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Citations for "On the Sources of the Great Moderation"

by Jordi Gali & Luca Gambetti

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  1. Koch, Christoffer, 2014. "Deposit Interest Rate Ceilings as Credit Supply Shifters: Bank Level Evidence on the Effects of Regulation Q," Working Papers, Federal Reserve Bank of Dallas 1406, Federal Reserve Bank of Dallas.
  2. Andrew E. Clark & Sarah Flèche & Claudia Senik, 2012. "The Great Happiness Moderation," PSE Working Papers halshs-00707290, HAL.
  3. Amélie Charles & Olivier Darné & Laurent Ferrara, 2014. "Does the Great Recession imply the end of the Great Moderation? International evidence," EconomiX Working Papers 2014-21, University of Paris West - Nanterre la Défense, EconomiX.
  4. Andrés, Javier & Boscá, José E. & Ferri, Javier, 2013. "Household debt and labor market fluctuations," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 37(9), pages 1771-1795.
  5. Giannone, Domenico & Lenza, Michele & Reichlin, Lucrezia, 2008. "Explaining the Great Moderation: it is not the shocks," Working Paper Series, European Central Bank 0865, European Central Bank.
  6. 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.
  7. Anton Nakov & Andrea Pescatori, 2007. "Oil and the Great Moderation," Banco de Espa�a Working Papers 0735, Banco de Espa�a.
  8. Barry Cynamon & Steven Fazzari & Mark Setterfield, 2013. "How the Great Moderation Became a (Contained) Depression and What to Do About It," Working Papers, Trinity College, Department of Economics 1303, Trinity College, Department of Economics.
  9. Amir-Ahmadi, Pooyan & Matthes, Christian & Wang, Mu-Chun, 2014. "Drifts, Volatilities, and Impulse Responses Over the Last Century," Working Paper, Federal Reserve Bank of Richmond 14-10, Federal Reserve Bank of Richmond.
  10. John W. Keating & Victor J. Valcarcel, 2012. "What's so Great about the Great Moderation? A Multi-Country Investigation of Time-Varying Volatilities of Output Growth and Inflation," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201204, University of Kansas, Department of Economics.
  11. Valcarcel, Victor J., 2012. "The dynamic adjustments of stock prices to inflation disturbances," Journal of Economics and Business, Elsevier, Elsevier, vol. 64(2), pages 117-144.
  12. Erdemlioglu, Deniz M & Xiao, Wei, 2008. "Indeterminate Equilibria in New Keynesian DSGE Model: An Application to the US Great Moderation," MPRA Paper 10322, University Library of Munich, Germany.
  13. Mumtaz, Haroon & Zanetti, Francesco, 2012. "Neutral technology shocks and employment dynamics: results based on an RBC identification scheme," Bank of England working papers 453, Bank of England.
  14. Prieto, Esteban & Eickmeier, Sandra & Marcellino, Massimiliano, 2013. "Time variation in macro-financial linkages," Discussion Papers 13/2013, Deutsche Bundesbank, Research Centre.
  15. Christian Haefke & Marcus Sonntag & Thijs van Rens, 2007. "Wage rigidity and job creation," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra 1047, Department of Economics and Business, Universitat Pompeu Fabra, revised Apr 2012.
  16. Tatiana Cesaroni & Louis Maccini & Marco Malgarini, 2009. "Business cycle volatility and inventories behavior:new evidence for the Euro Area," ISAE Working Papers, ISTAT - Italian National Institute of Statistics - (Rome, ITALY) 108, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
  17. 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.
  18. Vasco Carvalho & X. Gabaix, 2010. "The Great Diversification?," Working Papers 422, Barcelona Graduate School of Economics.
  19. 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.
  20. Holly, S. & Petrella, I., 2010. "Factor Demand Linkages, Technology Shocks and the Business Cycle," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge 1001, Faculty of Economics, University of Cambridge.
