Szilárd Benk
(Szilard Benk)
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Szilard Benk & Max Gillman, 2019.
"Granger Predictability of Oil Prices after the Great Recession,"
CERGE-EI Working Papers
wp650, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Benk, Szilard & Gillman, Max, 2020. "Granger predictability of oil prices after the Great Recession," Journal of International Money and Finance, Elsevier, vol. 101(C).
- Szilard Benk & Max Gillman, 2019. "Granger Predictability of Oil Prices After the Great Recession," IMF Working Papers 2019/237, International Monetary Fund.
Cited by:
- Shobande, Olatunji & Asongu, Simplice, 2021.
"Has Knowledge Improved Economic Growth? Evidence from Nigeria and South Africa,"
MPRA Paper
110695, University Library of Munich, Germany.
- Olatunji A. Shobande & Simplice A. Asongu, 2021. "Has Knowledge Improved Economic Growth? Evidence from Nigeria and South Africa," Working Papers of the African Governance and Development Institute. 21/059, African Governance and Development Institute..
- Olatunji A. Shobande & Simplice A. Asongu, 2021. "Has Knowledge Improved Economic Growth? Evidence from Nigeria and South Africa," Research Africa Network Working Papers 21/059, Research Africa Network (RAN).
- Olatunji A. Shobande & Simplice A. Asongu, 2021. "Has Knowledge Improved Economic Growth? Evidence from Nigeria and South Africa," Working Papers 21/059, European Xtramile Centre of African Studies (EXCAS).
- Chen, Jianyu & Zhang, Jianshun, 2023. "Crude oil price shocks, volatility spillovers, and global systemic financial risk transmission mechanisms: Evidence from the stock and foreign exchange markets," Resources Policy, Elsevier, vol. 85(PB).
- Benk, Szilard & Gillman, Max, 2023.
"Identifying money and inflation expectation shocks to real oil prices,"
Energy Economics, Elsevier, vol. 126(C).
- Benk, Szilárd & Gillman, Max, 2023. "Identifying money and inflation expectation shocks on real oil prices," Bank of Finland Research Discussion Papers 10/2023, Bank of Finland.
- Emrah Ismail Cevik & Sel Dibooglu & Atif Awad Abdallah & Eisa Abdulrahman Al-Eisa, 2021. "Oil prices, stock market returns, and volatility spillovers: evidence from Saudi Arabia," International Economics and Economic Policy, Springer, vol. 18(1), pages 157-175, February.
- Jiang, Yong & Ren, Yi-Shuai & Narayan, Seema & Ma, Chao-Qun & Yang, Xiao-Guang, 2022. "Heterogeneity dependence between oil prices and exchange rate: Evidence from a parametric test of Granger causality in quantiles," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).
- Dibooglu, Sel & Cevik, Emrah I. & Gillman, Max, 2022. "Gold, silver, and the US dollar as harbingers of financial calm and distress," The Quarterly Review of Economics and Finance, Elsevier, vol. 86(C), pages 200-210.
- Aviral Kumar Tiwari & Muhammad Shahbaz & Rabeh Khalfaoui & Rizwan Ahmed & Shawkat Hammoudeh, 2024.
"Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1): New evidence from cross‐quantilogram approach,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(1), pages 719-789, January.
- Aviral Kumar Tiwari & Muhammad Shahbaz & Rabeh Khalfaoui & Rizwan Ahmed & Shawkat Hammoudeh, 2022. "Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries ( E7 + 1): New evidence from cross‐quantilogram approach," Post-Print hal-03823420, HAL.
- Edoardo Beretta & Doris Neuberger, 2023. "Monetary aggregates in the US since 2020 and post-COVID-19 inflation: evidence from the equation of exchange," Economics and Business Letters, Oviedo University Press, vol. 12(4), pages 321-330.
- Tamas Csabafi & Michal Kejak & Max Gillman & Jing Dang & Szilard Benk, 2017.
"Tuning in RBC Growth Spectra,"
2017 Meeting Papers
575, Society for Economic Dynamics.
- Szilard Benk & Tamas Csaba fi & Jing Dang & Max Gillman & Michal Kejak, 2017. "Tuning in RBC Growth Spectra," EcoMod2017 10388, EcoMod.
- Szilard Benk & Tamas Csabafi & Jing Dang & Max Gillman & Michal Kejak, 2016. "Tuning in RBC Growth Spectra," IMF Working Papers 2016/215, International Monetary Fund.
Cited by:
- Gillman, Max, 2021. "Steps in industrial development through human capital deepening," Economic Modelling, Elsevier, vol. 99(C).
- Szilárd Benk & Zoltán M. Jakab, 2012.
"Non-Keynesian Effects of Fiscal Consolidation: An Analysis with an Estimated DSGE Model for the Hungarian Economy,"
OECD Economics Department Working Papers
945, OECD Publishing.
Cited by:
- George Kopits, 2014. "Ireland’s Fiscal Framework: Options for the Future," The Economic and Social Review, Economic and Social Studies, vol. 45(1), pages 135-158.
- Stanova, Nadja, 2015. "Effects of fiscal shocks in new EU members estimated from a SVARX model with debt feedback," MPRA Paper 63148, University Library of Munich, Germany.
- Zuzana Mucka & Michal Horvath, 2015. "Fiscal Policy Matters A New DSGE Model for Slovakia," Discussion Papers Discussion Paper No. 1/20, Council for Budget Responsibility.
- Zuzana Mucka, 2016. "Fiscal Policy Matters A New DSGE Model for Slovakia," Discussion Papers Discussion Paper No. 1/20, Council for Budget Responsibility.
- Mr. Alejandro D Guerson, 2013. "The Composition of Fiscal Consolidation Matters: Policy Simulations for Hungary," IMF Working Papers 2013/207, International Monetary Fund.
- International Monetary Fund, 2013. "Hungary: Selected Issues Paper," IMF Staff Country Reports 2013/086, International Monetary Fund.
- Alina BOBAŞU & Bogdan MURARAȘU, 2021. "Fiscal and Monetary Policy Interactions in a DSGE Model for the Romanian Economy," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 5-21, June.
- Zoltan JAKAB & Daniel BAKSA & Szilárd BENK, 2010.
"Does "The" Fiscal Multiplier Exist?,"
EcoMod2010
259600082, EcoMod.
Cited by:
- Lenarčič, Črt, 2018.
"Oil shocks and the excise duty tax in a DSGE model setting,"
MPRA Paper
109982, University Library of Munich, Germany.
- Črt Lenarčič, 2018. "Oil Shocks and the Excise Duty Tax in a DSGE Model Setting," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, vol. 21(2), pages 49-69, November.
- Tevdovski, Dragan & Petrevski, Goran & Bogoev, Jane, 2016.
"The effects of macroeconomic policies under fixed exchange rates: A Bayesian VAR analysis,"
MPRA Paper
73461, University Library of Munich, Germany, revised 21 Jun 2016.
- Dragan Tevdovski & Goran Petrevski & Jane Bogoev, 2019. "The effects of macroeconomic policies under fixed exchange rates: A Bayesian VAR analysis," Economic Research-Ekonomska Istraživanja, Taylor & Francis Journals, vol. 32(1), pages 2138-2160, January.
- Ana-Maria SÃNDICÃ, 2015. "The Role of Monetary and Fiscal Policies in Ensuring Macroeconomic Stability in Romania," Economia. Seria Management, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, vol. 18(1), pages 110-124, June.
- Serbanoiu, Georgian Valentin, 2012. "Transmission of fiscal policy shocks into Romania's economy," MPRA Paper 40947, University Library of Munich, Germany.
- Miroslav Klucik, 2015. "Fiscal Adjustment in Slovakia: Findings from a Medium-Scale Econometric Model," Working Papers Working Paper No. 1/2015, Council for Budget Responsibility.
- Alina BOBAŞU & Bogdan MURARAȘU, 2021. "Fiscal and Monetary Policy Interactions in a DSGE Model for the Romanian Economy," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 5-21, June.
- Johana Maritsa Hernández Henao, 2013. "Demanda externa, términos de intercambio y el papel de la política monetaria durante la crisis de 2008," Documentos de Investigación - Research Papers 7, CEMLA.
- Szilárd Benk & Zoltán M. Jakab, 2012. "Non-Keynesian Effects of Fiscal Consolidation: An Analysis with an Estimated DSGE Model for the Hungarian Economy," OECD Economics Department Working Papers 945, OECD Publishing.
- Goran Petrevski & Jane Bogoev & Dragan Tevdovski, 2016. "Fiscal and monetary policy effects in three South Eastern European economies," Empirical Economics, Springer, vol. 50(2), pages 415-441, March.
- Balatoni, András & Tóth G., Csaba, 2012. "Az új magyar adósságszabály értékelése [Assessment of the new regulations on debt]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(10), pages 1107-1137.
- Lenarčič, Črt, 2018.
"Oil shocks and the excise duty tax in a DSGE model setting,"
MPRA Paper
109982, University Library of Munich, Germany.
- Benk, Szil rd & Gillman, Max & Kejak, Michal, 2009.
"A Banking Explanation of the US Velocity of Money: 1919-2004,"
Cardiff Economics Working Papers
E2009/25, Cardiff University, Cardiff Business School, Economics Section.
- Benk, Szilárd & Gillman, Max & Kejak, Michal, 2010. "A banking explanation of the US velocity of money: 1919-2004," Journal of Economic Dynamics and Control, Elsevier, vol. 34(4), pages 765-779, April.
- Szilard Benk & Max Gillman & Michal Kejak, 2009. "A Banking Explanation of the US Velocity of Money: 1919-2004," CERS-IE WORKING PAPERS 0923, Institute of Economics, Centre for Economic and Regional Studies.
- Kejak, Michal & Gillman, Max & Benk, Szilárd, 2009. "A Banking Explanation of the US Velocity of Money: 1919-2004," CEPR Discussion Papers 7544, C.E.P.R. Discussion Papers.
Cited by:
- Max Gillman, 2021.
"Income tax evasion: tax elasticity, welfare, and revenue,"
International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 28(3), pages 533-566, June.
- Max Gillman, 2020. "Income Tax Evasion: Tax Elasticity, Welfare, and Revenue," CERS-IE WORKING PAPERS 2038, Institute of Economics, Centre for Economic and Regional Studies.
- Max Gillman, 2020. "Income Tax Evasion: Tax Elasticity, Welfare, and Revenue," CERGE-EI Working Papers wp675, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Szilard Benk & Tamas Csaba fi & Jing Dang & Max Gillman & Michal Kejak, 2017.
"Tuning in RBC Growth Spectra,"
EcoMod2017
10388, EcoMod.
- Tamas Csabafi & Michal Kejak & Max Gillman & Jing Dang & Szilard Benk, 2017. "Tuning in RBC Growth Spectra," 2017 Meeting Papers 575, Society for Economic Dynamics.
- Szilard Benk & Tamas Csabafi & Jing Dang & Max Gillman & Michal Kejak, 2016. "Tuning in RBC Growth Spectra," IMF Working Papers 2016/215, International Monetary Fund.
- Tamas Csabafi & Max Gillman & Ruthira Naraidoo, 2018.
"International Business Cycle and Financial Intermediation,"
CERS-IE WORKING PAPERS
1830, Institute of Economics, Centre for Economic and Regional Studies.
- Tamas Csabafi & Max Gillman & Ruthira Naraidoo, 2016. "International Business Cycle and Financial Intermediation," Working Papers 201687, University of Pretoria, Department of Economics.
- Max Gillman & Tamas Csabafi & Ruthira Naraidoo, 2018. "International Business Cycle and Financial Intermediation," CEU Working Papers 2018_7, Department of Economics, Central European University.
- Tamas Z. Csabafi & Max Gillman & Ruthira Naraidoo, 2019. "International Business Cycle and Financial Intermediation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(8), pages 2293-2303, December.
- Gillman Max, 2020.
"The welfare cost of inflation with banking time,"
The B.E. Journal of Macroeconomics, De Gruyter, vol. 20(1), pages 1-20, January.
- Max Gillman, 2018. "The Welfare Cost of Inlation with Banking Time," CEU Working Papers 2018_6, Department of Economics, Central European University.
