business Cycle Volatility?,"
RBA Annual Conference Volume,
in: Christopher Kent & David Norman (ed.), The Changing Nature of the Business Cycle
Reserve Bank of Australia.
[Downloadable!]
Other versions: - Fabio Canova & Luca Gambetti, 2004.
"On the Time Variations of US Monetary Policy: Who is right?,"
Money Macro and Finance (MMF) Research Group Conference 2004
96, Money Macro and Finance Research Group.
[Downloadable!]
- Mishkin, Frederic S & Simon, John, 1995.
"An Empirical Examination of the Fisher Effect in Australia,"
The Economic Record,
The Economic Society of Australia, vol. 71(214), pages 217-29, September.
Other versions: See citations under working paper version above.
- Jerome Fahrer & John Simon, 1995.
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Australian Economic Review,
The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 28(1), pages 23-34.
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