  21. Fabrizio Perri & Vincenzo Quadrini, 2011. "International Recessions," IMES Discussion Paper Series 11-E-26, Institute for Monetary and Economic Studies, Bank of Japan.
  22. Jörg Breitung, 2008. "Assessing the Rationality of Survey Expectations: The Probability Approach," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), Justus-Liebig University Giessen, Department of Statistics and Economics, Justus-Liebig University Giessen, Department of Statistics and Economics, vol. 228(5+6), pages 630-643, December.
  23. Christian Calmès & Raymond Théoret, 2008. "Banking Deregulation and Financial Stability : is it Time to re-regulate in Canada ?," RePAd Working Paper Series, Département des sciences administratives, UQO UQO-DSA-wp042008, Département des sciences administratives, UQO.
  24. Jose De Gregorio, 2007. "Defining Inflation Targets, the Policy Horizon and the Output-Inflation Tradeoff," Working Papers Central Bank of Chile, Central Bank of Chile 415, Central Bank of Chile.
  25. 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.
  26. 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.
  27. Xavier Gabaix & Vasco M. Carvalho, 2010. "The Great Diversification and its Undoing," 2010 Meeting Papers, Society for Economic Dynamics 880, Society for Economic Dynamics.
  28. D'Agostino, Antonello & Mendicino, Caterina, 2014. "Expectation-Driven Cycles: Time-varying Effects," MPRA Paper 53607, University Library of Munich, Germany.
  29. Fabio Canova & Luca Gambetti, 2010. "Do Expectations Matter? The Great Moderation Revisited," American Economic Journal: Macroeconomics, American Economic Association, vol. 2(3), pages 183-205, July.
  30. 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.
  31. Michelle Alexopoulos, 2004. "Read All About it: What happens following a technology shock," 2004 Meeting Papers, Society for Economic Dynamics 56, Society for Economic Dynamics.
  32. Regis Barnichon, 2008. "Productivity, aggregate demand and unemployment fluctuations," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2008-47, Board of Governors of the Federal Reserve System (U.S.).
  33. Mertens, Elmar, 2010. "Structural shocks and the comovements between output and interest rates," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 34(6), pages 1171-1186, June.
  34. José de Gregorio, 2012. "Price And Financial Stability In Modern Central Banking," JOURNAL OF LACEA ECONOMIA, LACEA - LATIN AMERICAN AND CARIBBEAN ECONOMIC ASSOCIATION.
  35. Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Juan F. Rubio-Ramírez, 2010. "Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data," NBER Working Papers 15928, National Bureau of Economic Research, Inc.
  36. 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.
  37. Fabio Canova & Filippo Ferroni, 2010. "The dynamics of US inflation: Can monetary policy explain the changes?," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra 1241, Department of Economics and Business, Universitat Pompeu Fabra.
  38. Valcarcel, Victor J. & Wohar, Mark E., 2013. "Changes in the oil price-inflation pass-through," Journal of Economics and Business, Elsevier, Elsevier, vol. 68(C), pages 24-42.
  39. Abbritti, Mirko & Weber, Sebastian, 2010. "Labor market institutions and the business cycle Unemployment rigidities vs. real wage rigidities," Working Paper Series, European Central Bank 1183, European Central Bank.
  40. R. Jason Faberman, 2008. "Job flows, jobless recoveries, and the Great Moderation," Working Papers 08-11, Federal Reserve Bank of Philadelphia.
  41. Lee E. Ohanian & Andrea Raffo, 2011. "Aggregate Hours Worked in OECD Countries: New Measurement and Implications for Business Cycles," NBER Working Papers 17420, National Bureau of Economic Research, Inc.
  42. Arturo Ormeno, 2008. "Great Moderation debate: should we be worry about using approximated policy functions?," 2008 Meeting Papers 659, Society for Economic Dynamics.