- Max Gillman, 2018. "The Welfare Cost of Inflation with Banking Time," CERS-IE WORKING PAPERS 1831, Institute of Economics, Centre for Economic and Regional Studies.
- Maxime Menuet & Alexandru Minea & Patrick Villieu, 2018.
"Deficit, monetization, and economic growth: a case for multiplicity and indeterminacy,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 65(4), pages 819-853, June.
- Maxime Menuet & Alexandru Minea & Patrick Villieu, 2018. "Deficit, monetization, and economic growth: a case for multiplicity and indeterminacy," Post-Print hal-01682711, HAL.
- Andras Simonovits, 2009. "Underreported earnings and age-specific income redistribution in post-socialist economies," CERS-IE WORKING PAPERS 0927, Institute of Economics, Centre for Economic and Regional Studies.
- Pedro Mazeda Gil & Gustavo Iglésias,, 2018. "Endogenous Growth and Real Effects of Monetary Policy: R&D and Physical Capital Complementarities in a Cash-in-Advance Economy," CEF.UP Working Papers 1802, Universidade do Porto, Faculdade de Economia do Porto.
- Francisco Callado-Muñoz & Jana Hromcová & Natalia Utrero-González, 2014.
"Openness and Technology Diffusion in Payment Systems: The Case of NAFTA,"
Computational Economics, Springer;Society for Computational Economics, vol. 43(4), pages 497-519, April.
- Francisco Callado & Jana Hromcová & Natalia Utrero, 2012. "Openness and Technology Diffusion in Payment Systems: The Case of NAFTA," Working Papers wpdea1206, Department of Applied Economics at Universitat Autonoma of Barcelona.
- Luisanna Onnis & Patrizio Tirelli, 2015. "Shadow economy: Does it matter for money velocity?," Empirical Economics, Springer, vol. 49(3), pages 839-858, November.
- Basu, Parantap & Gillman, Max & Pearlman, Joseph, 2012.
"Inflation, human capital and Tobin's q,"
Journal of Economic Dynamics and Control, Elsevier, vol. 36(7), pages 1057-1074.
- Parantap Basu & Max Gillman & Joseph Pearlman, 2010. "Inflation, Human Capital and Tobin's q," CERS-IE WORKING PAPERS 1017, Institute of Economics, Centre for Economic and Regional Studies.
- Basu, Parantap & Gillman, Max & Pearlman, Joseph, 2009. "Inflation, Human Capital and Tobin's q," Cardiff Economics Working Papers E2009/16, Cardiff University, Cardiff Business School, Economics Section.
- Parantap Basu & Max Gillman & Joseph Pearlman, 2009. "Inflation, Human Capital and Tobin's q," CDMA Conference Paper Series 0904, Centre for Dynamic Macroeconomic Analysis.
- Gunes Kamber & Christoph Thoenissen, 2013.
"Financial exposure and the international transmission of financial shocks,"
CAMA Working Papers
2013-39, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- G√Úne≈Û Kamber & Christoph Thoenissen, 2013. "Financial Exposure and the International Transmission of Financial Shocks," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(s2), pages 127-158, December.
- Güneş Kamber & Christoph Thoenissen, 2013. "Financial exposure and the international transmission of financial shocks," Reserve Bank of New Zealand Discussion Paper Series DP2013/06, Reserve Bank of New Zealand.
- Gunes Kamber & Christoph Thoenissen, 2011. "Financial intermediation and the internationalbusiness cycle: The case of small countries with big banks," CAMA Working Papers 2011-22, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Güneş Kamber & Christoph Thoenissen, 2013. "Financial Exposure and the International Transmission of Financial Shocks," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(s2), pages 127-158, December.
- Aleksandar Vasilev, 2023.
"A business-cycle model with money and banking: the case of Bulgaria (1999–2018),"
Post-Communist Economies, Taylor & Francis Journals, vol. 35(2), pages 122-133, February.
- Vasilev, Aleksandar, 2022. "A business-cycle model with money and banking: the case of Bulgaria (1999–2018)," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, issue Latest ar, pages 1-18.
- Max Gillman & Michal Kejak & Giulia Ghiani, 2014. "Money, Banking and Interest Rates: Monetary Policy Regimes with Markov-Switching VECM Evidence," CEU Working Papers 2014_3, Department of Economics, Central European University.
- Chang, Wen-ya & Chen, Ying-an & Chang, Juin-jen, 2013. "Growth and welfare effects of monetary policy with endogenous fertility," Journal of Macroeconomics, Elsevier, vol. 35(C), pages 117-130.
- Ceri Davies & Max Gillman & Michal Kejak, 2012.
"Deriving the Taylor Principle when the Central Bank Supplies Money,"
CEU Working Papers
2012_13, Department of Economics, Central European University, revised 23 Jul 2012.
- Davies, Ceri & Gillman, Max & Kejak, Michal, 2012. "Deriving the Taylor Principle when the Central Bank Supplies Money," Cardiff Economics Working Papers E2012/20, Cardiff University, Cardiff Business School, Economics Section.
- Ceri Davies & Max Gillman & Michal Kejak, 2012. "Deriving the Taylor Principle when the Central Bank Supplies Money," CERS-IE WORKING PAPERS 1225, Institute of Economics, Centre for Economic and Regional Studies.
- El-Shagi, Makram & Giesen, Sebastian, 2010. "Money and Inflation: The Role of Persistent Velocity Movements," IWH Discussion Papers 2/2010, Halle Institute for Economic Research (IWH).
- Baomin Dong & Jiong Gong, 2014. "Velocity of Money and Economic Development in Medieval China: The case of Northern Song," Review of Development Economics, Wiley Blackwell, vol. 18(2), pages 203-217, May.
- Edoardo Beretta & Doris Neuberger, 2023. "Monetary aggregates in the US since 2020 and post-COVID-19 inflation: evidence from the equation of exchange," Economics and Business Letters, Oviedo University Press, vol. 12(4), pages 321-330.
- G. Rünstler & K. Barhoumi & S. Benk & R. Cristadoro & A. Den Reijer & A. Jakaitiene & P. Jelonek & A. Rua & K. Ruth & C. Van Nieuwenhuyze, 2008.
"Short-Term Forecasting of GDP Using Large Monthly Datasets: A Pseudo Real-Time Forecast Evaluation Exercise,"
Bank of Lithuania Working Paper Series
1, Bank of Lithuania.
- Barhoumi, K. & Rünstler, G. & Cristadoro, R. & Den Reijer, A. & Jakaitiene, A. & Jelonek, P. & Rua, A. & Ruth, K. & Benk, S. & Van Nieuwenhuyze, C., 2008. "Short-term forecasting of GDP using large monthly datasets: a pseudo real-time forecast evaluation exercise," Working papers 215, Banque de France.
- Van Nieuwenhuyze, Christophe & Benk, Szilard & Rünstler, Gerhard & Cristadoro, Riccardo & Den Reijer, Ard & Jakaitiene, Audrone & Jelonek, Piotr & Rua, António & Ruth, Karsten & Barhoumi, Karim, 2008. "Short-term forecasting of GDP using large monthly datasets: a pseudo real-time forecast evaluation exercise," Occasional Paper Series 84, European Central Bank.
- K. Barhoumi & S. Benk & R. Cristadoro & A. Den Reijer & A. Jakaitiene & P. Jelonek & A. Rua & K. Ruth & C. Van Nieuwenhuyze & G. Rünstler, 2008. "Short-term forecasting of GDP using large monthly datasets – A pseudo real-time forecast evaluation exercise," Working Paper Research 133, National Bank of Belgium.
Cited by:
- di Mauro, Filippo & Kaufmann, Robert K. & Karadeloglou, Pavlos, 2008. "Will oil prices decline over the long run?," Occasional Paper Series 98, European Central Bank.
- Marie Bessec, 2013.
"Short‐Term Forecasts of French GDP: A Dynamic Factor Model with Targeted Predictors,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 32(6), pages 500-511, September.
- Marie Bessec, 2013. "Short-term forecasts of French GDP: A dynamic factor model with targeted predictors," Post-Print hal-01515605, HAL.
- Bessec, M., 2012. "Short-term forecasts of French GDP: a dynamic factor model with targeted predictors," Working papers 409, Banque de France.
- Irina Bunda, 2008.
"The Changing Role of the Exchange Rate in a Globalised Economy,"
Post-Print
halshs-00285807, HAL.
- Irina Bunda, 2007. "The Changing Role of the Exchange Rate in a Globalised Economy," Post-Print halshs-00372820, HAL.
- Irina Bunda & Filippo Di Mauro & Rasmus Rüffer, 2008. "The Changing Role of the Exchange Rate in a Globalised Economy," Post-Print halshs-00328652, HAL.
- Rüffer, Rasmus & di Mauro, Filippo & Bunda, Irina, 2008. "The changing role of the exchange rate in a globalised economy," Occasional Paper Series 94, European Central Bank.
- Gómez-Salvador, Ramón & Leiner-Killinger, Nadine, 2008. "An analysis of youth unemployment in the euro area," Occasional Paper Series 89, European Central Bank.
- Dorrucci, Ettore & Meyer-Cirkel, Alexis & Santabárbara, Daniel, 2009. "Domestic financial development in emerging economies: evidence and implications," Occasional Paper Series 102, European Central Bank.
- Elena Angelini & Gonzalo Camba‐Mendez & Domenico Giannone & Lucrezia Reichlin & Gerhard Rünstler, 2011.
"Short‐term forecasts of euro area GDP growth,"
Econometrics Journal, Royal Economic Society, vol. 14(1), pages 25-44, February.
- Elena Angelini & Gonzalo Camba‐Mendez & Domenico Giannone & Lucrezia Reichlin & Gerhard Rünstler, 2011. "Short‐term forecasts of euro area GDP growth," Econometrics Journal, Royal Economic Society, vol. 14, pages 25-44, February.
- Angelini, Elena & Camba-Méndez, Gonzalo & Rünstler, Gerhard & Giannone, Domenico & Reichlin, Lucrezia, 2008. "Short-term forecasts of euro area GDP growth," Working Paper Series 949, European Central Bank.
- Elena Angelini & Gonzalo Camba-Mendez & Domenico Giannone & Lucrezia Reichlin & Gerhard Rünstler, 2008. "Short-Term Forecasts of Euro Area GDP Growth," Working Papers ECARES ECARES 2008-035, ULB -- Universite Libre de Bruxelles.
- Reichlin, Lucrezia & Camba-Mendez, Gonzalo & Angelini, Elena & Rünstler, Gerhard & Giannone, Domenico, 2008. "Short-term Forecasts of Euro Area GDP Growth," CEPR Discussion Papers 6746, C.E.P.R. Discussion Papers.
- Sturm, Michael & Adolf, Petra & Peschel, Dominik & Stráský, Jan, 2008. "The Gulf Cooperation Council countries: economic structures, recent developments and role in the global economy," Occasional Paper Series 92, European Central Bank.
- Kai Carstensen & Steffen Henzel & Johannes Mayr & Klaus Wohlrabe, 2009. "IFOCAST: Methods of the Ifo short-term forecast," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 62(23), pages 15-28, December.
- Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2006.
"A Two-step estimator for large approximate dynamic factor models based on Kalman filtering,"
THEMA Working Papers
2006-23, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2011. "A two-step estimator for large approximate dynamic factor models based on Kalman filtering," Post-Print hal-00638009, HAL.
- Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2011. "A two-step estimator for large approximate dynamic factor models based on Kalman filtering," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00638009, HAL.
- Catherine Doz & Lucrezia Reichlin, 2011. "A two-step estimator for large approximate dynamic factor models based on Kalman filtering," Post-Print hal-00844811, HAL.
- Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2011. "A two-step estimator for large approximate dynamic factor models based on Kalman filtering," PSE-Ecole d'économie de Paris (Postprint) hal-00638009, HAL.
- Doz, Catherine & Giannone, Domenico & Reichlin, Lucrezia, 2011. "A two-step estimator for large approximate dynamic factor models based on Kalman filtering," Journal of Econometrics, Elsevier, vol. 164(1), pages 188-205, September.
- Reichlin, Lucrezia & Doz, Catherine & Giannone, Domenico, 2007. "A Two-Step Estimator for Large Approximate Dynamic Factor Models Based on Kalman Filtering," CEPR Discussion Papers 6043, C.E.P.R. Discussion Papers.
