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Citations for "Output fluctuations in the United States: what has changed since the early 1980s?"

by Margaret M. McConnell & Gabriel Perez Quiros

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  1. Vasco Carvalho & Xavier Gabaix, 2010. "The great diversification and its undoing," Economics Working Papers 1208, Department of Economics and Business, Universitat Pompeu Fabra, revised Oct 2010.
  2. Ghent, Andra C., 2009. "Comparing DSGE-VAR forecasting models: How big are the differences?," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 33(4), pages 864-882, April.
  3. Emmanuel De Veirman & Andrew Levin, 2011. "Cyclical changes in firm volatility," Reserve Bank of New Zealand Discussion Paper Series DP2011/06, Reserve Bank of New Zealand.
  4. Okimoto, Tatsuyoshi & Shimotsu, Katsumi, 2010. "Decline in the persistence of real exchange rates, but not sufficient for purchasing power parity," Journal of the Japanese and International Economies, Elsevier, vol. 24(3), pages 395-411, September.
  5. Marcelle Chauvet & Zeynep Senyuz & Emre Yoldas, 2012. "What does financial volatility tell us about macroeconomic fluctuations?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2012-09, Board of Governors of the Federal Reserve System (U.S.).
  6. Olivier Coibion & Yuriy Gorodnichenko, 2012. "Information Rigidity and the Expectations Formation Process," IMF Working Papers 12/296, International Monetary Fund.
  7. John Simon, 2001. "The Decline in Australian Output Volatility," RBA Research Discussion Papers, Reserve Bank of Australia rdp2001-01, Reserve Bank of Australia.
  8. Barnett, William A. & Chauvet, Marcelle & Leiva-Leon, Danilo, 2014. "Real-Time Nowcasting Nominal GDP Under Structural Break," MPRA Paper 53699, University Library of Munich, Germany.
  9. Olivier Coibion & Yuriy Gorodnichenko, 2010. "Information Rigidity and the Expectations Formation Process: A Simple Framework and New Facts," NBER Working Papers 16537, National Bureau of Economic Research, Inc.
  10. Ang, Andrew & Bekaert, Geert & Wei, Min, 2007. "Do macro variables, asset markets, or surveys forecast inflation better?," Journal of Monetary Economics, Elsevier, Elsevier, vol. 54(4), pages 1163-1212, May.
  11. Benhmad, François, 2013. "Dynamic cyclical comovements between oil prices and US GDP: A wavelet perspective," Energy Policy, Elsevier, Elsevier, vol. 57(C), pages 141-151.
  12. WenShwo Fang & Stephen M. Miller, 2012. "Output Growth and Its Volatility: The Gold Standard through the Great Moderation," Working Papers, University of Nevada, Las Vegas , Department of Economics 1205, University of Nevada, Las Vegas , Department of Economics.
  13. Smith, Aaron & Naik, Prasad A. & Tsai, Chih-Ling, 2006. "Markov-switching model selection using Kullback-Leibler divergence," Journal of Econometrics, Elsevier, Elsevier, vol. 134(2), pages 553-577, October.
  14. 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, Economics, The Univeristy of Manchester 16, Economics, The Univeristy of Manchester.
  15. Olaf Posch, 2009. "Explaining Output Volatility: The Case of Taxation," CESifo Working Paper Series 2751, CESifo Group Munich.
  16. Rebeca Jiménez-Rodríguez & Giuseppe Russo, 2008. "Institutional Rigidities and Employment Rigidity on the Italian Labour Market," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, Duncker & Humblot, Berlin, vol. 54(3), pages 217-227.
  17. Luis A. Gil-Alana & Antonio Moreno, 2009. "Fractional Integration and Structural Breaks in U.S. Macro Dynamics," Faculty Working Papers, School of Economics and Business Administration, University of Navarra 02/09, School of Economics and Business Administration, University of Navarra.
  18. Tribó, Josep A., 2009. "Firms' stock market flotation: Effects on inventory policy," International Journal of Production Economics, Elsevier, Elsevier, vol. 118(1), pages 10-18, March.
  19. Luca Benati and Paolo Surico, 2007. "Vector Autoregression Analysis and the Great Moderation," Discussion Papers, Monetary Policy Committee Unit, Bank of England 18, Monetary Policy Committee Unit, Bank of England.