  43. Vincenzo Atella & Marco Centoni & Gianluca Cubadda, 2007. "Technology shocks, structural breaks and the effects on the business cycle," CEIS Research Paper, Tor Vergata University, CEIS 105, Tor Vergata University, CEIS.
  44. Cristiano Cantore & Filippo Ferroni & Miguel A León-Ledesma, 2012. "Interpreting the Hours-Technology time-varying relationship," Studies in Economics, Department of Economics, University of Kent 1201, Department of Economics, University of Kent.
  45. Gambetti, Luca & Musso, Alberto, 2012. "Loan supply shocks and the business cycle," Working Paper Series, European Central Bank 1469, European Central Bank.
  46. Serena Ng & Jonathan H. Wright, 2013. "Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling," NBER Working Papers 19469, National Bureau of Economic Research, Inc.
  47. Rajeev Dhawan & Karsten Jeske & Pedro Silos, 2008. "Productivity, energy prices, and the Great Moderation: a new link," Working Paper, Federal Reserve Bank of Atlanta 2008-11, Federal Reserve Bank of Atlanta.
  48. Berg, Tim Oliver, 2011. "Technology news and the U.S. economy: Time variation and structural changes," MPRA Paper 35361, University Library of Munich, Germany.
  49. Radu Vranceanu, 2009. "Four Myths and a Financial Crisis," Post-Print hal-00554704, HAL.
  50. Stan Du Plessis & Kevin Kotze, 2012. "Trends and Structural Changes in South African Macroeconomic Volatility," Working Papers 297, Economic Research Southern Africa.
  51. Kotaro Ishi & Kenji Fujita & Mark R. Stone, 2011. "Should Unconventional Balance Sheet Policies Be Added to the Central Bank toolkit? a Review of the Experience so Far," IMF Working Papers 11/145, International Monetary Fund.
  52. Steffen Henzel & Elisabeth Wieland, 2013. "Synchronization and Changes in International Inflation Uncertainty," CESifo Working Paper Series 4194, CESifo Group Munich.
  53. Jordi Galí & Luca Gambetti, 2013. "The effects of monetary policy on stock market bubbles: Some evidence," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra 1392, Department of Economics and Business, Universitat Pompeu Fabra, revised Dec 2013.
  54. Manjola Tase, 2013. "Sectoral allocation, risk efficiency and the Great Moderation," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2013-73, Board of Governors of the Federal Reserve System (U.S.).
  55. Emmanuel De Veirman & Andrew Levin, 2009. "Measuring Changes in Firm-Level Volatility: An Application to Japan," Reserve Bank of New Zealand Discussion Paper Series DP2009/20, Reserve Bank of New Zealand.
  56. Pau Rabanal & Jaewoo Lee, 2010. "Forecasting U.S. Investment," IMF Working Papers 10/246, International Monetary Fund.
  57. Mehrotra, Aaron & Sánchez-Fung, José R., 2009. "Assessing McCallum and Taylor rules in a cross-section of emerging market economies," BOFIT Discussion Papers, Bank of Finland, Institute for Economies in Transition 23/2009, Bank of Finland, Institute for Economies in Transition.
  58. Regis Barnichon, 2007. "Productivity, aggregate demand and unemployment fluctuations," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library 19694, London School of Economics and Political Science, LSE Library.
  59. Benjamin Wong, 2013. "The Evolution of the U.S. Output-Inflation Tradeoff," CAMA Working Papers 2013-70, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  60. Cristiano Cantore & Filippo Ferroni & Miguel A. León-Ledesma, 2012. "The dynamics of hours worked and technology," Banco de Espa�a Working Papers 1238, Banco de Espa�a.
  61. Benoît Mojon, 2007. "Monetary policy, output composition and the Great Moderation," Working Paper Series, Federal Reserve Bank of Chicago WP-07-07, Federal Reserve Bank of Chicago.