- Audrone Jakaitiene & Stephane Dees, 2012.
"Forecasting the World Economy in the Short Term,"
The World Economy, Wiley Blackwell, vol. 35(3), pages 331-350, March.
- Jakaitiene, Audrone & Dées, Stéphane, 2009. "Forecasting the world economy in the short-term," Working Paper Series 1059, European Central Bank.
- Vladimir Kuzin & Massimiliano Marcellino & Christian Schumacher, 2009.
"Pooling versus Model Selection for Nowcasting with Many Predictors: An Application to German GDP,"
Economics Working Papers
ECO2009/13, European University Institute.
- Schumacher, Christian & Marcellino, Massimiliano & Kuzin, Vladimir, 2009. "Pooling versus model selection for nowcasting with many predictors: An application to German GDP," CEPR Discussion Papers 7197, C.E.P.R. Discussion Papers.
- Kuzin, Vladimir N. & Marcellino, Massimiliano & Schumacher, Christian, 2009. "Pooling versus model selection for nowcasting with many predictors: an application to German GDP," Discussion Paper Series 1: Economic Studies 2009,03, Deutsche Bundesbank.
- Trabandt, Mathias & Attinasi, Maria Grazia & Stark, Jürgen & Lalouette, Laure & Nickel, Christiane & Valenta, Vilém & van Riet, Ad & Leiner-Killinger, Nadine & Afonso, António & Warmedinger, Thomas & , 2010. "Euro area fiscal policies and the crisis," Occasional Paper Series 109, European Central Bank.
- Cecilia Frale & Libero Monteforte, "undated".
"FaMIDAS: A Mixed Frequency Factor Model with MIDAS structure,"
Working Papers
3, Department of the Treasury, Ministry of the Economy and of Finance.
- Cecilia Frale & Libero Monteforte, 2011. "FaMIDAS: A Mixed Frequency Factor Model with MIDAS structure," Temi di discussione (Economic working papers) 788, Bank of Italy, Economic Research and International Relations Area.
- Ard Reijer, 2013. "Forecasting Dutch GDP and inflation using alternative factor model specifications based on large and small datasets," Empirical Economics, Springer, vol. 44(2), pages 435-453, April.
- Kajal Lahiri & George Monokroussos, 2011.
"Nowcasting US GDP: The role of ISM Business Surveys,"
Discussion Papers
11-01, University at Albany, SUNY, Department of Economics.
- Lahiri, Kajal & Monokroussos, George, 2013. "Nowcasting US GDP: The role of ISM business surveys," International Journal of Forecasting, Elsevier, vol. 29(4), pages 644-658.
- Taglioni, Daria & Straub, Roland & Bussière, Matthieu & Pérez-Barreiro, Emilia, 2010.
"Protectionist responses to the crisis – global trends and implications,"
Occasional Paper Series
110, European Central Bank.
- Matthieu Bussière & Emilia Pérez‐Barreiro & Roland Straub & Daria Taglioni, 2011. "Protectionist Responses to the Crisis: Global Trends and Implications," The World Economy, Wiley Blackwell, vol. 34, pages 826-852, May.
- Bussière, M. & Pérez-Barreiro, E. & Straub, R. & Taglioni, D., 2011. "Protectionist Responses to the Crisis: Global Trends and Implications," Working papers 319, Banque de France.
- Giannone, Domenico & Reichlin, Lucrezia & Bańbura, Marta, 2010.
"Nowcasting,"
Working Paper Series
1275, European Central Bank.
- Reichlin, Lucrezia & Giannone, Domenico & Banbura, Marta, 2010. "Nowcasting," CEPR Discussion Papers 7883, C.E.P.R. Discussion Papers.
- Martha Banbura & Domenico Giannone & Lucrezia Reichlin, 2010. "Nowcasting," Working Papers ECARES ECARES 2010-021, ULB -- Universite Libre de Bruxelles.
- Liebermann, Joëlle, 2012. "Short-term forecasting of quarterly gross domestic product growth," Quarterly Bulletin Articles, Central Bank of Ireland, pages 74-84, February.
- Juraj Hucek & Alexander Karsay & Marian Vavra, 2015. "Short-term Forecasting of Real GDP Using Monthly Data," Working and Discussion Papers OP 1/2015, Research Department, National Bank of Slovakia.
- D'Elia, Enrico, 2010. "Predictions vs preliminary sample estimates," MPRA Paper 36070, University Library of Munich, Germany.
- Ritter, Raymond, 2009. "Transnational governance in global finance: the principles for stable capital flows and fair debt restructuring in emerging markets," Occasional Paper Series 103, European Central Bank.
- Claudia Foroni & Massimiliano Marcellino, 2013.
"A survey of econometric methods for mixed-frequency data,"
Working Paper
2013/06, Norges Bank.
- Claudia Foroni & Massimiliano Marcellino, 2013. "A survey of econometric methods for mixed-frequency data," Economics Working Papers ECO2013/02, European University Institute.
- Francisco Dias & Cláudia Duarte & António Rua, 2010.
"Inflation expectations in the euro area: are consumers rational?,"
Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 146(3), pages 591-607, September.
- António Rua & Cláudia Duarte & Francisco Craveiro Dias, 2008. "Inflation expectations in the euro area: Are consumers rational?," Working Papers w200823, Banco de Portugal, Economics and Research Department.
- Hubrich, Kirstin & Karlsson, Tohmas, 2010. "Trade consistency in the context of the Eurosystem projection exercises - an overview," Occasional Paper Series 108, European Central Bank.
- Van Nieuwenhuyze, Christophe & Benk, Szilard & Rünstler, Gerhard & Cristadoro, Riccardo & Den Reijer, Ard & Jakaitiene, Audrone & Jelonek, Piotr & Rua, António & Ruth, Karsten & Barhoumi, Karim, 2008.
"Short-term forecasting of GDP using large monthly datasets: a pseudo real-time forecast evaluation exercise,"
Occasional Paper Series
84, European Central Bank.
- G. Rünstler & K. Barhoumi & S. Benk & R. Cristadoro & A. Den Reijer & A. Jakaitiene & P. Jelonek & A. Rua & K. Ruth & C. Van Nieuwenhuyze, 2008. "Short-Term Forecasting of GDP Using Large Monthly Datasets: A Pseudo Real-Time Forecast Evaluation Exercise," Bank of Lithuania Working Paper Series 1, Bank of Lithuania.
- Barhoumi, K. & Rünstler, G. & Cristadoro, R. & Den Reijer, A. & Jakaitiene, A. & Jelonek, P. & Rua, A. & Ruth, K. & Benk, S. & Van Nieuwenhuyze, C., 2008. "Short-term forecasting of GDP using large monthly datasets: a pseudo real-time forecast evaluation exercise," Working papers 215, Banque de France.
- K. Barhoumi & S. Benk & R. Cristadoro & A. Den Reijer & A. Jakaitiene & P. Jelonek & A. Rua & K. Ruth & C. Van Nieuwenhuyze & G. Rünstler, 2008. "Short-term forecasting of GDP using large monthly datasets – A pseudo real-time forecast evaluation exercise," Working Paper Research 133, National Bank of Belgium.
- Laurent Ferrara & Dominique Guegan & Patrick Rakotomarolahy, 2010. "GDP nowcasting with ragged-edge data: a semi-parametric modeling," Post-Print halshs-00460461, HAL.
- Siliverstovs Boriss & Kholodilin Konstantin A., 2012.
"Assessing the Real-Time Informational Content of Macroeconomic Data Releases for Now-/Forecasting GDP: Evidence for Switzerland,"
Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 232(4), pages 429-444, August.
- Boriss Siliverstovs & Konstantin A. Kholodilin, 2010. "Assessing the Real-Time Informational Content of Macroeconomic Data Releases for Now-/Forecasting GDP: Evidence for Switzerland," Discussion Papers of DIW Berlin 970, DIW Berlin, German Institute for Economic Research.
- Liu, Philip & Matheson, Troy & Romeu, Rafael, 2012.
"Real-time forecasts of economic activity for Latin American economies,"
Economic Modelling, Elsevier, vol. 29(4), pages 1090-1098.
- Mr. Philip Liu & Rafael Romeu & Mr. Troy D Matheson, 2011. "Real-time Forecasts of Economic Activity for Latin American Economies," IMF Working Papers 2011/098, International Monetary Fund.
- Lasha Kavtaradze & Manouchehr Mokhtari, 2018. "Factor Models And Time†Varying Parameter Framework For Forecasting Exchange Rates And Inflation: A Survey," Journal of Economic Surveys, Wiley Blackwell, vol. 32(2), pages 302-334, April.
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"Malý dynamický faktorový model na krátkodobé prognózovanie slovenského HDP [A Small Dynamic Factor Model for the Short-Term Forecasting of Slovak GDP],"
MPRA Paper
63713, University Library of Munich, Germany.
- Tóth, Peter, 2017. "Nowcasting Slovak GDP by a Small Dynamic Factor Model," MPRA Paper 77245, University Library of Munich, Germany.
- Julius Stakenas, 2012. "Generating short-term forecasts of the Lithuanian GDP using factor models," Bank of Lithuania Working Paper Series 13, Bank of Lithuania.
- Lombardi, Marco J. & Maier, Philipp, 2011. "Forecasting economic growth in the euro area during the Great Moderation and the Great Recession," Working Paper Series 1379, European Central Bank.
- Vitale, Giovanni & Moutot, Philippe, 2009. "Monetary policy strategy in a global environment," Occasional Paper Series 106, European Central Bank.
- Strauch, Rolf & Gómez-Salvador, Ramón & Ward-Warmedinger, Melanie & Turunen, Jarkko & Leiner-Killinger, Nadine & Masuch, Klaus, 2008. "Labour supply and employment in the euro area countries: developments and challenges," Occasional Paper Series 87, European Central Bank.
- Filippo Di Mauro & Katrin Forster, "undated".
"Globalisation and the competitiveness of the Euro area,"
Working Papers
5, Department of the Treasury, Ministry of the Economy and of Finance.
- di Mauro, Filippo & Forster, Katrin, 2008. "Globalisation and the competitiveness of the euro area," Occasional Paper Series 97, European Central Bank.
- Roland Beck & Michael Fidora, 2008.
"The impact of sovereign wealth funds on global financial markets,"
Intereconomics: Review of European Economic Policy, Springer;ZBW - Leibniz Information Centre for Economics;Centre for European Policy Studies (CEPS), vol. 43(6), pages 349-358, November.
- Fidora, Michael & Beck, Roland, 2008. "The impact of sovereign wealth funds on global financial markets," Occasional Paper Series 91, European Central Bank.
- Schumacher Christian, 2011. "Forecasting with Factor Models Estimated on Large Datasets: A Review of the Recent Literature and Evidence for German GDP," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 231(1), pages 28-49, February.
- Sturm, Michael & Gurtner, François & González Alegre, Juan, 2009. "Fiscal policy challenges in oil-exporting countries: a review of key issues," Occasional Paper Series 104, European Central Bank.
- Bjørn Eraker & Ching Wai (Jeremy) Chiu & Andrew T. Foerster & Tae Bong Kim & Hernán D. Seoane, 2015.
"Bayesian Mixed Frequency VARs,"
Journal of Financial Econometrics, Oxford University Press, vol. 13(3), pages 698-721.
- Ching Wai Chiu & Bjorn Eraker & Andrew T. Foerster & Tae Bong Kim & Hernan D. Seoane, 2011. "Estimating VAR's sampled at mixed or irregular spaced frequencies : a Bayesian approach," Research Working Paper RWP 11-11, Federal Reserve Bank of Kansas City.
- Pérez-Quirós, Gabriel & Camacho, Máximo, 2009.
"Introducing the Euro-STING: Short-Term Indicator of Euro Area Growth,"
CEPR Discussion Papers
7343, C.E.P.R. Discussion Papers.
- Maximo Camacho & Gabriel Perez-Quiros, 2010. "Introducing the euro-sting: Short-term indicator of euro area growth," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(4), pages 663-694.
- Maximo Camacho & Gabriel Perez-Quiros, 2008. "Introducing the EURO-STING: Short Term INdicator of Euro Area Growth," Working Papers 0807, Banco de España.
