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James H. Stock

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.

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. James H. Stock & Mark W. Watson, 2002. "Has the Business Cycle Changed and Why?," NBER Working Papers 9127, National Bureau of Economic Research, Inc.

    Mentioned in:

    1. Et si la Grande Modération ne s’était jamais achevée ?
      by ? in D'un champ l'autre on 2014-04-19 20:17:00
    2. Moderately well understood : The Great Moderation is evident, but its causes are complex
      by ? in FRED blog on 2017-10-05 18:00:27
  2. James H. Stock & Mark W. Watson, 2003. "Has the Business Cycle Changed and Why?," NBER Chapters, in: NBER Macroeconomics Annual 2002, Volume 17, pages 159-230, National Bureau of Economic Research, Inc.

    Mentioned in:

    1. Et si la Grande Modération ne s’était jamais achevée ?
      by ? in D'un champ l'autre on 2014-04-19 20:17:00
    2. Moderately well understood : The Great Moderation is evident, but its causes are complex
      by ? in FRED blog on 2017-10-05 18:00:27
  3. James H. Stock & Mark W. Watson, 2010. "Modeling inflation after the crisis," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 173-220.

    Mentioned in:

    1. Problems in Forecasting Inflation
      by Mark Thoma in Economist's View on 2015-09-11 05:15:00
    2. The FOMC is coming
      by Steve Cecchetti and Kim Schoenholtz in Money, Banking and Financial Markets on 2015-09-06 17:04:06
  4. Douglas Staiger & James H. Stock, 1997. "Instrumental Variables Regression with Weak Instruments," Econometrica, Econometric Society, vol. 65(3), pages 557-586, May.

    Mentioned in:

    1. An ivreg2 function for R
      by diffuseprior in DiffusePrioR on 2012-05-03 13:12:59
  5. James H. Stock & Mark W. Watson, 1989. "New Indexes of Coincident and Leading Economic Indicators," NBER Chapters, in: NBER Macroeconomics Annual 1989, Volume 4, pages 351-409, National Bureau of Economic Research, Inc.

    Mentioned in:

    1. Mercado acionário e desemprego
      by Roberto Ushisima in Empresas e Mercados on 2011-03-13 08:54:00
  6. Douglas O. Staiger & James H. Stock & Mark W. Watson, 1997. "How Precise Are Estimates of the Natural Rate of Unemployment?," NBER Chapters, in: Reducing Inflation: Motivation and Strategy, pages 195-246, National Bureau of Economic Research, Inc.

    Mentioned in:

    1. Fischer: U.S. Inflation Developments
      by Guest Author in The Big Picture on 2015-09-02 14:00:33
  7. James H. Stock & Mark W. Watson, 2015. "Core Inflation and Trend Inflation," NBER Working Papers 21282, National Bureau of Economic Research, Inc.

    Mentioned in:

    1. The Fed: From forward guidance to data dependence
      by Steve Cecchetti and Kim Schoenholtz in Money, Banking and Financial Markets on 2015-12-14 19:45:45
  8. James H. Stock & Mark W. Watson, 2012. "Disentangling the Channels of the 2007-2009 Recession," NBER Working Papers 18094, National Bureau of Economic Research, Inc.

    Mentioned in:

    1. Les récessions américaines sont-elles déclenchées par les chocs pétroliers ?
      by ? in D'un champ l'autre on 2014-09-27 15:30:00
  9. Author Profile
    1. Još o kandidatima za Nobel
      by cronomy in Cronomy on 2008-10-05 11:44:03

RePEc Biblio mentions

As found on the RePEc Biblio, the curated bibliography of Economics:
  1. James H. Stock & Mark W. Watson, 2005. "Implications of Dynamic Factor Models for VAR Analysis," NBER Working Papers 11467, National Bureau of Economic Research, Inc.

    Mentioned in:

    1. > Econometrics > Time Series Models > Dynamic Factor Models > Structural Factor Models
  2. James H. Stock & Mark W. Watson, 1992. "A procedure for predicting recessions with leading indicators: econometric issues and recent performance," Working Paper Series, Macroeconomic Issues 92-7, Federal Reserve Bank of Chicago.

    Mentioned in:

    1. > Econometrics > Forecasting > Forecasting Economic Activity Using Financial Variables
  3. Karl M. Aspelund & Michael C. Droste & James H. Stock & Christopher D. Walker, 2020. "Identification and Estimation of Undetected COVID-19 Cases Using Testing Data from Iceland," NBER Working Papers 27528, National Bureau of Economic Research, Inc.

    Mentioned in:

    1. > Economics of Welfare > Health Economics > Economics of Pandemics > Specific pandemics > Covid-19 > Health > Measurement
  4. James H. Stock & Mark W. Watson, 2003. "How did leading indicator forecasts perform during the 2001 recession?," Economic Quarterly, Federal Reserve Bank of Richmond, vol. 89(Sum), pages 71-90.

    Mentioned in:

    1. > Econometrics > Forecasting > Forecasting Economic Activity Using Financial Variables
  5. James H. Stock & Mark W. Watson, 1989. "New Indexes of Coincident and Leading Economic Indicators," NBER Chapters, in: NBER Macroeconomics Annual 1989, Volume 4, pages 351-409, National Bureau of Economic Research, Inc.

    Mentioned in:

    1. > Econometrics > Forecasting > Forecasting Economic Activity Using Financial Variables
    2. > Econometrics > Time Series Models > Dynamic Factor Models
  6. Andrew Atkeson & Michael Droste & Michael J. Mina & James H. Stock, 2020. "Economic Benefits of COVID-19 Screening Tests," Staff Report 616, Federal Reserve Bank of Minneapolis.

    Mentioned in:

    1. > Economics of Welfare > Health Economics > Economics of Pandemics > Specific pandemics > Covid-19 > Health > Testing
  7. Stock, James H & Watson, Mark W, 2002. "Macroeconomic Forecasting Using Diffusion Indexes," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(2), pages 147-162, April.

    Mentioned in:

    1. > Econometrics > Forecasting
    2. > Econometrics > Time Series Models > Dynamic Factor Models
  8. James H. Stock & Mark W. Watson, 2001. "Vector Autoregressions," Journal of Economic Perspectives, American Economic Association, vol. 15(4), pages 101-115, Fall.

    Mentioned in:

    1. > Econometrics > Time Series Models > VAR Models
  9. Stock, James H & Watson, Mark W, 1996. "Evidence on Structural Instability in Macroeconomic Time Series Relations," Journal of Business & Economic Statistics, American Statistical Association, vol. 14(1), pages 11-30, January.

    Mentioned in:

    1. > Econometrics > Time Series Models > VAR Models > Time Varying Parameters and Stochastic Volatility

Wikipedia or ReplicationWiki mentions

(Only mentions on Wikipedia that link back to a page on a RePEc service)
  1. Stock, James H, 1991. "Bayesian Approaches to the 'Unit Root' Problem: A Comment," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 6(4), pages 403-411, Oct.-Dec..

    Mentioned in:

    1. Bayesian approaches to the ‘unit root’ problem: A comment (Journal of Applied Econometrics 1991) in ReplicationWiki ()
  2. Elliott, Graham & Rothenberg, Thomas J & Stock, James H, 1996. "Efficient Tests for an Autoregressive Unit Root," Econometrica, Econometric Society, vol. 64(4), pages 813-836, July.

    Mentioned in:

    1. ADF-GLS test in Wikipedia (English)
  3. James H. Stock & Mark W. Watson, 2001. "Vector Autoregressions," Journal of Economic Perspectives, American Economic Association, vol. 15(4), pages 101-115, Fall.

    Mentioned in:

    1. Vector Autoregressions (JEP 2001) in ReplicationWiki ()
  4. Author Profile
    1. James Stock in Wikipedia (German)

Working papers

  1. Brian C. Prest & James H. Stock, 2021. "Climate Royalty Surcharges," NBER Working Papers 28564, National Bureau of Economic Research, Inc.

    Cited by:

    1. Bergholt, Drago & Røisland, Øistein & Sveen, Tommy & Torvik, Ragnar, 2023. "Monetary policy when export revenues drop," Journal of International Money and Finance, Elsevier, vol. 137(C).
    2. Nathan Ratledge & Laura Zachary & Chase Huntley, 2022. "Emissions from fossil fuels produced on US federal lands and waters present opportunities for climate mitigation," Climatic Change, Springer, vol. 171(1), pages 1-8, March.
    3. Lassi Ahlvik & Jørgen Juel Andersen & Jonas Hveding Hamang & Torfinn Harding, 2022. "Quantifying supply-side climate policies," Working Papers No 01/2022, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.

  2. James H. Stock & Daniel N. Stuart, 2021. "Robust Decarbonization of the US Power Sector: Policy Options," NBER Working Papers 28677, National Bureau of Economic Research, Inc.

    Cited by:

    1. Severin Borenstein & Ryan Kellogg, 2023. "Carbon Pricing, Clean Electricity Standards, and Clean Electricity Subsidies on the Path to Zero Emissions," Environmental and Energy Policy and the Economy, University of Chicago Press, vol. 4(1), pages 125-176.
    2. Abdulwahab Rawesat & Pericles Pilidis, 2024. "‘Greening’ an Oil Exporting Country: A Hydrogen, Wind and Gas Turbine Case Study," Energies, MDPI, vol. 17(5), pages 1-21, February.
    3. Geoffrey Heal, 2020. "Economic Aspects of the Energy Transition," NBER Working Papers 27766, National Bureau of Economic Research, Inc.
    4. John E. T. Bistline & David T. Young, 2022. "The role of natural gas in reaching net-zero emissions in the electric sector," Nature Communications, Nature, vol. 13(1), pages 1-11, December.
    5. Matthew Celsa & George Xydis, 2023. "The Inflation Reduction Act versus the 1.5 cent/kWh and 30% investment tax credit proposal for wind power," SN Business & Economics, Springer, vol. 3(3), pages 1-14, March.
    6. Carolyn Fischer & Grant D. Jacobsen, 2021. "Political Viability, Market‐Based Standards, And Climate Policy," Journal of Policy Analysis and Management, John Wiley & Sons, Ltd., vol. 40(3), pages 1002-1005, June.

  3. Andrew Atkeson & Michael Droste & Michael J. Mina & James H. Stock, 2020. "Economic Benefits of COVID-19 Screening Tests," Staff Report 616, Federal Reserve Bank of Minneapolis.

    Cited by:

    1. Ricardo Martínez & Juan D Moreno Ternero, 2021. "Pandemic performance," ThE Papers 21/09, Department of Economic Theory and Economic History of the University of Granada..
    2. Shami, Labib & Lazebnik, Teddy, 2022. "Economic aspects of the detection of new strains in a multi-strain epidemiological–mathematical model," Chaos, Solitons & Fractals, Elsevier, vol. 165(P2).
    3. Francesco Furno, 2020. "The Testing Multiplier: Fear vs Containment," Papers 2012.03834, arXiv.org.
    4. James Broughel & Michael Kotrous, 2021. "The benefits of coronavirus suppression: A cost-benefit analysis of the response to the first wave of COVID-19 in the United States," PLOS ONE, Public Library of Science, vol. 16(6), pages 1-20, June.
    5. Hasnan Baber, 2021. "Efficacy of COVID-19 screening system and customer satisfaction in banks: moderating role of the perceived threat and health risk," Journal of Financial Services Marketing, Palgrave Macmillan, vol. 26(4), pages 295-304, December.
    6. Ely, Jeffrey & Galeotti, Andrea & Jann, Ole & Steiner, Jakub, 2021. "Optimal test allocation," Journal of Economic Theory, Elsevier, vol. 193(C).
    7. Fallucchi, Francesco & Görges, Luise & Machado, Joël & Pieters, Arne & Suhrcke, Marc, 2021. "How to make universal, voluntary testing for COVID-19 work? A behavioural economics perspective," Health Policy, Elsevier, vol. 125(8), pages 972-980.
    8. Xin, Meiqi & Lau, Joseph Tak-fai & Lau, Mason M.C., 2022. "Multi-dimensional factors related to participation in a population-wide mass COVID-19 testing program among Hong Kong adults: A population-based randomized survey," Social Science & Medicine, Elsevier, vol. 294(C).
    9. Ricardo Martínez & Juan D. Moreno-Ternero, 2022. "An axiomatic approach towards pandemic performance indicators," Working Papers 22.10, Universidad Pablo de Olavide, Department of Economics.
    10. Steven Stillman & Mirco Tonin, 2021. "Communities and Testing for Covid-19," BEMPS - Bozen Economics & Management Paper Series BEMPS79, Faculty of Economics and Management at the Free University of Bozen.
    11. Martin Kahanec & Lukáš Lafférs & Bernhard Schmidpeter, 2021. "The impact of repeated mass antigen testing for COVID-19 on the prevalence of the disease," Journal of Population Economics, Springer;European Society for Population Economics, vol. 34(4), pages 1105-1140, October.
    12. Soltanisehat, Leili & González, Andrés D. & Barker, Kash, 2023. "Modeling social, economic, and health perspectives for optimal pandemic policy decision-making," Socio-Economic Planning Sciences, Elsevier, vol. 86(C).

  4. Karl M. Aspelund & Michael C. Droste & James H. Stock & Christopher D. Walker, 2020. "Identification and Estimation of Undetected COVID-19 Cases Using Testing Data from Iceland," NBER Working Papers 27528, National Bureau of Economic Research, Inc.

    Cited by:

    1. Daniel W. Sacks & Nir Menachemi & Peter Embi & Coady Wing, 2020. "What can we learn about SARS-CoV-2 prevalence from testing and hospital data?," Papers 2008.00298, arXiv.org, revised Mar 2021.
    2. Hortaçsu, Ali & Liu, Jiarui & Schwieg, Timothy, 2021. "Estimating the fraction of unreported infections in epidemics with a known epicenter: An application to COVID-19," Journal of Econometrics, Elsevier, vol. 220(1), pages 106-129.
    3. Antonio Diez de los Rios, 2020. "A Macroeconomic Model of an Epidemic with Silent Transmission and Endogenous Self-isolation," Staff Working Papers 20-50, Bank of Canada.
    4. Andrew T. Levin & William P. Hanage & Nana Owusu-Boaitey & Kensington B. Cochran & Seamus P. Walsh & Gideon Meyerowitz-Katz, 2020. "Assessing the Age Specificity of Infection Fatality Rates for COVID-19: Systematic Review, Meta-analysis, & Public Policy Implications," NBER Working Papers 27597, National Bureau of Economic Research, Inc.
    5. Andrew Atkeson & Karen A. Kopecky & Tao Zha, 2020. "Four Stylized Facts about COVID-19," FRB Atlanta Working Paper 2020-15, Federal Reserve Bank of Atlanta.
    6. Deniz Dutz & Michael Greenstone & Ali Hortaçsu & Santiago Lacouture & Magne Mogstad & Azeem M. Shaikh & Alexander Torgovitsky & Winnie van Dijk, 2023. "Representation and Hesitancy in Population Health Research: Evidence from a COVID-19 Antibody Study," NBER Working Papers 30880, National Bureau of Economic Research, Inc.
    7. Junic Kim & Kelly Ashihara, 2020. "National Disaster Management System: COVID-19 Case in Korea," IJERPH, MDPI, vol. 17(18), pages 1-18, September.

  5. Daniel J. Lewis & Karel Mertens & James H. Stock, 2020. "Monitoring Real Activity in Real Time: The Weekly Economic Index," Liberty Street Economics 20200330b, Federal Reserve Bank of New York.

    Cited by:

    1. Marc Burri & Daniel Kaufmann, 2020. "A daily fever curve for the Swiss economy," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 156(1), pages 1-11, December.
    2. Patricia C. Mosser, 2020. "Central bank responses to COVID-19," Business Economics, Palgrave Macmillan;National Association for Business Economics, vol. 55(4), pages 191-201, October.
    3. Mariia Artemova & Francisco Blasques & Siem Jan Koopman & Zhaokun Zhang, 2021. "Forecasting in a changing world: from the great recession to the COVID-19 pandemic," Tinbergen Institute Discussion Papers 21-006/III, Tinbergen Institute.
    4. Daniel J. Lewis & Karel Mertens & James H. Stock & Mihir Trivedi, 2020. "Measuring Real Activity Using a Weekly Economic Index," Staff Reports 920, Federal Reserve Bank of New York.
    5. Nicolas Woloszko, 2020. "Tracking activity in real time with Google Trends," OECD Economics Department Working Papers 1634, OECD Publishing.
    6. Daniel J. Lewis & Karel Mertens & James H. Stock & Mihir Trivedi, 2021. "High-Frequency Data and a Weekly Economic Index during the Pandemic," AEA Papers and Proceedings, American Economic Association, vol. 111, pages 326-330, May.
    7. Le, Thai-Ha & Boubaker, Sabri & Bui, Manh Tien & Park, Donghyun, 2023. "On the volatility of WTI crude oil prices: A time-varying approach with stochastic volatility," Energy Economics, Elsevier, vol. 117(C).
    8. Fornaro, Paolo, 2020. "Nowcasting Industrial Production Using Uncoventional Data Sources," ETLA Working Papers 80, The Research Institute of the Finnish Economy.

  6. Gilbert E. Metcalf & James H. Stock, 2020. "The Macroeconomic Impact of Europe’s Carbon Taxes," NBER Working Papers 27488, National Bureau of Economic Research, Inc.

    Cited by:

    1. Immervoll, Herwig & Linden, Jules & O'Donoghue, Cathal & Sologon, Denisa Maria, 2023. "Who Pays for Higher Carbon Prices? Illustration for Lithuania and a Research Agenda," IZA Discussion Papers 15868, Institute of Labor Economics (IZA).
    2. Candelon, Bertrand & Hasse, Jean-Baptiste, 2023. "Testing for causality between climate policies and carbon emissions reduction," Finance Research Letters, Elsevier, vol. 55(PA).
    3. Marion Leroutier, 2019. "Carbon Pricing and Power Sector Decarbonisation: Evidence from the UK," Policy Papers 2019.03, FAERE - French Association of Environmental and Resource Economists.
    4. Emanuel Kohlscheen & Richhild Moessner & Előd Takáts, 2021. "Growth, coal and carbon emissions: economic overheating and climate change," BIS Working Papers 937, Bank for International Settlements.
    5. Martinsson, Gustav & Sajtos, László & Strömberg, Per & Thomann, Christian, 2022. "Carbon Pricing and Firm-Level CO2 Abatement: Evidence from a Quarter of a Century-Long Panel," Misum Working Paper Series 2022-10, Stockholm School of Economics, Mistra Center for Sustainable Markets (Misum).
    6. Emanuel Kohlscheen & Richhild Moessner & Elod Takats, 2024. "Effects of carbon pricing and other climate policies on CO2 emissions," Papers 2402.03800, arXiv.org.
    7. Arampatzidis, Ioannis & Dergiades, Theologos & Kaufmann, Robert K. & Panagiotidis, Theodore, 2021. "Oil and the U.S. stock market: Implications for low carbon policies," Energy Economics, Elsevier, vol. 103(C).
    8. Finkelstein Shapiro, Alan & Metcalf, Gilbert E., 2023. "The macroeconomic effects of a carbon tax to meet the U.S. Paris agreement target: The role of firm creation and technology adoption," Journal of Public Economics, Elsevier, vol. 218(C).
    9. Ivan Faiella & Luciano Lavecchia, 2021. "Households' energy demand and the effects of carbon pricing in Italy," Questioni di Economia e Finanza (Occasional Papers) 614, Bank of Italy, Economic Research and International Relations Area.
    10. Jannik Hensel & Giacomo Mangiante & Luca Moretti, 2023. "Carbon Pricing and Inflation Expectations: Evidence from France," CESifo Working Paper Series 10552, CESifo.
    11. Alan Finkelstein Shapiro & Gilbert E. Metcalf, 2021. "The Macroeconomic Effects of a Carbon Tax to Meet the U.S. Paris Agreement Target: The Role of Firm Creation and Technology Adoption," NBER Working Papers 28795, National Bureau of Economic Research, Inc.
    12. Felix Pretis, 2022. "Does a Carbon Tax Reduce CO2 Emissions? Evidence from British Columbia," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 83(1), pages 115-144, September.
    13. Marion Leroutier, 2021. "Carbon Pricing and Power Sector Decarbonisation: Evidence from the UK," Working Papers halshs-03265636, HAL.
    14. Hee Soo (test record) Kim & Christian Matthes & Toan Phan, 2011. "Extreme Weather and the Macroeconomy," Working Paper 21-14, Federal Reserve Bank of Richmond.
    15. Bustamante, Maria Cecilia & Zucchi, Francesca, 2024. "Dynamic carbon emission management," Working Paper Series 2885, European Central Bank.
    16. Jannik Hensel & Giacomo Mangiante & Luca Moretti, 2023. "Carbon pricing and inflation expectations: evidence from France," ECON - Working Papers 434, Department of Economics - University of Zurich.
    17. Marion Leroutier, 2021. "Carbon Pricing and Power Sector Decarbonisation: Evidence from the UK," CIRED Working Papers halshs-03265636, HAL.

  7. James H. Stock, 2020. "Data Gaps and the Policy Response to the Novel Coronavirus," NBER Working Papers 26902, National Bureau of Economic Research, Inc.

    Cited by:

    1. Kent A. Smetters, 2020. "Stay-at-home orders and second waves: a graphical exposition," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 45(2), pages 94-103, September.
    2. Scott R. Baker & Nicholas Bloom & Steven J. Davis & Stephen J. Terry, 2020. "COVID-Induced Economic Uncertainty," NBER Working Papers 26983, National Bureau of Economic Research, Inc.
    3. Brodeur, Abel & Clark, Andrew E. & Fleche, Sarah & Powdthavee, Nattavudh, 2020. "COVID-19, Lockdowns and Well-Being: Evidence from Google Trends," GLO Discussion Paper Series 552, Global Labor Organization (GLO).
    4. Altig, Dave & Baker, Scott & Barrero, Jose Maria & Bloom, Nicholas & Bunn, Philip & Chen, Scarlet & Davis, Steven J. & Leather, Julia & Meyer, Brent & Mihaylov, Emil & Mizen, Paul & Parker, Nicholas &, 2020. "Economic uncertainty before and during the COVID-19 pandemic," Journal of Public Economics, Elsevier, vol. 191(C).
    5. Andrew Atkeson & Karen Kopecky & Tao Zha, 2020. "Estimating and Forecasting Disease Scenarios for COVID-19 with an SIR Model," NBER Working Papers 27335, National Bureau of Economic Research, Inc.
    6. Cem Cakmakli & Yasin Simsek, 2023. "Bridging the Covid-19 Data and the Epidemiological Model using Time-Varying Parameter SIRD Model," Papers 2301.13692, arXiv.org.
    7. Kumar, Anand & Priya, Bhawna & Srivastava, Samir K., 2021. "Response to the COVID-19: Understanding implications of government lockdown policies," Journal of Policy Modeling, Elsevier, vol. 43(1), pages 76-94.
    8. Khan, Haider, 2020. "Economic Impact of COVID-19 On Bangladesh: Agenda for Immediate Action and Planning for the Future," MPRA Paper 100380, University Library of Munich, Germany.
    9. De Santis, Roberto A. & Van der Veken, Wouter, 2020. "Macroeconomic risks across the globe due to the Spanish Flu," Working Paper Series 2466, European Central Bank.
    10. Shin KINOSHITA & Masayuki SATO & Takanori IDA, 2022. "Bayesian Probability Revision and Infection Prevention Behavior in Japan : A Quantitative Analysis of the First Wave of COVID-19," Discussion papers e-22-004, Graduate School of Economics , Kyoto University.
    11. Daniel Levy & Tamir Mayer & Alon Raviv, 2022. "Economists in the 2008 Financial Crisis: Slow to See, Fast to Act," Working Paper series 22-04, Rimini Centre for Economic Analysis.
    12. Eichenbaum, Martin S. & Rebelo, Sergio & Trabandt, Mathias, 2022. "The macroeconomics of testing and quarantining," Journal of Economic Dynamics and Control, Elsevier, vol. 138(C).
    13. Durante, Ruben & Guiso, Luigi & Gulino, Giorgio, 2020. "Asocial Capital: Civic Culture and Social Distancing during COVID-19," CEPR Discussion Papers 14820, C.E.P.R. Discussion Papers.
    14. Robert E. Hall & Charles I. Jones & Peter J. Klenow, 2020. "Trading Off Consumption and COVID-19 Deaths," NBER Working Papers 27340, National Bureau of Economic Research, Inc.
    15. Balázs Egert & Yvan Guillemette & Fabrice Murtin & David Turner, 2021. "Walking the tightrope: avoiding a lockdown while containing the virus," EconomiX Working Papers 2021-1, University of Paris Nanterre, EconomiX.
    16. Pablo D. Fajgelbaum & Amit Khandelwal & Wookun Kim & Cristiano Mantovani & Edouard Schaal, 2021. "Optimal Lockdown in a Commuting Network," American Economic Review: Insights, American Economic Association, vol. 3(4), pages 503-522, December.
    17. Michael Barnett & Greg Buchak & Constantine Yannelis, 2020. "Epidemic Responses Under Uncertainty," NBER Working Papers 27289, National Bureau of Economic Research, Inc.
    18. Morikawa, Masayuki, 2021. "Work-from-Home Productivity during the COVID-19 Pandemic: Evidence from Surveys of Employees and Employers," SSPJ Discussion Paper Series DP20-007, Service Sector Productivity in Japan: Determinants and Policies, Institute of Economic Research, Hitotsubashi University.
    19. Vandenbroucke Guillaume, 2022. "The Mechanics of Individually- and Socially-Optimal Decisions during an Epidemic," The B.E. Journal of Macroeconomics, De Gruyter, vol. 22(1), pages 131-158, January.
    20. Hortaçsu, Ali & Liu, Jiarui & Schwieg, Timothy, 2021. "Estimating the fraction of unreported infections in epidemics with a known epicenter: An application to COVID-19," Journal of Econometrics, Elsevier, vol. 220(1), pages 106-129.
    21. Guichuan Deng & Jing Shi & Yanli Li & Yin Liao, 2021. "The COVID‐19 pandemic: shocks to human capital and policy responses," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 61(4), pages 5613-5630, December.
    22. Andrew Atkeson, 2020. "On Using SIR Models to Model Disease Scenarios for COVID-19," Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 41(01), pages 1-35, June.
    23. André de Palma & Nathalie Picard & Stef Proost, 2020. "SCARE: When Economics Meets Epidemiology with Covid-19," CESifo Working Paper Series 8573, CESifo.
    24. Daron Acemoglu & Victor Chernozhukov & Iván Werning & Michael D. Whinston, 2020. "Optimal Targeted Lockdowns in a Multi-Group SIR Model," NBER Working Papers 27102, National Bureau of Economic Research, Inc.
    25. Sokbae (Simon) Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2020. "Sparse HP filter: Finding kinks in the COVID-19 contact rate," CeMMAP working papers CWP32/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    26. Garriga, Carlos & Manuelli, Rody & Sanghi, Siddhartha, 2022. "Optimal management of an epidemic: Lockdown, vaccine and value of life," Journal of Economic Dynamics and Control, Elsevier, vol. 140(C).
    27. Daron Acemoglu & Victor Chernozhukov & Ivàn Werning & Michael D. Whinston, 2020. "A Multi-Risk SIR Model with Optimally Targeted Lockdown," CeMMAP working papers CWP14/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    28. Victor Chernozhukov & Hiroyuki Kasahara & Paul Schrimpf, 2020. "Causal impact of masks, policies, behavior on early COVID-19 pandemic in the U.S," CeMMAP working papers CWP24/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    29. Mr. Francesco Grigoli & José M. Mota, 2020. "Assessing Targeted Containment Policies to Fight COVID-19," IMF Working Papers 2020/277, International Monetary Fund.
    30. Julian Kozlowski & Laura Veldkamp & Venky Venkateswaran, 2020. "Scarring Body and Mind: The Long-Term Belief-Scarring Effects of COVID-19," Working Papers 2020-009, Federal Reserve Bank of St. Louis.
    31. Martín Gonzalez-Eiras & Dirk Niepelt, 2020. "On the Optimal "Lockdown" during an Epidemic," CESifo Working Paper Series 8240, CESifo.
    32. Yakov P. Silin, 2022. "Response of the Russian business to the COVID-19 pandemic (the case of six industries)," Upravlenets, Ural State University of Economics, vol. 13(1), pages 100-107, March.
    33. Santiago Forero-Alvarado & Nicolás Moreno-Arias & Juan J. Ospina-Tejeiro, 2021. "Humans Against Virus or Humans Against Humans: A Game Theory Approach to the COVID-19 Pandemic," Borradores de Economia 1160, Banco de la Republica de Colombia.
    34. Guimaraes, Luis, 2020. "Antibody Tests: They are More Important than We Thought," QBS Working Paper Series 2020/07, Queen's University Belfast, Queen's Business School.
    35. Lucia Granelli & Matteo Brunelli, 2022. "Comparing the Macroeconomic Policy Measures across the G20 The Crisis Response is a Long-Term Marathon," European Economy - Discussion Papers 158, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
    36. Bodenstein, M. & Corsetti, G. & Guerrieri, L., 2020. "Social Distancing and Supply Disruptions in a Pandemic," Cambridge Working Papers in Economics 2031, Faculty of Economics, University of Cambridge.
    37. Masashige Hamano & Munechika Katayama & So Kubota, 2020. "COVID-19 Misperception and Macroeconomy," Working Papers 2016, Waseda University, Faculty of Political Science and Economics.
    38. Deriu, S. & Cassar, I.P. & Pretaroli, R. & Socci, C., 2022. "The economic impact of Covid-19 pandemic in Sardinia," Research in Transportation Economics, Elsevier, vol. 93(C).
    39. Miguel Casares & Paul Gomme & Hashmat Khan, 2020. "COVID-19 Pandemic and Economic Scenarios For Ontario," Carleton Economic Papers 20-15, Carleton University, Department of Economics, revised 05 Feb 2021.
    40. Toru Kitagawa & Guanyi Wang, 2020. "Who Should Get Vaccinated? Individualized Allocation of Vaccines Over SIR Network," Papers 2012.04055, arXiv.org, revised Jul 2021.
    41. Łukasz Rachel, 2020. "An Analytical Model of Covid-19 Lockdowns," Discussion Papers 2029, Centre for Macroeconomics (CFM).
    42. Robert S. Pindyck, 2020. "COVID-19 and the Welfare Effects of Reducing Contagion," NBER Working Papers 27121, National Bureau of Economic Research, Inc.
    43. Holtemöller, Oliver, 2020. "Integrated assessment of epidemic and economic dynamics," IWH Discussion Papers 4/2020, Halle Institute for Economic Research (IWH).
    44. David Berger & Kyle Herkenhoff & Simon Mongey, 2020. "An SEIR Infectious Disease Model with Testing and Conditional Quarantine," Working Papers 2020-25, Becker Friedman Institute for Research In Economics.
    45. Fuchs, Andreas & Kaplan, Lennart & Kis-Katos, Krisztina & Schmidt, Sebastian S. & Turbanisch, Felix & Wang, Feicheng, 2020. "Mask wars: China's exports of medical goods in times of COVID-19," University of Göttingen Working Papers in Economics 398, University of Goettingen, Department of Economics.
    46. Yang, Qi-Cheng & Chen, Xia & Chang, Chun-Ping & Chen, Di & Hao, Yu, 2021. "What is the relationship between government response and COVID-19 pandemics? Global evidence of 118 countries," Structural Change and Economic Dynamics, Elsevier, vol. 59(C), pages 98-107.
    47. Béland, Louis-Philippe & Brodeur, Abel & Mikola, Derek & Wright, Taylor, 2020. "The Short-Term Economic Consequences of COVID-19: Occupation Tasks and Mental Health in Canada," IZA Discussion Papers 13254, Institute of Labor Economics (IZA).
    48. Christopher Avery & William Bossert & Adam Clark & Glenn Ellison & Sara Fisher Ellison, 2020. "Policy Implications of Models of the Spread of Coronavirus: Perspectives and Opportunities for Economists," NBER Working Papers 27007, National Bureau of Economic Research, Inc.
    49. Brodeur, Abel & Cook, Nikolai & Wright, Taylor, 2021. "On the Effects of COVID-19 Safer-At-Home Policies on Social Distancing, Car Crashes and Pollution," GLO Discussion Paper Series 774, Global Labor Organization (GLO).
    50. Blas A. Marin-Lopez & David Jimenez-Gomez & José-María Abellán-Perpiñán, 2022. "Behavioral Economics in the Epidemiology of the COVID-19 Pandemic: Theory and Simulations," IJERPH, MDPI, vol. 19(15), pages 1-23, August.
    51. Martin S Eichenbaum & Sergio Rebelo & Mathias Trabandt, 2021. "The Macroeconomics of Epidemics [Economic activity and the spread of viral diseases: Evidence from high frequency data]," The Review of Financial Studies, Society for Financial Studies, vol. 34(11), pages 5149-5187.
    52. Natali Hritonenko & Olga Yatsenko & Yuri Yatsenko, 2022. "Model with transmission delays for COVID‐19 control: Theory and empirical assessment," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 24(5), pages 1218-1244, October.
    53. David Berger & Kyle Herkenhoff & Chengdai Huang & Simon Mongey, 2020. "Online Appendix to "Testing and Reopening in an SEIR Model"," Online Appendices 20-184, Review of Economic Dynamics.
    54. Hong Ru & Endong Yang & Kunru Zou, 2021. "Combating the COVID-19 Pandemic: The Role of the SARS Imprint," Management Science, INFORMS, vol. 67(9), pages 5606-5615, September.
    55. Kitagawa, Toru & Wang, Guanyi, 2023. "Who should get vaccinated? Individualized allocation of vaccines over SIR network," Journal of Econometrics, Elsevier, vol. 232(1), pages 109-131.
    56. Muhammed A. Yildirim & Cem Cakmakli & Selva Demiralp & Sebnem Kalemli-Ozcan & Sevcan Yesiltas, 2021. "The Economic Case for Global Vaccinations: An Epidemiological Model with International Production Networks," CID Working Papers 390, Center for International Development at Harvard University.
    57. Caperna, Giulio & Colagrossi, Marco & Geraci, Andrea & Mazzarella, Gianluca, 2020. "Googling Unemployment During the Pandemic: Inference and Nowcast Using Search Data," Working Papers 2020-04, Joint Research Centre, European Commission.
    58. Cristina - Andrada Baba & Raluca Nastase-Anysz, 2020. "Applied Communication Methods of Relationship Marketing for Adapting the Business to the Crisis Environment," European Research Studies Journal, European Research Studies Journal, vol. 0(4), pages 1246-1258.
    59. De Santis, Roberto A. & Van der Veken, Wouter, 2020. "Forecasting macroeconomic risk in real time: Great and Covid-19 Recessions," Working Paper Series 2436, European Central Bank.
    60. Christopher Avery & William Bossert & Adam Clark & Glenn Ellison & Sara Fisher Ellison, 2020. "An Economist's Guide to Epidemiology Models of Infectious Disease," Journal of Economic Perspectives, American Economic Association, vol. 34(4), pages 79-104, Fall.
    61. Fernández-Villaverde, Jesús & Jones, Charles I., 2022. "Estimating and simulating a SIRD Model of COVID-19 for many countries, states, and cities," Journal of Economic Dynamics and Control, Elsevier, vol. 140(C).
    62. Glenn Ellison, 2020. "Implications of Heterogeneous SIR Models for Analyses of COVID-19," NBER Working Papers 27373, National Bureau of Economic Research, Inc.
    63. Abay,Kibrom A. & Hirfrfot,Kibrom Tafere & Woldemichael,Andinet, 2020. "Winners and Losers from COVID-19 : Global Evidence from Google Search," Policy Research Working Paper Series 9268, The World Bank.
    64. Michael D. Noel, 2022. "Competitive survival in a devastated industry: Evidence from hotels during COVID‐19," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 31(1), pages 3-24, February.
    65. Anundsen, André Kallåk & Kivedal, Bjørnar Karlsen & Røed Larsen, Erling & Thorsrud, Leif Anders, 2023. "Behavioral changes in the housing market before and after the Covid-19 lockdown," Journal of Housing Economics, Elsevier, vol. 59(PB).
    66. Masayuki Morikawa, 2022. "Work‐from‐home productivity during the COVID‐19 pandemic: Evidence from Japan," Economic Inquiry, Western Economic Association International, vol. 60(2), pages 508-527, April.
    67. Béland, Louis-Philippe & Brodeur, Abel & Wright, Taylor, 2020. "The Short-Term Economic Consequences of COVID-19: Exposure to Disease, Remote Work and Government Response," GLO Discussion Paper Series 524, Global Labor Organization (GLO).
    68. Ali Hortaçsu & Jiarui Liu & Timothy Schwieg, 2020. "Estimating the Fraction of Unreported Infections in Epidemics with a Known Epicenter: An Application to COVID-19," Working Papers 2020-37, Becker Friedman Institute for Research In Economics.
    69. M. Alper Çenesiz & Luís Guimarães, 2022. "COVID‐19: What if immunity wanes?," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 55(S1), pages 626-664, February.
    70. Guimarães, Luís, 2021. "Antibody tests: They are more important than we thought," Journal of Mathematical Economics, Elsevier, vol. 93(C).
    71. Fernández-Villaverde, Jesús & Jones, Chad, 2020. "Macroeconomic Outcomes and COVID-19: A Progress Report," CEPR Discussion Papers 15393, C.E.P.R. Discussion Papers.
    72. de Montjoye, Yves-Alexandre & Ramadorai, Tarun & Valletti, Tommaso & Walther, Ansgar, 2021. "Privacy, adoption, and truthful reporting: A simple theory of contact tracing applications," Economics Letters, Elsevier, vol. 198(C).
    73. Richard Gearhart & Lyudmyla Sonchak-Ardan & Nyakundi Michieka, 2022. "The efficiency of COVID cases to COVID policies: a robust conditional approach," Empirical Economics, Springer, vol. 63(6), pages 2903-2948, December.
    74. David Baqaee & Emmanuel Farhi & Michael J. Mina & James H. Stock, 2020. "Reopening Scenarios," NBER Working Papers 27244, National Bureau of Economic Research, Inc.
    75. Buonanno, Paolo & Puca, Marcello, 2021. "Using newspaper obituaries to “nowcast” daily mortality: Evidence from the Italian COVID-19 hot-spots," Health Policy, Elsevier, vol. 125(4), pages 535-540.
    76. Cem Cakmakli & Selva Demiralp & Sevcan Yesiltas & Muhammed Ali Yildirim, 2022. "The Sectoral Costs of the Pandemic: What is the Role of Openness?," Istanbul Journal of Economics-Istanbul Iktisat Dergisi, Istanbul University, Faculty of Economics, vol. 72(72-2), pages 431-451, December.
    77. André de Palma & Nathalie Picard & Stef Proost, 2021. "SCARE: when Economics meets Epidemiology with COVID-19, first wave," THEMA Working Papers 2021-10, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
    78. Ambrocio, Gene & Juselius, Mikael, 2020. "Dealing with the costs of the COVID-19 pandemic – what are the fiscal options?," BoF Economics Review 2/2020, Bank of Finland.
    79. de Mello-Sampayo, F.;, 2024. "Uncertainty in Healthcare Policy Decisions: An Epidemiological Real Options Approach to COVID-19 Lockdown Exits," Health, Econometrics and Data Group (HEDG) Working Papers 24/01, HEDG, c/o Department of Economics, University of York.
    80. Thomas Kruse & Philipp Strack, 2020. "Optimal Control of an Epidemic through Social Distancing," Cowles Foundation Discussion Papers 2229, Cowles Foundation for Research in Economics, Yale University.
    81. Christopher Cotton & Bahman Kashi & Huw Lloyd-Ellis & Frederic Tremblay, 2020. "Quantifying the Economic Impacts of COVID-19 Policy Responses on Canada's Provinces in (Almost) Real Time," Working Paper 1441, Economics Department, Queen's University.
    82. Kalemli-Özcan, Sebnem & Çakmaklı, Cem & Demiralp, Selva & Yesiltas, Sevcan, 2020. "COVID-19 and Emerging Markets: A SIR Model, Demand Shocks and Capital Flows," CEPR Discussion Papers 15154, C.E.P.R. Discussion Papers.
    83. Toru Kitagawa & Guanyi Wang, 2020. "Who should get vaccinated? Individualized allocation of vaccines over SIR network," CeMMAP working papers CWP59/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    84. MORIKAWA Masayuki, 2020. "Productivity of Working from Home during the COVID-19 Pandemic: Evidence from an Employee Survey," Discussion papers 20073, Research Institute of Economy, Trade and Industry (RIETI).
    85. Funke, Michael & Tsang, Andrew, 2020. "The People's Bank of China's response to the coronavirus pandemic: A quantitative assessment," BOFIT Discussion Papers 12/2020, Bank of Finland Institute for Emerging Economies (BOFIT).
    86. Andr� Kall�k Anundsen & Bj�rnar Karlsen Kivedal & Erling R�ed Larsen & Leif Anders Thorsrud, 2020. "Behavioral changes and policy effects during Covid-19," Working Papers No 07/2020, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
    87. Eric B. Budish, 2020. "R," Working Papers 2020-31, Becker Friedman Institute for Research In Economics.
    88. Lesley Chiou & Catherine Tucker, 2020. "Social Distancing, Internet Access and Inequality," NBER Working Papers 26982, National Bureau of Economic Research, Inc.
    89. Giagheddu, Marta & Papetti, Andrea, 2023. "The macroeconomics of age-varying epidemics," European Economic Review, Elsevier, vol. 151(C).
    90. Stephen C. Newbold & David Finnoff & Linda Thunström & Madison Ashworth & Jason F. Shogren, 2020. "Effects of Physical Distancing to Control COVID-19 on Public Health, the Economy, and the Environment," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 76(4), pages 705-729, August.
    91. Franco Peracchi & Daniele Terlizzese, 2020. "Estimating the prevalence of the COVID-19 infection, with an application to Italy," EIEF Working Papers Series 2013, Einaudi Institute for Economics and Finance (EIEF), revised May 2020.
    92. Yutaka Okabe & Akira Shudo, 2020. "A Mathematical Model of Epidemics—A Tutorial for Students," Mathematics, MDPI, vol. 8(7), pages 1-16, July.
    93. Golnaz Baradaran Motie & Christopher Biolsi, 2021. "County‐Level Determinants Of Social Distancing (Or Lack Thereof) During The Covid‐19 Pandemic," Contemporary Economic Policy, Western Economic Association International, vol. 39(2), pages 264-279, April.
    94. Andrew Atkeson, 2020. "How Deadly is COVID-19? Understanding the Difficulties with Estimation of its Fatality Rate," Staff Report 598, Federal Reserve Bank of Minneapolis.
    95. Chakrabarty, Debajyoti & Bhatia, Bhanu & Jayasinghe, Maneka & Low, David, 2023. "Relative deprivation, inequality and the Covid-19 pandemic," Social Science & Medicine, Elsevier, vol. 324(C).
    96. Toru Kitagawa & Guanyi Wang, 2021. "Who should get vaccinated? Individualized allocation of vaccines over SIR network," CeMMAP working papers CWP28/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    97. Momodou Mustapha Fanneh & Mustapha Jobarteh & John T. Mendy & Amadou Jawo, 2020. "Modeling and Forecasting Infections, Fatalities and Recoveries from COVID-19 pandemic in SSA: A case of the 10 hotspot in Sub-Saharan Africa," Technium Social Sciences Journal, Technium Science, vol. 9(1), pages 308-317, July.
    98. Andreas Hornstein, 2020. "Social Distancing, Quarantine, Contact Tracing, and Testing: Implications of an Augmented SEIR Model," Working Paper 20-04, Federal Reserve Bank of Richmond.
    99. Eric Budish, 2020. "Maximize Utility subject to R≤1: A Simple Price-Theory Approach to Covid-19 Lockdown and Reopening Policy," NBER Working Papers 28093, National Bureau of Economic Research, Inc.
    100. Christopher Avery & William Bossert & Adam Thomas Clark & Glenn Ellison & Sara Ellison, 2020. "Policy Implications of Models of the Spread of Coronavirus: Perspectives and Opportunities for Economists," CESifo Working Paper Series 8293, CESifo.
    101. Miguel Casares & Hashmat Khan, 2020. "The Timing and Intensity of Social Distancing to Flatten the COVID-19 Curve: The Case of Spain," IJERPH, MDPI, vol. 17(19), pages 1-14, October.

  8. Daniel Lewis & Karel Mertens & James H. Stock, 2020. "U.S. Economic Activity During the Early Weeks of the SARS-Cov-2 Outbreak," NBER Working Papers 26954, National Bureau of Economic Research, Inc.

    Cited by:

    1. Brodeur, Abel & Gray, David & Islam, Anik & Bhuiyan, Suraiya Jabeen, 2020. "A Literature Review of the Economics of COVID-19," GLO Discussion Paper Series 601, Global Labor Organization (GLO).
    2. Diane Alexander & Ezra Karger, 2020. "Do Stay-at-Home Orders Cause People to Stay at Home? Effects of Stay-at-Home Orders on Consumer Behavior," Working Paper Series WP-2020-12, Federal Reserve Bank of Chicago, revised 19 Aug 2021.
    3. Tyler Atkinson & Jim Dolmas & Christoffer Koch & Evan F. Koenig & Karel Mertens & Anthony Murphy & Kei-Mu Yi, 2020. "Mobility and Engagement Following the SARS-Cov-2 Outbreak," Working Papers 2014, Federal Reserve Bank of Dallas.
    4. Ana Beatriz Galvão & Michael Owyang, 2022. "Forecasting low‐frequency macroeconomic events with high‐frequency data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(7), pages 1314-1333, November.
    5. Olympia Bover & Natalia Fabra & Sandra García-Uribe & Aitor Lacuesta & Roberto Ramos, 2020. "Firms and households during the pandemic: what do we learn from their electricity consumption?," Occasional Papers 2031, Banco de España.
    6. Frank Schorfheide & Dongho Song, 2020. "Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic," PIER Working Paper Archive 20-039, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
    7. Anna Cororaton & Samuel Rosen, 2021. "Public Firm Borrowers of the U.S. Paycheck Protection Program [The risk of being a fallen angel and the corporate dash for cash in the midst of COVID]," The Review of Corporate Finance Studies, Society for Financial Studies, vol. 10(4), pages 641-693.
    8. Kajal Lahiri & Cheng Yang, 2021. "Boosting Tax Revenues with Mixed-Frequency Data in the Aftermath of Covid-19: The Case of New York," CESifo Working Paper Series 9365, CESifo.
    9. Zheng, Chen & Zhang, Junru, 2021. "The impact of COVID-19 on the efficiency of microfinance institutions," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 407-423.
    10. Buda, G. & Carvalho, V. M. & Corsetti, G. & Duarte, J. B. & Hansen, S. & Moura, A. S. & Ortiz, A. & Rodrigo, T. & Ortiz, A. & Ortiz, A., 2023. "Short and Variable Lags," Cambridge Working Papers in Economics 2321, Faculty of Economics, University of Cambridge.
    11. Tino Berger & James Morley & Benjamin Wong, 2020. "Nowcasting the output gap," CAMA Working Papers 2020-78, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    12. Baek, ChaeWon & McCrory, Peter B & Messer, Todd & Mui, Preston, 2020. "Unemployment Effects of Stay-at-Home Orders: Evidence from High Frequency Claims Data," Institute for Research on Labor and Employment, Working Paper Series qt042177j7, Institute of Industrial Relations, UC Berkeley.
    13. Tomaz Cajner & Leland D. Crane & Ryan A. Decker & John Grigsby & Adrian Hamins-Puertolas & Erik Hurst & Christopher Johann Kurz & Ahu Yildirmaz, 2020. "The U.S. Labor Market During the Beginning of the Pandemic Recession," Working Papers 2020-58_Revision, Becker Friedman Institute for Research In Economics.
    14. Kong, Edward & Prinz, Daniel, 2020. "Disentangling policy effects using proxy data: Which shutdown policies affected unemployment during the COVID-19 pandemic?," Journal of Public Economics, Elsevier, vol. 189(C).
    15. Peter Fuleky, 2020. "Nowcasting the Trajectory of the COVID-19 Recovery," Working Papers 2020-3, University of Hawaii Economic Research Organization, University of Hawaii at Manoa.
    16. De Santis, Roberto A. & Van der Veken, Wouter, 2020. "Forecasting macroeconomic risk in real time: Great and Covid-19 Recessions," Working Paper Series 2436, European Central Bank.
    17. Eraslan, Sercan & Götz, Thomas, 2021. "An unconventional weekly economic activity index for Germany," Economics Letters, Elsevier, vol. 204(C).
    18. Fezzi, Carlo & Fanghella, Valeria, 2021. "Tracking GDP in real-time using electricity market data: Insights from the first wave of COVID-19 across Europe," European Economic Review, Elsevier, vol. 139(C).
    19. William D. Larson & Tara M. Sinclair, 2020. "Nowcasting Unemployment Insurance Claims in the Time of COVID-19," Working Papers 2020-004, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting, revised Aug 2020.
    20. Baron, E. Jason & Goldstein, Ezra G. & Wallace, Cullen T., 2020. "Suffering in silence: How COVID-19 school closures inhibit the reporting of child maltreatment," Journal of Public Economics, Elsevier, vol. 190(C).
    21. Shibata, Ippei, 2021. "The distributional impact of recessions: The global financial crisis and the COVID-19 pandemic recession," Journal of Economics and Business, Elsevier, vol. 115(C).
    22. Fabian Stephany & Leonie Neuhäuser & Niklas Stoehr & Philipp Darius & Ole Teutloff & Fabian Braesemann, 2022. "The CoRisk-Index: a data-mining approach to identify industry-specific risk perceptions related to Covid-19," Palgrave Communications, Palgrave Macmillan, vol. 9(1), pages 1-15, December.
    23. Akos Horvath & Benjamin S. Kay & Carlo Wix, 2021. "The COVID-19 Shock and Consumer Credit: Evidence from Credit Card Data," Finance and Economics Discussion Series 2021-008, Board of Governors of the Federal Reserve System (U.S.).
    24. Atems, Bebonchu & Yimga, Jules, 2021. "Quantifying the impact of the COVID-19 pandemic on US airline stock prices," Journal of Air Transport Management, Elsevier, vol. 97(C).
    25. Borup, Daniel & Rapach, David E. & Schütte, Erik Christian Montes, 2023. "Mixed-frequency machine learning: Nowcasting and backcasting weekly initial claims with daily internet search volume data," International Journal of Forecasting, Elsevier, vol. 39(3), pages 1122-1144.
    26. Andrea Carriero & Todd E. Clark & Marcellino Massimiliano, 2020. "Nowcasting Tail Risks to Economic Activity with Many Indicators," Working Papers 20-13R2, Federal Reserve Bank of Cleveland, revised 22 Sep 2020.
    27. Peter Fuleky, 2020. "Nowcasting the Trajectory of the COVID-19 Recovery," Working Papers 202022, University of Hawaii at Manoa, Department of Economics.
    28. Sakouvogui Kekoura & Guilavogui Mama Genevieve, 2022. "How are the United States Banks faring during the COVID-19 Pandemic? Evidence of Economic Efficiency Measures," Open Economics, De Gruyter, vol. 5(1), pages 11-29, January.
    29. Ilan Noy & Nguyen Doan & Benno Ferrarini & Donghyun Park, 2020. "Measuring the Economic Risk of Covid-19," CESifo Working Paper Series 8373, CESifo.
    30. Catherine Buffington & Carrie Dennis & Emin Dinlersoz & Lucia Foster & Shawn Klimek, 2020. "Measuring the Effect of COVID-19 on U.S. Small Businesses: The Small Business Pulse Survey," Working Papers 20-16, Center for Economic Studies, U.S. Census Bureau.
    31. Raymundo M. Campos-Vazquez & Gerardo Esquivel, 2021. "Consumption and geographic mobility in pandemic times. Evidence from Mexico," Review of Economics of the Household, Springer, vol. 19(2), pages 353-371, June.
    32. Todd Gabe & Andrew Crawley, 2021. "Effects of the COVID-related stay-at-home order on hospitality sales and automobile traffic counts: evidence from the State of Maine, USA," Economics and Business Letters, Oviedo University Press, vol. 10(4), pages 336-341.
    33. Horvath, Akos & Kay, Benjamin & Wix, Carlo, 2023. "The COVID-19 shock and consumer credit: Evidence from credit card data," Journal of Banking & Finance, Elsevier, vol. 152(C).
    34. Yörük, Barış K., 2022. "Early effects of COVID-19 pandemic-related state policies on housing market activity in the United States," Journal of Housing Economics, Elsevier, vol. 57(C).
    35. Habtewold, Tsegaye Mulugeta, 2021. "Our Welfare at The Time of Covid-19: Early Empirical Assessment for Ethiopia," International Journal of Food and Agricultural Economics (IJFAEC), Alanya Alaaddin Keykubat University, Department of Economics and Finance, vol. 9(2), April.
    36. António Rua & Nuno Lourenço, 2020. "The DEI: tracking economic activity daily during the lockdown," Working Papers w202013, Banco de Portugal, Economics and Research Department.
    37. Ezra Karger & Aastha Rajan, 2020. "Heterogeneity in the Marginal Propensity to Consume: Evidence from Covid-19 Stimulus Payments," Working Paper Series WP 2020-15, Federal Reserve Bank of Chicago.
    38. Alain Hecq & Marie Ternes & Ines Wilms, 2021. "Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions," Papers 2102.11780, arXiv.org, revised Mar 2022.
    39. Aysu Celgin & Mahmut Gunay, 2020. "Weekly Economic Conditions Index for Turkey," CBT Research Notes in Economics 2018, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
    40. Daniel Borup & David E. Rapach & Erik Christian Montes Schütte, 2021. "Now- and Backcasting Initial Claims with High-Dimensional Daily Internet Search-Volume Data," CREATES Research Papers 2021-02, Department of Economics and Business Economics, Aarhus University.
    41. Lourenço, Nuno & Rua, António, 2021. "The Daily Economic Indicator: tracking economic activity daily during the lockdown," Economic Modelling, Elsevier, vol. 100(C).
    42. Barbaglia, Luca & Frattarolo, Lorenzo & Onorante, Luca & Pericoli, Filippo Maria & Ratto, Marco & Tiozzo Pezzoli, Luca, 2022. "Testing big data in a big crisis: Nowcasting under COVID-19," Working Papers 2022-06, Joint Research Centre, European Commission.
    43. Toufique, M. M. K., 2020. "Why do some countries have more COVID-19 cases than others? Evidence from 70 most affected countries sans China," EconStor Preprints 222456, ZBW - Leibniz Information Centre for Economics.
    44. Sjoquist, David & Wheeler, Laura, 2021. "Unemployment insurance claims and COVID-19," Journal of Economics and Business, Elsevier, vol. 115(C).
    45. Demirguc-Kunt,Asli & Lokshin,Michael M. & Torre,Ivan, 2020. "The Sooner, the Better : The Early Economic Impact of Non-Pharmaceutical Interventions during the COVID-19 Pandemic," Policy Research Working Paper Series 9257, The World Bank.
    46. Paul Labonne, 2020. "Capturing GDP nowcast uncertainty in real time," Papers 2012.02601, arXiv.org, revised Oct 2021.

  9. David Baqaee & Emmanuel Farhi & Michael J. Mina & James H. Stock, 2020. "Reopening Scenarios," NBER Working Papers 27244, National Bureau of Economic Research, Inc.

    Cited by:

    1. Alberto Bisin & Andrea Moro, 2021. "Spatial-SIR with Network Structure and Behavior: Lockdown Rules and the Lucas Critique," NBER Working Papers 28932, National Bureau of Economic Research, Inc.
    2. Sewon Hur, 2023. "The Distributional Effects Of Covid‐19 And Optimal Mitigation Policies," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 64(1), pages 261-294, February.
    3. Victor Chernozhukov & Hiroyuki Kasahara & Paul Schrimpf, 2020. "Causal impact of masks, policies, behavior on early COVID-19 pandemic in the U.S," CeMMAP working papers CWP24/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    4. Lazebnik, Teddy & Shami, Labib & Bunimovich-Mendrazitsky, Svetlana, 2023. "Intervention policy influence on the effect of epidemiological crisis on industry-level production through input–output networks," Socio-Economic Planning Sciences, Elsevier, vol. 87(PA).
    5. Kitagawa, Toru & Wang, Guanyi, 2023. "Who should get vaccinated? Individualized allocation of vaccines over SIR network," Journal of Econometrics, Elsevier, vol. 232(1), pages 109-131.
    6. Christopher Avery & William Bossert & Adam Clark & Glenn Ellison & Sara Fisher Ellison, 2020. "An Economist's Guide to Epidemiology Models of Infectious Disease," Journal of Economic Perspectives, American Economic Association, vol. 34(4), pages 79-104, Fall.
    7. Michael D. Bordo & Andrew T. Levin & Mickey D. Levy, 2020. "Incorporating Scenario Analysis into the Federal Reserve’s Policy Strategy and Communications," NBER Working Papers 27369, National Bureau of Economic Research, Inc.

  10. Daniel J. Lewis & Karel Mertens & James H. Stock & Mihir Trivedi, 2020. "High Frequency Data and a Weekly Economic Index during the Pandemic," Staff Reports 954, Federal Reserve Bank of New York.

    Cited by:

    1. Luciano Campos & Danilo Leiva-León & Steven Zapata- Álvarez, 2022. "Latin American Falls, Rebounds and Tail Risks," Borradores de Economia 1201, Banco de la Republica de Colombia.
    2. Menezes, Flavio & Figer, Vivian & Jardim, Fernanda & Medeiros, Pedro, 2022. "A near real-time economic activity tracker for the Brazilian economy during the COVID-19 pandemic," Economic Modelling, Elsevier, vol. 112(C).
    3. Toledo Wilfredo, 2021. "Covid-19 and Unemployment: Evidence from Puerto Rico Using Bayesian Analyses with High-Frequency Data," Economics and Business, Sciendo, vol. 35(1), pages 174-189, January.
    4. Margaret M. Jacobson & Christian Matthes & Todd B. Walker, 2022. "Inflation Measured Every Day Keeps Adverse Responses Away: Temporal Aggregation and Monetary Policy Transmission," Finance and Economics Discussion Series 2022-054, Board of Governors of the Federal Reserve System (U.S.).
    5. Daniel J. Lewis & Karel Mertens & James H. Stock & Mihir Trivedi, 2020. "Measuring Real Activity Using a Weekly Economic Index," Staff Reports 920, Federal Reserve Bank of New York.
    6. Rueben Ellul & Germano Ruisi, 2022. "Nowcasting the Maltese economy with a dynamic factor model," CBM Working Papers WP/02/2022, Central Bank of Malta.
    7. Ollech, Daniel, 2021. "Economic analysis using higher frequency time series: Challenges for seasonal adjustment," Discussion Papers 53/2021, Deutsche Bundesbank.
    8. Daniel Ollech & Deutsche Bundesbank, 2023. "Economic analysis using higher-frequency time series: challenges for seasonal adjustment," Empirical Economics, Springer, vol. 64(3), pages 1375-1398, March.
    9. Luciano Campos & Danilo Leiva-León & Steven Zapata, 2022. "Latin American Falls, Rebounds and Tail," Working Papers 145, Red Nacional de Investigadores en Economía (RedNIE).
    10. Cooray, Arusha & Gangopadhyay, Partha & Das, Narasingha, 2023. "Causality between volatility and the weekly economic index during COVID-19: The predictive power of efficient markets and rational expectations," International Review of Financial Analysis, Elsevier, vol. 89(C).

  11. Daniel J. Lewis & Karel Mertens & James H. Stock, 2020. "Measuring Real Activity Using a Weekly Economic Index," Working Papers 2011, Federal Reserve Bank of Dallas, revised 02 Mar 2021.

    Cited by:

    1. Miescu, Mirela & Rossi, Raffaele, 2021. "COVID-19-induced shocks and uncertainty," European Economic Review, Elsevier, vol. 139(C).
    2. Diane Alexander & Ezra Karger, 2020. "Do Stay-at-Home Orders Cause People to Stay at Home? Effects of Stay-at-Home Orders on Consumer Behavior," Working Paper Series WP-2020-12, Federal Reserve Bank of Chicago, revised 19 Aug 2021.
    3. Tyler Atkinson & Jim Dolmas & Christoffer Koch & Evan F. Koenig & Karel Mertens & Anthony Murphy & Kei-Mu Yi, 2020. "Mobility and Engagement Following the SARS-Cov-2 Outbreak," Working Papers 2014, Federal Reserve Bank of Dallas.
    4. Christiane Baumeister & Danilo Leiva-León & Eric R. Sims, 2021. "Tracking Weekly State-Level Economic Conditions," CESifo Working Paper Series 9165, CESifo.
    5. Gary Koop & Stuart McIntyre & James Mitchell & Aubrey Poon, 2022. "Reconciled Estimates of Monthly GDP in the US," Working Papers 22-01, Federal Reserve Bank of Cleveland.
    6. Frank Schorfheide & Dongho Song, 2020. "Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic," PIER Working Paper Archive 20-039, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
    7. Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2022. "Nowcasting tail risk to economic activity at a weekly frequency," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(5), pages 843-866, August.
    8. Jean-Charles Bricongne & Baptiste Meunier & Sylvain Pouget, 2023. "Web-scraping housing prices in real-time: The Covid-19 crisis in the UK," Post-Print hal-04064185, HAL.
    9. Zheng, Chen & Zhang, Junru, 2021. "The impact of COVID-19 on the efficiency of microfinance institutions," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 407-423.
    10. Laura Felber & Dr. Simon Beyeler, 2023. "Nowcasting economic activity using transaction payments data," Working Papers 2023-01, Swiss National Bank.
    11. Valentina Aprigliano & Guerino Ardizzi & Alessia Cassetta & Alessandro Cavallero & Simone Emiliozzi & Alessandro Gambini & Nazzareno Renzi & Roberta Zizza, 2021. "Exploiting payments to track Italian economic activity: the experience at Banca d’Italia," Questioni di Economia e Finanza (Occasional Papers) 609, Bank of Italy, Economic Research and International Relations Area.
    12. Baek, ChaeWon & McCrory, Peter B & Messer, Todd & Mui, Preston, 2020. "Unemployment Effects of Stay-at-Home Orders: Evidence from High Frequency Claims Data," Institute for Research on Labor and Employment, Working Paper Series qt042177j7, Institute of Industrial Relations, UC Berkeley.
    13. Tomaz Cajner & Leland D. Crane & Ryan A. Decker & John Grigsby & Adrian Hamins-Puertolas & Erik Hurst & Christopher Johann Kurz & Ahu Yildirmaz, 2020. "The U.S. Labor Market During the Beginning of the Pandemic Recession," Working Papers 2020-58_Revision, Becker Friedman Institute for Research In Economics.
    14. Valentina Aprigliano & Alessandro Borin & Francesco Paolo Conteduca & Simone Emiliozzi & Marco Flaccadoro & Sabina Marchetti & Stefania Villa, 2021. "Forecasting Italian GDP growth with epidemiological data," Questioni di Economia e Finanza (Occasional Papers) 664, Bank of Italy, Economic Research and International Relations Area.
    15. Eraslan, Sercan & Reif, Magnus, 2023. "A latent weekly GDP indicator for Germany," Technical Papers 08/2023, Deutsche Bundesbank.
    16. Barend Abeln & Jan P.A.M. Jacobs, 2021. "COVID-19 and seasonal adjustment," CAMA Working Papers 2021-23, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    17. Kong, Edward & Prinz, Daniel, 2020. "Disentangling policy effects using proxy data: Which shutdown policies affected unemployment during the COVID-19 pandemic?," Journal of Public Economics, Elsevier, vol. 189(C).
    18. Valenti, Daniele & Bastianin, Andrea & Manera, Matteo, "undated". "A weekly structural VAR model of the US crude oil market," FEEM Working Papers 324040, Fondazione Eni Enrico Mattei (FEEM).
    19. Chan, Joshua C.C. & Poon, Aubrey & Zhu, Dan, 2023. "High-dimensional conditionally Gaussian state space models with missing data," Journal of Econometrics, Elsevier, vol. 236(1).
    20. De Santis, Roberto A. & Van der Veken, Wouter, 2020. "Forecasting macroeconomic risk in real time: Great and Covid-19 Recessions," Working Paper Series 2436, European Central Bank.
    21. Eraslan, Sercan & Götz, Thomas, 2021. "An unconventional weekly economic activity index for Germany," Economics Letters, Elsevier, vol. 204(C).
    22. Rueben Ellul & Germano Ruisi, 2022. "Nowcasting the Maltese economy with a dynamic factor model," CBM Working Papers WP/02/2022, Central Bank of Malta.
    23. William D. Larson & Tara M. Sinclair, 2020. "Nowcasting Unemployment Insurance Claims in the Time of COVID-19," Working Papers 2020-004, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting, revised Aug 2020.
    24. Baron, E. Jason & Goldstein, Ezra G. & Wallace, Cullen T., 2020. "Suffering in silence: How COVID-19 school closures inhibit the reporting of child maltreatment," Journal of Public Economics, Elsevier, vol. 190(C).
    25. Philipp Wegmüller & Christian Glocker, 2023. "US weekly economic index: Replication and extension," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(6), pages 977-985, September.
    26. Simone Emiliozzi & Concetta Rondinelli & Stefania Villa, 2023. "Consumption during the Covid-19 pandemic: evidence from Italian credit cards," Questioni di Economia e Finanza (Occasional Papers) 769, Bank of Italy, Economic Research and International Relations Area.
    27. Ollech, Daniel, 2021. "Economic analysis using higher frequency time series: Challenges for seasonal adjustment," Discussion Papers 53/2021, Deutsche Bundesbank.
    28. Juan Pablo Cote-Barón & Karen L. Pulido-Mahecha & Nicol Valeria Rodríguez-Rodríguez & Carlos D. Rojas-Martínez, 2023. "El ISAE: Un Indicador para Monitorear la Actividad Económica Colombiana en Alta Frecuencia," Borradores de Economia 1225, Banco de la Republica de Colombia.
    29. Philipp Wegmüller & Christian Glocker & Valentino Guggia, 2021. "Weekly Economic Activity: Measurement and Informational Content," WIFO Working Papers 627, WIFO.
    30. Akos Horvath & Benjamin S. Kay & Carlo Wix, 2021. "The COVID-19 Shock and Consumer Credit: Evidence from Credit Card Data," Finance and Economics Discussion Series 2021-008, Board of Governors of the Federal Reserve System (U.S.).
    31. Sonya Georgieva, 2023. "Application of Artificial Intelligence and Machine Learning in the Conduct of Monetary Policy by Central Banks," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 8, pages 177-199.
    32. Lajos Horv'ath & Lorenzo Trapani, 2023. "Real-time monitoring with RCA models," Papers 2312.11710, arXiv.org.
    33. Andrea Carriero & Todd E. Clark & Marcellino Massimiliano, 2020. "Nowcasting Tail Risks to Economic Activity with Many Indicators," Working Papers 20-13R2, Federal Reserve Bank of Cleveland, revised 22 Sep 2020.
    34. VAN DER WIELEN Wouter & BARRIOS Salvador, 2020. "Fear and Employment During the COVID Pandemic: Evidence from Search Behaviour in the EU," JRC Working Papers on Taxation & Structural Reforms 2020-08, Joint Research Centre.
    35. Yonatan Navon & Ashton de Silva, 2023. "Measuring Local Economic Activity Using Pedestrian Count Data," The Economic Record, The Economic Society of Australia, vol. 99(S1), pages 35-49, December.
    36. Peter Fuleky, 2020. "Nowcasting the Trajectory of the COVID-19 Recovery," Working Papers 202022, University of Hawaii at Manoa, Department of Economics.
    37. Ilan Noy & Nguyen Doan & Benno Ferrarini & Donghyun Park, 2020. "Measuring the Economic Risk of Covid-19," CESifo Working Paper Series 8373, CESifo.
    38. Catherine Buffington & Carrie Dennis & Emin Dinlersoz & Lucia Foster & Shawn Klimek, 2020. "Measuring the Effect of COVID-19 on U.S. Small Businesses: The Small Business Pulse Survey," Working Papers 20-16, Center for Economic Studies, U.S. Census Bureau.
    39. Aprigliano, Valentina & Emiliozzi, Simone & Guaitoli, Gabriele & Luciani, Andrea & Marcucci, Juri & Monteforte, Libero, 2023. "The power of text-based indicators in forecasting Italian economic activity," International Journal of Forecasting, Elsevier, vol. 39(2), pages 791-808.
    40. Daniel J. Lewis & Karel Mertens & James H. Stock & Mihir Trivedi, 2021. "High-Frequency Data and a Weekly Economic Index during the Pandemic," AEA Papers and Proceedings, American Economic Association, vol. 111, pages 326-330, May.
    41. Le, Thai-Ha & Boubaker, Sabri & Bui, Manh Tien & Park, Donghyun, 2023. "On the volatility of WTI crude oil prices: A time-varying approach with stochastic volatility," Energy Economics, Elsevier, vol. 117(C).
    42. Steven Bond-Smith & Peter Fuleky, 2022. "The effects of the pandemic on the economy of Hawaii," Working Papers 2022-4, University of Hawaii Economic Research Organization, University of Hawaii at Manoa.
    43. Fabian Kruger & Hendrik Plett, 2022. "Prediction intervals for economic fixed-event forecasts," Papers 2210.13562, arXiv.org, revised Mar 2024.
    44. António Rua & Nuno Lourenço, 2020. "The DEI: tracking economic activity daily during the lockdown," Working Papers w202013, Banco de Portugal, Economics and Research Department.
    45. Miranda Gualdrón, Karen Alejandra & Poncela, Pilar & Ruiz Ortega, Esther, 2021. "Dynamic factor models: does the specification matter?," DES - Working Papers. Statistics and Econometrics. WS 32210, Universidad Carlos III de Madrid. Departamento de Estadística.
    46. Donato Ceci & Andrea Silvestrini, 2023. "Nowcasting the state of the Italian economy: The role of financial markets," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(7), pages 1569-1593, November.
    47. Ezra Karger & Aastha Rajan, 2020. "Heterogeneity in the Marginal Propensity to Consume: Evidence from Covid-19 Stimulus Payments," Working Paper Series WP 2020-15, Federal Reserve Bank of Chicago.
    48. Jose Asturias & William R. Bell & Rebecca Hutchinson & Tucker McElroy & Katherine J. Thompson, 2023. "Building the Census Bureau Index of Economic Activity (IDEA)," Working Papers 23-15, Center for Economic Studies, U.S. Census Bureau.
    49. Urom, Christian & Ndubuisi, Gideon & Ozor, Jude, 2021. "Economic activity, and financial and commodity markets’ shocks: An analysis of implied volatility indexes," International Economics, Elsevier, vol. 165(C), pages 51-66.
    50. Sharada Nia Davidson & Kevin Connolly & Ciara Crummey & Niccolo Brazzelli & Mairi Spowage, 2022. "Building a Suite of Subnational Socioeconomic Indicators for the United Kingdom: Opportunities, Challenges and Recommendations," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers ESCoE DP-2022-13, Economic Statistics Centre of Excellence (ESCoE).
    51. Aysu Celgin & Mahmut Gunay, 2020. "Weekly Economic Conditions Index for Turkey," CBT Research Notes in Economics 2018, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
    52. Ali B. Barlas & Seda Guler Mert & Berk Orkun Isa & Alvaro Ortiz & Tomasa Rodrigo & Baris Soybilgen & Ege Yazgan, 2021. "Big Data Information and Nowcasting: Consumption and Investment from Bank Transactions in Turkey," Papers 2107.03299, arXiv.org.
    53. Toufique, M. M. K., 2020. "Why do some countries have more COVID-19 cases than others? Evidence from 70 most affected countries sans China," EconStor Preprints 222456, ZBW - Leibniz Information Centre for Economics.
    54. Arshad, Selvia & Beyer, Robert C.M., 2023. "Tracking economic fluctuations with electricity consumption in Bangladesh," Energy Economics, Elsevier, vol. 123(C).
    55. Demirguc-Kunt,Asli & Lokshin,Michael M. & Torre,Ivan, 2020. "The Sooner, the Better : The Early Economic Impact of Non-Pharmaceutical Interventions during the COVID-19 Pandemic," Policy Research Working Paper Series 9257, The World Bank.

