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Citations for "Are Business Cycles All Alike?"

by Olivier J. Blanchard & Mark W. Watson

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  1. Robert A Buckle & Kunhong Kim & Nathan McLellan, 2003. "The impact of monetary policy on New Zealand business cycles and inflation variability," Treasury Working Paper Series 03/09, New Zealand Treasury.
  2. Charles Evans & Steven Strongin & Francesca Eugeni, 1992. "A policymaker's guide to indicators of economic activity," Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago 92-19, Federal Reserve Bank of Chicago.
  3. T. P. Koirala Ph.D., 2009. "Long-run Relationships of Macroeconomic Variables in Nepal: A VAR Approach," NRB Economic Review, Nepal Rastra Bank, Research Department, Nepal Rastra Bank, Research Department, vol. 21, pages 99-120, April.
  4. Sarantis Kalyvitis & Ifigeneia Skotida, 2008. "Some Empirical Evidence on the Effects of U.S. Monetary Policy Shocks on Cross Exchange Rates," Working Papers, Bank of Greece 65, Bank of Greece.
  5. Eo, Yunjong & Kim, Chang-Jin, 2012. "Markov-Switching Models with Evolving Regime-Specific Parameters: Are Post-War Booms or Recessions All Alike?," Working Papers, University of Sydney, School of Economics 2012-04, University of Sydney, School of Economics.
  6. William Roberds & David Runkle & Charles H. Whiteman, 1992. "Another hole in the ozone layer: changes in FOMC operating procedure and the term structure," Working Paper, Federal Reserve Bank of Atlanta 92-15, Federal Reserve Bank of Atlanta.
  7. James H. Stock & Mark W. Watson, 2001. "Vector Autoregressions," Journal of Economic Perspectives, American Economic Association, American Economic Association, vol. 15(4), pages 101-115, Fall.
  8. Pierre-Daniel G. Sarte, 1997. "On the identification of structural vector autoregressions," Economic Quarterly, Federal Reserve Bank of Richmond, Federal Reserve Bank of Richmond, issue Sum, pages 45-68.
  9. Zha, Tao, 1999. "Block recursion and structural vector autoregressions," Journal of Econometrics, Elsevier, Elsevier, vol. 90(2), pages 291-316, June.
  10. Engle, R. F. (Robert F.) & Issler, João Victor, 1994. "Estimating sectoral cycles using cointegration and common features," Economics Working Papers (Ensaios Economicos da EPGE) 232, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  11. Luis Eduardo Arango T. & Mauricio Castillo, 1999. "¿Son Estilizadas Las Regularidades Del Ciclo Económico?Una Breve Revisión De La Literatura," BORRADORES DE ECONOMIA 003835, BANCO DE LA REPÚBLICA.
  12. Jacobson, Tor & Jansson, Per & Vredin, Anders & Warne, Anders, 2002. "Identifying the Effects of Monetary Policy Shocks in an Open Economy," Working Paper Series 134, Sveriges Riksbank (Central Bank of Sweden).
  13. Jang, Kyungho, 2006. "An alternative approach to estimation of structural vector error correction models with long-run restrictions," Economics Letters, Elsevier, Elsevier, vol. 90(1), pages 126-131, January.
  14. Victor Zarnowitz, 1987. "The Regularity of Business Cycles," NBER Working Papers 2381, National Bureau of Economic Research, Inc.
  15. Haslag, Joseph H. & Hein, Scott E., 1995. "Does it matter how monetary policy is implemented?," Journal of Monetary Economics, Elsevier, Elsevier, vol. 35(2), pages 359-386, April.
  16. Kim, Soyoung, 2001. "International transmission of U.S. monetary policy shocks: Evidence from VAR's," Journal of Monetary Economics, Elsevier, Elsevier, vol. 48(2), pages 339-372, October.
  17. Peter Ireland, 1999. "A Method for Taking Models to the Data," Computing in Economics and Finance 1999, Society for Computational Economics 1233, Society for Computational Economics.
  18. John Simon, 2001. "The Decline in Australian Output Volatility," RBA Research Discussion Papers, Reserve Bank of Australia rdp2001-01, Reserve Bank of Australia.
  19. Carlos J. García & Andrés Sagner, 2011. "Crédito, Exceso de toma de Riesgo, Costo de Crédito y ciclo Económico en Chile," Working Papers Central Bank of Chile, Central Bank of Chile 645, Central Bank of Chile.