  20. Pablo Burriel & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2009. "MEDEA: A DSGE Model for the Spanish Economy," PIER Working Paper Archive 09-017, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  21. Reis, Ricardo, 2005. "Inattentive Consumers," CEPR Discussion Papers, C.E.P.R. Discussion Papers 5053, C.E.P.R. Discussion Papers.
  22. Irvine, F. Owen & Schuh, Scott, 2007. "Interest sensitivity and volatility reductions: Cross-section evidence," International Journal of Production Economics, Elsevier, Elsevier, vol. 108(1-2), pages 31-42, July.
  23. Camacho Maximo & Perez Quiros Gabriel, 2007. "Jump-and-Rest Effect of U.S. Business Cycles," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 11(4), pages 1-39, December.
  24. Amélie Charles & Olivier Darné & Laurent Ferrara, 2014. "Does the Great Recession imply the end of the Great Moderation? International evidence," Working Papers hal-00952951, HAL.
  25. Richard Ashley & Kwok Ping Tsang & Randal J. Verbrugge, 2010. "Frequency Dependence in a Real-Time Monetary Policy Rule," Working Papers e07-21, Virginia Polytechnic Institute and State University, Department of Economics.
  26. Máximo Camacho & Gabriel Pérez-Quirós & Lorena Saiz, 2005. "Do european business cycles look like one?," Banco de Espa�a Working Papers 0518, Banco de Espa�a.
  27. Gaballo, Gaetano, 2013. "Good luck or good policy? An expectational theory of macro volatility switches," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 37(12), pages 2755-2770.
  28. Olaf Posch & Klaus Wälde, 2006. "Natural volatility, welfare and taxation," Computing in Economics and Finance 2006, Society for Computational Economics 95, Society for Computational Economics.
  29. 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.
  30. Martins, Luis F. & Rodrigues, Paulo M.M., 2014. "Testing for persistence change in fractionally integrated models: An application to world inflation rates," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 76(C), pages 502-522.
  31. Cook, Steven, 2006. "Testing for cointegration in the presence of mis-specified structural change," Statistics & Probability Letters, Elsevier, Elsevier, vol. 76(13), pages 1380-1384, July.
  32. Efrem Castelnuovo & Salvatore Nisticò, 2010. "Stock Market Conditions and Monetary Policy in a DSGE Model for the U.S," "Marco Fanno" Working Papers 0107, Dipartimento di Scienze Economiche "Marco Fanno".
  33. Avouyi-Dovi, Sanvi & Ano Sujithan, Kuhanathan, 2013. "The links between some European financial factors and the BRICS credit default swap spreads," Economics Papers from University Paris Dauphine 123456789/11721, Paris Dauphine University.
  34. Oka, Tatsushi & Qu, Zhongjun, 2011. "Estimating structural changes in regression quantiles," Journal of Econometrics, Elsevier, Elsevier, vol. 162(2), pages 248-267, June.
  35. Hofmann, Boris & Straub, Roland & Peersman, Gert, 2010. "Time variation in U.S. wage dynamics," Working Paper Series, European Central Bank 1230, European Central Bank.
  36. Jeremy M. Piger & Robert H. Rasche, 2008. "Inflation: Do Expectations Trump the Gap?," International Journal of Central Banking, International Journal of Central Banking, International Journal of Central Banking, vol. 4(4), pages 85-116, December.
  37. L. Baele & G. Bekaert & S. Cho & K. Inghelbrecht & A. Moreno, 2013. "Macroeconomic Regimes," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration 13/870, Ghent University, Faculty of Economics and Business Administration.
  38. Cesaroni, Tatiana & Maccini, Louis & Malgarini, Marco, 2011. "Business cycle stylized facts and inventory behaviour: New evidence for the Euro area," International Journal of Production Economics, Elsevier, Elsevier, vol. 133(1), pages 12-24, September.
  39. Sensier, Marianne & Dick van Dijk, 2002. "Short-term Volatility versus Long-term Growth: Evidence in US Macroeconomic Time Series," Royal Economic Society Annual Conference 2002, Royal Economic Society 164, Royal Economic Society.
  40. M. Ayhan Kose & Eswar S. Prasad & Marco E. Terrones, 2004. "How do trade and financial integration affect the relationship between growth and volatility," Working Paper Series, Federal Reserve Bank of San Francisco 2004-29, Federal Reserve Bank of San Francisco.