  12. Daniel J. Lewis & Karel Mertens & James H. Stock, 2020. "Tracking the COVID-19 Economy with the Weekly Economic Index (WEI)," Liberty Street Economics 20200804, Federal Reserve Bank of New York.

    Cited by:

    1. Sebastian Doerr & Leonardo Gambacorta & José María Serena Garralda, 2021. "Big data and machine learning in central banking," BIS Working Papers 930, Bank for International Settlements.
    2. Daniel J. Lewis & Karel Mertens & James H. Stock & Mihir Trivedi, 2020. "Measuring Real Activity Using a Weekly Economic Index," Staff Reports 920, Federal Reserve Bank of New York.

  13. James H. Stock & Mark W. Watson, 2019. "Slack and Cyclically Sensitive Inflation," NBER Working Papers 25987, National Bureau of Economic Research, Inc.

    Cited by:

    1. Annalisa Cristini & Piero Ferri, 2021. "Nonlinear models of the Phillips curve," Journal of Evolutionary Economics, Springer, vol. 31(4), pages 1129-1155, September.
    2. John O’Trakoun, 2023. "An alternative measure of core inflation: the Trimmed Persistence PCE price index," Business Economics, Palgrave Macmillan;National Association for Business Economics, vol. 58(4), pages 205-223, October.
    3. Philippe Goulet Coulombe, 2021. "The Macroeconomy as a Random Forest," Working Papers 21-05, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management.
    4. Lasha Arevadze & Tamta Sopromadze & Giorgi Tsutskiridze & Shalva Mkhatrishvili, 2020. "Identifying the Phillips Curve in Georgia," NBG Working Papers 01/2020, National Bank of Georgia.
    5. Sebastian Heise & Fatih Karahan & Ayşegül Şahin, 2020. "The Missing Inflation Puzzle: The Role of the Wage-Price Pass-Through," NBER Working Papers 27663, National Bureau of Economic Research, Inc.
    6. Sanjay R. Singh & Nicolas Caramp, 2020. "Bond Premium Cyclicality and Liquidity Traps," Working Papers 336, University of California, Davis, Department of Economics.
    7. Waheed, Irtiza Imran, 2020. "Phillips Curve in Pakistan: A Graphical and Empirical Analysis," MPRA Paper 119097, University Library of Munich, Germany.
    8. Laurence M. Ball & Mr. Daniel Leigh & Ms. Prachi Mishra & Mr. Antonio Spilimbergo, 2021. "Measuring U.S. Core Inflation: The Stress Test of COVID-19," IMF Working Papers 2021/291, International Monetary Fund.
    9. López-Salido, J David & Loria, Francesca, 2019. "Inflation at Risk," CEPR Discussion Papers 14074, C.E.P.R. Discussion Papers.
    10. Randal J. Verbrugge, 2021. "Is It Time to Reassess the Focal Role of Core PCE Inflation?," Working Papers 21-10, Federal Reserve Bank of Cleveland.
    11. Philipp F. M. Baumann & Enzo Rossi & Alexander Volkmann, 2020. "What Drives Inflation and How: Evidence from Additive Mixed Models Selected by cAIC," Papers 2006.06274, arXiv.org, revised Aug 2022.
    12. Augustus J. Panton, 2020. "Climate hysteresis and monetary policy," CAMA Working Papers 2020-76, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    13. Rodnyansky, Alexander & Van der Ghote, Alejandro & Wales, Daniel, 2022. "Product quality, measured inflation and monetary policy," Working Paper Series 2680, European Central Bank.
    14. Martín Uribe, 2020. "Staggered Price Indexation," NBER Working Papers 27657, National Bureau of Economic Research, Inc.
    15. Bańbura, Marta & Bobeica, Elena, 2023. "Does the Phillips curve help to forecast euro area inflation?," International Journal of Forecasting, Elsevier, vol. 39(1), pages 364-390.
    16. Byron Botha & Lauren Kuhn & Daan Steenkamp, 2020. "Is the Phillips curve framework still useful for understanding inflation dynamics in South Africa," Working Papers 10211, South African Reserve Bank.
    17. Saeed Zaman, 2019. "Cyclical versus Acyclical Inflation: A Deeper Dive," Economic Commentary, Federal Reserve Bank of Cleveland, issue September.
    18. Philippe Goulet Coulombe, 2022. "A Neural Phillips Curve and a Deep Output Gap," Working Papers 22-01, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management.
    19. J. David López-Salido & Francesca Loria, 2020. "Inflation at Risk," Finance and Economics Discussion Series 2020-013, Board of Governors of the Federal Reserve System (U.S.).
    20. Emanuel Kohlscheen, 2022. "Understanding the Food Component of Inflation," BIS Working Papers 1056, Bank for International Settlements.
    21. Ricardo Summa & Julia Braga, 2020. "The (conflict-augmented) Phillips Curve is alive and well," Working Papers 0055, ASTRIL - Associazione Studi e Ricerche Interdisciplinari sul Lavoro.
    22. Ricardo Summa & Julia Braga, 2020. "Two routes back to the old Phillips curve: the amended mainstream model and the conflict augmented alternative," Bulletin of Political Economy, Bulletin of Political Economy, vol. 14(1), pages 81-115, June.
    23. Philippe Goulet Coulombe, 2022. "A Neural Phillips Curve and a Deep Output Gap," Papers 2202.04146, arXiv.org.

  14. Janice C. Eberly & James H. Stock & Jonathan H. Wright, 2019. "The Federal Reserve’s Current Framework for Monetary Policy: A Review and Assessment," NBER Working Papers 26002, National Bureau of Economic Research, Inc.

    Cited by:

    1. Régis Barnichon & Geert Mesters, 2020. "Optimal policy perturbations," Economics Working Papers 1716, Department of Economics and Business, Universitat Pompeu Fabra.
    2. Régis Barnichon & Geert Mesters, 2023. "A Sufficient Statistics Approach for Macro Policy," American Economic Review, American Economic Association, vol. 113(11), pages 2809-2845, November.
    3. Galí, Jordi & Andrade, Philippe & Le Bihan, Hervé & Matheron, Julien, 2018. "The Optimal Inflation Target and the Natural Rate of Interest," CEPR Discussion Papers 12723, C.E.P.R. Discussion Papers.
    4. Ellen Ryan & Karl Whelan, 2021. "A Model of QE, Reserve Demand and the Money Multiplier," Working Papers 202107, School of Economics, University College Dublin.
    5. Edward Nelson, 2021. "The Emergence of Forward Guidance As a Monetary Policy Tool," Finance and Economics Discussion Series 2021-033, Board of Governors of the Federal Reserve System (U.S.).
    6. Callum Jones & Mariano Kulish & James Morley, 2022. "A Structural Measure of the Shadow Federal Funds Rate," Working Papers 170, Red Nacional de Investigadores en Economía (RedNIE).
    7. Dario Caldara & Etienne Gagnon & Enrique Martínez García & Christopher J. Neely, 2020. "Monetary Policy and Economic Performance since the Financial Crisis," Finance and Economics Discussion Series 2020-065, Board of Governors of the Federal Reserve System (U.S.).
    8. Kristin Forbes, 2019. "Inflation Dynamics: Dead, Dormant, or Determined Abroad?," NBER Working Papers 26496, National Bureau of Economic Research, Inc.
    9. Böhl, Gregor & Goy, Gavin & Strobel, Felix, 2020. "A structural investigation of quantitative easing," IMFS Working Paper Series 142, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
    10. Masahiko Shibamoto & Wataru Takahashi & Takashi Kamihigashi, 2023. "Japan’s monetary policy: a literature review and empirical assessment," Journal of Computational Social Science, Springer, vol. 6(2), pages 1215-1254, October.
    11. Philippe Andrade & Filippo Ferroni, 2016. "Delphic and Odyssean monetary policy shocks: Evidence from the euro-area," School of Economics Discussion Papers 1216, School of Economics, University of Surrey.
    12. Chen, Zhengyang, 2019. "The Long-term Rate and Interest Rate Volatility in Monetary Policy Transmission," MPRA Paper 96339, University Library of Munich, Germany.
    13. Daisuke Ikeda & Shangshang Li & Sophocles Mavroeidis & Francesco Zanetti, 2020. "Testing the effectiveness of unconventional monetary policy in Japan and the United States," Papers 2012.15158, arXiv.org, revised Nov 2023.
    14. Susana Párraga & Pedro del Río & Juan Luis Vega, 2019. "The Federal Reserve review of its monetary policy framework," Economic Bulletin, Banco de España, issue DEC.
    15. Régis Barnichon & Geert Mesters, 2020. "A Sufficient Statistics Approach for Macro Policy Evaluation," Working Papers 1171, Barcelona School of Economics.
    16. John B. Taylor, 2021. "Simple monetary rules: many strengths and few weaknesses," European Journal of Law and Economics, Springer, vol. 52(2), pages 267-283, December.
    17. Anna Bartocci & Alessandro Notarpietro & Massimiliano Pisani, 2023. "Non‐standard monetary policy measures in non‐normal times," International Finance, Wiley Blackwell, vol. 26(1), pages 19-35, April.
    18. Alisdair McKay & Christian K. Wolf, 2023. "What Can Time‐Series Regressions Tell Us About Policy Counterfactuals?," Econometrica, Econometric Society, vol. 91(5), pages 1695-1725, September.
    19. Couture, Cody, 2021. "Financial market effects of FOMC projections," Journal of Macroeconomics, Elsevier, vol. 67(C).
    20. Carl E. Walsh, 2019. "Alternatives to Inflation Targeting in Low Interest Rate Environments," IMES Discussion Paper Series 19-E-13, Institute for Monetary and Economic Studies, Bank of Japan.
    21. Mertens, Karel & Lewis, Daniel & Makridis, Christos, 2020. "Do Monetary Policy Announcements Shift Household Expectations?," CEPR Discussion Papers 14360, C.E.P.R. Discussion Papers.
    22. Kang, Hyunju & Park, Jaevin & Suh, Hyunduk, 2020. "The rise of part-time employment in the great recession: Its causes and macroeconomic effects," Journal of Macroeconomics, Elsevier, vol. 66(C).
    23. Michael Ellington, 2022. "The Empirical Relevance of the Shadow Rate and the Zero Lower Bound," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(6), pages 1605-1635, September.
    24. Richard H. Clarida, 2022. "The Federal Reserve's New Framework: Context and Consequences," Finance and Economics Discussion Series 2022-001, Board of Governors of the Federal Reserve System (U.S.).
    25. Adam Hale Shapiro, "undated". "Decomposing Supply and Demand Driven Inflation," RBA Annual Conference Papers acp2023-03, Reserve Bank of Australia, revised Nov 2023.
    26. Steven Diamond & Stephen Boyd & David Greenberg & Mykel Kochenderfer & Andrew Ang, 2021. "Optimal Claiming of Social Security Benefits," Papers 2106.00125, arXiv.org.
    27. Davtyan, Karen, 2023. "Unconventional monetary policy and economic inequality," Economic Modelling, Elsevier, vol. 126(C).
    28. Sophocles N. Brissimis & Evangelia A. Georgiou, 2022. "The effects of Federal Reserve's quantitative easing and balance sheet normalization policies on long-term interest rates," Working Papers 299, Bank of Greece.
    29. Falk Bräuning & Viacheslav Sheremirov, 2023. "The Transmission Mechanisms of International Business Cycles: International Trade and the Foreign Effects of US Monetary Policy," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 71(1), pages 300-325, March.
    30. Fernando M. Duarte & Benjamin K. Johannsen & Leonardo Melosi & Taisuke Nakata, 2020. "Strengthening the FOMC’s Framework in View of the Effective Lower Bound and Some Considerations Related to Time-Inconsistent Strategies," Finance and Economics Discussion Series 2020-067, Board of Governors of the Federal Reserve System (U.S.).
    31. Mark A. Carlson & Stefania D'Amico & Cristina Fuentes-Albero & Bernd Schlusche & Paul R. Wood, 2020. "Issues in the Use of the Balance Sheet Tool," Finance and Economics Discussion Series 2020-071, Board of Governors of the Federal Reserve System (U.S.).
    32. Rostagno, Massimo & Altavilla, Carlo & Carboni, Giacomo & Lemke, Wolfgang & Motto, Roberto & Saint Guilhem, Arthur & Yiangou, Jonathan, 2019. "A tale of two decades: the ECB’s monetary policy at 20," Working Paper Series 2346, European Central Bank.
    33. Adam Hale Shapiro, 2022. "Decomposing Supply and Demand Driven Inflation," Working Paper Series 2022-18, Federal Reserve Bank of San Francisco.

  15. Ulrich K. Müller & James H. Stock & Mark W. Watson, 2019. "An Econometric Model of International Long-run Growth Dynamics," NBER Working Papers 26593, National Bureau of Economic Research, Inc.

    Cited by:

    1. Laurence J. Kotlikoff & Felix Kubler & Andrey Polbin & Simon Scheidegger, 2021. "Can today's and tomorrow's world uniformly gain from carbon taxation?," Cahiers de Recherches Economiques du Département d'économie 21.15, Université de Lausanne, Faculté des HEC, Département d’économie.
    2. Hauber, Philipp & Schumacher, Christian, 2021. "Precision-based sampling with missing observations: A factor model application," Discussion Papers 11/2021, Deutsche Bundesbank.
    3. Newell, Richard G. & Prest, Brian C. & Sexton, Steven E., 2021. "The GDP-Temperature relationship: Implications for climate change damages," Journal of Environmental Economics and Management, Elsevier, vol. 108(C).
    4. Britz, Wolfgang & Jafari, Yaghoob & Nekhay, Olexandr & Roson, Roberto, 2022. "Assessing inequality and poverty in long-term growth projections: A general equilibrium analysis for six developing countries," Economic Modelling, Elsevier, vol. 117(C).
    5. Wolfgang Britz & Yaghoob Jafari & Alexandr Nekhay & Roberto Roson, 2020. "Modeling Trade and Income Distribution in Six Developing Countries A dynamic general equilibrium analysis up to the year 2050," Working Papers 2020:03, Department of Economics, University of Venice "Ca' Foscari".

  16. Scott H. Irwin & Kristen McCormack & James H. Stock, 2018. "The Price of Biodiesel RINs and Economic Fundamentals," NBER Working Papers 25341, National Bureau of Economic Research, Inc.

    Cited by:

    1. Herath, N. & Tyner, W.E., 2019. "Intended and unintended consequences of US renewable energy policies," Renewable and Sustainable Energy Reviews, Elsevier, vol. 115(C).

  17. James H. Stock & Mark W. Watson, 2018. "Identification and Estimation of Dynamic Causal Effects in Macroeconomics Using External Instruments," NBER Working Papers 24216, National Bureau of Economic Research, Inc.

    Cited by:

    1. Dedola, Luca & Georgiadis, Georgios & Gräb, Johannes & Mehl, Arnaud, 2018. "Does a big bazooka matter? Central bank balance-sheet policies and exchange rates," Working Paper Series 2197, European Central Bank.
    2. Sarah Arndt & Zeno Enders, 2023. "The Transmission of Supply Shocks in Different Inflation Regimes," CESifo Working Paper Series 10839, CESifo.
    3. Jan Philipp Fritsche & Mathias Klein & Malte Rieth, 2020. "Government Spending Multipliers in (Un)certain Times," Discussion Papers of DIW Berlin 1901, DIW Berlin, German Institute for Economic Research.
    4. Karamysheva, Madina, 2022. "How do fiscal adjustments work? An empirical investigation," Journal of Economic Dynamics and Control, Elsevier, vol. 137(C).
    5. Bianchi, Francesco & Gómez-Cram, Roberto & Kind, Thilo & Kung, Howard, 2023. "Threats to central bank independence: High-frequency identification with twitter," Journal of Monetary Economics, Elsevier, vol. 135(C), pages 37-54.
    6. Atsushi Inoue & Barbara Rossi, 2019. "A New Approach to Measuring Economic Policy Shocks, with an Application to Conventional and Unconventional Monetary Policy," Working Papers 1082, Barcelona School of Economics.
    7. Metiu, Norbert, 2021. "Anticipation effects of protectionist U.S. trade policies," Journal of International Economics, Elsevier, vol. 133(C).
    8. Colmer, Jonathan Mark & Evans, Mary F. & Shimshack, Jay, 2023. "Environmental citizen complaints," LSE Research Online Documents on Economics 121326, London School of Economics and Political Science, LSE Library.
    9. Régis Barnichon & Geert Mesters, 2020. "Optimal policy perturbations," Economics Working Papers 1716, Department of Economics and Business, Universitat Pompeu Fabra.
    10. Cantore, Cristiano & Freund, Lukas, 2020. "Workers, capitalists, and the government: fiscal policy and income (re)distribution," Bank of England working papers 858, Bank of England.
    11. Knut Are Aastveit & Bruno Albuquerque & Andr� Anundsen, 2019. "Changing supply elasticities and regional housing booms," Working Papers No 04/2019, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
    12. Yang, Yang & Zhang, Jiqiang, 2021. "Effects of monetary policy on the exchange rates: A Time-varying analysis," Finance Research Letters, Elsevier, vol. 43(C).
    13. Bruno Albuquerque, 2019. "One Size Fits All? Monetary Policy and Asymmetric Household Debt Cycles in U.S. States," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(5), pages 1309-1353, August.
    14. Jonas E. Arias & Juan F. Rubio-Ramirez & Daniel F. Waggoner, 2018. "Inference in Bayesian Proxy-SVARs," FRB Atlanta Working Paper 2018-16, Federal Reserve Bank of Atlanta.
    15. Giovanni Angelini & Giovanni Caggiano & Efrem Castelnuovo & Luca Fanelli, 2023. "Are Fiscal Multipliers Estimated with Proxy‐SVARs Robust?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(1), pages 95-122, February.
    16. Benjamin Beckers, 2020. "Credit Spreads, Monetary Policy and the Price Puzzle," RBA Research Discussion Papers rdp2020-01, Reserve Bank of Australia.
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    47. Ben S. Bernanke, 2019. "Comment on "On the Empirical (Ir)relevance of the Zero Lower Bound Constraint"," NBER Chapters, in: NBER Macroeconomics Annual 2019, volume 34, pages 171-181, National Bureau of Economic Research, Inc.
    48. Yunjong Eo & James Morley, 2020. "Why has the U.S. economy stagnated since the Great Recession?," Discussion Paper Series 2001, Institute of Economic Research, Korea University.
    49. Jakub Growiec & Peter McAdam & Jakub Mućk, 2022. "Are Ideas Really Getting Harder To Find? R&D Capital and the Idea Production Function," KAE Working Papers 2022-071, Warsaw School of Economics, Collegium of Economic Analysis.
    50. Catherine Doz & Laurent Ferrara & Pierre-Alain Pionnier, 2020. "Business cycle dynamics after the Great Recession: An extended Markov-Switching Dynamic Factor Model," OECD Statistics Working Papers 2020/01, OECD Publishing.
    51. Bart van Ark & Anthony J. Venables, 2020. "A Concerted Effort to Tackle the UK Productivity Puzzle," International Productivity Monitor, Centre for the Study of Living Standards, vol. 39, pages 3-15, Fall.
    52. John Fernald, 2018. "Cyclical Downturn or Slowing Trend? A Review Article on Productivity Puzzles across Europe," International Productivity Monitor, Centre for the Study of Living Standards, vol. 34, pages 110-117, Spring.
    53. David Kiefer & Ivan Mendieta-Muñoz & Codrina Rada & Rudiger von Arnim, 2020. "Secular Stagnation and Income Distribution Dynamics," Review of Radical Political Economics, Union for Radical Political Economics, vol. 52(2), pages 189-207, June.
    54. Nicolò Maffei-Faccioli, 2021. "Identifying the sources of the slowdown in growth: Demand vs. supply," Working Paper 2021/9, Norges Bank.
    55. McAdam, Peter & Warne, Anders, 2018. "Euro area real-time density forecasting with financial or labor market frictions," Working Paper Series 2140, European Central Bank.
    56. Matias Covarrubias & Germán Gutiérrez & Thomas Philippon, 2019. "From Good to Bad Concentration? US Industries over the Past 30 Years," NBER Chapters, in: NBER Macroeconomics Annual 2019, volume 34, pages 1-46, National Bureau of Economic Research, Inc.
    57. Juin‐Jen Chang & Hsieh‐Yu Lin & Nora Traum & Shu‐Chun S. Yang, 2021. "Fiscal Consolidation and Public Wages," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(2-3), pages 503-533, March.
    58. van Ark, Bart & de Vries, Klaas & Erumban, Abdul, 2021. "How To Not Miss A Productivity Revival Once Again," National Institute Economic Review, National Institute of Economic and Social Research, vol. 255, pages 9-24, February.
    59. Olivier Coibion & Yuriy Gorodnichenko & Mauricio Ulate, 2018. "The Cyclical Sensitivity in Estimates of Potential Output," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 49(2 (Fall)), pages 343-441.
    60. Philippe Aghion & Antonin Bergeaud & Timo Boppart & Peter J. Klenow & Huiyu Li, 2019. "A Theory of Falling Growth and Rising Rents," NBER Working Papers 26448, National Bureau of Economic Research, Inc.
    61. Russell E. Triplett & Nilufer Ozdemir & Paul M. Mason, 2022. "Structural Change in the Investment Function," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 46(1), pages 220-236, January.
    62. Crouzet, Nicolas & Eberly, Janice, 2021. "Intangibles, markups, and the measurement of productivity growth," Journal of Monetary Economics, Elsevier, vol. 124(S), pages 92-109.
    63. Biolsi, Christopher, 2021. "Labor productivity forecasts based on a Beveridge–Nelson filter: Is there statistical evidence for a slowdown?," Journal of Macroeconomics, Elsevier, vol. 69(C).
    64. Callum Jones & Virgiliu Midrigan & Thomas Philippon, 2022. "Household Leverage and the Recession," Econometrica, Econometric Society, vol. 90(5), pages 2471-2505, September.
    65. Bhattarai, Saroj & Schwartzman, Felipe & Yang, Choongryul, 2021. "Local scars of the US housing crisis," Journal of Monetary Economics, Elsevier, vol. 119(C), pages 40-57.
    66. Callum Jones, 2018. "Household Leverage and the Recession," 2018 Meeting Papers 933, Society for Economic Dynamics.
    67. Salas, Sergio & Odell, Kathleen, 2023. "Why are credit-driven crises deep and long-lasting?," The Quarterly Review of Economics and Finance, Elsevier, vol. 90(C), pages 233-246.
    68. Marvin Goodfriend & John McDermott, 2021. "The American System of economic growth," Journal of Economic Growth, Springer, vol. 26(1), pages 31-75, March.
    69. John G. Fernald & Huiyu Li, 2022. "The Impact of COVID on Productivity and Potential Output," Working Paper Series 2022-19, Federal Reserve Bank of San Francisco.
    70. Germán Gutiérrez & Thomas Philippon, 2016. "Investment-less Growth: An Empirical Investigation," NBER Working Papers 22897, National Bureau of Economic Research, Inc.
    71. Barry Eichengreen, 2020. "Keynesian economics: can it return if it never died?," Review of Keynesian Economics, Edward Elgar Publishing, vol. 8(1), pages 23-35, January.
    72. Francisco Perez‐Arce & María J. Prados, 2021. "The Decline In The U.S. Labor Force Participation Rate: A Literature Review," Journal of Economic Surveys, Wiley Blackwell, vol. 35(2), pages 615-652, April.
    73. Stanley Fischer, 2017. "The Low Level of Global Real Interest Rates : a speech at the Conference to Celebrate Arminio Fraga’s 60 Years, Casa das Garcas, Rio de Janeiro, Brazil, July 31, 2017," Speech 966, Board of Governors of the Federal Reserve System (U.S.).
    74. Jorgenson, Dale & Ho, Mun & Samuels, Jon, 2019. "Recent U.S. economic performance and prospects for future growth," Journal of Policy Modeling, Elsevier, vol. 41(3), pages 459-476.
    75. Mariarosaria Comunale & Anh Dinh Minh Nguyen & Soroosh Soofi-Siavash, 2019. "Convergence and growth decomposition: an analysis on Lithuania," Bank of Lithuania Discussion Paper Series 17, Bank of Lithuania.
    76. Strauss, Ilan & Yang, Jangho, 2020. "Corporate Secular Stagnation: Empirical Evidence on the Advanced Economy Investment Slowdown," INET Oxford Working Papers 2019-16, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
    77. Kant, Chander, 2018. "Privatization and growth: natural experiment of European economies in transition," MPRA Paper 96080, University Library of Munich, Germany, revised 28 Sep 2019.
    78. Francisco Perez-Arce & Maria J. Prados & Tarra Kohli, 2018. "The Decline in the U.S. Labor Force Participation Rate," Working Papers wp385, University of Michigan, Michigan Retirement Research Center.
    79. John G. Fernald & Huiyu Li, 2021. "The Impact of COVID on Potential Output," Working Paper Series 2021-09, Federal Reserve Bank of San Francisco.
    80. Bart van Ark & Venables, 2021. "A concerted effort to tackle the productivity puzzle during the post-COVID era," Working Papers 001, The Productivity Institute.
    81. Stanley Fischer, 2017. "Government Policy and Labor Productivity : a speech at the \"Washington Transformation? Politics, Policies, Prospects,\" a forum sponsored by the Summer Institute of Martha’s Vineyard Hebrew," Speech 962, Board of Governors of the Federal Reserve System (U.S.).
    82. Patrick M. Crowley & David Hudgins, 2021. "Okun’s law revisited in the time–frequency domain: introducing unemployment into a wavelet-based control model," Empirical Economics, Springer, vol. 61(5), pages 2635-2662, November.
    83. Saroj Bhattarai & Felipe Schwartzman & Choongryul Yang, 2019. "The Persistent Employment Effects of the 2006-09 U.S. Housing Wealth Collapse," Working Paper 19-7, Federal Reserve Bank of Richmond.
    84. Jaeho Kim & Sora Chon, 2022. "Bayesian estimation of the long-run trend of the US economy," Empirical Economics, Springer, vol. 62(2), pages 461-485, February.
    85. Francesco Manaresi & Nicola Pierri, 2018. "Credit supply and productivity growth," Temi di discussione (Economic working papers) 1168, Bank of Italy, Economic Research and International Relations Area.
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    87. Cirera,Xavier & Vargas Da Cruz,Marcio Jose & Grover,Arti Goswami & Iacovone,Leonardo & Medvedev,Denis & Pereira Lopez,Mariana De La Paz & Reyes,Santiago, 2021. "Firm Recovery during COVID-19 : Six Stylized Facts," Policy Research Working Paper Series 9810, The World Bank.
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  19. Todd Gerarden & W. Spencer Reeder & James H. Stock, 2016. "Federal Coal Program Reform, the Clean Power Plan, and the Interaction of Upstream and Downstream Climate Policies," NBER Working Papers 22214, National Bureau of Economic Research, Inc.

    Cited by:

    1. Brett Watson & Ian Lange & Joshua Linn, 2023. "Coal demand, market forces, and U.S. coal mine closures," Economic Inquiry, Western Economic Association International, vol. 61(1), pages 35-57, January.
    2. Brian C. Prest & James H. Stock, 2021. "Climate Royalty Surcharges," NBER Working Papers 28564, National Bureau of Economic Research, Inc.
    3. Zhang, Duan & Chen, Yihsu & Tanaka, Makoto, 2018. "On the effectiveness of tradable performance-based standards," Energy Economics, Elsevier, vol. 74(C), pages 456-469.
    4. Bergholt, Drago & Røisland, Øistein & Sveen, Tommy & Torvik, Ragnar, 2023. "Monetary policy when export revenues drop," Journal of International Money and Finance, Elsevier, vol. 137(C).
    5. Christoph Böhringer & Knut Einar Rosendahl, 2020. "Europe beyond Coal - An Economic and Climate Impact Assessment," CESifo Working Paper Series 8412, CESifo.
    6. Peter Erickson & Michael Lazarus, 2018. "Would constraining US fossil fuel production affect global CO2 emissions? A case study of US leasing policy," Climatic Change, Springer, vol. 150(1), pages 29-42, September.
    7. Perino, G. & Ritz, R. & van Benthem, A., 2020. "Overlapping Climate Policies," Cambridge Working Papers in Economics 20111, Faculty of Economics, University of Cambridge.
    8. Nathan Ratledge & Laura Zachary & Chase Huntley, 2022. "Emissions from fossil fuels produced on US federal lands and waters present opportunities for climate mitigation," Climatic Change, Springer, vol. 171(1), pages 1-8, March.
    9. Peszko,Grzegorz & Van Der Mensbrugghe,Dominique & Golub,Alexander Alexandrovich, 2020. "Diversification and Cooperation Strategies in a Decarbonizing World," Policy Research Working Paper Series 9315, The World Bank.
    10. Kenneth Gillingham & Marten Ovaere & Stephanie Weber, 2021. "Carbon Policy and the Emissions Implications of Electric Vehicles," CESifo Working Paper Series 8974, CESifo.
    11. Michael Lazarus & Harro van Asselt, 2018. "Fossil fuel supply and climate policy: exploring the road less taken," Climatic Change, Springer, vol. 150(1), pages 1-13, September.
    12. Lassi Ahlvik & Jørgen Juel Andersen & Jonas Hveding Hamang & Torfinn Harding, 2022. "Quantifying supply-side climate policies," Working Papers No 01/2022, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
    13. Kanishka Kacker & Ian Lange, 2017. "Inter-Regional Coal Mine Competition in the US: Evidence from Rail Restriction," Working Papers 2017-11, Colorado School of Mines, Division of Economics and Business.
    14. Bielen, David A., 2018. "Do differentiated performance standards help coal? CO2 policy in the U.S. electricity sector," Resource and Energy Economics, Elsevier, vol. 53(C), pages 79-100.

  20. James H. Stock & Mark W. Watson, 2015. "Core Inflation and Trend Inflation," NBER Working Papers 21282, National Bureau of Economic Research, Inc.

    Cited by:

    1. Andrew Foerster & Andreas Hornstein & Mark Watson & Pierre-Daniel Sarte, 2019. "Sectoral and Aggregate Structural Change," 2019 Meeting Papers 532, Society for Economic Dynamics.
    2. Tobias Hartl & Rolf Tschernig & Enzo Weber, 2020. "Fractional trends in unobserved components models," Papers 2005.03988, arXiv.org, revised May 2020.
    3. James M. Nason & Gregor W. Smith, 2013. "Measuring The Slowly Evolving Trend In Us Inflation With Professional Forecasts," Working Paper 1316, Economics Department, Queen's University.
    4. Richard Audoly & Martín Almuzara & Davide Melcangi, 2023. "A Measure of Core Wage Inflation," Staff Reports 1067, Federal Reserve Bank of New York.
    5. Guglielmo Maria Caporale & Luis Alberiko Gil‐Alana & Tommaso Trani, 2022. "On the persistence of UK inflation: A long‐range dependence approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 439-454, January.
    6. Huw Dixon & Jeremy Franklin & Stephen Millard, 2023. "Sectoral Shocks and Monetary Policy in the United Kingdom," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(4), pages 805-829, August.
    7. Todd E. Clark & Michael W. McCracken & Elmar Mertens, 2017. "Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors," Working Papers 2017-026, Federal Reserve Bank of St. Louis.
    8. Guido Ascari & Paolo Bonomolo & Qazi Haque, 2023. "The Long-Run Phillips Curve is ... a Curve," Working Papers 789, DNB.
    9. Francesca Rondina, 2018. "Estimating unobservable inflation expectations in the New Keynesian Phillips Curve," Working Papers 1804E, University of Ottawa, Department of Economics.
    10. Jongrim Ha & M. Ayhan Kose & Franziska Ohnsorge, 2021. "One-stop source: A global database of inflation," CAMA Working Papers 2021-59, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    11. Behera, Harendra Kumar & Patra, Michael Debabrata, 2022. "Measuring trend inflation in India," Journal of Asian Economics, Elsevier, vol. 80(C).
    12. John O’Trakoun, 2023. "An alternative measure of core inflation: the Trimmed Persistence PCE price index," Business Economics, Palgrave Macmillan;National Association for Business Economics, vol. 58(4), pages 205-223, October.
    13. Pincheira, Pablo & Selaive, Jorge & Nolazco, Jose Luis, 2016. "The Evasive Predictive Ability of Core Inflation," MPRA Paper 68704, University Library of Munich, Germany.
    14. Aleksandra Hałka & Grzegorz Szafrański, 2018. "What core inflation indicators measure?," NBP Working Papers 294, Narodowy Bank Polski.
    15. Marcelo A. T. Aragão, 2021. "Blurred Crystal Ball: investigating the forecasting challenges after a great exogenous shock," Working Papers Series 549, Central Bank of Brazil, Research Department.
    16. James H. Stock & Mark W. Watson, 2020. "Trend, Seasonal, and Sectorial Inflation in the Euro Area," Central Banking, Analysis, and Economic Policies Book Series, in: Gonzalo Castex & Jordi Galí & Diego Saravia (ed.),Changing Inflation Dynamics,Evolving Monetary Policy, edition 1, volume 27, chapter 9, pages 317-344, Central Bank of Chile.
    17. Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2022. "Nowcasting tail risk to economic activity at a weekly frequency," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(5), pages 843-866, August.
    18. Manuel Gonzalez-Astudillo, 2017. "GDP Trend-cycle Decompositions Using State-level Data," Finance and Economics Discussion Series 2017-051, Board of Governors of the Federal Reserve System (U.S.).
    19. Kapinos, Pavel & Kishor, N. Kundan & Ma, Jun, 2022. "Dynamic comovement among banks, systemic risk, and the macroeconomy," Journal of Banking & Finance, Elsevier, vol. 138(C).
    20. Michele Lenza & Giorgio E. Primiceri, 2022. "How to estimate a vector autoregression after March 2020," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(4), pages 688-699, June.
    21. Luis Uzeda, 2018. "State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models," Staff Working Papers 18-14, Bank of Canada.
    22. Fernando Zarzosa Valdivia, 2020. "Inflation Dynamics in the ABC (Argentina, Brazil and Chile) countries," Ensayos de Política Económica, Departamento de Investigación Francisco Valsecchi, Facultad de Ciencias Económicas, Pontificia Universidad Católica Argentina., vol. 3(2), pages 77-99, Octubre.
    23. Pincheira, Pablo & Selaive, Jorge & Nolazco, Jose Luis, 2017. "Forecasting Inflation in Latin America with Core Measures," MPRA Paper 80496, University Library of Munich, Germany.
    24. Dr. Gregor Bäurle & Elizabeth Steiner & Dr. Gabriel Züllig, 2018. "Forecasting the production side of GDP," Working Papers 2018-16, Swiss National Bank.
    25. Kristin Forbes & Lewis Kirkham & Konstantinos Theodoridis, 2021. "A Trendy Approach to UK Inflation Dynamics," Manchester School, University of Manchester, vol. 89(S1), pages 23-75, September.
    26. Saeed Zaman, 2021. "A Unified Framework to Estimate Macroeconomic Stars," Working Papers 21-23R, Federal Reserve Bank of Cleveland, revised 15 Aug 2022.
    27. James Mitchell & Martin Weale, 2021. "Censored Density Forecasts: Production and Evaluation," Working Papers 21-12R, Federal Reserve Bank of Cleveland, revised 16 Aug 2022.
    28. Yunjong Eo & Luis Uzeda & Benjamin Wong, 2022. "Understanding trend inflation through the lens of the goods and services sectors," CAMA Working Papers 2022-28, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    29. Andrew T. Foerster & Andreas Hornstein & Pierre-Daniel G. Sarte & Mark W. Watson, 2022. "Aggregate Implications of Changing Sectoral Trends," Working Paper Series 2019-16, Federal Reserve Bank of San Francisco.
    30. Franz Xaver Zobl & Martin Ertl, 2021. "The Condemned Live Longer – New Evidence of the New Keynesian Phillips Curve in Central and Eastern Europe," Open Economies Review, Springer, vol. 32(4), pages 671-699, September.
    31. Gael M. Martin & David T. Frazier & Worapree Maneesoonthorn & Ruben Loaiza-Maya & Florian Huber & Gary Koop & John Maheu & Didier Nibbering & Anastasios Panagiotelis, 2022. "Bayesian Forecasting in Economics and Finance: A Modern Review," Papers 2212.03471, arXiv.org, revised Jul 2023.
    32. Gael M. Martin & David T. Frazier & Ruben Loaiza-Maya & Florian Huber & Gary Koop & John Maheu & Didier Nibbering & Anastasios Panagiotelis, 2023. "Bayesian Forecasting in the 21st Century: A Modern Review," Monash Econometrics and Business Statistics Working Papers 1/23, Monash University, Department of Econometrics and Business Statistics.
    33. Joshua Chan, 2023. "BVARs and Stochastic Volatility," Papers 2310.14438, arXiv.org.
    34. Vito Polito & Yunyi Zhang, 2021. "Tackling Large Outliers in Macroeconomic Data with Vector Artificial Neural Network Autoregression," CESifo Working Paper Series 9395, CESifo.
    35. Chan, Joshua C.C. & Poon, Aubrey & Zhu, Dan, 2023. "High-dimensional conditionally Gaussian state space models with missing data," Journal of Econometrics, Elsevier, vol. 236(1).
    36. Gáti, Laura, 2022. "Monetary policy & anchored expectations: an endogenous gain learning model," Working Paper Series 2685, European Central Bank.
    37. Elmar Mertens & James M Nason, 2015. "Inflation and Professional Forecast Dynamics: An Evaluation of Stickiness, Persistence, and Volatility," CAMA Working Papers 2015-06, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    38. Tallman, Ellis W. & Zaman, Saeed, 2017. "Forecasting inflation: Phillips curve effects on services price measures," International Journal of Forecasting, Elsevier, vol. 33(2), pages 442-457.
    39. Burger, John D. & Warnock, Francis E. & Warnock, Veronica Cacdac, 2022. "A natural level of capital flows," Journal of Monetary Economics, Elsevier, vol. 130(C), pages 1-16.
    40. Viacheslav Kramkov, 2023. "Does CPI disaggregation improve inflation forecast accuracy?," Bank of Russia Working Paper Series wps112, Bank of Russia.
    41. Jaromir Baxa & Miroslav Plasil & Borek Vasicek, 2013. "Inflation and the Steeplechase Between Economic Activity Variables," Working Papers 2013/15, Czech National Bank.
    42. Manuel Gonzalez-Astudillo, 2018. "An Output Gap Measure for the Euro Area : Exploiting Country-Level and Cross-Sectional Data Heterogeneity," Finance and Economics Discussion Series 2018-040, Board of Governors of the Federal Reserve System (U.S.).
    43. Eliana R. González-Molano & Ramón Hernández-Ortega & Edgar Caicedo-García & Nicolás Martínez-Cortés & Jose Vicente Romero & Anderson Grajales-Olarte, 2020. "Nueva Clasificación del BANREP de la Canasta del IPC y revisión de las medidas de Inflación Básica en Colombia," Borradores de Economia 1122, Banco de la Republica de Colombia.
    44. Mertens, Elmar, 2023. "Precision-based sampling for state space models that have no measurement error," Journal of Economic Dynamics and Control, Elsevier, vol. 154(C).
    45. Ladi R. Bala-Keffi & Donald G. Mbaka & Nuruddeen Usman, 2020. "Alternative Core Inflation Measures in Nigeria: An Examination," Applied Economics and Finance, Redfame publishing, vol. 7(4), pages 112-120, July.
    46. Ferreira, Pedro Costa & Mattos, Daiane Marcolino de & Ardeo, Vagner Laerte, 2017. "Triple-Filter core inflation: a measure of the inflation trajectory," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 71(4), December.
    47. Christian Garciga & Randal J. Verbrugge & Saeed Zaman, 2024. "The Effect of Component Disaggregation on Measures of the Median and Trimmed-Mean CPI," Working Papers 24-02, Federal Reserve Bank of Cleveland.
    48. Stock, J.H. & Watson, M.W., 2016. "Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 415-525, Elsevier.
    49. Randal J. Verbrugge, 2021. "Is It Time to Reassess the Focal Role of Core PCE Inflation?," Working Papers 21-10, Federal Reserve Bank of Cleveland.
    50. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Carlos Poza, 2022. "Inflation in the G7 countries: persistence and structural breaks," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 46(3), pages 493-506, July.
    51. Hartwig, Benny, 2022. "Bayesian VARs and prior calibration in times of COVID-19," Discussion Papers 52/2022, Deutsche Bundesbank.
    52. Yayi Yan & Jiti Gao & Bin Peng, 2021. "Asymptotics for Time-Varying Vector MA(∞) Processes," Monash Econometrics and Business Statistics Working Papers 22/21, Monash University, Department of Econometrics and Business Statistics.
    53. Jongrim Ha & M. Ayhan Kose & Franziska Ohnsorge, 2019. "Inflation in Emerging and Developing Economies," World Bank Publications - Books, The World Bank Group, number 30657, December.
    54. Arabinda Basistha, 2023. "Estimation of short‐run predictive factor for US growth using state employment data," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(1), pages 34-50, January.
    55. Mengheng Li & Siem Jan Koopman, 2021. "Unobserved components with stochastic volatility: Simulation‐based estimation and signal extraction," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(5), pages 614-627, August.
    56. Cross, Jamie L. & Hou, Chenghan & Koop, Gary & Poon, Aubrey, 2023. "Large stochastic volatility in mean VARs," Journal of Econometrics, Elsevier, vol. 236(1).
    57. Joshua C. C. Chan, 2022. "Comparing Stochastic Volatility Specifications for Large Bayesian VARs," Papers 2208.13255, arXiv.org.
    58. Cobb, Marcus P A, 2017. "Joint Forecast Combination of Macroeconomic Aggregates and Their Components," MPRA Paper 76556, University Library of Munich, Germany.
    59. Chenghan Hou & Bao Nguyen & Bo Zhang, 2023. "Real‐time forecasting of the Australian macroeconomy using flexible Bayesian VARs," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(2), pages 418-451, March.
    60. Dixon, Huw & Franklin, Jeremy & Millard, Stephen, 2014. "Sectoral shocks and monetary policy in the United Kingdom," Bank of England working papers 499, Bank of England.
    61. Blasques, F. & Gorgi, P. & Koopman, S.J., 2019. "Accelerating score-driven time series models," Journal of Econometrics, Elsevier, vol. 212(2), pages 359-376.
    62. Chad Fulton & Kirstin Hubrich, 2021. "Forecasting US Inflation in Real Time," Finance and Economics Discussion Series 2021-014, Board of Governors of the Federal Reserve System (U.S.).
    63. Pym Manopimoke & Vorada Limjaroenrat, 2016. "Trend Inflation Estimates for Thailand from Disaggregated Data," PIER Discussion Papers 51, Puey Ungphakorn Institute for Economic Research.
    64. Paul Ho, 2021. "Forecasting in the Absence of Precedent," Working Paper 21-10, Federal Reserve Bank of Richmond.
    65. Chen, Ji & Yang, Xinglin & Liu, Xiliang, 2022. "Learning, disagreement and inflation forecasting," The North American Journal of Economics and Finance, Elsevier, vol. 63(C).
    66. Alex, Dony, 2021. "Anchoring of inflation expectations in large emerging economies," The Journal of Economic Asymmetries, Elsevier, vol. 23(C).
    67. Hauzenberger, Niko & Huber, Florian & Klieber, Karin, 2023. "Real-time inflation forecasting using non-linear dimension reduction techniques," International Journal of Forecasting, Elsevier, vol. 39(2), pages 901-921.
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    73. Günes Kamber & Benjamin Wong, 2016. "Testing an Interpretation of Core Inflation Measures in New Zealand," Reserve Bank of New Zealand Analytical Notes series AN2016/06, Reserve Bank of New Zealand.
    74. Cobb, Marcus P A, 2018. "Improving Underlying Scenarios for Aggregate Forecasts: A Multi-level Combination Approach," MPRA Paper 88593, University Library of Munich, Germany.
    75. Egorov D.A. (Егоров, Д.А.) & Perevyshina E.A. (Перевышина, Е.А.), 2016. "Modelling of Inflationary Processes in Russia [Моделирование Инфляционных Процессов В России]," Working Papers 2138, Russian Presidential Academy of National Economy and Public Administration.
    76. Bowen Fu, Ivan Mendieta-Muñoz, 2023. "Structural shocks and trend inflation," Working Paper Series, Department of Economics, University of Utah 2023_04, University of Utah, Department of Economics.
    77. Bruno Feunou & Jean-Sébastien Fontaine, 2021. "Debt-Secular Economic Changes and Bond Yields," Staff Working Papers 21-14, Bank of Canada.
    78. Kohns, David & Potjagailo, Galina, 2023. "Flexible Bayesian MIDAS: time‑variation, group‑shrinkage and sparsity," Bank of England working papers 1025, Bank of England.
    79. Ciccarelli, Matteo & Darracq Pariès, Matthieu & Priftis, Romanos & Angelini, Elena & Bańbura, Marta & Bokan, Nikola & Fagan, Gabriel & Gumiel, José Emilio & Kornprobst, Antoine & Lalik, Magdalena & Mo, 2024. "ECB macroeconometric models for forecasting and policy analysis," Occasional Paper Series 344, European Central Bank.

  21. Christopher R. Knittel & Ben S. Meiselman & James H. Stock, 2015. "The Pass-Through of RIN Prices to Wholesale and Retail Fuels under the Renewable Fuel Standard," NBER Working Papers 21343, National Bureau of Economic Research, Inc.

    Cited by:

    1. Joseph E. Aldy & Maximilian Auffhammer & Maureen Cropper & Arthur Fraas & Richard Morgenstern, 2022. "Looking Back at 50 Years of the Clean Air Act," Journal of Economic Literature, American Economic Association, vol. 60(1), pages 179-232, March.
    2. Luo, Jinjing & Moschini, GianCarlo, 2019. "Pass-through of the policy-induced E85 subsidy: Insights from Hotelling's model," Energy Economics, Elsevier, vol. 84(C).
    3. Moschini, GianCarlo & Lapan, Harvey & Kim, Hyunseok, 2016. "The Renewable Fuel Standard: Market and Welfare Effects of Alternative Policy Scenarios," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235721, Agricultural and Applied Economics Association.
    4. Jonathan E. Hughes & Ian A. Lange, 2018. "Who (Else) Benefits from Electricity Deregulation? Coal Prices, Natural Gas and Price Discrimination," CESifo Working Paper Series 7374, CESifo.
    5. Gabriel E Lade & C -Y Cynthia Lin Lawell & Aaron Smith, 2018. "Policy Shocks and Market-Based Regulations: Evidence from the Renewable Fuel Standard," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 100(3), pages 707-731.
    6. Scott H. Irwin & Kristen McCormack & James H. Stock, 2020. "The Price of Biodiesel RINs and Economic Fundamentals," American Journal of Agricultural Economics, John Wiley & Sons, vol. 102(3), pages 734-752, May.
    7. Perrin, Richard & Fulginiti, Lilyan & Bairagi, Subir & Dweikat, Ismail, 2018. "Sweet Sorghum as Feedstock in Great Plains Corn Ethanol Plants: The Role of Biofuel Policy," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 43(1), January.
    8. Mazzone, Daniel & Smith, Aaron & Witcover, Julie, 2022. "Pass-Through of Alternative Fuel Policy Incentives: Evidence from Diesel and Biodiesel Markets, the U.S. Renewable Fuel Standard, and Low Carbon Fuel Standards in California and Oregon," Institute of Transportation Studies, Working Paper Series qt7vx4c5wr, Institute of Transportation Studies, UC Davis.
    9. Mason, Charles F. & Wilmot, Neil A., 2016. "Price discontinuities in the market for RINs," Journal of Economic Behavior & Organization, Elsevier, vol. 132(PB), pages 79-97.
    10. Scott H. Irwin & Kristen McCormack & James H. Stock, 2018. "The Price of Biodiesel RINs and Economic Fundamentals," NBER Working Papers 25341, National Bureau of Economic Research, Inc.
    11. Christina Korting & Harry de Gorter & David R Just, 2019. "Who Will Pay for Increasing Biofuel Mandates? Incidence of the Renewable Fuel Standard Given a Binding Blend Wall," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 101(2), pages 492-506.
    12. Dimitrakopoulou, Lydia & Genakos, Christos & Kampouris, Themistoklis & Papadokonstantaki, Stella, 2023. "VAT pass-through and competition: evidence from the Greek Islands," LSE Research Online Documents on Economics 121321, London School of Economics and Political Science, LSE Library.
    13. Noel, Michael D. & Roach, Travis, 2017. "Marginal reductions in vehicle emissions under a dual-blend ethanol mandate: Evidence from a natural experiment," Energy Economics, Elsevier, vol. 64(C), pages 45-54.
    14. Sahoo, Kamalakanta & Mani, Sudhagar, 2019. "Economic and environmental impacts of an integrated-state anaerobic digestion system to produce compressed natural gas from organic wastes and energy crops," Renewable and Sustainable Energy Reviews, Elsevier, vol. 115(C).
    15. Noel, Michael D. & Qiang, Hongjie, 2022. "Open price contracts, locked-in buyers, and opportunism," International Journal of Industrial Organization, Elsevier, vol. 85(C).
    16. Lydia Dimitrakopoulou & Christos Genakos & Themistoklis Kampouris & Stella Papadokonstantaki, 2023. "VAT Pass-Through and Competition: Evidence from the Greek Islands," Discussion Papers of DIW Berlin 2039, DIW Berlin, German Institute for Economic Research.
    17. Pouliot, Sebastien & Smith, Aaron & Stock, James H., 2017. "RIN Pass-Through at Gasoline Terminals," ISU General Staff Papers 201702220800001049, Iowa State University, Department of Economics.
    18. Korting, Christina & Just, David R., 2016. "Demystifying RINs: A Partial Equilibrium Model of U.S. Biofuels Markets," Working Papers 250034, Cornell University, Department of Applied Economics and Management.
    19. Jason P. H. Jones & Zidong M. Wang & Bruce A. McCarl & Minglu Wang, 2017. "Policy Uncertainty and the US Ethanol Industry," Sustainability, MDPI, vol. 9(11), pages 1-14, November.
    20. Lydia Dimitrakopoulou & Christos Genakos & Themistoklis Kampouris & Stella Papadokonstantaki, 2023. "VAT pass-through and competition: Evidence from the Greek Islands," POID Working Papers 078, Centre for Economic Performance, LSE.
    21. Aldy, Joseph E. & Auffhammer, Maximillian & Cropper, Maureen L. & Fraas, Arthur G. & Morgenstern, Richard D., 2020. "Looking Back at Fifty Years of the Clean Air Act," RFF Working Paper Series 20-01, Resources for the Future.
    22. Leard, Benjamin & McConnell, Virginia, 2020. "Interpreting Tradable Credit Prices in Overlapping Vehicle Regulations," RFF Working Paper Series 20-07, Resources for the Future.
    23. Li, Jing & Stock, James H., 2019. "Cost pass-through to higher ethanol blends at the pump: Evidence from Minnesota gas station data," Journal of Environmental Economics and Management, Elsevier, vol. 93(C), pages 1-19.
    24. Yeh, Sonia & Burtraw, Dallas & Sterner, Thomas & Greene, David, 2021. "Tradable performance standards in the transportation sector," Energy Economics, Elsevier, vol. 102(C).
    25. Yeh, Sonia & Witcover, Julie & Lade, Gabriel E. & Sperling, Daniel, 2016. "A review of low carbon fuel policies: Principles, program status and future directions," Energy Policy, Elsevier, vol. 97(C), pages 220-234.
    26. Pouliot, Sébastien & Babcock, Bruce A., 2017. "Feasibility of meeting increased biofuel mandates with E85," Energy Policy, Elsevier, vol. 101(C), pages 194-200.
    27. James B. Bushnell & Jonathan E. Hughes & Aaron Smith, 2017. "Food vs. Fuel? Impacts of Petroleum Shipments on Agricultural Prices," NBER Working Papers 23924, National Bureau of Economic Research, Inc.
    28. GianCarlo Moschini & Harvey E. Lapan & Hyunseok Kim, 2017. "The Renewable Fuel Standard in Competitive Equilibrium: Market and Welfare Effects," Center for Agricultural and Rural Development (CARD) Publications 17-wp575, Center for Agricultural and Rural Development (CARD) at Iowa State University.
    29. Lydia Dimitrakopoulou & Christos Genakos & Themistoklis Kampouris & Stella Papadokonstantaki, 2023. "VAT pass-through and competition: evidence from the Greek Islands," CEP Discussion Papers dp1923, Centre for Economic Performance, LSE.
    30. Gabriel E. Lade & James Bushnell, 2019. "Fuel Subsidy Pass-Through and Market Structure: Evidence from the Renewable Fuel Standard," Journal of the Association of Environmental and Resource Economists, University of Chicago Press, vol. 6(3), pages 563-592.
    31. Erich Muehlegger & Richard L. Sweeney, 2017. "Pass-Through of Own and Rival Cost Shocks: Evidence from the U.S. Fracking Boom," NBER Working Papers 24025, National Bureau of Economic Research, Inc.
    32. Burkhardt, Jesse, 2019. "The impact of the Renewable Fuel Standard on US oil refineries," Energy Policy, Elsevier, vol. 130(C), pages 429-437.
    33. Harju, Jarkko & Kosonen, Tuomas & Laukkanen, Marita & Palanne, Kimmo, 2022. "The heterogeneous incidence of fuel carbon taxes: Evidence from station-level data," Journal of Environmental Economics and Management, Elsevier, vol. 112(C).
    34. Curtis McKnight & Feng Qiu & Marty Luckert & Grant Hauer, 2021. "Prices for a second‐generation biofuel industry in Canada: Market linkages between Canadian wheat and US energy and agricultural commodities," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 69(3), pages 337-351, September.
    35. Leard, Benjamin & McConnell, Virginia, 2021. "Interpreting tradable credit prices in overlapping vehicle regulations," Journal of Environmental Economics and Management, Elsevier, vol. 109(C).
    36. Yin Chu & J. Scott Holladay & Jacob LaRiviere, 2017. "Opportunity Cost Pass-through from Fossil Fuel Market Prices to Procurement Costs of the U.S. Power Producers," Working Papers 2017-02, University of Tennessee, Department of Economics.
    37. Catherine Hausman, 2019. "Shock Value: Bill Smoothing and Energy Price Pass‐Through," Journal of Industrial Economics, Wiley Blackwell, vol. 67(2), pages 242-278, June.
    38. Soren T. Anderson & James M. Sallee, 2016. "Designing Policies to Make Cars Greener: A Review of the Literature," NBER Working Papers 22242, National Bureau of Economic Research, Inc.
    39. Zhong, Jia & Khanna, Madhu & Chen, Xiaoguang, 2017. "Going Beyond the Blend Wall: Policy Incentives for Fuel Consumers to Supplement the Renewable Fuel Standard," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois 258483, Agricultural and Applied Economics Association.

  22. John Coglianese & Lucas W. Davis & Lutz Kilian & James H. Stock, 2015. "Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand," NBER Working Papers 20980, National Bureau of Economic Research, Inc.