  20. Daniel F. Waggoner & Tao Zha, 2010. "Confronting model misspecification in macroeconomics," Working Paper, Federal Reserve Bank of Atlanta 2010-18, Federal Reserve Bank of Atlanta.
  21. Sydney Ludvigson & Charles Steindel & Martin Lettau, 2002. "Monetary policy transmission through the consumption-wealth channel," Economic Policy Review, Federal Reserve Bank of New York, Federal Reserve Bank of New York, issue May, pages 117-133.
  22. Etsuro Shioji, 1997. "Spanish monetary policy: A structural VAR analysis," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra 215, Department of Economics and Business, Universitat Pompeu Fabra.
  23. Bidarkota, Prasad V. & Dupoyet, Brice V., 2007. "The impact of fat tails on equilibrium rates of return and term premia," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 31(3), pages 887-905, March.
  24. Henry Kim & Soyoung Kim & Yunjong Wang, 2005. "International Capital Flows and Boom-Bust Cycles in the Asia Pacific Region," Discussion Papers Series, Department of Economics, Tufts University, Department of Economics, Tufts University 0506, Department of Economics, Tufts University.
  25. Anthony Garratt & Kevin Lee & M. Hashem Pesaran & Yongcheol Shin, 2003. "A Long run structural macroeconometric model of the UK," Economic Journal, Royal Economic Society, Royal Economic Society, vol. 113(487), pages 412-455, 04.
  26. Robert A Buckle & Kunhong Kim & Heather Kirkham & Nathan McLellan & Jared Sharma, 2002. "A structural VAR model of the New Zealand business cycle," Treasury Working Paper Series 02/26, New Zealand Treasury.
  27. Peter R. Hartley & Joseph A. Whitt, Jr., 1997. "Macroeconomic fluctuations in Europe: demand or supply, permanent or temporary?," Working Paper, Federal Reserve Bank of Atlanta 97-14, Federal Reserve Bank of Atlanta.
  28. Eric Parrado H., 2001. "Foreign Shocks and Monetary Policy Transmission in Chile," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, Central Bank of Chile, vol. 4(3), pages 29-57, December.
  29. Alain DeSerres, & Alain Guay & Pierre St-Amant, . "Estimating and Projecting Potential Output Using Structural VAR Methodology: The Case of the Mexican Economy," Working Papers, Bank of Canada 95-2, Bank of Canada.
  30. Lucio Sarno & Daniel L. Thornton, 2003. "The efficient market hypothesis and identification in structural VARs," Working Papers, Federal Reserve Bank of St. Louis 2003-032, Federal Reserve Bank of St. Louis.
  31. Croushore, Dean & Evans, Charles L., 2006. "Data revisions and the identification of monetary policy shocks," Journal of Monetary Economics, Elsevier, Elsevier, vol. 53(6), pages 1135-1160, September.
  32. Alain DeSerres & Alain Guay, 1995. "Selection of the Truncation Lag in Structural VARs (or VECMs) with Long-Run Restrictions," Econometrics, EconWPA 9510001, EconWPA.
  33. Carl E. Walsh, 1987. "The impact of monetary targeting in the United States, 1976-1984," Working Papers in Applied Economic Theory, Federal Reserve Bank of San Francisco 87-04, Federal Reserve Bank of San Francisco.
  34. Pham The Anh, 2007. "Nominal Rigidities and The Real Effects of Monetary Policy in a Structural VAR Model," Working Papers 06, Development and Policies Research Center (DEPOCEN), Vietnam.
  35. Elyès Jouini & Clotilde Napp, 2010. "Unbiased Disagreement in Financial Markets, Waves of Pessimism and the Risk-Return Trade-off," Review of Finance, European Finance Association, European Finance Association, vol. 15(3), pages 575-601.
  36. Kyungho Jang, 2001. "Impulse Response Analysis with Long Run Restrictions on Error Correction Models," Working Papers, Ohio State University, Department of Economics 01-04, Ohio State University, Department of Economics.
  37. Kwamie Dunbar, 2008. "The Impact of the FOMC's Monetary Policy Actions on the growth of Credit Risk: the Monetary Policy - Liquidity Paradox," Working papers, University of Connecticut, Department of Economics 2008-05, University of Connecticut, Department of Economics.
  38. McPhail, Lihong Lu, 2011. "Assessing the impact of US ethanol on fossil fuel markets: A structural VAR approach," Energy Economics, Elsevier, Elsevier, vol. 33(6), pages 1177-1185.