  62. Champagne, Julien & Kurmann, André, 2013. "The great increase in relative wage volatility in the United States," Journal of Monetary Economics, Elsevier, Elsevier, vol. 60(2), pages 166-183.
  63. Francesco Nucci & Marianna Riggi, 2009. "The Great Moderation and Changes in the Structure of Labor Compensation," Working Papers, University of Rome La Sapienza, Department of Public Economics 124, University of Rome La Sapienza, Department of Public Economics.
  64. Pomfret, Richard, 2010. "The financial sector and the future of capitalism," Economic Systems, Elsevier, Elsevier, vol. 34(1), pages 22-37, March.
  65. Thijs van Rens, 2011. "How Important is the Intensive Margin of Labor Adjustment?," Working Papers 579, Barcelona Graduate School of Economics.
  66. Ashoka Mody & Alina Carare, 2010. "Spillovers of Domestic Shocks," IMF Working Papers 10/78, International Monetary Fund.
  67. Barnichon, Regis, 2010. "Productivity and unemployment over the business cycle," Journal of Monetary Economics, Elsevier, Elsevier, vol. 57(8), pages 1013-1025, November.
  68. Albrecht Ritschl & Samad Sarferaz & Martin Uebele, 2008. "The U.S. business cycle, 1867-1995: dynamic factor analysis vs. reconstructed national accounts," Economic History Working Papers, London School of Economics and Political Science, Department of Economic History 22305, London School of Economics and Political Science, Department of Economic History.
  69. Ritschl, Albrecht & Sarferaz, Samad & Uebele, Martin, 2008. "The U.S. Business Cycle, 1867-1995: A Dynamic Factor Approach," CEPR Discussion Papers, C.E.P.R. Discussion Papers 7069, C.E.P.R. Discussion Papers.
  70. Charles, Amélie & Darné, Olivier & Kim, Jae H., 2012. "Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates," Journal of International Money and Finance, Elsevier, Elsevier, vol. 31(6), pages 1607-1626.
  71. Keating, John & Valcarcel, Victor, 2012. "Greater moderations," Economics Letters, Elsevier, Elsevier, vol. 115(2), pages 168-171.
  72. Chen, Liang & Dolado, Juan J. & Gonzalo, Jesús, 2014. "Detecting big structural breaks in large factor models," Journal of Econometrics, Elsevier, Elsevier, vol. 180(1), pages 30-48.
  73. Cristiano Cantore & Miguel A. Leon-Ledesma & Peter McAdam & Alpo Willman, 2013. "Shocking Stuff: Technology, Hours, and Factor Substitution," School of Economics Discussion Papers, School of Economics, University of Surrey 0913, School of Economics, University of Surrey.
  74. Eden, Maya, 2012. "Financial distortions and the distribution of global volatility," Policy Research Working Paper Series 5929, The World Bank.
  75. Jambu, Marc-Antoine, 2010. "Has the Globalisation really generated more competition in OECD economies," MPRA Paper 19974, University Library of Munich, Germany.
  76. Zaghini, Andrea & Bencivelli, Lorenzo, 2012. "Financial innovation, macroeconomic volatility and the great moderation," MPRA Paper 41263, University Library of Munich, Germany.
  77. Gamber, Edward N. & Smith, Julie K. & Weiss, Matthew A., 2011. "Forecast errors before and during the Great Moderation," Journal of Economics and Business, Elsevier, Elsevier, vol. 63(4), pages 278-289, July.
  78. Solomos, Dionysios & Papageorgiou, Theofanis & Koumparoulis, Dimitrios, 2012. "Financial Sector and Business Cycles Determinants in the EMU context: An Empirical Approach (1996-2011)," MPRA Paper 43858, University Library of Munich, Germany.
  79. 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.
  80. KWON Hyeog Ug & Jun-Hyung KO, 2013. "Do Technology Shocks Lower Hours Worked? Evidence from the Japan Industrial Productivity Database," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI) 13018, Research Institute of Economy, Trade and Industry (RIETI).