    Cited by:

    1. Scott R. Baker & Lorenz Kueng & Leslie McGranahan & Brian T. Melzer, 2018. "Do Household Finances Constrain Unconventional Fiscal Policy?," Working Paper Series WP-2018-16, Federal Reserve Bank of Chicago.
    2. Mohammad Vesal & Amir Hossein Tavakoli & Mohammad H. Rahmati, 2022. "What do one hundred million transactions tell us about demand elasticity of gasoline?," Empirical Economics, Springer, vol. 62(6), pages 2693-2711, June.
    3. Baumeister, Christiane & Ellwanger, Reinhard & Kilian, Lutz, 2016. "Did the renewable fuel standard shift market expectations of the price of ethanol?," CFS Working Paper Series 563, Center for Financial Studies (CFS).
    4. Odran Bonnet & Etienne Fize & Tristan Loisel & Lionel Wilner, 2024. "Compensation against fuel inflation: Temporary tax rebates or transfers?," Working Papers 2024-05, Center for Research in Economics and Statistics.
    5. Pier Basaglia & Sophie Behr & Moritz A. Drupp, 2023. "De-Fueling Externalities: How Tax Salience and Fuel Substitution Mediate Climate and Health Benefits," Discussion Papers of DIW Berlin 2041, DIW Berlin, German Institute for Economic Research.
    6. Christiane Baumeister & Lutz Kilian, 2016. "Lower Oil Prices and the U.S. Economy: Is This Time Different?," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 47(2 (Fall)), pages 287-357.
    7. H. Spencer Banzhaf & Taha Kasim, 2016. "Fuel Consumption and Gasoline Prices: The Role of Assortative Matching between Households and Automobiles," NBER Working Papers 22983, National Bureau of Economic Research, Inc.
    8. Ivan Tilov & Sylvain Weber, 2020. "Heterogeneity in price elasticity of vehicle kilometers traveled: Evidence from micro-level panel data," IRENE Working Papers 20-12, IRENE Institute of Economic Research.
    9. Lutz Kilian & Xiaoqing Zhou, 2018. "Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks: Comment," CESifo Working Paper Series 7166, CESifo.
    10. Bajo-Buenestado, Raúl, 2016. "Evidence of asymmetric behavioral responses to changes in gasoline prices and taxes for different fuel types," Energy Policy, Elsevier, vol. 96(C), pages 119-130.
    11. Aurélien Saussay, 2019. "Dynamic heterogeneity: rational habits and the heterogeneity of household responses to gasoline prices," Post-Print hal-03632598, HAL.
    12. Doga Bilgin & Reinhard Ellwanger, 2019. "The Simple Economics of Global Fuel Consumption," Staff Working Papers 19-35, Bank of Canada.
    13. Bruno De Borger & Amihai Glazer & Stef Proost, 2021. "Rational Drivers and the Choice Between Congestion Tolls and Tradeable Permits: A Political Economy Model," CESifo Working Paper Series 8821, CESifo.
    14. Pier Basaglia & Sophie M. Behr & Moritz A. Drupp, 2023. "De-Fueling Externalities: Causal Effects of Fuel Taxation and Mediating Mechanisms for Reducing Climate and Pollution Costs," CESifo Working Paper Series 10508, CESifo.
    15. Dario Caldara & Michele Cavallo & Matteo Iacoviello, 2016. "Oil Price Elasticities and Oil Price Fluctuations," International Finance Discussion Papers 1173, Board of Governors of the Federal Reserve System (U.S.).
    16. Suphi Sen & Herman R. J. Vollebergh, 2016. "The Effectiveness of Taxing Carbon Content of Energy Consumption," CESifo Working Paper Series 6003, CESifo.
    17. Kenneth Gillingham & Anders Munk-Nielsen, 2016. "A Tale of Two Tails: Commuting and the Fuel Price Response in Driving," NBER Working Papers 22937, National Bureau of Economic Research, Inc.
    18. Nida Cakir Melek & Michael Plante & Mine Yucel, 2021. "Resource Booms and the Macroeconomy: The Case of U.S. Shale Oil," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 42, pages 307-332, October.
    19. Vedanta Dhamija & Ricardo Nunes & Roshni Tara, 2023. "House Price Expectations and Inflation Expectations: Evidence from Survey Data," School of Economics Discussion Papers 0823, School of Economics, University of Surrey.
    20. Lovcha, Yuliya & Pérez Laborda, Àlex, 2016. "Structural shocks and dinamic elasticities in a long memory model of the US gasoline retail market," Working Papers 2072/261538, Universitat Rovira i Virgili, Department of Economics.
    21. Raúl Bajo-Buenestado & Miguel Ángel Borrella-Mas, 2022. "The Heterogeneous Tax Pass-Through Under Different Vertical Relationships," The Economic Journal, Royal Economic Society, vol. 132(645), pages 1684-1708.
    22. Christiane J.S. Baumeister & James D. Hamilton, 2017. "Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks," NBER Working Papers 24167, National Bureau of Economic Research, Inc.
    23. Yan, Shiyu & Eskeland, Gunnar S., 2018. "Greening the vehicle fleet: Norway's CO2-Differentiated registration tax," Journal of Environmental Economics and Management, Elsevier, vol. 91(C), pages 247-262.
    24. Mattauch, Linus & van den Bijgaart, Inge & Klenert, David & Sulikova, Simona, 2020. "Optimal fuel taxation with suboptimal health choices," INET Oxford Working Papers 2020-22, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
    25. Marie-Laure BREUILLÉ & Emmanuelle TAUGOURDEAU, 2019. "Multi-tier tax competition on Gasoline," Working Papers 2019-23, Center for Research in Economics and Statistics.
    26. Julius J. Andersson, 2019. "Carbon Taxes and CO2 Emissions: Sweden as a Case Study," American Economic Journal: Economic Policy, American Economic Association, vol. 11(4), pages 1-30, November.
    27. Lutz Kilian, 2017. "The Impact of the Fracking Boom on Arab Oil Producers," Working Papers 1110, Economic Research Forum, revised 06 2017.
    28. Tabaghdehi, Seyedeh Asieh H. & Hunter, John, 2020. "Long-run price behaviour in the gasoline market - The role of exogeneity," Journal of Business Research, Elsevier, vol. 116(C), pages 620-627.
    29. Richard G. Newell & Brian C. Prest, 2017. "The Unconventional Oil Supply Boom: Aggregate Price Response from Microdata," NBER Working Papers 23973, National Bureau of Economic Research, Inc.
    30. Goetzke, Frank & Vance, Colin, 2018. "Is gasoline price elasticity in the United States increasing? Evidence from the 2009 and 2017 national household travel surveys," Ruhr Economic Papers 765, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    31. Ander Iraizoz & José M Labeaga, 2022. "Incidence and Avoidance Effects of Spatial Fuel Tax Differentials: Evidence using Regional Tax Variation in Spain," PSE Working Papers halshs-03789430, HAL.
    32. Robert S. Chirinko & Daniel J. Wilson, 2016. "Job Creation Tax Credits, Fiscal Foresight, and Job Growth: Evidence from U.S. States," CESifo Working Paper Series 5771, CESifo.
    33. Michael Bates & Seolah Kim, 2019. "Estimating the Price Elasticity of Gasoline Demand in Correlated Random Coefficient Models with Endogeneity," Working Papers 202021, University of California at Riverside, Department of Economics, revised Jul 2020.
    34. Kilian, Lutz & Zhou, Xiaoqing, 2023. "Heterogeneity in the pass-through from oil to gasoline prices: A new instrument for estimating the price elasticity of gasoline demand," CFS Working Paper Series 685, Center for Financial Studies (CFS).
    35. Oladosu, Gbadebo, 2022. "Bubbles in US gasoline prices: Assessing the role of hurricanes and anti–price gouging laws," Journal of Commodity Markets, Elsevier, vol. 27(C).
    36. Valenti, Daniele & Bastianin, Andrea & Manera, Matteo, "undated". "A weekly structural VAR model of the US crude oil market," FEEM Working Papers 324040, Fondazione Eni Enrico Mattei (FEEM).
    37. Kilian, Lutz, 2022. "Understanding the estimation of oil demand and oil supply elasticities," Energy Economics, Elsevier, vol. 107(C).
    38. Inge van den Bijgaart & David Klenert & Linus Mattauch & Simona Sulikova, 2024. "Healthy climate, healthy bodies: Optimal fuel taxation and physical activity," Economica, London School of Economics and Political Science, vol. 91(361), pages 93-122, January.
    39. Mauricio Vaz Lobo Bittencourt & Leonardo Chaves Borges Cardoso & Elena Grace Irwin, 2016. "Biofuels Policies And Fuel Demand Elasticities In Brazil: An Iv Approach," Anais do XLIII Encontro Nacional de Economia [Proceedings of the 43rd Brazilian Economics Meeting] 181, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    40. Wagner, Katherine, 2016. "Environmental preferences and consumer behavior," Economics Letters, Elsevier, vol. 149(C), pages 1-4.
    41. Deltas, George & Polemis, Michael, 2018. "Estimating retail gasoline price dynamics: The effects of sample characteristics and research design," MPRA Paper 89570, University Library of Munich, Germany.
    42. Lutz Kilian & Xiaoqing Zhou, 2022. "Oil prices, gasoline prices, and inflation expectations," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(5), pages 867-881, August.
    43. Kilian, Lutz & Zhou, Xiaoqing, 2018. "Structural Interpretation of Vector Autoregressions with Incomplete Information: Revisiting the Role of Oil Supply and Demand S," CEPR Discussion Papers 13068, C.E.P.R. Discussion Papers.
    44. Newell, Richard G. & Prest, Brian C., 2017. "Is the US the New Swing Producer? The Price-Responsiveness of Tight Oil," RFF Working Paper Series 17-15, Resources for the Future.
    45. Pablo D. Fajgelbaum & Pinelopi K. Goldberg & Patrick J. Kennedy & Amit K. Khandelwal, 2019. "The Return to Protectionism," NBER Working Papers 25638, National Bureau of Economic Research, Inc.
    46. Valenti, Daniele & Manera, Matteo & Sbuelz, Alessandro, 2018. "Interpreting the Oil Risk Premium: do Oil Price Shocks Matter?," ETA: Economic Theory and Applications 268730, Fondazione Eni Enrico Mattei (FEEM).
    47. Khan, Shafaat Yar & Khederlarian, Armen, 2021. "How does trade respond to anticipated tariff changes? Evidence from NAFTA," Journal of International Economics, Elsevier, vol. 133(C).
    48. Baumeister, Christiane & Hamilton, James, 2017. "Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Deman," CEPR Discussion Papers 12532, C.E.P.R. Discussion Papers.
    49. Branko Boskovic & Linda Nøstbakken, 2016. "How do Land Markets Anticipate Regulatory Change? Evidence from Canadian Conservation Policy," CESifo Working Paper Series 5956, CESifo.
    50. Yuri Fonseca & Marcelo Medeiros & Gabriel Vasconcelos & Alvaro Veiga, 2018. "BooST: Boosting Smooth Trees for Partial Effect Estimation in Nonlinear Regressions," Papers 1808.03698, arXiv.org, revised Jul 2020.
    51. Maral Kichian, 2018. "Carbon Tax Saliency: The Case of B.C. Diesel Demand," Cahiers de recherche CREATE 2018-01, CREATE.
    52. Li, Jing & Stock, James H., 2019. "Cost pass-through to higher ethanol blends at the pump: Evidence from Minnesota gas station data," Journal of Environmental Economics and Management, Elsevier, vol. 93(C), pages 1-19.
    53. Torben K. Mideksa, 2021. "Pricing for a Cooler Planet: An Empirical Analysis of the Effect of Taxing Carbon," CESifo Working Paper Series 9172, CESifo.
    54. Baumeister, Christiane & Kilian, Lutz & Zhou, Xiaoqing, 2017. "Is the Discretionary Income Effect of Oil Price Shocks a Hoax?," CEPR Discussion Papers 11868, C.E.P.R. Discussion Papers.
    55. Tokgoz, Simla & Traoré, Fousseini, 2023. "Understanding E10 markets in the U.S.: Evidence from spatial data," Economic Analysis and Policy, Elsevier, vol. 78(C), pages 1267-1281.
    56. GianCarlo Moschini & Harvey E. Lapan & Hyunseok Kim, 2017. "The Renewable Fuel Standard in Competitive Equilibrium: Market and Welfare Effects," Center for Agricultural and Rural Development (CARD) Publications 17-wp575, Center for Agricultural and Rural Development (CARD) at Iowa State University.
    57. Rittenhouse, Katherine & Zaragoza-Watkins, Matthew, 2018. "Anticipation and environmental regulation," Journal of Environmental Economics and Management, Elsevier, vol. 89(C), pages 255-277.
    58. Huntington, Hillard G., 2018. "Measuring oil supply disruptions: A historical perspective," Energy Policy, Elsevier, vol. 115(C), pages 426-433.
    59. Christian Leßmann & Arne Steinkraus & Manuel Frondel & Martin R. Stuchtey & Manuel Braun & Thomas Hamacher & Barbara Lenz & Daniel Krajzewicz & Gernot Liedtke & Christian Winkler & Karen Pittel, 2019. "Zukunft der Mobilität: Welche Optionen sind tragfähig?," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 72(12), pages 03-24, June.
    60. Michael Bates & Seolah Kim, 2019. "Per-Cluster Instrumental Variables Estimation: Uncovering the Price Elasticity of the Demand for Gasoline," Working Papers 202003, University of California at Riverside, Department of Economics.
    61. Frederico Uch a & Cleiton Silva de Jesus & Leonardo Chaves Borges Cardoso, 2020. "Fuel Demand Elasticities in Brazil: A Panel Data Analysis with Instrumental Variables," International Journal of Energy Economics and Policy, Econjournals, vol. 10(2), pages 450-457.
    62. Goetzke, Frank & Vance, Colin, 2021. "An increasing gasoline price elasticity in the United States?," Energy Economics, Elsevier, vol. 95(C).
    63. Harju, Jarkko & Kosonen, Tuomas & Laukkanen, Marita & Palanne, Kimmo, 2022. "The heterogeneous incidence of fuel carbon taxes: Evidence from station-level data," Journal of Environmental Economics and Management, Elsevier, vol. 112(C).
    64. Laura Grigolon & Eunseong Park & Kevin Remmy, 2024. "Fueling Electrification: The Impact of Gas Prices on Hybrid Car Usage," CRC TR 224 Discussion Paper Series crctr224_2024_494, University of Bonn and University of Mannheim, Germany.
    65. Tsionas, Mike, 2022. "Efficiency estimation using probabilistic regression trees with an application to Chilean manufacturing industries," International Journal of Production Economics, Elsevier, vol. 249(C).
    66. Knittel, Christopher R. & Tanaka, Shinsuke, 2021. "Fuel economy and the price of gasoline: Evidence from fueling-level micro data," Journal of Public Economics, Elsevier, vol. 202(C).
    67. Alice Ciccone & Emilia Soldani, 2021. "Stick or Carrot? Asymmetric Responses to Vehicle Registration Taxes in Norway," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 80(1), pages 59-94, September.
    68. Branko Boskovic & Linda Nøstbakken, 2018. "How Much Does Anticipation Matter? Evidence from Anticipated Regulation and Land Prices," CESifo Working Paper Series 6888, CESifo.
    69. Laurence Levin & Matthew S. Lewis & Frank A. Wolak, 2016. "High Frequency Evidence on the Demand for Gasoline," NBER Working Papers 22345, National Bureau of Economic Research, Inc.
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    83. Mélanie MARTEN, 2022. "Carbon pricing reform and expectations Evidence from French manufacturing, 2005-2019," THEMA Working Papers 2022-19, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
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    85. Davide Cerruti & Anna Alberini & Joshua Linn, 2017. "Charging Drivers by the Pound: The Effects of the UK Vehicle Tax System," CER-ETH Economics working paper series 17/271, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich.
    86. Randall Wigle, 2019. "The Economic Case for EV Supports? Or: Network Effects, EV Pessimism and EV Supports," LCERPA Working Papers ec0123, Laurier Centre for Economic Research and Policy Analysis, revised 23 Oct 2019.
    87. Sanyal, Anirban, 2021. "Impact of US-China Trade War on Indian External Trade," EconStor Preprints 242250, ZBW - Leibniz Information Centre for Economics.

  23. Andrea Stella & James H. Stock, 2012. "A state-dependent model for inflation forecasting," International Finance Discussion Papers 1062, Board of Governors of the Federal Reserve System (U.S.).

    Cited by:

    1. Joshua C. C. Chan & Gary Koop & Simon M. Potter, 2016. "A Bounded Model of Time Variation in Trend Inflation, Nairu and the Phillips Curve," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(3), pages 551-565, April.
    2. Manuel Gonzalez-Astudillo & John M. Roberts, 2016. "When Can Trend-Cycle Decompositions Be Trusted?," Finance and Economics Discussion Series 2016-099, Board of Governors of the Federal Reserve System (U.S.).
    3. Fabio Busetti & Pietro Cova & Antonio Maria Conti & Filippo Scoccianti & Libero Monteforte & Giordano Zevi & Valentina Aprigliano & Andrea Gerali & Alberto Locarno & Alessandro Notarpietro & Massimili, 2014. "The effects of the crisis on production potential and household spending in Italy," Workshop and Conferences 18, Bank of Italy, Economic Research and International Relations Area.
    4. Tino Berger & Gerdie Everaert & Hauke Vierke, 2015. "Testing for time variation in an unobserved components model for the U.S. economy," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 15/903, Ghent University, Faculty of Economics and Business Administration.
    5. Timothy Cogley & Thomas J. Sargent, 2014. "Measuring Price-Level Uncertainty and Instability in the U.S., 1850-2012," Working Papers 2014-33, Economic Research Institute, Bank of Korea.
    6. Florian Huber & Daniel Kaufmann, 2015. "Trend Fundamentals and Exchange Rate Dynamics," KOF Working papers 15-393, KOF Swiss Economic Institute, ETH Zurich.
    7. Dany-Knedlik, Geraldine & Holtemöller, Oliver, 2018. "Inflation dynamics during the Financial Crisis in Europe: cross-sectional identification of long-run inflation expectations," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181520, Verein für Socialpolitik / German Economic Association.
    8. Szafranek, Karol, 2017. "Flattening of the New Keynesian Phillips curve: Evidence for an emerging, small open economy," Economic Modelling, Elsevier, vol. 63(C), pages 334-348.
    9. Arnoud Stevens & Joris Wauters, 2021. "Is euro area lowflation here to stay? Insights from a time‐varying parameter model with survey data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(5), pages 566-586, August.
    10. Karol Szafranek, 2017. "Bagged artificial neural networks in forecasting inflation: An extensive comparison with current modelling frameworks," NBP Working Papers 262, Narodowy Bank Polski.
    11. Luis Uzeda, 2018. "State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models," Staff Working Papers 18-14, Bank of Canada.
    12. Raïsa Basselier & David de Antonio Liedo & Jana Jonckheere & Geert Langenus, 2018. "Can inflation expectations in business or consumer surveys improve inflation forecasts?," Working Paper Research 348, National Bank of Belgium.
    13. Juan Carlos Berganza & Pedro del Río & Fructuoso Borrallo, 2016. "Determinants and implications of low global inflation rates," Occasional Papers 1608, Banco de España.
    14. Marianna Riggi & Fabrizio Venditti, 2014. "Surprise! Euro area inflation has fallen," Questioni di Economia e Finanza (Occasional Papers) 237, Bank of Italy, Economic Research and International Relations Area.
    15. Fabio Busetti & Michele Caivano & Lisa Rodano, 2015. "On the conditional distribution of euro area inflation forecast," Temi di discussione (Economic working papers) 1027, Bank of Italy, Economic Research and International Relations Area.
    16. Nathan Sussman & Osnat Zohar, 2016. "Has Inflation Targeting Become Less Credible? Oil Prices, Global Aggregate Demand and Inflation Expectations during the Global Financial Crisis," Bank of Israel Working Papers 2016.13, Bank of Israel.
    17. Fu, Bowen, 2020. "Is the slope of the Phillips curve time-varying? Evidence from unobserved components models," Economic Modelling, Elsevier, vol. 88(C), pages 320-340.
    18. Joshua C.C. Chan & Todd E. Clark & Gary Koop, 2018. "A New Model of Inflation, Trend Inflation, and Long‐Run Inflation Expectations," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(1), pages 5-53, February.
    19. Michael O’Grady, 2019. "Estimating the Output, Inflation and Unemployment Gaps in Ireland using Bayesian Model Averaging," The Economic and Social Review, Economic and Social Studies, vol. 50(1), pages 35-76.
    20. Murat Tasci & Randal J. Verbrugge, 2014. "How Much Slack Is in the Labor Market? That Depends on What You Mean by Slack," Economic Commentary, Federal Reserve Bank of Cleveland, issue Oct.
    21. Sbrana, Giacomo & Silvestrini, Andrea & Venditti, Fabrizio, 2017. "Short-term inflation forecasting: The M.E.T.A. approach," International Journal of Forecasting, Elsevier, vol. 33(4), pages 1065-1081.
    22. Luis Julián Álvarez & Ana Gómez Loscos & Alberto Urtasun, 2015. "Asymmetries in the relationship between inflation and activity," Economic Bulletin, Banco de España, issue NOV, pages 3-9, November.
    23. Andrejs Bessonovs & Olegs Tkacevs, 2016. "Relationship Between Inflation and Economic Activity and Its Variation Over Time in Latvia," Working Papers 2016/03, Latvijas Banka.

  24. James H. Stock & Mark W. Watson, 2012. "Disentangling the Channels of the 2007-2009 Recession," NBER Working Papers 18094, National Bureau of Economic Research, Inc.

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    1. Juan José Echavarría & Andrés gonzález & Enrique López & Norberto Rodríguez, 2012. "Choques internacionales reales y financieros y su impacto sobre la economía colombiana," Borradores de Economia 9884, Banco de la Republica.
    2. Leibovici, Fernando & Waugh, Michael E., 2019. "International trade and intertemporal substitution," Journal of International Economics, Elsevier, vol. 117(C), pages 158-174.
    3. Maxime Phillot & Dr. Samuel Reynard, 2021. "Monetary policy financial transmission and treasury liquidity premia," Working Papers 2021-14, Swiss National Bank.
    4. Felipe Beltrán & David Coble, 2023. "Monetary Policy Surprises on the Banking Sector: the Role of the Information and Pure Monetary Shocks," Working Papers Central Bank of Chile 979, Central Bank of Chile.
    5. Drautzburg, Thorsten & Fernández-Villaverde, Jesús & Guerrón-Quintana, Pablo, 2021. "Bargaining shocks and aggregate fluctuations," Journal of Economic Dynamics and Control, Elsevier, vol. 127(C).
    6. Dario Caldara & Cristina Fuentes-Albero & Simon Gilchrist & Egon Zakrajšek, 2016. "The Macroeconomic Impact of Financial and Uncertainty Shocks," International Finance Discussion Papers 1166, Board of Governors of the Federal Reserve System (U.S.).
    7. Federico Di Pace & Christoph Gortz, 2021. "Monetary Policy, Sectoral Comovement and the Credit Channel," Discussion Papers 21-07, Department of Economics, University of Birmingham.
    8. Ha,Jongrim & Stocker,Marc & Yilmazkuday,Hakan, 2019. "Inflation and Exchange Rate Pass-Through," Policy Research Working Paper Series 8780, The World Bank.
    9. Benos, Nikos & Stavrakoudis, Athanassios, 2020. "Okun's Law: Copula-based Evidence from G7 Countries," MPRA Paper 103318, University Library of Munich, Germany.
    10. Salzmann, Leonard, 2020. "The Impact of Uncertainty and Financial Shocks in Recessions and Booms," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224588, Verein für Socialpolitik / German Economic Association.
    11. Michael Waugh & Fernando Leibovici, 2010. "Cyclical Fluctuations in International Trade Volumes," 2010 Meeting Papers 1095, Society for Economic Dynamics.
    12. Duan, Jiangtao & Bai, Jushan & Han, Xu, 2023. "Quasi-maximum likelihood estimation of break point in high-dimensional factor models," Journal of Econometrics, Elsevier, vol. 233(1), pages 209-236.
    13. Michael D. Bordo & Joseph G. Haubrich, 2012. "Deep recessions, fast recoveries, and financial crises: evidence from the American record," Working Papers (Old Series) 1214, Federal Reserve Bank of Cleveland.
    14. Berger, Tino & Richter, Julia & Wong, Benjamin, 2021. "A unified approach for jointly estimating the business and financial cycle, and the role of financial factors," University of Göttingen Working Papers in Economics 415, University of Goettingen, Department of Economics.
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    25. Jesús Fernández-Villaverde & Pablo A. Guerrón-Quintana, 2020. "Uncertainty Shocks and Business Cycle Research," NBER Working Papers 26768, National Bureau of Economic Research, Inc.
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    29. Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & Stephane Surprenant, 2020. "How is Machine Learning Useful for Macroeconomic Forecasting?," Working Papers 20-01, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, revised Aug 2020.
    30. Ho, Sin-Yu, 2018. "Determinants of Economic Growth in Hong Kong: The Role of Stock Market Development," MPRA Paper 88788, University Library of Munich, Germany.
    31. Jonas E. Arias & Juan F. Rubio-Ramirez & Daniel F. Waggoner, 2018. "Inference in Bayesian Proxy-SVARs," FRB Atlanta Working Paper 2018-16, Federal Reserve Bank of Atlanta.
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    39. Georgios Georgiadis & Ben Schumann, 2019. "Dominant-Currency Pricing and the Global Output Spillovers from U.S. Dollar Appreciation," Globalization Institute Working Papers 368, Federal Reserve Bank of Dallas.
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    296. Takaoka, Sumiko & Takahashi, Koji, 2018. "Differential effects of unconventional monetary policy on syndicated loan contracts," MPRA Paper 89342, University Library of Munich, Germany.
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  25. Ulrich K. Müller & James H. Stock, 2011. "Forecasts in a Slightly Misspecified Finite Order VAR," NBER Working Papers 16714, National Bureau of Economic Research, Inc.

    Cited by:

    1. Diego Fresoli, 2022. "Bootstrap VAR forecasts: The effect of model uncertainties," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(2), pages 279-293, March.

  26. James H. Stock & Mark W. Watson, 2010. "Estimating Turning Points Using Large Data Sets," NBER Working Papers 16532, National Bureau of Economic Research, Inc.

    Cited by:

    1. Aastveit, Knut Are & Jore, Anne Sofie & Ravazzolo, Francesco, 2016. "Identification and real-time forecasting of Norwegian business cycles," International Journal of Forecasting, Elsevier, vol. 32(2), pages 283-292.
    2. Sandra Eickmeier & Boris Hofmann, 2022. "What drives inflation? Disentangling demand and supply factors," BIS Working Papers 1047, Bank for International Settlements.
    3. Charles, Amélie & Darné, Olivier & Diebolt, Claude & Ferrara, Laurent, 2015. "A new monthly chronology of the US industrial cycles in the prewar economy," Journal of Financial Stability, Elsevier, vol. 17(C), pages 3-9.
    4. Sergey Smirnov & Nikolay Kondrashov & Anna Petronevich, 2017. "Dating Cyclical Turning Points for Russia: Formal Methods and Informal Choices," Post-Print hal-01692230, HAL.
    5. Li, Haixi & Sheng, Xuguang Simon & Yang, Jingyun, 2021. "Monitoring recessions: A Bayesian sequential quickest detection method," International Journal of Forecasting, Elsevier, vol. 37(2), pages 500-510.
    6. Daniele Massacci, 2017. "Tail Risk Dynamics in Stock Returns: Links to the Macroeconomy and Global Markets Connectedness," Management Science, INFORMS, vol. 63(9), pages 3072-3089, September.
    7. Tan, Zhengxun & Liu, Juan & Chen, Juanjuan, 2021. "Detecting stock market turning points using wavelet leaders method," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 565(C).
    8. Veaceslav Grigoras & Irina Eusignia Stanciu, 2016. "New evidence on the (de)synchronisation of business cycles: Reshaping the European business cycle," International Economics, CEPII research center, issue 147, pages 27-52.
    9. Joe Hirschberg & Jenny Lye, 2018. "Grading Journals in Economics: The ABCs of the ABDC," Department of Economics - Working Papers Series 2041, The University of Melbourne.
    10. Gary Koop & Stuart McIntyre & James Mitchell & Aubrey Poon, 2022. "Reconciled Estimates of Monthly GDP in the US," Working Papers 22-01, Federal Reserve Bank of Cleveland.
    11. Rafael R. S. Guimaraes, 2022. "Deep Learning Macroeconomics," Papers 2201.13380, arXiv.org.
    12. Eichenbaum, Martin & Rebelo, Sérgio & Albuquerque, Rui & Papanikolaou, Dimitris, 2015. "Long-run bulls and bears," CEPR Discussion Papers 10351, C.E.P.R. Discussion Papers.
    13. Karim Barhoumi & Laurent Ferrara, 2015. "A World Trade Leading Index (WTLI)," IMF Working Papers 2015/020, International Monetary Fund.
    14. Herman O. Stekler & Yongchen Zhao, 2016. "Predicting U.S. Business Cycle Turning Points Using Real-Time Diffusion Indexes Based on a Large Data Set," Working Papers 2016-006, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
    15. André Nunes Maranhão & Nicole Rennó Castro, 2023. "Dissecting Brazilian agriculture business cycles in high-dimensional and time-irregular span contexts," Empirical Economics, Springer, vol. 65(4), pages 1543-1578, October.
    16. Knut Are Aastveit & Francesco Ravazzolo & Herman K. van Dijk, 2014. "Combined Density Nowcasting in an uncertain economic environment," Working Paper 2014/17, Norges Bank.
    17. Pawel Dlotko & Simon Rudkin, 2019. "The Topology of Time Series: Improving Recession Forecasting from Yield Spreads," Working Papers 2019-02, Swansea University, School of Management.
    18. Knut Are Aastveit & Andr� K. Anundsen & Eyo I. Herstad, 2017. "Residential investment and recession predictability," Working Papers No 8/2017, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
    19. Antonin Aviat & Frédérique Bec & Claude Diebolt & Catherine Doz & Denis Ferrand & Laurent Ferrara & Eric Heyer & Valérie Mignon & Pierre-Alain Pionnier, 2021. "Dating business cycles in France: a reference chronology," Working Papers hal-03373425, HAL.
    20. Roberto Casarin & Fausto Corradin & Francesco Ravazzolo & Nguyen Domenico Sartore, 2020. "A Scoring Rule for Factor and Autoregressive Models Under Misspecification," Advances in Decision Sciences, Asia University, Taiwan, vol. 24(2), pages 66-103, June.
    21. Yasutomo Murasawa, 2016. "The Beveridge–Nelson decomposition of mixed-frequency series," Empirical Economics, Springer, vol. 51(4), pages 1415-1441, December.
    22. Maximo Camacho & María Dolores Gadea & Ana Gómez-Loscos, 2021. "An Automatic Algorithm to Date the Reference Cycle of the Spanish Economy," Mathematics, MDPI, vol. 9(18), pages 1-17, September.
    23. Agudze, Komla M. & Billio, Monica & Casarin, Roberto & Ravazzolo, Francesco, 2022. "Markov switching panel with endogenous synchronization effects," Journal of Econometrics, Elsevier, vol. 230(2), pages 281-298.
    24. Sadullah Çelik & Deniz Şatıroğlu, 2015. "A Reality Check on the Relationship between Poverty and Income Inequality for Turkey," EY International Congress on Economics II (EYC2015), November 5-6, 2015, Ankara, Turkey 229, Ekonomik Yaklasim Association.
    25. Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2020. "A Bayesian Dynamic Compositional Model for Large Density Combinations in Finance," Working Paper series 20-27, Rimini Centre for Economic Analysis.
    26. Monica Billio & Roberto Casarin & Enrica De Cian & Malcolm Mistry & Anthony Osuntuyi, 2020. "The impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach," Papers 2012.14693, arXiv.org.
    27. Travis Berge & Òscar Jordà, 2013. "A chronology of turning points in economic activity: Spain, 1850–2011," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 4(1), pages 1-34, March.
    28. Jianqing Fan & Yuan Ke & Yuan Liao, 2016. "Augmented Factor Models with Applications to Validating Market Risk Factors and Forecasting Bond Risk Premia," Papers 1603.07041, arXiv.org, revised Sep 2018.
    29. Gießler Stefan & Heinisch Katja & Holtemöller Oliver, 2021. "(Since When) Are East and West German Business Cycles Synchronised?," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 241(1), pages 1-28, February.
    30. Hale, Galina & Lopez, Jose A, 2023. "Monitoring Banking System Connectedness with Big Data," Santa Cruz Department of Economics, Working Paper Series qt17h5v7rj, Department of Economics, UC Santa Cruz.
    31. Marco Rubilar-González & Gabriel Pino, 2018. "Are Euro-Area expectations about recession phases effective to anticipate consequences of economic crises?," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 9(2), pages 141-161, June.
    32. Roberto Casarin & Daniel Felix Ahelegbey & Monica Billio, 2014. "Sparse Graphical Vector Autoregression: A Bayesian Approach," Working Papers 2014:29, Department of Economics, University of Venice "Ca' Foscari".
    33. van Binsbergen, Jules H. & Koijen, Ralph S.J., 2017. "The term structure of returns: Facts and theory," Journal of Financial Economics, Elsevier, vol. 124(1), pages 1-21.
    34. Fabio Canova & Alain Schlaepfer, 2015. "Has the Euro‐Mediterranean Partnership Affected Mediterranean Business Cycles?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(2), pages 241-262, March.
    35. Urga, Giovanni & Wang, Fa, 2022. "Estimation and Inference for High Dimensional Factor Model with Regime Switching," MPRA Paper 117012, University Library of Munich, Germany, revised 10 Apr 2023.
    36. Huseyin Kaya, 2013. "On the Predictive Power of Yield Spread for Future Growth and Recession: The Turkish Case," Working Papers 010, Bahcesehir University, Betam, revised Mar 2013.
    37. Casarin, Roberto & Grassi, Stefano & Ravazzolo, Francesco & van Dijk, Herman K., 2023. "A flexible predictive density combination for large financial data sets in regular and crisis periods," Journal of Econometrics, Elsevier, vol. 237(2).
    38. Eraslan, Sercan & Nöller, Marvin, 2020. "Recession probabilities falling from the STARs," Discussion Papers 08/2020, Deutsche Bundesbank.
    39. Patrik Kupkovic & Martin Suster, 2020. "Identifying the Financial Cycle in Slovakia," Working and Discussion Papers WP 2/2020, Research Department, National Bank of Slovakia.
    40. Hasse, Jean-Baptiste & Lajaunie, Quentin, 2022. "Does the yield curve signal recessions? New evidence from an international panel data analysis," The Quarterly Review of Economics and Finance, Elsevier, vol. 84(C), pages 9-22.
    41. Berge, Travis & De Ridder, Maarten & Pfajfar, Damjan, 2021. "When is the fiscal multiplier high? A comparison of four business cycle phases," European Economic Review, Elsevier, vol. 138(C).
    42. Catherine Doz & Anna Petronevich, 2015. "Dating Business Cycle Turning Points for the French Economy: a MS-DFM approach," Post-Print hal-01159200, HAL.
    43. Casarin, Roberto & Costola, Michele, 2019. "Structural changes in large economic datasets: A nonparametric homogeneity test," Economics Letters, Elsevier, vol. 176(C), pages 55-59.
    44. Nissilä, Wilma, 2020. "Probit based time series models in recession forecasting – A survey with an empirical illustration for Finland," BoF Economics Review 7/2020, Bank of Finland.
    45. Michael W. McCracken & Serena Ng, 2016. "FRED-MD: A Monthly Database for Macroeconomic Research," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(4), pages 574-589, October.
    46. Giusto, Andrea & Piger, Jeremy, 2017. "Identifying business cycle turning points in real time with vector quantization," International Journal of Forecasting, Elsevier, vol. 33(1), pages 174-184.
    47. Canova, Fabio & Ferroni, Filippo, 2020. "A hitchhiker guide to empirical macro models," CEPR Discussion Papers 15446, C.E.P.R. Discussion Papers.
    48. Urga, Giovanni & Wang, Fa, 2022. "Estimation and inference for high dimensional factor model with regime switching," MPRA Paper 113172, University Library of Munich, Germany.
    49. Mariano Kulish & Adrian Pagan, 2021. "Turning point and oscillatory cycles: Concepts, measurement, and use," Journal of Economic Surveys, Wiley Blackwell, vol. 35(4), pages 977-1006, September.
    50. Charlotte Le Chapelain, 2012. "Allocation des talents et accumulation de capital humain en France à la fin du XIXe siècle," Working Papers 12-03, Association Française de Cliométrie (AFC).
    51. Julien Chevallier & Bangzhu Zhu & Lyuyuan Zhang, 2021. "Forecasting Inflection Points: Hybrid Methods with Multiscale Machine Learning Algorithms," Computational Economics, Springer;Society for Computational Economics, vol. 57(2), pages 537-575, February.
    52. Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2015. "Dynamic predictive density combinations for large data sets in economics and finance," Working Paper 2015/12, Norges Bank.
    53. Roberto Casarin & Stefano Grassi & Francesco Ravazzollo & Herman K. van Dijk, 2019. "Forecast Density Combinations with Dynamic Learning for Large Data Sets in Economics and Finance," Tinbergen Institute Discussion Papers 19-025/III, Tinbergen Institute.
    54. Maximo Camacho & María Dolores Gadea & Ana Gómez Loscos, 2022. "A New Approach to Dating the Reference Cycle," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(1), pages 66-81, January.
    55. Yoshihiro Ohtsuka, 2018. "Large Shocks and the Business Cycle: The Effect of Outlier Adjustments," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 14(1), pages 143-178, April.
    56. Federico Bassetti & Roberto Casarin & Francesco Ravazzolo, 2019. "Density Forecasting," BEMPS - Bozen Economics & Management Paper Series BEMPS59, Faculty of Economics and Management at the Free University of Bozen.
    57. T. Daniel Coggin, 2023. "CO2, SO2 and economic growth: a cross-national panel study," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 47(2), pages 437-457, June.
    58. Joe Hirschberg & Jenny Lye, 2020. "Visualising Time: A Compendium of Time Series Plots," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 53(2), pages 270-291, June.
    59. Dalia Mansour-Ibrahim, 2023. "Are the Eurozone Financial and Business Cycles Convergent Across Time and Frequency?," Computational Economics, Springer;Society for Computational Economics, vol. 61(1), pages 389-427, January.

  27. James H. Stock & Mark W. Watson, 2010. "Modeling Inflation After the Crisis," NBER Working Papers 16488, National Bureau of Economic Research, Inc.

    Cited by:

    1. Oguz Atuk & Cem Aysoy & Mustafa Utku Ozmen & Cagri Sarikaya, 2014. "Turkiye�de Enflasyonun Is Cevrimlerine Duyarliligi : Cikti Acigina Duyarli TUFE Alt Gruplarinin Saptanmasi," Working Papers 1437, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
    2. James M. Nason & Gregor W. Smith, 2013. "Measuring The Slowly Evolving Trend In Us Inflation With Professional Forecasts," Working Paper 1316, Economics Department, Queen's University.
    3. Kitov, Ivan & KItov, Oleg, 2013. "Does Banque de France control inflation and unemployment?," MPRA Paper 50239, University Library of Munich, Germany.
    4. Magdalena Grothe & Aidan Meyler, 2018. "Inflation Forecasts: Are Market-Based and Survey-Based Measures Informative?," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 9(1), pages 171-188, January.
    5. Afees A. Salisu & Kazeem Isah, 2017. "Predicting US CPI-Inflation in the presence of asymmetries, persistence, endogeneity, and conditional heteroscedasticity," Working Papers 026, Centre for Econometric and Allied Research, University of Ibadan.
    6. Robert G. Murphy, 2019. "Can the Phillips Curve Explain Inflation over the Past Half-Century?," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 25(2), pages 137-149, May.
    7. Tino Berger & Gerdie Everaert & Hauke Vierke, 2015. "Testing for time variation in an unobserved components model for the U.S. economy," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 15/903, Ghent University, Faculty of Economics and Business Administration.
    8. Fröhling, Annette & Lommatzsch, Kirsten, 2011. "Output sensitivity of inflation in the euro area: Indirect evidence from disaggregated consumer prices," Discussion Paper Series 1: Economic Studies 2011,25, Deutsche Bundesbank.
    9. Davide Pettenuzzo & Antonio Gargano & Allan Timmermann, 2014. "Bond Return Predictability: Economic Value and Links to the Macroeconomy," Working Papers 75, Brandeis University, Department of Economics and International Business School.
    10. Guglielmo Maria Caporale & Luis Alberiko Gil‐Alana & Tommaso Trani, 2022. "On the persistence of UK inflation: A long‐range dependence approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 439-454, January.
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    1. Oleg KITOV & Ivan KITOV, 2012. "Inflation And Unemployment In Switzerland: From 1970 To 2050," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, vol. 7(2(20)/ Su), pages 141-156.
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    22. 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.
    23. Kabukçuoğlu, Ayşe & Martínez-García, Enrique, 2018. "Inflation as a global phenomenon—Some implications for inflation modeling and forecasting," Journal of Economic Dynamics and Control, Elsevier, vol. 87(C), pages 46-73.
    24. Lanne, Markku & Luoto, Jani & Saikkonen, Pentti, 2012. "Optimal forecasting of noncausal autoregressive time series," International Journal of Forecasting, Elsevier, vol. 28(3), pages 623-631.
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    26. Lillian Kamal, 2014. "Do GAP Models Still have a Role to Play in Forecasting Inflation?," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 8(3), pages 1-12.
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    Cited by:

    1. Guerron-Quintana, Pablo A., 2011. "The implications of inflation in an estimated new Keynesian model," Journal of Economic Dynamics and Control, Elsevier, vol. 35(6), pages 947-962, June.
    2. De Santis, Roberto A. & Favero, Carlo A. & Roffia, Barbara, 2008. "Euro area money demand and international portfolio allocation: a contribution to assessing risks to price stability," Working Paper Series 926, European Central Bank.
    3. Davide Furceri & Mr. Prakash Loungani & John Simon & Susan Wachter, 2015. "Global Food Prices and Domestic Inflation: Some Cross-Country Evidence," IMF Working Papers 2015/133, International Monetary Fund.
    4. Drew Creal & Siem Jan Koopman & Eric Zivot, 2008. "The Effect of the Great Moderation on the U.S. Business Cycle in a Time-varying Multivariate Trend-cycle Model," Tinbergen Institute Discussion Papers 08-069/4, Tinbergen Institute.
    5. Eric Ghysels & Leonardo Iania & Jonas Striaukas, 2018. "Quantile-based Inflation Risk Models," Working Paper Research 349, National Bank of Belgium.
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    7. Claudio Morana, 2010. "Heteroskedastic Factor Vector Autoregressive Estimation of Persistent and Non Persistent Processes Subject to Structural Breaks," ICER Working Papers - Applied Mathematics Series 36-2010, ICER - International Centre for Economic Research.
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    106. Ludwig, Markus, 2013. "Youth Bulge and Mid-Life Moderation: Large Cohort Size Effects, Economic Perspectives and Civil Conflict in Sub-Saharan Africa," MPRA Paper 53088, University Library of Munich, Germany.
    107. Markus Bruckner & Antonio Ciccone, 2010. "International Commodities Prices, Growth and the Outbreak of Civil War in Sub-Saharan Africa," Working Papers 1008, BBVA Bank, Economic Research Department.
    108. Xianqing Ji & Shouying Liu & Jianan Yan & Youyi Li, 2021. "Does Security of Land Operational Rights Matter for the Improvement of Agricultural Production Efficiency under the Collective Ownership in China?," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 29(1), pages 87-108, January.
    109. Tekleselassie, Tsegay Gebrekidan, 2016. "Three essays on the impact of institutions and policies on socio-economic outcomes," Economics PhD Theses 1316, Department of Economics, University of Sussex Business School.
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    Cited by:

    1. Christian Hutter & Enzo Weber, 2015. "Constructing a new leading indicator for unemployment from a survey among German employment agencies," Applied Economics, Taylor & Francis Journals, vol. 47(33), pages 3540-3558, July.
    2. Eric Ghysels & Leonardo Iania & Jonas Striaukas, 2018. "Quantile-based Inflation Risk Models," Working Paper Research 349, National Bank of Belgium.
    3. Galvão, Ana Beatriz, 2013. "Changes in predictive ability with mixed frequency data," International Journal of Forecasting, Elsevier, vol. 29(3), pages 395-410.
    4. Gachoki Emilio Munene, 2023. "Foreign Direct Investment, Trade Openness and Economic Growth in Kenya: Empirical Analysis Using ARDL Approach," International Journal of Science and Business, IJSAB International, vol. 28(1), pages 115-126.
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    6. Gary Koop, 2011. "Forecasting with Medium and Large Bayesian VARs," Working Papers 1117, University of Strathclyde Business School, Department of Economics.
    7. Medel, Carlos A., 2017. "Forecasting Chilean Inflation with the Hybrid New Keynesian Phillips Curve: Globalisation, Combination, and Accuracy," MPRA Paper 78439, University Library of Munich, Germany.
    8. Edith Skriner, 2008. "Forecasting Global Flows," FIW Working Paper series 009, FIW.
    9. Pincheira, Pablo M. & West, Kenneth D., 2016. "A comparison of some out-of-sample tests of predictability in iterated multi-step-ahead forecasts," Research in Economics, Elsevier, vol. 70(2), pages 304-319.
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    11. Rebecca Stuart, 2020. "Monetary regimes, the term structure and business cycles in Ireland, 1972–2018," Manchester School, University of Manchester, vol. 88(5), pages 731-748, September.
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    20. Davide Ferrari & Francesco Ravazzolo & Joaquin Vespignani, 2021. "Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach," BEMPS - Bozen Economics & Management Paper Series BEMPS83, Faculty of Economics and Management at the Free University of Bozen.
    21. Giuseppe Ferrero & Andrea Nobili & Patrizia Passiglia, 2011. "Assessing excess liquidity in the euro area: the role of sectoral distribution of money," Applied Economics, Taylor & Francis Journals, vol. 43(23), pages 3213-3230.
    22. Michael W. McCracken & Michael T. Owyang & Tatevik Sekhposyan, 2021. "Real-Time Forecasting and Scenario Analysis Using a Large Mixed-Frequency Bayesian VAR," International Journal of Central Banking, International Journal of Central Banking, vol. 17(71), pages 1-41, December.
    23. Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2008. "Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change," Working Papers 334, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    24. Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & Stephane Surprenant, 2020. "How is Machine Learning Useful for Macroeconomic Forecasting?," Working Papers 20-01, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, revised Aug 2020.
    25. Karapanagiotidis, Paul, 2013. "Empirical evidence for nonlinearity and irreversibility of commodity futures prices," MPRA Paper 56801, University Library of Munich, Germany.
    26. Ferrara, Laurent & Marcellino, Massimiliano & Mogliani, Matteo, 2015. "Macroeconomic forecasting during the Great Recession: The return of non-linearity?," International Journal of Forecasting, Elsevier, vol. 31(3), pages 664-679.
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    46. Todd E. Clark & Michael W. McCracken, 2009. "Combining Forecasts from Nested Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(3), pages 303-329, June.
    47. Pincheira, Pablo & Selaive, Jorge & Nolazco, Jose Luis, 2016. "The Evasive Predictive Ability of Core Inflation," MPRA Paper 68704, University Library of Munich, Germany.
    48. Skriner, Edith, 2007. "Forecasting Global Flows," Economics Series 214, Institute for Advanced Studies.
    49. Nonejad, Nima, 2017. "Forecasting aggregate stock market volatility using financial and macroeconomic predictors: Which models forecast best, when and why?," Journal of Empirical Finance, Elsevier, vol. 42(C), pages 131-154.
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    54. Ramazan Gencay & Ege Yazgan, 2017. "When Are Wavelets Useful Forecasters?," Working Papers 1704, The Center for Financial Studies (CEFIS), Istanbul Bilgi University.
    55. Fausto Vieira & Fernando Chague, Marcelo Fernandes, 2016. "A dynamic Nelson-Siegel model with forward-looking indicators for the yield curve in the US," Working Papers, Department of Economics 2016_31, University of São Paulo (FEA-USP).
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    63. Petropoulos, Fotios & Apiletti, Daniele & Assimakopoulos, Vassilios & Babai, Mohamed Zied & Barrow, Devon K. & Ben Taieb, Souhaib & Bergmeir, Christoph & Bessa, Ricardo J. & Bijak, Jakub & Boylan, Joh, 2022. "Forecasting: theory and practice," International Journal of Forecasting, Elsevier, vol. 38(3), pages 705-871.
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    1. Marcelo J. Moreira & Jack R. Porter & Gustavo A. Suarez, 2004. "Bootstrap and Higher-Order Expansion Validity When Instruments May Be Weak," Harvard Institute of Economic Research Working Papers 2048, Harvard - Institute of Economic Research.
    2. Andrews, Donald W.K. & Marmer, Vadim, 2008. "Exactly distribution-free inference in instrumental variables regression with possibly weak instruments," Journal of Econometrics, Elsevier, vol. 142(1), pages 183-200, January.
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    904. Carlos Suarez, 2021. "Mixed Oligopoly and Market Power Mitigation: Evidence from the Colombian Wholesale Electricity Market," IREA Working Papers 202101, University of Barcelona, Research Institute of Applied Economics, revised Jan 2021.
    905. Milo Bianchi & Paolo Buonanno & Paolo Pinotti, 2008. "Immigration and crime: an empirical analysis," Temi di discussione (Economic working papers) 698, Bank of Italy, Economic Research and International Relations Area.
    906. Adelaide Baronchelli & Alessandra Foresta & Roberto Ricciuti, 2020. "The Words That Keep People Apart. Official Language, Accountability and Fiscal Capacity," CESifo Working Paper Series 8437, CESifo.
    907. Schauder, Stephanie A., 2020. "The Effect of Sprawl Development on Grocery Store Location and Food Access," 2020 Annual Meeting, July 26-28, Kansas City, Missouri 304173, Agricultural and Applied Economics Association.
    908. Yili Hong & Jing Peng & Gordon Burtch & Ni Huang, 2021. "Just DM Me (Politely): Direct Messaging, Politeness, and Hiring Outcomes in Online Labor Markets," Information Systems Research, INFORMS, vol. 32(3), pages 786-800, September.
    909. Shu, Hao & Tan, Weiqiang, 2023. "Does carbon control policy risk affect corporate ESG performance?," Economic Modelling, Elsevier, vol. 120(C).
    910. Thomas Andersen & Carl-Johan Dalgaard, 2011. "Flows of people, flows of ideas, and the inequality of nations," Journal of Economic Growth, Springer, vol. 16(1), pages 1-32, March.
    911. Cristian Vasco & Rodrigo Valdiviezo & Herman Hernández & Valdano Tafur & David Eche & Estefanía Jácome, 2020. "Off-Farm Employment, Forest Clearing and Natural Resource Use: Evidence from the Ecuadorian Amazon," Sustainability, MDPI, vol. 12(11), pages 1-16, June.
    912. Varughese, Aswathy Rachel & Bairagya, Indrajit, 2021. "Interstate variation in household spending on education in India: Does it influence educational status?," Structural Change and Economic Dynamics, Elsevier, vol. 59(C), pages 405-415.
    913. Voth, Hans-Joachim & Voigtländer, Nico, 2009. "The Three Horsemen of Growth: Plague, War and Urbanization in Early Modern Europe," CEPR Discussion Papers 7275, C.E.P.R. Discussion Papers.
    914. Yanbing Wang & Michael S. Delgado & Jin Xu, 2023. "When and where does it pay to be green? – A look into socially responsible investing and the cost of equity capital," International Journal of Corporate Social Responsibility, Springer, vol. 8(1), pages 1-23, December.
    915. Stephen Martin & Nigel Rice & Peter C. Smith, 2012. "Comparing costs and outcomes across programmes of health care," Health Economics, John Wiley & Sons, Ltd., vol. 21(3), pages 316-337, March.
    916. Jaeger, David A. & Parys, Juliane, 2009. "On the Sensitivity of Return to Schooling Estimates to Estimation Methods, Model Specification, and Influential Outliers If Identification Is Weak," IZA Discussion Papers 3961, Institute of Labor Economics (IZA).
    917. Istipliler, Baris & Bort, Suleika & Woywode, Michael, 2023. "Flowers of adversity: Institutional constraints and innovative SMEs in transition economies," Journal of Business Research, Elsevier, vol. 154(C).
    918. Masami Imai & Cameron A. Shelton, 2010. "Elections and Political Risk: New Evidence from Political Prediction Markets in Taiwan," Wesleyan Economics Working Papers 2010-001, Wesleyan University, Department of Economics.
    919. Koomson, Isaac & Danquah, Michael, 2021. "Financial inclusion and energy poverty: Empirical evidence from Ghana," Energy Economics, Elsevier, vol. 94(C).
    920. Belghitar, Yacine & Clark, Ephraim & Kassimatis, Konstantino, 2011. "The prudential effect of strategic institutional ownership on stock performance," International Review of Financial Analysis, Elsevier, vol. 20(4), pages 191-199, August.

  38. Douglas Staiger & James H. Stock & Mark W. Watson, 2001. "Prices, Wages and the U.S. NAIRU in the 1990s," NBER Working Papers 8320, National Bureau of Economic Research, Inc.

    Cited by:

    1. Beechey, Meredith & Österholm, Pär, 2007. "The Rise and Fall of U.S. Inflation Persistence," Working Paper Series 2007:18, Uppsala University, Department of Economics.
    2. Dobrescu, Emilian, 2006. "Macromodel of the Romanian market economy (version 2005)," MPRA Paper 35749, University Library of Munich, Germany.
    3. Huh, Hyeon-seung & Jang, Inwon, 2007. "Nonlinear Phillips curve, sacrifice ratio, and the natural rate of unemployment," Economic Modelling, Elsevier, vol. 24(5), pages 797-813, September.
    4. Gonul Sengul & Murat Tasci, 2014. "Unemployment Flows, Participation, and the Natural Rate for Turkey," Working Papers (Old Series) 1422, Federal Reserve Bank of Cleveland.
    5. Hiroaki Miyamoto & Yuya Takahashi, 2009. "Technological Progress, On-the-Job Search, and Unemployment," ISER Discussion Paper 0734, Institute of Social and Economic Research, Osaka University.
    6. George Chouliarakis & Mónica Correa-López, 2009. "A Fair Wage Model of Unemployment with Inertia in Fairness Perceptions," Centre for Growth and Business Cycle Research Discussion Paper Series 130, Economics, The University of Manchester.
    7. Kahn, James A. & Rich, Robert W., 2007. "Tracking the new economy: Using growth theory to detect changes in trend productivity," Journal of Monetary Economics, Elsevier, vol. 54(6), pages 1670-1701, September.
    8. Bharat Trehan, 2003. "Productivity shocks and the unemployment rate," Economic Review, Federal Reserve Bank of San Francisco, pages 13-27.
    9. Tesfaselassie, Mewael F. & Wolters, Maik, 2017. "The impact of growth on unemployment in a low vs. a high inflation environment," IMFS Working Paper Series 113, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
    10. Antonello D'Agostino & Luca Gambetti & Domenico Giannone, 2009. "Macroeconomic Forecasting and Structural Change," Working Papers ECARES 2009_020, ULB -- Universite Libre de Bruxelles.
    11. Fabien Tripier, 2002. "The Dynamic Correlation Between Growth and Unemployment," Economics Bulletin, AccessEcon, vol. 5(4), pages 1-9.
    12. Huang, Ho-Chuan (River) & Lin, Shu-Chin, 2008. "Smooth-time-varying Okun's coefficients," Economic Modelling, Elsevier, vol. 25(2), pages 363-375, March.
    13. Tillmann, Peter, 2010. "The Fed's perceived Phillips curve: Evidence from individual FOMC forecasts," Journal of Macroeconomics, Elsevier, vol. 32(4), pages 1008-1013, December.
    14. Fabien Tripier, 2005. "Sticky prices, fair wages, and the co-movements of unemployment and labor productivity growth," Macroeconomics 0510015, University Library of Munich, Germany.
    15. Valadkhani, Abbas & Smyth, Russell, 2015. "Switching and asymmetric behaviour of the Okun coefficient in the US: Evidence for the 1948–2015 period," Economic Modelling, Elsevier, vol. 50(C), pages 281-290.
    16. Victor Montuenga & Inmaculada Garcia, 2011. "The wage dynamics in Spain: evidence from individual data," ERSA conference papers ersa11p585, European Regional Science Association.
    17. Miyamoto, Hiroaki, 2010. "R&D, unemployment, and labor market policies," Japan and the World Economy, Elsevier, vol. 22(3), pages 198-205, August.
    18. Hashimoto, Ken-ichi & Im, Ryonghun & Kunieda, Takuma, 2020. "Asset Bubbles, Unemployment, and a Financial Crisis," Journal of Macroeconomics, Elsevier, vol. 65(C).
    19. Christopher D. Carroll & Edmund Crawley & Jiri Slacalek & Kiichi Tokuoka & Matthew N. White, 2018. "Sticky Expectations and Consumption Dynamics," Working Papers id:12563, eSocialSciences.
    20. Yuelin Liu & James Morley, 2013. "Structural Evolution of the Postwar U.S. Economy," Discussion Papers 2013-15A, School of Economics, The University of New South Wales.
    21. Dobrescu, Emilian, 2007. "Double Conditioned Potential Output," Working Papers of Institute for Economic Forecasting 070701, Institute for Economic Forecasting.
    22. Givens, Gregory E. & Salemi, Michael K., 2015. "Inferring monetary policy objectives with a partially observed state," Journal of Economic Dynamics and Control, Elsevier, vol. 52(C), pages 190-208.
    23. Bianca Biagi & Maria Gabriela Ladu, 2018. "Productivity and employment dynamics: new evidence from Italian regions," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 35(2), pages 313-336, August.
    24. Rodríguez, Gabriel, 2009. "Using A Forward-Looking Phillips Curve to Estimate the Output Gap in Peru," Working Papers 2009-010, Banco Central de Reserva del Perú.
    25. Arto Kovanen, 2019. "Wage Growth Puzzle and Capacity Utilization," Applied Economics and Finance, Redfame publishing, vol. 6(2), pages 15-31, March.
    26. Basistha, Arabinda & Nelson, Charles R., 2007. "New measures of the output gap based on the forward-looking new Keynesian Phillips curve," Journal of Monetary Economics, Elsevier, vol. 54(2), pages 498-511, March.
    27. N. Gregory Mankiw & Ricardo Reis, 2001. "Sticky Information: A Model of Monetary Nonneutrality and Structural Slumps," NBER Working Papers 8614, National Bureau of Economic Research, Inc.
    28. Gorodnichenko, Yuriy & Shapiro, Matthew D., 2007. "Monetary policy when potential output is uncertain: Understanding the growth gamble of the 1990s," Journal of Monetary Economics, Elsevier, vol. 54(4), pages 1132-1162, May.
    29. Maria Ladu, 2012. "The relationship between total factor productivity growth and employment: some evidence from a sample of European Regions," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 39(4), pages 513-524, November.
    30. Michael T. Kiley, 2003. "Why Is Inflation Low When Productivity Growth Is High?," Economic Inquiry, Western Economic Association International, vol. 41(3), pages 392-406, July.
    31. Klaus Abberger & Gebhard Flaig & Wolfgang Nierhaus, 2007. "ifo Konjunkturumfragen und Konjunkturanalyse : ausgewählte methodische Aufsätze aus dem ifo Schnelldienst," ifo Forschungsberichte, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 33.
    32. Anil Kumar & Pia M. Orrenius, 2014. "A closer look at the Phillips curve using state-level data," Working Papers 1409, Federal Reserve Bank of Dallas.
    33. Coenen, Günter, 2003. "Inflation persistence and robust monetary policy design," Working Paper Series 290, European Central Bank.
    34. Mr. Natan P. Epstein & Corrado Macchiarelli, 2010. "Estimating Poland's Potential Output: A Production Function Approach," IMF Working Papers 2010/015, International Monetary Fund.
    35. Thomas B. King & James Morley, 2005. "In search of the natural rate of unemployment," Supervisory Policy Analysis Working Papers 2005-05, Federal Reserve Bank of St. Louis.
    36. Rodríguez, Alejandro & Ruiz Ortega, Esther, 2010. "Bootstrap prediction mean squared errors of unobserved states based on the Kalman filter with estimated parameters," DES - Working Papers. Statistics and Econometrics. WS ws100301, Universidad Carlos III de Madrid. Departamento de Estadística.
    37. George Chouliarakis & Mónica Correa-López, 2014. "A fair wage model of unemployment with inertia in fairness perceptions," Oxford Economic Papers, Oxford University Press, vol. 66(1), pages 88-114, January.
    38. Demirel, Ufuk Devrim & Otterson, James, 2023. "Quantifying the uncertainty of long-term macroeconomic projections," Journal of Macroeconomics, Elsevier, vol. 75(C).
    39. Morell, Joseph, 2018. "The decline in the predictive power of the US term spread: A structural interpretation," Journal of Macroeconomics, Elsevier, vol. 55(C), pages 314-331.
    40. Dobrescu, Emilian, 2006. "Integration of macroeconomic behavioural relationships and the input-output block: Romanian modelling experience," MPRA Paper 35748, University Library of Munich, Germany.
    41. Robert J. Tetlow & Brian Ironside, 2007. "Real-Time Model Uncertainty in the United States: The Fed, 1996-2003," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(7), pages 1533-1561, October.
    42. George Chouliarakis, 2007. "The Time-Varying NAIRU and Monetary Policy in the UK," EcoMod2007 23900016, EcoMod.
    43. Andreas Brenck & Arnold Berndt & Karl-Peter Naumann, 2003. "New Deutsche Bahn rate system : Reasonable price setting in public transport?," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 56(16), pages 3-13, August.
    44. Hiroaki Miyamoto & Yuya Takahashi, 2008. "Productivity Growth, On-the-Job Search, and Unemployment," Working Papers EMS_2011_06, Research Institute, International University of Japan, revised Feb 2011.
    45. Christian A. Conrad, 2023. "Testing the Phillips Curve: Inflation or Unemployment? Evidence from a Behavioral Experiment," Applied Economics and Finance, Redfame publishing, vol. 10(2), pages 18-22, May.
    46. Tinn, K & Vourvachaki, E, 2012. "Can overpricing of technology stocks be good for welfare? Positive spillovers vs. equity market losses," Working Papers 12192, Imperial College, London, Imperial College Business School.

  39. Michael Kremer & Alexei Onatski & James Stock, 2001. "Searching for Prosperity," NBER Working Papers 8250, National Bureau of Economic Research, Inc.

    Cited by:

    1. Sharun W. Mukand & Dani Rodrik, 2005. "In Search of the Holy Grail: Policy Convergence, Experimentation, and Economic Performance," American Economic Review, American Economic Association, vol. 95(1), pages 374-383, March.
    2. Amparo Castello-Climent & Rafael Domenech, 2006. "Human Capital Inequality, Life Expectancy and Economic Growth," Working Papers 0604, International Economics Institute, University of Valencia.
    3. Gordon Anderson, Alessio Farcomeni, Maria Grazia Pittau and Roberto Zelli, 2019. "Multidimensional Nation Wellbeing, More Equal yet More Polarized: An Analysis of the Progress of Human Development Since 1990," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 44(1), pages 1-22, March.
    4. Jesús Peiró-Palomino & William Orlando Prieto-Bustos & Emili Tortosa-Ausina, 2023. "Regional income convergence in Colombia: population, space, and long-run dynamics," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 70(2), pages 559-601, April.
    5. Susanto Basu, 2014. "Productivity and the Welfare of Nations," 2014 Meeting Papers 787, Society for Economic Dynamics.
    6. Xavier Sala-i-Martin, 2002. "The Disturbing "Rise" of Global Income Inequality," NBER Working Papers 8904, National Bureau of Economic Research, Inc.
    7. Hildegunn Stokke & Jørn Rattsø, 2011. "Accumulation of education and regional income growth: Limited human capital effects in Norway," ERSA conference papers ersa11p460, European Regional Science Association.
    8. Basu, Susanto & Pascali, Luigi & Schiantarelli, Fabio & Serven, Luis, 2013. "Productivity and the Welfare of Nations," CAGE Online Working Paper Series 163, Competitive Advantage in the Global Economy (CAGE).
    9. Kraay, Aart & Raddatz, Claudio, 2007. "Poverty traps, aid, and growth," Journal of Development Economics, Elsevier, vol. 82(2), pages 315-347, March.
    10. Steven N. Durlauf & Andros Kourtellos & Chih Ming Tan, 2008. "Empirics of Growth and Development," Chapters, in: Amitava Krishna Dutt & Jaime Ros (ed.), International Handbook of Development Economics, Volumes 1 & 2, volume 0, chapter 3, Edward Elgar Publishing.
    11. Roberto Ezcurra & Carlos Gil & Pedro Pascual, 2005. "Regional welfare disparities: the case of the European Union," Applied Economics, Taylor & Francis Journals, vol. 37(12), pages 1423-1437.
    12. Mahmoud A. El-Gamal & Deockhyun Ryu, 2013. "Nonstationarity and Stochastic Stability of Relative Income Clubs," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 59(4), pages 756-775, December.
    13. Holger Strulik & Sebastian Vollmer, 2010. "The Fertility Transition Around the World - 1950-2005," PGDA Working Papers 5710, Program on the Global Demography of Aging.
    14. Fiaschi, Davide & Lavezzi, Andrea Mario, 2007. "Nonlinear economic growth: Some theory and cross-country evidence," Journal of Development Economics, Elsevier, vol. 84(1), pages 271-290, September.
    15. Davide Fiaschi & Andrea Mario Lavezzi, 2006. "Nonlinear Growth and the Productivity Slowdown," DEGIT Conference Papers c011_012, DEGIT, Dynamics, Economic Growth, and International Trade.
    16. Xavier Sala-i-Martin, 2006. "The World Distribution of Income: Falling Poverty and … Convergence, Period," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 121(2), pages 351-397.
    17. Hajo Holzmann & Sebastian Vollmer & Julian Weisbrod, 2007. "Perspectives on the World Income Distribution - Beyond Twin Peaks Towards Welfare Conclusions," Ibero America Institute for Econ. Research (IAI) Discussion Papers 158, Ibero-America Institute for Economic Research.
    18. Gordon Anderson, 2004. "Making inferences about the polarization, welfare and poverty of nations: a study of 101 countries 1970-1995," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 19(5), pages 537-550.
    19. Paul Beaudry & Fabrice Collard, 2004. "Globalization, Returns to Accumulationa and the World Distribution of Output," NBER Working Papers 10565, National Bureau of Economic Research, Inc.
    20. Grosjean, Pauline & Ricka, Frantisek & Senik, Claudia, 2013. "Learning, political attitudes and crises: Lessons from transition countries," Journal of Comparative Economics, Elsevier, vol. 41(2), pages 490-505.
    21. Ms. Irina Dolinskaya & Ms. Irina Tytell, 2002. "Transition and Regional Inequality in Russia: Reorganization or Procrastination?," IMF Working Papers 2002/169, International Monetary Fund.
    22. Bryan Graham & Jonathan Temple, 2006. "Rich Nations, Poor Nations: How Much Can Multiple Equilibria Explain?," Journal of Economic Growth, Springer, vol. 11(1), pages 5-41, March.
    23. Buera, Francisco & Primiceri, Giorgio & Monge-Naranjo, Alexander, 2010. "Learning the Wealth of Nations," CEPR Discussion Papers 8030, C.E.P.R. Discussion Papers.
    24. M. Herrerías, 2012. "Weighted convergence and regional growth in China: an alternative approach (1952–2008)," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 49(3), pages 685-718, December.
    25. Iván Arribas & Francisco Pérez & Emili Tortosa-Ausina, 2014. "The dynamics of international trade integration: 1967–2004," Empirical Economics, Springer, vol. 46(1), pages 19-41, February.
    26. Feyrer James D, 2008. "Convergence by Parts," The B.E. Journal of Macroeconomics, De Gruyter, vol. 8(1), pages 1-35, July.
    27. Marcos Chamon & Michael Kremer, 2006. "Economic Transformation, Population Growth and the Long-Run World Income Distribution," NBER Working Papers 12038, National Bureau of Economic Research, Inc.
    28. Breinlich, Holger & Ottaviano, Gianmarco I P & Temple, Jonathan R, 2013. "Regional Growth and Regional Decline," Economics Discussion Papers 8977, University of Essex, Department of Economics.
    29. Mark Rogers, 2003. "A Survey of Economic Growth," The Economic Record, The Economic Society of Australia, vol. 79(244), pages 112-135, March.
    30. Mr. James M. Boughton, 2005. "Does the World Need a Universal Financial Institution?," IMF Working Papers 2005/116, International Monetary Fund.
    31. Hajo Holzmann & Sebastian Vollmer & Julian Weisbrod, 2007. "Income Distribution Dynamics and Pro-Poor Growth in the World from 1970 to 2003," Ibero America Institute for Econ. Research (IAI) Discussion Papers 161, Ibero-America Institute for Economic Research.
    32. Desmet, Klaus & Fafchamps, Marcel, 2006. "Employment concentration across U.S. counties," Regional Science and Urban Economics, Elsevier, vol. 36(4), pages 482-509, July.
    33. Klenow, Peter J. & Rodriguez-Clare, Andres, 2005. "Externalities and Growth," Handbook of Economic Growth, in: Philippe Aghion & Steven Durlauf (ed.), Handbook of Economic Growth, edition 1, volume 1, chapter 11, pages 817-861, Elsevier.
    34. Blackburn, Keith & Forgues-Puccio, Gonzalo F., 2005. "Distribution and Development in a Model of Misgovernance," Proceedings of the German Development Economics Conference, Kiel 2005 15, Verein für Socialpolitik, Research Committee Development Economics.
    35. William Easterly, 2006. "Reliving the 1950s: the big push, poverty traps, and takeoffs in economic development," Journal of Economic Growth, Springer, vol. 11(4), pages 289-318, December.
    36. Chih Ming Tan, 2007. "Economic Growth Nonlinearities," Discussion Papers Series, Department of Economics, Tufts University 0701, Department of Economics, Tufts University.
    37. Shang-Jin Wei & Ms. Irina Tytell, 2004. "Does Financial Globalization Induce Better Macroeconomic Policies?," IMF Working Papers 2004/084, International Monetary Fund.
    38. Paul A. David & Francesco Rullani, 2008. "Dynamics of innovation in an “open source” collaboration environment: lurking, laboring, and launching FLOSS projects on SourceForge," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 17(4), pages 647-710, August.
    39. Aldy, Joseph E., 2005. "Per Capita Carbon Dioxide Emissions: Convergence or Divergence?," Discussion Papers 10773, Resources for the Future.
    40. Keith Blackburn & Gonzalo F. Forgues-Puccio, 2011. "Foreign Aid – A Fillip for Development or a Fuel for Corruption?," Development Research Working Paper Series 09/2011, Institute for Advanced Development Studies.
    41. Rappaport, Jordan, 2006. "A bottleneck capital model of development," Journal of Monetary Economics, Elsevier, vol. 53(8), pages 2113-2129, November.
    42. Joseph E. Aldy, 2007. "Divergence in State-Level Per Capita Carbon Dioxide Emissions," Land Economics, University of Wisconsin Press, vol. 83(3), pages 353-369.
    43. Holger Strulik & Sebastian Vollmer, 2015. "The fertility transition around the world," Journal of Population Economics, Springer;European Society for Population Economics, vol. 28(1), pages 31-44, January.
    44. Arribas Fernández Iván & Pérez García Francisco & Tortosa-Ausina Emili, 2008. "On the Dynamics of Globalization," Working Papers 201088, Fundacion BBVA / BBVA Foundation.
    45. Xavier Sala-i-Martin, 2002. "15 Years of New Growth Economics: What Have We Learnt?," Working Papers Central Bank of Chile 172, Central Bank of Chile.
    46. Im, Fernando Gabriel & Rosenblatt, David, 2013. "Middle-income traps : a conceptual and empirical survey," Policy Research Working Paper Series 6594, The World Bank.
    47. Fabrizio Coricelli & Zorobabel Bicaba, 2015. "Learning to open up: Capital account liberalizations in the post-Bretton Woods era," Working Papers halshs-01267264, HAL.
    48. Roberto Ezcurra & Pedro Pascual & Manuel Rapún, 2005. "Territorial Mobility: A Measuring Proposal," Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra 0504, Departamento de Economía - Universidad Pública de Navarra.
    49. J�rn Ratts� & Hildegunn E. Stokke, 2014. "Population Divergence and Income Convergence: Regional Distribution Dynamics for Norway," Regional Studies, Taylor & Francis Journals, vol. 48(11), pages 1884-1895, November.
    50. José V. Gallegos & Gaston Yalonetzky, 2014. "Robust ``pro-poorest'' poverty reduction with counting measures: the non-anonymous case," Working Papers 351, ECINEQ, Society for the Study of Economic Inequality.
    51. Xavier Sala-i-Martin, 2002. "The world distribution of income (estimated from individual country distributions)," Economics Working Papers 615, Department of Economics and Business, Universitat Pompeu Fabra, revised May 2002.
    52. Krüger, Jens & Cantner, Uwe & Ebersberger, Bernd & Hanusch, Horst & Pyka, Andreas, 2004. "Twin Peaks in National Income: Parametric and Nonparametric Estimates," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 34382, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
    53. Jesús Peiró-Palomino & William Orlando Prieto-Bustos & Emili Tortosa-Ausina, 2020. "Weighted convergence in Colombian departments: The role of geography and demography," Working Papers 2020/01, Economics Department, Universitat Jaume I, Castellón (Spain).
    54. Färnstrand Damsgaard, Erika, 2010. "The World Distribution of Productivity: Country TFP Choice in a Nelson-Phelps Economy," CEPR Discussion Papers 8022, C.E.P.R. Discussion Papers.
    55. Park, Seonyoung & Shin, Donggyun, 2020. "Recent Changes in the Nature of Distribution Dynamics of US County Incomes," Working Paper Series 20926, Victoria University of Wellington, School of Economics and Finance.
    56. Jørn Rattsø & Hildegunn Stokke, 2014. "Regional Convergence of Income and Education: Investigation of Distribution Dynamics," Urban Studies, Urban Studies Journal Limited, vol. 51(8), pages 1672-1685, June.
    57. Chumacero Rómulo A., 2006. "On the Power of Absolute Convergence Tests," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 10(2), pages 1-25, May.
    58. Hildegunn Stokke & Jörn Rattsö, 2011. "Income convergence, migration and geography: Distribution analysis of regions in Norway," ERSA conference papers ersa10p174, European Regional Science Association.
    59. Paul Masson & Francisco J. Ruge‐Murcia, 2005. "Explaining the Transition between Exchange Rate Regimes," Scandinavian Journal of Economics, Wiley Blackwell, vol. 107(2), pages 261-278, June.
    60. Paul Beaudry & Fabrice Collard & David A. Green, 2004. "Changes in the world distribution of output-per-worker 1960-98: how a standard decomposition tells an unorthodox story," IFS Working Papers W04/15, Institute for Fiscal Studies.
    61. Michał Kruszka & Marcin Puziak, 2010. "Convergence and Distributions of Income in Large European Economies," Contemporary Economics, University of Economics and Human Sciences in Warsaw., vol. 4(4), December.
    62. Roberto Ezcurra & Carlos Gil & Manuel Rapún, 2004. "Regional Specialization In The European Union," Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra 0404, Departamento de Economía - Universidad Pública de Navarra.
    63. Verner, Dorte & Tebaldi, Edinaldo, 2004. "Convergence, dynamics, and geography of economic growth : The case of municipalities in Rio Grande do Norte, Brazil," Policy Research Working Paper Series 3302, The World Bank.
    64. Deockhyun Ryu & Mahmoud A. El-Gamal, 2004. "Convergence Hypotheses are Ill-Posed:Non-stationarity of Cross-Country Income Distribution D," Econometric Society 2004 Far Eastern Meetings 576, Econometric Society.
    65. Jesús Peiró-Palomino & Emili Tortosa-Ausina, 2014. "On the sources of European regional convergence: Does social capital have an economic payoff?," Working Papers 2014/16, Economics Department, Universitat Jaume I, Castellón (Spain).
    66. Han, Xuehui & Wei, Shang-Jin, 2017. "Re-examining the middle-income trap hypothesis (MITH): What to reject and what to revive?," Journal of International Money and Finance, Elsevier, vol. 73(PA), pages 41-61.
    67. Semmler, Willi & Ofori, Marvin, 2007. "On poverty traps, thresholds and take-offs," Structural Change and Economic Dynamics, Elsevier, vol. 18(1), pages 1-26, March.
    68. Roberto Ezcurra & Carlos Gil & Pedro Pascual & Manuel Rapun, 2005. "Inequality, Polarisation and Regional Mobility in the European Union," Urban Studies, Urban Studies Journal Limited, vol. 42(7), pages 1057-1076, June.
    69. Richard Startz, 2020. "The next hundred years of growth and convergence," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(1), pages 99-113, January.
    70. Maxim Pinkovskiy & Xavier Sala-i-Martin, 2009. "Parametric Estimations of the World Distribution of Income," NBER Working Papers 15433, National Bureau of Economic Research, Inc.