  39. Márcio Antônio Salvato & João Victor Issler & Angelo Mont'alverne Duarte, 2005. "Are Business Cycles All Alike In Europe?," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of 031, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  40. Sandra Steindl & Gunther Tichy, 2009. "Cycles and growth: an introduction," Empirica, Springer, Springer, vol. 36(2), pages 159-164, May.
  41. David O. Cushman & Tao Zha, 1995. "Identifying monetary policy in a small open economy under flexible exchange rates," Working Paper, Federal Reserve Bank of Atlanta 95-7, Federal Reserve Bank of Atlanta.
  42. Robert A Buckle & Kunhong Kim & Julie Tam, 2001. "A Structural VAR Approach to Estimating Budget Balance Targets," Treasury Working Paper Series 01/11, New Zealand Treasury.
  43. Alain DeSerres & Alain Guay & Pierre St-Amant, 1995. "Estimating and Projecting Potential Output Using Structural VAR Methodology," Macroeconomics, EconWPA 9504003, EconWPA.
  44. Haroon Mumtaz & Saverio Simonelli & Paolo Surico, 2011. "International Comovements, Business Cycle and Inflation: a Historical Perspective," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 14(1), pages 176-198, January.
  45. Forbes, Kristin J. & Abeysinghe, Tilak, 2002. "Trade Linkages and Output-Multiplier Effects: A Structural VAR," Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management 4242-01, Massachusetts Institute of Technology (MIT), Sloan School of Management.
  46. Chan G. Huh, 1991. "Recession probability indexes: a survey," Economic Review, Federal Reserve Bank of San Francisco, Federal Reserve Bank of San Francisco, issue Fall, pages 31-40.
  47. Kim, Soyoung, 1999. "Do monetary policy shocks matter in the G-7 countries? Using common identifying assumptions about monetary policy across countries," Journal of International Economics, Elsevier, Elsevier, vol. 48(2), pages 387-412, August.
  48. Martin S. Eichenbaum & Kenneth J. Singleton, 1986. "Do Equilibrium Real Business Cycle Theories Explain Post-War U.S. Business Cycles?," NBER Working Papers 1932, National Bureau of Economic Research, Inc.
  49. W. J. Coleman & C. Gilles & P. Labadie, 1993. "Discount window borrowing and liquidity," Proceedings, Board of Governors of the Federal Reserve System (U.S.), Board of Governors of the Federal Reserve System (U.S.).
  50. Muhammad Naveed Tahir, 2012. "Relative Importance of Monetary Transmission Channels in Inflation Targeting Emerging Economies," EcoMod2012 4092, EcoMod.
  51. Juri Marcucci & Mario Quagliariello, . "Is Bank Portfolio Riskiness Procyclical? Evidence from Italy using a Vector Autoregression," Discussion Papers, Department of Economics, University of York 05/09, Department of Economics, University of York.
  52. David L. Haugh, 2005. "The Influence Of Consumer Confidence And Stock Prices On The United States Business Cycle, 1953-2003," CAMA Working Papers 2005-03, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  53. Olivier Jean Blanchard & Danny Quah, 1988. "The Dynamic Effects of Aggregate Demand and Supply Disturbances," NBER Working Papers 2737, National Bureau of Economic Research, Inc.
  54. Keating, John W., 2000. "Macroeconomic Modeling with Asymmetric Vector Autoregressions," Journal of Macroeconomics, Elsevier, Elsevier, vol. 22(1), pages 1-28, January.
  55. Fisher, Lance A. & Huh, Hyeon-Seung & Summers, Peter M., 2000. "Structural Identification of Permanent Shocks in VEC Models: A Generalization," Journal of Macroeconomics, Elsevier, Elsevier, vol. 22(1), pages 53-68, January.
  56. Monticello, Carlo & Tristani, Oreste, 1999. "What does the single monetary policy do? A SVAR benchmark for the European Central Bank," Working Paper Series, European Central Bank 0002, European Central Bank.
  57. Weber, Axel A., 1997. "Sources of Purchasing Power Disparities Between the G3-Economies," Discussion Paper Serie B, University of Bonn, Germany 419, University of Bonn, Germany.
  58. Nathan S. Balke & Thomas B. Fomby, 1991. "Large shocks, small shocks, and economic fluctuations: outliers in macroeconomic times series," Research Paper, Federal Reserve Bank of Dallas 9101, Federal Reserve Bank of Dallas.