  41. Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2006. "The New Keynesian Phillips Curve: from Sticky Inflation to Sticky Prices," The School of Economics Discussion Paper Series, Economics, The University of Manchester 0631, Economics, The University of Manchester.
  42. Michael S. Hanson, 2006. "Varying Monetary Policy Regimes: A Vector Autoregressive Investigation," Wesleyan Economics Working Papers 2006-003, Wesleyan University, Department of Economics.
  43. Iiboshi, Hirokuni, 2007. "Duration dependence of the business cycle in Japan: A Bayesian analysis of extended Markov switching model," Japan and the World Economy, Elsevier, Elsevier, vol. 19(1), pages 86-111, January.
  44. Dimitris Korobilis, 2009. "Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models," Working Paper Series, The Rimini Centre for Economic Analysis 35_09, The Rimini Centre for Economic Analysis, revised Jan 2009.
  45. 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.
  46. Lars Ljungqvist & Thomas J. Sargent, 2010. "How Sweden’s Unemployment Became More Like Europe’s," NBER Chapters, in: Reforming the Welfare State: Recovery and Beyond in Sweden, pages 189-223 National Bureau of Economic Research, Inc.
  47. Che, Natasha Xingyuan, 2009. "The great dissolution: organization capital and diverging volatility puzzle," MPRA Paper 13701, University Library of Munich, Germany.
  48. Luca Gambetti & Jordi Gal�, 2009. "On the Sources of the Great Moderation," American Economic Journal: Macroeconomics, American Economic Association, vol. 1(1), pages 26-57, January.
  49. Matteo Iacoviello & Fabio Schiantarelli & Scott Schuh, 2010. "Input and output inventories in general equilibrium," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 1004, Board of Governors of the Federal Reserve System (U.S.).
  50. Yunjong Eo & James Morley, 2013. "Likelihood-Based Confidence Sets for the Timing of Structural Breaks," Discussion Papers, School of Economics, The University of New South Wales 2013-12, School of Economics, The University of New South Wales.
  51. Philippe Moutot & Giovanni Vitale, 2009. "Monetary policy strategy in a global environment," Occasional Paper Series 106, European Central Bank.
  52. Cantore, C. & Ferroni, F. & León-Ledesma, M A., 2011. "Interpreting the Hours-Technology time-varying relationship," Working papers, Banque de France 351, Banque de France.
  53. Jinho Bae & Chang-Jin Kim & Dong Heon Kim, 2011. "The Evolution of the Monetary Policy Regimes in the U.S," Discussion Paper Series 1102, Institute of Economic Research, Korea University.
  54. Hamilton, James D., 2003. "What is an oil shock?," Journal of Econometrics, Elsevier, Elsevier, vol. 113(2), pages 363-398, April.
  55. Toshiaki Watanabe & Hirokuni Uchiyama, 2005. "Structural Change in Japanese Business Fluctuations and Nikkei 225 Stock Index Futures Transactions," Finance Working Papers 22318, East Asian Bureau of Economic Research.
  56. Xavier Gabaix, 2011. "The Granular Origins of Aggregate Fluctuations," Econometrica, Econometric Society, Econometric Society, vol. 79(3), pages 733-772, 05.
  57. Stilianos Fountas & Menelaos Karanasos, 2008. "Are economic growth and the variability of the business cycle related ? Evidence from five European countries," Discussion Paper Series 2008_17, Department of Economics, University of Macedonia, revised Dec 2008.
  58. Philip Arestis & Georgios Chortareas & John D. Tsoukalas, . "Money and Information in a New Neoclassical Synthesis Framework," Discussion Papers 10/01, University of Nottingham, School of Economics.
  59. Akhter Faroque & William Veloce & Jean-Francois Lamarche, 2009. "Have Structural Changes Eliminated the Out-of-Sample Ability of Financial Variables To Forecast Real Activity After the Mid-1980s? Evidence From the Canadian Economy," Working Papers, Brock University, Department of Economics 0910, Brock University, Department of Economics, revised Oct 2010.
  60. Kenneth S. Rogoff, 2006. "Impact of globalization on monetary policy," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, Federal Reserve Bank of Kansas City, pages 265-305.
  61. Kristie M. Engemann & Kevin L. Kliesen & Michael T. Owyang, 2010. "Do oil shocks drive business cycles? some U.S. and international evidence," Working Papers, Federal Reserve Bank of St. Louis 2010-007, Federal Reserve Bank of St. Louis.