  40. James H. Stock & Mark W. Watson, 2001. "Forecasting Output and Inflation: The Role of Asset Prices," NBER Working Papers 8180, National Bureau of Economic Research, Inc.

    Cited by:

    1. Özen, Kadir & Yıldırım, Dilem, 2021. "Application of bagging in day-ahead electricity price forecasting and factor augmentation," Energy Economics, Elsevier, vol. 103(C).
    2. Claudio, João C. & Heinisch, Katja & Holtemöller, Oliver, 2019. "Nowcasting East German GDP growth: A MIDAS approach," IWH Discussion Papers 24/2019, Halle Institute for Economic Research (IWH).
    3. Douglas Sutherland & Peter Hoeller & Balázs Égert & Oliver Röhn, 2010. "Counter-cyclical Economic Policy," OECD Economics Department Working Papers 760, OECD Publishing.
    4. Galvão, Ana Beatriz, 2013. "Changes in predictive ability with mixed frequency data," International Journal of Forecasting, Elsevier, vol. 29(3), pages 395-410.
    5. Ha, Jongrim & Kose, M. Ayhan & Otrok, Christopher & Prasad, Eswar, 2020. "Global Macro-Financial Cycles and Spillovers," IZA Discussion Papers 13000, Institute of Labor Economics (IZA).
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    Cited by:

    1. Bernanke, Ben S. & Boivin, Jean, 2003. "Monetary policy in a data-rich environment," Journal of Monetary Economics, Elsevier, vol. 50(3), pages 525-546, April.
    2. Domenico Giannone & Michele Lenza & Giorgio E. Primiceri, 2012. "Prior Selection for Vector Autoregressions," NBER Working Papers 18467, National Bureau of Economic Research, Inc.
    3. Yang Yang & Tae-Hwy Lee, 2004. "Bagging Binary Predictors for Time Series," Econometric Society 2004 Far Eastern Meetings 512, Econometric Society.
    4. Gary Koop & Simon Potter, 2003. "Forecasting in Large Macroeconomic Panels using Bayesian Model Averaging," Discussion Papers in Economics 04/16, Division of Economics, School of Business, University of Leicester.
    5. Todd E. Clark, 2004. "Can out-of-sample forecast comparisons help prevent overfitting?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(2), pages 115-139.

  42. Alexei Onatski & James H. Stock, 2000. "Robust Monetary Policy Under Model Uncertainty in a Small Model of the U.S. Economy," NBER Working Papers 7490, National Bureau of Economic Research, Inc.

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    1. Marc P. Giannoni, 2007. "Robust optimal monetary policy in a forward-looking model with parameter and shock uncertainty," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(1), pages 179-213.
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    6. Tetlow, Robert J. & von zur Muehlen, Peter, 2006. "Robustifying learnability," Working Paper Series 593, European Central Bank.
    7. Shin-ichi Fukuda, 2012. "Infrequent Changes of the Policy Target: Robust Optimal Monetary Policy under Ambiguity," CIRJE F-Series CIRJE-F-863, CIRJE, Faculty of Economics, University of Tokyo.
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    9. Lars E.O. Svensson, 1999. "Price Stability as a Target for Monetary Policy: Defining and Maintaining Price Stability," NBER Working Papers 7276, National Bureau of Economic Research, Inc.
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    38. Kindy R. Sjahrir, 2018. "Formulating Regional Competitiveness Fiscal Policy based upon Leverage Factors for Indonesian Data," Working Papers in Economics and Development Studies (WoPEDS) 201804, Department of Economics, Padjadjaran University, revised Dec 2018.
    39. Andrew Levin & Volker Wieland & John C. Williams, 2003. "The Performance of Forecast-Based Monetary Policy Rules Under Model Uncertainty," American Economic Review, American Economic Association, vol. 93(3), pages 622-645, June.
    40. Pierre-Richard Agénor & Alessandro Flamini, 2016. "Institutional Mandates for Macroeconomic and Financial Stability," Centre for Growth and Business Cycle Research Discussion Paper Series 231, Economics, The University of Manchester.
    41. Mesonnier, Jean-Stephane & Renne, Jean-Paul, 2007. "A time-varying "natural" rate of interest for the euro area," European Economic Review, Elsevier, vol. 51(7), pages 1768-1784, October.
    42. Peter Tillmann, 2009. "Robust Monetary Policy with the Cost Channel," Economica, London School of Economics and Political Science, vol. 76(303), pages 486-504, July.
    43. McAdam, Peter & Levine, Paul & Pearlman, Joseph G., 2006. "Inflation forecast-based-rules and indeterminacy: a puzzle and a resolution," Working Paper Series 643, European Central Bank.
    44. Traficante, Guido, 2013. "Monetary policy, parameter uncertainty and welfare," Journal of Macroeconomics, Elsevier, vol. 35(C), pages 73-80.
    45. William T. Gavin & Benjamin D. Keen & Michael R. Pakko, 2007. "Inflation risk and optimal monetary policy," Working Papers 2006-035, Federal Reserve Bank of St. Louis.
    46. Cornel OROS & Blandine ZIMMER, 2019. "Myopic governments and conservative central banks: are they compatible?," Working Papers of LaRGE Research Center 2019-06, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
    47. Ha, Yuong, 1999. "Uncertainty about Length of the Monetary Policy Transmission Lag: Implications for Monetary Policy," Working Paper Series 94, Sveriges Riksbank (Central Bank of Sweden).
    48. Efrem Castelnuovo, 2003. "Squeezing the Interest Rate Smoothing Weight with a Hybrid Expectations Model," Working Papers 2003.6, Fondazione Eni Enrico Mattei.
    49. Michael Funke & Michael Paetz, 2011. "Environmental policy under model uncertainty: a robust optimal control approach," Quantitative Macroeconomics Working Papers 21108, Hamburg University, Department of Economics.
    50. Giannis Vardas & Anastasios Xepapadeas, 2004. "Uncertainty Aversion and Robust Portfolio Choices," Working Papers 0408, University of Crete, Department of Economics.
    51. Arabinda Basistha & Richard Startz, 2004. "Measuring the NAIRU with Reduced Uncertainty: A Multiple Indicator-Common Component Approach," Working Papers UWEC-2004-22, University of Washington, Department of Economics.
    52. Eric Swanson, 2000. "On Signal Extraction and Non-Certainty-Equivalence in Optimal Monetary Policy Rules," Econometric Society World Congress 2000 Contributed Papers 1085, Econometric Society.
    53. Rageh, Rania, 2010. "Interest rate rule for the conduct of monetary policy: analysis for Egypt (1997:2007)," MPRA Paper 26639, University Library of Munich, Germany.
    54. Régis Barnichon & Geert Mesters, 2020. "A Sufficient Statistics Approach for Macro Policy Evaluation," Working Papers 1171, Barcelona School of Economics.
    55. Peter Tillmann, 2009. "Optimal Monetary Policy with an Uncertain Cost Channel," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(5), pages 885-906, August.
    56. Felipe Morandé Lavín & Mauricio Tejada, 2008. "Sources of Uncertainty for Conducting Monetary Policy in Chile," Working Papers wp285, University of Chile, Department of Economics.
    57. Robert J. Tetlow & Peter Von zur Muehlen, 2000. "Robust monetary policy with misspecified models: does model uncertainty always call for attenuated policy?," Finance and Economics Discussion Series 2000-28, Board of Governors of the Federal Reserve System (U.S.).
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    60. Paulo R. Mota & Abel L. C. Fernandes, 2019. "The Dynamic Adjustment Of Central Banks’ Target Interest Rate: The Case Of The Ecb," FEP Working Papers 613, Universidade do Porto, Faculdade de Economia do Porto.
    61. Rodríguez Arnulfo & González Fidel & González García Jesús R., 2007. "Uncertainty about the Persistence of Cost-Push Shocks and the Optimal Reaction of the Monetary Authority," Working Papers 2007-05, Banco de México.
    62. Crowley, Patrick M. & Hudgins, David, 2014. "Fiscal policy tracking design in the time frequency domain using wavelet analysis," Bank of Finland Research Discussion Papers 32/2014, Bank of Finland.
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    66. Camilla Lupiani, 2024. "Taylor Rule and Shadow Rates: theory and empirical analysis," BAFFI CAREFIN Working Papers 24218, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
    67. Andrew T. Levin & Alexei Onatski & John Williams & Noah M. Williams, 2006. "Monetary Policy under Uncertainty in Micro-Founded Macroeconometric Models," NBER Chapters, in: NBER Macroeconomics Annual 2005, Volume 20, pages 229-312, National Bureau of Economic Research, Inc.
    68. Amélie Barbier-Gauchard & Meixing Dai & Claire Mainguy & Jamel Saadaoui & Moïse Sidiropoulos & Isabelle Terraz & Jamel Trabelsi, 2021. "Towards a more resilient European Union after the COVID-19 crisis," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 11(2), pages 321-348, June.
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    1. Corielli, Francesco & Marcellino, Massimiliano, 2006. "Factor based index tracking," Journal of Banking & Finance, Elsevier, vol. 30(8), pages 2215-2233, August.
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    7. Li, Hongjun & Li, Qi & Shi, Yutang, 2017. "Determining the number of factors when the number of factors can increase with sample size," Journal of Econometrics, Elsevier, vol. 197(1), pages 76-86.
    8. Thiago Carlomagno Carlo & Emerson Fernandes Marçal, 2016. "Forecasting Brazilian inflation by its aggregate and disaggregated data: a test of predictive power by forecast horizon," Applied Economics, Taylor & Francis Journals, vol. 48(50), pages 4846-4860, October.
    9. Afees A. Salisu & Kazeem Isah, 2017. "Predicting US CPI-Inflation in the presence of asymmetries, persistence, endogeneity, and conditional heteroscedasticity," Working Papers 026, Centre for Econometric and Allied Research, University of Ibadan.
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    47. Yuriy Gorodnichenko, 2005. "Reduced-Rank Identification of Structural Shocks in VARs," Macroeconomics 0512011, University Library of Munich, Germany.
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    52. Ronald A. Ratti & Joaquin L. Vespignani, 2014. "Oil prices and the economy: A global perspective," CAMA Working Papers 2014-41, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
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    60. Samad Sarferaz & Martin Uebele, 2007. "Tracking Down the Business Cycle: A Dynamic Factor Model For Germany 1820-1913," SFB 649 Discussion Papers SFB649DP2007-039, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    61. Giancarlo Bruno & Marco Malgarini, 2002. "An Indicator of Economic Sentiment for the Italian Economy," ISAE Working Papers 28, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
    62. Dées, Stéphane & Burgert, Matthias, 2008. "Forecasting world trade: direct versus "bottom-up" approaches," Working Paper Series 882, European Central Bank.
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    65. Lucrezia Reichlin, 2003. "Factor models in large cross sections of time series," ULB Institutional Repository 2013/10179, ULB -- Universite Libre de Bruxelles.
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    76. Wei Qian & Craig A. Rolling & Gang Cheng & Yuhong Yang, 2019. "On the Forecast Combination Puzzle," Econometrics, MDPI, vol. 7(3), pages 1-26, September.
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    1. Gordon, Robert J. & Dew-Becker, Ian, 2005. "Where did the Productivity Growth Go? Inflation Dynamics and the Distribution of Income," CEPR Discussion Papers 5419, C.E.P.R. Discussion Papers.
    2. Alberto Ronchi Neto & Osvaldo Candido, 2020. "Measuring the neutral real interest rate in Brazil: a semi-structural open economy framework," Empirical Economics, Springer, vol. 58(2), pages 651-667, February.
    3. James H. Stock & Mark W. Watson, 2003. "Has the Business Cycle Changed and Why?," NBER Chapters, in: NBER Macroeconomics Annual 2002, Volume 17, pages 159-230, National Bureau of Economic Research, Inc.
    4. Primiceri, Giorgio E. & van Rens, Thijs, 2009. "Heterogeneous life-cycle profiles, income risk and consumption inequality," Journal of Monetary Economics, Elsevier, vol. 56(1), pages 20-39, January.
    5. Mr. Papa M N'Diaye & Mr. Douglas Laxton, 2002. "Monetary Policy Credibility and the Unemployment-Inflation Tradeoff: Some Evidence From 17 Industrial Countries," IMF Working Papers 2002/220, International Monetary Fund.
    6. Massimiliano De Santis, 2005. "Movements in the Equity Premium: Evidence from a Bayesian Time-Varying VAR," Money Macro and Finance (MMF) Research Group Conference 2005 62, Money Macro and Finance Research Group.
    7. Michael T. Kiley, 2015. "What Can the Data Tell Us About the Equilibrium Real Interest Rate?," Finance and Economics Discussion Series 2015-77, Board of Governors of the Federal Reserve System (U.S.).
    8. Schalck, Christophe & Chenavaz, Régis, 2015. "Oil commodity returns and macroeconomic factors: A time-varying approach," Research in International Business and Finance, Elsevier, vol. 33(C), pages 290-303.
    9. Laurence Boone & Michel Juillard & Doug Laxton & Papa N'Diaye, 2002. "How Well Do Alternative Time-Varying Parameter Models of the NAIRU Help Policymakers Forecast Unemployment and Inflation in the OECD Countries?," Computing in Economics and Finance 2002 359, Society for Computational Economics.
    10. Moussa, Zakaria, 2010. "The Japanese Quantitative Easing Policy under Scrutiny: A Time-Varying Parameter Factor-Augmented VAR Model," MPRA Paper 29429, University Library of Munich, Germany.

  48. James H. Stock & Jonathan Wright, 1996. "Asymptotics for GMM Estimators with Weak Instruments," NBER Technical Working Papers 0198, National Bureau of Economic Research, Inc.

    Cited by:

    1. Alastair Hall & Fernanda P. M. Peixe, 2000. "A Consistent Method for the Selection of Relevant Instruments," Econometric Society World Congress 2000 Contributed Papers 0790, Econometric Society.
    2. Biorn, Erik & Klette, Tor Jakob, 1998. "Panel data with errors-in-variables: essential and redundant orthogonality conditions in GMM-estimation," Economics Letters, Elsevier, vol. 59(3), pages 275-282, June.

  49. Douglas Staiger & James H. Stock & Mark W. Watson, 1996. "How Precise are Estimates of the Natural Rate of Unemployment?," NBER Working Papers 5477, National Bureau of Economic Research, Inc.

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    1. Dupasquier, Chantal & Guay, Alain & St-Amant, Pierre, 1999. "A Survey of Alternative Methodologies for Estimating Potential Output and the Output Gap," Journal of Macroeconomics, Elsevier, vol. 21(3), pages 577-595, July.
    2. Laurence Ball & N. Gregory Mankiw, 2002. "The NAIRU in Theory and Practice," Journal of Economic Perspectives, American Economic Association, vol. 16(4), pages 115-136, Fall.
    3. James H. Stock & Mark W. Watson, 1999. "Forecasting Inflation," NBER Working Papers 7023, National Bureau of Economic Research, Inc.
    4. Medel, Carlos A., 2017. "Forecasting Chilean Inflation with the Hybrid New Keynesian Phillips Curve: Globalisation, Combination, and Accuracy," MPRA Paper 78439, University Library of Munich, Germany.
    5. Luis Eduardo Arango & Carlos Esteban Posada, 2006. "The Time-Varying Long-Run Unemployment Rate: The Colombian Case," Borradores de Economia 389, Banco de la Republica de Colombia.
    6. Eric Heyer & Frédéric Reynés & Henri Sterdyniak, 2004. "Observable and unobservable variables in the theory of the equilibrium rate of unemployment, a comparison between France and the United States," Sciences Po publications n°2004-06, Sciences Po.
    7. Karl Whelan & Jeremy Rudd, 2003. "Can Rational Expectations Sticky-Price Models Explain Inflation Dynamics?," Computing in Economics and Finance 2003 181, Society for Computational Economics.
    8. Sharon Kozicki & Peter A. Tinsley, 2005. "Minding the gap : central bank estimates of the unemployment natural rate," Research Working Paper RWP 05-03, Federal Reserve Bank of Kansas City.
    9. Nicoletta Batini & Jennifer Greenslade, 2003. "Measuring The UK Short-Run NAIRU," Discussion Papers 12, Monetary Policy Committee Unit, Bank of England.
    10. Peter N. Ireland, 1998. "Does the Time-Consistency Problem Explain the Behavior of Inflation in the United States?," Boston College Working Papers in Economics 415, Boston College Department of Economics.
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    12. Howard J. Wall & Gylfi Zoega, 2004. "U. S. regional business cycles and the natural rate of unemployment," Review, Federal Reserve Bank of St. Louis, vol. 86(Jan), pages 23-32.
    13. Volker W. Wieland, 1999. "Monetary policy, parameter uncertainty and optimal learning," Finance and Economics Discussion Series 1999-48, Board of Governors of the Federal Reserve System (U.S.).
    14. Christophe Planas & Werner Roeger & Alessandro Rossi, 2004. "How much has labour taxation contributed to European structural unemployment?," Econometrics 0408005, University Library of Munich, Germany.
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    19. Franz, Wolfgang, 2003. "Will the (German) NAIRU Please Stand up?," ZEW Discussion Papers 03-35, ZEW - Leibniz Centre for European Economic Research.
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    2782. Tzong-Haw Lee & Hung-Hao Chang & Yi-Ting Hsieh & Bo-Yuan Chang, 2021. "Can Agricultural Disaster Relief Programs Affect Farmland Prices? Empirical Evidence from Farmland Transaction Data," Land, MDPI, vol. 10(7), pages 1-14, July.
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    2787. Mary Antonia Silles, 2018. "The Effects of Language Skills on the Economic Assimilation of Female Immigrants in the United States," Manchester School, University of Manchester, vol. 86(6), pages 789-815, December.
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    2794. Marques, André M., 2022. "Is income inequality good or bad for growth? Further empirical evidence using data for all Brazilian cities," Structural Change and Economic Dynamics, Elsevier, vol. 62(C), pages 360-376.
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    2799. Joscha Beckmann & Marek Endrichs & Rainer Schweickert, 2016. "Government activity and economic growth – one size fits All?," International Economics and Economic Policy, Springer, vol. 13(3), pages 429-450, July.
    2800. Can Huang & Yuqiang Cao & Meiting Lu & Yaowen Shan & Yizhou Zhang, 2023. "Messages in online stock forums and stock price synchronicity: Evidence from China," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 63(3), pages 3011-3041, September.
    2801. Garcia-Mainar, Inmaculada & Montuenga-Gomez, Victor M., 2005. "Education returns of wage earners and self-employed workers: Portugal vs. Spain," Economics of Education Review, Elsevier, vol. 24(2), pages 161-170, April.
    2802. Joseph David Barroso Vasconcelos de Deus & Helder Ferreira de Mendonça, 2015. "Empirical evidence on fiscal forecasting in Eurozone countries," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 42(5), pages 838-860, October.
    2803. Xiaoyong Zheng & David M. Zimmer, 2009. "Racial Differences In Health‐Care Utilization: Analysis By Intensity Of Demand," Contemporary Economic Policy, Western Economic Association International, vol. 27(4), pages 475-490, October.
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    2834. Dai Su & Zhifang Chen & Jingjing Chang & Guangwen Gong & Dandan Guo & Min Tan & Yunfan Zhang & Yanchen Liu & Xinlan Chen & Xinlin Chen & Yingchun Chen, 2020. "Effect of Social Participation on the Physical Functioning and Depression of Empty-Nest Elderly in China: Evidence from the China Health and Retirement Longitudinal Survey (CHARLS)," IJERPH, MDPI, vol. 17(24), pages 1-15, December.
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    2838. Darren Filson & James H. Havlicek, 2018. "The performance of global film franchises: installment effects and extension decisions," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, vol. 42(3), pages 447-467, August.
    2839. Shi, Miaoying & Yin, Runsheng & Lv, Hongdi, 2017. "An empirical analysis of the driving forces of forest cover change in northeast China," Forest Policy and Economics, Elsevier, vol. 78(C), pages 78-87.
    2840. Liu, Baixiao & McConnell, John J. & Xu, Wei, 2017. "The power of the pen reconsidered: The media, CEO human capital, and corporate governance," Journal of Banking & Finance, Elsevier, vol. 76(C), pages 175-188.
    2841. Kan, Kamhon & Lai, Tat-kei, 2021. "Educated to be trusting? Evidence from Europe," Economics Letters, Elsevier, vol. 203(C).
    2842. Eric Akobeng, 2017. "The Invisible Hand of Rain in Spending: Effect of Rainfall-Driven Agricultural Income on Per Capita Expenditure in Ghana," South African Journal of Economics, Economic Society of South Africa, vol. 85(1), pages 98-122, March.
    2843. Galina Besstremyannaya & Jaak Simm, 2012. "The impact of private health insurers on the quality of Russian regional health systems," Working Papers w0177, New Economic School (NES).
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    2845. Pu, Cheng-yun & Lan, Virginia & Chou, Yiing-Jenq & Lan, Chung-fu, 2008. "The crowding-out effects of tobacco and alcohol where expenditure shares are low: Analyzing expenditure data for Taiwan," Social Science & Medicine, Elsevier, vol. 66(9), pages 1979-1989, May.
    2846. Mileva, Elitza, 2008. "The impact of capital flows on domestic investment in transition economies," Working Paper Series 871, European Central Bank.
    2847. Kırdar, Murat G. & Dayıoğlu, Meltem & Tansel, Aysıt, 2007. "Impact Of Sibship Size, Birth Order, And Sex Composition On School Enrollment In Urban Turkey," MPRA Paper 2755, University Library of Munich, Germany.
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    3521. Abdelsalam, Omneya & Chantziaras, Antonios & Ibrahim, Masud & Omoteso, Kamil, 2021. "The impact of religiosity on earnings quality: International evidence from the banking sector," The British Accounting Review, Elsevier, vol. 53(6).
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    3525. Rong, Zhao & Wang, Wenchun & Gong, Qiang, 2016. "Housing price appreciation, investment opportunity, and firm innovation: Evidence from China," Journal of Housing Economics, Elsevier, vol. 33(C), pages 34-58.
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    3527. Maria Eugenia Genoni, 2012. "Health Shocks and Consumption Smoothing: Evidence from Indonesia," Economic Development and Cultural Change, University of Chicago Press, vol. 60(3), pages 475-506.
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  54. Robin L. Lumsdaine & James H. Stock & David A. Wise, 1994. "Retirement Incentives: The Interaction between Employer-Provided Pensions, Social Security, and Retiree Health Benefits," NBER Working Papers 4613, National Bureau of Economic Research, Inc.

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    1. John B. Shoven & Sita Nataraj Slavov, 2013. "The Role of Retiree Health Insurance in the Early Retirement of Public Sector Employees," NBER Chapters, in: State and Local Health Plans for Active and Retired Public Employees, National Bureau of Economic Research, Inc.
    2. Owen Haaga & Richard W. Johnson, 2012. "Social Security Claiming: Trends and Business Cycle Effects," Working Papers, Center for Retirement Research at Boston College wp2012-5, Center for Retirement Research, revised Feb 2012.
    3. Mark Duggan & Gopi Shah Goda & Emilie Jackson, 2017. "The Effects of the Affordable Care Act on Health Insurance Coverage and Labor Market Outcomes," NBER Working Papers 23607, National Bureau of Economic Research, Inc.
    4. MacDonald, Bonnie-Jeanne & Cairns, Andrew J.G., 2011. "Three retirement decision models for defined contribution pension plan members: A simulation study," Insurance: Mathematics and Economics, Elsevier, vol. 48(1), pages 1-18, January.
    5. Blundell, R. & French, E. & Tetlow, G., 2016. "Retirement Incentives and Labor Supply," Handbook of the Economics of Population Aging, in: Piggott, John & Woodland, Alan (ed.), Handbook of the Economics of Population Aging, edition 1, volume 1, chapter 0, pages 457-566, Elsevier.
    6. Nyce, Steven & Schieber, Sylvester J. & Shoven, John B. & Slavov, Sita Nataraj & Wise, David A., 2013. "Does retiree health insurance encourage early retirement?," Journal of Public Economics, Elsevier, vol. 104(C), pages 40-51.
    7. Maria D. Fitzpatrick, 2013. "Retiree Health Insurance for Public School Employees: Does it Affect Retirement?," NBER Working Papers 19524, National Bureau of Economic Research, Inc.
    8. Robert L. Clark & Olivia S. Mitchell, 2013. "How Does Retiree Health Insurance Influence Public Sector Employee Saving?," NBER Chapters, in: State and Local Health Plans for Active and Retired Public Employees, National Bureau of Economic Research, Inc.
    9. Barucci, Emilio & Biffis, Enrico & Marazzina, Daniele, 2023. "Health insurance, portfolio choice, and retirement incentives," European Journal of Operational Research, Elsevier, vol. 307(2), pages 910-921.
    10. Sergi Jimenez-Martin & Jose M. Labeaga & Cristina Vilaplana Prieto, 2007. "Award errors and permanent disability benefits in Spain," Health, Econometrics and Data Group (HEDG) Working Papers 07/04, HEDG, c/o Department of Economics, University of York.
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    13. Karen Kopecky, 2005. "The Trend in Retirement," Economie d'Avant Garde Research Reports 12, Economie d'Avant Garde.
    14. Tomasz Jedynak, 2022. "Does the Formulation of the Decision Problem Affect Retirement?—Framing Effect and Planned Retirement Age," IJERPH, MDPI, vol. 19(4), pages 1-30, February.
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    16. Kandice Kapinos, 2012. "Changes in Firm Pension Policy: Trends Away from Traditional Defined Benefit Plans," Journal of Labor Research, Springer, vol. 33(1), pages 91-103, March.
    17. Burkhauser, Richard V. & Butler, J. S. & Gumus, Gulcin, 2003. "Option Value and Dynamic Programming Model Estimates of Social Security Disability Insurance Application Timing," IZA Discussion Papers 941, Institute of Labor Economics (IZA).

  55. Martin Feldstein & James H. Stock, 1993. "The Use of Monetary Aggregate to Target Nominal GDP," NBER Working Papers 4304, National Bureau of Economic Research, Inc.