  59. Kenneth N. Kuttner, 1993. "Credit conditions and external finance: interpreting the behavior of financial flows and interest rate spreads," Proceedings, Board of Governors of the Federal Reserve System (U.S.), Board of Governors of the Federal Reserve System (U.S.).
  60. Carrillo, Paul A., 2010. "“Modelo Dinámico para Análisis y Pronóstico del Producto Interno Bruto”: Un Enfoque Fiscal Aplicando un Modelo SVAR
    [Dynamic Model for Analysis and Forecast of Gross Domestic Product': A Fis
    ," MPRA Paper 32005, University Library of Munich, Germany.
  61. Chaiechi, Taha, 2012. "Financial development shocks and contemporaneous feedback effect on key macroeconomic indicators: A post Keynesian time series analysis," Economic Modelling, Elsevier, Elsevier, vol. 29(2), pages 487-501.
  62. Guido Lorenzoni, 2009. "A Theory of Demand Shocks," American Economic Review, American Economic Association, American Economic Association, vol. 99(5), pages 2050-84, December.
  63. Akhilesh Chandra Prabhakar, 2011. "An Overview of the New Emerging Balance of Forces-the BRICS, G 20 and G 7 Response to the Global Financial Crisis," Asian Economic and Financial Review, Asian Economic and Social Society, Asian Economic and Social Society, vol. 1(2), pages 67-82, June.
  64. José U. Mora, 2008. "Relative importance of foreign and domestic shocks in the Venezuelan economy," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, vol. 33(25), pages 61-86, january-j.
  65. Mala Raghavan & George Athanasopoulos & Param Silvapulle, 2009. "VARMA models for Malaysian Monetary Policy Analysis," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics 6/09, Monash University, Department of Econometrics and Business Statistics.
  66. Luis Fernando Melo Velandia & Franz Hamann Salcedo, 1998. "Inflacion Basica. Una Estimacion Basada En Modelos Var Estructurales," BORRADORES DE ECONOMIA 002848, BANCO DE LA REPÚBLICA.
  67. Tilak Abeysinghe & Kristin Forbes, 2005. "Trade Linkages and Output-Multiplier Effects: a Structural VAR Approach with a Focus on Asia," Review of International Economics, Wiley Blackwell, Wiley Blackwell, vol. 13(2), pages 356-375, 05.
  68. ODIA NDONGO, Yves Francis, 2007. "Les sources des fluctuations marcoéconomiques au Cameroun," MPRA Paper 1308, University Library of Munich, Germany.
  69. Hartley, Peter R. & Whitt Jr, Joseph A., 2003. "Macroeconomic fluctuations: Demand or supply, permanent or temporary?," European Economic Review, Elsevier, Elsevier, vol. 47(1), pages 61-94, February.
  70. Jerome Creel & Paola Monperrus-Veroni & Francesco Saraceno, 2005. "Discretionary Policy Interactions and the Fiscal Theory of the Price Level: A SVAR Analysis on French Data," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE) 2005-12, Observatoire Francais des Conjonctures Economiques (OFCE).
  71. Evans, Charles L. & Marshall, David A., 2007. "Economic determinants of the nominal treasury yield curve," Journal of Monetary Economics, Elsevier, Elsevier, vol. 54(7), pages 1986-2003, October.
  72. Kim, Soyoung & Roubini, Nouriel, 2000. "Exchange rate anomalies in the industrial countries: A solution with a structural VAR approach," Journal of Monetary Economics, Elsevier, Elsevier, vol. 45(3), pages 561-586, June.
  73. John Hassler & Petter Lundvik & Torsten Persson & Paul Soderlind, 1992. "The Swedish business cycle: stylized facts over 130 years," Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis 63, Federal Reserve Bank of Minneapolis.
  74. St-Amant, P., 1996. "Decomposing U.S. Nominal Interest Rates into Expected Inflation and Ex Ante Real Interest rates Using Structural VAR Methodology," Working Papers, Bank of Canada 96-2, Bank of Canada.
  75. David Mayes & Matti Virén, 2000. "The exchange rate and monetary conditions in the Euro area," Review of World Economics (Weltwirtschaftliches Archiv), Springer, Springer, vol. 136(2), pages 199-231, June.
  76. Fotios M. Siokis, 2005. "Policy transmission and the consumption-wealth channel," Applied Financial Economics Letters, Taylor and Francis Journals, Taylor and Francis Journals, vol. 1(6), pages 349-353, November.