  81. Matteo Luciani, 2012. "Monetary Policy and the Housing Market: A Structural Factor Analysis," Working Papers ECARES, ULB -- Universite Libre de Bruxelles ECARES 2012-035, ULB -- Universite Libre de Bruxelles.
  82. John W. Keating & Victor J. Valcarcel, 2012. "The Time Varying Effects of Permanent and Transitory Shocks to Real Output," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201203, University of Kansas, Department of Economics.
  83. 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.
  84. 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.
  85. Ko, Jun-Hyung & Murase, Koichi, 2013. "Great Moderation in the Japanese economy," Japan and the World Economy, Elsevier, Elsevier, vol. 27(C), pages 10-24.
  86. repec:dgr:uvatin:2009063 is not listed on IDEAS
  87. Mary C. Daly & John G. Fernald & Òscar Jordà & Fernanda Nechio, 2013. "Okun’s macroscope and the changing cyclicality of underlying margins of adjustment," Working Paper Series, Federal Reserve Bank of San Francisco 2013-32, Federal Reserve Bank of San Francisco.
  88. Luca Benati & Thomas A Lubik, 2012. "Sales, Inventories, and Real Interest Rates: A Century of Stylized Facts," CAMA Working Papers 2012-19, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  89. Mark Setterfield, 2013. "Using Interest Rates as the Instrument of Monetary Policy: Beware Real effects, Positive Feedbacks, and Discontinuities," Working Papers, Trinity College, Department of Economics 1320, Trinity College, Department of Economics.
  90. Luca Benati & Thomas A. Lubik, 2013. "The time-varying Beveridge curve," Working Paper, Federal Reserve Bank of Richmond 13-12, Federal Reserve Bank of Richmond.
  91. Mehdi Senouci, 2011. "Optimal growth and the golden rule in a two-sector model of capital accumulation," PSE Working Papers halshs-00572510, HAL.
  92. Julien Champagne & André Kurmann, 2010. "The Great Increase in Relative Volatility of Real Wages in the United States," Cahiers de recherche, CIRPEE 1010, CIRPEE.
  93. Cristiano Cantore & Paul Levine & Joseph Pearlman & Bo Yang, 2014. "CES Technology and Business Cycle Fluctuations," School of Economics Discussion Papers, School of Economics, University of Surrey 0414, School of Economics, University of Surrey.
  94. Nucci, Francesco & Riggi, Marianna, 2013. "Performance pay and changes in U.S. labor market dynamics," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 37(12), pages 2796-2813.
  95. Mark Setterfield, 2012. "Real Sector Imbalances and the Great Recession," Working Papers, Trinity College, Department of Economics 1201, Trinity College, Department of Economics.
  96. Marcel Förster, 2013. "The Great Moderation: Inventories, Shocks or Monetary Policy?," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung) 201348, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
  97. Carl E. Walsh, 2009. "Inflation Targeting: What Have We Learned?," International Finance, Wiley Blackwell, Wiley Blackwell, vol. 12(2), pages 195-233, 08.
  98. Breitung, Jörg & Eickmeier, Sandra, 2011. "Testing for structural breaks in dynamic factor models," Journal of Econometrics, Elsevier, Elsevier, vol. 163(1), pages 71-84, July.
  99. Axel A Weber & Rafael Gerke & Andreas Worms, 2009. "Has the monetary transmission process in the euro area changed? Evidence vased on VAR estimates," BIS Working Papers 276, Bank for International Settlements.
  100. María Elisa Farías, 2008. "Growth and Volatility in Developing Countries: The Role of Credits and Fiscal Policy," Working Papers Central Bank of Chile, Central Bank of Chile 488, Central Bank of Chile.
  101. José De Gregorio, 2007. "Algunas Reflexiones sobre el Crecimiento Económico en Chile," Economic Policy Papers Central Bank of Chile, Central Bank of Chile 20, Central Bank of Chile.