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    1. Fair, Ray C. & Howrey, E. Philip, 1996. "Evaluating alternative monetary policy rules," Journal of Monetary Economics, Elsevier, vol. 38(2), pages 173-193, October.
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    4. Frankel, Jeffrey A., 2011. "A Comparison of Product Price Targeting and Other Monetary Anchor Options, for Commodity Exporters in Latin America," Working Paper Series rwp11-027, Harvard University, John F. Kennedy School of Government.
    5. Svensson, Lars E.O. & Rudebusch , Glenn, 1998. "Policy Rules for Inflation Targeting," Seminar Papers 637, Stockholm University, Institute for International Economic Studies.
    6. Taniya Ghosh & Abhishek Gorsi, 2023. "Money and output asymmetry: The Unintended consequences of central banks' obsession with inflation," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2023-07, Indira Gandhi Institute of Development Research, Mumbai, India.
    7. Mr. Willy A Hoffmaister, 1999. "Inflation Targeting in Korea: An Empirical Exploration," IMF Working Papers 1999/007, International Monetary Fund.
    8. Ray Fair, 2001. "Estimates of the Effectiveness of Monetary Policy," Yale School of Management Working Papers ysm205, Yale School of Management, revised 01 Aug 2007.
    9. Lars E. O. Svensson, 1997. "Inflation Targeting: Some Extensions," NBER Working Papers 5962, National Bureau of Economic Research, Inc.
    10. Laurence Ball, 1997. "Efficient Rules for Monetary Policy," NBER Working Papers 5952, National Bureau of Economic Research, Inc.
    11. Michael J. Dueker & Andreas M. Fischer, 1998. "A guide to nominal feedback rules and their use for monetary policy," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 55-63.
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    1508. Nyiko Worship Hlongwane & Olebogeng David Daw, 2023. "Assessing the Possibility of Medupi and Kusile Providing Enough Electricity Running at Full Capacity in South Africa," International Journal of Energy Economics and Policy, Econjournals, vol. 13(4), pages 28-39, July.
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    1593. Robert Sollis & Mark E. Wohar, 2004. "A Cautionary Note on the Order of Integration of Post‐war Aggregate Wage, Price and Productivity Measures," Manchester School, University of Manchester, vol. 72(2), pages 261-282, March.
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    2622. Souček, Michael & Todorova, Neda, 2013. "Realized volatility transmission between crude oil and equity futures markets: A multivariate HAR approach," Energy Economics, Elsevier, vol. 40(C), pages 586-597.
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    2624. L. Leoncini & F. Rentocchini, 2010. "Counteracting cocaine production. An analysis based on a novel dataset," Working Papers 693, Dipartimento Scienze Economiche, Universita' di Bologna.
    2625. Moayad Al Rasasi & Yasir Alzahrani & Mohammed Alassaf, 2021. "On the Causal Relationship between Household Consumption and Economic Growth in Saudi Arabia," Business and Economic Research, Macrothink Institute, vol. 11(2), pages 165-177, June.
    2626. Alexey Akimov & Simon Stevenson & James Young, 2015. "Synchronisation and commonalities in metropolitan housing market cycles," Urban Studies, Urban Studies Journal Limited, vol. 52(9), pages 1665-1682, July.
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    2641. Apergis, Nicholas, 2022. "COVID-19 and cryptocurrency volatility: Evidence from asymmetric modelling," Finance Research Letters, Elsevier, vol. 47(PA).
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    2646. Zhu, Yichen & Ghoshray, Atanu, 2021. "Climate Anomalies and Its Impact on U.S. Corn and Soybean Prices," 2021 Conference, August 17-31, 2021, Virtual 315271, International Association of Agricultural Economists.
    2647. Akber, Ushna & Muhammad, Nabeel, 2013. "Is Pakistan Stock Market moving towards Weak-form efficiency? Evidence from the Karachi Stock Exchange and the Random Walk Nature of free-float of shares of KSE 30 Index," MPRA Paper 49128, University Library of Munich, Germany.
    2648. Gonzalo, Jesús & Pitarakis, Jean-Yves, 2019. "Predictive Regressions," UC3M Working papers. Economics 28554, Universidad Carlos III de Madrid. Departamento de Economía.
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    2653. Alain Kabundi, 2009. "Synchronisation Between South Africa And The U.S.: A Structural Dynamic Factor Analysis," South African Journal of Economics, Economic Society of South Africa, vol. 77(1), pages 1-27, March.
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    2657. Idris, Asma Rashidah & Habibullah, Muzafar & Haji Din, Badariah, 2018. "Does Financial Development Contribute to Fertility Decline in Malaysia? An Empirical Investigation," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, vol. 52(1), pages 191-203.
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    2661. Mauro Costantini & Sergio de Nardis, 2007. "Estimates of Structural Changes in the Wage Equation:Some Evidence for Italy," ISAE Working Papers 86, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
    2662. Kharin, S., 2018. "Price Transmission Analysis: the Case of Milk Products in Russia," AGRIS on-line Papers in Economics and Informatics, Czech University of Life Sciences Prague, Faculty of Economics and Management, vol. 10(1).
    2663. Carlos Guerrero de Lizardi, 2006. "Thirlwall´s law with an emphasis on the ratio of export/import income elasticities in Latin American economies during the Twentieth Century," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 21(1), pages 23-44.
    2664. Valadkhani Abbas, 2005. "Sources of Iranian Labour Productivity," Review of Middle East Economics and Finance, De Gruyter, vol. 3(3), pages 32-47, December.
    2665. Ben Cheikh, Nidhaleddine, 2013. "Exchange Rate and Consumer Prices in the Euro Area: A Cointegrated VAR Analysis," MPRA Paper 51162, University Library of Munich, Germany.
    2666. Odhiambo, Nicholas M., 2009. "Savings and economic growth in South Africa: A multivariate causality test," Journal of Policy Modeling, Elsevier, vol. 31(5), pages 708-718, September.
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    2673. Buguk, Cumhur & Wade Brorsen, B., 2003. "Testing weak-form market efficiency: Evidence from the Istanbul Stock Exchange," International Review of Financial Analysis, Elsevier, vol. 12(5), pages 579-590.
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    2675. Johannes Fedderke & Julia Garlick, 2012. "Measuring Institutions: Indicators of Political and Property Rights in Malawi," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 106(3), pages 491-521, May.
    2676. Deockhyun Ryu & Cheolbeom Park, 2011. "Issues With A Chained-Type Price Index: An Analysis With The Producer Price Index," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 36(3), pages 47-78, September.
    2677. Colin Hunt, 2005. "Discretion and Cyclicality in Irish Budgetary Management 1969-2003," The Economic and Social Review, Economic and Social Studies, vol. 36(3), pages 295-321.
    2678. Chi‐Young Choi & Nelson C. Mark & Donggyu Sul, 2010. "Bias Reduction in Dynamic Panel Data Models by Common Recursive Mean Adjustment," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 72(5), pages 567-599, October.
    2679. Juan Carlos Cuestas & Carlyn Ramlogan-Dobson, 2013. "Convergence of Inflationary Shocks: Evidence from the Caribbean," The World Economy, Wiley Blackwell, vol. 36(9), pages 1229-1243, September.
    2680. Macri, Joseph & Sinha, Dipendra, 2007. "Does Black’s Hypothesis for Output Variability Hold for Mexico?," MPRA Paper 4021, University Library of Munich, Germany.
    2681. Diego Enrique Pinilla Rodríguez & Juan de Dios Jiménez Aguilera & Roberto Montero Granados, 2013. "Gasto público y crecimiento económico. Un estudio empírico para América Latina," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, May.
    2682. Lai, Kon S., 2008. "The puzzling unit root in the real interest rate and its inconsistency with intertemporal consumption behavior," Journal of International Money and Finance, Elsevier, vol. 27(1), pages 140-155, February.
    2683. Seiler, Volker, 2021. "China-to-FOB price transmission in the rare earth elements market and the end of Chinese export restrictions," Energy Economics, Elsevier, vol. 102(C).
    2684. Stephen Leybourne & A. M. Robert Taylor, 2003. "Seasonal Unit Root Tests Based on Forward and Reverse Estimation," Journal of Time Series Analysis, Wiley Blackwell, vol. 24(4), pages 441-460, July.
    2685. Garcia-Swartz, Daniel D. & Garcia-Vicente, Florencia, 2015. "Network effects on the iPhone platform: An empirical examination," Telecommunications Policy, Elsevier, vol. 39(10), pages 877-895.
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    2687. Caravaggio, Nicola & Carnazza, Giovanni, 2022. "The Italian nominal interest rate conundrum: A problem of growth or public finance?," Structural Change and Economic Dynamics, Elsevier, vol. 62(C), pages 313-326.
    2688. Daniel Morais de Souza & Rogerio Silva de Mattos & Alexandre Zanini, 2022. "Estimating Elasticities for the Residential Demand of Electricity in Brazil Using Cointegration Models," International Journal of Energy Economics and Policy, Econjournals, vol. 12(2), pages 315-324, March.
    2689. Mariana Conte Grand & Vanesa D´Elia, 2013. "Using the Box-Cox transformation to approximate the shape of the relationship between CO2 emissions and GDP: a note," CEMA Working Papers: Serie Documentos de Trabajo. 513, Universidad del CEMA.
    2690. Zhige Wu & Alex Maynard & Alfons Weersink & Getu Hailu, 2018. "Asymmetric spot‐futures price adjustments in grain markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(12), pages 1549-1564, December.
    2691. Augusto César Klassen Amorim Alves de Lima & Ricardo Ramalhete Moreira, 2022. "Credibility, Inflation Targets and Interest Rate: Long-Term Results for Brazil," International Business Research, Canadian Center of Science and Education, vol. 15(8), pages 1-70, August.
    2692. Mokni, Khaled & Youssef, Manel & Ajmi, Ahdi Noomen, 2022. "COVID-19 pandemic and economic policy uncertainty: The first test on the hedging and safe haven properties of cryptocurrencies," Research in International Business and Finance, Elsevier, vol. 60(C).
    2693. Yoldas, Emre & Senyuz, Zeynep, 2018. "Financial stress and equilibrium dynamics in term interbank funding markets," Journal of Financial Stability, Elsevier, vol. 34(C), pages 136-149.
    2694. Shahbaz, Muhammad & Sbia, Rashid & Hamdi, Helmi, 2013. "The Environmental cost of Skiing in the Desert? Evidence from Cointegration with unknown Structural breaks in UAE," MPRA Paper 48007, University Library of Munich, Germany, revised 03 Jul 2013.
    2695. Martins IYOBOYI & Abdrelrasaq NA-ALLAH, 2014. "Innovation and economic growth: evidence from Nigeria," EuroEconomica, Danubius University of Galati, issue 1(33), pages 43-54, May.
    2696. Yu-chin Chen & Kenneth Rogoff, 2006. "Are the Commodity Currencies an Exception to the Rule?," Working Papers UWEC-2006-28, University of Washington, Department of Economics, revised Mar 2012.
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    2698. Inagaki, Kazuyuki, 2009. "Estimating the interest rate semi-elasticity of the demand for money in low interest rate environments," Economic Modelling, Elsevier, vol. 26(1), pages 147-154, January.
    2699. Liddle, Brantley & Messinis, George, 2014. "Revisiting sulfur Kuznets curves with endogenous breaks modeling: Substantial evidence of inverted-Us/Vs for individual OECD countries," MPRA Paper 59565, University Library of Munich, Germany.
    2700. Tsangyao Chang & Hsu-Ling Chang & Hsiao-Ping Chu & Chi-Wei Su, 2006. "Does PPP hold in African countries? Further evidence based on a highly dynamic non-linear (logistic) unit root test," Applied Economics, Taylor & Francis Journals, vol. 38(20), pages 2453-2459.
    2701. Steinbuks, Jevgenijs, 2019. "Assessing the accuracy of electricity production forecasts in developing countries," International Journal of Forecasting, Elsevier, vol. 35(3), pages 1175-1185.
    2702. Nouf Bin Ayyaf Al-Mogren, 2020. "The Impact of Oil Price Fluctuations on Saudi Arabia Stock Market: A Vector Error-Correction Model Analysis," International Journal of Energy Economics and Policy, Econjournals, vol. 10(6), pages 310-317.
    2703. Gil-Alana, Luis A. & Fischer, Christian, 2007. "International traveling and trade: further evidence for the case of Spanish wine based on fractional VAR specifications," 105th Seminar, March 8-10, 2007, Bologna, Italy 7859, European Association of Agricultural Economists.
    2704. Mikio Ito & Akihiko Noda & Tatsuma Wada, 2021. "Time-Varying Comovement of Foreign Exchange Markets: A GLS-Based Time-Varying Model Approach," Mathematics, MDPI, vol. 9(8), pages 1-13, April.
    2705. Atems, Bebonchu & Mette, Jehu & Lin, Guoyu & Madraki, Golshan, 2023. "Estimating and forecasting the impact of nonrenewable energy prices on US renewable energy consumption," Energy Policy, Elsevier, vol. 173(C).
    2706. Paul Alagidede & George Tweneboah & Anokye M. Adam, 2008. "Nominal Exchange Rates and Price Convergence in the West African Monetary Zone," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 7(3), pages 181-198, December.
    2707. Lee, Chien-Chiang & Chien, Mei-Se & Lin, Tsoyu Calvin, 2012. "Dynamic modelling of real estate investment trusts and stock markets," Economic Modelling, Elsevier, vol. 29(2), pages 395-407.
    2708. Fabrizio Casalin & Enzo Dia, 2016. "The dynamic interrelation between external finance and bank credit," Applied Economics, Taylor & Francis Journals, vol. 48(3), pages 243-259, January.
    2709. Al-Shboul, Mohammad & Anwar, Sajid, 2016. "Fractional integration in daily stock market indices at Jordan's Amman stock exchange," The North American Journal of Economics and Finance, Elsevier, vol. 37(C), pages 16-37.
    2710. Apergis, Nicholas & Eleftheriou, Sofia, 2016. "Gold returns: Do business cycle asymmetries matter? Evidence from an international country sample," Economic Modelling, Elsevier, vol. 57(C), pages 164-170.
    2711. Abu Wahid & Muhammad Shahbaz, 2009. "Does Nominal Devaluation Precede Real Devaluation? The Case of The Philippines," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), vol. 16(1), pages 47-61, May.
    2712. Le Pen, Yannick & Sévi, Benoît, 2010. "What trends in energy efficiencies? Evidence from a robust test," Energy Economics, Elsevier, vol. 32(3), pages 702-708, May.
    2713. Dachraoui, Hajer & Sebri, Maamar, 2020. "Tunisia, natural resources, and capital flight," EconStor Preprints 218970, ZBW - Leibniz Information Centre for Economics.
    2714. Joseph Mawejje & Paul Lakuma, 2019. "Macroeconomic effects of Mobile money: evidence from Uganda," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 5(1), pages 1-20, December.
    2715. Tazeb Bisset & Dagmawe Tenaw, 2022. "Keeping up with the Joneses: macro-evidence on the relevance of Duesenberry’s relative income hypothesis in Ethiopia," Journal of Social and Economic Development, Springer;Institute for Social and Economic Change, vol. 24(2), pages 549-564, December.
    2716. Ibhagui, Oyakhilome W., 2019. "Does the long-run monetary model hold for Sub-Saharan Africa? A time series and panel-cointegration study," Research in International Business and Finance, Elsevier, vol. 47(C), pages 279-303.
    2717. Coe, Patrick J. & Serletis, Apostolos, 2002. "Bounds tests of the theory of purchasing power parity," Journal of Banking & Finance, Elsevier, vol. 26(1), pages 179-199, January.
    2718. Gregoir, Stephane, 2006. "Efficient tests for the presence of a pair of complex conjugate unit roots in real time series," Journal of Econometrics, Elsevier, vol. 130(1), pages 45-100, January.
    2719. Shahbaz, Muhammad & Sherafatian-Jahromi, Reza & Malik, Muhammad Nasir & Shabbir, Muhammad Shahbaz & Jam, Farooq Ahmed, 2015. "Linkages between Defense Spending and Income Inequality in Iran," MPRA Paper 63642, University Library of Munich, Germany, revised 10 Apr 2015.
    2720. Waheed, Muhammad & Alam, Tasneem & Ghauri, Saghir Pervaiz, 2006. "Structural breaks and unit root: evidence from Pakistani macroeconomic time series," MPRA Paper 1797, University Library of Munich, Germany.
    2721. Lee, Hyejin & Meng, Ming & Lee, Junsoo, 2012. "Performance of nonlinear instrumental variable unit root tests using recursive detrending methods," Economics Letters, Elsevier, vol. 117(1), pages 214-216.
    2722. Ebru Tomris AYDOĞAN & Çağrı Levent USLU & Natalya KETENCİ, 2017. "Determinants of Economic Growth in Emerging Countries Under Structural Breaks Consideration," Sosyoekonomi Journal, Sosyoekonomi Society, issue 25(33).
    2723. Raszap Skorbiansky, Sharon & Adjemian, Michael K. & Saitone, Tina L. & Sexton, Richard J., 2017. "Price Determination and Margin Volatility in Thinly Traded Commodity Markets: An Application to Major U.S. Field Crops," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois 258577, Agricultural and Applied Economics Association.
    2724. Joe Garmondyu Greaves, 2018. "Investigating Saving and Investment Relationship: Evidence from an Autoregressive Distributed Lag Bounds Testing Approach in Liberia," International Journal of Economics and Financial Issues, Econjournals, vol. 8(4), pages 89-104.
    2725. Galina Boeva & Roland Vaubel, 2012. "Did the Bundesbank Target Monetary Expansion or Inflation? Evidence from Monetary Base Growth," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 148(III), pages 439-447, September.
    2726. Emmanuel Senyo Fianu, 2022. "Analyzing and Forecasting Multi-Commodity Prices Using Variants of Mode Decomposition-Based Extreme Learning Machine Hybridization Approach," Forecasting, MDPI, vol. 4(2), pages 1-27, June.
    2727. Karuna Bohini & C. Hussain Yaganti & Mini P. Thomas, 2022. "India’s Demographic Dividend: The Millennials’ Savings Conundrum," Millennial Asia, , vol. 13(1), pages 108-141, April.
    2728. Shaikh Mostak Ahammad & Md. Azmir Sharif, 2020. "Investigating the relationships between stock exchanges’ total trade and total value in Bangladesh," International Journal of Science and Business, IJSAB International, vol. 4(9), pages 88-98.
    2729. Chukiat Chaiboonsri & Prasert Chaitip & N. Rangaswamy, 2009. "Modelling International Tourism Demand in Thailand," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, vol. 9(3), pages 125-146.
    2730. CHIKHI, Mohamed & Benguesmi, Tarek, 2013. "تحليل سلوك مبيعات الكهرباء الموجه للقطاع العائلي في ظل وجود التقلبات الموسمية باستخدام نماذج Sarima [Analyzing the Cyclical Behavior of Electricity Sales in the Presence of Seasonal Fluctuations Us," MPRA Paper 84385, University Library of Munich, Germany, revised 2013.
    2731. Markus Leibrecht & Johann Scharler, 2008. "Reconsidering Consumption Risk Sharing among OECD Countries: Some Evidence Based on Panel Cointegration," Open Economies Review, Springer, vol. 19(4), pages 493-505, September.
    2732. Joongsan Ko, 2020. "Intranational Consumption Risk Sharing in South Korea: 2000–2016," Asian Economic Journal, East Asian Economic Association, vol. 34(1), pages 29-49, March.
    2733. Landon-Lane, John & Rockoff, Hugh, 2007. "The origin and diffusion of shocks to regional interest rates in the United States, 1880-2002," Explorations in Economic History, Elsevier, vol. 44(3), pages 487-500, July.
    2734. Muhammad Shahbaz & Ronald Ravinesh Kumar & Stanislav Ivanov & Nanthakumar Loganathan, 2017. "The nexus between tourism demand and output per capita with the relative importance of trade openness and financial development," Tourism Economics, , vol. 23(1), pages 168-186, February.
    2735. Kaddour Hadri & Eiji Kurozumi & Daisuke Yamazaki, 2015. "Synergy between an Improved Covariate Unit Root Test and Cross-sectionally Dependent Panel Data Unit Root Tests," Manchester School, University of Manchester, vol. 83(6), pages 676-700, December.
    2736. Marrouch, Walid & Mourad, Jana, 2019. "Effect of gasoline prices on car fuel efficiency: Evidence from Lebanon," Energy Policy, Elsevier, vol. 135(C).
    2737. Diebolt, Claude & Parent, Antoine, 2008. "Bimetallism: The "rules of the game"," Explorations in Economic History, Elsevier, vol. 45(3), pages 288-302, July.
    2738. Arisara Romyen & Jianxu Liu & Songsak Sriboonchitta, 2019. "Export–Output Growth Nexus Using Threshold VAR and VEC Models: Empirical Evidence from Thailand," Economies, MDPI, vol. 7(2), pages 1-16, June.
    2739. Arusha Cooray & Dipendra Sinha, 2007. "The Feldstein-Horioka model re-visited for African countries," Applied Economics, Taylor & Francis Journals, vol. 39(12), pages 1501-1510.
    2740. Bentes, Sonia R., 2015. "Forecasting volatility in gold returns under the GARCH, IGARCH and FIGARCH frameworks: New evidence," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 438(C), pages 355-364.
    2741. Costas Karfakis, 2011. "On money and output in the euro area: Is money redundant?," Discussion Paper Series 2011_01, Department of Economics, University of Macedonia, revised Jan 2011.
    2742. Mrabet, Zouhair & Alsamara, Mouyad, 2017. "Testing the Kuznets Curve hypothesis for Qatar: A comparison between carbon dioxide and ecological footprint," Renewable and Sustainable Energy Reviews, Elsevier, vol. 70(C), pages 1366-1375.
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    2744. Luis F. Martins & Paulo M. M. Rodrigues, 2022. "Tests for segmented cointegration: an application to US governments budgets," Empirical Economics, Springer, vol. 63(2), pages 567-600, August.
    2745. Baek, Jungho, 2010. "Inflation and Intramarket Price Variability: Empirical Evidence from U.S. Food Products," Journal of Rural Development/Nongchon-Gyeongje, Korea Rural Economic Institute, vol. 33(4), pages 1-19, October.
    2746. Baldi, Lucia & Peri, Massimo & Vandone, Daniela, 2011. "Price Discovery in Agricultural Commodities: The Shifting Relationship Between Spot and Future Prices," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 114237, European Association of Agricultural Economists.
    2747. Wu, Jyh-Lin & Lee, Chingnun & Wang, Tzu-Wei, 2011. "A re-examination on dissecting the purchasing power parity puzzle," Journal of International Money and Finance, Elsevier, vol. 30(3), pages 572-586, April.
    2748. Ya-Hui Huang & Chien-Chiang Lee & Chun-Ping Chang, 2016. "Medical Personnel and Life Expectancy: New Evidence from Taiwan," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 128(3), pages 1425-1447, September.
    2749. Hsiao, Frank S.T. & Hsiao, Mei-Chu W., 2006. "FDI, exports, and GDP in East and Southeast Asia--Panel data versus time-series causality analyses," Journal of Asian Economics, Elsevier, vol. 17(6), pages 1082-1106, December.
    2750. Zhaoyong Zhang & Kiyotaka Sato, 2008. "Whither A Currency Union in Greater China?," Open Economies Review, Springer, vol. 19(3), pages 355-370, July.
    2751. David H Papell & Ruxandra Prodan, 2007. "Restricted Structural Change And The Unit Root Hypothesis," Economic Inquiry, Western Economic Association International, vol. 45(4), pages 834-853, October.
    2752. Dbouk, Wassim & Jamali, Ibrahim, 2018. "Predicting daily oil prices: Linear and non-linear models," Research in International Business and Finance, Elsevier, vol. 46(C), pages 149-165.
    2753. Robert Killins, 2016. "The Influence of Monetary Policy on Equity and Volatility Indices in the U.S. and Canada," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 8(4), pages 132-145, April.
    2754. Shahbaz, Muhammad & Jalil, Abdul & Islam, Faridul, 2010. "Real Exchange Rate Changes and Trade Balance in Pakistan: A Revisit," MPRA Paper 27631, University Library of Munich, Germany.
    2755. Marcin Humanicki & Robert Kelm & Krzysztof Olszewski, 2017. "Foreign Direct and Portfolio Investment in the Contemporary Globalized World: Should They Be Still Treated Separately?," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 9(2), pages 115-135, June.
    2756. Dickson Oriakhi & Vincent Ajayi-Ojo, 2015. "Does Public Spending Growth Stimulate Economic Development? Empirical Evidence From Nigeria," Proceedings of International Academic Conferences 3105275, International Institute of Social and Economic Sciences.
    2757. Kishor K. Guru-Gharana & Matiur Rahman & Anisul M. Islam, 2021. "Japan s Stock Market Performance: Evidence from Toda-Yamamoto and Dolado-Lutkepohl Tests for Multivariate Granger Causality," International Journal of Economics and Financial Issues, Econjournals, vol. 11(3), pages 107-122.
    2758. Rangan Gupta & Alain Kabundi, 2008. "Forecasting Macroeconomic Variables in a Small Open Economy: A Comparison between Small- and Large-Scale Models," Working Papers 200830, University of Pretoria, Department of Economics.
    2759. Mohsen Bahmani‐Oskooee & Scott W. Hegerty, 2009. "Purchasing Power Parity In Less‐Developed And Transition Economies: A Review Paper," Journal of Economic Surveys, Wiley Blackwell, vol. 23(4), pages 617-658, September.
    2760. Shahbaz, Muhammad & Shabbir, Shahbaz Muhammad, 2011. "Is hike in inflation responsible for rise in terrorism in Pakistan?," MPRA Paper 31236, University Library of Munich, Germany, revised 29 May 2011.
    2761. Chi, Junwook & Baek, Jungho, 2012. "A dynamic demand analysis of the United States air-passenger service," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 48(4), pages 755-761.
    2762. Månsson, Kristofer & Sjölander, Pär, 2014. "Testing for nonlinear panel unit roots under cross-sectional dependency — With an application to the PPP hypothesis," Economic Modelling, Elsevier, vol. 38(C), pages 121-132.
    2763. Gutierrez, Luciano & Piras, Francesco, 2014. "A global VAR model for the analysis of wheat export prices," 2014 International Congress, August 26-29, 2014, Ljubljana, Slovenia 182723, European Association of Agricultural Economists.
    2764. Elwasila S. E. Mohamed, 2022. "Female Human Capital and Economic Growth in Sudan: Empirical Evidence for Women’s Empowerment," Merits, MDPI, vol. 2(3), pages 1-23, August.
    2765. Adekoya, Oluwasegun B. & Akinseye, Ademola B. & Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Gabauer, David & Oliyide, Johnson, 2022. "Crude oil and Islamic sectoral stocks: Asymmetric TVP-VAR connectedness and investment strategies," Resources Policy, Elsevier, vol. 78(C).
    2766. Eiji Kurozumi, 2005. "Detection of Structural Change in the Long‐run Persistence in a Univariate Time Series," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(2), pages 181-206, April.
    2767. Mei-Se Chien, 2010. "Structural Breaks and the Convergence of Regional House Prices," The Journal of Real Estate Finance and Economics, Springer, vol. 40(1), pages 77-88, January.
    2768. Serttas, Fatma Ozgu, 2010. "Essays on infinite-variance stable errors and robust estimation procedures," ISU General Staff Papers 201001010800002742, Iowa State University, Department of Economics.
    2769. Levent, Korap, 2007. "Testing causal relationships between energy consumption, real income and prices: evidence from Turkey," MPRA Paper 21834, University Library of Munich, Germany.
    2770. D. Ventosa-Santaulària, 2009. "Spurious Regression," Journal of Probability and Statistics, Hindawi, vol. 2009, pages 1-27, August.
    2771. Makin, Anthony J. & Narayan, Paresh Kumar, 2008. "Have US external imbalances been determined at home or abroad?," Economic Modelling, Elsevier, vol. 25(3), pages 520-531, May.
    2772. Nazlioglu, Saban & Gormus, N. Alper & Soytas, Uğur, 2016. "Oil prices and real estate investment trusts (REITs): Gradual-shift causality and volatility transmission analysis," Energy Economics, Elsevier, vol. 60(C), pages 168-175.
    2773. Shiqing Ling & Michael McAleer, 2001. "On Adaptive Estimation in Nonstationary ARMA Models with GARCH Errors," ISER Discussion Paper 0548, Institute of Social and Economic Research, Osaka University.
    2774. Chanjin Chung & Johnna Rushin & Prasanna Surathkal, 2018. "Impact of the livestock mandatory reporting act on the vertical price transmission within the beef supply chain," Agribusiness, John Wiley & Sons, Ltd., vol. 34(3), pages 562-578, June.
    2775. Andisheh Saliminezhad & Huseyin Ozdeser & Dahiru Alhaji Bala Birnintsaba, 2022. "Environmental degradation and economic growth: time-varying and nonlinear evidence from Nigeria," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 24(5), pages 6288-6301, May.
    2776. Serkan Erkam & Tarkan Cavusoglu, 2008. "Modelling Inflation Uncertainty In Transition Economies:The Case Of Russia And The Former Soviet Republics," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 53(178-179), pages 44-71, July - De.
    2777. Vougas, Dimitrios V., 2007. "GLS detrending and unit root testing," Economics Letters, Elsevier, vol. 97(3), pages 222-229, December.
    2778. Pami Dua & Ritu Suri, 2019. "Interlinkages Between USD–INR, EUR–INR, GBP–INR and JPY–INR Exchange Rate Markets and the Impact of RBI Intervention," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 18(1_suppl), pages 102-136, April.
    2779. Kyriazis, Nikolaos A. & Papadamou, Stephanos & Tzeremes, Panayiotis, 2023. "Are benchmark stock indices, precious metals or cryptocurrencies efficient hedges against crises?," Economic Modelling, Elsevier, vol. 128(C).
    2780. Firouz Fallahi & Hamed Pourtaghi & Gabriel Rodríguez, 2012. "The unemployment rate, unemployment volatility, and crime," International Journal of Social Economics, Emerald Group Publishing Limited, vol. 39(6), pages 440-448, May.
    2781. Solarin, Sakiru Adebola & Lean, Hooi Hooi, 2016. "Are fluctuations in oil consumption permanent or transitory? Evidence from linear and nonlinear unit root tests," Energy Policy, Elsevier, vol. 88(C), pages 262-270.
    2782. Tiia P¸ss & Mare Viies & Reet Maldre, 2007. "Convergence Analysis of the Structure of Tax Revenue and Tax Burden in EU," Working Papers 166, Tallinn School of Economics and Business Administration, Tallinn University of Technology.
    2783. Albrecht, Peter & Kantar, Cemil, 2003. "Random Walk oder Mean Reversion? : Eine statistische Analyse des Kurs-Gewinn-Verhältnisses für den deutschen Aktienmarkt," Papers 03-31, Sonderforschungsbreich 504.
    2784. Anthony N. Rezitis, 2019. "Investigating price transmission in the Finnish dairy sector: an asymmetric NARDL approach," Empirical Economics, Springer, vol. 57(3), pages 861-900, September.
    2785. Adebola, Solarin Sakiru & Gil-Alana, Luis A. & Madigu, Godfrey, 2019. "Gold prices and the cryptocurrencies: Evidence of convergence and cointegration," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 523(C), pages 1227-1236.
    2786. Patrick Marsh, 2019. "Properties of the power envelope for tests against both stationary and explosive alternatives: the effect of trends," Discussion Papers 19/03, University of Nottingham, Granger Centre for Time Series Econometrics.
    2787. Troster, Victor & Shahbaz, Muhammad & Uddin, Gazi Salah, 2018. "Renewable Energy, Oil Prices, and Economic Activity: A Granger-causality in Quantiles Analysis," MPRA Paper 84194, University Library of Munich, Germany, revised 19 Jan 2018.
    2788. Manolis G. Kavussanos & Ilias D. Visvikis, 2011. "The Predictability of Non-Overlapping Forecasts: Evidence from a New Market," Multinational Finance Journal, Multinational Finance Journal, vol. 15(1-2), pages 125-156, March - J.
    2789. Suresh Ramakrishnan & Shamaila Butt & Melati Ahmad Anuar, 2017. "The Impact of Macroeconomic, Oil Prices and Socio-economic Factors on Exchange Rate in Pakistan: An Auto Regressive Distributed Lag Approach," International Journal of Economics and Financial Issues, Econjournals, vol. 7(1), pages 489-499.
    2790. Dogan, Eyup, 2016. "Are shocks to electricity consumption transitory or permanent? Sub-national evidence from Turkey," Utilities Policy, Elsevier, vol. 41(C), pages 77-84.
    2791. Antonioli, Federico & Santeramo, Fabio, 2017. "Vertical Price Transmission in Milk Supply Chain: Market Changes and Asymmetric Dynamics," 2017 Sixth AIEAA Conference, June 15-16, Piacenza, Italy 261256, Italian Association of Agricultural and Applied Economics (AIEAA).
    2792. Xu, Ke-Li, 2016. "Multivariate trend function testing with mixed stationary and integrated disturbances," Journal of Multivariate Analysis, Elsevier, vol. 147(C), pages 38-57.
    2793. Singh, Tarlok, 2023. "The sustainability of current account in the BRICS countries depends on economic policies’ support to structural adaptation," Journal of Policy Modeling, Elsevier, vol. 45(3), pages 570-591.
    2794. Annicchiarico, Barbara & Bennato, Anna Rita & Costa, Andrea, 2009. "Economic Growth and Carbon Dioxide Emissions in Italy, 1861-2003," MPRA Paper 12817, University Library of Munich, Germany.
    2795. Wang, Zanxin & Wei, Wei & Luo, Junwen & Calderon, Margaret, 2019. "The effects of petroleum product price regulation on macroeconomic stability in China," Energy Policy, Elsevier, vol. 132(C), pages 96-105.
    2796. Crôtte, Amado & Noland, Robert B. & Graham, Daniel J., 2010. "An analysis of gasoline demand elasticities at the national and local levels in Mexico," Energy Policy, Elsevier, vol. 38(8), pages 4445-4456, August.
    2797. Andisheh Saliminezhad & Pejman Bahramian, 2021. "The role of financial stress in the economic activity: Fresh evidence from a Granger‐causality in quantiles analysis for the UK and Germany," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 1670-1680, April.
    2798. Xu, Bin & Lin, Boqiang, 2016. "Assessing CO2 emissions in China’s iron and steel industry: A dynamic vector autoregression model," Applied Energy, Elsevier, vol. 161(C), pages 375-386.
    2799. Jungho Baek, 2016. "Analyzing a Long-Run Relationship between Exports and Imports Revisited: Evidence from G-7 Countries," Economics Bulletin, AccessEcon, vol. 36(2), pages 665-676.
    2800. Chiou-Wei, Song-Zan & Zhu, Zhen & Chen, Sheng-Hung & Hsueh, Sheng-Pin, 2016. "Controlling for relevant variables: Energy consumption and economic growth nexus revisited in an EGARCH-M (Exponential GARCH-in-Mean) model," Energy, Elsevier, vol. 109(C), pages 391-399.
    2801. Vicente German-Soto & Luis Gutiérrez Flores, 2010. "Time Series Tests of Structural Change among Innovation and Trade Liberalization in Mexico," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 1(3), pages 219-237, September.
    2802. Erik Hjalmarsson & Pär Österholm, 2007. "A residual-based cointegration test for near unit root variables," International Finance Discussion Papers 907, Board of Governors of the Federal Reserve System (U.S.).
    2803. Hari S. Luitel & Gerry J. Mahar, 2016. "Algebra of Integrated Time Series: Evidence from Unit Root Analysis," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 22(2), pages 199-209, May.
    2804. Odhiambo, Nicholas M., 2009. "Finance-growth-poverty nexus in South Africa: A dynamic causality linkage," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 38(2), pages 320-325, March.
    2805. Frappa, Sebastien & Murez, Michèle & Montornès, Jérémi & Barbier de la Serre, Anne, 2008. "Bank interest rates pass-through: new evidence from French panel data," MPRA Paper 26709, University Library of Munich, Germany.
    2806. Piotr Krajewski & Michał Mackiewicz & Agata Szymańska, 2016. "Fiscal Sustainability in Central and Eastern European Countries - A Post-Crisis Assessment," Prague Economic Papers, Prague University of Economics and Business, vol. 2016(2), pages 175-188.
    2807. KETENCI, Natalya, 2010. "Cointegration Analysis Of Tourism Demand For Turkey," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 10(1).
    2808. Le, Thai Hong & Luong, Anh Tram, 2022. "Dynamic spillovers between oil price, stock market, and investor sentiment: Evidence from the United States and Vietnam," Resources Policy, Elsevier, vol. 78(C).
    2809. Cook, Steven, 2007. "A threshold cointegration test with increased power," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 73(6), pages 386-392.
    2810. Gustavsson, Magnus & Osterholm, Par, 2006. "The informational value of unemployment statistics: A note on the time series properties of participation rates," Economics Letters, Elsevier, vol. 92(3), pages 428-433, September.
    2811. Mikio Ito & Akihiko Noda & Tatsuma Wada, 2016. "Time-Varying Comovement of Foreign Exchange Markets," Papers 1610.04334, arXiv.org.
    2812. Binh Thai Pham & Hector Sala, 2022. "Cross-country connectedness in inflation and unemployment: measurement and macroeconomic consequences," Empirical Economics, Springer, vol. 62(3), pages 1123-1146, March.
    2813. Morley, Samuel & Piñeiro, Valeria, 2015. "Adjusting to external shocks in small open economies: The case of Honduras:," IFPRI discussion papers 1477, International Food Policy Research Institute (IFPRI).
    2814. Martin O'Brien, 2007. "Real Interest Parity in the EU and the Consequences for Euro Area Membership: Panel Data Evidence, 1979-2005," Papers WP183, Economic and Social Research Institute (ESRI).
    2815. Melo, Patricia C. & Sobreira, Nuno & Goulart, Pedro, 2019. "Estimating the long-run metro demand elasticities for Lisbon: A time-varying approach," Transportation Research Part A: Policy and Practice, Elsevier, vol. 126(C), pages 360-376.
    2816. Burnett, J. Wesley & Bergstrom, John C. & Wetzstein, Michael E., 2013. "Carbon dioxide emissions and economic growth in the U.S," Journal of Policy Modeling, Elsevier, vol. 35(6), pages 1014-1028.
    2817. Mario Gómez Aguirre & José Carlos A. Rodríguez Chávez, 2012. "Análisis de la paridad del poder de compra: evidencia empírica entre México y Estados Unidos," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 27(1), pages 169-207.
    2818. Ufuk CAN & Zeynep Gizem CAN & Süleyman DEĞİRMEN, 2019. "Paranın Dolaşım Hızının ve Para Talebi Fonksiyonunun Ekonometrik Analizi: Türkiye Örneği," Istanbul Business Research, Istanbul University Business School, vol. 48(2), pages 218-247, November.
    2819. Bibhuti Sarker & Farid Khan, 2020. "Nexus between foreign direct investment and economic growth in Bangladesh: an augmented autoregressive distributed lag bounds testing approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 6(1), pages 1-18, December.
    2820. Hollander, Hilke & Prokop, Jörg, 2015. "Stock price effects of asset securitization: The case of liquidity facility providers," The Quarterly Review of Economics and Finance, Elsevier, vol. 57(C), pages 147-160.
    2821. Xu Zhang & Xiaoxing Liu & Jianqin Hang & Dengbao Yao, 2018. "The dynamic causality between commodity prices, inflation and output in China: a bootstrap rolling window approach," Applied Economics, Taylor & Francis Journals, vol. 50(4), pages 407-425, January.
    2822. Meier, Carsten-Patrick, 1999. "Predicting real exchange rates from real interest rate differentials and net foreign asset stocks: evidence for the mark/dollar parity," Kiel Working Papers 962, Kiel Institute for the World Economy (IfW Kiel).
    2823. Onwuka , Ifeanyi & Ayeni, Emmanuel, 2023. "Financial Development and Shadow Economy in Africa: Evidence from Panel Quantile Regression," Journal of Economic Development, The Economic Research Institute, Chung-Ang University, vol. 48(2), pages 123-141, June.
    2824. Iyke, Bernard Njindan, 2015. "Electricity consumption and economic growth in Nigeria: A revisit of the energy-growth debate," Energy Economics, Elsevier, vol. 51(C), pages 166-176.
    2825. Donggyu Sul, 2005. "New Panel Unit Root Tests under Cross Section Dependence for Practitioners," Econometrics 0506010, University Library of Munich, Germany.
    2826. Emmanuel Anoruo & Habtu Braha, 2008. "Housing and Stock Market Returns: An Application of GARCH Enhanced VECM," The IUP Journal of Financial Economics, IUP Publications, vol. 0(2), pages 30-40, June.
    2827. Roy, Rudra Prosad & Sinha Roy, Saikat, 2022. "Commodity futures prices pass-through and monetary policy in India: Does asymmetry matter?," The Journal of Economic Asymmetries, Elsevier, vol. 25(C).
    2828. Marcos José Dal Bianco, 2008. "Argentinean real exchange rate 1900-2006, test purchasing power parity theory," Estudios de Economia, University of Chile, Department of Economics, vol. 35(1 Year 20), pages 33-64, June.
    2829. Ghassan, Hassan & Abdullah, Abdelgader, 2009. "Does the entry of foreign investors influence the volatility of Doha Securities Market?," MPRA Paper 95620, University Library of Munich, Germany, revised 2010.
    2830. Alola, Andrew Adewale & Özkan, Oktay & Obekpa, Hephzibah Onyeje, 2023. "Examining the patterns of disaggregate energy security risk and crude oil price: the USA scenario over 1970–2040," Resources Policy, Elsevier, vol. 82(C).
    2831. Md. Atiqur Rahman & Md. Khalid Hassan, 2022. "Exploring the Nexus between Domestic Consumption of Milled Rice (DCM) and the Gross Domestic Product (GDP) of Bangladesh," International Journal of Science and Business, IJSAB International, vol. 17(1), pages 21-30.
    2832. Gueye, Ghislain Nono, 2021. "Pitfalls in the cointegration analysis of housing prices with the macroeconomy: Evidence from OECD countries," Journal of Housing Economics, Elsevier, vol. 51(C).
    2833. Argyropoulos, Efthymios & Tzavalis, Elias, 2015. "Real term structure forecasts of consumption growth," Journal of Empirical Finance, Elsevier, vol. 33(C), pages 208-222.
    2834. Atems, Bebonchu & Sardar, Naafey, 2021. "Exploring asymmetries in the effects of El Niño-Southern Oscillation on U.S. food and agricultural stock prices," The Quarterly Review of Economics and Finance, Elsevier, vol. 81(C), pages 1-14.
    2835. Falakahla, Lwazi, 2018. "The Causality Between Youth Unemployment, Education Attainment and Labour Force Participation: Evidence from South Africa," MPRA Paper 92562, University Library of Munich, Germany.
    2836. Mohamed Maher & Yanzhi Zhao, 2022. "Do Political Instability and Military Expenditure Undermine Economic Growth in Egypt? Evidence from the ARDL Approach," Defence and Peace Economics, Taylor & Francis Journals, vol. 33(8), pages 956-979, November.
    2837. Tang, Chor Foon & Tan, Bee Wah & Ozturk, Ilhan, 2016. "Energy consumption and economic growth in Vietnam," Renewable and Sustainable Energy Reviews, Elsevier, vol. 54(C), pages 1506-1514.
    2838. Yerken Turganbayev, 2016. "Regional convergence in Kazakhstan," Post-Communist Economies, Taylor & Francis Journals, vol. 28(3), pages 314-334, July.
    2839. David Vera, 2009. "How robust is the Fed reaction function to changes in the output-gap specification?," Applied Economics, Taylor & Francis Journals, vol. 43(9), pages 1059-1065.
    2840. Omid Ranjbar & Chien-Chiang Lee & Tsangyao Chang & Mei-Ping Chen, 2014. "Income Convergence in African Countries: Evidence from a Stationary Test With Multiple Structural Breaks," South African Journal of Economics, Economic Society of South Africa, vol. 82(3), pages 371-391, September.
    2841. Gutierrez, Juan P. & Vianna, Andre C., 2020. "Price effects of steel commodities on worldwide stock market returns," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
    2842. Vougas, Dimitrios V., 2008. "Unit root testing based on BLUS residuals," Statistics & Probability Letters, Elsevier, vol. 78(13), pages 1943-1947, September.
    2843. Apergis, Nicholas & Bowden, Nicholas & Payne, James E., 2015. "Downstream integration of natural gas prices across U.S. states: Evidence from deregulation regime shifts," Energy Economics, Elsevier, vol. 49(C), pages 82-92.
    2844. Cheolbeom Park & Sookyung Park, 2020. "Reading a central banker's preference: A non parametric regression approach," Discussion Paper Series 2007, Institute of Economic Research, Korea University.
    2845. Nicholas Apergis & Ioannis Pragidis, 2019. "Stock Price Reactions to Wire News from the European Central Bank: Evidence from Changes in the Sentiment Tone and International Market Indexes," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 25(1), pages 91-112, February.
    2846. Baker, Mindy Lyn, 2009. "Three essays concerning agriculture and energy," ISU General Staff Papers 200901010800001849, Iowa State University, Department of Economics.
    2847. Afkhami, Mohamad & Ghoddusi, Hamed & Rafizadeh, Nima, 2021. "Google Search Explains Your Gasoline Consumption!," Energy Economics, Elsevier, vol. 99(C).
    2848. Forchini, Giovanni, 2005. "Optimal weighted average power similar tests for the covariance structure in the linear regression model," Journal of Econometrics, Elsevier, vol. 124(2), pages 253-267, February.
    2849. Ali, Amjad & Bibi, Chan, 2016. "Determinants of Social Progress and its Scenarios under the role of Macroeconomic Instability: Empirics from Pakistan," MPRA Paper 72920, University Library of Munich, Germany.
    2850. Luis Alberiko Gil-Alaña & Borja Balprad & Guglielmo Maria Caporale & Hector Carcel, 2015. "Exchange Rate Dynamics and Monetary Unions in Africa: A Fractional Integration and Cointegration Analysis," NCID Working Papers 11/2015, Navarra Center for International Development, University of Navarra.
    2851. Joscha Beckmann & Ansgar Belke & Michael Kühl, 2011. "The dollar-euro exchange rate and macroeconomic fundamentals: a time-varying coefficient approach," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 147(1), pages 11-40, April.
    2852. Chaker Aloui, 2015. "Volatility forecasting and risk management in some MENA stock markets: a nonlinear framework," Afro-Asian Journal of Finance and Accounting, Inderscience Enterprises Ltd, vol. 5(2), pages 160-192.
    2853. Goetz, Cole & Miljkovic, Dragan & Barabanov, Nikita, 2021. "New empirical evidence in support of the theory of price volatility of storable commodities under rational expectations in spot and futures markets," Energy Economics, Elsevier, vol. 100(C).
    2854. Nicolas Million, 2003. "The Fisher Effect revisited through an efficient non linear unit root testing procedure," Applied Economics Letters, Taylor & Francis Journals, vol. 10(15), pages 951-954.
    2855. Ho, Chun-Yu & Ho, Wai-Yip Alex & Li, Dan, 2010. "Consumption Fluctuations and Welfare: Evidence from China," World Development, Elsevier, vol. 38(9), pages 1315-1327, September.
    2856. Cosimo Magazzino & Mihai Mutascu, 2019. "A wavelet analysis of Italian fiscal sustainability," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 8(1), pages 1-13, December.
    2857. Virtanen, Timo & Tölö, Eero & Virén, Matti & Taipalus, Katja, 2018. "Can bubble theory foresee banking crises?," Journal of Financial Stability, Elsevier, vol. 36(C), pages 66-81.
    2858. Xu, Bin & Lin, Boqiang, 2015. "Carbon dioxide emissions reduction in China's transport sector: A dynamic VAR (vector autoregression) approach," Energy, Elsevier, vol. 83(C), pages 486-495.
    2859. Weshah A. Razzak, 2003. "Wage-Price Dynamics, the Labour Market and Deflation in Hong Kong," Working Papers 242003, Hong Kong Institute for Monetary Research.
    2860. Phillips, Peter C.B. & Lee, Ji Hyung, 2013. "Predictive regression under various degrees of persistence and robust long-horizon regression," Journal of Econometrics, Elsevier, vol. 177(2), pages 250-264.
    2861. Nusrat Farzana & Md Qamruzzaman & Yeasmin Islam & Piana Monsur Mindia, 2023. "Nexus between Personal Remittances, Financial Deepening, Urbanization, and Renewable Energy Consumption in Selected Southeast Asian Countries: Evidence from Linear and Nonlinear Assessment," International Journal of Energy Economics and Policy, Econjournals, vol. 13(6), pages 270-287, November.
    2862. Patricia Fraser & Oluwatobi Oyefeso, 2005. "US, UK and European Stock Market Integration," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 32(1‐2), pages 161-181, January.
    2863. Imran Shah & Francesca Schmidt-Fischer & Issam Malki, 2018. "The portfolio balance channel: an analysis on the impact of quantitative easing on the US stock market," Department of Economics Working Papers 74/18, University of Bath, Department of Economics.
    2864. Shahbaz, Muhammad & Ur Rehman, Ijaz, 2013. "Multivariate–Based Granger Causality between Financial Deepening and Poverty: The Case of Pakistan," MPRA Paper 50834, University Library of Munich, Germany, revised 20 Oct 2013.
    2865. Korap, Levent, 2010. "Testing homogeneity for real income and prices in a money demand equation: the case of Turkey," MPRA Paper 30086, University Library of Munich, Germany.
    2866. Gawon Yoon, 2003. "The time series behaviour of Brazilian inflation rate: new evidence from unit root tests with good size and power," Applied Economics Letters, Taylor & Francis Journals, vol. 10(10), pages 627-631.
    2867. Gil-Alana, Luis A. & Cunado, Juncal & Gupta, Rangan, 2017. "Evidence of persistence in U.S. short and long-term interest rates," Journal of Policy Modeling, Elsevier, vol. 39(5), pages 775-789.
    2868. Domenico Giovanni & Arturo Leccadito & Marco Pirra, 2021. "On the determinants of data breaches: A cointegration analysis," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 44(1), pages 141-160, June.
    2869. Mohamed Ali Chroufa & Nouri Chtourou, 2022. "Inequality and Growth in Tunisia: New Evidence from Threshold Regression," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 163(2), pages 901-924, September.
    2870. Adland, Roar & Benth, Fred Espen & Koekebakker, Steen, 2018. "Multivariate modeling and analysis of regional ocean freight rates," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 113(C), pages 194-221.
    2871. Xie, Zixiong & Chen, Shyh-Wei & Hsieh, Chun-Kuei, 2021. "Facing up to the polysemy of purchasing power parity: New international evidence," Economic Modelling, Elsevier, vol. 98(C), pages 247-265.
    2872. Luis Alberiko Gil-Alaña & Borja Balprad & Guglielmo Maria Caporale, 2015. "African Growth, Non-Linearities and Strong Dependence: An Empirical Study," NCID Working Papers 12/2015, Navarra Center for International Development, University of Navarra.
    2873. Garcimartin, Carlos & Kvedaras, Virmantas & Rivas, Luis, 2016. "Business cycles in a balance-of-payments constrained growth framework," Economic Modelling, Elsevier, vol. 57(C), pages 120-132.
    2874. Carlos Figueira, 2017. "Determinants of the Portuguese GDP stagnation during the 2001-2014 period: an empirical investigation," GEE Papers 0068, Gabinete de Estratégia e Estudos, Ministério da Economia, revised Mar 2017.
    2875. Hallin, M. & van den Akker, R. & Werker, B.J.M., 2011. "A Class of Simple Distribution-free Rank-based Unit Root Tests (Revision of DP 2010-72)," Discussion Paper 2011-002, Tilburg University, Center for Economic Research.
    2876. Rawshan Ara Begum & Asif Raihan & Mohd Nizam Mohd Said, 2020. "Dynamic Impacts of Economic Growth and Forested Area on Carbon Dioxide Emissions in Malaysia," Sustainability, MDPI, vol. 12(22), pages 1-15, November.
    2877. Mohsen Bahmani-Oskooee & Su Zhou & Ali Kutan, 2007. "A Century of Purchasing Power Parity: Further Evidence," Economics Bulletin, AccessEcon, vol. 6(31), pages 1-9.
    2878. Cook, Steven, 2007. "On the relationship between mergers and economic activity: Evidence from an optimised hybrid method," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 379(2), pages 628-634.
    2879. André, Christophe & Gabauer, David & Gupta, Rangan, 2021. "Time-varying spillovers between housing sentiment and housing market in the United States☆," Finance Research Letters, Elsevier, vol. 42(C).
    2880. Marques, André M. & Carvalho, André R., 2022. "Testing the neo-fisherian hypothesis in Brazil," The Quarterly Review of Economics and Finance, Elsevier, vol. 86(C), pages 407-419.
    2881. Chaban, Maxym, 2011. "Home bias, distribution services and determinants of real exchange rates," Journal of Macroeconomics, Elsevier, vol. 33(4), pages 793-806.
    2882. Ana Bartolome & Michael McAleer & Vicente Ramos & Javier Rey-Maquieira, 2009. "Cruising is Risky Business," CIRJE F-Series CIRJE-F-664, CIRJE, Faculty of Economics, University of Tokyo.
    2883. Ebrahim Merza & Noorah Alhasan, 2016. "Public Spending and Economic Growth in the Rentier State: The Case of Kuwait," Asian Social Science, Canadian Center of Science and Education, vol. 12(8), pages 160-160, August.
    2884. Zsolt Darvas & Gábor Rappai & Zoltán Schepp, 2007. "Uncovering Yield Parity: A New Insight into the UIP Puzzle through the Stationarity of Long Maturity Forward Rates," Money Macro and Finance (MMF) Research Group Conference 2006 84, Money Macro and Finance Research Group.
    2885. Elie Bouri & David Gabauer & Rangan Gupta & Harald Kinateder, 2023. "Geopolitical Risk and Inflation Spillovers across European and North American Economies," Working Papers 202304, University of Pretoria, Department of Economics.
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    2887. Chi, Junwook & Baek, Jungho, 2013. "Dynamic relationship between air transport demand and economic growth in the United States: A new look," Transport Policy, Elsevier, vol. 29(C), pages 257-260.
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    2889. Auteri, Monica & Costantini, Mauro, 2010. "A panel cointegration approach to estimating substitution elasticities in consumption," Economic Modelling, Elsevier, vol. 27(3), pages 782-787, May.
    2890. Luis A. Gil‐Alana & Natalia Luqui & Juncal Cunado, 2008. "Trade Balance and Exchange Rate: Unit Roots, Co‐integration and Long Memory in the US and the UK," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 37(1), pages 59-74, February.
    2891. Rihab Bousnina & Srdjan Redzepagic & Foued Badr Gabsi, 2021. "Sustainability of current account balances in MENA countries: threshold cointegration approach," Economic Change and Restructuring, Springer, vol. 54(1), pages 241-264, February.
    2892. Salih Ozturk & Murat Cetin & Harun Demir, 2022. "Income inequality and CO2 emissions: nonlinear evidence from Turkey," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 24(10), pages 11911-11928, October.
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    2895. Maria Grydaki & Stilianos Fountas, 2010. "What Explains Output Volatility? Evidence from the G3," Discussion Paper Series 2010_09, Department of Economics, University of Macedonia, revised Jul 2010.
    2896. Miranda, Jorge, 2012. "Tipo de Cambio Real en Chile: Dinámica, Tendencia y Equilibrio [Real Exchange Rate in Chile: Dynamics, Trend and Equilibrium]," MPRA Paper 43076, University Library of Munich, Germany.
    2897. della Paolera, Gerardo & Taylor, Alan M., 2002. "Internal versus external convertibility and emerging-market crises: lessons from Argentine history," Explorations in Economic History, Elsevier, vol. 39(4), pages 357-389, October.
    2898. Horowitz, Joel L. & Savin, N. E., 2000. "Empirically relevant critical values for hypothesis tests: A bootstrap approach," Journal of Econometrics, Elsevier, vol. 95(2), pages 375-389, April.
    2899. Halicioglu, Ferda, 2012. "An empirical study of relationship between FIFA world ranking and domestic football competition level: the case of Turkey," MPRA Paper 35662, University Library of Munich, Germany.
    2900. Maria Elena Bontempi & Roberto Golinelli, 2012. "The effect of neglecting the slope parameters’ heterogeneity on dynamic models of corporate capital structure," Quantitative Finance, Taylor & Francis Journals, vol. 12(11), pages 1733-1751, November.
    2901. Harold Glenn A. Valera & Mark J. Holmes & Gazi M. Hassan, 2018. "Is inflation targeting credible in Asia? A panel GARCH approach," Empirical Economics, Springer, vol. 54(2), pages 523-546, March.
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    2903. João Sousa Andrade, 2009. "The PIGS, does the Group Exist? An empirical macroeconomic analysis based on the Okun Law," GEMF Working Papers 2009-11, GEMF, Faculty of Economics, University of Coimbra.
    2904. Bontempi, Maria Elena & Bottazzi, Laura & Golinelli, Roberto, 2020. "A multilevel index of heterogeneous short-term and long-term debt dynamics," Journal of Corporate Finance, Elsevier, vol. 64(C).
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    2907. Sujoy Das & Avijit Debanth, 2023. "Impact of CO2 emission on life expectancy in India: an autoregressive distributive lag (ARDL) bound test approach," Future Business Journal, Springer, vol. 9(1), pages 1-9, December.
    2908. Fullerton, Thomas M., Jr. & White, Katherine & Smith, Wm. Doyle & Walke, Adam G., 2012. "An Empirical Analysis of Halifax Municipal Water Consumption," MPRA Paper 54113, University Library of Munich, Germany, revised 14 Mar 2013.
    2909. Keiji Nagai & Yoshihiko Nishiyama & Kohtaro Hitomi, 2018. "Sequential test for unit root in AR(1) model," KIER Working Papers 1003, Kyoto University, Institute of Economic Research.
    2910. Zarembova, Andrea & Lyocsa, Stefan & Baumöhl, Eduard, 2012. "The Real Convergence of CEE Countries: A Study of Real GDP per capita," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 60(6), pages 642-656.
    2911. Cheng-Feng Lee & Ching-Chuan Tsong, 2011. "Covariate selection for testing purchasing power parity," Applied Economics, Taylor & Francis Journals, vol. 43(15), pages 1923-1933.
    2912. Hernández Juan R., 2016. "Unit Root Testing in ARMA Models: A Likelihood Ratio Approach," Working Papers 2016-03, Banco de México.
    2913. Getu Hailu & Alex Maynard & Alfons Weersink, 2015. "Empirical analysis of corn and soybean basis in Canada," Applied Economics, Taylor & Francis Journals, vol. 47(51), pages 5491-5509, November.
    2914. Cheng, Ai-Ru & Jahan-Parvar, Mohammad R. & Rothman, Philip, 2010. "An empirical investigation of stock market behavior in the Middle East and North Africa," Journal of Empirical Finance, Elsevier, vol. 17(3), pages 413-427, June.
    2915. Basak Bayramoglu, 2019. "Price interactions between wild and farmed products: Turkish sea bass and sea bream markets," Post-Print hal-02171431, HAL.
    2916. Marina Faďoš & Mária Bohdalová, 2019. "Unemployment gender inequality: evidence from the 27 European Union countries," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 9(3), pages 349-371, September.
    2917. Andrés, Antonio R. & Halicioglu, Ferda & Yamamura, Eiji, 2011. "Socio-economic determinants of suicide in Japan," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 40(6), pages 723-731.
    2918. Jeon, Yongil & Shields, Michael P., 2008. "The Impact of Relative Cohort Size on U.S. Fertility, 1913-2001," IZA Discussion Papers 3587, Institute of Labor Economics (IZA).
    2919. Myachin, N., 2022. "Is there a natural rate of crime in Russia?," Journal of the New Economic Association, New Economic Association, vol. 53(1), pages 85-98.
    2920. Lee, Chien-Chiang & Ranjbar, Omid & Lee, Chi-Chuan, 2021. "Testing the persistence of shocks on renewable energy consumption: Evidence from a quantile unit-root test with smooth breaks," Energy, Elsevier, vol. 215(PB).
    2921. Rodriguez, Gabriel & Sloboda, Michael J., 2005. "Modeling nonlinearities and asymmetries in quarterly revenues of the US telecommunications industry," Structural Change and Economic Dynamics, Elsevier, vol. 16(1), pages 137-158, March.
    2922. Rachida Hennani, 2015. "Can the Lasota(1977)’s model compete with the Mackey-Glass(1977)’s model in nonlinear modelling of financial time series?," Working Papers 15-09, LAMETA, Universtiy of Montpellier, revised Jun 2015.
    2923. Lin, Boqiang & Zhang, Guoliang, 2013. "Estimates of electricity saving potential in Chinese nonferrous metals industry," Energy Policy, Elsevier, vol. 60(C), pages 558-568.
    2924. Zulquar Nain & Bandi Kamaiah, 2020. "Uncertainty and Effectiveness of Monetary Policy: A Bayesian Markov Switching-VAR Analysis," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 9(special i), pages 237-265.
    2925. Andrew Abbott & Glauco De Vita, 2012. "Pairwise Convergence of District-level House Prices in London," Urban Studies, Urban Studies Journal Limited, vol. 49(4), pages 721-740, March.
    2926. Baek, Jungho, 2015. "Environmental Kuznets curve for CO2 emissions: The case of Arctic countries," Energy Economics, Elsevier, vol. 50(C), pages 13-17.
    2927. Omoshoro-Jones, Oyeyinka Sunday, 2016. "A Cointegration and Causality Test on Government Expenditure –Economic Growth Nexus: Empirical Evidence from a South African Province," MPRA Paper 102085, University Library of Munich, Germany, revised 17 Oct 2017.
    2928. Ho, Sin-Yu & Njindan Iyke, Bernard, 2018. "The Determinants of Economic Growth in Ghana: New Empirical Evidence," MPRA Paper 87123, University Library of Munich, Germany.
    2929. Murshed, S.M. & Mamoon, D., 2007. "On the Costs of Not Loving Thy Neighbour as Thyself," ISS Working Papers - General Series 18748, International Institute of Social Studies of Erasmus University Rotterdam (ISS), The Hague.
    2930. Corrado Andini, 2005. "Unemployment and Welfare Participation in a Structural VAR: Rethinking the 1990s in the United States (Revised)," HEW 0501005, University Library of Munich, Germany.
    2931. Georgoutsos, Dimitris & Kounitis, Thomas, 2016. "Treasury yields and credit spread dynamics: A regime-switching approach," The Journal of Economic Asymmetries, Elsevier, vol. 14(PA), pages 39-51.
    2932. Arbeláez, Harvey & Ruiz, Isabel, 2013. "Macroeconomic antecedents to U.S. investment in Latin America," Journal of Business Research, Elsevier, vol. 66(3), pages 439-447.
    2933. Mark J. Holmes & Arthur Grimes, 2008. "Is There Long-run Convergence among Regional House Prices in the UK?," Urban Studies, Urban Studies Journal Limited, vol. 45(8), pages 1531-1544, July.
    2934. Chaido Dritsaki, 2011. "The Random Walk Hypothesis and Correlation in the Visegrad Countries Emerging Stock Markets," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 14(40), pages 25-56, June.
    2935. Giancarlo Corsetti & Luca Dedola & Sylvain Leduc, 2007. "Productivity and the dollar," Working Paper Series 2007-27, Federal Reserve Bank of San Francisco.
    2936. Li, Raymond & Leung, Guy C.K., 2011. "The integration of China into the world crude oil market since 1998," Energy Policy, Elsevier, vol. 39(9), pages 5159-5166, September.
    2937. Ouandlous, Arav & Barkoulas, John T. & Alhaj-Yaseen, Yaseen, 2018. "Persistence and discontinuity in the VIX dynamics," Chaos, Solitons & Fractals, Elsevier, vol. 113(C), pages 333-344.
    2938. Ma, Wei & Li, Haiqi & Park, Sung Y., 2017. "Empirical conditional quantile test for purchasing power parity: Evidence from East Asian countries," International Review of Economics & Finance, Elsevier, vol. 49(C), pages 211-222.
    2939. Jorge Selaive C. & Valentín Délano T., 2006. "Sovereign Spreads: a Factorial Approach," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 9(1), pages 49-67, April.
    2940. Mariya Neycheva, 2013. "Does higher level of education of the labor force cause growth? Evidence from Bulgaria," Economic Change and Restructuring, Springer, vol. 46(3), pages 321-339, August.
    2941. Dae-Heum Kwon & Jungho Baek & Won W. Koo, 2012. "A New Look at the Emergence of an Agro-Energy Nexus: A Graphical Causal Approach," Business and Economic Research, Macrothink Institute, vol. 2(2), pages 42-53, December.
    2942. Balli, Faruk & Balli, Hatice Ozer & Dang, Tam Hoang Nhat & Gabauer, David, 2023. "Contemporaneous and lagged R2 decomposed connectedness approach: New evidence from the energy futures market," Finance Research Letters, Elsevier, vol. 57(C).
    2943. Selim KAYHAN & Muhsin KAR & Ahmet ŞAHBAZ, 2015. "Is CPI a suitable tool for inflation targeting? A critical view," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(3(604), A), pages 21-38, Autumn.
    2944. Neves, J. Anchieta & Stocco, Leandro & Da Silva, Sergio, 2007. "Is Mercosur an optimum currency area?," MPRA Paper 2758, University Library of Munich, Germany.
    2945. Steven Cook & Dimitrios Vougas, 2009. "Unit root testing against an ST-MTAR alternative: finite-sample properties and an application to the UK housing market," Applied Economics, Taylor & Francis Journals, vol. 41(11), pages 1397-1404.
    2946. Mohsen Bahmani-Oskooee & Omid Ranjbar, 2016. "Quantile unit root test and PPP: evidence from 23 OECD countries," Applied Economics, Taylor & Francis Journals, vol. 48(31), pages 2899-2911, July.
    2947. Shugo Yamamoto, 2013. "Structural Change in the External Balances Response to Macroeconomic Policies: Perspective from a Two-Sector New Open Economy Macroeconomic Model," Review of International Economics, Wiley Blackwell, vol. 21(5), pages 1021-1031, November.
    2948. Solarin Sakiru Adebola & Jauhari Dahalan, 2012. "An Empirical Analysis of Stock Markets Integration in Selected African Countries," EuroEconomica, Danubius University of Galati, issue 2(31), pages 166-177, May.
    2949. Ma, Qiang & Liu, Xin & Wang, Wei-Guo & Xue, Jing, 2023. "Natural resources extraction and COP26 target: Evaluating the role of green finance," Resources Policy, Elsevier, vol. 82(C).
    2950. Qaiser Munir & Sook Ching Kok & Kasim Mansur, 2019. "External Shocks, Structural Breaks And Unemployment Hysteresis In Selected Asian Countries," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 64(03), pages 575-600, June.
    2951. Nurul Hossain, A.K.M. & Serletis, Apostolos, 2017. "A century of interfuel substitution," Journal of Commodity Markets, Elsevier, vol. 8(C), pages 28-42.
    2952. Gary Tian Gang, 2008. "Equity Market Price Interactions Between China and the Other Markets Within the Chinese States Equity Markets," Multinational Finance Journal, Multinational Finance Journal, vol. 12(1-2), pages 105-126, March-Jun.
    2953. Gabauer, David, 2021. "Dynamic measures of asymmetric & pairwise connectedness within an optimal currency area: Evidence from the ERM I system," Journal of Multinational Financial Management, Elsevier, vol. 60(C).
    2954. Abdulkadir Abdulrashid Rafindadi & Zarinah Yusof, 2014. "An Econometric Estimation and Prediction of the Effects of Nominal Devaluation on Real Devaluation: Does the Marshal-Lerner (M-L) Assumptions Fits in Nigeria?," International Journal of Economics and Financial Issues, Econjournals, vol. 4(4), pages 819-835.
    2955. Dimitris A. Georgoutsos & Petros Migiakis, 2010. "European sovereign bond spreads: monetary unification, market conditions and financial integration," Working Papers 115, Bank of Greece.
    2956. Andrew Coleman & John Landon-Lane, 2007. "Housing Markets and Migration in New Zealand, 1962-2006," Reserve Bank of New Zealand Discussion Paper Series DP2007/12, Reserve Bank of New Zealand.
    2957. Ikeno, Hidehiro, 2014. "Pairwise tests of convergence of Japanese local price levels," International Review of Economics & Finance, Elsevier, vol. 31(C), pages 232-248.
    2958. Ghassan, Hassan B., 2001. "Estimation Robuste des Equations d’Importation à Contamination Ponctuelle [Robust estimation of the Equations of Punctual contaminated Imports]," MPRA Paper 56429, University Library of Munich, Germany, revised 28 Sep 2001.
    2959. neifar, malika, 2020. "Efficient Markets Hypothesis in Canada:‎ a comparative study between Islamic and Conventional stock markets ‎," MPRA Paper 103175, University Library of Munich, Germany.
    2960. Halicioglu, Ferda & Andrés, Antonio R. & Yamamura, Eiji, 2012. "Modeling crime in Japan," Economic Modelling, Elsevier, vol. 29(5), pages 1640-1645.
    2961. Asuman Oktayer & Nagihan Oktayer, 2013. "Testing Wagner's Law for Turkey: Evidence from a Trivariate Causality Analysis," Prague Economic Papers, Prague University of Economics and Business, vol. 2013(2), pages 284-301.
    2962. Sekioua, Sofiane H., 2008. "Real interest parity (RIP) over the 20th century: New evidence based on confidence intervals for the largest root and the half-life," Journal of International Money and Finance, Elsevier, vol. 27(1), pages 76-101, February.
    2963. Juan Carlos Cuestas & Barry Harrison, 2009. "Further evidence on the Real Interest Rate Parity hypothesis in Central and Eastern European Countries: unit roots and nonlinearities," NBS Discussion Papers in Economics 2009/1, Economics, Nottingham Business School, Nottingham Trent University.
    2964. Giovanni Razzu & Carl Singleton, 2013. "Are Business Cycles Gender Neutral?," Economics Discussion Papers em-dp2013-07, Department of Economics, University of Reading.
    2965. Lilian Muchimba, 2022. "Connectedness of money market instruments: A time-varying vector autoregression approach," Working Papers in Economics & Finance 2022-07, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.
    2966. Gyasi, Genevieve, 2020. "The Impact of Fiscal Deficit on Economic Growth: Using the Bounds Test Approach in The Case of Morocco," MPRA Paper 98925, University Library of Munich, Germany.
    2967. Hlongwane, Nyiko Worship & Daw, Olebogeng David & Sithole, Mixo Sweetness, 2023. "Renewable electricity generation and government expenditure on economic growth of South Africa and Botswana," MPRA Paper 116497, University Library of Munich, Germany, revised 24 Feb 2023.
    2968. Takashi Fukuda, 2016. "South Korea’s finance--growth nexus: evidence from VARX analysis with financial crisis and openness," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 9(1), pages 18-33, March.
    2969. Holmes, Mark J. & Maghrebi, Nabil, 2016. "Financial market impact on the real economy: An assessment of asymmetries and volatility linkages between the stock market and unemployment rate," The Journal of Economic Asymmetries, Elsevier, vol. 13(C), pages 1-7.
    2970. Chambers, MJ & Kyriacou, M, 2010. "Jackknife Bias Reduction in the Presence of a Unit Root," Economics Discussion Papers 2785, University of Essex, Department of Economics.
    2971. Wan-Jiun Chen, 2012. "The relationships of carbon dioxide emissions and income in a newly industrialized economy," Applied Economics, Taylor & Francis Journals, vol. 44(13), pages 1621-1630, May.
    2972. Aaron D. Smallwood, 2016. "A Monte Carlo Investigation of Unit Root Tests and Long Memory in Detecting Mean Reversion in I(0) Regime Switching, Structural Break, and Nonlinear Data," Econometric Reviews, Taylor & Francis Journals, vol. 35(6), pages 986-1012, June.
    2973. Abdul Rehman & Hengyun Ma & Rafael Alvarado & Fayyaz Ahmad, 2023. "The nexus of military, final consumption expenditures, total reserves, and economic development of Pakistan," Economic Change and Restructuring, Springer, vol. 56(3), pages 1753-1776, June.
    2974. Lean Hooi Hooi & Russell Smyth, 2007. "Are Asian real exchange rates mean reverting? Evidence from univariate and panel LM unit root tests with one and two structural breaks," Applied Economics, Taylor & Francis Journals, vol. 39(16), pages 2109-2120.
    2975. Chen, Shiu-Sheng, 2009. "Oil price pass-through into inflation," Energy Economics, Elsevier, vol. 31(1), pages 126-133, January.
    2976. Kleimeier, Stefanie & Sander, Harald, 2022. "Twenty years with the Euro: Eurozone banking market integration revisited," Economic Modelling, Elsevier, vol. 114(C).
    2977. Massimo Peri & Lucia Baldi & Daniela Vandone, 2013. "Price discovery in commodity markets," Applied Economics Letters, Taylor & Francis Journals, vol. 20(4), pages 397-403, March.
    2978. Tarassow, Artur, 2010. "The empirical relevance of Goodwin’s business cycle model for the US economy," MPRA Paper 21012, University Library of Munich, Germany.
    2979. Sachsida, Adolfo & Divino, Jose Angelo & Cajueiro, Daniel Oliveira, 2011. "Inflation, unemployment, and the time consistency of the US monetary policy," Structural Change and Economic Dynamics, Elsevier, vol. 22(2), pages 173-179, June.
    2980. Evan LAU & Nelson FU, 2011. "Financial And Current Account Interrelationship: An Empirical Test," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, vol. 6(1(15)/ Sp), pages 34-42.
    2981. Ngo Thai Phuong & Bahaudin G. Mujtaba & Greg Fisher, 2014. "The Influence of Communism on Ethical Decision Making," Journal of Knowledge Management, Economics and Information Technology, ScientificPapers.org, vol. 4(1), pages 1-8, February.
    2982. Sephton, Peter S., 2022. "Revisiting the inflation-hedging properties of precious metals in Africa," Resources Policy, Elsevier, vol. 77(C).
    2983. Kirikkaleli, Dervis, 2020. "The effect of domestic and foreign risks on an emerging stock market: A time series analysis," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
    2984. Monika Blaszkiewicz-Schwartzman, 2007. "Explaining Exchange Rate Movements in New Member States of the European Union: Nominal and Real Convergence," Money Macro and Finance (MMF) Research Group Conference 2006 144, Money Macro and Finance Research Group.
    2985. Ahmet Ugur & Yusuf Ekrem Akbas & Mehmet Senturk, 2014. "Long Term Validity of Monetary Exchange Rate Model: Evidence from Turkey," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 17(51), pages 111-136, March.
    2986. Gaolu Zou & K. W. Chau, 2019. "Long- and Short-Run Effects of Fuel Prices on Freight Transportation Volumes in Shanghai," Sustainability, MDPI, vol. 11(18), pages 1-12, September.
    2987. Valadkhani, Abbas & Nguyen, Jeremy & Smyth, Russell, 2018. "Consumer electricity and gas prices across Australian capital cities: Structural breaks, effects of policy reforms and interstate differences," Energy Economics, Elsevier, vol. 72(C), pages 365-375.
    2988. Li, Jiaqi & Li, Yushan & Zheng, Ziqi & Si, Xiaoyu, 2023. "Environment and natural resources degradation under COVID-19 crises: Recovery post pandemic," Resources Policy, Elsevier, vol. 83(C).
    2989. Tarek Tawfik Yousef Alkhateeb & Haider Mahmood, 2020. "Oil Price and Energy Depletion Nexus in GCC Countries: Asymmetry Analyses," Energies, MDPI, vol. 13(12), pages 1-13, June.
    2990. Matos, Paulo Rogério Faustino & Bueno, Amadeus & Trompieri, Nicolino, 2014. "Análise de Integração Financeira na América do Sul," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 68(2), June.
    2991. Lizardo, Radhamés A. & Mollick, André V., 2009. "Do foreign purchases of U.S. stocks help the U.S. stock market?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(5), pages 969-986, December.
    2992. Le Thanh Ha & Nguyen Thi Thanh Huyen, 2022. "Dynamic Connectedness between Renewable and Nonrenewable Energy Consumptions, Economic Growth and Carbon Dioxide Emissions in Vietnam: Extension of the TVP-VAR Joint Connected Approach," International Journal of Energy Economics and Policy, Econjournals, vol. 12(3), pages 361-372, May.
    2993. Ghassan Dibeh & Ali Fakih & Walid Marrouch, 2020. "Tourism–growth nexus under duress: Lebanon during the Syrian crisis," Tourism Economics, , vol. 26(3), pages 353-370, May.
    2994. Bilgili, Faik & Koçak, Emrah & Bulut, Ümit & Sualp, M. Nedim, 2016. "How did the US economy react to shale gas production revolution? An advanced time series approach," Energy, Elsevier, vol. 116(P1), pages 963-977.
    2995. Akihiko Noda, 2021. "Examining the Dynamic Asset Market Linkages under the COVID-19 Global Pandemic," Papers 2109.02933, arXiv.org, revised Sep 2021.
    2996. Liew, Venus Khim-Sen & Ling, Tai-Hu, 2008. "Real interest rate parity: evidence from East Asian economies relative to China," MPRA Paper 7291, University Library of Munich, Germany.
    2997. George K. Zestos & Wei Guo & Ryan Patnode, 2018. "Determinants of Real Chinese GDP 1978–2014," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 46(2), pages 161-177, June.
    2998. Tsangyao Chang & Yuan-Hong Ho & Chung-Ju Huang, 2007. "Revisiting Hysteresis In Unemployment For Ten European Countries: An Empirical Note On A More Powerful Nonlinear (Logistic) Unit Root," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 32(1), pages 49-57, June.
    2999. Natalya Ketenci, 2016. "The bilateral trade flows of the EU in the presence of structural breaks," Empirical Economics, Springer, vol. 51(4), pages 1369-1398, December.
    3000. Jaunky, Vishal Chandr, 2012. "Is there a material Kuznets curve for aluminium? evidence from rich countries," Resources Policy, Elsevier, vol. 37(3), pages 296-307.
    3001. Gao, Lei & Kling, Gerhard, 2006. "Regulatory changes and market liquidity in Chinese stock markets," Emerging Markets Review, Elsevier, vol. 7(2), pages 162-175, June.
    3002. Abbas Ali Chandio & Yuansheng Jiang & Waqar Akram & Ilhan Ozturk & Abdul Rauf & Aamir Ali Mirani & Huaquan Zhang, 2023. "The impact of R&D investment on grain crops production in China: Analysing the role of agricultural credit and CO2 emissions," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(4), pages 4120-4138, October.
    3003. Yunus, Nafeesa, 2015. "Trends and convergence in global housing markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 36(C), pages 100-112.
    3004. Tan, Bee Wah & Tang, Chor Foon, 2011. "The dynamic relationship between private domestic investment, the user cost of capital, and economic growth in Malaysia," MPRA Paper 27964, University Library of Munich, Germany.
    3005. García-Cintado, Alejandro & Romero-Ávila, Diego & Usabiaga, Carlos, 2015. "Can the hysteresis hypothesis in Spanish regional unemployment be beaten? New evidence from unit root tests with breaks," Economic Modelling, Elsevier, vol. 47(C), pages 244-252.
    3006. Cover, James P. & Mallick, Sushanta K., 2012. "Identifying sources of macroeconomic and exchange rate fluctuations in the UK," Journal of International Money and Finance, Elsevier, vol. 31(6), pages 1627-1648.
    3007. Monge, Manuel & Romero Rojo, María Fátima & Gil-Alana, Luis Alberiko, 2023. "The impact of geopolitical risk on the behavior of oil prices and freight rates," Energy, Elsevier, vol. 269(C).
    3008. Henry, Olan T. & Olekalns, Nilss, 2002. "Does the Australian dollar real exchange rate display mean reversion," Journal of International Money and Finance, Elsevier, vol. 21(5), pages 651-666, October.
    3009. Jamaladeen Abubakar & K. Jothi Sivagnanam, 2017. "Fisher’s Effect: An Empirical Examination Using India’s Time Series Data," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 15(3), pages 611-628, September.
    3010. Azad, A.S.M. Sohel, 2009. "Random walk and efficiency tests in the Asia-Pacific foreign exchange markets: Evidence from the post-Asian currency crisis data," Research in International Business and Finance, Elsevier, vol. 23(3), pages 322-338, September.
    3011. Gupta, Kartick, 2017. "Are oil and gas firms more likely to engage in unethical practices than other firms?," Energy Policy, Elsevier, vol. 100(C), pages 101-112.
    3012. Cosmin ENACHE, 2012. "Unemployment Benefit, Minimum Wage And Average Salary Earnings In Romania," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 10, pages 85-96, December.
    3013. Lena Malesevic-Perovic, 2009. "Cointegration Approach to Analysing Inflation in Croatia," Financial Theory and Practice, Institute of Public Finance, vol. 33(2), pages 201-218.
    3014. Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller, 2020. "The Behavior of Real Interest Rates: New Evidence from a ``Suprasecular" Perspective," Working Papers 202093, University of Pretoria, Department of Economics.
    3015. Ying Huang & Feng Guo, 2006. "An Empirical Examination of Capital Mobility in East Asia Emerging Markets," Global Economic Review, Taylor & Francis Journals, vol. 35(1), pages 97-111.
    3016. Baldi, Lucia & Peri, Massimo & Vandone, Daniela, 2011. "Spot and Futures Prices of Agricultural Commodities: Fundamentals and Speculation," 2011 International European Forum, February 14-18, 2011, Innsbruck-Igls, Austria 122002, International European Forum on System Dynamics and Innovation in Food Networks.
    3017. Papell, David H. & Prodan, Ruxandra, 2020. "Long-run purchasing power parity redux," Journal of International Money and Finance, Elsevier, vol. 109(C).
    3018. Sabate, Marcela & Gadea, Maria Dolores & Serrano, Jose Maria, 2003. "PPP and structural breaks. The peseta-sterling rate, 50 years of a floating regime," Journal of International Money and Finance, Elsevier, vol. 22(5), pages 613-627, October.
    3019. Talberth, John & Bohara, Alok K., 2006. "Economic openness and green GDP," Ecological Economics, Elsevier, vol. 58(4), pages 743-758, July.
    3020. Maxwell L. King & Sivagowry Sriananthakumar, 2015. "Point Optimal Testing: A Survey of the Post 1987 Literature," Monash Econometrics and Business Statistics Working Papers 5/15, Monash University, Department of Econometrics and Business Statistics.
    3021. Cagli, Efe Caglar & Mandaci, Pinar Evrim & Taskin, Dilvin, 2023. "The volatility connectedness between agricultural commodity and agri businesses: Evidence from time-varying extended joint approach," Finance Research Letters, Elsevier, vol. 52(C).
    3022. Łukasz Goczek & Dagmara Mycielska, 2016. "Euro Dominance Hypothesis and Monetary Policy Independence the Czech Perspective," Prague Economic Papers, Prague University of Economics and Business, vol. 2016(6), pages 655-670.
    3023. Agovino, Massimiliano & Bartoletto, Silvana & Garofalo, Antonio, 2019. "Modelling the relationship between energy intensity and GDP for European countries: An historical perspective (1800–2000)," Energy Economics, Elsevier, vol. 82(C), pages 114-134.
    3024. Fosten, Jack & Ghoshray, Atanu, 2011. "Dynamic persistence in the unemployment rate of OECD countries," Economic Modelling, Elsevier, vol. 28(3), pages 948-954, May.
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    3028. Elaheh Asadi Mehmandosti & Fatemeh Bazazan & Mir Hossein Mousavi, 2016. "Uncertainty of Oil Proved Reserves and Economic Growth in Iran," International Journal of Energy Economics and Policy, Econjournals, vol. 6(3), pages 374-380.
    3029. Andre Varella Mollick & Margot Quijano, 2004. "The Mexican Peso And The Korean Won Real Exchange Rates: Evidence From Productivity Models," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 29(1), pages 189-208, June.
    3030. Lee, Chien-Chiang & Chang, Chun-Ping, 2009. "Stochastic convergence of per capita carbon dioxide emissions and multiple structural breaks in OECD countries," Economic Modelling, Elsevier, vol. 26(6), pages 1375-1381, November.
    3031. Asadi, Mehrad & Pham, Son D. & Nguyen, Thao T.T. & Do, Hung Xuan & Brooks, Robert, 2023. "The nexus between oil and airline stock returns: Does time frequency matter?," Energy Economics, Elsevier, vol. 117(C).
    3032. Solarin Sakiru Adebola & Jauhari Dahalan, 2012. "Capital Mobility: An Application of Savings-Investment Link for Tunisia," International Journal of Economics and Financial Issues, Econjournals, vol. 2(1), pages 1-11.
    3033. Yushu Li & Ghazi Shukur, 2013. "Testing for Unit Roots in Panel Data Using a Wavelet Ratio Method," Computational Economics, Springer;Society for Computational Economics, vol. 41(1), pages 59-69, January.
    3034. Valadkhani, Abbas & Smyth, Russell & Vahid, Farshid, 2015. "Asymmetric pricing of diesel at its source," Energy Economics, Elsevier, vol. 52(PA), pages 183-194.
    3035. Asane-Otoo, Emmanuel & Schneider, Jan, 2015. "Retail fuel price adjustment in Germany: A threshold cointegration approach," Energy Policy, Elsevier, vol. 78(C), pages 1-10.
    3036. Anindya Banerjee & Bill Russell, 2000. "The Relationship between the Markup and Inflation in the G7 Economies and Australia," Dundee Discussion Papers in Economics 119, Economic Studies, University of Dundee.
    3037. Martin Schmidt, 2006. "On the evolution of competition: an application of nonlinear tests," Applied Economics, Taylor & Francis Journals, vol. 38(1), pages 1-12.
    3038. Wu, Jyh-Lin & Cheng, Su-Yin & Hou, Han, 2011. "Further evidence on purchasing power parity and country characteristics," International Review of Economics & Finance, Elsevier, vol. 20(2), pages 257-266, April.
    3039. Gündüz, Yalin & Kaya, Orcun, 2014. "Impacts of the financial crisis on eurozone sovereign CDS spreads," Journal of International Money and Finance, Elsevier, vol. 49(PB), pages 425-442.
    3040. Mallory, Mindy L. & Irwin, Scott H. & Hayes, Dermot J., 2012. "How Market Efficiency and the Theory of Storage Link Corn and Ethanol Markets Energy Economics," ISU General Staff Papers 201211010700001537, Iowa State University, Department of Economics.
    3041. Hernández Juan R., 2014. "Peso-Dollar Forward Market Analysis: Explaining Arbitrage Opportunities during the Financial Crisis," Working Papers 2014-09, Banco de México.
    3042. Filip KOKOTOVIĆ, 2016. "An empirical study of factors influencing total unemployment rate in comparison to youth unemployment rate in selected EU member-states," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(3(608), A), pages 79-92, Autumn.
    3043. Ahmad Jameel Khadaroo, 2016. "Current Account Deficit in Mauritius: Risks and Prospects," South African Journal of Economics, Economic Society of South Africa, vol. 84(1), pages 109-128, March.
    3044. Bildirici, Melike & Kayıkçı, Fazıl, 2022. "The relation between growth, energy imports, militarization and current account balance in China, Israel and South Korea," Energy, Elsevier, vol. 242(C).
    3045. Keagile Lesame & Elie Bouri & David Gabauer & Rangan Gupta, 2021. "On the Dynamics of International Real Estate Investment Trust Propagation Mechanisms: Evidence from Time-Varying Return and Volatility Connectedness Measures," Working Papers 202152, University of Pretoria, Department of Economics.
    3046. Hanifi FIRAT, 2016. "Is Real Gdp Stationary? Evidence From Some Unit Root Tests For The Advanced Economies," Journal of Social and Economic Statistics, Bucharest University of Economic Studies, vol. 5(2), pages 60-80, DECEMBER.
    3047. Dalibor Stevanovic & Stéphane Surprenant & Rachidi Kotchoni, 2019. "Identification des points de retournement du cycle économique au Canada," CIRANO Project Reports 2019rp-05, CIRANO.
    3048. Liming Zhao & Liang Zhao & Bing-Fu Chen, 2017. "The interrelationship between defence spending, public expenditures and economic growth: evidence from China," Defence and Peace Economics, Taylor & Francis Journals, vol. 28(6), pages 703-718, November.
    3049. Siklos, Pierre L., 2010. "Meeting Maastricht: Nominal convergence of the new member states toward EMU," Economic Modelling, Elsevier, vol. 27(2), pages 507-515, March.
    3050. Guerello, Chiara, 2016. "The effect of investors’ confidence on monetary policy transmission mechanism," The North American Journal of Economics and Finance, Elsevier, vol. 37(C), pages 248-266.
    3051. Martin B. Schmidt, 2021. "On the evolution of athlete anthropometric measurements: racial integration, expansion, and steroids," Empirical Economics, Springer, vol. 61(6), pages 3419-3443, December.
    3052. Habimana, Olivier, 2017. "The multiscale relationship between exchange rates and fundamentals differentials: Empirical evidence from Scandinavia," MPRA Paper 75956, University Library of Munich, Germany.
    3053. Ghassan, Hassan B., 2003. "Relations de Long Terme entre Investissement, Déficit Extérieur et Autofinancement sur un Panel Sectoriel [Long Run Relationships between Investment, Trade Deficit and Cash-Flow: Evidence from Sect," MPRA Paper 56423, University Library of Munich, Germany, revised 10 Sep 2003.
    3054. Chatziantoniou, Ioannis & Elsayed, Ahmed H. & Gabauer, David & Gozgor, Giray, 2023. "Oil price shocks and exchange rate dynamics: Evidence from decomposed and partial connectedness measures for oil importing and exporting economies," Energy Economics, Elsevier, vol. 120(C).
    3055. Sungill Han & Chanjin Chung & Prasanna Surathkal, 2017. "Impacts of Increased Corn Ethanol Production on Price Asymmetry and Market Linkages in Fed Cattle Markets," Agribusiness, John Wiley & Sons, Ltd., vol. 33(3), pages 378-402, June.
    3056. Lyócsa, Štefan & Baumöhl, Eduard, 2012. "Testing the covariance stationarity of CEE stocks," MPRA Paper 43432, University Library of Munich, Germany.
    3057. Jee, Hui-Siang Brenda & Lau, Evan & Puah, Chin-Hong & Abu Mansor, Shazali, 2010. "Domestic fuel price and economic sectors in Malaysia: a future of renewable energy?," MPRA Paper 22242, University Library of Munich, Germany.
    3058. Banerjee, Anindya & Russell, Bill, 2004. "A reinvestigation of the markup and the business cycle," Economic Modelling, Elsevier, vol. 21(2), pages 267-284, March.
    3059. Atanu Ghoshray & Issam Malki & Javier Ordóñez, 2020. "Trends, Breaks and Persistence in Top Income Shares," Working Papers 2020/12, Economics Department, Universitat Jaume I, Castellón (Spain).
    3060. Eng, Yoke-Kee & Wong, Chin-Yoong, 2016. "Asymmetric growth effect of capital flows: Evidence and quantitative theory," Economic Systems, Elsevier, vol. 40(1), pages 64-81.
    3061. Bélaïd, Fateh & Abderrahmani, Fares, 2013. "Electricity consumption and economic growth in Algeria: A multivariate causality analysis in the presence of structural change," Energy Policy, Elsevier, vol. 55(C), pages 286-295.
    3062. Juan Carlos Cuestas & Barry Harrison, 2008. "Testing for stationarity of inflation in Central and Eastern European Countries," NBS Discussion Papers in Economics 2008/13, Economics, Nottingham Business School, Nottingham Trent University.
    3063. Joanna Olbryś & Elżbieta Majewska, 2020. "Assessing Commonality in Liquidity with Principal Component Analysis: The Case of the Warsaw Stock Exchange," JRFM, MDPI, vol. 13(12), pages 1-13, December.
    3064. Kühl, Michael, 2010. "Bivariate cointegration of major exchange rates, cross-market efficiency and the introduction of the Euro," Journal of Economics and Business, Elsevier, vol. 62(1), pages 1-19, January.
    3065. Wårell, Linda, 2014. "The effect of a change in pricing regime on iron ore prices," Resources Policy, Elsevier, vol. 41(C), pages 16-22.
    3066. Abbas Valadkhani & George Chen & Bernice Kotey, 2014. "Asymmetric changes in Australia’s small business loan rate," Small Business Economics, Springer, vol. 43(4), pages 945-957, December.
    3067. Komlan, Fiodendji, 2013. "The asymmetric reaction of monetary policy to inflation and the output gap: Evidence from Canada," Economic Modelling, Elsevier, vol. 30(C), pages 911-923.
    3068. Lima, Luiz Renato & Xiao, Zhijie, 2007. "Do shocks last forever? Local persistency in economic time series," Journal of Macroeconomics, Elsevier, vol. 29(1), pages 103-122, March.
    3069. Rajaram Gana, 2022. "Ridge Regression and the Elastic Net: How Do They Do as Finders of True Regressors and Their Coefficients?," Mathematics, MDPI, vol. 10(17), pages 1-27, August.
    3070. Chan, Kenneth S. & Chao, Chi-Chur & Chou, Win Lin, 2002. "Trade similarities and contagion among the Asian crisis economies," Journal of Asian Economics, Elsevier, vol. 13(2), pages 271-283.
    3071. Juan Carlos Cuestas & Luis A. Gil-Alana & Paolo Jose Regis, 2014. "On the changes in the sustainability of European external debt: what have we learned," Bank of Estonia Working Papers wp2014-3, Bank of Estonia, revised 10 Oct 2014.
    3072. Neil Kellard & Denise Osborn & Jerry Coakley & Giuseppe Cavaliere & David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor, 2015. "Testing for Unit Roots Under Multiple Possible Trend Breaks and Non-Stationary Volatility Using Bootstrap Minimum Dickey–Fuller Statistics," Journal of Time Series Analysis, Wiley Blackwell, vol. 36(5), pages 603-629, September.
    3073. Mounir Belloumi & Atef Alshehry, 2020. "The Impact of International Trade on Sustainable Development in Saudi Arabia," Sustainability, MDPI, vol. 12(13), pages 1-18, July.
    3074. Chumacero, Romulo A. & Fuentes, J. Rodrigo, 2006. "Chilean growth dynamics," Economic Modelling, Elsevier, vol. 23(2), pages 197-214, March.
    3075. Tino Berger & Gerdie Everaert, 2009. "A replication note on unemployment in the OECD since the 1960s: what do we know?," Empirical Economics, Springer, vol. 36(2), pages 479-485, May.
    3076. Basher, Syed Abul & Raboy, David G., 2018. "The misuse of net present value in energy efficiency standards," Renewable and Sustainable Energy Reviews, Elsevier, vol. 96(C), pages 218-225.
    3077. Amin Sokhanvar & Chien-Chiang Lee, 2023. "How do energy price hikes affect exchange rates during the war in Ukraine?," Empirical Economics, Springer, vol. 64(5), pages 2151-2164, May.
    3078. Borja Balparda & Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2017. "The fisher relationship in Nigeria," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 41(2), pages 343-353, April.
    3079. Peter S. Sephton, 2022. "Finite Sample Lag Adjusted Critical Values of the ADF-GLS Test," Computational Economics, Springer;Society for Computational Economics, vol. 59(1), pages 177-183, January.
    3080. Tahir Mukhtar & Aliya H. Khan, 2016. "The Current Account Deficit Sustainability: An Empirical Investigation for Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 55(4), pages 397-419.
    3081. Roberto Esposti, 2022. "Who Moves First? Commodity Price Interdependence Through Time-Varying Granger Causality," Working Papers 471, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    3082. Al-Shboul, Mohammad & Assaf, Ata & Mokni, Khaled, 2022. "When bitcoin lost its position: Cryptocurrency uncertainty and the dynamic spillover among cryptocurrencies before and during the COVID-19 pandemic," International Review of Financial Analysis, Elsevier, vol. 83(C).
    3083. Firouz Fallahi & Mohammad Karimi & Marcel-Cristian Voia, 2014. "Are Shocks to Energy Consumption Persistent? Evidence from Subsampling Confidence Intervals," Carleton Economic Papers 14-02, Carleton University, Department of Economics.
    3084. Stéphane Goutte & David Guerreiro & Bilel Sanhaji & Sophie Saglio & Julien Chevallier, 2019. "International Financial Markets," Post-Print halshs-02183053, HAL.
    3085. Abbas Ali Chandio & Yuansheng Jiang & Jam Ghulam Murtaza Sahito & Fayyaz Ahmad, 2019. "Empirical Insights into the Long-Run Linkage between Households Energy Consumption and Economic Growth: Macro-Level Empirical Evidence from Pakistan," Sustainability, MDPI, vol. 11(22), pages 1-17, November.
    3086. Mark J. Holmes, 2010. "An Alternative Perspective on Tobin's Q and Aggregate Investment Expenditure," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 9(1), pages 23-28, April.
    3087. Magali Jaoul-Grammare, 2014. "Social prestige of occupations and substitutability of university courses in France during the 20th century [Prestige social des professions et substituabilité des filières universitaires en France," Post-Print hal-01744651, HAL.
    3088. Yoon, Gawon, 2016. "Stochastic unit root processes: Maximum likelihood estimation, and new Lagrange multiplier and likelihood ratio tests," Economic Modelling, Elsevier, vol. 52(PB), pages 725-732.
    3089. Tawadros, George B., 2008. "A structural time series test of the monetary model of exchange rates under four big inflations," Economic Modelling, Elsevier, vol. 25(6), pages 1216-1224, November.
    3090. Bilge Bakin & Gozde Gurgun, 2014. "Portfolio Investments and Asset Prices Relationship in Turkey," Proceedings of International Academic Conferences 0201138, International Institute of Social and Economic Sciences.

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    1. Stefan Gerlach & Matthew S. Yiu, 2004. "A Dynamic Factor Model for Current-Quarter Estimates of Economic Activity in Hong Kong," Working Papers 162004, Hong Kong Institute for Monetary Research.
    2. Valentina Aprigliano & Danilo Liberati, 2019. "Using credit variables to date business cycle and to estimate the probabilities of recession in real time," Temi di discussione (Economic working papers) 1229, Bank of Italy, Economic Research and International Relations Area.
    3. David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2013. "Nonparametric Multiple Change Point Analysis of the Global Financial Crisis," Tinbergen Institute Discussion Papers 13-072/III, Tinbergen Institute.
    4. Hendry, David F. & Clements, Michael P., 2003. "Economic forecasting: some lessons from recent research," Economic Modelling, Elsevier, vol. 20(2), pages 301-329, March.
    5. João Victor Issler & Hilton Hostalacio Notini & Claudia Fontoura Rodrigues, 2013. "Constructing coincident and leading indices of economic activity for the Brazilian economy," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2012(2), pages 43-65.
    6. Sedillot, F., 1999. "La pente des taux contient-elle de l'information sur l'activite economique future?," Working papers 67, Banque de France.
    7. Yongming Huang & Muhammed Ashiq Villanthenkodath & Mohammad Haseeb, 2023. "The nexus between eco‐friendly technology and environmental degradation in India: Does the N or inverted N‐shape load capacity curve(LCC) hypothesis hold?," Natural Resources Forum, Blackwell Publishing, vol. 47(2), pages 276-297, May.
    8. Christopher L. Gilbert & Duo Qin, 2007. "Representation in Econometrics: A Historical Perspective," Working Papers 583, Queen Mary University of London, School of Economics and Finance.
    9. Gregory R. Duffee & Stephen D. Prowse, "undated". "What's Good for GM...? Using Auto Industry Stock Returns to Forecast Business Cycles and Test the Q-Theory of Investment," Finance and Economics Discussion Series 1996-38, Board of Governors of the Federal Reserve System (U.S.), revised 04 Dec 2019.
    10. Rolando Pelàez, 2007. "Ex ante forecasts of business-cycle turning points," Empirical Economics, Springer, vol. 32(1), pages 239-246, April.
    11. Enrique López Enciso, 2019. "Dos tradiciones en la medición del ciclo: historia general y desarrollos en Colombia," Tiempo y Economía, Universidad de Bogotá Jorge Tadeo Lozano, vol. 6(1), pages 77-142, February.
    12. Canova, Fabio & Ciccarelli, Matteo, 2001. "Forecasting and Turning Point Predictions in a Bayesian Panel VAR Model," CEPR Discussion Papers 2961, C.E.P.R. Discussion Papers.
    13. Carriero, Andrea & Marcellino, Massimiliano, 2007. "A comparison of methods for the construction of composite coincident and leading indexes for the UK," International Journal of Forecasting, Elsevier, vol. 23(2), pages 219-236.
    14. Vincent Bodart & Bertrand Candelon, 2000. "Appréhender la conjoncture à l'aide de la méthode de Stock-Watson : une application à l'économie belge," Économie et Prévision, Programme National Persée, vol. 146(5), pages 141-153.
    15. Sergey Smirnov & Nikolay Kondrashov & Anna Petronevich, 2017. "Dating Cyclical Turning Points for Russia: Formal Methods and Informal Choices," Post-Print hal-01692230, HAL.
    16. Grace H.Y. Lee, 2009. "Aggregate Shocks Decomposition For Eight East Asian Countries," Monash Economics Working Papers 17-09, Monash University, Department of Economics.
    17. Cruz-Rodríguez, Alexis, 2004. "Un análisis del ciclo económico de la República Dominicana bajo cambios de régimen [Analysis of business cycle of the Dominican Republic using Markov Switching model]," MPRA Paper 54352, University Library of Munich, Germany.
    18. Konstantin Kholodilin, 2003. "US composite economic indicator with nonlinear dynamics and the data subject to structural breaks," Applied Economics Letters, Taylor & Francis Journals, vol. 10(6), pages 363-372.
    19. Benoit Bellone, 2004. "Une lecture probabiliste du cycle d’affaires américain," Econometrics 0407002, University Library of Munich, Germany, revised 28 Mar 2005.
    20. Chadwick, Meltem, 2010. "An Empirical Analysis of Fluctuations in Economic Efficiency in European Countries," MPRA Paper 75304, University Library of Munich, Germany.
    21. Chadwick, Meltem, 2010. "Performance of Bayesian Latent Factor Models in Measuring Pricing Errors," MPRA Paper 79060, University Library of Munich, Germany.
    22. Chris R. Birchenhall & Marianne Sensier & Denise R. Osborn, 2000. "Predicting Uk Business Cycle Regimes," Computing in Economics and Finance 2000 134, Society for Computational Economics.
    23. Francis X. Diebold & Todd A. Gunther & Anthony S. Tay, 1997. "Evaluating density forecasts," Working Papers 97-6, Federal Reserve Bank of Philadelphia.
    24. Chauvet, Marcelle & Potter, Simon, 2013. "Forecasting Output," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 141-194, Elsevier.
    25. Se Kyu Choi-Ha & Luis Felipe Lagos, 2003. "El Dinero como Indicador Líder," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 40(120), pages 259-283.
    26. Francisco J. Goerlich-Gisbert, 1999. "Shocks agregados versus shocks sectoriales. Un análisis factorial dinámico," Investigaciones Economicas, Fundación SEPI, vol. 23(1), pages 27-53, January.
    27. Jörg Polzehl & Vladimir Spokoiny & Catalin Starica, 2006. "When did the 2001 recession really start?," SFB 649 Discussion Papers SFB649DP2006-032, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    28. Françoise Charpin & Hervé Péléraux, 2000. "L'indicateur avancé de l'OFCE," Revue de l'OFCE, Programme National Persée, vol. 72(1), pages 133-155.
    29. Angelos T. Vouldis & Dimitrios P. Louzis, 2018. "Leading indicators of non-performing loans in Greece: the information content of macro-, micro- and bank-specific variables," Empirical Economics, Springer, vol. 54(3), pages 1187-1214, May.
    30. McCracken,M.W. & West,K.D., 2001. "Inference about predictive ability," Working papers 14, Wisconsin Madison - Social Systems.
    31. Massimiliano Serati & Matteo Manera & Michele Plotegher, 2008. "Modelling electricity prices: from the state of the art to a draft of a new proposal," LIUC Papers in Economics 210, Cattaneo University (LIUC).
    32. Evan F. Koenig & Kenneth M. Emery, 1994. "Why The Composite Index Of Leading Indicators Does Not Lead," Contemporary Economic Policy, Western Economic Association International, vol. 12(1), pages 52-66, January.
    33. Gabriele Fiorentini & Alessandro Galesi & Enrique Sentana, 2014. "A Spectral EM Algorithm for Dynamic Factor Models," Working Papers wp2014_1411, CEMFI.
    34. Gianluca Cubadda, 2007. "A Reduced Rank Regression Approach to Coincident and Leading Indexes Building," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 69(2), pages 271-292, April.
    35. Neely, Christopher J. & Rapach, David E., 2011. "International comovements in inflation rates and country characteristics," Journal of International Money and Finance, Elsevier, vol. 30(7), pages 1471-1490.
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    6. Gerard O'Reilly & Karl Whelan, 2005. "Has Euro-area inflation persistence changed over time?," Open Access publications 10197/211, School of Economics, University College Dublin.
    7. Jungjun Choi & In Choi, 2016. "Maximum Likelihood Estimation of Autoregressive Models with a Near Unit Root and Cauchy Errors," Working Papers 1612, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy).
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  65. Robin L. Lumsdaine & James H. Stock & David A. Wise, 1990. "Three Models of Retirement: Computational Complexity Versus Predictive Validity," NBER Working Papers 3558, National Bureau of Economic Research, Inc.

