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Domenico Ferraro

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Manudeep Bhuller & Domenico Ferraro & Andreas R. Kostøl & Trond C. Vigtel, 2023. "The Internet, Search Frictions and Aggregate Unemployment," NBER Working Papers 30911, National Bureau of Economic Research, Inc.

    Cited by:

    1. Freund, L. B., 2022. "Superstar Teams: The Micro Origins and Macro Implications of Coworker Complementarities," Janeway Institute Working Papers 2235, Faculty of Economics, University of Cambridge.
    2. Sabatini, Fabio, 2023. "The Behavioral, Economic, and Political Impact of the Internet and Social Media: Empirical Challenges and Approaches," IZA Discussion Papers 16703, Institute of Labor Economics (IZA).

  2. Domenico Ferraro & Giuseppe Fiori, 2021. "Non-Linear Employment Effects of Tax Policy," International Finance Discussion Papers 1333, Board of Governors of the Federal Reserve System (U.S.).

    Cited by:

    1. IWATA, Yasuharu & IIBOSHI, Hirokuni, 2023. "The Nexus between Public Debt and the Government Spending Multiplier: Fiscal Adjustments Matter," MPRA Paper 116355, University Library of Munich, Germany.

  3. Domenico Ferraro & Giuseppe Fiori, 2018. "The Scarring Effect of Asymmetric Business Cycles," 2018 Meeting Papers 283, Society for Economic Dynamics.

    Cited by:

    1. Merkl, Christian & Kohlbrecher, Britta, 2016. "Business Cycle Asymmetries and the Labor Market," VfS Annual Conference 2016 (Augsburg): Demographic Change 145704, Verein für Socialpolitik / German Economic Association.
    2. Krusell, Per & Mukoyama, Toshihiko & Rogerson, Richard & Sahin, Aysegul, 2015. "Gross worker flows over the business cycle," LSE Research Online Documents on Economics 86279, London School of Economics and Political Science, LSE Library.
    3. James Morley, 2019. "The business cycle: periodic pandemic or rollercoaster ride?," International Journal of Economic Policy Studies, Springer, vol. 13(2), pages 425-431, August.

  4. Domenico Ferraro, 2018. "Online Appendix to "The Asymmetric Cyclical Behavior of the U.S. Labor Market"," Online Appendices 16-161, Review of Economic Dynamics.

    Cited by:

    1. Merkl, Christian & Kohlbrecher, Britta, 2016. "Business Cycle Asymmetries and the Labor Market," VfS Annual Conference 2016 (Augsburg): Demographic Change 145704, Verein für Socialpolitik / German Economic Association.
    2. Sergio Salgado & Fatih Guvenen & Nicholas Bloom, 2019. "Skewed Business Cycles," 2019 Meeting Papers 1189, Society for Economic Dynamics.
    3. Antoine Lepetit, 2019. "Online Appendix to "Asymmetric Unemployment Fluctuations and Monetary Policy Trade-Offs"," Online Appendices 18-94, Review of Economic Dynamics.
    4. Weber, Enzo & Gehrke, Britta, 2018. "Identifying Asymmetric Effects of Labor Market Reforms," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181513, Verein für Socialpolitik / German Economic Association.
    5. Isabel Cairo & Shigeru Fujita & Camilo Morales-Jimenez, 2021. "Online Appendix to "The Cyclicality of Labor Force Participation Flows: The Role of Labor"," Online Appendices 20-507, Review of Economic Dynamics.
    6. Yusuf Mercan & Benjamin Schoefer & Petr SedlÃ¡Ä ek, 2020. "A Congestion Theory of Unemployment Fluctuations," Economics Series Working Papers 927, University of Oxford, Department of Economics.
    7. Botelho, Vasco & Foroni, Claudia & Renzetti, Andrea, 2023. "Labour at risk," Working Paper Series 2840, European Central Bank.
    8. Malak Kandoussi & François Langot, 2022. "Uncertainty shocks and unemployment dynamics," Post-Print hal-04204670, HAL.
    9. Antoine Lepetit, 2018. "Asymmetric Unemployment Fluctuations and Monetary Policy Trade-offs," Working Papers hal-01536416, HAL.
    10. Gorry, Aspen & Munro, David & vom Lehn, Christian, 2020. "Experience, skill composition, and the persistence of unemployment fluctuations," Labour Economics, Elsevier, vol. 63(C).
    11. Yusuf Mercan & Benjamin Schoefer & Petr Sedláček, 2024. "A Congestion Theory of Unemployment Fluctuations," American Economic Journal: Macroeconomics, American Economic Association, vol. 16(1), pages 238-285, January.
    12. Mariola Piłatowska & Dorota Witkowska, 2022. "Gender Segregation at Work over Business Cycle—Evidence from Selected EU Countries," Sustainability, MDPI, vol. 14(16), pages 1-19, August.
    13. Ryo Horii & Yoshiyasu Ono, 2022. "Financial crisis and slow recovery with Bayesian learning agents," International Journal of Economic Theory, The International Society for Economic Theory, vol. 18(4), pages 578-606, December.
    14. Nalban, Valeriu & Smădu, Andra, 2021. "Asymmetric effects of uncertainty shocks: Normal times and financial disruptions are different," Journal of Macroeconomics, Elsevier, vol. 69(C).
    15. Bernstein, Joshua & Richter, Alexander W. & Throckmorton, Nathaniel A., 2021. "Cyclical net entry and exit," European Economic Review, Elsevier, vol. 136(C).
    16. Alexander Chudik & Janet Koech & Mark Wynne, 2021. "The Heterogeneous Effects of Global and National Business Cycles on Employment in US States and Metropolitan Areas," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(2), pages 495-517, April.
    17. David M. Arseneau & Sanjay K. Chugh, 2023. "Tax Smoothing in Frictional Labor Markets: A Reply," Journal of Political Economy, University of Chicago Press, vol. 131(5), pages 1372-1382.