  62. Karen E. Dynan & Douglas W. Elmendorf & Daniel E. Sichel, 2006. "Financial innovation and the Great Moderation: what do household data say?," Proceedings, Federal Reserve Bank of San Francisco, Federal Reserve Bank of San Francisco, issue Nov.
  63. Angang Hu & Jie Lu & Zhengyan Xiao, 2011. "Has China's Economy Become More Stable and Inertial? Nonlinear Investigations Based on Structural Break and Duration Dependent Regime Switching Models," Annals of Economics and Finance, Society for AEF, vol. 12(1), pages 157-181, May.
  64. Bivin, David, 2006. "Decomposing the contribution of smaller shocks to the stabilization of GDP," Economics Letters, Elsevier, Elsevier, vol. 91(3), pages 444-449, June.
  65. Jan J. J. Groen & George Kapetanios, 2009. "Model selection criteria for factor-augmented regressions," Staff Reports, Federal Reserve Bank of New York 363, Federal Reserve Bank of New York.
  66. Nir Jaimovich & Henry E. Siu, 2007. "The young, the old, and the restless: demographics and business cycle volatility," Staff Report, Federal Reserve Bank of Minneapolis 387, Federal Reserve Bank of Minneapolis.
  67. Vázquez, Jesús, 2008. "The comovement between monetary and fiscal policy instruments during the post-war period in the U.S," International Review of Economics & Finance, Elsevier, Elsevier, vol. 17(3), pages 412-424.
  68. Gerald A. Carlino & Robert Defina & Keith Sill, 2013. "The Long and Large Decline in State Employment Growth Volatility," Journal of Money, Credit and Banking, Blackwell Publishing, Blackwell Publishing, vol. 45(2-3), pages 521-534, 03.
  69. Chan, Kam Fong & Marsden, Alastair, 2014. "Macro risk factors of credit default swap indices in a regime-switching framework," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 29(C), pages 285-308.
  70. Vicente Tuesta & Juan F. Rubio-Ramirez & Pau Rabanal, 2009. "Cointegrated TFP Processes and International Business Cycles," IMF Working Papers 09/212, International Monetary Fund.
  71. Michael T. Owyang & Jeremy M. Piger & Howard J. Wall & Christopher H. Wheeler, 2007. "The economic performance of cities: a Markov-switching approach," Working Papers, Federal Reserve Bank of St. Louis 2006-056, Federal Reserve Bank of St. Louis.
  72. repec:ebl:ecbull:v:3:y:2002:i:20:p:1-20 is not listed on IDEAS
  73. Gamber, Edward N. & Smith, Julie K., 2009. "Are the Fed's inflation forecasts still superior to the private sector's?," Journal of Macroeconomics, Elsevier, Elsevier, vol. 31(2), pages 240-251, June.
  74. Eggers, Andrew & Ioannides, Yannis M., 2006. "The role of output composition in the stabilization of US output growth," Journal of Macroeconomics, Elsevier, Elsevier, vol. 28(3), pages 585-595, September.
  75. Acemoglu, Daron & Johnson, Simon & Robinson, James & Thaicharoen, Yunyong, 2003. "Institutional causes, macroeconomic symptoms: volatility, crises and growth," Journal of Monetary Economics, Elsevier, Elsevier, vol. 50(1), pages 49-123, January.
  76. Jesus Fernandez-Villaverde & Pablo Guerrón-Quintana & Juan F. Rubio-Ramírez, 2013. "Estimating Dynamic Equilibrium Models with Stochastic Volatility," PIER Working Paper Archive 13-036, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  77. Hayat, Aziz & Bhatti, M. Ishaq, 2013. "Masking of volatility by seasonal adjustment methods," Economic Modelling, Elsevier, Elsevier, vol. 33(C), pages 676-688.
  78. Donald Morgan & Bertrand Rime & Philip E. Strahan, 2004. "Bank Integration and State Business Cycles," The Quarterly Journal of Economics, MIT Press, MIT Press, vol. 119(4), pages 1555-1584, November.
  79. Fang, WenShwo & Miller, Stephen M., 2009. "Modeling the volatility of real GDP growth: The case of Japan revisited," Japan and the World Economy, Elsevier, Elsevier, vol. 21(3), pages 312-324, August.