    Cited by:

    1. James M. Poterba & Steven F. Venti, 2004. "The Transition to Personal Accounts and Increasing Retirement Wealth: Macro- and Microevidence," NBER Chapters, in: Perspectives on the Economics of Aging, pages 17-80, National Bureau of Economic Research, Inc.
    2. George Planiteros, 2022. "Reverse matching for ex-ante policy evaluation," DEOS Working Papers 2206, Athens University of Economics and Business.
    3. John Rust & Christopher Phelan, 1994. "How Social Security and Medicare Affect Retirement Behavior in a World of Incomplete Markets," Public Economics 9406005, University Library of Munich, Germany, revised 20 Oct 1996.
    4. Keane, Michael P & Wolpin, Kenneth I, 1994. "The Solution and Estimation of Discrete Choice Dynamic Programming Models by Simulation and Interpolation: Monte Carlo Evidence," The Review of Economics and Statistics, MIT Press, vol. 76(4), pages 648-672, November.
    5. Dennis Kristensen & Patrick K. Mogensen & Jong Myun Moon & Bertel Schjerning, 2019. "Solving Dynamic Discrete Choice Models Using Smoothing and Sieve Methods," Papers 1904.05232, arXiv.org, revised Feb 2020.
    6. Frank van Erp & Niels Vermeer & Daniel van Vuuren, 2013. "Non-financial determinants of retirement," CPB Discussion Paper 243, CPB Netherlands Bureau for Economic Policy Analysis.
    7. Berkel, Barbara & Börsch-Supan, Axel, 2004. "Pension reform in Germany : the impact on retirement decisions," Papers 04-62, Sonderforschungsbreich 504.
    8. Agar Brugiavini & Franco Peracchi & David A. Wise, 2002. "Pensions and Retirement Incentives. A Tale of Three Countries: Italy, Spain and the USA," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, vol. 61(2), pages 131-169, December.
    9. MacDonald, Bonnie-Jeanne & Cairns, Andrew J.G., 2011. "Three retirement decision models for defined contribution pension plan members: A simulation study," Insurance: Mathematics and Economics, Elsevier, vol. 48(1), pages 1-18, January.
    10. Sewin Chan & Ann Huff Stevens, 2001. "Retirement Incentives and Expectations," NBER Working Papers 8082, National Bureau of Economic Research, Inc.
    11. Blundell, R. & French, E. & Tetlow, G., 2016. "Retirement Incentives and Labor Supply," Handbook of the Economics of Population Aging, in: Piggott, John & Woodland, Alan (ed.), Handbook of the Economics of Population Aging, edition 1, volume 1, chapter 0, pages 457-566, Elsevier.
    12. Victor Aguirregabiria & Pedro mira, 2007. "Dynamic Discrete Choice Structural Models: A Survey," Working Papers tecipa-297, University of Toronto, Department of Economics.
    13. Brown, Kristine M., 2013. "The link between pensions and retirement timing: Lessons from California teachers," Journal of Public Economics, Elsevier, vol. 98(C), pages 1-14.
    14. Rob Euwals & Daniel van Vuuren & Ronald Wolthoff, 2005. "Early retirement behaviour in the Netherlands; evidence from a policy reform," CPB Discussion Paper 52, CPB Netherlands Bureau for Economic Policy Analysis.
    15. Borsch-Supan, Axel, 2000. "Incentive effects of social security on labor force participation: evidence in Germany and across Europe," Journal of Public Economics, Elsevier, vol. 78(1-2), pages 25-49, October.
    16. Jonathan Gruber & Brigitte C. Madrian, 1996. "Health Insurance and Early Retirement: Evidence from the Availability of Continuation Coverage," NBER Chapters, in: Advances in the Economics of Aging, pages 115-146, National Bureau of Economic Research, Inc.
    17. Jonathan Gruber & David Wise, 1997. "Social Security Programs and Retirement Around the World: Introduction and Summary of Papers by..," NBER Working Papers 6134, National Bureau of Economic Research, Inc.
    18. Anne Møller Danø & Mette Ejrnæs & Leif Husted, 2004. "Do Single Women Value Early Retirement more than Single Men?," CAM Working Papers 2004-06, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics.
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    24. Disney, Richard & Whitehouse, Edward, 1999. "Pension plans and retirement incentives," MPRA Paper 14755, University Library of Munich, Germany.
    25. Börsch-Supan, Axel, 2001. "Labor market effects of population aging," Papers 07-26, Sonderforschungsbreich 504.
    26. Robin L. Lumsdaine & James H. Stock & David A. Wise, 1992. "Pension Plan Provisions and Retirement: Men & Women, Medicare, and Models," NBER Working Papers 4201, National Bureau of Economic Research, Inc.
    27. Börsch-Supan, Axel, 2002. "Kann die Finanz- und Sozialpolitik die Auswirkungen der Bevölkerungsalterung auf den Arbeitsmarkt lindern?," MEA discussion paper series 02012, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy.
    28. Alan L. Gustman & Thomas L. Steinmeier, 1994. "Employer-Provided Health Insurance and Retirement Behavior," ILR Review, Cornell University, ILR School, vol. 48(1), pages 124-140, October.
    29. Pietola, Kyosti & Vare, Minna & Oude Lansink, Alfons G.J.M., 2002. "Farmers' Exit Decisions and Early Retirement Programs in Finland," 2002 International Congress, August 28-31, 2002, Zaragoza, Spain 24825, European Association of Agricultural Economists.
    30. Börsch-Supan, Axel & Härtl, Klaus & Leite, Duarte Nuno, 2016. "Social security and public insurance," MEA discussion paper series 201604, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy.
    31. Li, Jinjing & O'Donoghue, Cathal, 2011. "Retirement Choice Simulation in Household Settings with Heterogeneous Pension Plans," IZA Discussion Papers 5866, Institute of Labor Economics (IZA).
    32. Alan L. Gustman & Olivia S. Mitchell, 1990. "Pensions and the U.S. Labor Market," NBER Working Papers 3331, National Bureau of Economic Research, Inc.
    33. Axel Börsch-Supan & Reinhold Schnabel & Simone Kohnz & Giovanni Mastrobuoni, 2004. "Micro-Modeling of Retirement Decisions in Germany," NBER Chapters, in: Social Security Programs and Retirement around the World: Micro-Estimation, pages 285-344, National Bureau of Economic Research, Inc.
    34. Luca Spataro, 2002. "New Tools in Micromodeling Retirement Decisions: Overview and Applications to the Italian Case," CeRP Working Papers 28, Center for Research on Pensions and Welfare Policies, Turin (Italy).
    35. Courtney Coile & Jonathan Gruber, 2000. "Social Security Incentives for Retirement," NBER Working Papers 7651, National Bureau of Economic Research, Inc.
    36. Bingley, Paul & Lanot, Gauthier, 2004. "Employer pay policies, public transfers and the retirement decisions of men and women in Denmark," European Economic Review, Elsevier, vol. 48(1), pages 181-200, February.
    37. Sewin Chan & Ann Huff Stevens, 2003. "What You Don't Know Can't Help You: Pension Knowledge and Retirement Decision Making," NBER Working Papers 10185, National Bureau of Economic Research, Inc.
    38. Parag A. Pathak & Peng Shi, 2017. "How Well Do Structural Demand Models Work? Counterfactual Predictions in School Choice," NBER Working Papers 24017, National Bureau of Economic Research, Inc.
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    41. David A. Wise, 1996. "Introduction to "Advances in the Economics of Aging"," NBER Chapters, in: Advances in the Economics of Aging, pages 1-8, National Bureau of Economic Research, Inc.
    42. Axel Börsch‐Supan, 2000. "Was lehrt uns die Empirie in Sachen Rentenreform?," Perspektiven der Wirtschaftspolitik, Verein für Socialpolitik, vol. 1(4), pages 431-451, November.
    43. Alan L. Gustman & Thomas L. Steinmeier, 2013. "Effects of Social Security Policies on Benefit Claiming, Retirement and Saving," NBER Working Papers 19071, National Bureau of Economic Research, Inc.
    44. Ann Huff Stevens & Sewin Chan, 2005. "What You Don?t Know Can?t Help You: Pension Knowledge and Retirement Decision Making," Working Papers 20, University of California, Davis, Department of Economics.
    45. de Bresser, Jochem, 2021. "Evaluating the Accuracy of Counterfactuals The Role of Heterogeneous Expectations in Life Cycle Models," Other publications TiSEM a7e2b4d8-fed0-4e86-926f-d, Tilburg University, School of Economics and Management.
    46. Axel Borsch-Supan & Reinhold Schnabel, 1997. "Social Security and Retirement in Germany," NBER Working Papers 6153, National Bureau of Economic Research, Inc.
    47. Spataro, Luca, 2005. "Social security incentives and retirement decisions in Italy: An empirical insight," Research in Economics, Elsevier, vol. 59(3), pages 223-256, September.
    48. Friedberg, Leora & webb, anthony, 2000. "The Impact of 401(k) Plans on Retirement," University of California at San Diego, Economics Working Paper Series qt2jr5w8b9, Department of Economics, UC San Diego.
    49. Jeffrey S. Smith & James E. West, 2012. "Retirement Pay and Officer Retention," NBER Working Papers 18502, National Bureau of Economic Research, Inc.
    50. Chan Sewin & Stevens Ann H, 2004. "How Does Job Loss Affect the Timing of Retirement?," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 3(1), pages 1-26, May.
    51. Sergi Jiménez-Martín & Alfonso R Sánchez-Martín, 2006. "An evaluation of the life-cycle effects of minimum pensions on retirement behaviour: Extended Version," Working Papers 06.23, Universidad Pablo de Olavide, Department of Economics.
    52. Börsch-Supan, Axel, 2002. "Labor market effects of population aging," MEA discussion paper series 02011, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy.
    53. Qi, Haodong & Helgertz, Jonas & Bengtsson, Tommy, 2018. "Do notional defined contribution schemes prolong working life? Evidence from the 1994 Swedish pension reform," The Journal of the Economics of Ageing, Elsevier, vol. 12(C), pages 250-267.
    54. Axel Boersch-Supan, 1999. "Incentive Effects of Social Security Under an Uncertain Disability Option," NBER Working Papers 7339, National Bureau of Economic Research, Inc.
    55. Sergi Jiménez-Martín & Alfonso R. Sánchez Martín, 2007. "An evaluation of the life cycle effects of minimum pensions on retirement behavior," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(5), pages 923-950.
    56. de Bresser, Jochem, 2021. "Evaluating the Accuracy of Counterfactuals The Role of Heterogeneous Expectations in Life Cycle Models," Discussion Paper 2021-034, Tilburg University, Center for Economic Research.
    57. Ashok Thomas & Luca Spataro, 2013. "Pension funds and Market Efficiency: A review," Discussion Papers 2013/164, Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy.
    58. Axel Borsch-Supan, 1998. "Incentive Effects of Social Security on Labor Force Participation: Evidence in Germany and Across Europe," NBER Working Papers 6780, National Bureau of Economic Research, Inc.
    59. Agnese Romiti & Maria Cristina Rossi, 2011. "Should we Retire Earlier in order to Look After our Parents? The Role of immigrants," CeRP Working Papers 124, Center for Research on Pensions and Welfare Policies, Turin (Italy).
    60. Séverine Arnold & Anca Jijiie, 2020. "Retirement Ages by Socio-Economic Class," Risks, MDPI, vol. 8(4), pages 1-40, October.
    61. Burkhauser, Richard V. & Butler, J. S. & Gumus, Gulcin, 2003. "Dynamic Modeling of the SSDI Application Timing Decision: The Importance of Policy Variables," IZA Discussion Papers 942, Institute of Labor Economics (IZA).
    62. Wilbert van der Klaauw & Kenneth I. Wolpin, 2005. "Social Security and the Retirement and Savings Behavior of Low Income Households," PIER Working Paper Archive 05-020, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
    63. Colombino, Ugo & Hernæs, Erik & Locatelli, Marilena & Strøm, Steinar, 2009. "Towards an Actuarially Fair Pension System in Norway," Memorandum 09/2009, Oslo University, Department of Economics.
    64. Knapp, David & Hosek, James & Mattock, Michael G. & Asch, Beth J., 2023. "Predicting teacher retention behavior: Ex ante prediction and ex post realization of a voluntary retirement incentive offer," Economics of Education Review, Elsevier, vol. 93(C).
    65. Samwick, Andrew A., 1998. "New evidence on pensions, social security, and the timing of retirement," Journal of Public Economics, Elsevier, vol. 70(2), pages 207-236, November.
    66. Anders Karlström & Mårten Palme & Ingemar Svensson, 2011. "Assessing the welfare change from a pension reform," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 18(6), pages 634-657, December.
    67. Chan, Sewin & Stevens, Ann Huff, 2004. "Do changes in pension incentives affect retirement? A longitudinal study of subjective retirement expectations," Journal of Public Economics, Elsevier, vol. 88(7-8), pages 1307-1333, July.
    68. Karoly Fazekas & Zsombor Cseres-Gergely & Agota Scharle (ed.), 2008. "The Hungarian Labour Market 2008," The Hungarian Labour Market Yearbooks, Institute of Economics, Centre for Economic and Regional Studies, number 2008, December.
    69. Hakola, Tuulia, 2002. "Alternative Approaches to Model Withdrawals from the Labour Market – A Literature Review," Working Paper Series 2003:4, Uppsala University, Department of Economics.
    70. Bissonnette, L. & van Soest, A.H.O., 2010. "Retirement Expectations, Preferences, and Decisions," Other publications TiSEM 45e93b08-cc1d-47c6-ba06-d, Tilburg University, School of Economics and Management.
    71. Burkhauser, Richard V. & Butler, J. S. & Gumus, Gulcin, 2003. "Option Value and Dynamic Programming Model Estimates of Social Security Disability Insurance Application Timing," IZA Discussion Papers 941, Institute of Labor Economics (IZA).
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  66. James H. Stock & Mark W. Watson, 1990. "Business Cycle Properties of Selected U.S. Economic Time Series, 1959-1988," NBER Working Papers 3376, National Bureau of Economic Research, Inc.

    Cited by:

    1. Necati Tekatli, 2007. "Understanding Sources of the Change in International Business Cycles," Working Papers 335, Barcelona School of Economics.
    2. Martin Feldstein & James H. Stock, 1993. "The Use of Monetary Aggregate to Target Nominal GDP," NBER Working Papers 4304, National Bureau of Economic Research, Inc.
    3. John Hassler & Petter Lundvik & Torsten Persson & Paul Soderlind, 1992. "The Swedish business cycle: stylized facts over 130 years," Discussion Paper / Institute for Empirical Macroeconomics 63, Federal Reserve Bank of Minneapolis.
    4. Timothy Q. Cook & Thomas K. Hahn, 1990. "Interest rate expectations and the slope of the money market yield curve," Economic Review, Federal Reserve Bank of Richmond, vol. 76(Sep), pages 3-26.
    5. Bhanot, Karan, 2005. "What causes mean reversion in corporate bond index spreads? The impact of survival," Journal of Banking & Finance, Elsevier, vol. 29(6), pages 1385-1403, June.
    6. Necati Tekatli, 2007. "Generalized Factor Models: A Bayesian Approach," UFAE and IAE Working Papers 730.08, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
    7. Hassan Mohammadi & Daniel Rich, 2013. "Dynamics of Unemployment Insurance Claims: An Application of ARIMA-GARCH Models," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 41(4), pages 413-425, December.
    8. Ammer, John & Campbell, John, 1993. "What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns," Scholarly Articles 3382857, Harvard University Department of Economics.
    9. Lyubomir Ivanov, 2005. "Is "The ideal filter" really Ideal: The usage of Frequency Filtering and Spurious Cycles," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, vol. 3(1), pages 79-96.
    10. Victor Zarnowitz, 1991. "What is a Business Cycle?," NBER Working Papers 3863, National Bureau of Economic Research, Inc.
    11. Necati Tekatli, 2010. "A Bayesian Generalized Factor Model with Comparative Analysis (Genellestirilmis Faktor Modellerinin Bayesyen Yaklasimi ve Karsilastirmali Analizi)," Working Papers 1018, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
    12. Francisco J. S. Rocha & Marcos R. V. Magalhaes & Ã tila Amaral Brilhante, 2022. "A BVAR Analysis on Channels of Monetary Policy Transmission in Brazil," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 14(3), pages 1-19, February.

  67. Robin L. Lumsdaine & James H. Stock & David A. Wise, 1990. "Efficient Windows and Labor Force Reduction," NBER Working Papers 3369, National Bureau of Economic Research, Inc.

    Cited by:

    1. James M. Poterba & Steven F. Venti, 2004. "The Transition to Personal Accounts and Increasing Retirement Wealth: Macro- and Microevidence," NBER Chapters, in: Perspectives on the Economics of Aging, pages 17-80, National Bureau of Economic Research, Inc.
    2. Dirk Jenter & Katharina Lewellen, 2011. "CEO Preferences and Acquisitions," CESifo Working Paper Series 3681, CESifo.
    3. Daniel Hallberg & Matias Eklöf, 2010. "Do buy‐outs of older workers matter?," International Journal of Manpower, Emerald Group Publishing Limited, vol. 31(3), pages 337-359, June.
    4. Alan L. Gustman & Thomas L. Steinmeier, 2002. "Social Security, Pensions and Retirement Behavior Within the Family," NBER Working Papers 8772, National Bureau of Economic Research, Inc.
    5. Robin L. Lumsdaine & James H. Stock & David A. Wise, 1996. "Retirement Incentives: The Interaction between Employer-Provided Pensions, Social Security, and Retiree Health Benefits," NBER Chapters, in: The Economic Effects of Aging in the United States and Japan, pages 261-293, National Bureau of Economic Research, Inc.
    6. David Wise, 1997. "Retirement against the demographic trend: More older people living longer, working less, and saving less?," Demography, Springer;Population Association of America (PAA), vol. 34(1), pages 83-95, February.
    7. Alan L. Gustman & Olivia S. Mitchell & Thomas L. Steinmeier, 1993. "The Role of Pensions in the Labor Market," NBER Working Papers 4295, National Bureau of Economic Research, Inc.
    8. Blundell, R. & French, E. & Tetlow, G., 2016. "Retirement Incentives and Labor Supply," Handbook of the Economics of Population Aging, in: Piggott, John & Woodland, Alan (ed.), Handbook of the Economics of Population Aging, edition 1, volume 1, chapter 0, pages 457-566, Elsevier.
    9. Gustman, Alan L & Steinmeier, Thomas L, 2000. "Retirement in Dual-Career Families: A Structural Model," Journal of Labor Economics, University of Chicago Press, vol. 18(3), pages 503-545, July.
    10. Andrew Samwick & David A. Wise, 2003. "Option Value Estimation with Health and Retirement Study Data," NBER Chapters, in: Labor Markets and Firm Benefit Policies in Japan and the United States, pages 205-228, National Bureau of Economic Research, Inc.
    11. Robin L. Lumsdaine & James H. Stock & David A. Wise, 1992. "Pension Plan Provisions and Retirement: Men & Women, Medicare, and Models," NBER Working Papers 4201, National Bureau of Economic Research, Inc.
    12. Robin L. Lumsdaine & James H. Stock & David A. Wise, 1990. "Three Models of Retirement: Computational Complexity Versus Predictive Validity," NBER Working Papers 3558, National Bureau of Economic Research, Inc.
    13. Alan L. Gustman & Thomas L. Steinmeier, 1994. "Employer-Provided Health Insurance and Retirement Behavior," ILR Review, Cornell University, ILR School, vol. 48(1), pages 124-140, October.
    14. Leora Friedberg & Michael Owyang, 2004. "Explaining the Evolution of Pension Structure and Job Tenure," NBER Working Papers 10714, National Bureau of Economic Research, Inc.
    15. Charles Brown, "undated". "Early Retirement Windows," Pension Research Council Working Papers 98-17, Wharton School Pension Research Council, University of Pennsylvania.
    16. Alan L. Gustman & Thomas L. Steinmeier, 2013. "Effects of Social Security Policies on Benefit Claiming, Retirement and Saving," NBER Working Papers 19071, National Bureau of Economic Research, Inc.
    17. Robin L. Lumsdaine & James H. Stock & David A. Wise, 1996. "Why Are Retirement Rates So High at Age 65?," NBER Chapters, in: Advances in the Economics of Aging, pages 61-82, National Bureau of Economic Research, Inc.
    18. Alan L. Gustman & Thomas L. Steinmeier, 1994. "Retirement in a Family Context: A Structural Model for Husbands and Wives," NBER Working Papers 4629, National Bureau of Economic Research, Inc.
    19. Arjan Heyma, 2004. "A structural dynamic analysis of retirement behaviour in the Netherlands," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 19(6), pages 739-759.
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    21. Alan L. Gustman & F. Thomas Juster, 1995. "Income and Wealth of Older American Households: Modeling Issues for Public Policy Analysis," NBER Working Papers 4996, National Bureau of Economic Research, Inc.
    22. Sikandar Siddiqui, 1997. "The impact of health on retirement behaviour: empirical evidence from West Germany," Health Economics, John Wiley & Sons, Ltd., vol. 6(4), pages 425-438, July.
    23. Phillip B. Levine & Olivia S. Mitchell, 1991. "Expected Changes in the Workforce and Implications for Labor Markets," NBER Working Papers 3743, National Bureau of Economic Research, Inc.

  68. Anindya Banerjee & Robin L. Lumsdaine & James H. Stock, 1990. "Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence," NBER Working Papers 3510, National Bureau of Economic Research, Inc.

    Cited by:

    1. Gao Lu Zou & Kwong Wing Chau, 2015. "Determinants and Sustainability of House Prices: The Case of Shanghai, China," Sustainability, MDPI, vol. 7(4), pages 1-25, April.
    2. Bruno S. Frey & Daniel Waldenstr�m, 2007. "Using Financial Markets to Analyze History: The Case of the Second World War," IEW - Working Papers 335, Institute for Empirical Research in Economics - University of Zurich.
    3. Steven Cook, 2001. "Asymmetric unit root tests in the presence of structural breaks under the null," Economics Bulletin, AccessEcon, vol. 3(6), pages 1-10.
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    1. Stefan Gerlach & Matthew S. Yiu, 2004. "A Dynamic Factor Model for Current-Quarter Estimates of Economic Activity in Hong Kong," Working Papers 162004, Hong Kong Institute for Monetary Research.
    2. Hans Dewachter & Leonardo Iania & Marco Lyrio, 2014. "Information in the yield curve: A Macro-Finance approach," Working Paper Research 254, National Bank of Belgium.
    3. Valentina Aprigliano & Danilo Liberati, 2019. "Using credit variables to date business cycle and to estimate the probabilities of recession in real time," Temi di discussione (Economic working papers) 1229, Bank of Italy, Economic Research and International Relations Area.
    4. Drew Creal & Siem Jan Koopman & Eric Zivot, 2008. "The Effect of the Great Moderation on the U.S. Business Cycle in a Time-varying Multivariate Trend-cycle Model," Tinbergen Institute Discussion Papers 08-069/4, Tinbergen Institute.
    5. Ricardo Caballero & Arvind Krishnamurthy, 2005. "Financial System Risk and Flight to Quality," NBER Working Papers 11834, National Bureau of Economic Research, Inc.
    6. David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2013. "Nonparametric Multiple Change Point Analysis of the Global Financial Crisis," Tinbergen Institute Discussion Papers 13-072/III, Tinbergen Institute.
    7. Madhavi Bokil & Axel Schimmelpfennig, 2006. "Three Attempts at Inflation Forecasting in Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 45(3), pages 341-368.
    8. Andersson, Fredrik N. G. & Lennard, Jason, 2016. "Irish GDP between the Famine and the First World War: Estimates Based on a Dynamic Factor Model," Working Papers 2016:13, Lund University, Department of Economics, revised 16 Jan 2018.
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    10. Carl S. Bonham & Peter Fuleky & Qianxue Zhao, 2013. "Estimating Demand Elasticities in Non-Stationary Panels: The Case of Hawaii's Tourism Industry," Working Papers 201303, University of Hawaii at Manoa, Department of Economics.
    11. Mario Forno & Marco Lippi & Lucrezia Reichlin & Filippo Altissimo & Antonio Bassanetti, 2003. "Eurocoin: A Real Time Coincident Indicator Of The Euro Area Business Cycle," Computing in Economics and Finance 2003 242, Society for Computational Economics.
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    848. Michael Fratantoni & Scott Schuh, 2000. "Monetary policy, housing investment, and heterogeneous regional markets," Working Papers 00-1, Federal Reserve Bank of Boston.
    849. Reyna Cerecero Mario & Salazar Cavazos Diana & Salgado Banda Héctor, 2008. "The Yield Curve and its Relation with Economic Activity: The Mexican Case," Working Papers 2008-15, Banco de México.
    850. Peter Woehrmann, "undated". "A dynamic model of the financial�real interaction as a model selection criterion for nonparametric stock market prediction," IEW - Working Papers 226, Institute for Empirical Research in Economics - University of Zurich.

  71. James H. Stock & Mark W. Watson, 1989. "A Simple MLE of Cointegrating Vectors in Higher Order Integrated Systems," NBER Technical Working Papers 0083, National Bureau of Economic Research, Inc.

    Cited by:

    1. Karen K. Lewis & Martin D. Evans, 1992. "Do Expected Shifts in Inflation Policy Affect Real Rates?," NBER Working Papers 4134, National Bureau of Economic Research, Inc.
    2. Martin D. Evans & Karen K. Lewis, 1992. "Peso Problems and Heterogeneous Trading: Evidence From Excess Returns in Foreign Exchange and Euromarkets," NBER Working Papers 4003, National Bureau of Economic Research, Inc.
    3. Reinhart, Carmen & Calvo, Guillermo & Vegh, Carlos, 1994. "Targeting the real exchange rate," MPRA Paper 13765, University Library of Munich, Germany.
    4. Carmen M. Reinhart, 1995. "Devaluation, Relative Prices, and International Trade: Evidence from Developing Countries," IMF Staff Papers, Palgrave Macmillan, vol. 42(2), pages 290-312, June.
    5. Pierre-Daniel G. Sarte, 1999. "An empirical investigation of fluctuations in manufacturing sales and inventory within a sticky-price framework," Economic Quarterly, Federal Reserve Bank of Richmond, issue Sum, pages 61-84.
    6. Mr. Willy A Hoffmaister & Mahmood Pradhan & Hossein Samiei, 1996. "Have North-South Growth Linkages Changed?," IMF Working Papers 1996/054, International Monetary Fund.
    7. Cushman, David O. & Sang Sub Lee & Thorgeirsson, Thorsteinn, 1996. "Maximum likelihood estimation of cointegration in exchange rate models for seven inflationary OECD countries," Journal of International Money and Finance, Elsevier, vol. 15(3), pages 337-368, June.
    8. Lili Guo & Sihang Guo & Mengqian Tang & Mengying Su & Houjian Li, 2022. "Financial Support for Agriculture, Chemical Fertilizer Use, and Carbon Emissions from Agricultural Production in China," IJERPH, MDPI, vol. 19(12), pages 1-19, June.
    9. Sharon J. Erenburg, 1993. "Productivity, Private and Public Capital, and Real Wage in the United States, 1948-1990," Economics Working Paper Archive wp_94, Levy Economics Institute.
    10. Guillermo Calvo & Carmen Reinhart & Carlos Végh, 1994. "La tasa de cambio real como meta de política: teoría y evidencia," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 13(25), pages 7-50, June.
    11. Sharon J. Erenburg, 1993. "The Relationship Between Public and Private Investment," Economics Working Paper Archive wp_85, Levy Economics Institute.
    12. Ganesh S. Mani & Srivyal Vuyyuri, 2003. "Revisiting the Relationship between Real Exchange Rate and Trade Balances," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 34-44.
    13. Peter C.B. Phillips, 1991. "The Long-Run Australian Consumption Function Reexamined: An Empirical Exercise in Bayesian Influence," Cowles Foundation Discussion Papers 1000, Cowles Foundation for Research in Economics, Yale University.
    14. Anthony Garratt & Stephen Hall, 1995. "A proposed framework for monetary policy," Applied Economics Letters, Taylor & Francis Journals, vol. 2(5), pages 135-138.
    15. Martin D. Evans & Karen K. Lewis, 1990. "Do Stationary Risk Premia Explain It All? Evidence from the Term Struct," NBER Working Papers 3451, National Bureau of Economic Research, Inc.
    16. Mr. Carlos A. Végh Gramont & Mr. Guillermo Calvo & Ms. Carmen Reinhart, 1994. "Targeting the Real Exchange Rate: Theory and Evidence," IMF Working Papers 1994/022, International Monetary Fund.
    17. Jahangir S M Rashed & Dural Betul Yuce, 2018. "Crude oil, natural gas, and economic growth: impact and causality analysis in Caspian Sea region," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, vol. 54(3), pages 169-184, September.
    18. S. J. Erenburg, 1998. "Productivity, private and public capital, and real wage in the US," Applied Economics Letters, Taylor & Francis Journals, vol. 5(8), pages 491-495.

  72. James H. Stock & Mark W. Watson, 1988. "A Probability Model of The Coincident Economic Indicators," NBER Working Papers 2772, National Bureau of Economic Research, Inc.

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    1. Hansson, Jesper & Jansson, Per & Löf, Mårten, 2003. "Business Survey Data: Do They Help in Forecasting the Macro Economy?," Working Paper Series 151, Sveriges Riksbank (Central Bank of Sweden).
    2. Arturo Estrella & Anthony P. Rodrigues, 1998. "Consistent covariance matrix estimation in probit models with autocorrelated errors," Staff Reports 39, Federal Reserve Bank of New York.
    3. João Victor Issler & Hilton Hostalacio Notini & Claudia Fontoura Rodrigues, 2013. "Constructing coincident and leading indices of economic activity for the Brazilian economy," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2012(2), pages 43-65.
    4. Don Harding & Adrian Pagan, 2000. "Disecting the Cycle: A Methodological Investigation," Econometric Society World Congress 2000 Contributed Papers 1164, Econometric Society.
    5. Enrique López Enciso, 2019. "Dos tradiciones en la medición del ciclo: historia general y desarrollos en Colombia," Tiempo y Economía, Universidad de Bogotá Jorge Tadeo Lozano, vol. 6(1), pages 77-142, February.
    6. Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2008. "A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models," Working Papers ECARES 2008_034, ULB -- Universite Libre de Bruxelles.
    7. Marcelle Chauvet & James D. Hamilton, 2005. "Dating Business Cycle Turning Points," NBER Working Papers 11422, National Bureau of Economic Research, Inc.
    8. Ludmila Fadejeva & Aleksejs Melihovs, 2008. "The Baltic states and Europe: common factors of economic activity," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, vol. 8(1), pages 75-96, October.
    9. Michael F. Bryan & Stephen G. Cecchetti & Roisin O'Sullivan, 2002. "Asset Prices in the Measurement of Inflation," NBER Working Papers 8700, National Bureau of Economic Research, Inc.
    10. Allan Layton & Anirvan Banerji, 2003. "What is a recession?: A reprise," Applied Economics, Taylor & Francis Journals, vol. 35(16), pages 1789-1797.
    11. Konstantin Kholodilin, 2003. "US composite economic indicator with nonlinear dynamics and the data subject to structural breaks," Applied Economics Letters, Taylor & Francis Journals, vol. 10(6), pages 363-372.
    12. Daniel Grenouilleau, 2004. "A sorted leading indicators dynamic (SLID) factor model for short-run euro-area GDP forecasting," European Economy - Economic Papers 2008 - 2015 219, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
    13. Benoit Bellone, 2004. "Une lecture probabiliste du cycle d’affaires américain," Econometrics 0407002, University Library of Munich, Germany, revised 28 Mar 2005.
    14. Kihwan Kim & Hyun Hak Kim & Norman R. Swanson, 2023. "Mixing mixed frequency and diffusion indices in good times and in bad: an assessment based on historical data around the great recession of 2008," Empirical Economics, Springer, vol. 64(3), pages 1421-1469, March.
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    17. Jörg Polzehl & Vladimir Spokoiny & Catalin Starica, 2006. "When did the 2001 recession really start?," SFB 649 Discussion Papers SFB649DP2006-032, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    18. Tommaso Proietti, 2004. "Temporal Disaggregation by State Space Methods: Dynamic Regression Methods Revisited," Econometrics 0411011, University Library of Munich, Germany.
    19. Bruno Giancarlo & Edoardo Otranto, 2004. "Dating the Italian BUsiness Cycle: A Comparison of Procedures," ISAE Working Papers 41, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
    20. Konstantin Kholodilin, 2001. "Latent Leading and Coincident Factors Model with Markov-Switching Dynamics," Economics Bulletin, AccessEcon, vol. 3(7), pages 1-13.
    21. Konstantin A. Kholodilin, 2006. "Using the Dynamic Bi-Factor Model with Markov Switching to Predict the Cyclical Turns in the Large European Economies," Discussion Papers of DIW Berlin 554, DIW Berlin, German Institute for Economic Research.
    22. Carlo Ambrogio Favero & Massimilano Marcellino & Francesca Neglia, "undated". "Principal components at work: The empirical analysis of monetary policy with large datasets," Working Papers 223, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    23. Zhang, Wei & He, Jie & Ge, Chanyuan & Xue, Rui, 2022. "Real-time macroeconomic monitoring using mixed frequency data: Evidence from China," Economic Modelling, Elsevier, vol. 117(C).
    24. Fabio H. Nieto, 2003. "Identifiability of a Coincident Index Model for the Colombian Economy," Borradores de Economia 242, Banco de la Republica de Colombia.
    25. James H. Stock & Mark W. Watson, 1990. "Business Cycle Properties of Selected U.S. Economic Time Series, 1959-1988," Working Papers 1990-1, Princeton University. Economics Department..
    26. Philip Rothman, "undated". "Table of Contents, List of Contributors, and Introduction to NONLINEAR TIME SERIES ANALYSIS OF ECONOMIC AND FINANCIAL DATA, Kluwer Academic Press, edited," Working Papers 9812, East Carolina University, Department of Economics.
    27. William A. Barnett & Milka Kirova & Meenakshi Pasupathy & Piyu Yue, 1996. "Estimating Policy-Invariant Technology and Taste Parameters in the Financial Sector, When Risk and Growth Matter," Macroeconomics 9602002, University Library of Munich, Germany.
    28. Benalal, Nicholai & Diaz del Hoyo, Juan Luis & Pierluigi, Beatrice & Vidalis, Nick, 2006. "Output growth differentials across the euro area countries: some stylised facts," Occasional Paper Series 45, European Central Bank.
    29. Luis Fernando Melo & Fabio Nieto & Mario Ramos V., 2003. "A Leading Index For The Colombian Economic Activity," Borradores de Economia 1920, Banco de la Republica.
    30. Tomislav Globan, 2018. "Financial supply cycles in post-transition Europe – introducing a composite index for financial supply," Post-Communist Economies, Taylor & Francis Journals, vol. 30(4), pages 482-505, July.
    31. Konstantin A. KHOLODILIN, 2001. "Markov-Switching Common Dynamic Factor Model with Mixed-Frequency Data," LIDAM Discussion Papers IRES 2001020, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    32. Vegard H�ghaug Larsen & Leif Anders Thorsrud, 2018. "Business cycle narratives," Working Papers No 6/2018, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
    33. Luis Fernando Melo & Fabio H.Nieto & Carlos Esteban Posada & Yaneth Rocío Betancourt & Juan David Barón, 2001. "Un Indice Coincidente para la Actividad Económica Colombiana," Borradores de Economia 195, Banco de la Republica de Colombia.
    34. Massimiliano Marcellino & George Kapetanios, 2006. "The Role of Search Frictions and Bargaining for Inflation Dynamics," Working Papers 305, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    35. Bhaduri, Saumitra & Gupta, Saurabh, 2015. "Understanding Investor behavior and it's implications on Capital Markets - The Indian Context," MPRA Paper 67948, University Library of Munich, Germany.
    36. Das, Sudeepa & Sahu, Tirath Prasad & Janghel, Rekh Ram, 2022. "Oil and gold price prediction using optimized fuzzy inference system based extreme learning machine," Resources Policy, Elsevier, vol. 79(C).
    37. Issler, João Victor & Notini, Hilton Hostalácio, 2015. "Estimating Brazilian monthly GDP: a state-space approach," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 774, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    38. Leif Anders Thorsrud, 2016. "Words are the new numbers: A newsy coincident index of business cycles," Working Papers No 4/2016, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
    39. Diebold & Rudebusch, "undated". "Measuring Business Cycle: A Modern Perspective," Home Pages _061, University of Pennsylvania.
    40. Cleiton Guollo Taufemback, 2023. "Asymptotic Behavior of Temporal Aggregation in Mixed‐Frequency Datasets," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(4), pages 894-909, August.
    41. Máximo Camacho & Gabriel Pérez-Quirós & Lorena Saiz, 2004. "Are european business cycles close enough to be just one?," Working Papers 0408, Banco de España.
    42. Enrique A. López-Enciso, 2017. "Dos tradiciones en la medición del ciclo: historia general y desarrollos en Colombia," Borradores de Economia 986, Banco de la Republica de Colombia.
    43. Rueben Ellul & Germano Ruisi, 2022. "Nowcasting the Maltese economy with a dynamic factor model," CBM Working Papers WP/02/2022, Central Bank of Malta.
    44. Vincent, BODART & Konstantin, KHOLODILIN & Fati, SHADMAN-MEHTA, 2005. "Identifying and Forecasting the Turning Points of the Belgian Business Cycle with Regime-Switching and Logit Models," Discussion Papers (ECON - Département des Sciences Economiques) 2005006, Université catholique de Louvain, Département des Sciences Economiques.
    45. Leo Krippner & Leif Anders Thorsrud, 2009. "Forecasting New Zealand's economic growth using yield curve information," Reserve Bank of New Zealand Discussion Paper Series DP2009/18, Reserve Bank of New Zealand.
    46. Deicy J. Cristiano-Botia & Manuel Dario Hernandez-Bejarano & Mario A. Ramos-Veloza, 2021. "Labor Market Indicator for Colombia (LMI)," Borradores de Economia 1152, Banco de la Republica de Colombia.
    47. Matthieu Lemoine, 2005. "A model of the stochastic convergence between business cycles," Documents de Travail de l'OFCE 2005-05, Observatoire Francais des Conjonctures Economiques (OFCE).
    48. Don Harding & Adrian Pagan, 1999. "Dissecting the Cycle," Melbourne Institute Working Paper Series wp1999n13, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
    49. E. Andersson & D. Bock & M. Frisen, 2006. "Some statistical aspects of methods for detection of turning points in business cycles," Journal of Applied Statistics, Taylor & Francis Journals, vol. 33(3), pages 257-278.
    50. Edoardo Otranto, 2005. "Extraction of Common Signal from Series with Different Frequency," Econometrics 0502011, University Library of Munich, Germany.
    51. Don Harding & Adrian Pagan, 2006. "Measurement of Business Cycles," Department of Economics - Working Papers Series 966, The University of Melbourne.
    52. Gonzalo Echavarría M. & Wildo González P, 2011. "Un Modelo de Factores Dinámicos de Pequeña Escala para el Imacec," Notas de Investigación Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 14(2), pages 109-118, August.
    53. Marius M. Mihai, 2020. "Do credit booms predict US recessions?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(6), pages 887-910, September.
    54. Juan Carlos Caro & Byron Idrovo, 2010. "Metodología para generar Indicadores de Actividad en Infraestructura y Vivienda," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 47(136), pages 273-303.
    55. Issler, Joao Victor & Notini, Hilton & Rodrigues, Claudia & Soares, Ana Flávia, 2013. "Constructing coincident indices of economic activity for the Latin American economy," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 67(1), April.
    56. Issler, João Victor & Vahid, Farshid, 2002. "The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 450, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    57. Motonari Hayashida & Geoffrey J. D. Hewings, 2009. "Regional Business Cycles in Japan," International Regional Science Review, , vol. 32(2), pages 119-147, April.
    58. Konstantin A. KHOLODILIN, 2002. "Unobserved Leading and Coincident Common Factors in the Post-War U.S. Business Cycle," LIDAM Discussion Papers IRES 2002008, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    59. Heidari, Hassan & Katircioglu, Salih Turan & Davoudi, Narmin, 2012. "Are current account deficits sustainable? New evidence from Iran using bounds test approach to level relationships," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 6, pages 1-18.
    60. Michael F. Bryan & Stephen G. Cecchetti, 1993. "The Consumer Price Index as a Measure of Inflation," NBER Working Papers 4505, National Bureau of Economic Research, Inc.
    61. Konstantin A. Kholodilin, 2005. "Forecasting the Turns of German Business Cycle: Dynamic Bi-factor Model with Markov Switching," Discussion Papers of DIW Berlin 494, DIW Berlin, German Institute for Economic Research.
    62. Stefan Gerlach & Matthew S. Yiu, 2002. "Unobservable-Component Estimates of Output Gaps in Five Asian Economies," Working Papers 052002, Hong Kong Institute for Monetary Research.
    63. James H. Stock & Mark W. Watson, 2005. "Implications of Dynamic Factor Models for VAR Analysis," NBER Working Papers 11467, National Bureau of Economic Research, Inc.
    64. Kajal Lahiri, Wenxiong Yao, and Peg Young, 2003. "Cycles in the Transportation Sector and the Aggregate Economy," Discussion Papers 03-14, University at Albany, SUNY, Department of Economics.
    65. Semih Emre Cekin & Menelik S. Geremew & Hardik Marfatia, 2019. "Monetary policy co-movement and spillover of shocks among BRICS economies," Applied Economics Letters, Taylor & Francis Journals, vol. 26(15), pages 1253-1263, September.
    66. Boriss Siliverstovs, 2010. "Assessing Predictive Content of the KOF Barometer in Real Time," KOF Working papers 10-249, KOF Swiss Economic Institute, ETH Zurich.
    67. Renee Fry, 2004. "International demand and liquidity shocks in a SVAR model of the Australian economy," Applied Economics, Taylor & Francis Journals, vol. 36(8), pages 849-863.
    68. James H. Stock & Mark W. Watson, 1990. "Business Cycle Properties of Selected U.S. Economic Time Series, 1959-1988," NBER Working Papers 3376, National Bureau of Economic Research, Inc.
    69. Vincent, BODART & Konstantin A., KHOLODILIN & Fati, SHADMAN-MEHTA, 2003. "Dating and Forecasting the Belgian Business Cycle," LIDAM Discussion Papers IRES 2003018, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    70. Issler, João Victor & Vahid, Farshid, 2001. "The missing link: using the NBER recessions indicator to construct coincident and leading indices of economic activity," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 429, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    71. George Kapetanios & Massimiliano Marcellino, 2009. "A parametric estimation method for dynamic factor models of large dimensions," Journal of Time Series Analysis, Wiley Blackwell, vol. 30(2), pages 208-238, March.
    72. Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2004. "Forecasting Macroeconomic Variables for the Acceding Countries," Working Papers 260, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    73. Agnieszka Gehringer & Thomas Mayer, 2021. "Measuring the Business Cycle Chronology with a Novel Business Cycle Indicator for Germany," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 17(1), pages 71-89, April.
    74. Idrovo Aguirre, Byron & Caro S., Juan Carlos, 2008. "Indicadores de Actividad para la Inversión en Infraestructura y Vivienda [Economic indicators of Investment in Infrastructure and House]," MPRA Paper 19368, University Library of Munich, Germany, revised 15 Jan 2009.
    75. Cubadda, Gianluca & Hecq, Alain, 2003. "The Role of Common Cyclical Features for Coincident and Leading Indexes Building," Economics & Statistics Discussion Papers esdp03002, University of Molise, Department of Economics.
    76. Mariano Matilla-Garcia, 2005. "A SVAR model for estimating core inflation in the Euro zone," Applied Economics Letters, Taylor & Francis Journals, vol. 12(3), pages 149-154.
    77. Hiranya Nath, 2004. "Relative importance of sectoral and aggregate sources of price changes," Applied Economics, Taylor & Francis Journals, vol. 36(16), pages 1781-1796.

  73. James H. Stock & David A. Wise, 1988. "The Pension Inducement to Retire: An Option Value Analysis," NBER Working Papers 2660, National Bureau of Economic Research, Inc.

    Cited by:

    1. Gruber, J. & Madrian, B.C., 1994. "Health Insurance Availability and the Retirement Decision," Working papers 94-04, Massachusetts Institute of Technology (MIT), Department of Economics.
    2. Barbara Engels & Johannes Geyer & Peter Haan, 2016. "Pension Incentives and Early Retirement," Discussion Papers of DIW Berlin 1617, DIW Berlin, German Institute for Economic Research.
    3. Iskhakov, Fedor, 2008. "Dynamic Programming Model of Health and Retirement," Memorandum 03/2008, Oslo University, Department of Economics.
    4. Diana Warren & Umut Oguzoglu, 2007. "Retirement in Australia: A Closer Look at the Financial Incentives," Melbourne Institute Working Paper Series wp2007n24, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
    5. Brown, Alessio J.G. & Fraikin, Anne-Lore, 2022. "The Old-Age Pension Household Replacement Rate in Belgium," GLO Discussion Paper Series 1026, Global Labor Organization (GLO).
    6. James M. Poterba & Steven F. Venti, 2004. "The Transition to Personal Accounts and Increasing Retirement Wealth: Macro- and Microevidence," NBER Chapters, in: Perspectives on the Economics of Aging, pages 17-80, National Bureau of Economic Research, Inc.
    7. Luc Behaghel & Didier Blanchet & Muriel Roger, 2014. "Retirement, Early Retirement and Disability: Explaining Labor Force Participation after Fifty-Five in France," PSE-Ecole d'économie de Paris (Postprint) hal-01504268, HAL.
    8. Bodie, Zvi, 1990. "Pensions as Retirement Income Insurance," Journal of Economic Literature, American Economic Association, vol. 28(1), pages 28-49, March.
    9. Richard W. Johnson, 2011. "Phased Retirement and Workplace Flexibility for Older Adults," The ANNALS of the American Academy of Political and Social Science, , vol. 638(1), pages 68-85, November.
    10. Stock, James H & Wise, David A, 1990. "Pensions, the Option Value of Work, and Retirement," Econometrica, Econometric Society, vol. 58(5), pages 1151-1180, September.
    11. Titus Galama & Arie Kapteyn & Raquel Fonseca Benito & Pierre-Carl Michaud, 2009. "Grossman's Health Threshold and Retirement," Working Papers WR-658, RAND Corporation.
    12. Hendrik Jürges & Lars Thiel & Tabea Bucher-Koenen & Johannes Rausch & Morten Schuth & Axel Börsch-Supan, 2014. "Health, Financial Incentives, and Early Retirement: Microsimulation Evidence for Germany," NBER Chapters, in: Social Security Programs and Retirement Around the World: Disability Insurance Programs and Retirement, pages 285-330, National Bureau of Economic Research, Inc.
    13. Berkel, Barbara & Börsch-Supan, Axel, 2004. "Pension reform in Germany : the impact on retirement decisions," Papers 04-62, Sonderforschungsbreich 504.
    14. Barr, Nicholas, 1992. "Economic theory and the welfare state : a survey and interpretation," LSE Research Online Documents on Economics 279, London School of Economics and Political Science, LSE Library.
    15. B. Douglas Bernheim, 1999. "Taxation and Saving," NBER Working Papers 7061, National Bureau of Economic Research, Inc.
    16. MacDonald, Bonnie-Jeanne & Cairns, Andrew J.G., 2011. "Three retirement decision models for defined contribution pension plan members: A simulation study," Insurance: Mathematics and Economics, Elsevier, vol. 48(1), pages 1-18, January.
    17. Alan L. Gustman & Olivia S. Mitchell & Thomas L. Steinmeier, 1993. "The Role of Pensions in the Labor Market," NBER Working Papers 4295, National Bureau of Economic Research, Inc.
    18. Bertoni, Marco & Brunello, Giorgio & Mazzarella, Gianluca, 2016. "Does Postponing Minimum Retirement Age Improve Healthy Behaviours Before Retirement? Evidence from Middle-Aged Italian Workers," IZA Discussion Papers 9834, Institute of Labor Economics (IZA).
    19. Gorlin, Yury M. (Горлин, Юрий), 2017. "On the Economic Incentives for the Delayed Retirement [Об Экономических Стимулах К Более Позднему Выходу На Пенсию]," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 1, pages 84-113, February.
    20. Rob Euwals & Daniel van Vuuren & Ronald Wolthoff, 2005. "Early retirement behaviour in the Netherlands; evidence from a policy reform," CPB Discussion Paper 52, CPB Netherlands Bureau for Economic Policy Analysis.
    21. Borsch-Supan, Axel, 2000. "Incentive effects of social security on labor force participation: evidence in Germany and across Europe," Journal of Public Economics, Elsevier, vol. 78(1-2), pages 25-49, October.
    22. Jonathan Gruber & Brigitte C. Madrian, 1996. "Health Insurance and Early Retirement: Evidence from the Availability of Continuation Coverage," NBER Chapters, in: Advances in the Economics of Aging, pages 115-146, National Bureau of Economic Research, Inc.
    23. David A. Wise, 2001. "Introduction to "Themes in the Economics of Aging"," NBER Chapters, in: Themes in the Economics of Aging, pages 1-20, National Bureau of Economic Research, Inc.
    24. Sewin Chan & Ann Huff Stevens, 1999. "Job Loss and Retirement Behavior of Older Men," NBER Working Papers 6920, National Bureau of Economic Research, Inc.
    25. Andrew Samwick & David A. Wise, 2003. "Option Value Estimation with Health and Retirement Study Data," NBER Chapters, in: Labor Markets and Firm Benefit Policies in Japan and the United States, pages 205-228, National Bureau of Economic Research, Inc.
    26. Laura Turner & Giovanni Gallipoli, 2011. "Social Security, Endogenous Retirement, and Intrahousehold Cooperation," 2011 Meeting Papers 935, Society for Economic Dynamics.
    27. Randall Filer & Marjorie Honig, 2005. "Endogenous Pensions and Retirement Behavior," CESifo Working Paper Series 1547, CESifo.
    28. Disney, Richard & Whitehouse, Edward, 1999. "Pension plans and retirement incentives," MPRA Paper 14755, University Library of Munich, Germany.
    29. Börsch-Supan, Axel, 2001. "Labor market effects of population aging," Papers 07-26, Sonderforschungsbreich 504.
    30. L. Behaghel & D. Blanchet & M. Roger, 2014. "Retirement, Early Retirement and Disability: Explaining Labor Force Participation after 55 in France," Working papers 500, Banque de France.
    31. Robin L. Lumsdaine & David A. Wise, 1994. "Aging and Labor Force Participation: A Review of Trends and Explanations," NBER Chapters, in: Aging in the United States and Japan: Economic Trends, pages 7-42, National Bureau of Economic Research, Inc.
    32. Li, Jinjing & O'Donoghue, Cathal, 2011. "Retirement Choice Simulation in Household Settings with Heterogeneous Pension Plans," IZA Discussion Papers 5866, Institute of Labor Economics (IZA).
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  81. Massimiliano Marcellino & James H. Stock & Mark W. Watson, "undated". "Macroeconomic Forecasting in the Euro Area: Country Specific versus Area-Wide Information," Working Papers 201, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.

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    3. Robert Lehmann, 2016. "Economic Growth and Business Cycle Forecasting at the Regional Level," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 65.
    4. Mario Forno & Marco Lippi & Lucrezia Reichlin & Filippo Altissimo & Antonio Bassanetti, 2003. "Eurocoin: A Real Time Coincident Indicator Of The Euro Area Business Cycle," Computing in Economics and Finance 2003 242, Society for Computational Economics.
    5. Wolters, Maik H., 2013. "Evaluating point and density forecasts of DSGE models," Economics Working Papers 2013-03, Christian-Albrechts-University of Kiel, Department of Economics.
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    7. Emma SARNO & Alberto ZAZZARO, 2003. "Structural Convergence of Macroeconomic Time Series: Evidence for Inflation Rates in EU Countries," Working Papers 180, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    8. Inoue, Atsushi & Kilian, Lutz, 2003. "On the selection of forecasting models," Working Paper Series 214, European Central Bank.
    9. Kitov, Ivan & KItov, Oleg, 2013. "Does Banque de France control inflation and unemployment?," MPRA Paper 50239, University Library of Munich, Germany.
    10. Francisco Corona & Graciela González-Farías & Pedro Orraca, 2017. "A dynamic factor model for the Mexican economy: are common trends useful when predicting economic activity?," Latin American Economic Review, Springer;Centro de Investigaciòn y Docencia Económica (CIDE), vol. 26(1), pages 1-35, December.
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    12. Riccardo Cristadoro & Giuseppe Saporito & Fabrizio Venditti, 2013. "Forecasting inflation and tracking monetary policy in the euro area: does national information help?," Empirical Economics, Springer, vol. 44(3), pages 1065-1086, June.
    13. Ralf Brüggemann & Helmut Lütkepohl, 2011. "Forecasting Contemporaneous Aggregates with Stochastic Aggregation Weights," Working Paper Series of the Department of Economics, University of Konstanz 2011-23, Department of Economics, University of Konstanz.
    14. Mr. Daniel Leigh & Mr. Marco Rossi, 2002. "Leading Indicators of Growth and Inflation in Turkey," IMF Working Papers 2002/231, International Monetary Fund.
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    18. Goulet Coulombe, Philippe & Leroux, Maxime & Stevanovic, Dalibor & Surprenant, Stéphane, 2021. "Macroeconomic data transformations matter," International Journal of Forecasting, Elsevier, vol. 37(4), pages 1338-1354.
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    21. Troy D. Matheson, 2006. "Factor Model Forecasts for New Zealand," International Journal of Central Banking, International Journal of Central Banking, vol. 2(2), May.
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    23. Hyndman, Rob J. & Ahmed, Roman A. & Athanasopoulos, George & Shang, Han Lin, 2011. "Optimal combination forecasts for hierarchical time series," Computational Statistics & Data Analysis, Elsevier, vol. 55(9), pages 2579-2589, September.
    24. Matteo Ciccarelli & Fabio Canova, 2006. "Estimating Multi-country VAR models," Computing in Economics and Finance 2006 478, Society for Computational Economics.
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    180. Jorge L.M. Andraz & Pedro M.D.C.B. Gouveia & Paulo M.M. Rodrigues, 2009. "Modelling and Forecasting the UK Tourism Growth Cycle in Algarve," Tourism Economics, , vol. 15(2), pages 323-338, June.
    181. Aleksandra Nocoń, 2020. "Sustainable Approach to the Normalization Process of the UK’s Monetary Policy," Sustainability, MDPI, vol. 12(21), pages 1-14, November.
    182. Cobb, Marcus P A, 2017. "Joint Forecast Combination of Macroeconomic Aggregates and Their Components," MPRA Paper 76556, University Library of Munich, Germany.
    183. 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.
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    186. Milena Lipovina-Božović, 2013. "A Comparison Of The Var Model And The Pc Factor Model In Forecasting Inflation In Montenegro," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 58(198), pages 115-136, July - Se.
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    188. Oliver Hülsewig & Johannes Mayr & Timo Wollmershäuser, 2008. "Forecasting Euro Area Real GDP: Optimal Pooling of Information," CESifo Working Paper Series 2371, CESifo.
    189. Chalmovianský, Jakub & Porqueddu, Mario & Sokol, Andrej, 2020. "Weigh(t)ing the basket: aggregate and component-based inflation forecasts for the euro area," Working Paper Series 2501, European Central Bank.
    190. Sarah Gelper & Christophe Croux, 2010. "On the Construction of the European Economic Sentiment Indicator," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 72(1), pages 47-62, February.
    191. Sbrana, Giacomo & Silvestrini, Andrea & Venditti, Fabrizio, 2017. "Short-term inflation forecasting: The M.E.T.A. approach," International Journal of Forecasting, Elsevier, vol. 33(4), pages 1065-1081.
    192. Barbara Batóg & Jacek Batóg, 2021. "Regional Government Revenue Forecasting: Risk Factors of Investment Financing," Risks, MDPI, vol. 9(12), pages 1-15, November.
    193. McAdam, Peter & McNelis, Paul, 2004. "Forecasting inflation with thick models and neural networks," Working Paper Series 352, European Central Bank.
    194. Kashyap, Anil K. & Mojon, Benoît & Terlizzese, Daniele & Backé, Peter, 2002. "Monetary Transmission in the Euro Area : Where Do We Stand?," Working Paper Series 114, European Central Bank.
    195. Florian Huber & Michael Pfarrhofer & Philipp Piribauer, 2020. "A multi-country dynamic factor model with stochastic volatility for euro area business cycle analysis," Papers 2001.03935, arXiv.org.
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    200. Barkhordari, Sajjad & Forughi Far, Mohsen, 2020. "The Dynamic Regional Effects of Monetary Policy on Employment in Iran (TVP-FAVAR Approach)," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, vol. 6(4), pages 109-136, February.
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    203. Giacomo Sbrana, 2007. "Testing for Model Selection in Predicting Aggregate Variables," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, vol. 66(1), pages 3-28, March.
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    205. Canova, Fabio, 2002. "G-7 Inflation forecasts," Working Paper Series 151, European Central Bank.
    206. Diogo de Prince & Emerson Fernandes Marçal & Pedro L. Valls Pereira, 2022. "Forecasting Industrial Production Using Its Aggregated and Disaggregated Series or a Combination of Both: Evidence from One Emerging Market Economy," Econometrics, MDPI, vol. 10(2), pages 1-34, June.
    207. James H. Stock & Mark W.Watson, 2003. "Forecasting Output and Inflation: The Role of Asset Prices," Journal of Economic Literature, American Economic Association, vol. 41(3), pages 788-829, September.
    208. Vivek Ghosal & Yang Ye, 2015. "Uncertainty and the employment dynamics of small and large businesses," Small Business Economics, Springer, vol. 44(3), pages 529-558, March.
    209. Kelly Burns, 2016. "A Reconsideration of the Meese-Rogoff Puzzle: An Alternative Approach to Model Estimation and Forecast Evaluation," Multinational Finance Journal, Multinational Finance Journal, vol. 20(1), pages 41-83, March.
    210. Kilian, Lutz & Inoue, Atsushi, 2005. "How Useful is Bagging in Forecasting Economic Time Series? A Case Study of US CPI Inflation," CEPR Discussion Papers 5304, C.E.P.R. Discussion Papers.
    211. 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.
    212. Lorenzo Fratoni & Susanna Levantesi & Massimiliano Menzietti, 2022. "Measuring Financial Sustainability and Social Adequacy of the Italian NDC Pension System under the COVID-19 Pandemic," Sustainability, MDPI, vol. 14(23), pages 1-23, December.
    213. Ekaterini Panopoulou, 2006. "The predictive content of financial variables: Evidence from the euro area," The Institute for International Integration Studies Discussion Paper Series iiisdp178, IIIS.
    214. Giannone, Domenico & Reichlin, Lucrezia & Bańbura, Marta, 2008. "Large Bayesian VARs," Working Paper Series 966, European Central Bank.
    215. Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2004. "Forecasting Macroeconomic Variables for the Acceding Countries," Working Papers 260, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    216. Cobb, Marcus P A, 2018. "Improving Underlying Scenarios for Aggregate Forecasts: A Multi-level Combination Approach," MPRA Paper 88593, University Library of Munich, Germany.
    217. Ruth, Karsten, 2008. "Macroeconomic forecasting in the EMU: Does disaggregate modeling improve forecast accuracy?," Journal of Policy Modeling, Elsevier, vol. 30(3), pages 417-429.
    218. Maldonado, Javier & Ruiz Ortega, Esther, 2017. "Accurate Subsampling Intervals of Principal Components Factors," DES - Working Papers. Statistics and Econometrics. WS 23974, Universidad Carlos III de Madrid. Departamento de Estadística.
    219. Kausik Chaudhuri & Saumitra N. Bhaduri, 2019. "Inflation Forecast: Just use the Disaggregate or Combine it with the Aggregate," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 17(2), pages 331-343, June.
    220. Koivu, Tuuli & Mehrotra, Aaron & Nuutilainen, Riikka, 2008. "McCallum rule and Chinese monetary policy," BOFIT Discussion Papers 15/2008, Bank of Finland Institute for Emerging Economies (BOFIT).
    221. Paolo Angelini & Paolo Del Giovane & Stefano Siviero & Daniele Terlizzese, 2008. "Monetary Policy in a Monetary Union: What Role for Regional Information?," International Journal of Central Banking, International Journal of Central Banking, vol. 4(3), pages 1-28, September.
    222. Zaher, Fadi, 2007. "Evaluating factor forecasts for the UK: The role of asset prices," International Journal of Forecasting, Elsevier, vol. 23(4), pages 679-693.
    223. António Rua & Francisco Craveiro Dias, 2008. "Determining the number of factors in approximate factor models with global and group-specific factors," Working Papers w200809, Banco de Portugal, Economics and Research Department.
    224. Duarte, Claudia & Rua, Antonio, 2007. "Forecasting inflation through a bottom-up approach: How bottom is bottom?," Economic Modelling, Elsevier, vol. 24(6), pages 941-953, November.
    225. Maximilian Auffhammer & Ralf Steinhauser, 2007. "The Future Trajectory Of U.S. Co2 Emissions: The Role Of State Vs. Aggregate Information," Journal of Regional Science, Wiley Blackwell, vol. 47(1), pages 47-61, February.
    226. In Choi, 2013. "Model Selection for Factor Analysis: Some New Criteria and Performance Comparisons," Working Papers 1209, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy).
    227. 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.
    228. Claire Giordano & Marco Marinucci & Andrea Silvestrini, 2022. "Assessing the usefulness of survey‐based data in forecasting firms' capital formation: Evidence from Italy," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(3), pages 491-513, April.
    229. Raymond Struyk & Douglas Wissoker & Ioulia Zaitseva, 2004. "Economic Forecasting for Large Russian Cities," ERSA conference papers ersa04p318, European Regional Science Association.
    230. Claire Giordano & Marco Marinucci & Andrea Silvestrini, 2021. "Forecasting corporate capital accumulation in Italy: the role of survey-based information," Questioni di Economia e Finanza (Occasional Papers) 596, Bank of Italy, Economic Research and International Relations Area.
    231. Turgut Kisinbay & Mr. Eric Parrado & Mr. Rodolfo Maino & Mr. Jorge I Canales Kriljenko, 2006. "Setting the Operational Framework for Producing Inflation Forecasts," IMF Working Papers 2006/122, International Monetary Fund.
    232. Domenico Giannone & Lucrezia Reichlin & David Small, 2008. "Nowcasting: the real time informational content of macroeconomic data releases," ULB Institutional Repository 2013/6409, ULB -- Universite Libre de Bruxelles.
    233. Fresoli, Diego & Ruiz, Esther & Pascual, Lorenzo, 2015. "Bootstrap multi-step forecasts of non-Gaussian VAR models," International Journal of Forecasting, Elsevier, vol. 31(3), pages 834-848.
    234. Guenter Beck & Massimiliano Marcellino, 2006. "Regional Inflation Dynamics within and across Euro Area and a Comparison with the US," Computing in Economics and Finance 2006 338, Society for Computational Economics.
    235. Giacomo Sbrana, 2008. "On the use of area-wide models in the Euro-zone," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 17(4), pages 499-518, October.
    236. Forni, Mario & Cavicchioli, Maddalena & Lippi, Marco & Zaffaroni, Paolo, 2016. "Eigenvalue Ratio Estimators for the Number of Common Factors," CEPR Discussion Papers 11440, C.E.P.R. Discussion Papers.
    237. Cristea, R. G., 2020. "Can Alternative Data Improve the Accuracy of Dynamic Factor Model Nowcasts?," Cambridge Working Papers in Economics 20108, Faculty of Economics, University of Cambridge.
    238. Nicoletta Pashourtidou & Christos Papamichael & Charalampos Karagiannakis, 2018. "Forecasting economic activity in sectors of the Cypriot economy," Cyprus Economic Policy Review, University of Cyprus, Economics Research Centre, vol. 12(2), pages 24-66, December.
    239. Ibarra-Ramírez Raúl, 2010. "Forecasting Inflation in Mexico Using Factor Models: Do Disaggregated CPI Data Improve Forecast Accuracy?," Working Papers 2010-01, Banco de México.
    240. Helmut Luetkepohl, 2009. "Forecasting Aggregated Time Series Variables: A Survey," Economics Working Papers ECO2009/17, European University Institute.
    241. De Grauwe, Paul & Senegas, Marc-Alexandre, 2006. "Monetary policy design and transmission asymmetry in EMU: Does uncertainty matter?," European Journal of Political Economy, Elsevier, vol. 22(4), pages 787-808, December.
    242. Garcia-Ferrer, A. & de Juan, A. & Poncela, P., 2006. "Forecasting traffic accidents using disaggregated data," International Journal of Forecasting, Elsevier, vol. 22(2), pages 203-222.
    243. Ryan Greenaway-McGrevy, 2013. "A Multivariate Approach to Seasonal Adjustment," BEA Working Papers 0100, Bureau of Economic Analysis.
    244. Kitlinski, Tobias & an de Meulen, Philipp, 2015. "The role of targeted predictors for nowcasting GDP with bridge models: Application to the Euro area," Ruhr Economic Papers 559, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
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Articles

  1. James H. Stock & Mark W. Watson, 2010. "Modeling inflation after the crisis," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 173-220.
    See citations under working paper version above.
  2. James H. Stock & Mark W. Watson, 2008. "Phillips curve inflation forecasts," Conference Series ; [Proceedings], Federal Reserve Bank of Boston.
    See citations under working paper version above.
  3. Hausman, Jerry & Stock, James H. & Yogo, Motohiro, 2005. "Asymptotic properties of the Hahn-Hausman test for weak-instruments," Economics Letters, Elsevier, vol. 89(3), pages 333-342, December.