- Le Breton, Gwenaël & Be Duc, Louis, 2009. "Flow-of-funds analysis at the ECB: framework and applications," Occasional Paper Series 105, European Central Bank.
- Christophe Piette, 2016. "Predicting Belgium’s GDP using targeted bridge models," Working Paper Research 290, National Bank of Belgium.
- Laurent Ferrara & Dominique Guegan & Patrick Rakotomarolahy, 2010.
"GDP nowcasting with ragged-edge data: a semi-parametric modeling,"
PSE-Ecole d'économie de Paris (Postprint)
halshs-00460461, HAL.
- Laurent Ferrara & Dominique Guegan & Patrick Rakotomarolahy, 2010. "GDP nowcasting with ragged-edge data: a semi-parametric modeling," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00460461, HAL.
- Laurent Ferrara & Dominique Guegan & Patrick Rakotomarolahy, 2008. "GDP nowcasting with ragged-edge data: A semi-parametric modelling," Documents de travail du Centre d'Economie de la Sorbonne b08082, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Nov 2009.
- Laurent Ferrara & Dominique Guegan & Patrick Rakotomarolahy, 2009. "GDP nowcasting with ragged-edge data : A semi-parametric modelling," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00344839, HAL.
- Laurent Ferrara & Dominique Guégan & Patrick Rakotomarolahy, 2010. "GDP nowcasting with ragged-edge data: a semi-parametric modeling," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(1-2), pages 186-199.
- António Rua, 2016.
"A wavelet-based multivariate multiscale approach for forecasting,"
Working Papers
w201612, Banco de Portugal, Economics and Research Department.
- Rua, António, 2017. "A wavelet-based multivariate multiscale approach for forecasting," International Journal of Forecasting, Elsevier, vol. 33(3), pages 581-590.
- Wolfgang Nierhaus & Timo Wollmershäuser, 2016. "ifo Konjunkturumfragen und Konjunkturanalyse: Band II," ifo Forschungsberichte, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 72, October.
- Stéphanie Guichard & Elena Rusticelli, 2011. "A Dynamic Factor Model for World Trade Growth," OECD Economics Department Working Papers 874, OECD Publishing.
- Winkler, Adalbert & Schokker, Hubert & Cocozza, Emidio & Herzberg, Valerie & Móré, Csaba & de Lannoy, Anthony & Gardó, Sándor & Chmielewski, Tomasz & Polgár, Éva Katalin & Habib, Maurizio Michael & Br, 2008. "Financial stability challenges in candidate countries managing the transition to deeper and more market-oriented financial systems," Occasional Paper Series 95, European Central Bank.
- Liebermann, Joelle, 2011.
"Real-Time Nowcasting of GDP: Factor Model versus Professional Forecasters,"
Research Technical Papers
3/RT/11, Central Bank of Ireland.
- Liebermann, Joelle, 2010. "Real-time nowcasting of GDP: Factor model versus professional forecasters," MPRA Paper 28819, University Library of Munich, Germany.
- Germán López, 2015. "Forecast Accuracy of Small and Large Scale Dynamic Factor Models in Developing Economies," Working Papers. Serie AD 2015-03, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- D’Elia Enrico, 2014.
"Predictions vs. Preliminary Sample Estimates: The Case of Eurozone Quarterly GDP,"
Journal of Official Statistics, Sciendo, vol. 30(3), pages 1-22, September.
- Enrico D'Elia, 2014. "Predictions vs. preliminary sample estimates: the case of eurozone quarterly GDP," Working Papers 2, Department of the Treasury, Ministry of the Economy and of Finance.
- KETENCI, Natalya, 2010. "Cointegration Analysis Of Tourism Demand For Turkey," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 10(1).
- Mayerlen, Frank & Sola, Pierre & Be Duc, Louis, 2008. "The monetary presentation of the euro area balance of payments," Occasional Paper Series 96, European Central Bank.
- Marianna Cervená & Martin Schneider, 2010.
"Short-term forecasting GDP with a DSGE model augmented by monthly indicators,"
Working Papers
163, Oesterreichische Nationalbank (Austrian Central Bank).
- Červená, Marianna & Schneider, Martin, 2014. "Short-term forecasting of GDP with a DSGE model augmented by monthly indicators," International Journal of Forecasting, Elsevier, vol. 30(3), pages 498-516.
- Winkler, Adalbert & Polański, Zbigniew, 2008. "Russia, EU enlargement and the euro," Occasional Paper Series 93, European Central Bank.
- Poloni, Paolo & Agresti, Anna Maria & Baudino, Patrizia, 2008. "The ECB and IMF indicators for the macro-prudential analysis of the banking sector: a comparison of the two approaches," Occasional Paper Series 99, European Central Bank.
- Massimiliano Marcellino & Christian Schumacher, 2010. "Factor MIDAS for Nowcasting and Forecasting with Ragged‐Edge Data: A Model Comparison for German GDP," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 72(4), pages 518-550, August.
- Мекенбаева Камила // Mekenbayeva Kamila & Karel Musil, 2017. "Система прогнозирования в Национальном Банке Казахстана: наукаст на основа опросов // Forecasting system at the National Bank of Kazakhstan: survey-based nowcasting," Working Papers #2017-1, National Bank of Kazakhstan.
- Kennickell, Arthur & Fitzpatrick, Trevor & Ehrmann, Michael & Bonci, Riccardo & Museux, Jean-Marc & Honkkila, Juha & Vilmunen, Jouko & Herrala, Risto & Komprej, Irena & Jeran, Matjaž & Geršak, Uroš & , 2009. "Survey data on household finance and consumption: research summary and policy use," Occasional Paper Series 100, European Central Bank.
- Katerina Arnostova & David Havrlant & Luboš Rùžièka & Peter Tóth, 2011.
"Short-Term Forecasting of Czech Quarterly GDP Using Monthly Indicators,"
Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 61(6), pages 566-583, December.
- Katerina Arnostova & David Havrlant & Lubos Ruzicka & Peter Toth, 2010. "Short-Term Forecasting of Czech Quarterly GDP Using Monthly Indicators," Working Papers 2010/12, Czech National Bank.
- Ch. Piette & G. Langenus, 2014. "Using BREL to nowcast the Belgian business cycle: the role of survey data," Economic Review, National Bank of Belgium, issue i, pages 75-98, June.
- Laurent Ferrara & Dominique Guegan & Patrick Rakotomarolahy, 2009. "GDP nowcasting with ragged-edge data : A semi-parametric modelling," Post-Print halshs-00344839, HAL.
- Guido Bulligan & Roberto Golinelli & Giuseppe Parigi, 2010. "Forecasting monthly industrial production in real-time: from single equations to factor-based models," Empirical Economics, Springer, vol. 39(2), pages 303-336, October.
- Jennifer Castle & David Hendry & Oleg Kitov, 2013. "Forecasting and Nowcasting Macroeconomic Variables: A Methodological Overview," Economics Series Working Papers 674, University of Oxford, Department of Economics.
- Chen, Pu, 2009. "A Note on Updating Forecasts When New Information Arrives between Two Periods," Economics Discussion Papers 2009-22, Kiel Institute for the World Economy (IfW Kiel).
- António Rua, 2011.
"A wavelet approach for factor‐augmented forecasting,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 30(7), pages 666-678, November.
- António Rua, 2010. "A Wavelet Approach for Factor-Augmented Forecasting," Working Papers w201007, Banco de Portugal, Economics and Research Department.
- Arora Siddharth & Little Max A. & McSharry Patrick E., 2013. "Nonlinear and nonparametric modeling approaches for probabilistic forecasting of the US gross national product," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 17(4), pages 395-420, September.
- Mäkinen, Mikko, 2016. "Nowcasting of Russian GDP growth," BOFIT Policy Briefs 4/2016, Bank of Finland Institute for Emerging Economies (BOFIT).
- Köhler-Ulbrich, Petra & Asimakopoulos, Yannis & Doyle, Nicola & Magono, Ruth & Zachary, Marie-Denise & Walko, Zoltan & Stoess, Elmar & Kok, Christoffer & Wagner, Karin & Valckx, Nico & Martínez Pagés,, 2009. "Housing finance in the euro area," Occasional Paper Series 101, European Central Bank.
- Karim Barhoumi & Olivier Darné & Laurent Ferrara, 2010.
"Are disaggregate data useful for factor analysis in forecasting French GDP?,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(1-2), pages 132-144.
- Barhoumi, K. & Darné, O. & Ferrara, L., 2009. "Are disaggregate data useful for factor analysis in forecasting French GDP?," Working papers 232, Banque de France.
- C. Marsilli, 2014. "Variable Selection in Predictive MIDAS Models," Working papers 520, Banque de France.
- Smith Paul, 2016. "Nowcasting UK GDP during the depression," Working Papers 1606, University of Strathclyde Business School, Department of Economics.
- Deicy J. Cristiano & Manuel D. Hernández & José David Pulido, 2012. "Pronósticos de corto plazo en tiempo real para la actividad económica colombiana," Borradores de Economia 724, Banco de la Republica de Colombia.
- Mr. Troy D Matheson, 2011.
"New Indicators for Tracking Growth in Real Time,"
IMF Working Papers
2011/043, International Monetary Fund.
- Troy D. Matheson, 2014. "New indicators for tracking growth in real time," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2013(2), pages 51-71.
- Morgese Borys, Magdalena & Polgár, Éva Katalin & Zlate, Andrei, 2008. "Real convergence and the determinants of growth in EU candidate and potential candidate countries: a panel data approach," Occasional Paper Series 86, European Central Bank.
- Michal Kejak & Max Gillman & Szilard Benk, 2008.
"Volatility Cycles of Output and Inflation: A Good Shock, Bad Shock Story,"
2008 Meeting Papers
415, Society for Economic Dynamics.
Cited by:
- Scheffel, Eric, 2008. "Consumption Velocity in a Cash Costly-Credit Model," Cardiff Economics Working Papers E2008/31, Cardiff University, Cardiff Business School, Economics Section.
- Benk, Szil rd & Gillman, Max & Kejak, Michal, 2008.
"US Volatility Cycles of Output and Inflation, 1919-2004: A Money and Banking Approach to a Puzzle,"
Cardiff Economics Working Papers
E2008/28, Cardiff University, Cardiff Business School, Economics Section.
- Kejak, Michal & Gillman, Max & Benk, Szilárd, 2009. "US Volatility Cycles of Output and Inflation, 1919-2004: A Money and Banking Approach to a Puzzle," CEPR Discussion Papers 7150, C.E.P.R. Discussion Papers.
Cited by:
- Douglas Sutherland & Peter Hoeller & Balázs Égert & Oliver Röhn, 2010. "Counter-cyclical Economic Policy," OECD Economics Department Working Papers 760, OECD Publishing.
- Douglas Sutherland & Peter Hoeller, 2014. "Growth Policies and Macroeconomic Stability," OECD Economic Policy Papers 8, OECD Publishing.
- Balázs Égert & Douglas Sutherland, 2014.
"The Nature of Financial and Real Business Cycles: The Great Moderation and Banking Sector Pro-Cyclicality,"
Scottish Journal of Political Economy, Scottish Economic Society, vol. 61(1), pages 98-117, February.
- Balázs Egert & Douglas Sutherland, 2012. "The nature of financial and real business cycles: The great moderation and banking sector pro cyclicality," Working Papers hal-04141084, HAL.
- Balázs Égert & Douglas Sutherland, 2014. "The Nature of Financial and Real Business Cycles: The Great Moderation and Banking Sector Pro-Cyclicality," Post-Print hal-01385929, HAL.
- 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.
- Balázs Égert & Douglas Sutherland, 2012. "The nature of financial and real business cycles: The great moderation and banking sector pro cyclicality," EconomiX Working Papers 2012-15, University of Paris Nanterre, EconomiX.
- Balázs Égert & Douglas Sutherland, 2012. "The Nature of Financial and Real Business Cycles: The Great Moderation and Banking Sector Pro-Cyclicality," OECD Economics Department Working Papers 938, OECD Publishing.
- Basu, Parantap & Gillman, Max & Pearlman, Joseph, 2012.
