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Citations for "Interpreting the Great Moderation: Changes in the Volatility of Economic Activity at the Macro and Micro Levels"

by Steven J. Davis & James A. Kahn

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  1. Jorge Andrés Tamayo Castaño, 2012. "Asimetrías en la demanda por trabajo en Colombia: el papel del ciclo económico," BORRADORES DE ECONOMIA 009286, BANCO DE LA REPÚBLICA.
  2. Keen, Steve, 2013. "A monetary Minsky model of the Great Moderation and the Great Recession," Journal of Economic Behavior & Organization, Elsevier, Elsevier, vol. 86(C), pages 221-235.
  3. Balazs Egert & Douglas Sutherland, 2012. "The Nature of Financial and Real Business Cycles: The Great Moderation and Banking Sector Pro-Cyclicality," CESifo Working Paper Series 3824, CESifo Group Munich.
  4. Olga Gorbachev, 2011. "Did Household Consumption Become More Volatile?," American Economic Review, American Economic Association, American Economic Association, vol. 101(5), pages 2248-70, August.
  5. James A. Kahn, 2008. "Durable goods inventories and the Great Moderation," Staff Reports, Federal Reserve Bank of New York 325, Federal Reserve Bank of New York.
  6. 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.
  7. Benjamin Bridgman, 2010. "International Supply Chains and the Volatility of Trade," BEA Working Papers, Bureau of Economic Analysis 0059, Bureau of Economic Analysis.
  8. Paul Blackley, 2011. "Production Adjustments for Consumer Durables and the Great Moderation," Atlantic Economic Journal, International Atlantic Economic Society, International Atlantic Economic Society, vol. 39(3), pages 291-302, September.
  9. Sebnem Kalemli-Ozcan & Bent E. Sørensen & Vadym Volosovych, 2010. "Deep Financial Integration and Volatility," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum 1006, Koc University-TUSIAD Economic Research Forum, revised Apr 2010.
  10. Steven J. Davis & R. Jason Faberman & John Haltiwanger & Ron Jarmin & Javier Miranda, 2010. "Business Volatility, Job Destruction, and Unemployment," American Economic Journal: Macroeconomics, American Economic Association, vol. 2(2), pages 259-87, April.
  11. Jambu, Marc-Antoine, 2010. "Has the Globalisation really generated more competition in OECD economies," MPRA Paper 19974, University Library of Munich, Germany.
  12. Hofmann, Boris & Peersman, Gert & Straub, Roland, 2012. "Time variation in U.S. wage dynamics," Journal of Monetary Economics, Elsevier, Elsevier, vol. 59(8), pages 769-783.
  13. Lugauer, Steven, 2012. "Demographic Change And The Great Moderation In An Overlapping Generations Model With Matching Frictions," Macroeconomic Dynamics, Cambridge University Press, Cambridge University Press, vol. 16(05), pages 706-731, November.
  14. Emmanuel De Veirman & Andrew T. Levin, 2011. "Cyclical Changes in Firm Volatility," CAMA Working Papers 2011-29, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  15. Soloschenko, Max & Weber, Enzo, 2012. "Trend-Cycle Interactions and the Subprime Crisis: Analysis of US and Canadian Output," University of Regensburg Working Papers in Business, Economics and Management Information Systems 470, University of Regensburg, Department of Economics.
  16. Barrera, Carlos R., 2011. "Impacto amplificador del ajuste de inventarios ante choques de demanda según especificaciones flexibles," Working Papers, Banco Central de Reserva del Perú 2011-009, Banco Central de Reserva del Perú.
  17. 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.
  18. Breitung, Jörg & Eickmeier, Sandra, 2009. "Testing for structural breaks in dynamic factor models," Discussion Paper Series 1: Economic Studies 2009,05, Deutsche Bundesbank, Research Centre.
  19. 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.
  20. 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.
  21. Mark Setterfield, 2012. "Real Sector Imbalances and the Great Recession," Working Papers, Trinity College, Department of Economics 1201, Trinity College, Department of Economics.
  22. Steven Lugauer, 2012. "Estimating the Effect of the Age Distribution on Cyclical Output Volatility Across the United States," The Review of Economics and Statistics, MIT Press, vol. 94(4), pages 896-902, November.
  23. Camacho, Maximo & Perez Quiros, Gabriel & Rodriguez Mendizabal, Hugo, 2011. "High-growth recoveries, inventories and the Great Moderation," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 35(8), pages 1322-1339, August.
  24. Bernanke, Ben S., 2013. "A Century of U.S. Central Banking: Goals, Frameworks, Accountability : a speech at the "The First 100 Years of the Federal Reserve: The Policy Record, Lessons Learned, and Prospects for the Futur," Speech, Board of Governors of the Federal Reserve System (U.S.) 617, Board of Governors of the Federal Reserve System (U.S.).
  25. Rong Hai & Dirk Krueger & Andrew Postlewaite, 2013. "On the Welfare Cost of Consumption Fluctuations in the Presence of Memorable Goods," NBER Working Papers 19386, National Bureau of Economic Research, Inc.