    Cited by:

    1. Sambit Bhattacharyya, 2009. "Root Causes of African Underdevelopment," Journal of African Economies, Centre for the Study of African Economies, vol. 18(5), pages 745-780, November.
    2. Millemaci, Emanuele & Ofria, Ferdinando, 2012. "Kaldor-Verdoorn's Law and Increasing Returns to Scale: A Comparison Across Developed Countries," Economy and Society 143122, Fondazione Eni Enrico Mattei (FEEM).
    3. Danny Cohen Zada, 2007. "An Alternative Instrument for Private School Competition," Working Papers 0705, Ben-Gurion University of the Negev, Department of Economics.
    4. Donald W.K. Andrews & James H. Stock, 2005. "Inference with Weak Instruments," NBER Technical Working Papers 0313, National Bureau of Economic Research, Inc.
    5. Hauner, David & Prati, Alessandro & Bircan, Cagatay, 2013. "The interest group theory of financial development: Evidence from regulation," Journal of Banking & Finance, Elsevier, vol. 37(3), pages 895-906.
    6. Cohen-Zada, D., 2009. "An alternative instrument for private school competition," Economics of Education Review, Elsevier, vol. 28(1), pages 29-37, February.
    7. Emma L. Schultz & David T. Tan & Kathleen D. Walsh, 2010. "Endogeneity and the corporate governance - performance relation," Australian Journal of Management, Australian School of Business, vol. 35(2), pages 145-163, August.
    8. Zongwu Cai & Ying Fang & Henong Li, 2012. "Weak Instrumental Variables Models for Longitudinal Data," Econometric Reviews, Taylor & Francis Journals, vol. 31(4), pages 361-389.
    9. Jinkai Li & Jueying Chen & Heguang Liu, 2021. "Sustainable Agricultural Total Factor Productivity and Its Spatial Relationship with Urbanization in China," Sustainability, MDPI, vol. 13(12), pages 1-15, June.
    10. Guilhem Bascle, 2008. "Controlling for endogeneity with instrumental variables in strategic management research," Post-Print hal-00576795, HAL.
    11. Ribeiro, André L.P. & Hotta, Luiz K., 2013. "An analysis of contagion among Asian countries using the canonical model of contagion," International Review of Financial Analysis, Elsevier, vol. 29(C), pages 62-69.
    12. Frick, Susanne A. & Rodríguez-Pose, Andrés, 2018. "Change in urban concentration and economic growth," LSE Research Online Documents on Economics 86500, London School of Economics and Political Science, LSE Library.
    13. Bhattacharyya, Sambit & Hodler, Roland, 2014. "Do Natural Resource Revenues Hinder Financial Development? The Role of Political Institutions," World Development, Elsevier, vol. 57(C), pages 101-113.
    14. Guo, Zijian & Kang, Hyunseung & Cai, T. Tony & Small, Dylan S., 2018. "Testing endogeneity with high dimensional covariates," Journal of Econometrics, Elsevier, vol. 207(1), pages 175-187.
    15. Tripathi, Sabyasachi, 2020. "Does economic development reduce household size? Evidence from India," Journal of Policy Modeling, Elsevier, vol. 42(5), pages 982-999.
    16. Bhattacharyya, Sambit, 2012. "Trade liberalization and institutional development," Journal of Policy Modeling, Elsevier, vol. 34(2), pages 253-269.
    17. Davor Mance & Siniša Vilke & Borna Debelić, 2020. "Sustainable Governance of Coastal Areas and Tourism Impact on Waste Production: Panel Analysis of Croatian Municipalities," Sustainability, MDPI, vol. 12(18), pages 1-16, September.
    18. Anupam Kumar & John‐Patrick Paraskevas, 2018. "A Proactive Environmental Strategy: Analyzing the Effect of SCM Experience, Age, and Female Representation in TMTs," Journal of Supply Chain Management, Institute for Supply Management, vol. 54(4), pages 20-41, October.
    19. Mikusheva, Anna, 2013. "Survey on statistical inferences in weakly-identified instrumental variable models," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 29(1), pages 117-131.
    20. Paul Collier & Sambit Bhattacharyya, 2011. "Public Capital in Resource Rich Economies: Is there a Curse?," OxCarre Working Papers 065, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.
    21. Denis Cogneau & Rémi Jedwab, 2008. "Family income and child outcomes: the 1990 cocoa price shock in Cote d’Ivoire," Working Papers DT/2008/05, DIAL (Développement, Institutions et Mondialisation).
    22. Bhattacharyya, Sambit, 2013. "Political origins of financial structure," Journal of Comparative Economics, Elsevier, vol. 41(4), pages 979-994.
    23. Zhenhong Huang & Chen Wang & Jianfeng Yao, 2023. "Assessing the strength of many instruments with the first-stage F and Cragg-Donald statistics," Papers 2302.14423, arXiv.org.
    24. McCord, Gordon C. & Conley, Dalton & Sachs, Jeffrey D., 2017. "Malaria ecology, child mortality & fertility," Economics & Human Biology, Elsevier, vol. 24(C), pages 1-17.
    25. Aït-Sahalia, Yacine & Xiu, Dacheng, 2019. "A Hausman test for the presence of market microstructure noise in high frequency data," Journal of Econometrics, Elsevier, vol. 211(1), pages 176-205.
    26. Zhou, Qing & Faff, Robert & Alpert, Karen, 2014. "Bias correction in the estimation of dynamic panel models in corporate finance," Journal of Corporate Finance, Elsevier, vol. 25(C), pages 494-513.
    27. André L P Ribeiro & Luiz K Hotta, 2016. "Estimation of the Heteroskedastic Canonical Contagion Model with Instrumental Variables," PLOS ONE, Public Library of Science, vol. 11(12), pages 1-13, December.
    28. Tripathi, Sabyasachi, 2018. "Does Higher Economic Development Reduce Household Size? Evidence from India," MPRA Paper 86684, University Library of Munich, Germany.
    29. Zhenhong Huang & Chen Wang & Jianfeng Yao, 2023. "A specification test for the strength of instrumental variables," Papers 2302.14396, arXiv.org.
    30. Jinhui Liu & Qing Li & Wei Gu & Chen Wang, 2019. "The Impact of Consumption Patterns on the Generation of Municipal Solid Waste in China: Evidences from Provincial Data," IJERPH, MDPI, vol. 16(10), pages 1-19, May.
    31. Shijun Chai & Yang Chen & Bihong Huang & Dezhu Ye, 2019. "Social networks and informal financial inclusion in China," Asia Pacific Journal of Management, Springer, vol. 36(2), pages 529-563, June.
    32. Lee, Yoonseok & Okui, Ryo, 2012. "Hahn–Hausman test as a specification test," Journal of Econometrics, Elsevier, vol. 167(1), pages 133-139.
    33. Emma L. Schultz & David T. Tan & Kathleen D. Walsh, 2017. "Corporate governance and the probability of default," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 57, pages 235-253, April.
    34. Noel Johnson & Courtney LaFountain & Steven Yamarik, 2011. "Corruption is bad for growth (even in the United States)," Public Choice, Springer, vol. 147(3), pages 377-393, June.
    35. Yue Jin & Chen Chen & Zhanyi Shi, 2021. "Spillover Effect of FDI on Food Exports: Based on Firm-Level Analysis in China," Sustainability, MDPI, vol. 13(9), pages 1-20, April.
    36. Tobias Schlueter & Soenke Sievers, 2014. "Determinants of market beta: the impacts of firm-specific accounting figures and market conditions," Review of Quantitative Finance and Accounting, Springer, vol. 42(3), pages 535-570, April.
    37. Cagatay Bircan & David Hauner & Alessandro Prati, 2012. "The interest group theory of financial development: evidence from regulation," Working Papers 150, European Bank for Reconstruction and Development, Office of the Chief Economist.
    38. Mario Jametti & Agustin Redonda & Anindya Sen, 2013. "The Power to Pass on Taxes - A Test for Tax Shifting Based on Observables," CESifo Working Paper Series 4265, CESifo.
    39. Sienso, Gifty & Lyford, Conrad & Oldewage-Theron, Wilna, 2022. "Using instrumental variables to establish the relationship between household production diversity and household dietary diversity in northern Ghana," African Journal of Food, Agriculture, Nutrition and Development (AJFAND), African Journal of Food, Agriculture, Nutrition and Development (AJFAND), vol. 22(07).
    40. Dang, D Anh, 2010. "Trade Liberalization and Institutional Quality: Evidence from Vietnam," MPRA Paper 26346, University Library of Munich, Germany, revised 31 Aug 2010.
    41. Yoonseok Lee & Ryo Okui, 2009. "A Specification Test for Instrumental Variables Regression with Many Instruments," Cowles Foundation Discussion Papers 1741, Cowles Foundation for Research in Economics, Yale University.
    42. Zongwu Cai & Henong Li, 2013. "Convergency and Divergency of Functional Coefficient Weak Instrumental Variables Models," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
    43. Orkhan Guliyev & Aijun Liu & Gershom Endelani Mwalupaso & Jarkko Niemi, 2019. "The Determinants of Technical Efficiency of Hazelnut Production in Azerbaijan: An Analysis of the Role of NGOs," Sustainability, MDPI, vol. 11(16), pages 1-19, August.
    44. Jenni L Bettman & Mitch Kosev & Stephen J Sault, 2011. "Exploring the asset growth effect in the Australian equity market," Australian Journal of Management, Australian School of Business, vol. 36(2), pages 200-216, August.
    45. Hsu, Hung-Chia Scott, 2013. "Technology timing of IPOs and venture capital incubation," Journal of Corporate Finance, Elsevier, vol. 19(C), pages 36-55.
    46. Sambit Bhattacharyya & Roland Hodler, 2012. "Media Freedom and Democracy: Complements or Substitutes in the Fight against Corruption?," CSAE Working Paper Series 2012-02, Centre for the Study of African Economies, University of Oxford.

  4. James H. Stock & Mark W. Watson, 2005. "Understanding Changes In International Business Cycle Dynamics," Journal of the European Economic Association, MIT Press, vol. 3(5), pages 968-1006, September.
    See citations under working paper version above.
  5. James H. Stock & Mark W. Watson, 2005. "Has inflation become harder to forecast?," Proceedings, Board of Governors of the Federal Reserve System (U.S.).

    Cited by:

    1. Kurmas Akdogan & Selen Baser & Meltem Gulenay Chadwick & Dilara Ertug & Timur Hulagu & Sevim Kosem & Fethi Ogunc & M. Utku Ozmen & Necati Tekatli, 2012. "Short-Term Inflation Forecasting Models For Turkey and a Forecast Combination Analysis," Working Papers 1209, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
    2. Ingrid Groessl & Artur Tarassow, 2018. "A Microfounded Model of Money Demand Under Uncertainty, and some Empirical Evidence," Macroeconomics and Finance Series 201802, University of Hamburg, Department of Socioeconomics.
    3. Meyler, Aidan, 2020. "Forecast performance in the ECB SPF: ability or chance?," Working Paper Series 2371, European Central Bank.
    4. P. Siklos & M. Bohl, 2006. "Asset Prices as Indicators of Euro Area Monetary Policy: An Empirical Assessment of Their Role in a Taylor Rule," Working Papers eg0053, Wilfrid Laurier University, Department of Economics, revised 2006.
    5. Ivan O. KITOV & Oleg I. KITOV, 2010. "Dynamics Of Unemployment And Inflation In Western Europe: Solution By The 1- D Boundary Elements Method," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, vol. 5(2(12)/Sum), pages 94-113.

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    Cited by:

    1. Everts, Martin, 2006. "Sectoral and Industrial Business Cycles," MPRA Paper 1176, University Library of Munich, Germany.
    2. Yin, Anwen, 2015. "Forecasting and model averaging with structural breaks," ISU General Staff Papers 201501010800005727, Iowa State University, Department of Economics.

  8. James H. Stock & Francesco Trebbi, 2003. "Retrospectives: Who Invented Instrumental Variable Regression?," Journal of Economic Perspectives, American Economic Association, vol. 17(3), pages 177-194, Summer.

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    1. Faris Alshubiri & Mohamed Elheddad & Syed Ahsan Jamil & Nassima Djellouli, 2021. "The impacts of financial depth and foreign direct investment on the green and non-green energy consumption of OPEC members," SN Business & Economics, Springer, vol. 1(6), pages 1-29, June.
    2. Brian Wright, 2014. "Global Biofuels: Key to the Puzzle of Grain Market Behavior," Journal of Economic Perspectives, American Economic Association, vol. 28(1), pages 73-98, Winter.
    3. Firmin Doko Tchatoka, 2014. "Specification Tests with Weak and Invalid Instruments," School of Economics and Public Policy Working Papers 2014-05, University of Adelaide, School of Economics and Public Policy.
    4. Anirban Basu & Kwun Chuen Gary Chan, 2014. "Can We Make Smart Choices Between Ols And Contaminated Iv Methods?," Health Economics, John Wiley & Sons, Ltd., vol. 23(4), pages 462-472, April.
    5. Biørn, Erik, 2017. "Identification, Instruments, Omitted Variables, and Rudimentary Models: Fallacies in the ‘Experimental Approach’ to Econometrics," Memorandum 13/2017, Oslo University, Department of Economics.
    6. Koo, Tay T.R. & Lim, Christine & Dobruszkes, Frédéric, 2017. "Causality in direct air services and tourism demand," Annals of Tourism Research, Elsevier, vol. 67(C), pages 67-77.
    7. Nalan Basturk & Cem Cakmakli & S. Pinar Ceyhan & Herman K. van Dijk, 2014. "On the Rise of Bayesian Econometrics after Cowles Foundation Monographs 10, 14," Tinbergen Institute Discussion Papers 14-085/III, Tinbergen Institute, revised 04 Sep 2014.
    8. {O}yvind Hoveid, 2021. "Constructing valid instrumental variables in generalized linear causal models from directed acyclic graphs," Papers 2102.08056, arXiv.org.
    9. Spolaore, Enrico & Wacziarg, Romain, 2009. "War and Relatedness," CEPR Discussion Papers 7371, C.E.P.R. Discussion Papers.
    10. Jelliffe, Jeremy L. & Bravo-Ureta, Boris E. & Deom, C. Michael & Okello, David Kalule, 2016. "The Sustainability Of Project Outcomes From Farmer-Led Dissemination Of High-Yielding Groundnut Rosette Disease Resistant Groundnut Varieties," 2016 Fifth International Conference, September 23-26, 2016, Addis Ababa, Ethiopia 246450, African Association of Agricultural Economists (AAAE).
    11. International Monetary Fund, 2004. "Once Again, is Openness Good for Growth?," IMF Working Papers 2004/135, International Monetary Fund.
    12. Kathryn Graddy, 2006. "Markets: The Fulton Fish Market," Journal of Economic Perspectives, American Economic Association, vol. 20(2), pages 207-220, Spring.
    13. Russell Davidson & Victoria Zinde-Walsh, 2017. "Advances in specification testing," Canadian Journal of Economics, Canadian Economics Association, vol. 50(5), pages 1595-1631, December.
    14. Breen, Richard & Ermisch, John, 2021. "Instrumental Variable Estimation in Demographic Studies: The LATE interpretation of the IV estimator with heterogenous effects," SocArXiv vx9m7, Center for Open Science.
    15. Jeremy Jelliffe & Boris E. Bravo-Ureta & C. Michael Deom & David Kalule Okello, 2016. "The Sustainability Of Farmer-Led Multiplication And Dissemination Of High-Yield And Disease Resistant Groundnut Varieties," Zwick Center Research Reports 04, University of Connecticut, Department of Agricultural and Resource Economics, Charles J. Zwick Center for Food and Resource Policy.
    16. Lee, Ha Yan & Ricci, Luca Antonio & Rigobon, Roberto, 2004. "Once again, is openness good for growth?," Journal of Development Economics, Elsevier, vol. 75(2), pages 451-472, December.
    17. David O. Lucca & Francesco Trebbi, 2009. "Measuring Central Bank Communication: An Automated Approach with Application to FOMC Statements," NBER Working Papers 15367, National Bureau of Economic Research, Inc.
    18. Karim Chalak & Halbert White, 2011. "Viewpoint: An extended class of instrumental variables for the estimation of causal effects," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 44(1), pages 1-51, February.
    19. Michael J. Peel, 2014. "Addressing unobserved endogeneity bias in accounting studies: control and sensitivity methods by variable type," Accounting and Business Research, Taylor & Francis Journals, vol. 44(5), pages 545-571, October.
    20. Matthew Gentzkow & Bryan T. Kelly & Matt Taddy, 2017. "Text as Data," NBER Working Papers 23276, National Bureau of Economic Research, Inc.
    21. Frank T. Denton, 2005. "Exploring the Use of a Nonparametrically Generated Instrumetal Variable in the Estimation of a Linear Parametric Equation," Social and Economic Dimensions of an Aging Population Research Papers 124, McMaster University.
    22. Ioannis Chalkiadakis & Gareth W. Peters & Matthew Ames, 2023. "Hybrid ARDL-MIDAS-Transformer time-series regressions for multi-topic crypto market sentiment driven by price and technology factors," Digital Finance, Springer, vol. 5(2), pages 295-365, June.
    23. Peter Bühlmann & Domagoj Ćevid, 2020. "Deconfounding and Causal Regularisation for Stability and External Validity," International Statistical Review, International Statistical Institute, vol. 88(S1), pages 114-134, December.
    24. Bell, Alex, 2020. "Job Amenities & Earnings Inequality," MPRA Paper 118516, University Library of Munich, Germany.
    25. Karim Chalak & Halbert White, 2007. "An Extended Class of Instrumental Variables for the Estimation of Causal Effects," Boston College Working Papers in Economics 692, Boston College Department of Economics, revised 30 Nov 2009.
    26. Jan Víšek, 2009. "Consistency of the instrumental weighted variables," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 61(3), pages 543-578, September.
    27. Rahul Singh & Liyang Sun, 2019. "Double Robustness for Complier Parameters and a Semiparametric Test for Complier Characteristics," Papers 1909.05244, arXiv.org, revised Dec 2022.
    28. Arthur Lewbel, 2018. "The Identification Zoo - Meanings of Identification in Econometrics," Boston College Working Papers in Economics 957, Boston College Department of Economics, revised 14 Dec 2019.
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    30. Qin, Duo, 2014. "Resurgence of instrument variable estimation and fallacy of endogeneity," Economics Discussion Papers 2014-42, Kiel Institute for the World Economy (IfW Kiel).

  9. Marcellino, Massimiliano & Stock, James H. & Watson, Mark W., 2003. "Macroeconomic forecasting in the Euro area: Country specific versus area-wide information," European Economic Review, Elsevier, vol. 47(1), pages 1-18, February.
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    1. Clements, Michael P. & Galvão, Ana Beatriz, 2010. "Real-time Forecasting of Inflation and Output Growth in the Presence of Data Revisions," The Warwick Economics Research Paper Series (TWERPS) 953, University of Warwick, Department of Economics.
    2. Zhihong Chen & Azhar Iqbal & Huiwen Lai, 2011. "Forecasting the probability of US recessions: a Probit and dynamic factor modelling approach," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 44(2), pages 651-672, May.
    3. Okimoto, Tatsuyoshi & Takaoka, Sumiko, 2022. "The credit spread curve distribution and economic fluctuations in Japan," Journal of International Money and Finance, Elsevier, vol. 122(C).
    4. Kuosmanen, Petri & Vataja, Juuso, 2019. "Time-varying predictive content of financial variables in forecasting GDP growth in the G-7 countries," The Quarterly Review of Economics and Finance, Elsevier, vol. 71(C), pages 211-222.
    5. Jennifer Castle & David Hendry, 2012. "Forecasting by factors, by variables, or both?," Economics Series Working Papers 600, University of Oxford, Department of Economics.
    6. Foroni, Claudia & Marcellino, Massimiliano & Schumacher, Christian, 2011. "U-MIDAS: MIDAS regressions with unrestricted lag polynomials," Discussion Paper Series 1: Economic Studies 2011,35, Deutsche Bundesbank.
    7. Dionne, Georges & Gauthier, Geneviève & Hammami, Khemais & Maurice, Mathieu & Simonato, Jean-Guy, 2010. "A reduced form model of default spreads with Markov-switching macroeconomic factors," Working Papers 10-6, HEC Montreal, Canada Research Chair in Risk Management.
    8. Strauss, Jack, 2013. "Does housing drive state-level job growth? Building permits and consumer expectations forecast a state’s economic activity," Journal of Urban Economics, Elsevier, vol. 73(1), pages 77-93.
    9. Monica Billio & Anna Petronevich, 2017. "Dynamical Interaction Between Financial and Business Cycles," Working Papers 2017:24, Department of Economics, University of Venice "Ca' Foscari".
    10. Rolando F. Peláez, 2015. "A recession‐and‐state forecasting model," Southern Economic Journal, John Wiley & Sons, vol. 81(4), pages 1025-1039, April.
    11. Michael P. Clements & Ana Beatriz Galvão, 2007. "Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US Output Growth," Working Papers 616, Queen Mary University of London, School of Economics and Finance.
    12. Drechsel, Katja & Scheufele, Rolf, 2010. "Should We Trust in Leading Indicators? Evidence from the Recent Recession," IWH Discussion Papers 10/2010, Halle Institute for Economic Research (IWH).
    13. Barnett, Alina & Mumtaz, Haroon & Theodoridis, Konstantinos, 2012. "Forecasting UK GDP growth, inflation and interest rates under structural change: a comparison of models with time-varying parameters," Bank of England working papers 450, Bank of England.
    14. Matteo Manera & Alessandro Cologni, 2006. "The Asymmetric Effects of Oil Shocks on Output Growth: A Markov-Switching Analysis for the G-7 Countries," Working Papers 2006.29, Fondazione Eni Enrico Mattei.
    15. Paap, Richard & Segers, Rene & van Dijk, Dick, 2009. "Do Leading Indicators Lead Peaks More Than Troughs?," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(4), pages 528-543.
    16. Clements, Michael P. & Galvao, Ana Beatriz, 2006. "Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US output growth and inflation," Economic Research Papers 269743, University of Warwick - Department of Economics.
    17. Sergey V. Smirnov & Daria A. Avdeeva, 2016. "Wishful Bias in Predicting Us Recessions: Indirect Evidence," HSE Working papers WP BRP 135/EC/2016, National Research University Higher School of Economics.
    18. Ana Beatriz Galvão & Liudas Giraitis & George Kapetanios & Katerina Petrova, 2015. "A Time Varying DSGE Model with Financial Frictions," Working Papers 769, Queen Mary University of London, School of Economics and Finance.
    19. Huiwen Lai & Eric C. Y. Ng, 2020. "On business cycle forecasting," Frontiers of Business Research in China, Springer, vol. 14(1), pages 1-26, December.
    20. Rolando Peláez, 2005. "Dating Business-Cycle turning points," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 29(1), pages 127-137, March.
    21. Rolando F. Peláez, 2015. "Market‐timing the business cycle," Review of Financial Economics, John Wiley & Sons, vol. 26(1), pages 55-64, September.
    22. Callegaro, Giorgia & Ceci, Claudia & Ferrari, Giorgio, 2019. "Optimal Reduction of Public Debt under Partial Observation of the Economic Growth," Center for Mathematical Economics Working Papers 608, Center for Mathematical Economics, Bielefeld University.
    23. Drechsel, Katja & Scheufele, Rolf, 2012. "The performance of short-term forecasts of the German economy before and during the 2008/2009 recession," International Journal of Forecasting, Elsevier, vol. 28(2), pages 428-445.
    24. Aslanidis, Nektarios & Cipollini, Andrea, 2009. "Leading indicator properties of US high-yield credit spreads," Working Papers 2072/15810, Universitat Rovira i Virgili, Department of Economics.
    25. David E. Rapach & Jack K. Strauss, 2008. "Forecasting US employment growth using forecast combining methods," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(1), pages 75-93.
    26. Kole, H.J.W.G. & van Dijk, D.J.C., 2013. "How to Identify and Forecast Bull and Bear Markets?," ERIM Report Series Research in Management ERS-2013-016-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
    27. Castle, Jennifer L. & Clements, Michael P. & Hendry, David F., 2013. "Forecasting by factors, by variables, by both or neither?," Journal of Econometrics, Elsevier, vol. 177(2), pages 305-319.
    28. Gerda Claeskens & Jan Magnus & Andrey Vasnev & Wendun Wang, 2014. "The Forecast Combination Puzzle: A Simple Theoretical Explanation," Tinbergen Institute Discussion Papers 14-127/III, Tinbergen Institute.
    29. De Pace, Pierangelo & Weber, Kyle D., 2016. "The time-varying leading properties of the high yield spread in the United States," International Journal of Forecasting, Elsevier, vol. 32(1), pages 203-230.
    30. Clements, Michael P. & Harvey, David I., 2011. "Combining probability forecasts," International Journal of Forecasting, Elsevier, vol. 27(2), pages 208-223, April.
    31. Lilia Karnizova, 2012. "News Shocks, Productivity and the U.S. Investment Boom-Bust Cycle," Working Papers 1201E, University of Ottawa, Department of Economics.
    32. Gilchrist, Simon & Yankov, Vladimir & Zakrajsek, Egon, 2009. "Credit market shocks and economic fluctuations: Evidence from corporate bond and stock markets," Journal of Monetary Economics, Elsevier, vol. 56(4), pages 471-493, May.
    33. Ana Beatriz C. Galvão, 2006. "Structural break threshold VARs for predicting US recessions using the spread," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(4), pages 463-487, May.
    34. Jens J. Krüger, 2021. "A Wavelet Evaluation of Some Leading Business Cycle Indicators for the German Economy," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 17(3), pages 293-319, December.
    35. Guidolin, Massimo & Tam, Yu Man, 2013. "A yield spread perspective on the great financial crisis: Break-point test evidence," International Review of Financial Analysis, Elsevier, vol. 26(C), pages 18-39.
    36. Xi Wu & Adam Blake, 2023. "Does the combination of models with different explanatory variables improve tourism demand forecasting performance?," Tourism Economics, , vol. 29(8), pages 2032-2056, December.
    37. Aleksandar M. Velkoski, 2015. "Restaurant Consumption as an Economic Indicator," Tourism Economics, , vol. 21(2), pages 325-339, April.
    38. Giorgia Callegaro & Claudia Ceci & Giorgio Ferrari, 2019. "Optimal Reduction of Public Debt under Partial Observation of the Economic Growth," Papers 1901.08356, arXiv.org, revised Jan 2019.
    39. Goodwin, Barry K. & Holt, Matthew T. & Prestemon, Jeffrey P., 2019. "Nonlinear exchange rate pass-through in timber products: The case of oriented strand board in Canada and the United States," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
    40. Martin Micheli, 2020. "Local governments’ indebtedness and its impact on real estate prices," Urban Studies, Urban Studies Journal Limited, vol. 57(5), pages 1032-1048, April.
    41. Marcos Bujosa & Antonio García‐Ferrer & Aránzazu de Juan & Antonio Martín‐Arroyo, 2020. "Evaluating early warning and coincident indicators of business cycles using smooth trends," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(1), pages 1-17, January.
    42. Fernando Henrique De Paula E Silva Mendes & Guilherme Valle Mour, 2014. "Evidências De Bull E Bear Market No Índice Bovespa: Uma Aplicação De Modelos De Regime Markoviano E Duration Dependence," Anais do XLI Encontro Nacional de Economia [Proceedings of the 41st Brazilian Economics Meeting] 138, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    43. Selin Güney & Andrés Riquelme & Barry Goodwin, 2023. "An Analysis of the Pass-Through of Exchange Rates in Forest Product Markets," Agriculture, MDPI, vol. 13(3), pages 1-16, February.
    44. Drechsel, Katja & Scheufele, Rolf, 2011. "The Financial Crisis from a Forecaster’s Perspective," IWH Discussion Papers 5/2011, Halle Institute for Economic Research (IWH).
    45. Gregory de Walque & Thomas Lejeune & Ansgar Rannenberg, 2023. "Empirical DSGE model evaluation with interest rate expectations measures and preferences over safe assets," Working Paper Research 433, National Bank of Belgium.
    46. Micheli, Martin, 2016. "Local governments' indebtedness and its impact on real estate prices," Ruhr Economic Papers 605, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    47. Jeremy Smith & Kenneth F. Wallis, 2009. "A Simple Explanation of the Forecast Combination Puzzle," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(3), pages 331-355, June.
    48. Todd Henry & Peter C.B. Phillips, 2020. "Forecasting Economic Activity Using the Yield Curve: Quasi-Real-Time Applications for New Zealand, Australia and the US," Cowles Foundation Discussion Papers 2259, Cowles Foundation for Research in Economics, Yale University.
    49. Peláez, Rolando F., 2015. "Market-timing the business cycle," Review of Financial Economics, Elsevier, vol. 26(C), pages 55-64.
    50. Xi Wu & Adam Blake, 2023. "The Impact of the COVID-19 Crisis on Air Travel Demand: Some Evidence From China," SAGE Open, , vol. 13(1), pages 21582440231, January.
    51. Wang, Xiaoqian & Hyndman, Rob J. & Li, Feng & Kang, Yanfei, 2023. "Forecast combinations: An over 50-year review," International Journal of Forecasting, Elsevier, vol. 39(4), pages 1518-1547.
    52. Máximo Camacho & Gonzalo Palmieri, 2021. "Evaluating the OECD’s main economic indicators at anticipating recessions," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(1), pages 80-93, January.
    53. Nicholas Taylor, 2014. "The Economic Value of Volatility Forecasts: A Conditional Approach," Journal of Financial Econometrics, Oxford University Press, vol. 12(3), pages 433-478.
    54. Mendes, Fernando Henrique de Paula e Silva & Caldeira, João Frois & Moura, Guilherme Valle, 2018. "Evidence of Bull and Bear Markets in the Bovespa index: An application of Markovian regime-switching Models with Duration Dependence," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 38(1), May.
    55. Michael P. Clements & David F. Hendry, 2005. "Guest Editors’ Introduction: Information in Economic Forecasting," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(s1), pages 713-753, December.
    56. Jian Chai & Puju Cao & Xiaoyang Zhou & Kin Keung Lai & Xiaofeng Chen & Siping (Sue) Su, 2018. "The Conductive and Predictive Effect of Oil Price Fluctuations on China’s Industry Development Based on Mixed-Frequency Data," Energies, MDPI, vol. 11(6), pages 1-14, May.
    57. Christian Ragacs & Martin Schneider, 2009. "Why did we fail to predict GDP during the last cycle? A breakdown of forecast errors for Austria," Working Papers 151, Oesterreichische Nationalbank (Austrian Central Bank).
    58. Soroosh Soofi-Siavash & Kristina Barauskaite, 2019. "Sectoral Production and Diffusion Index Forecasts for Output in Lithuania," Bank of Lithuania Discussion Paper Series 12, Bank of Lithuania.
    59. Lazzarini, S. G. & Madalozzo, R. C & Artes, R. & Siqueira, J. O., 2004. "Measuring trust: An experiment in Brazil," Insper Working Papers wpe_42, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
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    61. Kitlinski, Tobias, 2015. "With or without you: Do financial data help to forecast industrial production?," Ruhr Economic Papers 558, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    62. Kitlinski, Tobias & an de Meulen, Philipp, 2015. "The role of targeted predictors for nowcasting GDP with bridge models: Application to the Euro area," Ruhr Economic Papers 559, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
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  12. James H. Stock & Mark W. Watson, 2003. "Has the business cycle changed?," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 9-56.

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    1. Ćorić, Bruno & Pugh, Geoff, 2013. "Foreign direct investment and output growth volatility: A worldwide analysis," International Review of Economics & Finance, Elsevier, vol. 25(C), pages 260-271.
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    3. William Barnett & Mehmet Dalkir, 2005. "Gains from Synchronization," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 200511, University of Kansas, Department of Economics, revised Apr 2005.
    4. van Dijk, Dick & Hans Franses, Philip & Peter Boswijk, H., 2007. "Absorption of shocks in nonlinear autoregressive models," Computational Statistics & Data Analysis, Elsevier, vol. 51(9), pages 4206-4226, May.
    5. George W. Evans & William A. Branch, 2005. "Model Uncertainty and Endogenous Volatility," Computing in Economics and Finance 2005 33, Society for Computational Economics.
    6. Pablo Burriel & Jesús Fernández-Villaverde & Juan Rubio-Ramírez, 2010. "MEDEA: a DSGE model for the Spanish economy," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 1(1), pages 175-243, March.
    7. Avdoulas, Christos & Bekiros, Stelios & Boubaker, Sabri, 2016. "Detecting nonlinear dependencies in eurozone peripheral equity markets: A multistep filtering approach," Economic Modelling, Elsevier, vol. 58(C), pages 580-587.
    8. Hylton Hollander & Guangling Liu, 2014. "Credit spread variability in U.S. business cycles: the Great Moderation versus the Great Recession," Working Papers 15/2014, Stellenbosch University, Department of Economics.
    9. Nir Jaimovich & Sergio Rebelo, 2006. "Can News About the Future Drive the Business Cycle?," NBER Working Papers 12537, National Bureau of Economic Research, Inc.
    10. Daryna Grechyna, 2019. "Mandatory Spending, Political Polarization, and Macroeconomic Volatility," ThE Papers 19/05, Department of Economic Theory and Economic History of the University of Granada..
    11. Berardi, Michele & Galimberti, Jaqueson K., 2017. "Empirical calibration of adaptive learning," Journal of Economic Behavior & Organization, Elsevier, vol. 144(C), pages 219-237.
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    34. Andrew Bauer & Robert A. Eisenbeis & Daniel F. Waggoner & Tao Zha, 2006. "Transparency, expectations, and forecasts," FRB Atlanta Working Paper 2006-03, Federal Reserve Bank of Atlanta.
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    38. Jörg Polzehl & Vladimir Spokoiny & Catalin Starica, 2006. "When did the 2001 recession really start?," SFB 649 Discussion Papers SFB649DP2006-032, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    39. Jonathan Benchimol & Irfan Qureshi, 2020. "Time-varying money demand and real balance effects," Post-Print hal-02876657, HAL.
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    42. Stijn Claessens & M. Ayhan Kose & Marco E. Terrones, 2009. "What happens during recessions, crunches and busts? [Business cycles for G-7 and European countries]," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 24(60), pages 653-700.
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    45. Gill Segal & Ivan Shaliastovich & Amir Yaron, 2014. "Good and Bad Uncertainty: Macroeconomic and Financial Market Implications," 2014 Meeting Papers 488, Society for Economic Dynamics.
    46. Diana Zigraiova & Petr Jakubik, 2017. "Updating the Ultimate Forward Rate over Time: A Possible Approach," Working Papers 2017/03, Czech National Bank.
    47. André M. Marques, 2022. "Reviewing demand regimes in open economies with Penn World Table data," Manchester School, University of Manchester, vol. 90(6), pages 730-751, December.
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    52. Irene Brunetti & Davide Fiaschi & Lisa Gianmoena & Angela Parenti, 2015. "Volatility in European Regions," Discussion Papers 2015/201, Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy.
    53. Helmut Herwartz & Yabibal M. Walle, 2018. "A powerful wild bootstrap diagnosis of panel unit roots under linear trends and time-varying volatility," Computational Statistics, Springer, vol. 33(1), pages 379-411, March.
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    63. Canzoneri, Matthew & Cumby, Robert & Diba, Behzad & López-Salido, David, 2011. "The role of liquid government bonds in the great transformation of American monetary policy," Journal of Economic Dynamics and Control, Elsevier, vol. 35(3), pages 282-294, March.
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    1040. Steven Wei Ho & Ji Zhang & Hao Zhou, 2014. "Hot money and quantitative easing: the spillover effect of U.S. monetary policy on Chinese housing, equity and loan markets," Globalization Institute Working Papers 211, Federal Reserve Bank of Dallas.
    1041. Sandra Eickmeier & Wolfgang Lemke & Massimiliano Marcellino, 2015. "Classical time varying factor-augmented vector auto-regressive models—estimation, forecasting and structural analysis," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 178(3), pages 493-533, June.
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    1045. Phillip J. Monin, 2019. "The OFR Financial Stress Index," Risks, MDPI, vol. 7(1), pages 1-21, February.
    1046. Ovidijus Stauskas, 2023. "Complete Theory for CCE Under Heterogeneous Slopes and General Unknown Factors," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(2), pages 283-303, April.
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    1048. Shi, Wei & Lee, Lung-fei, 2017. "Spatial dynamic panel data models with interactive fixed effects," Journal of Econometrics, Elsevier, vol. 197(2), pages 323-347.
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    43. Sean M. Dougherty, 2014. "Legal Reform, Contract Enforcement and Firm Size in Mexico," Review of International Economics, Wiley Blackwell, vol. 22(4), pages 825-844, September.
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    45. Marta Lachowska, 2017. "The Effect of Income on Subjective Well-Being: Evidence from the 2008 Economic Stimulus Tax Rebates," Journal of Human Resources, University of Wisconsin Press, vol. 52(2), pages 374-417.
    46. Adrian Nicholas Gachet, 2022. "Help Me Help You? Populism and Distributive Politics in Ecuador," Economics Discussion Paper Series 2205, Economics, The University of Manchester.
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    1075. Cecilia Speroni, "undated". "High School Dual Enrollment Programs: Are We Fast-Tracking Students Too Fast?," Mathematica Policy Research Reports ae47a4f61e47474d97003704c, Mathematica Policy Research.
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    1085. Gretz, Richard T. & Basuroy, Suman, 2013. "Why Quality May Not Always Win: The Impact of Product Generation Life Cycles on Quality and Network Effects in High-tech Markets," Journal of Retailing, Elsevier, vol. 89(3), pages 281-300.
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    1089. Ping Gao & Junyi Shen, 2016. "An Empirical Analysis on the Determinants of Overweight and Obesity in China," Discussion Paper Series DP2016-12, Research Institute for Economics & Business Administration, Kobe University.
    1090. Joseph J. Doyle Jr. & John A. Graves & Jonathan Gruber & Samuel A. Kleiner, 2015. "Measuring Returns to Hospital Care: Evidence from Ambulance Referral Patterns," Journal of Political Economy, University of Chicago Press, vol. 123(1), pages 170-214.
    1091. Peri Giovanni, 2004. "Socio-Cultural Variables and Economic Success: Evidence from Italian Provinces 1951-1991," The B.E. Journal of Macroeconomics, De Gruyter, vol. 4(1), pages 1-36, September.
    1092. Liu, Hongxun & Gao, Jinfeng & Tian, Peng & Ma, Xiaoming & Meng, Guanfei & Yang, Jingnan & Li, Zhi, 2023. "The impact of environmental regulation on productivity with co-production of goods and bads," Energy Economics, Elsevier, vol. 125(C).
    1093. Leon Zolotoy & Don O’Sullivan & Geoffrey P. Martin & Robert M. Wiseman, 2021. "Stakeholder Agency Relationships: CEO Stock Options and Corporate Tax Avoidance," Journal of Management Studies, Wiley Blackwell, vol. 58(3), pages 782-814, May.
    1094. Jean-Marie Dufour & Lynda Khalaf & Maral Kichian, 2009. "Structural Inflation Models with Real Wage Rigidities: The Case of Canada," Staff Working Papers 09-21, Bank of Canada.
    1095. Elizabeth T. Wilde, 2008. "Do Response Times Matter? The Impact of EMS Response Times on Health Outcomes," Working Papers 1065, Princeton University, Department of Economics, Industrial Relations Section..
    1096. Yanhao Wei, 2018. "Airline networks, traffic densities, and value of links," Quantitative Marketing and Economics (QME), Springer, vol. 16(3), pages 341-370, September.
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    1106. Hiroko Okudaira, 2009. "The Economic Costs of Court Decisions Concerning Dismissals in Japan: Identification by Judge Transfers," ISER Discussion Paper 0733r, Institute of Social and Economic Research, Osaka University, revised Sep 2015.
    1107. Acheampong, Alex O. & Erdiaw-Kwasie, Michael Odei & Abunyewah, Matthew, 2021. "Does energy accessibility improve human development? Evidence from energy-poor regions," Energy Economics, Elsevier, vol. 96(C).
    1108. Beirne, John & Renzhi, Nuobu & Volz, Ulrich, 2021. "When the United States and the People’s Republic of China Sneeze: International Real and Financial Spillovers in Asia," ADBI Working Papers 1288, Asian Development Bank Institute.
    1109. Badinger, Harald, 2009. "Globalization, the output-inflation tradeoff and inflation," European Economic Review, Elsevier, vol. 53(8), pages 888-907, November.
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    Cited by:

    1. Rossi, Barbara, 2005. "Confidence Intervals for Half-Life Deviations From Purchasing Power Parity," Journal of Business & Economic Statistics, American Statistical Association, vol. 23, pages 432-442, October.
    2. Claude Lopez & Christian J. Murray & David H. Papell, 2008. "Median-Unbiased Estimation in DF-GLS Regressions and the PPP Puzzle," University of Cincinnati, Economics Working Papers Series 2008-05, University of Cincinnati, Department of Economics, revised 2008.
    3. Firouz Fallahi & Gabriel Rodríguez, 2011. "Persistence of Unemployment in the Canadian Provinces," International Regional Science Review, , vol. 34(4), pages 438-458, October.
    4. Donald W. K. Andrews & Patrik Guggenberger, 2014. "A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter," The Review of Economics and Statistics, MIT Press, vol. 96(2), pages 376-381, May.
    5. Rossi, Barbara & Pesavento, Elena, 2004. "Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons," CEPR Discussion Papers 4536, C.E.P.R. Discussion Papers.
    6. Donald W.K. Andrews & Xu Cheng & Patrik Guggenberger, 2011. "Generic Results for Establishing the Asymptotic Size of Confidence Sets and Tests," Cowles Foundation Discussion Papers 1813, Cowles Foundation for Research in Economics, Yale University.
    7. Peter C.B. Phillips, 2012. "On Confidence Intervals for Autoregressive Roots and Predictive Regression," Cowles Foundation Discussion Papers 1879, Cowles Foundation for Research in Economics, Yale University.
    8. Jean Imbs & Haroon Mumtaz & Morten O. Ravn & Helene Rey, 2003. "PPP Strikes Back: Aggregation and the Real Exchange Rate," CERS-IE WORKING PAPERS 0307, Institute of Economics, Centre for Economic and Regional Studies.
    9. Kittel, Bernhard & Winner, Hannes, 2002. "How reliable is pooled analysis in political economy? The globalization welfare state nexus revisited," MPIfG Discussion Paper 02/3, Max Planck Institute for the Study of Societies.
    10. Donald W.K. Andrews & Patrik Guggenberger, 2008. "Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity," Cowles Foundation Discussion Papers 1665R, Cowles Foundation for Research in Economics, Yale University, revised Mar 2010.
    11. Campbell, John Y. & Yogo, Motohiro, 2006. "Efficient tests of stock return predictability," Journal of Financial Economics, Elsevier, vol. 81(1), pages 27-60, July.
    12. Natasha Kang & Vadim Marmer, 2020. "Modeling Long Cycles," Papers 2010.13877, arXiv.org, revised Sep 2023.
    13. Donald W.K. Andrews & Patrik Guggenberger, 2007. "Asymptotics for Stationary Very Nearly Unit Root Processes," Cowles Foundation Discussion Papers 1607, Cowles Foundation for Research in Economics, Yale University.
    14. Thabo M. Mokoena & Gupta, R. & Van Eyden, R., 2009. "Half-Life Deviations from PPP in the South African Development Community (SADC)," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 9(1).
    15. Liyu Dou & Ulrich K. Müller, 2021. "Generalized Local‐to‐Unity Models," Econometrica, Econometric Society, vol. 89(4), pages 1825-1854, July.
    16. Barbara Rossi & Elena Pesavento, 2004. "Do Technology Shocks Drive Hours Up or Down?," Econometric Society 2004 North American Summer Meetings 96, Econometric Society.
    17. Broda, Simon & Paolella, Marc S. & Carstensen, Kai, 2007. "Bias-adjusted estimation in the ARX(1) model," Munich Reprints in Economics 19992, University of Munich, Department of Economics.
    18. Elliott, Graham & Muller, Ulrich K., 2006. "Minimizing the impact of the initial condition on testing for unit roots," Journal of Econometrics, Elsevier, vol. 135(1-2), pages 285-310.
    19. Muller, Ulrich K., 2005. "Size and power of tests of stationarity in highly autocorrelated time series," Journal of Econometrics, Elsevier, vol. 128(2), pages 195-213, October.
    20. Elena Pesavento & Barbara Rossi, 2004. "Do Technology Shocks Drive Hours Up or Down? A Little Evidence From an Agnostic Procedure," Econometrics 0411002, University Library of Munich, Germany.
    21. Caroline JARDET & Alain MONFORT & Fulvio PEGORARO, 2011. "No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth," Working Papers 2011-03, Center for Research in Economics and Statistics.
    22. Mehdi Hosseinkouchack & Uwe Hassler, 2016. "Powerful Unit Root Tests Free of Nuisance Parameters," Journal of Time Series Analysis, Wiley Blackwell, vol. 37(4), pages 533-554, July.
    23. Pradeep Agrawal, 2014. "The Role of Exports in India's Economic Growth," IEG Working Papers 345 JEL Classification: O, Institute of Economic Growth.
    24. Ulrich K. Müller & Andriy Norets, 2016. "Coverage Inducing Priors in Nonstandard Inference Problems," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 111(515), pages 1233-1241, July.
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    7. Ghysels, Eric & Ball, Ryan & Zhou, Huan, 2014. "Can we Automate Earnings Forecasts and Beat Analysts?," CEPR Discussion Papers 10186, C.E.P.R. Discussion Papers.
    8. David Rapach & Jack Strauss, 2010. "Bagging or Combining (or Both)? An Analysis Based on Forecasting U.S. Employment Growth," Econometric Reviews, Taylor & Francis Journals, vol. 29(5-6), pages 511-533.
    9. Goodness C. Aye & Mehmet Balcilar Author-Name-First Mehmet & Rangan Gupta & Anandamayee Majumdar, 2014. "Forecasting Aggregate Retail Sales: The Case of South Africa," Working Papers 15-21, Eastern Mediterranean University, Department of Economics.
    10. Mayr, Johannes, 2010. "Forecasting Macroeconomic Aggregates," Munich Dissertations in Economics 11140, University of Munich, Department of Economics.
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    12. Rossi, Barbara, 2013. "Advances in Forecasting under Instability," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 1203-1324, Elsevier.
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    19. Diebold, Francis X. & Shin, Minchul, 2019. "Machine learning for regularized survey forecast combination: Partially-egalitarian LASSO and its derivatives," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1679-1691.
    20. Katarzyna Maciejowska & Bartosz Uniejewski & Tomasz Serafin, 2020. "PCA Forecast Averaging—Predicting Day-Ahead and Intraday Electricity Prices," Energies, MDPI, vol. 13(14), pages 1-19, July.
    21. David E. Rapach & Jack K. Strauss, 2008. "Forecasting US employment growth using forecast combining methods," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(1), pages 75-93.
    22. Naresh Bansal & Jack Strauss & Alireza Nasseh, 2015. "Can we consistently forecast a firm’s earnings? Using combination forecast methods to predict the EPS of Dow firms," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 39(1), pages 1-22, January.
    23. Ji Wu & Xian Cheng & Stephen Shaoyi Liao, 2020. "Tourism forecast combination using the stochastic frontier analysis technique," Tourism Economics, , vol. 26(7), pages 1086-1107, November.
    24. Pedro Henrique Melo Albuquerque & Yaohao Peng & João Pedro Fontoura da Silva, 2022. "Making the whole greater than the sum of its parts: A literature review of ensemble methods for financial time series forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(8), pages 1701-1724, December.
    25. Panopoulou, Ekaterini & Vrontos, Spyridon, 2015. "Hedge fund return predictability; To combine forecasts or combine information?," Journal of Banking & Finance, Elsevier, vol. 56(C), pages 103-122.
    26. Pennings, Clint L.P. & van Dalen, Jan & Rook, Laurens, 2019. "Coordinating judgmental forecasting: Coping with intentional biases," Omega, Elsevier, vol. 87(C), pages 46-56.
    27. Marco Aiolfi & Carlo Ambrogio Favero, "undated". "Model Uncertainty, Thick Modelling and the predictability of Stock Returns," Working Papers 221, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    28. Mark W. Watson & James H. Stock, 2004. "Combination forecasts of output growth in a seven-country data set," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(6), pages 405-430.
    29. Matsypura, Dmytro & Thompson, Ryan & Vasnev, Andrey L., 2018. "Optimal selection of expert forecasts with integer programming," Omega, Elsevier, vol. 78(C), pages 165-175.
    30. Charalampos Stasinakis & Georgios Sermpinis & Konstantinos Theofilatos & Andreas Karathanasopoulos, 2016. "Forecasting US Unemployment with Radial Basis Neural Networks, Kalman Filters and Support Vector Regressions," Computational Economics, Springer;Society for Computational Economics, vol. 47(4), pages 569-587, April.
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    32. Uniejewski, Bartosz & Maciejowska, Katarzyna, 2023. "LASSO principal component averaging: A fully automated approach for point forecast pooling," International Journal of Forecasting, Elsevier, vol. 39(4), pages 1839-1852.
    33. Francis X. Diebold & Minchul Shin, 2017. "Beating the Simple Average: Egalitarian LASSO for Combining Economic Forecasts," PIER Working Paper Archive 17-017, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 20 Aug 2017.
    34. Wang, Xiaoqian & Hyndman, Rob J. & Li, Feng & Kang, Yanfei, 2023. "Forecast combinations: An over 50-year review," International Journal of Forecasting, Elsevier, vol. 39(4), pages 1518-1547.
    35. Are Oust & Simen N. Hansen & Tobias R. Pettrem, 2020. "Combining Property Price Predictions from Repeat Sales and Spatially Enhanced Hedonic Regressions," The Journal of Real Estate Finance and Economics, Springer, vol. 61(2), pages 183-207, August.
    36. Frank A.G. den Butter & Pieter W. Jansen, 2008. "Beating the Random Walk: a Performance Assessment of Long-term Interest Rate Forecasts," Tinbergen Institute Discussion Papers 08-102/3, Tinbergen Institute.
    37. Jordan, Steven J. & Vivian, Andrew & Wohar, Mark E., 2016. "Can commodity returns forecast Canadian sector stock returns?," International Review of Economics & Finance, Elsevier, vol. 41(C), pages 172-188.
    38. David E. Rapach & Jack K. Strauss, 2005. "Forecasting employment growth in Missouri with many potentially relevant predictors: an analysis of forecast combining methods," Regional Economic Development, Federal Reserve Bank of St. Louis, issue Nov, pages 97-112.
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    5. Faishal Fadli & Ouyang Hongbing & Yaqing Liu, 2020. "Earmarking Tax for Indonesia's Economic Growth through the Education and Health Sector in the Long and Short Term Period," Business and Economic Research, Macrothink Institute, vol. 10(1), pages 1-39, March.
    6. Pierre Perron & Eduardo Zorita & Iliyan Georgiev & Paulo M. M. Rodrigues & A. M. Robert Taylor, 2017. "Unit Root Tests and Heavy-Tailed Innovations," Journal of Time Series Analysis, Wiley Blackwell, vol. 38(5), pages 733-768, September.
    7. Márcio Gomes Pinto Garcia & Roberto Rigobon, 2004. "A Risk Management Approach to Emerging Market’s Sovereign Debt Sustainability with an Application to Brazilian Data," Textos para discussão 484, Department of Economics PUC-Rio (Brazil).
    8. Hernández, Juan R., 2016. "Unit Root Testing in ARMA Models: A Likelihood Ratio Approach," MPRA Paper 100857, University Library of Munich, Germany.
    9. Dorfman, Jeffrey H. & McIntosh, Christopher S., 2001. "Imposing inequality restrictions: efficiency gains from economic theory," Economics Letters, Elsevier, vol. 71(2), pages 205-209, May.
    10. Dong Jin Lee, 2016. "Parametric and Semi-Parametric Efficient Tests for Parameter Instability," Journal of Time Series Analysis, Wiley Blackwell, vol. 37(4), pages 451-475, July.
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    17. Aparicio, Felipe M. & Escribano, Álvaro & García, Ana, 2004. "A range unit root test," DES - Working Papers. Statistics and Econometrics. WS ws041104, Universidad Carlos III de Madrid. Departamento de Estadística.
    18. Galvao Jr., Antonio F., 2009. "Unit root quantile autoregression testing using covariates," Journal of Econometrics, Elsevier, vol. 152(2), pages 165-178, October.
    19. Abadir, Karim M. & Lucas, Andre, 2000. "Quantiles for t-statistics based on M-estimators of unit roots," Economics Letters, Elsevier, vol. 67(2), pages 131-137, May.
    20. Paulo M.M. Rodrigues & Matei Demetrescu, 2018. "Testing the fractionally integrated hypothesis using M estimation: With an application to stock market volatility," Working Papers w201817, Banco de Portugal, Economics and Research Department.
    21. Zhou, Bo, 2017. "Semiparametric inference for non-LAN models," Other publications TiSEM 0ea4fd8a-937d-4c19-8f77-f, Tilburg University, School of Economics and Management.
    22. Lima Luiz Renato & Xiao Zhijie, 2010. "Testing Unit Root Based on Partially Adaptive Estimation," Journal of Time Series Econometrics, De Gruyter, vol. 2(1), pages 1-34, June.
    23. Marc Hallin & Ramon van den Akker & Bas Werker, 2009. "A class of Simple Semiparametrically Efficient Rank-Based Unit Root Tests," Working Papers ECARES 2009_001, ULB -- Universite Libre de Bruxelles.
    24. Pires, Manoel Carlos de Castro & Rocha, Bruno & Goto, Fábio, 2010. "Fiscal policy in times of crisis: macroeconomic effects of the primary surplus," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), December.
    25. Gregoir, Stephane, 2006. "Efficient tests for the presence of a pair of complex conjugate unit roots in real time series," Journal of Econometrics, Elsevier, vol. 130(1), pages 45-100, January.
    26. Kwan, Andy C.C. & Sim, Ah-Boon & Wu, Yangru, 2005. "A comparative study of the finite-sample performance of some portmanteau tests for randomness of a time series," Computational Statistics & Data Analysis, Elsevier, vol. 48(2), pages 391-413, February.
    27. Hallin, M. & van den Akker, R. & Werker, B.J.M., 2011. "A Class of Simple Distribution-free Rank-based Unit Root Tests (Revision of DP 2010-72)," Discussion Paper 2011-002, Tilburg University, Center for Economic Research.
    28. Hernández Juan R., 2016. "Unit Root Testing in ARMA Models: A Likelihood Ratio Approach," Working Papers 2016-03, Banco de México.
    29. Christis Katsouris, 2023. "Optimal Estimation Methodologies for Panel Data Regression Models," Papers 2311.03471, arXiv.org, revised Nov 2023.
    30. Maxwell L. King & Sivagowry Sriananthakumar, 2015. "Point Optimal Testing: A Survey of the Post 1987 Literature," Monash Econometrics and Business Statistics Working Papers 5/15, Monash University, Department of Econometrics and Business Statistics.

  26. Elliott, Graham & Rothenberg, Thomas J & Stock, James H, 1996. "Efficient Tests for an Autoregressive Unit Root," Econometrica, Econometric Society, vol. 64(4), pages 813-836, July.
    See citations under working paper version above.
  27. Feldstein, Martin & Stock, James H., 1996. "Measuring money growth when financial markets are changing," Journal of Monetary Economics, Elsevier, vol. 37(1), pages 3-27, February.
    See citations under working paper version above.
  28. Stock, James H, 1996. "VAR, Error Correction and Pretest Forecasts at Long Horizons," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 58(4), pages 685-701, November.

    Cited by:

    1. Athanasopoulos, George & Guillen, Osmani Teixeira Carvalho & Issler, João Victor & Vahid, Farshid, 2011. "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 713, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    2. Hendry, David F. & Clements, Michael P., 2003. "Economic forecasting: some lessons from recent research," Economic Modelling, Elsevier, vol. 20(2), pages 301-329, March.
    3. Rossi, Barbara, 2005. "Confidence Intervals for Half-Life Deviations From Purchasing Power Parity," Journal of Business & Economic Statistics, American Statistical Association, vol. 23, pages 432-442, October.
    4. Rossi, Barbara & Pesavento, Elena, 2004. "Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons," CEPR Discussion Papers 4536, C.E.P.R. Discussion Papers.
    5. David Hendry, 2010. "Climate Change: Lessons for our Future from the Distant Past," Economics Series Working Papers 485, University of Oxford, Department of Economics.
    6. Müller, Ulrich K. & Wang, Yulong, 2019. "Nearly weighted risk minimal unbiased estimation," Journal of Econometrics, Elsevier, vol. 209(1), pages 18-34.
    7. Massimiliano Marcellino, "undated". "Forecasting EMU macroeconomic variables," Working Papers 216, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    8. Francis X. Diebold & Lutz Kilian, 1999. "Unit Root Tests are Useful for Selecting Forecasting Models," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-063, New York University, Leonard N. Stern School of Business-.
    9. Domenico Giannone & Michele Lenza & Giorgio E. Primiceri, 2017. "Priors for the long run," Staff Reports 832, Federal Reserve Bank of New York.
    10. James H. Stock & Mark W. Watson, 1998. "A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series," NBER Working Papers 6607, National Bureau of Economic Research, Inc.
    11. Massimiliano Marcellino, "undated". "Forecast pooling for short time series of macroeconomic variables," Working Papers 212, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    12. Serena Ng & Timothy Vogelsang, 1999. "Forecasting Dynamic Time Series in the Presence of Deterministic Components," Boston College Working Papers in Economics 445, Boston College Department of Economics.
    13. Nikolay Gospodinov, 1999. "Median Unbiased Forecasts for Highly Persistent Autoregressive Processes," Computing in Economics and Finance 1999 533, Society for Computational Economics.
    14. Liyu Dou & Ulrich K. Müller, 2021. "Generalized Local‐to‐Unity Models," Econometrica, Econometric Society, vol. 89(4), pages 1825-1854, July.
    15. Barbara Rossi, 2007. "Expectations hypotheses tests at Long Horizons," Econometrics Journal, Royal Economic Society, vol. 10(3), pages 554-579, November.
    16. Ralf Brueggemann & Helmut Luetkepohl & Massimiliano Marcellino, 2006. "Forecasting Euro-Area Variables with German Pre-EMU Data," Economics Working Papers ECO2006/30, European University Institute.
    17. Valkanov, Rossen, 1999. "The Term Structure with Highly Persistent Interest Rates," University of California at Los Angeles, Anderson Graduate School of Management qt8x91m4hg, Anderson Graduate School of Management, UCLA.
    18. White Halbert & Granger Clive W.J., 2011. "Consideration of Trends in Time Series," Journal of Time Series Econometrics, De Gruyter, vol. 3(1), pages 1-40, February.
    19. John L. Turner, 2004. "Local to unity, long-horizon forecasting thresholds for model selection in the AR(1)," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(7), pages 513-539.
    20. Michael McCracken & Serena Ng, 2020. "FRED-QD: A Quarterly Database for Macroeconomic Research," NBER Working Papers 26872, National Bureau of Economic Research, Inc.
    21. Caroline JARDET & Alain MONFORT & Fulvio PEGORARO, 2011. "No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth," Working Papers 2011-03, Center for Research in Economics and Statistics.
    22. Yvon Fauvel & Alain Paquet & Christian Zimmermann, 1999. "A Survey on Interest Rate Forecasting," Cahiers de recherche CREFE / CREFE Working Papers 87, CREFE, Université du Québec à Montréal.
    23. Massimiliano Marcellino, 2004. "Forecast Pooling for European Macroeconomic Variables," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 66(1), pages 91-112, February.
    24. Hansen, Bruce E., 2010. "Averaging estimators for autoregressions with a near unit root," Journal of Econometrics, Elsevier, vol. 158(1), pages 142-155, September.
    25. Mohitosh Kejriwal & Xuewen Yu, 2019. "Generalized Forecasr Averaging in Autoregressions with a Near Unit Root," Purdue University Economics Working Papers 1318, Purdue University, Department of Economics.
    26. Massimiliano Marcellino, "undated". "Instability and non-linearity in the EMU," Working Papers 211, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    27. Massimiliano Marcellino, 2008. "A linear benchmark for forecasting GDP growth and inflation?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(4), pages 305-340.
    28. Demirel, Ufuk Devrim & Otterson, James, 2023. "Quantifying the uncertainty of long-term macroeconomic projections," Journal of Macroeconomics, Elsevier, vol. 75(C).
    29. Tae‐Hwan Kim & Stephen J. Leybourne & Paul Newbold, 2004. "Asymptotic mean‐squared forecast error when an autoregression with linear trend is fitted to data generated by an I(0) or I(1) process," Journal of Time Series Analysis, Wiley Blackwell, vol. 25(4), pages 583-602, July.
    30. Ulrich Mueller & Mark W. Watson, 2013. "Measuring Uncertainty about Long-Run Prediction," NBER Working Papers 18870, National Bureau of Economic Research, Inc.
    31. Stanislav Anatolyev & Nikolay Gospodinov, 2012. "Asymptotics of near unit roots (in Russian)," Quantile, Quantile, issue 10, pages 57-71, December.
    32. Markku Lanne, 2000. "Near unit roots, cointegration, and the term structure of interest rates," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(5), pages 513-529.
    33. Chevillon, Guillaume, 2017. "Robustness of Multistep Forecasts and Predictive Regressions at Intermediate and Long Horizons," ESSEC Working Papers WP1710, ESSEC Research Center, ESSEC Business School.
    34. Helmut Luetkepohl, 2009. "Forecasting Aggregated Time Series Variables: A Survey," Economics Working Papers ECO2009/17, European University Institute.
    35. Kirstin Hubrich & David F. Hendry, 2005. "Forecasting Aggregates by Disaggregates," Computing in Economics and Finance 2005 270, Society for Computational Economics.

  29. Stock, James H & Watson, Mark W, 1996. "Evidence on Structural Instability in Macroeconomic Time Series Relations," Journal of Business & Economic Statistics, American Statistical Association, vol. 14(1), pages 11-30, January.
    See citations under working paper version above.
  30. Robert G. King & James H. Stock & Mark W. Watson, 1995. "Temporal instability of the unemployment-inflation relationship," Economic Perspectives, Federal Reserve Bank of Chicago, vol. 19(May), pages 2-12.

    Cited by:

    1. Lee, Jim, 2000. "The Robustness of Okun's Law: Evidence from OECD Countries," Journal of Macroeconomics, Elsevier, vol. 22(2), pages 331-356, April.
    2. Eric Heyer, 2011. "The effectiveness of economic policy and position in the cycle: the case of tax reductions on overtime in France," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 27(2), pages 364-379.
    3. Huh, Hyeon-seung & Jang, Inwon, 2007. "Nonlinear Phillips curve, sacrifice ratio, and the natural rate of unemployment," Economic Modelling, Elsevier, vol. 24(5), pages 797-813, September.
    4. Eric Heyer & Frédéric Reynés & Henri Sterdyniak, 2007. "Structural and reduced approaches of the equilibrium rate of unemployment, a comparison between France and the United States," SciencePo Working papers Main hal-03415930, HAL.
    5. Lemoine, Matthieu & Mazzi, Gian Luigi & Monperrus-Veroni, Paola & Reynes, Frédéric, 2008. "Real time estimation of potential output and output gap for theeuro-area: comparing production function with unobserved componentsand SVAR approaches," MPRA Paper 13128, University Library of Munich, Germany, revised Nov 2008.
    6. Rod Cross & Julia Darby & Jonathan Ireland, 1997. "Uncertainties Surrounding Natural Rate Estimates in the G7," Working Papers 9712, Business School - Economics, University of Glasgow.
    7. Andrew Ang & Monika Piazzesi & Min Wei, 2004. "What Does the Yield Curve Tell us about GDP Growth?," NBER Working Papers 10672, National Bureau of Economic Research, Inc.
    8. Jérôme Creel & Eric Heyer & Mathieu Plane, 2011. "Petit précis de politique budgétaire par tous les temps," SciencePo Working papers Main hal-03460510, HAL.
    9. Eric Heyer & Frédéric Reynès & Henri Sterdyniak, 2005. "Variables observables et inobservables dans la théorie du taux de chômage d'équilibre, une comparaison France / Etats-Unis," SciencePo Working papers Main hal-01304310, HAL.
    10. T. D. Stanley, 2004. "Does unemployment hysteresis falsify the natural rate hypothesis? a meta‐regression analysis," Journal of Economic Surveys, Wiley Blackwell, vol. 18(4), pages 589-612, September.
    11. Lechman, Ewa & Dominiak, Piotr, 2016. "Entrepreneurship vulnerability to business cycle. A new methodology for identification pro-cyclical and counter-cyclical patterns of entrepreneurial activity," MPRA Paper 68793, University Library of Munich, Germany.
    12. Douglas Staiger & James H. Stock & Mark W. Watson, 1997. "The NAIRU, Unemployment and Monetary Policy," Journal of Economic Perspectives, American Economic Association, vol. 11(1), pages 33-49, Winter.
    13. Robert J. Gordon, 1996. "The Time-Varying NAIRU and its Implications for Economic Policy," NBER Working Papers 5735, National Bureau of Economic Research, Inc.
    14. Alain Guay & Pierre Saint-Amant, 2005. "Do the Hodrick-Prescott and Baxter-King Filters Provide a Good Approximation of Business Cycles?," Annals of Economics and Statistics, GENES, issue 77, pages 133-155.
    15. Jérôme Creel & Éric Heyer & Mathieu Plane, 2011. "Petit précis de politique budgétaire par tous les temps. Les multiplicateurs budgétaires au cours du cycle," Revue de l'OFCE, Presses de Sciences-Po, vol. 0(1), pages 61-88.
    16. Leonardo Vera, 2017. "The Distribution of Power and the Inflation-Unemployment Relationship in the United States: A Post-Keynesian Approach," Review of Radical Political Economics, Union for Radical Political Economics, vol. 49(2), pages 265-285, June.
    17. Ho, Sin-Yu & Njindan Iyke, Bernard, 2018. "Unemployment and Inflation: Evidence of a Nonlinear Phillips Curve in the Eurozone," MPRA Paper 87122, University Library of Munich, Germany.
    18. Alain Guay & Pierre St-Amant, 1996. "Do Mechanical Filters Provide a Good Approximation of Business Cycles?," Technical Reports 78, Bank of Canada.
    19. Lee, Jim, 2009. "Evaluating monetary policy of the euro area with cross-country heterogeneity: Evidence from a New Keynesian model," Economic Systems, Elsevier, vol. 33(4), pages 325-343, December.
    20. Meyler, Aidan, 1999. "The Non-Accelerating Inflation Rate of Unemployment (NAIRU) in a Small Open Economy: The Irish Context," Research Technical Papers 5/RT/99, Central Bank of Ireland.
    21. Leu, Shawn Chen-Yu & Sheen, Jeffrey, 2011. "A small New Keynesian state space model of the Australian economy," Economic Modelling, Elsevier, vol. 28(1-2), pages 672-684, January.
    22. Hyeon-seung Huh & Hyun Lee & Namkyung Lee, 2009. "Nonlinear Phillips curve, NAIRU and monetary policy rules," Empirical Economics, Springer, vol. 37(1), pages 131-151, September.
    23. Eric Heyer & Xavier Timbeau, 2002. "Le chômage structurel à 5% en France ?," Sciences Po publications info:hdl:2441/1625, Sciences Po.
    24. International Monetary Fund, 2008. "Denmark: Selected Issues," IMF Staff Country Reports 2008/380, International Monetary Fund.
    25. Eric Heyer, 2010. "Efficacité de la politique économique et position dans le cycle : le cas de la défiscalisation des heures supplémentaires en France," Working Papers hal-01069450, HAL.
    26. Rod Cross & Julia Darby & Jonathan Ireland & Laura Piscitelli, 1999. "Hysteresis and Unemployment: a Preliminary Investigation," Computing in Economics and Finance 1999 721, Society for Computational Economics.
    27. Gottschalk, Jan, 2002. "Keynesian and monetarist views on the German unemployment problem: theory and evidence," Kiel Working Papers 1096, Kiel Institute for the World Economy (IfW Kiel).
    28. Cara S. Lown & Robert W. Rich, 1997. "Is there an inflation puzzle?," Research Paper 9723, Federal Reserve Bank of New York.
    29. Claar, Victor V, 2002. "Is the NAIRU More Useful in Forecasting Inflation than the Natural Rate of Unemployment?," MPRA Paper 14257, University Library of Munich, Germany.
    30. Douglas Staiger & James H. Stock & Mark W. Watson, 1996. "How Precise are Estimates of the Natural Rate of Unemployment?," NBER Working Papers 5477, National Bureau of Economic Research, Inc.
    31. Lee, Jim & Crowley, Patrick M., 2009. "Evaluating the stresses from ECB monetary policy in the euro area," Bank of Finland Research Discussion Papers 11/2009, Bank of Finland.
    32. Camarero, Mariam & Carrion-i-Silvestre, Josep Lluis & Tamarit, Cecilio, 2005. "Unemployment dynamics and NAIRU estimates for accession countries: A univariate approach," Journal of Comparative Economics, Elsevier, vol. 33(3), pages 584-603, September.
    33. Mark S Astley & Tony Yates, 1999. "Inflation and real disequilibria," Bank of England working papers 103, Bank of England.
    34. Lawrence J. Christiano & Terry J. Fitzgerald, 2003. "Inflation and monetary policy in the twentieth century," Economic Perspectives, Federal Reserve Bank of Chicago, vol. 27(Q I), pages 22-45.
    35. Douglas Staiger & James H. Stock & Mark W. Watson, 2001. "Prices, Wages and the U.S. NAIRU in the 1990s," NBER Working Papers 8320, National Bureau of Economic Research, Inc.
    36. Bellod Redondo, José Francisco, 1999. "Prueba de causalidad y determinación de la NAIRU," El Trimestre Económico, Fondo de Cultura Económica, vol. 66(264), pages 663-692, octubre-d.