"Inflation, human capital and Tobin's q,"
Journal of Economic Dynamics and Control, Elsevier, vol. 36(7), pages 1057-1074.
- Parantap Basu & Max Gillman & Joseph Pearlman, 2010. "Inflation, Human Capital and Tobin's q," CERS-IE WORKING PAPERS 1017, Institute of Economics, Centre for Economic and Regional Studies.
- Basu, Parantap & Gillman, Max & Pearlman, Joseph, 2009. "Inflation, Human Capital and Tobin's q," Cardiff Economics Working Papers E2009/16, Cardiff University, Cardiff Business School, Economics Section.
- Parantap Basu & Max Gillman & Joseph Pearlman, 2009. "Inflation, Human Capital and Tobin's q," CDMA Conference Paper Series 0904, Centre for Dynamic Macroeconomic Analysis.
- Douglas Sutherland & Peter Hoeller, 2013. "Growth-promoting Policies and Macroeconomic Stability," OECD Economics Department Working Papers 1091, OECD Publishing.
- Szilárd Benk & Zoltán M. Jakab & Mihály András Kovács & Balázs Párkányi & Zoltán Reppa & Gábor Vadas, 2006.
"The Hungarian Quarterly Projection Model (NEM),"
MNB Occasional Papers
2006/60, Magyar Nemzeti Bank (Central Bank of Hungary).
Cited by:
- Katarzyna Budnik & Michal Greszta & Michal Hulej & Marcin Kolasa & Karol Murawski & Michal Rot & Bartosz Rybaczyk & Magdalena Tarnicka, 2009. "The new macroeconometric model of the Polish economy," NBP Working Papers 62, Narodowy Bank Polski.
- International Monetary Fund, 2008. "Hungary: Selected Issues," IMF Staff Country Reports 2008/314, International Monetary Fund.
- Tamás Ilyés & Lóránt Varga, 2015. "A General Equilibrium Approach of Retail Payments," MNB Working Papers 2015/3, Magyar Nemzeti Bank (Central Bank of Hungary).
- Magdalena Zachłod-Jelec, 2008. "Koncepcja bogactwa gospodarstw domowych. Szacunki dla Polski," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 9, pages 19-50.
- Katalin Szilágyi & Dániel Baksa & Jaromir Benes & Ágnes Horváth & Csaba Köber & Gábor D. Soós, 2013. "The Hungarian Monetary Policy Model," MNB Working Papers 2013/1, Magyar Nemzeti Bank (Central Bank of Hungary).
- Szilárd Benk & Zoltán M. Jakab & Gábor Vadas, 2005. "Potential Output Estimations for Hungary: A Survey of Different Approaches," MNB Occasional Papers 2005/43, Magyar Nemzeti Bank (Central Bank of Hungary).
- Ms. Adina Popescu & Ms. Alina Carare, 2011. "Monetary Policy and Risk-Premium Shocks in Hungary: Results from a Large Bayesian VAR," IMF Working Papers 2011/259, International Monetary Fund.
- Balazs Vonnak, 2008.
"The Hungarian monetary transmission mechanism: an assessment,"
BIS Papers chapters, in: Bank for International Settlements (ed.), Transmission mechanisms for monetary policy in emerging market economies, volume 35, pages 235-257,
Bank for International Settlements.
- Balázs Vonnák, 2007. "The Hungarian Monetary Transmission Mechanism: an Assessment," MNB Working Papers 2007/3, Magyar Nemzeti Bank (Central Bank of Hungary).
- Dieppe, Alistair & Ortega, Eva & D'Agostino, Antonello & Karlsson, Tohmas & Benkovskis, Konstantins & Caivano, Michele & Hurtado, Samuel & Várnai, Tímea, 2011. "Assessing the sensitivity of inflation to economic activity," Working Paper Series 1357, European Central Bank.
- Thomas Reininger, 2008. "Factors Driving Import Demand in Selected Central, Eastern and Southeastern European Countries," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 1, pages 100-125.
- Péter Harasztosi, 2011. "Growth in Hungary 1994-2008: The role of capital, labour, productivity and reallocation," MNB Working Papers 2011/12, Magyar Nemzeti Bank (Central Bank of Hungary).
- Bethlendi, András, 2007. "A hitelpiac szerepe a hazai háztartások fogyasztási és megtakarítási döntéseiben [The role of the credit market in consumption and saving decisions of Hungarian households]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(12), pages 1041-1065.
- Zoltán M. Jakab & Viktor Várpalotai & Balázs Vonnák, 2006. "How does monetary policy affect aggregate demand? A multimodel approach for Hungary," MNB Working Papers 2006/4, Magyar Nemzeti Bank (Central Bank of Hungary).
- Vincze, János & Bíró, Anikó & Elek, Péter, 2007. "Szimulációk és érzékenységvizsgálatok a magyar gazdaság egy középméretű makromodelljével [Simulations and sensitivity analyses with a medium-sized macro model of the Hungarian economy]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(9), pages 774-799.
- Zoltán M. Jakab & Balázs Világi, 2008. "An estimated DSGE model of the Hungarian economy," MNB Working Papers 2008/9, Magyar Nemzeti Bank (Central Bank of Hungary).
- Szilárd Benk & Max Gillman & Michal Kejak, 2006.
"Money Velocity in an Endogenous Growth Business Cycle with Credit Shocks,"
CDMA Conference Paper Series
0604, Centre for Dynamic Macroeconomic Analysis.
- Szil¡Rd Benk & Max Gillman & Michal Kejak, 2008. "Money Velocity in an Endogenous Growth Business Cycle with Credit Shocks," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(6), pages 1281-1293, September.
- Szilárd Benk & Max Gillman & Michal Kejak, 2008. "Money Velocity in an Endogenous Growth Business Cycle with Credit Shocks," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(6), pages 1281-1293, September.
- Szilárd Benk & Max Gillman & Michal Kejak, 2007. "Money Velocity in an Endogenous Growth Business Cycle with Credit Shocks," MNB Working Papers 2007/5, Magyar Nemzeti Bank (Central Bank of Hungary).
- Benk, Szil rd & Gillman, Max & Kejak, Michal, 2007. "Money Velocity in an Endogenous Growth Business Cycle with Credit Shocks," Cardiff Economics Working Papers E2007/14, Cardiff University, Cardiff Business School, Economics Section.
Cited by:
- Kejak, Michal & Gillman, Max & Benk, Szilárd, 2009.
"A Banking Explanation of the US Velocity of Money: 1919-2004,"
CEPR Discussion Papers
7544, C.E.P.R. Discussion Papers.
- Benk, Szilárd & Gillman, Max & Kejak, Michal, 2010. "A banking explanation of the US velocity of money: 1919-2004," Journal of Economic Dynamics and Control, Elsevier, vol. 34(4), pages 765-779, April.
- Benk, Szil rd & Gillman, Max & Kejak, Michal, 2009. "A Banking Explanation of the US Velocity of Money: 1919-2004," Cardiff Economics Working Papers E2009/25, Cardiff University, Cardiff Business School, Economics Section.
- Szilard Benk & Max Gillman & Michal Kejak, 2009. "A Banking Explanation of the US Velocity of Money: 1919-2004," CERS-IE WORKING PAPERS 0923, Institute of Economics, Centre for Economic and Regional Studies.
- Max Gillman, 2021.
"Income tax evasion: tax elasticity, welfare, and revenue,"
International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 28(3), pages 533-566, June.
- Max Gillman, 2020. "Income Tax Evasion: Tax Elasticity, Welfare, and Revenue," CERS-IE WORKING PAPERS 2038, Institute of Economics, Centre for Economic and Regional Studies.
- Max Gillman, 2020. "Income Tax Evasion: Tax Elasticity, Welfare, and Revenue," CERGE-EI Working Papers wp675, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Szilard Benk & Tamas Csaba fi & Jing Dang & Max Gillman & Michal Kejak, 2017.
"Tuning in RBC Growth Spectra,"
EcoMod2017
10388, EcoMod.
- Tamas Csabafi & Michal Kejak & Max Gillman & Jing Dang & Szilard Benk, 2017. "Tuning in RBC Growth Spectra," 2017 Meeting Papers 575, Society for Economic Dynamics.
- Szilard Benk & Tamas Csabafi & Jing Dang & Max Gillman & Michal Kejak, 2016. "Tuning in RBC Growth Spectra," IMF Working Papers 2016/215, International Monetary Fund.
- Nolan, Charles & Thoenissen, Christoph, 2008.
"Financial shocks and the US business cycle,"
SIRE Discussion Papers
2008-58, Scottish Institute for Research in Economics (SIRE).
- Nolan, Charles & Thoenissen, Christoph, 2009. "Financial shocks and the US business cycle," Journal of Monetary Economics, Elsevier, vol. 56(4), pages 596-604, May.
- Gillman, Max & Kejak, Michal, 2008. "Inflation, Investment and Growth: a Banking Approach," Cardiff Economics Working Papers E2008/18, Cardiff University, Cardiff Business School, Economics Section, revised Oct 2008.
- Jonathan Benchimol, 2011.
"Money in the production function: a New Keynesian DSGE perspective,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
hal-00800539, HAL.
- Benchimol , Jonathan, 2013. "Money in the Production Function: a new Keynesian DSGE perspective," ESSEC Working Papers WP1304, ESSEC Research Center, ESSEC Business School.
- Jonathan Benchimol, 2015. "Money in the production function: A new Keynesian DSGE perspective," Southern Economic Journal, John Wiley & Sons, vol. 82(1), pages 152-184, July.
- Jonathan Benchimol, 2011. "Money in the Production Function : A New Keynesian DSGE Perspective," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00795547, HAL.
- Jonathan Benchimol, 2011. "Money in the Production Function : A New Keynesian DSGE Perspective," Working Papers hal-00795547, HAL.
- Jonathan Benchimol, 2015. "Money in the production function: A new Keynesian DSGE perspective," Post-Print hal-01182696, HAL.
- Jonathan Benchimol, 2011. "Money in the production function: a New Keynesian DSGE perspective," Working Papers hal-00800539, HAL.
- Gillman Max, 2020.
"The welfare cost of inflation with banking time,"
The B.E. Journal of Macroeconomics, De Gruyter, vol. 20(1), pages 1-20, January.
- Max Gillman, 2018. "The Welfare Cost of Inlation with Banking Time," CEU Working Papers 2018_6, Department of Economics, Central European University.
- Max Gillman, 2018. "The Welfare Cost of Inflation with Banking Time," CERS-IE WORKING PAPERS 1831, Institute of Economics, Centre for Economic and Regional Studies.
- Hong, Hao, 2011. "Money, interest rates and the real activity," Cardiff Economics Working Papers E2011/18, Cardiff University, Cardiff Business School, Economics Section.
- Scheffel, Eric, 2008. "Consumption Velocity in a Cash Costly-Credit Model," Cardiff Economics Working Papers E2008/31, Cardiff University, Cardiff Business School, Economics Section.
- Max Gillman & Mark N. Harris, 2009.
"The Effect of Inflation on Growth - Evidence from a Panel of Transition Countries,"
CERS-IE WORKING PAPERS
0912, Institute of Economics, Centre for Economic and Regional Studies.
- Gillman, Max & Harris, Mark N., 2008. "The Effect of Inflation on Growth: Evidence from a Panel of Transition Countries," Cardiff Economics Working Papers E2008/25, Cardiff University, Cardiff Business School, Economics Section.
- Max Gillman & Michal Kejak, 2008. "Tax Evasion and Growth: a Banking Approach," CERS-IE WORKING PAPERS 0806, Institute of Economics, Centre for Economic and Regional Studies.
- Benk, Szil rd & Gillman, Max & Kejak, Michal, 2008.
"US Volatility Cycles of Output and Inflation, 1919-2004: A Money and Banking Approach to a Puzzle,"
Cardiff Economics Working Papers
E2008/28, Cardiff University, Cardiff Business School, Economics Section.
- Kejak, Michal & Gillman, Max & Benk, Szilárd, 2009. "US Volatility Cycles of Output and Inflation, 1919-2004: A Money and Banking Approach to a Puzzle," CEPR Discussion Papers 7150, C.E.P.R. Discussion Papers.