  80. Chang-Jin Kim & Jeremy Piger, 2000. "Common Stochastic Trends, Common Cycles, and Asymmetry in Economic Fluctuations," Econometric Society World Congress 2000 Contributed Papers 1465, Econometric Society.
  81. Simon Gilchrist & Jae W. Sim & Egon Zakrajšek, 2014. "Uncertainty, Financial Frictions, and Investment Dynamics," NBER Working Papers 20038, National Bureau of Economic Research, Inc.
  82. Amit Basu & Thomas F. Siems, 2004. "The impact of e-business technologies on supply chain operations: a macroeconomic perspective," Working Papers, Federal Reserve Bank of Dallas 0404, Federal Reserve Bank of Dallas.
  83. Roberto Casarin & Carmine Trecroci, 2006. "Business Cycle and Stock Market Volatility: A Particle Filter Approach," Working Papers, University of Brescia, Department of Economics ubs0603, University of Brescia, Department of Economics.
  84. Alcala, Francisco & Sancho, Israel, 2004. "Output composition and the US output volatility decline," Economics Letters, Elsevier, Elsevier, vol. 82(1), pages 115-120, January.
  85. Wei-Choun Yu, 2008. "Macroeconomic and financial market volatilities: an empirical evidence of factor model," Economics Bulletin, AccessEcon, vol. 3(33), pages 1-18.
  86. Jon Faust & Eric Swanson & and Jonathan H. Wright, 2002. "Identifying vars based on high frequency futures data," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 720, Board of Governors of the Federal Reserve System (U.S.).
  87. 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, Society for Computational Economics 3, Society for Computational Economics.
  88. Bekiros, Stelios & Marcellino, Massimiliano, 2013. "The multiscale causal dynamics of foreign exchange markets," Journal of International Money and Finance, Elsevier, Elsevier, vol. 33(C), pages 282-305.
  89. Edward E. Leamer, 2007. "Housing IS the Business Cycle," NBER Working Papers 13428, National Bureau of Economic Research, Inc.
  90. Luís Francisco Aguiar & Yi Wen, 2011. "OPEC´s Oil Exporting Strategy and Macroeconomic (In)Stability," NIPE Working Papers, NIPE - Universidade do Minho 10/2011, NIPE - Universidade do Minho.
  91. José De Gregorio, 2008. "The Great Moderation and the Risk of Inflation: A View From Developing Countries," Economic Policy Papers Central Bank of Chile, Central Bank of Chile 24, Central Bank of Chile.
  92. Francis X. Diebold & Kamil Yilmaz, 2013. "Measuring the Dynamics of Global Business Cycle Connectedness," PIER Working Paper Archive 13-070, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  93. Christopher Reicher & Johannes Utlaut, 2011. "The effect of inflation on real commodity prices," Kiel Working Papers 1704, Kiel Institute for the World Economy.
  94. Christiane Baumeister & Luca Benati, 2012. "Unconventional Monetary Policy and the Great Recession: Estimating the Macroeconomic Effects of a Spread Compression at the Zero Lower Bound," Working Papers, Bank of Canada 12-21, Bank of Canada.
  95. Urban Jermann & Vincenzo Quadrini, 2007. "Financial Innovations and Macroeconomic Volatility," 2007 Meeting Papers, Society for Economic Dynamics 50, Society for Economic Dynamics.
  96. Dalton, John, 2013. "A Theory of Just-in-Time and the Growth in Manufacturing Trade," MPRA Paper 48223, University Library of Munich, Germany.
  97. Bent Nielsen & Jouni Sohkanen, 2009. "Asymptotic behaviour of the CUSUM of squares test under stochastic and deterministic time trends," Economics Series Working Papers 2009-W09, University of Oxford, Department of Economics.
  98. Emmanuel de Veirman & Andrew Levin, 2012. "When Did Firms Become More Different? Time-Varying Firm-Specific Volatility in Japan," DNB Working Papers, Netherlands Central Bank, Research Department 351, Netherlands Central Bank, Research Department.
  99. Yoon, Gawon, 2005. "Has the U.S. economy really become less correlated with that of the rest of the world?," Economic Modelling, Elsevier, Elsevier, vol. 22(1), pages 147-158, January.
  100. Chauvet, Marcelle & Potter, Simon, 2010. "Business cycle monitoring with structural changes," International Journal of Forecasting, Elsevier, Elsevier, vol. 26(4), pages 777-793, October.