  31. Stock, James H., 1994. "Deciding between I(1) and I(0)," Journal of Econometrics, Elsevier, vol. 63(1), pages 105-131, July.
    See citations under working paper version above.
  32. Stock, James H & Watson, Mark W, 1993. "A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems," Econometrica, Econometric Society, vol. 61(4), pages 783-820, July.
    See citations under working paper version above.
  33. Banerjee, Anindya & Lumsdaine, Robin L & Stock, James H, 1992. "Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International Evidence," Journal of Business & Economic Statistics, American Statistical Association, vol. 10(3), pages 271-287, July.
    See citations under working paper version above.
  34. King, Robert G. & Plosser, Charles I. & Stock, James H. & Watson, Mark W., 1991. "Stochastic Trends and Economic Fluctuations," American Economic Review, American Economic Association, vol. 81(4), pages 819-840, September.
    See citations under working paper version above.
  35. Stock, James H, 1991. "Bayesian Approaches to the 'Unit Root' Problem: A Comment," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 6(4), pages 403-411, Oct.-Dec..

    Cited by:

    1. Robert F. Stambaugh, 1999. "Predictive Regressions," NBER Technical Working Papers 0240, National Bureau of Economic Research, Inc.

  36. Stock, James H., 1991. "Confidence intervals for the largest autoregressive root in U.S. macroeconomic time series," Journal of Monetary Economics, Elsevier, vol. 28(3), pages 435-459, December.
    See citations under working paper version above.
  37. Lumsdaine, Robin L. & Stock, James H. & Wise, David A., 1990. "Efficient windows and labor force reduction," Journal of Public Economics, Elsevier, vol. 43(2), pages 131-159, November.
    See citations under working paper version above.
  38. Stock, James H & Wise, David A, 1990. "Pensions, the Option Value of Work, and Retirement," Econometrica, Econometric Society, vol. 58(5), pages 1151-1180, September.
    See citations under working paper version above.
  39. Sims, Christopher A & Stock, James H & Watson, Mark W, 1990. "Inference in Linear Time Series Models with Some Unit Roots," Econometrica, Econometric Society, vol. 58(1), pages 113-144, January.

    Cited by:

    1. Judith Giles & Cara Williams, 2001. "Export-led growth: a survey of the empirical literature and some non-causality results. Part 2," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 9(4), pages 445-470.
    2. Athanasopoulos, George & Guillen, Osmani Teixeira Carvalho & Issler, João Victor & Vahid, Farshid, 2011. "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 713, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    3. Muhammad Arshad Khan & Ayaz Ahmed, 2011. "Macroeconomic Effects of Global Food and Oil Price Shocks to the Pakistan Economy: A Structural Vector Autoregressive (SVAR) Analysis," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 50(4), pages 491-511.
    4. Mahmut Çelik & Ayla Oğuş Binatlı, 2022. "How Effective Are Macroprudential Policy Instruments? Evidence from Turkey," Economies, MDPI, vol. 10(4), pages 1-17, March.
    5. Stokes, Houston H., 2013. "Money balances in the production function: Nonlinear tests of model stability and measurement issues – two sides of the same coin?," The Journal of Economic Asymmetries, Elsevier, vol. 10(2), pages 101-114.
    6. Tomoya Suzuki, 2008. "International Credit Channel Of Monetary Policy: An Empirical Note," Australian Economic Papers, Wiley Blackwell, vol. 47(4), pages 396-407, December.
    7. Chi-Wei Su & Hui Yu & Hsu-Ling Chang & Xiao-Lin Li, 2017. "How does inflation determine inflation uncertainty? A Chinese perspective," Quality & Quantity: International Journal of Methodology, Springer, vol. 51(3), pages 1417-1434, May.
    8. Tomas Konecny & Oxana Babecka-Kucharcukova, 2016. "Credit Spreads and the Links between the Financial and Real Sectors in a Small Open Economy: The Case of the Czech Republic," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 66(4), pages 302-321, August.
    9. Morita, Hiroshi, 2014. "External shocks and Japanese business cycles: Evidence from a sign-restricted VAR model," Japan and the World Economy, Elsevier, vol. 30(C), pages 59-74.
    10. Titus O. Awokuse, 2003. "Is the export‐led growth hypothesis valid for Canada?," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 36(1), pages 126-136, March.
    11. Juan David Vega Baquero & Miguel Santolino, 2021. ""Too big to fail? An analysis of the Colombian banking system through compositional data"," IREA Working Papers 202111, University of Barcelona, Research Institute of Applied Economics, revised Apr 2021.
    12. Samuel E. Henly & Alexander L. Wolman, 2011. "Housing and the Great Recession : a VAR accounting exercise," Economic Quarterly, Federal Reserve Bank of Richmond, vol. 97(1Q), pages 45-66.
    13. Entorf, Horst, 1997. "Random walks with drifts: Nonsense regression and spurious fixed-effect estimation," Journal of Econometrics, Elsevier, vol. 80(2), pages 287-296, October.
    14. Luca Benati & Thomas A. Lubik, 2022. "Searching for Hysteresis," Working Paper 22-05, Federal Reserve Bank of Richmond.
    15. Fabio C. Bagliano & Carlo A. Favero, "undated". "Measuring Monetary Policy with VAR Models: an Evaluation," Working Papers 132, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    16. Hyeon-seung Huh & Cyn-Young Park, 2013. "Examining the determinants of food prices in developing Asia," Working papers 2013rwp-62, Yonsei University, Yonsei Economics Research Institute.
    17. Rathinam, Francis Xavier & Raja, Angara V., 2010. "Law, regulation and institutions for financial development: Evidence from India," Emerging Markets Review, Elsevier, vol. 11(2), pages 106-118, June.
    18. Masih, Abul M. M. & Masih, Rumi, 1999. "Are Asian stock market fluctuations due mainly to intra-regional contagion effects? Evidence based on Asian emerging stock markets," Pacific-Basin Finance Journal, Elsevier, vol. 7(3-4), pages 251-282, August.
    19. Jérôme Creel & Francesco Saraceno & Paola Veroni, 2007. "Has the Golden Rule of Public Finance Made a difference in the UK," Sciences Po publications 2007-13, Sciences Po.
    20. Toda, Hiro Y. & Yamamoto, Taku, 1995. "Statistical inference in vector autoregressions with possibly integrated processes," Journal of Econometrics, Elsevier, vol. 66(1-2), pages 225-250.
    21. Koi Nyen Wong & Soo Khoon Goh, 2013. "Outward FDI, merchandise and services trade: evidence from Singapore," Journal of Business Economics and Management, Taylor & Francis Journals, vol. 14(2), pages 276-291, April.
    22. Yicong Lin & Hanno Reuvers, 2019. "Efficient Estimation by Fully Modified GLS with an Application to the Environmental Kuznets Curve," Papers 1908.02552, arXiv.org, revised Aug 2020.
    23. Gencay, Ramazan & Fan, Yanqin, 2007. "Unit Root Tests with Wavelets," MPRA Paper 9832, University Library of Munich, Germany.
    24. Federico Di Pace & Matthias S. Hertweck, 2012. "Labour Market Frictions, Monetary Policy and Durable Goods," Working Paper Series of the Department of Economics, University of Konstanz 2012-09, Department of Economics, University of Konstanz.
    25. Ragna Alstadheim & Ørjan Robstad & Nikka Husom Vonen, 2017. "Financial imbalances, crisis probability and monetary policy in Norway," Working Paper 2017/21, Norges Bank.
    26. Oscar Bajo-Rubio & Carmen Díaz-Roldán & Vicente Esteve, 2010. "Government deficit sustainability, and monetary versus fiscal dominance: The case of Spain, 1850-2000," Working Papers 10-04, Asociación Española de Economía y Finanzas Internacionales.
    27. van Amano, Robert A & Norden, Simon, 1998. "Exchange Rates and Oil Prices," Review of International Economics, Wiley Blackwell, vol. 6(4), pages 683-694, November.
    28. Camgöz, Mevlüt & Topal, Mehmet Hanefi, 2022. "Identifying the asymmetric price dynamics of Islamic equities: Implications for international investors," Research in International Business and Finance, Elsevier, vol. 60(C).
    29. Lloyd, S. P., 2017. "Unconventional Monetary Policy and the Interest Rate Channel: Signalling and Portfolio Rebalancing," Cambridge Working Papers in Economics 1735, Faculty of Economics, University of Cambridge.
    30. Yang, Chao & Lee, Lung-fei, 2018. "Strategical interactions on municipal public safety spending with correlated private information," Regional Science and Urban Economics, Elsevier, vol. 72(C), pages 86-102.
    31. Jérôme Héricourt, 2005. "Monetary policy transmission in the CEECs: a comprehensive analysis," Cahiers de la Maison des Sciences Economiques bla05020, Université Panthéon-Sorbonne (Paris 1).
    32. Xu Huang & Hossein Hassani & Mansi Ghodsi & Zinnia Mukherjee & Rangan Gupta, 2016. "Do Trend Extraction Approaches Affect Causality Detection in Climate Change Studies?," Working Papers 201660, University of Pretoria, Department of Economics.
    33. Zeynel Abidin Ozdemir, 2010. "Dynamics Of Inflation, Output Growth And Their Uncertainty In The Uk: An Empirical Analysis," Manchester School, University of Manchester, vol. 78(6), pages 511-537, December.
    34. Favero, Carlo A. & Giavazzi, Francesco & Iacone, Fabrizio & Tabellini, Guido, 1997. "Extracting Information from Asset Prices: The Methodology of EMU Calculators," CEPR Discussion Papers 1676, C.E.P.R. Discussion Papers.
    35. Alam, Md Rafayet & Istiak, Khandokar, 2020. "Impact of US policy uncertainty on Mexico: Evidence from linear and nonlinear tests," The Quarterly Review of Economics and Finance, Elsevier, vol. 77(C), pages 355-366.
    36. Davide Brignone & Alessandro Franconi & Marco Mazzali, 2023. "Robust Impulse Responses using External Instruments: the Role of Information," Papers 2307.06145, arXiv.org.
    37. Hwee Kwan Chow & Keen Meng Choy, 2004. "Forecasting the Global Electronics Cycle with Leading Indicators: A VAR Approach," Working Papers 16-2004, Singapore Management University, School of Economics.
    38. Hans-Martin Krolzig, 2000. "Computer Automation of General-to-Specific Model Selection Procedures," Econometric Society World Congress 2000 Contributed Papers 0411, Econometric Society.
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    3. Rajiv Sethi, 1995. "The Evolutionary Dynamics Of Financial Practices," Metroeconomica, Wiley Blackwell, vol. 46(3), pages 246-277, October.
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    463. Salman Saif Ghouri, 2006. "Forecasting natural gas prices using cointegration technique," OPEC Energy Review, Organization of the Petroleum Exporting Countries, vol. 30(4), pages 249-269, December.
    464. Marcos Sanso & Antonio Montanes, 2002. "Cointegration, error correction mechanism and trade liberalization: the case of the Spanish imports of manufactures," Applied Economics, Taylor & Francis Journals, vol. 34(2), pages 231-240.
    465. Bahram Adrangi & Arjun Chatrath & Joseph Macri & Kambiz Raffiee, 2019. "Dynamic Responses of Major Equity Markets to the US Fear Index," JRFM, MDPI, vol. 12(4), pages 1-23, September.
    466. Martin, Will & Warr, Peter G., 1991. "Agriculture's decline in Indonesia : supply or demand determined," Policy Research Working Paper Series 798, The World Bank.
    467. Dilem Yıldırım & Ethem Erdem Orman, 2016. "The Feldstein-Horioka Puzzle in the Presence of Structural Breaks: Evidence from China," ERC Working Papers 1601, ERC - Economic Research Center, Middle East Technical University, revised Jan 2016.
    468. Honarvar, Afshin, 2009. "Asymmetry in retail gasoline and crude oil price movements in the United States: An application of hidden cointegration technique," Energy Economics, Elsevier, vol. 31(3), pages 395-402, May.
    469. Sáenz-Royo, Carlos & Salas-Fumás, Vicente, 2014. "Long- and short-term efficiency in an automobile factory: An econometric case study," International Journal of Production Economics, Elsevier, vol. 156(C), pages 98-107.
    470. Bontempi, Maria Elena & Bottazzi, Laura & Golinelli, Roberto, 2020. "A multilevel index of heterogeneous short-term and long-term debt dynamics," Journal of Corporate Finance, Elsevier, vol. 64(C).
    471. Yikang, Li, 1998. "Low-pass filtered least squares estimators of cointegrating vectors," Journal of Econometrics, Elsevier, vol. 85(2), pages 289-316, August.
    472. Lili Guo & Shuang Zhao & Yuting Song & Mengqian Tang & Houjian Li, 2022. "Green Finance, Chemical Fertilizer Use and Carbon Emissions from Agricultural Production," Agriculture, MDPI, vol. 12(3), pages 1-18, February.
    473. Sekioua, Sofiane H., 2008. "Real interest parity (RIP) over the 20th century: New evidence based on confidence intervals for the largest root and the half-life," Journal of International Money and Finance, Elsevier, vol. 27(1), pages 76-101, February.
    474. M. Ryan Haley & Harry J. Paarsch, 2004. "The stochastic implications of rent maximization: an application to stumpage rates for timber in British Columbia," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 19(1), pages 25-48.
    475. Strauß, Hubert, 2000. "Eingleichungsmodelle zur Prognose des deutschen Außenhandels," Kiel Working Papers 987, Kiel Institute for the World Economy (IfW Kiel).
    476. Starck, Christian, 1990. "The Interest rate elasticity of aggregate consumption: a time varying parameter approach," Bank of Finland Research Discussion Papers 28/1990, Bank of Finland.
    477. Stefan Sauer & Klaus Wohlrabe, 2020. "ifo Handbuch der Konjunkturumfragen," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 88.
    478. Krämer, Jörg W., 1996. "Determinants of the expected real long-term interest rates in the G7-countries," Kiel Working Papers 751, Kiel Institute for the World Economy (IfW Kiel).
    479. Cuthbertson, K. & Gasparro, D., 1995. "Fixed investment decisions in UK manufacturing: The importance of Tobin's Q, output and debt," European Economic Review, Elsevier, vol. 39(5), pages 919-941, May.
    480. Kryzanowski, Lawrence & Xu, Kuan, 1997. "Long-term equilibria of yields on taxable and tax-exempt bonds," International Review of Economics & Finance, Elsevier, vol. 6(2), pages 119-143.
    481. Andersen, Matthew A., 2019. "Knowledge productivity and the returns to agricultural research: a review," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 63(2), April.
    482. Andrew M. Warner, 1997. "Mexico's 1994 Exchange Rate Crisis Interpreted in Light of the Non-Traded Model," NBER Working Papers 6165, National Bureau of Economic Research, Inc.
    483. Hassler Uwe, 2001. "Wealth and Consumption. A Multicointegrated Model for the Unified Germany / Vermögen und Konsum. Ein multikointegriertes Modell für das vereinigte Deutschland," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 221(1), pages 32-44, February.
    484. Mr. Martin Petri & Tahsin Saadi Sedik, 2006. "The Jordanian Stock Market—Should You Invest in It for Risk Diversification or Performance?," IMF Working Papers 2006/187, International Monetary Fund.
    485. Hossain, Ferdaus, 1995. "Current account determination in the intertemporal framework: an empirical analysis," ISU General Staff Papers 1995010108000011939, Iowa State University, Department of Economics.
    486. Zouheir Ahmed Mighri & Majid Ibrahim Al Saggaf, 2018. "Gold - Silver Nexus: A Threshold Cointegration Approach," International Journal of Economics and Financial Issues, Econjournals, vol. 8(5), pages 210-219.
    487. T. Beard & John Jackson & David Kaserman & Hyeongwoo Kim, 2012. "A time-series analysis of the U.S. kidney transplantation and the waiting list: donor substitution effects," Empirical Economics, Springer, vol. 42(1), pages 261-277, February.
    488. Musti, Silvana & D'Ecclesia, Rita Laura, 2008. "Term structure of interest rates and the expectation hypothesis: The euro area," European Journal of Operational Research, Elsevier, vol. 185(3), pages 1596-1606, March.
    489. Michael C. Burda & Jeffrey D. Sachs, 1987. "Institutional Aspects of High Unemployment in the Federal Republic of Germany," NBER Working Papers 2241, National Bureau of Economic Research, Inc.
    490. Davidson, James, 2006. "Alternative bootstrap procedures for testing cointegration in fractionally integrated processes," Journal of Econometrics, Elsevier, vol. 133(2), pages 741-777, August.
    491. Zhiqiu Lin & Augustine Brannigan, 2003. "Advances in the Analysis of Non-stationary Time Series: An Illustration of Cointegration and Error Correction Methods in Research on Crime and Immigration," Quality & Quantity: International Journal of Methodology, Springer, vol. 37(2), pages 151-168, May.
    492. Dierk Herzer & Felicitas Nowak-Lehmann D., 2004. "Export Diversification, Externalities and Growth," Ibero America Institute for Econ. Research (IAI) Discussion Papers 099, Ibero-America Institute for Economic Research.
    493. Javier Fernandez-Macho, 2013. "A Test for the Null of Multiple Cointegrating Vectors," Economics Series Working Papers 657, University of Oxford, Department of Economics.
    494. James H. Stock & Mark W. Watson, 1989. "A Simple MLE of Cointegrating Vectors in Higher Order Integrated Systems," NBER Technical Working Papers 0083, National Bureau of Economic Research, Inc.
    495. Chan, Kam C. & Norrbin, Stefan C. & Lai, Pikki, 1997. "Are stock and bond prices collinear in the long run?," International Review of Economics & Finance, Elsevier, vol. 6(2), pages 193-201.

Chapters

  1. Matthew J. Kotchen & Tatyana Deryugina & James H. Stock, 2021. "Introduction to "Environmental and Energy Policy and the Economy, volume 3"," NBER Chapters, in: Environmental and Energy Policy and the Economy, volume 3, pages 1-3, National Bureau of Economic Research, Inc.

    Cited by:

    1. Gobbi, Paula Eugenia & Chapelle, Guillaume & Domènech Arumí, Gerard, 2023. "Housing, Neighborhoods and Inequality," CEPR Discussion Papers 17969, C.E.P.R. Discussion Papers.

  2. Matthew J. Kotchen & James H. Stock & Catherine D. Wolfram, 2020. "Introduction to "Environmental and Energy Policy and the Economy, volume 2"," NBER Chapters, in: Environmental and Energy Policy and the Economy, volume 2, pages 1-3, National Bureau of Economic Research, Inc.

    Cited by:

    1. Linh Pham & Travis Roach, 2024. "Spillover benefits of carbon dioxide cap and trade: Evidence from the Toxics Release Inventory," Economic Inquiry, Western Economic Association International, vol. 62(1), pages 449-467, January.

  3. Matthew J. Kotchen & James H. Stock & Catherine D. Wolfram, 2019. "Introduction to "Environmental and Energy Policy and the Economy"," NBER Chapters, in: Environmental and Energy Policy and the Economy, volume 1, pages 3-7, National Bureau of Economic Research, Inc.

    Cited by:

    1. Beck, Elliot & De Nard, Gianluca & Wolf, Michael, 2023. "Improved inference in financial factor models," International Review of Economics & Finance, Elsevier, vol. 86(C), pages 364-379.
    2. Sholpan Smagulova & Aigerim Yermukhanbetova & Kuralay Nurgaliyeva & Baimykhanova Sariya & Zhanymgul Baimukasheva & Almagul Manap & Gaini Koyshinova & Chulpan Akimbekova, 2023. "The Impact of Energy Production on the Introduction of ICT and the Growth of AIC in Kazakhstan," International Journal of Energy Economics and Policy, Econjournals, vol. 13(1), pages 477-488, January.
    3. Dinh, Tami & Schultze, Wolfgang, 2022. "Accounting for R&D on the income statement? Evidence on non-discretionary vs. discretionary R&D capitalization under IFRS in Germany," Journal of International Accounting, Auditing and Taxation, Elsevier, vol. 46(C).
    4. Pellatt, Daniel F. & Sun, Yixiao, 2023. "Asymptotic F test in regressions with observations collected at high frequency over long span," Journal of Econometrics, Elsevier, vol. 235(2), pages 1281-1309.
    5. Alexander Kriebitz & Laud Ammah, 2020. "Statistical Capacity, Human Rights and FDI in Sub-Saharan Africa Patterns of FDI Attraction in Sub-Saharan Africa," Journal of Management and Sustainability, Canadian Center of Science and Education, vol. 10(1), pages 162-162, July.
    6. Gilbert E. Metcalf & James H. Stock, 2020. "Measuring the Macroeconomic Impact of Carbon Taxes," AEA Papers and Proceedings, American Economic Association, vol. 110, pages 101-106, May.
    7. Parrilli, M. Davide & Balavac-Orlić, Merima & Radicic, Dragana, 2023. "Environmental innovation across SMEs in Europe," Technovation, Elsevier, vol. 119(C).
    8. Swoboda, Bernhard & Sinning, Carolina, 2020. "How country development and national culture affect the paths of perceived brand globalness to consumer behavior across nations," Journal of Business Research, Elsevier, vol. 118(C), pages 58-73.
    9. Fabrizio Ferretti & Michele Mariani & Elena Sarti, 2022. "Does the Prevalence of Obesity Affect the Demand for Soft Drinks? Evidence from Cross-Country Panel Data," IJERPH, MDPI, vol. 19(2), pages 1-12, January.
    10. Federico Crudu & Michael C. Knaus & Giovanni Mellace & Joeri Smits, 2022. "On the Role of the Zero Conditional Mean Assumption for Causal Inference in Linear Models," Papers 2211.09502, arXiv.org.
    11. Jose Asturias & William R. Bell & Rebecca Hutchinson & Tucker McElroy & Katherine J. Thompson, 2023. "Building the Census Bureau Index of Economic Activity (IDEA)," Working Papers 23-15, Center for Economic Studies, U.S. Census Bureau.
    12. Ratzke, Leonie, 2023. "Revealing preferences for urban biodiversity as an environmental good," Ecological Economics, Elsevier, vol. 212(C).
    13. Hansen, Rebecca & Hess, Sebastian, 2021. "Vermarkten Winzergenossenschaften weniger erfolgreich als andere Unternehmensformen? Hedonische Preisanalysen im Modellvergleich," 61st Annual Conference, Berlin, Germany, September 22-24, 2021 317050, German Association of Agricultural Economists (GEWISOLA).
    14. Bernhard Swoboda & Carolina Sinning, 2022. "Effects of Internationalization Rhythm and Speed on E-Commerce Firms’ Growth and the Role of Institutional Distances," Management International Review, Springer, vol. 62(2), pages 169-201, April.
    15. Hansen, Rebecca & Hess, Sebastian, 2021. "Are German Wine Cooperatives Less Successful at Marketing Their Wines Than Other Types of Organisation? A Comparison of Models Using Hedonic Price Analysis," 2021 Conference, August 17-31, 2021, Virtual 315155, International Association of Agricultural Economists.

  4. James H. Stock, 2019. "Climate Change, Climate Policy, and Economic Growth," NBER Chapters, in: NBER Macroeconomics Annual 2019, volume 34, pages 399-419, National Bureau of Economic Research, Inc.

    Cited by:

    1. Ar'anzazu de Juan & Pilar Poncela & Vladimir Rodr'iguez-Caballero & Esther Ruiz, 2022. "Economic activity and climate change," Papers 2206.03187, arXiv.org, revised Jun 2022.

  5. James H. Stock & Mark W. Watson, 2003. "Has the Business Cycle Changed and Why?," NBER Chapters, in: NBER Macroeconomics Annual 2002, Volume 17, pages 159-230, National Bureau of Economic Research, Inc.
    See citations under working paper version above.
  6. Stock, James H. & Watson, Mark W., 1999. "Business cycle fluctuations in us macroeconomic time series," Handbook of Macroeconomics, in: J. B. Taylor & M. Woodford (ed.), Handbook of Macroeconomics, edition 1, volume 1, chapter 1, pages 3-64, Elsevier.
    See citations under working paper version above.
  7. Douglas O. Staiger & James H. Stock & Mark W. Watson, 1997. "How Precise Are Estimates of the Natural Rate of Unemployment?," NBER Chapters, in: Reducing Inflation: Motivation and Strategy, pages 195-246, National Bureau of Economic Research, Inc.
    See citations under working paper version above.
  8. Robin L. Lumsdaine & James H. Stock & David A. Wise, 1996. "Retirement Incentives: The Interaction between Employer-Provided Pensions, Social Security, and Retiree Health Benefits," NBER Chapters, in: The Economic Effects of Aging in the United States and Japan, pages 261-293, National Bureau of Economic Research, Inc.
    See citations under working paper version above.
  9. Robin L. Lumsdaine & James H. Stock & David A. Wise, 1996. "Why Are Retirement Rates So High at Age 65?," NBER Chapters, in: Advances in the Economics of Aging, pages 61-82, National Bureau of Economic Research, Inc.
    See citations under working paper version above.
  10. Martin Feldstein & James H. Stock, 1994. "The Use of a Monetary Aggregate to Target Nominal GDP," NBER Chapters, in: Monetary Policy, pages 7-69, National Bureau of Economic Research, Inc.
    See citations under working paper version above.
  11. Robin L. Lumsdaine & James H. Stock & David A. Wise, 1994. "Pension Plan Provisions and Retirement: Men and Women, Medicare, and Models," NBER Chapters, in: Studies in the Economics of Aging, pages 183-222, National Bureau of Economic Research, Inc.

    Cited by:

    1. Joshua Congdon-Hohman, 2013. "Love, Toil, and Health Insurance: Why American Husbands Retire When They Do," Working Papers 1115, College of the Holy Cross, Department of Economics.
    2. James M. Poterba & Steven F. Venti, 2004. "The Transition to Personal Accounts and Increasing Retirement Wealth: Macro- and Microevidence," NBER Chapters, in: Perspectives on the Economics of Aging, pages 17-80, National Bureau of Economic Research, Inc.
    3. John Rust & Christopher Phelan, 1994. "How Social Security and Medicare Affect Retirement Behavior in a World of Incomplete Markets," Public Economics 9406005, University Library of Munich, Germany, revised 20 Oct 1996.
    4. Eric French & John Bailey Jones, 2004. "The Effects of Health Insurance and Self-Insurance on Retirement Behavior," Working Papers, Center for Retirement Research at Boston College wp2004-12, Center for Retirement Research, revised Apr 2004.
    5. Donna B. Gilleskie & David M. Blau, 2006. "Health insurance and retirement of married couples," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(7), pages 935-953.
    6. Blundell, R. & French, E. & Tetlow, G., 2016. "Retirement Incentives and Labor Supply," Handbook of the Economics of Population Aging, in: Piggott, John & Woodland, Alan (ed.), Handbook of the Economics of Population Aging, edition 1, volume 1, chapter 0, pages 457-566, Elsevier.
    7. Datta Gupta, Nabanita & Kleinjans, Kristin J. & Larsen, Mona, 2011. "The Effect of an Acute Health Shock on Work Behavior: Evidence from Different Health Care Regimes," IZA Discussion Papers 5843, Institute of Labor Economics (IZA).
    8. Jonathan Gruber & David Wise, 1997. "Social Security Programs and Retirement Around the World: Introduction and Summary of Papers by..," NBER Working Papers 6134, National Bureau of Economic Research, Inc.
    9. Boyle, Melissa A. & Lahey, Joanna N., 2010. "Health insurance and the labor supply decisions of older workers: Evidence from a U.S. Department of Veterans Affairs expansion," Journal of Public Economics, Elsevier, vol. 94(7-8), pages 467-478, August.
    10. Disney, Richard & Whitehouse, Edward, 1999. "Pension plans and retirement incentives," MPRA Paper 14755, University Library of Munich, Germany.
    11. Jonathan Gruber, 1998. "Health Insurance and the Labor Market," NBER Working Papers 6762, National Bureau of Economic Research, Inc.
    12. David M. Blau & Donna B. Gilleskie, 2008. "The Role Of Retiree Health Insurance In The Employment Behavior Of Older Men," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 49(2), pages 475-514, May.
    13. Erin Strumpf, 2010. "Employer-sponsored health insurance for early retirees: impacts on retirement, health, and health care," International Journal of Health Economics and Management, Springer, vol. 10(2), pages 105-147, June.
    14. Jonathan Gruber & Brigitte C. Madrian, 2002. "Health Insurance, Labor Supply, and Job Mobility: A Critical Review of the Literature," NBER Working Papers 8817, National Bureau of Economic Research, Inc.
    15. Alba, Alfonso, 1997. "Labor force participation and transitions of older workers in Spain," UC3M Working papers. Economics 6029, Universidad Carlos III de Madrid. Departamento de Economía.
    16. Brigitte C. Madrian & Nancy Beaulieu, 1998. "Does Medicare Eligibility Affect Retirement?," NBER Chapters, in: Inquiries in the Economics of Aging, pages 109-131, National Bureau of Economic Research, Inc.
    17. Даниелян, Владимир, 2016. "Детерминанты Пенсионного Возраста: Обзор Исследований [Determinants of Retirement Age: A Review of Research]," MPRA Paper 73865, University Library of Munich, Germany.
    18. Robert L. Clark & Joseph F. Quinn, 1999. "Effects of Pensions on Labor Markets and Retirement," Boston College Working Papers in Economics 431, Boston College Department of Economics.
    19. Ashok Thomas & Luca Spataro, 2013. "Pension funds and Market Efficiency: A review," Discussion Papers 2013/164, Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy.
    20. Axel H. Boersch-Supan, 2001. "Incentive Effects of Social Security under an Uncertain Disability Option," NBER Chapters, in: Themes in the Economics of Aging, pages 281-310, National Bureau of Economic Research, Inc.
    21. Wilbert van der Klaauw & Kenneth I. Wolpin, 2005. "Social Security and the Retirement and Savings Behavior of Low Income Households," PIER Working Paper Archive 05-020, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
    22. Michael D. Hurd, 1996. "The Effect of Labor Market Rigidities on the Labor Force Rigidities on the Labor Force," NBER Chapters, in: Advances in the Economics of Aging, pages 11-60, National Bureau of Economic Research, Inc.
    23. Willis, Robert J., 1999. "Theory confronts data: how the HRS is shaped by the economics of aging and how the economics of aging will be shaped by the HRS," Labour Economics, Elsevier, vol. 6(2), pages 119-145, June.

  12. James H. Stock & Mark W. Watson, 1993. "Introduction to "Business Cycles, Indicators and Forecasting"," NBER Chapters, in: Business Cycles, Indicators, and Forecasting, pages 1-10, National Bureau of Economic Research, Inc.

    Cited by:

    1. David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2013. "Nonparametric Multiple Change Point Analysis of the Global Financial Crisis," Tinbergen Institute Discussion Papers 13-072/III, Tinbergen Institute.
    2. Christopher L. Gilbert & Duo Qin, 2007. "Representation in Econometrics: A Historical Perspective," Working Papers 583, Queen Mary University of London, School of Economics and Finance.
    3. Tsai, Bi-Huei & Chang, Chih-Jen & Chang, Chun-Hsien, 2016. "Elucidating the consumption and CO2 emissions of fossil fuels and low-carbon energy in the United States using Lotka–Volterra models," Energy, Elsevier, vol. 100(C), pages 416-424.
    4. Sergey Smirnov & Nikolay Kondrashov & Anna Petronevich, 2017. "Dating Cyclical Turning Points for Russia: Formal Methods and Informal Choices," Post-Print hal-01692230, HAL.
    5. Grace H.Y. Lee, 2009. "Aggregate Shocks Decomposition For Eight East Asian Countries," Monash Economics Working Papers 17-09, Monash University, Department of Economics.
    6. Cruz-Rodríguez, Alexis, 2004. "Un análisis del ciclo económico de la República Dominicana bajo cambios de régimen [Analysis of business cycle of the Dominican Republic using Markov Switching model]," MPRA Paper 54352, University Library of Munich, Germany.
    7. Fernando N. de Oliveira, 2015. "Financial and Real Sector Leading Indicators of Recessions in Brazil using Probabilistic Models," Working Papers Series 402, Central Bank of Brazil, Research Department.
    8. Numan Ülkü & Kexing Wu, 2023. "Stock Market's Response to Real Output Shocks in China: A VARwAL Estimation," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 31(5), pages 1-25, September.
    9. Chris R. Birchenhall & Marianne Sensier & Denise R. Osborn, 2000. "Predicting Uk Business Cycle Regimes," Computing in Economics and Finance 2000 134, Society for Computational Economics.
    10. Marfatia Hardik A., 2021. "Modeling House Price Synchronization across the U.S. States and their Time-Varying Macroeconomic Linkages," Journal of Time Series Econometrics, De Gruyter, vol. 13(1), pages 73-117, January.
    11. Krzysztof Beck & Karen Jackson, 2024. "International trade fluctuations: Global versus regional factors," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 57(1), pages 331-358, February.
    12. Heikki Kauppi, 2019. "Recession Prediction with OptimalUse of Leading Indicators," Discussion Papers 125, Aboa Centre for Economics.
    13. McCracken,M.W. & West,K.D., 2001. "Inference about predictive ability," Working papers 14, Wisconsin Madison - Social Systems.
    14. Nataša Erjavec & Petar Soriæ & Mirjana Èižmešija, 2016. "Predicting the probability of recession in Croatia: Is economic sentiment the missing link?," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, vol. 34(2), pages 555-579.
    15. Gabriele Fiorentini & Enrique Sentana, 2019. "Dynamic specification tests for dynamic factor models," Econometrics Working Papers Archive 2018_07, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
    16. Maximo Camacho, 2004. "Vector smooth transition regression models for US GDP and the composite index of leading indicators," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(3), pages 173-196.
    17. J.D. Hollingworth, 1997. "Leading Indicators of Australian Recessions: Part 2," Economics Discussion / Working Papers 97-17, The University of Western Australia, Department of Economics.
    18. Blagica Petreski & Marjan Petreski, 2014. "Leading composite index produced by Finance Think: Forecasting power reassessed," Finance Think Policy Studies 2014-12/2, Finance Think - Economic Research and Policy Institute.
    19. Moradi, Alireza, 2016. "Modeling Business Cycle Fluctuations through Markov Switching VAR:An Application to Iran," MPRA Paper 73608, University Library of Munich, Germany.
    20. Arie Marom & Yigal Menashe & Tanya Suchoy, 2003. "The State-of-The-Economy Index and The probability of Recession: The Markov Regime-Switching Model," Bank of Israel Working Papers 2003.05, Bank of Israel.
    21. Joseph G. Haubrich, 2020. "Does the Yield Curve Predict Output?," Working Papers 20-34, Federal Reserve Bank of Cleveland.
    22. Koskinen, Lasse & Öller, Lars-Erik, 2001. "A Classifying Procedure for Signaling Turning Points," SSE/EFI Working Paper Series in Economics and Finance 427, Stockholm School of Economics.
    23. Kajal Lahiri & Cheng Yang, 2022. "ROC approach to forecasting recessions using daily yield spreads," Business Economics, Palgrave Macmillan;National Association for Business Economics, vol. 57(4), pages 191-203, October.
    24. T.P.Koirala, Ph.D., 2013. "Time-Varying Parameters of Inflation Model in Nepal: State Space Modeling," NRB Economic Review, Nepal Rastra Bank, Economic Research Department, vol. 25(2), pages 66-77, October.
    25. Christian Weber, 1996. "A note on unemployment rates and the paper-bill spread," Applied Economics Letters, Taylor & Francis Journals, vol. 3(1), pages 49-51.
    26. Allan Layton & Masaki Katsuura, 2001. "A new turning point signalling system using the Markov switching model with application to Japan, the USA and Australia," Applied Economics, Taylor & Francis Journals, vol. 33(1), pages 59-70.
    27. Terence C. Mills & Ping Wang, 2003. "Multivariate Markov Switching Common Factor Models for the UK," Bulletin of Economic Research, Wiley Blackwell, vol. 55(2), pages 177-193, April.
    28. Christopher J. Neely & David E. Rapach, 2015. "Common Fluctuations in OECD Budget Balances," Review, Federal Reserve Bank of St. Louis, vol. 97(2), pages 109-132.
    29. Kajal Lahiri & Cheng Yang, 2023. "ROC and PRC Approaches to Evaluate Recession Forecasts," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 19(2), pages 119-148, September.
    30. Christos Kallandranis & Socrates Karidis, 2014. "Assessing the Effect of the Consumer-Voter Sentiment on Tiebout-Like Migration: The EU 27 Case," Global Economy Journal (GEJ), World Scientific Publishing Co. Pte. Ltd., vol. 14(1), pages 31-55, April.
    31. Guerron-Quintana, Pablo A., 2013. "Common and idiosyncratic disturbances in developed small open economies," Journal of International Economics, Elsevier, vol. 90(1), pages 33-49.
    32. Cem Çakmakli & Hamza Dem I˙rcani & Sumru Altug, 2021. "Modelling of Economic and Financial Conditions for Real‐Time Prediction of Recessions," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(3), pages 663-685, June.
    33. E. Philip Howrey, 2001. "The Predictive Power of the Index of Consumer Sentiment," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 32(1), pages 175-216.
    34. Harm Bandholz & Michael Funke, 2001. "In Search of Leading Indicators of Economic Activity in Germany," CESifo Working Paper Series 571, CESifo.
    35. António Rua, 2016. "A wavelet-based multivariate multiscale approach for forecasting," Working Papers w201612, Banco de Portugal, Economics and Research Department.
    36. Döpke, Jörg, 1999. "Predicting Germany's recessions with leading indicators: Evidence from probit models," Kiel Working Papers 944, Kiel Institute for the World Economy (IfW Kiel).
    37. M Sensier & M Artis & C R Birchenhall & D R Osborn, 2002. "Domestic and International Influences on Business Cycle Regimes in Europe," Centre for Growth and Business Cycle Research Discussion Paper Series 11, Economics, The University of Manchester.
    38. Antonio José Orozco-Gallo & Pavel Vidal-Alejandro & Johana Sanabria-Domínguez & Jaime Andrés Collazos-Rodríguez, 2021. "Indicador coincidente de actividad económica en la recesión pandémica: el caso del Caribe colombiano," Documentos de Trabajo Sobre Economía Regional y Urbana 19285, Banco de la República, Economía Regional.
    39. Deicy J. Cristiano-Botia & Manuel Dario Hernandez-Bejarano & Mario A. Ramos-Veloza, 2021. "Labor Market Indicator for Colombia (LMI)," Borradores de Economia 1152, Banco de la Republica de Colombia.
    40. Siem Jan Koopman & Kai Ming Lee, 2005. "Measuring Asymmetric Stochastic Cycle Components in U.S. Macroeconomic Time Series," Tinbergen Institute Discussion Papers 05-081/4, Tinbergen Institute.
    41. Ubilava, David, 2014. "On the Relationship between Financial Instability and Economic Performance: Stressing the Business of Nonlinear Modelling," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 170222, Agricultural and Applied Economics Association.
    42. Gerson Javier Pérez-Valbuena & Diana Ricciulli-Marín & Jaime Bonet-Morón & Paula Barrios, 2021. "Reglas fiscales subnacionales en Colombia: desde su concepción hasta los resultados frente al COVID-19," Documentos de trabajo sobre Economía Regional y Urbana 297, Banco de la Republica de Colombia.
    43. AMMOURI, Bilel & TOUMI, Hassen & Zitouna, Habib, 2015. "Forecasting Inflation in Tunisia Using Dynamic Factors Model," MPRA Paper 65514, University Library of Munich, Germany.
    44. Curran, Declan & Funke, Michael, 2006. "Taking the temperature: forecasting GDP growth for mainland in China," BOFIT Discussion Papers 6/2006, Bank of Finland Institute for Emerging Economies (BOFIT).
    45. Duo Qin, 2010. "Econometric Studies of Business Cycles in the History of Econometrics," Working Papers 669, Queen Mary University of London, School of Economics and Finance.
    46. Ozdemir Dicle, 2020. "Time-Varying Housing Market Fluctuations: Evidence from the U.S. Housing Market," Real Estate Management and Valuation, Sciendo, vol. 28(2), pages 89-99, June.
    47. Catherine Doz & Peter Fuleky, 2019. "Dynamic Factor Models," Working Papers 2019-4, University of Hawaii Economic Research Organization, University of Hawaii at Manoa.
    48. Galin Petrov Stefanov, 2020. "Mundel Optimality of the Bulgarian Accession to the Euro Area," Business & Management Compass, University of Economics Varna, issue 3, pages 297-315.
    49. Catherine Doz & Peter Fuleky, 2019. "Dynamic Factor Models," PSE Working Papers halshs-02262202, HAL.
    50. Shyh-Wei Chen, 2006. "Enhanced reliability of the leading indicator in identifying turning points in Taiwan? an evaluation," Economics Bulletin, AccessEcon, vol. 5(10), pages 1-17.
    51. Fildes, Robert, 2006. "The forecasting journals and their contribution to forecasting research: Citation analysis and expert opinion," International Journal of Forecasting, Elsevier, vol. 22(3), pages 415-432.
    52. Michael DeStefano, 2004. "Stock Returns and the Business Cycle," The Financial Review, Eastern Finance Association, vol. 39(4), pages 527-547, November.
    53. Shushanik Papanyan, 2015. "Digitization and Productivity: Measuring Cycles of Technological Progress," Working Papers 15/33, BBVA Bank, Economic Research Department.
    54. Nicolau, João, 2016. "Structural change test in duration of bull and bear markets," Economics Letters, Elsevier, vol. 146(C), pages 64-67.
    55. Catherine Doz & Peter Fuleky, 2019. "Dynamic Factor Models," Working Papers halshs-02262202, HAL.
    56. Tao Chen & Liang Wu & Isabel Kit-Ming Yan, 2013. "On the Use of International Commodity Futures Spread for Forecasting China's Net Imports of Commodities," The World Economy, Wiley Blackwell, vol. 36(7), pages 861-879, July.
    57. Richard Zhe Wang & Menghistu Sallehu, 2014. "The Hidden Message in AFS Securitites of US Banks," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 8(3), pages 59-70.
    58. Abdullah Tahir & Jameel Ahmed & Waqas Ahmed, 2018. "Robust Quarterization of GDP and Determination of Business Cycle Dates for IGC Partner Countries," SBP Working Paper Series 97, State Bank of Pakistan, Research Department.
    59. Orbe Lizundia, Jesús María & Ferreira García, María Eva & Núñez Antón, Vicente Alfredo, 2001. "Analysis of Length of Time Spent in Chapter 11 Bankruptcy," BILTOKI 1134-8984, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).

  13. James H. Stock & Mark W. Watson, 1993. "A Procedure for Predicting Recessions with Leading Indicators: Econometric Issues and Recent Experience," NBER Chapters, in: Business Cycles, Indicators, and Forecasting, pages 95-156, National Bureau of Economic Research, Inc.
    See citations under working paper version above.
  14. Robin L. Lumsdaine & James H. Stock & David A. Wise, 1992. "Three Models of Retirement: Computational Complexity versus Predictive Validity," NBER Chapters, in: Topics in the Economics of Aging, pages 21-60, National Bureau of Economic Research, Inc.
    See citations under working paper version above.
  15. James H. Stock & David A. Wise, 1990. "The Pension Inducement to Retire: An Option Value Analysis," NBER Chapters, in: Issues in the Economics of Aging, pages 205-230, National Bureau of Economic Research, Inc.
    See citations under working paper version above.
  16. James H. Stock & Mark W. Watson, 1989. "New Indexes of Coincident and Leading Economic Indicators," NBER Chapters, in: NBER Macroeconomics Annual 1989, Volume 4, pages 351-409, National Bureau of Economic Research, Inc.
    See citations under working paper version above.
  17. Stock, James H., 1986. "Unit roots, structural breaks and trends," Handbook of Econometrics, in: R. F. Engle & D. McFadden (ed.), Handbook of Econometrics, edition 1, volume 4, chapter 46, pages 2739-2841, Elsevier.

    Cited by:

    1. Barbara Rossi, 2019. "Forecasting in the presence of instabilities: How do we know whether models predict well and how to improve them," Economics Working Papers 1711, Department of Economics and Business, Universitat Pompeu Fabra, revised Jul 2021.
    2. Carrillo Julio A. & García Ana Laura, 2021. "The COVID-19 Economic Crisis in Mexico through the Lens of a Financial Conditions Index," Working Papers 2021-23, Banco de México.

Books

  1. Matthew J. Kotchen & James H. Stock & Catherine D. Wolfram, 2020. "Environmental and Energy Policy and the Economy, volume 1," NBER Books, National Bureau of Economic Research, Inc, number kotc-1, March.

    Cited by:

    1. Linh Pham & Travis Roach, 2024. "Spillover benefits of carbon dioxide cap and trade: Evidence from the Toxics Release Inventory," Economic Inquiry, Western Economic Association International, vol. 62(1), pages 449-467, January.

  2. James H. Stock & Mark W. Watson, 1993. "Business Cycles, Indicators, and Forecasting," NBER Books, National Bureau of Economic Research, Inc, number stoc93-1, March.

    Cited by:

    1. Stefan Gerlach & Matthew S. Yiu, 2004. "A Dynamic Factor Model for Current-Quarter Estimates of Economic Activity in Hong Kong," Working Papers 162004, Hong Kong Institute for Monetary Research.
    2. Ricardo Mora & Georges Siotis, 2000. "External Factors in Emerging Market Recoveries: An Empirical Investigation," Econometric Society World Congress 2000 Contributed Papers 1415, Econometric Society.
    3. Christian Hutter & Enzo Weber, 2015. "Constructing a new leading indicator for unemployment from a survey among German employment agencies," Applied Economics, Taylor & Francis Journals, vol. 47(33), pages 3540-3558, July.
    4. Clements, Michael P., 2008. "Explanations of the inconsistencies in survey respondents'forecasts," The Warwick Economics Research Paper Series (TWERPS) 870, University of Warwick, Department of Economics.
    5. Quah, Danny, 1994. "One business cycle and one trend from (many,) many disaggregates," European Economic Review, Elsevier, vol. 38(3-4), pages 605-614, April.
    6. Ricardo Caballero & Arvind Krishnamurthy, 2005. "Financial System Risk and Flight to Quality," NBER Working Papers 11834, National Bureau of Economic Research, Inc.
    7. David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2013. "Nonparametric Multiple Change Point Analysis of the Global Financial Crisis," Tinbergen Institute Discussion Papers 13-072/III, Tinbergen Institute.
    8. Esther Fernández Galar & Javier Gómez Biscarri, 2003. "Revisiting the Ability of Interest Rate Spreads to Predict Recessions: Evidence for a," Faculty Working Papers 04/03, School of Economics and Business Administration, University of Navarra.
    9. Claessens, Stijn & Kose, M. Ayhan & Terrones, Marco E., 2012. "How do business and financial cycles interact?," Journal of International Economics, Elsevier, vol. 87(1), pages 178-190.
    10. Hendry, David F. & Clements, Michael P., 2003. "Economic forecasting: some lessons from recent research," Economic Modelling, Elsevier, vol. 20(2), pages 301-329, March.
    11. Eric Hillebrand & Huiyu Huang & Tae-Hwy Lee & Canlin Li, 2018. "Using the Entire Yield Curve in Forecasting Output and Inflation," Econometrics, MDPI, vol. 6(3), pages 1-27, August.
    12. Mackowiak, Bartosz & Jarocinski, Marek, 2013. "Granger-Causal-Priority and Choice of Variables in Vector Autoregressions," CEPR Discussion Papers 9686, C.E.P.R. Discussion Papers.
    13. Robert J. Shiller & Stefano Athanasoulis, 1995. "World Income Components: Measuring and Exploiting International Risk Sharing Opportunities," NBER Working Papers 5095, National Bureau of Economic Research, Inc.
    14. Andrew T. Foerster & Pierre-Daniel G. Sarte & Mark W. Watson, 2011. "Sectoral versus Aggregate Shocks: A Structural Factor Analysis of Industrial Production," Journal of Political Economy, University of Chicago Press, vol. 119(1), pages 1-38.
    15. D. K. Malhotra & Vivek Bhargava & Mukesh Chaudhry, 2005. "Determinants of Treasury-LIBOR Swap Spreads," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 8(04), pages 687-705.
    16. Yongming Huang & Muhammed Ashiq Villanthenkodath & Mohammad Haseeb, 2023. "The nexus between eco‐friendly technology and environmental degradation in India: Does the N or inverted N‐shape load capacity curve(LCC) hypothesis hold?," Natural Resources Forum, Blackwell Publishing, vol. 47(2), pages 276-297, May.
    17. Christopher L. Gilbert & Duo Qin, 2007. "Representation in Econometrics: A Historical Perspective," Working Papers 583, Queen Mary University of London, School of Economics and Finance.
    18. Harrison, Sharon G. & Weder, Mark, 2002. "Did sunspot cause the Great Depression?," SFB 373 Discussion Papers 2002,35, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
    19. Gregory R. Duffee & Stephen D. Prowse, "undated". "What's Good for GM...? Using Auto Industry Stock Returns to Forecast Business Cycles and Test the Q-Theory of Investment," Finance and Economics Discussion Series 1996-38, Board of Governors of the Federal Reserve System (U.S.), revised 04 Dec 2019.
    20. Marco Ottaviani & Peter Norman Sorensen, 2001. "The Strategy of Professional Forecasting," Discussion Papers 01-09, University of Copenhagen. Department of Economics.
    21. Tsai, Bi-Huei & Chang, Chih-Jen & Chang, Chun-Hsien, 2016. "Elucidating the consumption and CO2 emissions of fossil fuels and low-carbon energy in the United States using Lotka–Volterra models," Energy, Elsevier, vol. 100(C), pages 416-424.
    22. Bańbura, Marta & Giannone, Domenico & Lenza, Michele, 2015. "Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections," International Journal of Forecasting, Elsevier, vol. 31(3), pages 739-756.
    23. Lippi, Marco & Reichlin, Lucrezia & Hallin, Marc & Forni, Mario, 2002. "The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting," CEPR Discussion Papers 3432, C.E.P.R. Discussion Papers.
    24. Gabriele Fiorentini & Alessandro Galesi & Enrique Sentana, 2015. "Fast ML Estimation of Dynamic Bifactor Models: An Application to European Inflation," Working Papers wp2015_1502, CEMFI.
    25. Victor Zarnowitz, 1997. "Business Cycles Observed and Assessed: Why and How They Matter," NBER Working Papers 6230, National Bureau of Economic Research, Inc.
    26. Canova, Fabio & Ciccarelli, Matteo, 2001. "Forecasting and Turning Point Predictions in a Bayesian Panel VAR Model," CEPR Discussion Papers 2961, C.E.P.R. Discussion Papers.
    27. Nadal De Simone, Francisco & Clarke, Sean, 2007. "Asymmetry in business fluctuations: International evidence on Friedman's plucking model," Journal of International Money and Finance, Elsevier, vol. 26(1), pages 64-85, February.
    28. Carriero, Andrea & Marcellino, Massimiliano, 2007. "A comparison of methods for the construction of composite coincident and leading indexes for the UK," International Journal of Forecasting, Elsevier, vol. 23(2), pages 219-236.
    29. Vincent Bodart & Bertrand Candelon, 2000. "Appréhender la conjoncture à l'aide de la méthode de Stock-Watson : une application à l'économie belge," Économie et Prévision, Programme National Persée, vol. 146(5), pages 141-153.
    30. Mark Weder, 2005. "A Heliocentric Journey into Germany's Great Depression," School of Economics and Public Policy Working Papers 2005-13, University of Adelaide, School of Economics and Public Policy.
    31. Berg Tim Oliver, 2017. "Forecast accuracy of a BVAR under alternative specifications of the zero lower bound," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 21(2), pages 1-29, April.
    32. Hamilton, James Douglas & Kim, Dong Heon, 2000. "A Re-examination of the Predictability of Economic Activity Using the Yield Spread," University of California at San Diego, Economics Working Paper Series qt69v8p1m9, Department of Economics, UC San Diego.
    33. Athanasios Orphanides & John C. Williams, 2004. "The decline of activist stabilization policy: natural rate misperceptions, learning, and expectations," International Finance Discussion Papers 804, Board of Governors of the Federal Reserve System (U.S.).
    34. Gallegati, Marco & Ramsey, James B., 2014. "The forward looking information content of equity and bond markets for aggregate investments," Journal of Economics and Business, Elsevier, vol. 75(C), pages 1-24.
    35. Qi, Min, 2001. "Predicting US recessions with leading indicators via neural network models," International Journal of Forecasting, Elsevier, vol. 17(3), pages 383-401.
    36. Dumas, Bernard & Harvey, Campbell R. & Ruiz, Pierre, 2003. "Are correlations of stock returns justified by subsequent changes in national outputs?," Journal of International Money and Finance, Elsevier, vol. 22(6), pages 777-811, November.
    37. Kajal Lahiri & Cheng Yang, 2023. "A tale of two recession-derivative indicators," Empirical Economics, Springer, vol. 65(2), pages 925-947, August.
    38. Sergey Smirnov & Nikolay Kondrashov & Anna Petronevich, 2017. "Dating Cyclical Turning Points for Russia: Formal Methods and Informal Choices," Post-Print hal-01692230, HAL.
    39. Grace H.Y. Lee, 2009. "Aggregate Shocks Decomposition For Eight East Asian Countries," Monash Economics Working Papers 17-09, Monash University, Department of Economics.
    40. Cruz-Rodríguez, Alexis, 2004. "Un análisis del ciclo económico de la República Dominicana bajo cambios de régimen [Analysis of business cycle of the Dominican Republic using Markov Switching model]," MPRA Paper 54352, University Library of Munich, Germany.
    41. Pooyan Amir Ahmadi & Harald Uhlig, 2015. "Sign Restrictions in Bayesian FaVARs with an Application to Monetary Policy Shocks," NBER Working Papers 21738, National Bureau of Economic Research, Inc.
    42. Branimir, Jovanovic & Magdalena, Petrovska, 2010. "Forecasting Macedonian GDP: Evaluation of different models for short-term forecasting," MPRA Paper 43162, University Library of Munich, Germany.
    43. Tobias Hartl & Roland Weigand, 2018. "Approximate State Space Modelling of Unobserved Fractional Components," Papers 1812.09142, arXiv.org, revised May 2020.
    44. Giannone, Domenico & Lenza, Michele & Onorante, Luca & Momferatou, Daphne, 2010. "Short-Term Inflation Projections: a Bayesian Vector Autoregressive approach," CEPR Discussion Papers 7746, C.E.P.R. Discussion Papers.
    45. Daniel Grenouilleau, 2004. "A sorted leading indicators dynamic (SLID) factor model for short-run euro-area GDP forecasting," European Economy - Economic Papers 2008 - 2015 219, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
    46. Luis Arango & Andres Gonzalez, 2001. "Some evidence of smooth transition nonlinearity in Colombian inflation," Applied Economics, Taylor & Francis Journals, vol. 33(2), pages 155-162.
    47. Fernando N. de Oliveira, 2015. "Financial and Real Sector Leading Indicators of Recessions in Brazil using Probabilistic Models," Working Papers Series 402, Central Bank of Brazil, Research Department.
    48. Numan Ülkü & Kexing Wu, 2023. "Stock Market's Response to Real Output Shocks in China: A VARwAL Estimation," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 31(5), pages 1-25, September.
    49. Vitor Castro, 2015. "The Portuguese business cycle: chronology and duration dependence," Empirical Economics, Springer, vol. 49(1), pages 325-342, August.
    50. Benoit Bellone, 2004. "Une lecture probabiliste du cycle d’affaires américain," Econometrics 0407002, University Library of Munich, Germany, revised 28 Mar 2005.
    51. Chadwick, Meltem, 2010. "An Empirical Analysis of Fluctuations in Economic Efficiency in European Countries," MPRA Paper 75304, University Library of Munich, Germany.
    52. Marcellino, Massimiliano & Carriero, Andrea & Clark, Todd, 2014. "No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates," CEPR Discussion Papers 9848, C.E.P.R. Discussion Papers.
    53. Liu, Dandan & Jansen, Dennis W., 2007. "Macroeconomic forecasting using structural factor analysis," International Journal of Forecasting, Elsevier, vol. 23(4), pages 655-677.
    54. Athanasios Orphanides & John C. Williams, 2007. "Inflation targeting under imperfect knowledge," Economic Review, Federal Reserve Bank of San Francisco, pages 1-23.
    55. George Kapetanios, 2004. "Dynamic Factor Extraction of Cross-Sectional Dependence in Panel Unit Root Tests," Working Papers 509, Queen Mary University of London, School of Economics and Finance.
    56. Clements, Michael P., 2012. "Do professional forecasters pay attention to data releases?," International Journal of Forecasting, Elsevier, vol. 28(2), pages 297-308.
    57. Koop, Gary & Korobilis, Dimitris, 2010. "Bayesian Multivariate Time Series Methods for Empirical Macroeconomics," Foundations and Trends(R) in Econometrics, now publishers, vol. 3(4), pages 267-358, July.
    58. Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2015. "Large Vector Autoregressions with Asymmetric Priors," Working Papers 759, Queen Mary University of London, School of Economics and Finance.
    59. Chadwick, Meltem, 2010. "Performance of Bayesian Latent Factor Models in Measuring Pricing Errors," MPRA Paper 79060, University Library of Munich, Germany.
    60. Chris R. Birchenhall & Marianne Sensier & Denise R. Osborn, 2000. "Predicting Uk Business Cycle Regimes," Computing in Economics and Finance 2000 134, Society for Computational Economics.
    61. Marfatia Hardik A., 2021. "Modeling House Price Synchronization across the U.S. States and their Time-Varying Macroeconomic Linkages," Journal of Time Series Econometrics, De Gruyter, vol. 13(1), pages 73-117, January.
    62. Francis X. Diebold & Glenn D. Rudebusch, 2001. "Five questions about business cycles," Economic Review, Federal Reserve Bank of San Francisco, pages 1-15.
    63. Laura E. Jackson & M. Ayhan Kose & Christopher Otrok & Michael T. Owyang, 2015. "Specification and Estimation of Bayesian Dynamic Factor Models: A Monte Carlo Analysis with an Application to Global House Price Comovement," Working Papers 2015-31, Federal Reserve Bank of St. Louis.
    64. Francis X. Diebold & Todd A. Gunther & Anthony S. Tay, 1997. "Evaluating density forecasts," Working Papers 97-6, Federal Reserve Bank of Philadelphia.
    65. Marcellino, Massimiliano & Kapetanios, George, 2006. "Impulse Response Functions from Structural Dynamic Factor Models: A Monte Carlo Evaluation," CEPR Discussion Papers 5621, C.E.P.R. Discussion Papers.
    66. Arpita Chatterjee, 2013. "Globalization and Monetary Policy: An Empirical Analysis," Discussion Papers 2013-08, School of Economics, The University of New South Wales.
    67. Dias Francisco & Rua António & Pinheiro Maximiano, 2013. "Determining the number of global and country-specific factors in the euro area," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 17(5), pages 573-617, December.
    68. Chauvet, Marcelle & Potter, Simon, 2013. "Forecasting Output," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 141-194, Elsevier.
    69. Athanasios Orphanides, 2003. "Historical monetary policy analysis and the Taylor rule," Finance and Economics Discussion Series 2003-36, Board of Governors of the Federal Reserve System (U.S.).
    70. Clements, Michael P., 2012. "Subjective and Ex Post Forecast Uncertainty: US Inflation and Output Growth," Economic Research Papers 270629, University of Warwick - Department of Economics.
    71. Sarantis, Nicholas, 2001. "Nonlinearities, cyclical behaviour and predictability in stock markets: international evidence," International Journal of Forecasting, Elsevier, vol. 17(3), pages 459-482.
    72. Carlos Garcia & Pablo Gonzalez & Antonio Moncado, 2010. "Proyecciones Macroeconómicas en Chile: Una Aproximación Bayesiana," ILADES-UAH Working Papers inv262, Universidad Alberto Hurtado/School of Economics and Business.
    73. Krzysztof Beck & Karen Jackson, 2024. "International trade fluctuations: Global versus regional factors," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 57(1), pages 331-358, February.
    74. Magnus Reif, 2020. "Macroeconomics, Nonlinearities, and the Business Cycle," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 87.
    75. Bernanke, Ben S. & Boivin, Jean, 2003. "Monetary policy in a data-rich environment," Journal of Monetary Economics, Elsevier, vol. 50(3), pages 525-546, April.
    76. Charles W. Calomiris & Charles P. Himmelberg & Paul Wachtel, 1994. "Commercial Paper, Corporate Finance and the Business Cycle: A Microeconomic Perspective," Working Papers 94-17, New York University, Leonard N. Stern School of Business, Department of Economics.
    77. Giordani, Paolo & Kohn, Robert, 2008. "Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 26, pages 66-77, January.
    78. Francisco J. Goerlich-Gisbert, 1999. "Shocks agregados versus shocks sectoriales. Un análisis factorial dinámico," Investigaciones Economicas, Fundación SEPI, vol. 23(1), pages 27-53, January.
    79. Heikki Kauppi, 2019. "Recession Prediction with OptimalUse of Leading Indicators," Discussion Papers 125, Aboa Centre for Economics.
    80. Jörg Polzehl & Vladimir Spokoiny & Catalin Starica, 2006. "When did the 2001 recession really start?," SFB 649 Discussion Papers SFB649DP2006-032, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    81. Mishra, Tapas & Jumah, Adusei & Parhi, Mamata, 2008. "Age-structured Human Capital and Spatial Total Factor Productivity Dynamics," Economics Series 226, Institute for Advanced Studies.
    82. Dean Croushore & Katherine Marsten, 2016. "Do GDP Forecasts Respond Efficiently to Changes in Interest Rates?," Working Papers 16-17, Federal Reserve Bank of Philadelphia.
    83. Tomasz Woźniak, 2016. "Bayesian Vector Autoregressions," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 49(3), pages 365-380, September.
    84. Françoise Charpin & Hervé Péléraux, 2000. "L'indicateur avancé de l'OFCE," Revue de l'OFCE, Programme National Persée, vol. 72(1), pages 133-155.
    85. Angelos T. Vouldis & Dimitrios P. Louzis, 2018. "Leading indicators of non-performing loans in Greece: the information content of macro-, micro- and bank-specific variables," Empirical Economics, Springer, vol. 54(3), pages 1187-1214, May.
    86. Dobrescu, Emilian & Pauna, Bianca, 2007. "Stochastic simulations on the Romanian macroeconomic model," MPRA Paper 35723, University Library of Munich, Germany.
    87. Mr. Iryna V. Ivaschenko, 2003. "How Much Leverage is too Much, or Does Corporate Risk Determine the Severity of a Recession?," IMF Working Papers 2003/003, International Monetary Fund.
    88. Lukas Boer & Andrea Pescatori & Martin Stuermer, 2021. "Energy Transition Metals," Discussion Papers of DIW Berlin 1976, DIW Berlin, German Institute for Economic Research.
    89. McCracken,M.W. & West,K.D., 2001. "Inference about predictive ability," Working papers 14, Wisconsin Madison - Social Systems.
    90. Giuseppe Vita & Livio Ferrante, 2021. "Is legislation grease or sand to economic growth? An econometric analysis using data from Italian regions before and after the 2008 crisis," European Journal of Law and Economics, Springer, vol. 51(3), pages 541-561, June.
    91. Martin Mandler & Michael Scharnagl & Ute Volz, 2022. "Heterogeneity in Euro Area Monetary Policy Transmission: Results from a Large Multicountry BVAR Model," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(2-3), pages 627-649, March.
    92. Nataša Erjavec & Petar Soriæ & Mirjana Èižmešija, 2016. "Predicting the probability of recession in Croatia: Is economic sentiment the missing link?," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, vol. 34(2), pages 555-579.
    93. Stijn Claessens & M. Ayhan Kose & Marco E. Terrones, 2011. "Financial Cycles: What? How? When?," NBER International Seminar on Macroeconomics, University of Chicago Press, vol. 7(1), pages 303-344.
    94. Marco Del Negro & Christopher Otrok, 2008. "Dynamic factor models with time-varying parameters: measuring changes in international business cycles," Staff Reports 326, Federal Reserve Bank of New York.
    95. Park, Cyn-Young & Majuca, Ruperto & Yap, Josef, 2010. "The 2008 Financial Crisis and Potential Output in Asia: Impact and Policy Implications," Working Papers on Regional Economic Integration 45, Asian Development Bank.
    96. Mills, Terence C. & Pepper, Gordon T., 1999. "Assessing the forecasters: an analysis of the forecasting records of the Treasury, the London Business School and the National Institute," International Journal of Forecasting, Elsevier, vol. 15(3), pages 247-257, July.
    97. Siklos, Pierre L, 2000. "Inflation Targets and the Yield Curve: New Zealand and Australia versus the US," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 5(1), pages 15-32, February.
    98. Luis Eduardo Arango, 1998. "Some Univariate Time Series Properties of Output," Borradores de Economia 100, Banco de la Republica de Colombia.
    99. Anderson, Richard G. & Hoffman, Dennis L. & Rasche, Robert H., 2002. "A vector error-correction forecasting model of the US economy," Journal of Macroeconomics, Elsevier, vol. 24(4), pages 569-598, December.
    100. Lawrence J. Christiano & Martin S. Eichenbaum & Charles L. Evans, 2001. "Nominal rigidities and the dynamic effects of a shock to monetary policy," Proceedings, Federal Reserve Bank of San Francisco, issue Jun.
    101. Lasse Bork, 2009. "Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach," CREATES Research Papers 2009-11, Department of Economics and Business Economics, Aarhus University.
    102. Gabriele Fiorentini & Alessandro Galesi & Enrique Sentana, 2014. "A Spectral EM Algorithm for Dynamic Factor Models," Working Papers wp2014_1411, CEMFI.
    103. Gianluca Cubadda, 2007. "A Reduced Rank Regression Approach to Coincident and Leading Indexes Building," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 69(2), pages 271-292, April.
    104. Carlo Ambrogio Favero & Massimilano Marcellino & Francesca Neglia, "undated". "Principal components at work: The empirical analysis of monetary policy with large datasets," Working Papers 223, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    105. Neely, Christopher J. & Rapach, David E., 2011. "International comovements in inflation rates and country characteristics," Journal of International Money and Finance, Elsevier, vol. 30(7), pages 1471-1490.
    106. Gabriele Fiorentini & Enrique Sentana, 2019. "Dynamic specification tests for dynamic factor models," Econometrics Working Papers Archive 2018_07, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
    107. Castro, Vítor, 2010. "The duration of economic expansions and recessions: More than duration dependence," Journal of Macroeconomics, Elsevier, vol. 32(1), pages 347-365, March.
    108. Elena Angelini & Jérôme Henry & Ricardo Mestre, 2001. "Diffusion index-based inflation forecasts for the euro area," BIS Papers chapters, in: Bank for International Settlements (ed.), Empirical studies of structural changes and inflation, volume 3, pages 109-138, Bank for International Settlements.
    109. Alain Hecq, 2005. "Should we really care about building business cycle coincident indexes!," Applied Economics Letters, Taylor & Francis Journals, vol. 12(3), pages 141-144.
    110. Maximo Camacho, 2004. "Vector smooth transition regression models for US GDP and the composite index of leading indicators," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(3), pages 173-196.
    111. John C Williams & Athanasios Orphanides, 2005. "Robust Monetary Policy with Imperfect Knowledge," Computing in Economics and Finance 2005 400, Society for Computational Economics.
    112. Dimitrios Papastamos & Fotis Mouzakis & Simon Stevenson, 2014. "Rationality and Momentum in Real Estate Investment Forecasts," Real Estate & Planning Working Papers rep-wp2014-07, Henley Business School, University of Reading.
    113. Lee, Grace H.Y. & Azali, M., 2012. "Is East Asia an optimum currency area?," Economic Modelling, Elsevier, vol. 29(2), pages 87-95.
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