- Luisanna Onnis & Patrizio Tirelli, 2015. "Shadow economy: Does it matter for money velocity?," Empirical Economics, Springer, vol. 49(3), pages 839-858, November.
- Gillman, Max & Nakov, Anton, 2008.
"Monetary Effects on Nominal Oil Prices,"
Cardiff Economics Working Papers
E2008/15, Cardiff University, Cardiff Business School, Economics Section, revised Nov 2009.
- Max Gillman & Anton Nakov, 2009. "Monetary effects on nominal oil prices," Working Papers 0928, Banco de España.
- Gillman, Max & Nakov, Anton, 2009. "Monetary effects on nominal oil prices," The North American Journal of Economics and Finance, Elsevier, vol. 20(3), pages 239-254, December.
- Max Gillman & Michal Kejak, 2007. "Inflation, Financial Development and Human Capital-Based Endogenous Growth: an Explanation of Ten Empirical Findings," CDMA Conference Paper Series 0703, Centre for Dynamic Macroeconomic Analysis.
- Max Gillman & Michal Kejak & Giulia Ghiani, 2014. "Money, Banking and Interest Rates: Monetary Policy Regimes with Markov-Switching VECM Evidence," CEU Working Papers 2014_3, Department of Economics, Central European University.
- Ceri Davies & Max Gillman & Michal Kejak, 2012.
"Deriving the Taylor Principle when the Central Bank Supplies Money,"
CEU Working Papers
2012_13, Department of Economics, Central European University, revised 23 Jul 2012.
- Davies, Ceri & Gillman, Max & Kejak, Michal, 2012. "Deriving the Taylor Principle when the Central Bank Supplies Money," Cardiff Economics Working Papers E2012/20, Cardiff University, Cardiff Business School, Economics Section.
- Ceri Davies & Max Gillman & Michal Kejak, 2012. "Deriving the Taylor Principle when the Central Bank Supplies Money," CERS-IE WORKING PAPERS 1225, Institute of Economics, Centre for Economic and Regional Studies.
- Gillman, Max & Otto, Glen, 2006. "Money Demand in General Equilibrium Endogenous Growth: Estimating the Role of a Variable Interest Elasticity," Cardiff Economics Working Papers E2006/24, Cardiff University, Cardiff Business School, Economics Section, revised Oct 2006.
- Le, Vo Phuong Mai & Gillman, Max & Minford, Patrick, 2007. "An Endogenous Taylor Condition in an Endogenous Growth Monetary Policy Model," Cardiff Economics Working Papers E2007/29, Cardiff University, Cardiff Business School, Economics Section.
- Nao Sudo, 2011. "Accounting for the Decline in the Velocity of Money in the Japanese Economy," IMES Discussion Paper Series 11-E-16, Institute for Monetary and Economic Studies, Bank of Japan.
- Benk, Szil rd & Gillman, Max & Kejak, Michal, 2005.
"Credit Shocks in the Financial Deregulatory Era: Not the Usual Suspects,"
Cardiff Economics Working Papers
E2005/13, Cardiff University, Cardiff Business School, Economics Section.
- Szilárd Benk & Max Gillman & Michal Kejak, 2005. "Credit Shocks in the Financial Deregulatory Era: Not the Usual Suspects," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 8(3), pages 668-687, July.
Cited by:
- Kejak, Michal & Gillman, Max & Benk, Szilárd, 2009.
"A Banking Explanation of the US Velocity of Money: 1919-2004,"
CEPR Discussion Papers
7544, C.E.P.R. Discussion Papers.
- Benk, Szilárd & Gillman, Max & Kejak, Michal, 2010. "A banking explanation of the US velocity of money: 1919-2004," Journal of Economic Dynamics and Control, Elsevier, vol. 34(4), pages 765-779, April.
- Benk, Szil rd & Gillman, Max & Kejak, Michal, 2009. "A Banking Explanation of the US Velocity of Money: 1919-2004," Cardiff Economics Working Papers E2009/25, Cardiff University, Cardiff Business School, Economics Section.
- Szilard Benk & Max Gillman & Michal Kejak, 2009. "A Banking Explanation of the US Velocity of Money: 1919-2004," CERS-IE WORKING PAPERS 0923, Institute of Economics, Centre for Economic and Regional Studies.
- Vasilev, Aleksandar, 2021. "Are credit shocks quantitatively important for the propagation of aggregate fluctuations in Bulgaria (1999-2018)?," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 27(3), pages 5-20.
- Max Gillman, 2021.
"Income tax evasion: tax elasticity, welfare, and revenue,"
International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 28(3), pages 533-566, June.
- Max Gillman, 2020. "Income Tax Evasion: Tax Elasticity, Welfare, and Revenue," CERS-IE WORKING PAPERS 2038, Institute of Economics, Centre for Economic and Regional Studies.
- Max Gillman, 2020. "Income Tax Evasion: Tax Elasticity, Welfare, and Revenue," CERGE-EI Working Papers wp675, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Grydaki, Maria & Bezemer, Dirk, 2013.
"The role of credit in the Great Moderation: A multivariate GARCH approach,"
Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4615-4626.
- 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.
- Szilard Benk & Tamas Csaba fi & Jing Dang & Max Gillman & Michal Kejak, 2017.
"Tuning in RBC Growth Spectra,"
EcoMod2017
10388, EcoMod.
- Tamas Csabafi & Michal Kejak & Max Gillman & Jing Dang & Szilard Benk, 2017. "Tuning in RBC Growth Spectra," 2017 Meeting Papers 575, Society for Economic Dynamics.
- Szilard Benk & Tamas Csabafi & Jing Dang & Max Gillman & Michal Kejak, 2016. "Tuning in RBC Growth Spectra," IMF Working Papers 2016/215, International Monetary Fund.
- František Brazdik & Michal Hlavacek & Aleš Marsal, 2012.
"Survey of Research on Financial Sector Modeling within DSGE Models: What Central Banks Can Learn from It,"
Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 62(3), pages 252-277, July.
- Frantisek Brazdik & Michal Hlavacek & Ales Marsal, 2011. "Survey of Research on Financial Sector Modeling within DSGE Models: What Central Banks Can Learn from It," Research and Policy Notes 2011/03, Czech National Bank.
- Kaiji Chen & Patrick C. Higgins & Tao Zha, 2020.
"Cyclical Lending Standards: A Structural Analysis,"
FRB Atlanta Working Paper
2020-6, Federal Reserve Bank of Atlanta.
- Kaiji Chen & Patrick C. Higgins & Tao Zha, 2020. "Cyclical Lending Standards: A Structural Analysis," NBER Working Papers 27214, National Bureau of Economic Research, Inc.
- Kaiji Chen & Patrick Higgins & Tao Zha, 2021. "Cyclical Lending Standards: A Structural Analysis," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 42, pages 283-306, October.
- Benk, Szil rd & Gillman, Max & Kejak, Michal, 2005.
"A Comparison of Exchange Economies within a Monetary Business Cycle,"
Cardiff Economics Working Papers
E2005/14, Cardiff University, Cardiff Business School, Economics Section.
- Szilárd Benk & Max Gillman & Michal Kejak, 2005. "A Comparison Of Exchange Economies Within A Monetary Business Cycle," Manchester School, University of Manchester, vol. 73(4), pages 542-562, July.
- Szilárd Benk & Max Gillman & Michal Kejak, 2007.
"Money Velocity in an Endogenous Growth Business Cycle with Credit Shocks,"
MNB Working Papers
2007/5, Magyar Nemzeti Bank (Central Bank of Hungary).
- Szil¡Rd Benk & Max Gillman & Michal Kejak, 2008. "Money Velocity in an Endogenous Growth Business Cycle with Credit Shocks," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(6), pages 1281-1293, September.
- Szilárd Benk & Max Gillman & Michal Kejak, 2006. "Money Velocity in an Endogenous Growth Business Cycle with Credit Shocks," CDMA Conference Paper Series 0604, Centre for Dynamic Macroeconomic Analysis.
- Benk, Szil rd & Gillman, Max & Kejak, Michal, 2007. "Money Velocity in an Endogenous Growth Business Cycle with Credit Shocks," Cardiff Economics Working Papers E2007/14, Cardiff University, Cardiff Business School, Economics Section.
- Szilárd Benk & Max Gillman & Michal Kejak, 2008. "Money Velocity in an Endogenous Growth Business Cycle with Credit Shocks," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(6), pages 1281-1293, September.
- Kaiji Chen & Patrick Higgins & Tao Zha, 2020.
"Online Appendix to "Cyclical Lending Standards: A Structural Analysis","
Online Appendices
18-201, Review of Economic Dynamics.
- Kaiji Chen & Patrick Higgins & Tao Zha, 2021. "Cyclical Lending Standards: A Structural Analysis," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 42, pages 283-306, October.
- Urban Jermann & Vincenzo Quadrini, 2012.
"Macroeconomic Effects of Financial Shocks,"
American Economic Review, American Economic Association, vol. 102(1), pages 238-271, February.
- Urban Jermann & Vincenzo Quadrini, 2009. "Macroeconomic Effects of Financial Shocks," NBER Working Papers 15338, National Bureau of Economic Research, Inc.
- Quadrini, Vincenzo & Jermann, Urban, 2009. "Macroeconomic Effects of Financial Shocks," CEPR Discussion Papers 7451, C.E.P.R. Discussion Papers.
- Nolan, Charles & Thoenissen, Christoph, 2008.
"Financial shocks and the US business cycle,"
SIRE Discussion Papers
2008-58, Scottish Institute for Research in Economics (SIRE).
- Nolan, Charles & Thoenissen, Christoph, 2009. "Financial shocks and the US business cycle," Journal of Monetary Economics, Elsevier, vol. 56(4), pages 596-604, May.
- Thomas Y. Mathä & Olivier Pierrard, 2008.
"Search in the product market and the real business cycle,"
BCL working papers
32, Central Bank of Luxembourg.
- Mathä, Thomas Y. & Pierrard, Olivier, 2011. "Search in the product market and the real business cycle," Journal of Economic Dynamics and Control, Elsevier, vol. 35(8), pages 1172-1191, August.
- Thomas Y. MATHA & Olivier PIERRARD, 2009. "Search in the Product Market and the Real Business Cycle," LIDAM Discussion Papers IRES 2009019, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Thomas Mathä & Olivier Pierrard, 2011. "Search in the product market and the real business cycle," Post-Print hal-00828982, HAL.
- Mathä, Thomas Y. & Pierrard, Olivier, 2009. "Search in the product market and the real business cycle," Working Paper Series 1036, European Central Bank.
- Meeks, Roland, 2012. "Do credit market shocks drive output fluctuations? Evidence from corporate spreads and defaults," Journal of Economic Dynamics and Control, Elsevier, vol. 36(4), pages 568-584.
- Dario Cziráky & Max Gillman, 2006.
"Money Demand in an EU Accession Country: A VECM Study of Croatia,"
Bulletin of Economic Research, Wiley Blackwell, vol. 58(2), pages 105-127, April.
- Gillman, Max & Czir ky, Dario, 2005. "Money Demand in an EU Accession Country: A VECM Study of Croatia," Cardiff Economics Working Papers E2005/7, Cardiff University, Cardiff Business School, Economics Section.
- Martin Fukac, 2011. "Have rising oil prices become a greater threat to price stability?," Economic Review, Federal Reserve Bank of Kansas City, vol. 96(Q IV), pages 27-53.
- Dirk Bezemer, 2012. "Credit cycles," Chapters, in: Jan Toporowski & Jo Michell (ed.), Handbook of Critical Issues in Finance, chapter 10, pages i-ii, Edward Elgar Publishing.
- Martin Fukač, 2019. "How Much Have Lending Standards Constrained US Recovery After the Financial Crisis?," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 52(1), pages 116-126, March.
- Tamas Csabafi & Max Gillman & Ruthira Naraidoo, 2018.
"International Business Cycle and Financial Intermediation,"
CERS-IE WORKING PAPERS
1830, Institute of Economics, Centre for Economic and Regional Studies.
- Tamas Csabafi & Max Gillman & Ruthira Naraidoo, 2016. "International Business Cycle and Financial Intermediation," Working Papers 201687, University of Pretoria, Department of Economics.