  5. Giuseppe Fiori & Domenico Ferraro, 2016. "Aging of the Baby Boomers: Demographics and Propagation of Tax Shocks," 2016 Meeting Papers 359, Society for Economic Dynamics.

    Cited by:

    1. Jesús Fernández-Villaverde & Gustavo Ventura & Wen Yao, 2023. "The Wealth of Working Nations," PIER Working Paper Archive 24-002, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
    2. Bessho, Shun-ichiro, 2021. "Local fiscal multipliers and population aging in Japan," Japan and the World Economy, Elsevier, vol. 60(C).
    3. Domenico Ferraro & Giuseppe Fiori, 2023. "Nonlinear Employment Effects of Tax Policy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(5), pages 1001-1042, August.
    4. Henrique S. Basso & Omar Rachedi, 2021. "The Young, the Old, and the Government: Demographics and Fiscal Multipliers," American Economic Journal: Macroeconomics, American Economic Association, vol. 13(4), pages 110-141, October.
    5. Joseph Kopecky, 2021. "The Age for Austerity? Population Age Structure and Fiscal Multipliers," Trinity Economics Papers tep1621, Trinity College Dublin, Department of Economics.
    6. Hairault, Jean-Olivier & Zhutova, Anastasia, 2018. "The cyclicality of labor-market flows: A multiple-shock approach," European Economic Review, Elsevier, vol. 103(C), pages 150-172.
    7. Laure Simon, 2023. "Fiscal Stimulus and Skill Accumulation over the Life Cycle," Staff Working Papers 23-9, Bank of Canada.
    8. Domenico Ferraro & Giuseppe Fiori, 2018. "The Scarring Effect of Asymmetric Business Cycles," 2018 Meeting Papers 283, Society for Economic Dynamics.
    9. Kopecky, Joseph, 2022. "The age for austerity? Population age structure and fiscal consolidation multipliers," Journal of Macroeconomics, Elsevier, vol. 73(C).

  6. Domenico Ferraro & Kenneth Rogoff & Barbara Rossi, 2015. "Can Oil Prices Forecast Exchange Rates?," Working Papers 803, Barcelona School of Economics.

    Cited by:

    1. Rossi, José Luiz Júnior, 2013. "Liquidity and Exchange Rates," Insper Working Papers wpe_325, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
    2. Haoyuan Ding & Yuying Jin & Cong Qin & Jiezhou Ying, 2020. "Tail Causality between Crude Oil Price and RMB Exchange Rate," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 28(3), pages 116-134, May.
    3. Gina Christelle Pieters, 2017. "Bitcoin Reveals Exchange Rate Manipulation and Detects Capital Controls," 2017 Papers ppi307, Job Market Papers.
    4. Yang, Lu & Cai, Xiao Jing & Hamori, Shigeyuki, 2018. "What determines the long-term correlation between oil prices and exchange rates?," The North American Journal of Economics and Finance, Elsevier, vol. 44(C), pages 140-152.
    5. Adrien Verdelhan, 2012. "The Share of Systematic Variation in Bilateral Exchange Rates," 2012 Meeting Papers 763, Society for Economic Dynamics.
    6. 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.
    7. Dunis, Christian & Kellard, Neil M. & Snaith, Stuart, 2013. "Forecasting EUR–USD implied volatility: The case of intraday data," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 4943-4957.
    8. Virginie Coudert & Valérie Mignon, 2016. "Reassessing the empirical relationship between the oil price and the dollar," Post-Print hal-01386047, HAL.
    9. Fernanda Fuentes & Rodrigo Herrera & Adam Clements, 2016. "Modelling Extreme Risks in Commodities and Commodity Currencies," NCER Working Paper Series 115, National Centre for Econometric Research.
    10. Francesco Ravazzolo & Tommy Sveen & Sepideh K. Zahiri, 2016. "Commodity Futures and Forecasting Commodity Currencies," Working Papers No 7/2016, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
    11. Tsiakas, Ilias & Zhang, Haibin, 2021. "Economic fundamentals and the long-run correlation between exchange rates and commodities," Global Finance Journal, Elsevier, vol. 49(C).
    12. Laurent Ferrara & Pierre Guérin, 2018. "What are the macroeconomic effects of high-frequency uncertainty shocks?," Post-Print hal-02334586, HAL.
    13. Branko Bošković & Andrew Leach, 2020. "Leave it in the ground? Oil sands development under carbon pricing," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 53(2), pages 526-562, May.
    14. Ferraro, Domenico & Rogoff, Kenneth & Rossi, Barbara, 2015. "Can oil prices forecast exchange rates? An empirical analysis of the relationship between commodity prices and exchange rates," Journal of International Money and Finance, Elsevier, vol. 54(C), pages 116-141.
    15. Lombardi, Marco J. & Ravazzolo, Francesco, 2016. "On the correlation between commodity and equity returns: Implications for portfolio allocation," Journal of Commodity Markets, Elsevier, vol. 2(1), pages 45-57.
    16. Salisu, Afees A. & Adekunle, Wasiu & Alimi, Wasiu A. & Emmanuel, Zachariah, 2019. "Predicting exchange rate with commodity prices: New evidence from Westerlund and Narayan (2015) estimator with structural breaks and asymmetries," Resources Policy, Elsevier, vol. 62(C), pages 33-56.
    17. Khyati Kathuria & Nand Kumar, 2022. "Pandemic‐induced fear and government policy response as a measure of uncertainty in the foreign exchange market: Evidence from (a)symmetric wild bootstrap likelihood ratio test," Pacific Economic Review, Wiley Blackwell, vol. 27(4), pages 361-379, October.
    18. Hui Jun ZHANG & Jean-Marie DUFOUR & John W. GALBRAITH, 2013. "Exchange Rates and Commodity Prices : Measuring Causality at Multiple Horizons," Cahiers de recherche 14-2013, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
    19. Afees A. Salisu & Juncal Cuñado & Kazeem Isah & Rangan Gupta, 2021. "Stock markets and exchange rate behavior of the BRICS," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(8), pages 1581-1595, December.
    20. Chuffart, Thomas & Hooper, Emma, 2019. "An investigation of oil prices impact on sovereign credit default swaps in Russia and Venezuela," Energy Economics, Elsevier, vol. 80(C), pages 904-916.
    21. Julián Caballero, 2020. "Corporate dollar debt and depreciations: all's well that ends well?," BIS Working Papers 879, Bank for International Settlements.
    22. Yin, Libo & Su, Zhi & Lu, Man, 2022. "Is oil risk important for commodity-related currency returns?," Research in International Business and Finance, Elsevier, vol. 60(C).
    23. Abdulrahman, Alhassan & Syed Abul, Basher & M. Kabir, Hassan, 2019. "Oil subsidies and the risk exposure of oil-user stocks: Evidence from net oil producers," MPRA Paper 97080, University Library of Munich, Germany.
    24. Wen, Shaobo & An, Haizhong & Chen, Zhihua & Liu, Xueyong, 2017. "Driving factors of interactions between the exchange rate market and the commodity market: A wavelet-based complex network perspective," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 479(C), pages 299-308.