  101. Andre Kurmann & Julien Champagne, 2010. "The Great Increase in Relative Volatility of Real Wages in the United States," 2010 Meeting Papers, Society for Economic Dynamics 674, Society for Economic Dynamics.
  102. Giuseppe Cavaliere & Anders Rahbek & A.M.Robert Taylor, 2008. "Testing for Co-integration in Vector Autoregressions with Non-Stationary Volatility," CREATES Research Papers 2008-50, School of Economics and Management, University of Aarhus.
  103. Mitra, Sinchan & Sinclair, Tara M., 2012. "Output Fluctuations In The G-7: An Unobserved Components Approach," Macroeconomic Dynamics, Cambridge University Press, Cambridge University Press, vol. 16(03), pages 396-422, June.
  104. Lahiri, Kajal & Monokroussos, George, 2013. "Nowcasting US GDP: The role of ISM business surveys," International Journal of Forecasting, Elsevier, Elsevier, vol. 29(4), pages 644-658.
  105. Shiller, Robert J. & Campbell, John Y. & Viceira, Luis Manuel, 2009. "Understanding Inflation-Indexed Bond Markets," Scholarly Articles 10885503, Harvard University Department of Economics.
  106. Selgin, George & Lastrapes, William D. & White, Lawrence H., 2012. "Has the Fed been a failure?," Journal of Macroeconomics, Elsevier, Elsevier, vol. 34(3), pages 569-596.
  107. Claudia Kwapil & Johann Scharler, 2009. "Expected Monetary Policy and the Dynamics of Bank Lending Rates," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank) 149, Oesterreichische Nationalbank (Austrian Central Bank).
  108. Vadym Volosovych & Bent E. Sørensen & Sebnem Kalemli-Ozcan, 2010. "Deep Financial Integration and Volatility," 2010 Meeting Papers, Society for Economic Dynamics 232, Society for Economic Dynamics.
  109. Jushan Bai & Peng Wang, 2011. "Conditional Markov chain and its application in economic time series analysis," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(5), pages 715-734, 08.
  110. MeiChi Huang, 2013. "The Role of People’s Expectation in the Recent US Housing Boom and Bust," The Journal of Real Estate Finance and Economics, Springer, Springer, vol. 46(3), pages 452-479, April.
  111. Thomas A Lubik & Wing Teong Teo, . "Inventories, Inflation Dynamics and the New Keynesian Phillips Curve," Discussion Papers 10/02, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
  112. Enders, Walter & Ma, Jun, 2011. "Sources of the great moderation: A time-series analysis of GDP subsectors," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 35(1), pages 67-79, January.
  113. Feigenbaum James A. & Li Geng, 2012. "Life Cycle Dynamics of Income Uncertainty and Consumption," The B.E. Journal of Macroeconomics, De Gruyter, De Gruyter, vol. 12(1), pages 1-49, May.
  114. Francis X. Diebold & Kamil Yılmaz, 2007. "Macroeconomic Volatility and Stock Market Volatility,World-Wide," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum 0711, Koc University-TUSIAD Economic Research Forum.
  115. Ayhan Kose, M. & Otrok, Christopher & Whiteman, Charles H., 2008. "Understanding the evolution of world business cycles," Journal of International Economics, Elsevier, Elsevier, vol. 75(1), pages 110-130, May.
  116. Netsunajev, Aleksei, 2013. "Reaction to technology shocks in Markov-switching structural VARs: Identification via heteroskedasticity," Journal of Macroeconomics, Elsevier, Elsevier, vol. 36(C), pages 51-62.
  117. Galvão, Ana Beatriz C & Marcellino, Massimiliano, 2010. "Endogenous Monetary Policy Regimes and the Great Moderation," CEPR Discussion Papers, C.E.P.R. Discussion Papers 7827, C.E.P.R. Discussion Papers.
  118. Ossama Mikhail, 2006. "Trading Business-Cycle Depth for Duration using an economy-specific characteristic," Economics Bulletin, AccessEcon, vol. 5(7), pages 1-12.
  119. Jorge M. Andraz & Nelia M. Norte, 2013. "Output volatility in the OECD: Are the member states becoming less vulnerable to exogenous shocks?," Economic Issues Journal Articles, Economic Issues, Economic Issues, vol. 18(2), pages 91-122, September.