  77. Weber, Axel A., 1997. "Sources of Purchasing Power Disparities between the G3 Economies," Journal of the Japanese and International Economies, Elsevier, vol. 11(4), pages 548-583, December.
  78. Goto, Shingo, 2000. "The Fed's Effect on Excess Returns and Inflation is Much Bigger Than You Think," University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA qt04f1z5hb, Anderson Graduate School of Management, UCLA.
  79. Jean Boivin & Marc Giannoni, 2002. "Assessing changes in the monetary transmission mechanism: a VAR approach," Economic Policy Review, Federal Reserve Bank of New York, Federal Reserve Bank of New York, issue May, pages 97-111.
  80. Ellen R. Rissman, 1999. "Regional employment growth and the business cycle," Economic Perspectives, Federal Reserve Bank of Chicago, Federal Reserve Bank of Chicago, issue Q IV, pages 21-39.
  81. Chiou-Wei, Song-Zan & Zhu, Zhen, 2002. "Sources of export fluctuations: empirical evidence from Taiwan and South Korea, 1981-2000," Journal of Asian Economics, Elsevier, Elsevier, vol. 13(1), pages 105-118.
  82. Kim, Soyoung, 2002. "Exchange rate stabilization in the ERM: identifying European monetary policy reactions," Journal of International Money and Finance, Elsevier, Elsevier, vol. 21(3), pages 413-434, June.
  83. Bernanke, Ben S. & Mihov, Ilian, 1995. "Measuring Monetary Policy," Economics Series, Institute for Advanced Studies 10, Institute for Advanced Studies.
  84. Peter Englund & Anders Vredin, 1990. "The current account, supply shocks and accommodative fiscal policy : interpretations of Swedish post-war data," Finnish Economic Papers, Finnish Economic Association, Finnish Economic Association, vol. 3(2), pages 89-107, Autumn.
  85. James H. Stock & Mark W. Watson, 1990. "Business Cycle Properties of Selected U.S. Economic Time Series, 1959-1988," NBER Working Papers 3376, National Bureau of Economic Research, Inc.
  86. Carlos Esteban Posada, . "Dinero, Interés, Inflación y Fluctuaciones económicas en Colombia desde 1958," Borradores de Economia 044, Banco de la Republica de Colombia.
  87. Miller, Stephen M. & Russek, Frank S., 1996. "Do federal deficits affect interest rates? Evidence from three econometric methods," Journal of Macroeconomics, Elsevier, Elsevier, vol. 18(3), pages 403-428.
  88. Buckle, Robert A. & Kim, Kunhong & Kirkham, Heather & McLellan, Nathan & Sharma, Jarad, 2007. "A structural VAR business cycle model for a volatile small open economy," Economic Modelling, Elsevier, Elsevier, vol. 24(6), pages 990-1017, November.
  89. Bennett T. McCallum, 1999. "Analysis of the Monetary Transmission Mechanism: Methodological Issues," NBER Working Papers 7395, National Bureau of Economic Research, Inc.
  90. Faiz ur, rehman & Wasim, shahid malik, 2010. "A structural VAR (SVAR) approach to cost channel of monetary policy," MPRA Paper 32349, University Library of Munich, Germany, revised 09 Feb 2011.
  91. Paul Lau, Sau-Him, 2000. "On the validity and identification of long-run restrictions for a cointegrated system," Economic Modelling, Elsevier, Elsevier, vol. 17(4), pages 485-496, December.
  92. Mamoudou, Toure & Jamel, Trabelsi & Frédéric, Dufourt, 2009. "Empirical evaluation of nominal convergence in Czech Republic, Poland and Hungary (CPH)," Economic Modelling, Elsevier, Elsevier, vol. 26(5), pages 993-999, September.
  93. Alejandro Ramírez Vigoya & Hernando Rodríguez Zambrano, 2013. "Un análisis VAR estructural de política monetaria en Colombia," REVISTA FACULTAD DE CIENCIAS ECONÓMICAS, UNIVERSIDAD MILITAR NUEVA GRANADA, UNIVERSIDAD MILITAR NUEVA GRANADA.
  94. Etsuro Shioji, 1997. "Identifying monetary policy shocks in Japan," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra 216, Department of Economics and Business, Universitat Pompeu Fabra.