  26. Dalton, John, 2013. "A Theory of Just-in-Time and the Growth in Manufacturing Trade," MPRA Paper 48223, University Library of Munich, Germany.
  27. Morley, James & Singh, Aarti, 2009. "Inventory Mistakes and the Great Moderation," Working Papers, University of Sydney, School of Economics 2009-04, University of Sydney, School of Economics.
  28. Bezemer, Dirk J & Grydaki, Maria, 2012. "Mortgage Lending and the Great moderation: a multivariate GARCH Approach," MPRA Paper 36356, University Library of Munich, Germany.
  29. Che, Natasha Xingyuan, 2009. "The great dissolution: organization capital and diverging volatility puzzle," MPRA Paper 13701, University Library of Munich, Germany.
  30. 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.).
  31. Edward N. Gamber & Julie K. Smith & Matthew Weiss, 2008. "Forecast Errors Before and After the Great Moderation," Working Papers 2008-001, The George Washington University, Department of Economics, Research Program on Forecasting, revised Mar 2009.
  32. Alan J. Auerbach & William G. Gale & Benjamin H. Harris, 2010. "Activist Fiscal Policy," Journal of Economic Perspectives, American Economic Association, American Economic Association, vol. 24(4), pages 141-64, Fall.
  33. Francesco Nucci & Marianna Riggi, 2011. "Performance pay and shifts in macroeconomic correlations," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area 800, Bank of Italy, Economic Research and International Relations Area.
  34. Ben S. Bernanke, 2013. "A Century of US Central Banking: Goals, Frameworks, Accountability," Journal of Economic Perspectives, American Economic Association, American Economic Association, vol. 27(4), pages 3-16, Fall.
  35. Mayer, Eric & Scharler, Johann, 2011. "Noisy information, interest rate shocks and the Great Moderation," Journal of Macroeconomics, Elsevier, Elsevier, vol. 33(4), pages 568-581.
  36. Benjamin J. Keys, 2010. "The credit market consequences of job displacement," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2010-24, Board of Governors of the Federal Reserve System (U.S.).
  37. Grydaki, Maria & Bezemer, Dirk, 2013. "The role of credit in the Great Moderation: A multivariate GARCH approach," Journal of Banking & Finance, Elsevier, Elsevier, vol. 37(11), pages 4615-4626.
  38. Dmitry Kulikov & Aleksei Netšunajev, 2013. "Identifying monetary policy shocks via heteroskedasticity: a Bayesian approach," Bank of Estonia Working Papers, Bank of Estonia wp2013-9, Bank of Estonia, revised 09 Dec 2013.
  39. Gaetano Antinolfi & Celso Brunetti, 2013. "Economic volatility and financial markets: the case of mortgage-backed securities," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2013-42, Board of Governors of the Federal Reserve System (U.S.).
  40. Steven Lugauer, 2012. "The Supply of Skills in the Labor Force and Aggregate Output Volatility," Working Papers 005, University of Notre Dame, Department of Economics, revised Jun 2012.
  41. Landier, Augustin & Plantin, Guillaume, 2011. "Inequality, Tax Avoidance, and Financial Instability," CEPR Discussion Papers, C.E.P.R. Discussion Papers 8391, C.E.P.R. Discussion Papers.
  42. Creel, Jérôme & Hubert, Paul, 2012. "Constrained discretion in Sweden," Research in Economics, Elsevier, Elsevier, vol. 66(1), pages 33-44.
  43. Serena Ng & Jonathan H. Wright, 2013. "Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling," Journal of Economic Literature, American Economic Association, vol. 51(4), pages 1120-54, December.
  44. Sabelhaus, John & Song, Jae, 2010. "The great moderation in micro labor earnings," Journal of Monetary Economics, Elsevier, Elsevier, vol. 57(4), pages 391-403, May.
  45. Grydaki, Maria & Bezemer, Dirk J., 2012. "The Role of Credit in Great Moderation: a Multivariate GARCH Approach," MPRA Paper 39813, University Library of Munich, Germany.
  46. Bivin, David, 2013. "Production chains and aggregate output volatility," International Journal of Production Economics, Elsevier, Elsevier, vol. 145(2), pages 807-816.
  47. Al-Suwailem, Sami, 2014. "Complexity and endogenous instability," Research in International Business and Finance, Elsevier, Elsevier, vol. 30(C), pages 393-410.
  48. Bezemer, Dirk & Grydaki, Maria, 2013. "Debt and the U.S. Great Moderation," MPRA Paper 47399, University Library of Munich, Germany.
  49. David Shepherd & Robert Dixon, 2010. "The not-so-great moderation? Evidence on changing volatility from Australian regions," Department of Economics - Working Papers Series, The University of Melbourne 1090, The University of Melbourne.
  50. Olivier Coibion & Yuriy Gorodnichenko, 2012. "Information Rigidity and the Expectations Formation Process," IMF Working Papers 12/296, International Monetary Fund.
  51. Claudia M. Buch & Christian Pierdzioch, 2009. "Low Skill but High Volatility?," CESifo Working Paper Series 2665, CESifo Group Munich.