  120. Alasdair Scott & Pau Rabanal & Prakash Kannan, 2009. "Macroeconomic Patterns and Monetary Policy in the Run-Up to Asset Price Busts," IMF Working Papers 09/252, International Monetary Fund.
  121. Benati, Luca, 2007. "Drift and breaks in labor productivity," Working Paper Series, European Central Bank 0718, European Central Bank.
  122. Castelnuovo, Efrem & Greco, Luciano & Raggi, Davide, 2008. "Estimating regime-switching Taylor rules with trend inflation," Research Discussion Papers, Bank of Finland 20/2008, Bank of Finland.
  123. 300, 2004. "Persistence and the Role of Exchange Rate and Interest Rate Inertia in Monetary Policy," Working Papers Central Bank of Chile, Central Bank of Chile 300, Central Bank of Chile.
  124. John C. Williams, 2005. "Robust estimation and monetary policy with unobserved structural change," Proceedings, Board of Governors of the Federal Reserve System (U.S.), pages 53-81.
  125. Gemma Carolillo & Piero Mastroberardino & Claudio Nigro, 2013. "The 2007 financial crisis: strategic actors and processes of construction of a concrete system," Journal of Management and Governance, Springer, Springer, vol. 17(2), pages 453-489, May.
  126. Pena, Daniel & Rodriguez, Julio, 2005. "Detecting nonlinearity in time series by model selection criteria," International Journal of Forecasting, Elsevier, Elsevier, vol. 21(4), pages 731-748.
  127. Canova, Fabio & Ferroni, Filippo, 2012. "The dynamics of US inflation: Can monetary policy explain the changes?," Journal of Econometrics, Elsevier, Elsevier, vol. 167(1), pages 47-60.
  128. H. Peter Boswijk & Giuseppe Cavaliere & Anders Rahbek & A.M. Robert Taylor, 2013. "Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions," Discussion Papers 13-13, University of Copenhagen. Department of Economics.
  129. Beatrice D. Simo-Kengne & Stephen M. Miller & Rangan Gupta, 2013. "Evolution of Monetary Policy in the US: The Role of Asset Prices," Working papers, University of Connecticut, Department of Economics 2013-20, University of Connecticut, Department of Economics, revised Dec 2013.
  130. Steven Trypsteen, 2014. "Cross-Country Interactions, the Great Moderation and the Role of Output Volatility in Growth," Discussion Papers 2014/10, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
  131. Cem Cakmakli & Richard Paap & Dick van Dijk, 2011. "Measuring and Predicting Heterogeneous Recessions," Tinbergen Institute Discussion Papers 11-154/4, Tinbergen Institute, revised 15 Nov 2011.
  132. Luojia Hu & Maude Toussaint-Comeau, 2010. "Do labor market activities help predict inflation?," Economic Perspectives, Federal Reserve Bank of Chicago, Federal Reserve Bank of Chicago, issue Q II, pages 52-63.
  133. John V. Duca, 2004. "Why have U.S. households increasingly relied on mutual funds to own equity?," Working Papers, Federal Reserve Bank of Dallas 0403, Federal Reserve Bank of Dallas.
  134. Fernando Alexandre & Luís Aguiar Conraria & Pedro Bação & Miguel Portela, 2011. "A Poupança em Portugal," GEMF Working Papers 2011-19, GEMF - Faculdade de Economia, Universidade de Coimbra.
  135. Alessio Moro, 2012. "The Structural Transformation Between Manufacturing and Services and the Decline in the US GDP Volatility," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 15(3), pages 402-415, July.
  136. Lester, Robert & Pries, Michael & Sims, Eric, 2014. "Volatility and welfare," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 38(C), pages 17-36.
  137. Rebeca Jimenez-Rodriguez & Amalia Morales-Zumaquero & Balazs Egert, 2010. "The VARying Effect of Foreign Shocks in Central and Eastern Europe," William Davidson Institute Working Papers Series wp989, William Davidson Institute at the University of Michigan.
  138. James Bullard & Aarti Singh, 2012. "Learning And The Great Moderation," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 53(2), pages 375-397, 05.
  139. Bezemer, Dirk & Grydaki, Maria, 2013. "Debt and the U.S. Great Moderation," MPRA Paper 47399, University Library of Munich, Germany.
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