- Max Gillman & Tamas Csabafi & Ruthira Naraidoo, 2018. "International Business Cycle and Financial Intermediation," CEU Working Papers 2018_7, Department of Economics, Central European University.
- Tamas Z. Csabafi & Max Gillman & Ruthira Naraidoo, 2019. "International Business Cycle and Financial Intermediation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(8), pages 2293-2303, December.
- Gillman Max, 2020.
"The welfare cost of inflation with banking time,"
The B.E. Journal of Macroeconomics, De Gruyter, vol. 20(1), pages 1-20, January.
- Max Gillman, 2018. "The Welfare Cost of Inlation with Banking Time," CEU Working Papers 2018_6, Department of Economics, Central European University.
- Max Gillman, 2018. "The Welfare Cost of Inflation with Banking Time," CERS-IE WORKING PAPERS 1831, Institute of Economics, Centre for Economic and Regional Studies.
- Hong, Hao, 2011. "Money, interest rates and the real activity," Cardiff Economics Working Papers E2011/18, Cardiff University, Cardiff Business School, Economics Section.
- Scheffel, Eric, 2008. "Consumption Velocity in a Cash Costly-Credit Model," Cardiff Economics Working Papers E2008/31, Cardiff University, Cardiff Business School, Economics Section.
- Michal Kejak & Max Gillman & Szilard Benk, 2008. "Volatility Cycles of Output and Inflation: A Good Shock, Bad Shock Story," 2008 Meeting Papers 415, Society for Economic Dynamics.
- Bezemer, Dirk J & Grydaki, Maria, 2012. "Mortgage Lending and the Great moderation: a multivariate GARCH Approach," MPRA Paper 36356, University Library of Munich, Germany.
- Bezemer, Dirk J, 2009. "Disaggregated Credit Flows and Growth in Central Europe," MPRA Paper 15896, University Library of Munich, Germany.
- Eden, Maya, 2013.
"International liquidity rents,"
Policy Research Working Paper Series
6462, The World Bank.
- Maya Eden, 2019. "International Liquidity Rents," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 31, pages 147-159, January.
- Mihály Tamás Borsi, 2016.
"Credit contractions and unemployment,"
Working Papers
1617, Banco de España.
- Borsi, Mihály Tamás, 2018. "Credit contractions and unemployment," International Review of Economics & Finance, Elsevier, vol. 58(C), pages 573-593.
- Woon Gyu Choi & Mr. David Cook, 2010.
"Fire Sales and the Financial Accelerator,"
IMF Working Papers
2010/141, International Monetary Fund.
- Choi, Woon Gyu & Cook, David, 2012. "Fire sales and the financial accelerator," Journal of Monetary Economics, Elsevier, vol. 59(4), pages 336-351.
- Scheffel, Eric, 2008. "A Credit-Banking Explanation of the Equity Premium, Term Premium, and Risk-Free Rate Puzzles," Cardiff Economics Working Papers E2008/30, Cardiff University, Cardiff Business School, Economics Section.
- Bezemer, Dirk J & Werner, Richard A, 2009. "Disaggregated Credit Flows and Growth in Central Europe," MPRA Paper 17456, University Library of Munich, Germany.
- Benk, Szil rd & Gillman, Max & Kejak, Michal, 2008.
"US Volatility Cycles of Output and Inflation, 1919-2004: A Money and Banking Approach to a Puzzle,"
Cardiff Economics Working Papers
E2008/28, Cardiff University, Cardiff Business School, Economics Section.
- Kejak, Michal & Gillman, Max & Benk, Szilárd, 2009. "US Volatility Cycles of Output and Inflation, 1919-2004: A Money and Banking Approach to a Puzzle," CEPR Discussion Papers 7150, C.E.P.R. Discussion Papers.
- Chadha, Jagjit S. & Corrado, Luisa & Holly, Sean, 2014.
"A Note On Money And The Conduct Of Monetary Policy,"
Macroeconomic Dynamics, Cambridge University Press, vol. 18(8), pages 1854-1883, December.
- Jagjit S. Chadha & Luisa Corrado & Sean Holly, 2013. "A Note on Money and the Conduct of Monetary Policy," Studies in Economics 1306, School of Economics, University of Kent.
- Jagjit S. Chadha & Luisa Corrado & Sean Holly, 2013. "A Note on Money and the Conduct of Monetary Policy," Cambridge Working Papers in Economics 1329, Faculty of Economics, University of Cambridge.
- Jagjit S. Chadha & Luisa Corrado & Sean Holly, 2013. "A Note on Money and the Conduct of Monetary Policy," CEIS Research Paper 279, Tor Vergata University, CEIS, revised 13 May 2013.
- Max Gillman & Michal Kejak & Giulia Ghiani, 2014. "Money, Banking and Interest Rates: Monetary Policy Regimes with Markov-Switching VECM Evidence," CEU Working Papers 2014_3, Department of Economics, Central European University.
- Grydaki, Maria & Bezemer, Dirk, 2013. "Did Credit Decouple from Output in the Great Moderation?," MPRA Paper 47424, University Library of Munich, Germany.
- Gillman, Max & Otto, Glen, 2006. "Money Demand in General Equilibrium Endogenous Growth: Estimating the Role of a Variable Interest Elasticity," Cardiff Economics Working Papers E2006/24, Cardiff University, Cardiff Business School, Economics Section, revised Oct 2006.
- Ctirad Slavik, 2011. "Asset Prices and Business Cycles with Financial Frictions," 2011 Meeting Papers 587, Society for Economic Dynamics.
- Nao Sudo, 2011. "Accounting for the Decline in the Velocity of Money in the Japanese Economy," IMES Discussion Paper Series 11-E-16, Institute for Monetary and Economic Studies, Bank of Japan.
- Szilárd Benk & Zoltán M. Jakab & Gábor Vadas, 2005.
"Potential Output Estimations for Hungary: A Survey of Different Approaches,"
MNB Occasional Papers
2005/43, Magyar Nemzeti Bank (Central Bank of Hungary).
Cited by:
- Mellár, Tamás & Németh, Kristóf, 2018. "A kibocsátási rés becslése többváltozós állapottérmodellekben. Szuperhiszterézis és további empirikus eredmények [Estimating output gap in multivariate state space models. Super-hysteresis and furt," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(6), pages 557-591.
- Schepp, Zoltán & Abaligeti, Gallusz & Németh, Kristóf, 2018. "Időben változó Taylor-szabály a hazai monetáris politika jellemzésére [A time-varying parameter Taylor rule for Hungarian monetary policy]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(1), pages 24-43.
- Konstantins Benkovskis & Ludmila Fadejeva & Robert Stehrer & Julia Woerz, 2012.
"How Important is Total Factor Productivity for Growth in Central, Eastern and Southeastern European Countries?,"
Working Papers
2012/05, Latvijas Banka.
- Konstantins Benkovskis & Ludmila Fadejeva & Julia Wörz, 2013. "How Important Is Total Factor Productivity for Growth in Central, Eastern and Southeastern European Countries?," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 1, pages 8-27.
- Báger, Gusztáv & Galbács, Péter & Pulay, Gyula, 2012. "Az állami költségvetés makrogazdasági kockázatainak elemzése [Analysing macroeconomic risks in the state budget]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(9), pages 1014-1036.
- Emilian DOBRESCU, 2021. "Potential Output: A Market Conditionalities Interpretation," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 5-38, December.
- Zoltán M. Jakab & Balázs Világi, 2008. "An estimated DSGE model of the Hungarian economy," MNB Working Papers 2008/9, Magyar Nemzeti Bank (Central Bank of Hungary).
- Benk, Szil rd & Gillman, Max & Kejak, Michal, 2005.
"A Comparison of Exchange Economies within a Monetary Business Cycle,"
Cardiff Economics Working Papers
E2005/14, Cardiff University, Cardiff Business School, Economics Section.
- Szilárd Benk & Max Gillman & Michal Kejak, 2005. "A Comparison Of Exchange Economies Within A Monetary Business Cycle," Manchester School, University of Manchester, vol. 73(4), pages 542-562, July.
Cited by:
- Gillman Max, 2020.
"The welfare cost of inflation with banking time,"
The B.E. Journal of Macroeconomics, De Gruyter, vol. 20(1), pages 1-20, January.
- Max Gillman, 2018. "The Welfare Cost of Inlation with Banking Time," CEU Working Papers 2018_6, Department of Economics, Central European University.
- Max Gillman, 2018. "The Welfare Cost of Inflation with Banking Time," CERS-IE WORKING PAPERS 1831, Institute of Economics, Centre for Economic and Regional Studies.
- Michal Kejak & Szilard Benk & Max Gillman, 2004.
"Credit Shocks in a Monetary Business Cycle,"
2004 Meeting Papers
133, Society for Economic Dynamics.
Cited by:
- Gillman, Max & Nakov, Anton, 2005.
"Granger Causality of the Inflation-Growth Mirror in Accession Countries,"
CEPR Discussion Papers
4845, C.E.P.R. Discussion Papers.
- Max Gillman & Anton Nakov, 2004. "Granger causality of the inflation–growth mirror in accession countries," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 12(4), pages 653-681, December.
- Dario Cziráky & Max Gillman, 2006.
"Money Demand in an EU Accession Country: A VECM Study of Croatia,"
Bulletin of Economic Research, Wiley Blackwell, vol. 58(2), pages 105-127, April.
- Gillman, Max & Czir ky, Dario, 2005. "Money Demand in an EU Accession Country: A VECM Study of Croatia," Cardiff Economics Working Papers E2005/7, Cardiff University, Cardiff Business School, Economics Section.
- Benk, Szil rd & Gillman, Max & Kejak, Michal, 2005.
"Credit Shocks in the Financial Deregulatory Era: Not the Usual Suspects,"
Cardiff Economics Working Papers
E2005/13, Cardiff University, Cardiff Business School, Economics Section.
- Szilárd Benk & Max Gillman & Michal Kejak, 2005. "Credit Shocks in the Financial Deregulatory Era: Not the Usual Suspects," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 8(3), pages 668-687, July.
- Gillman, Max & Nakov, Anton, 2005.
"Granger Causality of the Inflation-Growth Mirror in Accession Countries,"
CEPR Discussion Papers
4845, C.E.P.R. Discussion Papers.
Articles
- Benk, Szilard & Gillman, Max, 2020.
"Granger predictability of oil prices after the Great Recession,"
Journal of International Money and Finance, Elsevier, vol. 101(C).
See citations under working paper version above.
- Szilard Benk & Max Gillman, 2019. "Granger Predictability of Oil Prices after the Great Recession," CERGE-EI Working Papers wp650, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Szilard Benk & Max Gillman, 2019. "Granger Predictability of Oil Prices After the Great Recession," IMF Working Papers 2019/237, International Monetary Fund.
- Benk, Szilárd & Gillman, Max & Kejak, Michal, 2010.
"A banking explanation of the US velocity of money: 1919-2004,"
Journal of Economic Dynamics and Control, Elsevier, vol. 34(4), pages 765-779, April.
See citations under working paper version above.
- Benk, Szil rd & Gillman, Max & Kejak, Michal, 2009. "A Banking Explanation of the US Velocity of Money: 1919-2004," Cardiff Economics Working Papers E2009/25, Cardiff University, Cardiff Business School, Economics Section.
- Szilard Benk & Max Gillman & Michal Kejak, 2009. "A Banking Explanation of the US Velocity of Money: 1919-2004," CERS-IE WORKING PAPERS 0923, Institute of Economics, Centre for Economic and Regional Studies.
- Kejak, Michal & Gillman, Max & Benk, Szilárd, 2009. "A Banking Explanation of the US Velocity of Money: 1919-2004," CEPR Discussion Papers 7544, C.E.P.R. Discussion Papers.
- G. Rünstler & K. Barhoumi & S. Benk & R. Cristadoro & A. Den Reijer & A. Jakaitiene & P. Jelonek & A. Rua & K. Ruth & C. Van Nieuwenhuyze, 2009.
"Short-term forecasting of GDP using large datasets: a pseudo real-time forecast evaluation exercise,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 28(7), pages 595-611.
Cited by:
- João Valle e Azevedo & Ana Pereira, 2008.
"Approximating and Forecasting Macroeconomic Signals in Real-Time,"
Working Papers
w200819, Banco de Portugal, Economics and Research Department.