  95. Linzert, Tobias, 2001. "Sources of German unemployment: evidence from a structural VAR model," ZEW Discussion Papers, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research 01-41, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  96. Keating, John W., 1996. "Structural information in recursive VAR orderings," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 20(9-10), pages 1557-1580.
  97. Elmer Sterken, 2004. "The Role of the IFO Business Climate Indicator and Asset Prices in German Monetary Policy," CESifo Working Paper Series 1204, CESifo Group Munich.
  98. Juan Carlos Echeverry, 1993. "Indicadores de política y canales de transmisión monetaria. Colombia: 1975-1991," ENSAYOS SOBRE POLÍTICA ECONÓMICA, BANCO DE LA REPÚBLICA - ESPE, BANCO DE LA REPÚBLICA - ESPE.
  99. Olivier De Bandt & Catherine Bruneau, 1999. "La modélisation Var "structurel" : application à la politique monétaire en France," Économie et Prévision, Programme National Persée, Programme National Persée, vol. 137(1), pages 67-94.
  100. Chantal Dupasquier & Alain Guay & Pierre St-Amant, 1997. "A Comparison of Alternative Methodologies for Estimating Potential Output and the Output Gap," Working Papers, Bank of Canada 97-5, Bank of Canada.
  101. Khurshid M. Kiani & Prasad V. Bidarkota, 2004. "On Business Cycle Asymmetries in G7 Countries," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, Department of Economics, University of Oxford, vol. 66(3), pages 333-351, 07.
  102. Ulibarri, Carlos A., 1998. "Is after-hours trading informative?," MPRA Paper 14818, University Library of Munich, Germany.
  103. Mejia-Reyes, P., 2004. "Classical Business Cycles in America: Are National Business Cycles Synchronised?," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, Euro-American Association of Economic Development, vol. 1(3), pages 75-102.
  104. Kim, Soyoung, 2003. "Monetary policy, foreign exchange intervention, and the exchange rate in a unifying framework," Journal of International Economics, Elsevier, Elsevier, vol. 60(2), pages 355-386, August.
  105. Weber, Axel A., 1996. "Germany before and after unification: A structural VAR analysis," Economic Modelling, Elsevier, Elsevier, vol. 13(4), pages 575-601, October.
  106. M. Nagy Eltony, . "Oil Price Fluctuations and their Impact on the Macroeconomic Variables of Kuwait: A Case Study Using a VAR Model," API-Working Paper Series 9908, Arab Planning Institute - Kuwait, Information Center.
  107. James H. Stock & Mark W. Watson, 2005. "Implications of Dynamic Factor Models for VAR Analysis," NBER Working Papers 11467, National Bureau of Economic Research, Inc.
  108. Neely, Christopher J., 2014. "How Persistent are Monetary Policy Effects at the Zero Lower Bound?," Working Papers, Federal Reserve Bank of St. Louis 2014-4, Federal Reserve Bank of St. Louis.
  109. Victor Zarnowitz, 1997. "Business Cycles Observed and Assessed: Why and How They Matter," NBER Working Papers 6230, National Bureau of Economic Research, Inc.
  110. Victor Zarnowitz & Phillip Braun, 1989. "Major Macroeconomic Variables and Leading Indexes: Some Estimates of Their Interrelations, 1886-1982," NBER Working Papers 2812, National Bureau of Economic Research, Inc.
  111. repec:nrb:journl:v:21:y:2009:p:5 is not listed on IDEAS
  112. Ribba, Antonio, 2007. "Permanent disinflationary effects on unemployment in a small open economy: Italy 1979-1995," Economic Modelling, Elsevier, Elsevier, vol. 24(1), pages 66-81, January.
  113. Eric Parrado, 2001. "Effects of Foreign and Domestic Monetary Policy in a Small Open Economy: the Case of Chile," Working Papers Central Bank of Chile, Central Bank of Chile 108, Central Bank of Chile.
  114. repec:spo:wpecon:info:hdl:2441/1423 is not listed on IDEAS
  115. Beatriz C. Galvao, Ana, 2002. "Can non-linear time series models generate US business cycle asymmetric shape?," Economics Letters, Elsevier, Elsevier, vol. 77(2), pages 187-194, October.
  116. Thanabalasingam Vinayagathasan, 2013. "Monetary Policy and the Real Economy: A Structural VAR Approach for Sri Lanka," GRIPS Discussion Papers, National Graduate Institute for Policy Studies 13-13, National Graduate Institute for Policy Studies.