- Valle e Azevedo, João & Pereira, Ana, 2013. "Approximating and forecasting macroeconomic signals in real-time," International Journal of Forecasting, Elsevier, vol. 29(3), pages 479-492.
- Antipa, Pamfili & Barhoumi, Karim & Brunhes-Lesage, Véronique & Darné, Olivier, 2012.
"Nowcasting German GDP: A comparison of bridge and factor models,"
Journal of Policy Modeling, Elsevier, vol. 34(6), pages 864-878.
- Antipa, P. & Barhoumi, K. & Brunhes-Lesage, V. & Darné, O., 2012. "Nowcasting German GDP: A comparison of bridge and factor models," Working papers 401, Banque de France.
- Irma Hindrayanto & Siem Jan Koopman & Jasper de Winter, 2014. "Nowcasting and Forecasting Economic Growth in the Euro Area using Principal Components," Tinbergen Institute Discussion Papers 14-113/III, Tinbergen Institute.
- Michele Modugno & Lucrezia Reichlin & Domenico Giannone & Marta Banbura, 2012. "Nowcasting with Daily Data," 2012 Meeting Papers 555, Society for Economic Dynamics.
- António Rua & Carlos Melo Gouveia & Nuno Lourenço, 2020. "Forecasting tourism with targeted predictors in a data-rich environment," Working Papers w202005, Banco de Portugal, Economics and Research Department.
- Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2006.
"A Two-step estimator for large approximate dynamic factor models based on Kalman filtering,"
THEMA Working Papers
2006-23, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2011. "A two-step estimator for large approximate dynamic factor models based on Kalman filtering," Post-Print hal-00638009, HAL.
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- Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2011. "A two-step estimator for large approximate dynamic factor models based on Kalman filtering," PSE-Ecole d'économie de Paris (Postprint) hal-00638009, HAL.
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- Katja Heinisch & Rolf Scheufele, 2018. "Bottom-up or direct? Forecasting German GDP in a data-rich environment," Empirical Economics, Springer, vol. 54(2), pages 705-745, March.
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"Business cycle dating and forecasting with real-time Swiss GDP data,"
Empirical Economics, Springer, vol. 58(1), pages 73-105, January.
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- Pinkwart, Nicolas, 2018. "Short-term forecasting economic activity in Germany: A supply and demand side system of bridge equations," Discussion Papers 36/2018, Deutsche Bundesbank.
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"Now-Casting and the Real-Time Data Flow,"
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- Martha Banbura & Domenico Giannone & Michèle Modugno & Lucrezia Reichlin, 2012. "Now-Casting and the Real-Time Data Flow," Working Papers ECARES ECARES 2012-026, ULB -- Universite Libre de Bruxelles.
- Giannone, Domenico & Reichlin, Lucrezia & Bańbura, Marta & Modugno, Michele, 2013. "Now-casting and the real-time data flow," Working Paper Series 1564, European Central Bank.
- Reichlin, Lucrezia & Giannone, Domenico & Modugno, Michele & Banbura, Marta, 2012. "Now-casting and the real-time data flow," CEPR Discussion Papers 9112, C.E.P.R. Discussion Papers.
- Schwarzmüller, Tim, 2015. "Model pooling and changes in the informational content of predictors: An empirical investigation for the euro area," Kiel Working Papers 1982, Kiel Institute for the World Economy (IfW Kiel).
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"The Role of Indicator Selection in Nowcasting Euro Area GDP in Pseudo Real Time,"
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- Alessandro Girardi & Roberto Golinelli & Carmine Pappalardo, 2017. "The role of indicator selection in nowcasting euro-area GDP in pseudo-real time," Empirical Economics, Springer, vol. 53(1), pages 79-99, August.
- Andrejs Bessonovs, 2015. "Suite of Latvia's GDP forecasting models," Working Papers 2015/01, Latvijas Banka.
- David Havrlant & Peter Tóth & Julia Wörz, 2016. "On the optimal number of indicators – nowcasting GDP growth in CESEE," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 4, pages 54-72.
- Francisco Dias & Cláudia Duarte & António Rua, 2010.
"Inflation expectations in the euro area: are consumers rational?,"
Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 146(3), pages 591-607, September.
- António Rua & Cláudia Duarte & Francisco Craveiro Dias, 2008. "Inflation expectations in the euro area: Are consumers rational?," Working Papers w200823, Banco de Portugal, Economics and Research Department.
- Guido Bulligan & Roberto Golinelli & Giuseppe Parigi, 2010. "Forecasting industrial production: the role of information and methods," IFC Bulletins chapters, in: Bank for International Settlements (ed.), The IFC's contribution to the 57th ISI Session, Durban, August 2009, volume 33, pages 227-235, Bank for International Settlements.
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- Christian Grimme & Robert Lehmann & Marvin Noeller, 2019.
"Forecasting Imports with Information from Abroad,"
ifo Working Paper Series
294, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
- Christian Grimme & Robert Lehmann & Marvin Noeller, 2018. "Forecasting Imports with Information from Abroad," CESifo Working Paper Series 7079, CESifo.
- Grimme, Christian & Lehmann, Robert & Noeller, Marvin, 2021. "Forecasting imports with information from abroad," Economic Modelling, Elsevier, vol. 98(C), pages 109-117.
- Mahmut Günay, 2015. "Forecasting Turkish Industrial Production Growth With Static Factor Models," International Econometric Review (IER), Econometric Research Association, vol. 7(2), pages 64-78, September.
- Lopez-Buenache, German, 2019. "The evolution of monetary policy effectiveness under macroeconomic instability," Economic Modelling, Elsevier, vol. 83(C), pages 221-233.
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"Malý dynamický faktorový model na krátkodobé prognózovanie slovenského HDP [A Small Dynamic Factor Model for the Short-Term Forecasting of Slovak GDP],"
MPRA Paper
63713, University Library of Munich, Germany.
- Tóth, Peter, 2017. "Nowcasting Slovak GDP by a Small Dynamic Factor Model," MPRA Paper 77245, University Library of Munich, Germany.
- Lombardi, Marco J. & Maier, Philipp, 2011. "Forecasting economic growth in the euro area during the Great Moderation and the Great Recession," Working Paper Series 1379, European Central Bank.
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"Nowcasting BRIC+M in real time,"
International Journal of Forecasting, Elsevier, vol. 33(4), pages 915-935.
- Tatjana Dahlhaus & Justin-Damien Guénette & Garima Vasishtha, 2015. "Nowcasting BRIC+M in Real Time," Staff Working Papers 15-38, Bank of Canada.
- Knut Are Aastveit & Karsten R. Gerdrup & Anne Sofie Jore & Leif Anders Thorsrud, 2011.
"Nowcasting GDP in real-time: A density combination approach,"
Working Paper
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- Knut Are Aastveit & Karsten R. Gerdrup & Anne Sofie Jore & Leif Anders Thorsrud, 2014. "Nowcasting GDP in Real Time: A Density Combination Approach," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 32(1), pages 48-68, January.
- Knut Are Aastveit & Karsten R. Gerdrup & Anne Sofie Jore & Leif Anders Thorsrud, 2011. "Nowcasting GDP in Real-Time: A Density Combination Approach," Working Papers No 1/2011, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Roman Horvath, 2012. "Do Confidence Indicators Help Predict Economic Activity? The Case of the Czech Republic," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 62(5), pages 398-412, November.
- Jos Jansen, W. & Jin, Xiaowen & Winter, Jasper M. de, 2016.
"Forecasting and nowcasting real GDP: Comparing statistical models and subjective forecasts,"
Munich Reprints in Economics
43488, University of Munich, Department of Economics.
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- an de Meulen, Philipp, 2015. "Das RWI-Kurzfristprognosemodell," RWI Konjunkturberichte, RWI - Leibniz-Institut für Wirtschaftsforschung, vol. 66(2), pages 25-46.
- Danilo Cascaldi-Garcia & Thiago Revil T. Ferreira & Domenico Giannone & Michele Modugno, 2021. "Back to the Present: Learning about the Euro Area through a Now-casting Model," International Finance Discussion Papers 1313, Board of Governors of the Federal Reserve System (U.S.).
- Matteo Luciani & Lorenzo Ricci, 2014.
"Nowcasting Norway,"
International Journal of Central Banking, International Journal of Central Banking, vol. 10(4), pages 215-248, December.
- Matteo Luciani & Lorenzo Ricci, 2013. "Nowcasting Norway," Working Papers ECARES ECARES 2013-10, ULB -- Universite Libre de Bruxelles.
- Alexander Chudik & Valerie Grossman & M. Hashem Pesaran, 2014.
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"Real-Time Weakness of the Global Economy: A First Assessment of the Coronavirus Crisis,"
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- Pérez-Quirós, Gabriel & Leiva-León, Danilo & Rots, Eyno, 2020. "Real-Time Weakness of the Global Economy: A First Assessment of the Coronavirus Crisis," CEPR Discussion Papers 14484, C.E.P.R. Discussion Papers.
- Danilo Leiva-Leon & Gabriel Perez-Quiros & Eyno Rots, 2020. "Real-time weakness of the global economy: a first assessment of the coronavirus crisis," Working Papers 2015, Banco de España.
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"Dissecting Models' Forecasting Performance,"
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"Macroeconomic Nowcasting and Forecasting with Big Data,"
Annual Review of Economics, Annual Reviews, vol. 10(1), pages 615-643, August.
- Brandyn Bok & Daniele Caratelli & Domenico Giannone & Argia M. Sbordone & Andrea Tambalotti, 2017. "Macroeconomic nowcasting and forecasting with big data," Staff Reports 830, Federal Reserve Bank of New York.
- Giannone, Domenico & Tambalotti, Andrea & Sbordone, Argia & Bok, Brandyn & Caratelli, Daniele, 2018. "Macroeconomic Nowcasting and Forecasting with Big Data," CEPR Discussion Papers 12589, C.E.P.R. Discussion Papers.
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Journal of Forecasting, John Wiley & Sons, Ltd., vol. 30(7), pages 666-678, November.
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- Martin Feldkircher & Florian Huber & Josef Schreiner & Marcel Tirpák & Peter Tóth & Julia Wörz, 2015. "Bridging the information gap: small-scale nowcasting models of GDP growth for selected CESEE countries," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 2, pages 56-75.
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"Are disaggregate data useful for factor analysis in forecasting French GDP?,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(1-2), pages 132-144.
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"Money Velocity in an Endogenous Growth Business Cycle with Credit Shocks,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(6), pages 1281-1293, September.
- Szilárd Benk & Max Gillman & Michal Kejak, 2008. "Money Velocity in an Endogenous Growth Business Cycle with Credit Shocks," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(6), pages 1281-1293, September.
See citations under working paper version above.- Szilárd Benk & Max Gillman & Michal Kejak, 2006. "Money Velocity in an Endogenous Growth Business Cycle with Credit Shocks," CDMA Conference Paper Series 0604, Centre for Dynamic Macroeconomic Analysis.
- Szilárd Benk & Max Gillman & Michal Kejak, 2007. "Money Velocity in an Endogenous Growth Business Cycle with Credit Shocks," MNB Working Papers 2007/5, Magyar Nemzeti Bank (Central Bank of Hungary).
- Benk, Szil rd & Gillman, Max & Kejak, Michal, 2007. "Money Velocity in an Endogenous Growth Business Cycle with Credit Shocks," Cardiff Economics Working Papers E2007/14, Cardiff University, Cardiff Business School, Economics Section.
- Szilárd Benk & Max Gillman & Michal Kejak, 2005.
"Credit Shocks in the Financial Deregulatory Era: Not the Usual Suspects,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 8(3), pages 668-687, July.
See citations under working paper version above.
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- Szilárd Benk & Max Gillman & Michal Kejak, 2005.
"A Comparison Of Exchange Economies Within A Monetary Business Cycle,"
Manchester School, University of Manchester, vol. 73(4), pages 542-562, July.
See citations under working paper version above.
- Benk, Szil rd & Gillman, Max & Kejak, Michal, 2005. "A Comparison of Exchange Economies within a Monetary Business Cycle," Cardiff Economics Working Papers E2005/14, Cardiff University, Cardiff Business School, Economics Section.