    25. Rossi Junior, Jose Luiz & Felicio, Wilson Rafael de Oliveira, 2014. "Common Factors and the Exchange Rate: Results From the Brazilian Case," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 68(1), April.
    26. Beckmann, Joscha & Czudaj, Robert L. & Arora, Vipin, 2020. "The relationship between oil prices and exchange rates: Revisiting theory and evidence," Energy Economics, Elsevier, vol. 88(C).
    27. Marcel Fratzscher & Daniel Schneider & Ine Van Robays, 2013. "Oil Prices, Exchange Rates and Asset Prices," CESifo Working Paper Series 4264, CESifo.
    28. Emanuel Kohlscheen & Fernando Avalos & Andreas Schrimpf, 2017. "When the Walk Is Not Random: Commodity Prices and Exchange Rates," International Journal of Central Banking, International Journal of Central Banking, vol. 13(2), pages 121-158, June.
    29. 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.
    30. Andrey G. Shulgin, 2017. "A Simple Theoretical Setup for the Evaluation of Sterilized Intervention Effectiveness in a Small Open Commodity Exporting Economy," HSE Working papers WP BRP 170/EC/2017, National Research University Higher School of Economics.
    31. Li, Lei & Yin, Libo & Zhou, Yimin, 2016. "Exogenous shocks and the spillover effects between uncertainty and oil price," Energy Economics, Elsevier, vol. 54(C), pages 224-234.
    32. Joseph P Byrne & Ryuta Sakemoto & Bing Xu, 2020. "Commodity price co-movement: heterogeneity and the time-varying impact of fundamentals [Oil price shocks and the stock market: evidence from Japan]," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 47(2), pages 499-528.
    33. Kunkler, Michael & MacDonald, Ronald, 2019. "The multilateral relationship between oil and G10 currencies," Energy Economics, Elsevier, vol. 78(C), pages 444-453.
    34. Bonato, Matteo & Cepni, Oguzhan & Gupta, Rangan & Pierdzioch, Christian, 2023. "Climate risks and realized volatility of major commodity currency exchange rates," Journal of Financial Markets, Elsevier, vol. 62(C).
    35. Meng, Juan & Nie, He & Mo, Bin & Jiang, Yonghong, 2020. "Risk spillover effects from global crude oil market to China’s commodity sectors," Energy, Elsevier, vol. 202(C).
    36. Takamitsu Kurita & Patrick James, 2022. "The Canadian–US dollar exchange rate over the four decades of the post‐Bretton Woods float: An econometric study allowing for structural breaks," Metroeconomica, Wiley Blackwell, vol. 73(3), pages 856-883, July.
    37. Han, Liyan & Wan, Li & Xu, Yang, 2020. "Can the Baltic Dry Index predict foreign exchange rates?," Finance Research Letters, Elsevier, vol. 32(C).
    38. Thobekile Qabhobho, 2023. "Assessing the Asymmetric Effect of Local Realized Exchange Rate Volatility and Implied Volatilities in Energy Market on Exchange Rate Returns in BRICS," International Journal of Energy Economics and Policy, Econjournals, vol. 13(2), pages 231-239, March.
    39. Suyi Kim & So-Yeun Kim & Kyungmee Choi, 2020. "Effect of Oil Prices on Exchange Rate Movements in Korea and Japan Using Markov Regime-Switching Models," Energies, MDPI, vol. 13(17), pages 1-16, August.
    40. Sharma, Susan Sunila & Phan, Dinh Hoang Bach & Iyke, Bernard, 2019. "Do oil prices predict Indonesian macroeconomy?," Economic Modelling, Elsevier, vol. 82(C), pages 2-12.
    41. Salisu, Afees A. & Adediran, Idris, 2020. "Gold as a hedge against oil shocks: Evidence from new datasets for oil shocks," Resources Policy, Elsevier, vol. 66(C).
    42. Amna Nazeer & Wu Jun & Khuram Shafi & Liu Yan Yan & Javed Altaf Satti, 2015. "United State’s Dollar & Economic Escalation: A Co Integration Case," International Journal of Academic Research in Business and Social Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Business and Social Sciences, vol. 5(1), pages 336-344, January.
    43. Fakhri J. Hasanov & Noha Razek, 2023. "Oil and Non-Oil Determinants of Saudi Arabia’s International Competitiveness: Historical Analysis and Policy Simulations," Sustainability, MDPI, vol. 15(11), pages 1-39, June.
    44. Claudia Foroni & Francesco Ravazzolo & Barbara Sadaba, 2017. "Assessing the Predictive Ability of Sovereign Default Risk on Exchange Rate Returns," Staff Working Papers 17-19, Bank of Canada.
    45. Shamaila Butt & Suresh Ramakrishnan & Nanthakumar Loganathan & Muhammad Ali Chohan, 2020. "Evaluating the exchange rate and commodity price nexus in Malaysia: evidence from the threshold cointegration approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 6(1), pages 1-19, December.
    46. Parul Bhatia, 2021. "Sustainability Of Exchange Rates And Crude Oil Prices Connection With Covid-19: An Investigation For Brics," Annals - Economy Series, Constantin Brancusi University, Faculty of Economics, vol. 5, pages 19-29, October.
    47. Rousse, O. & Sévi, B., 2016. "Informed trading in oil-futures market," Working Papers 2016-07, Grenoble Applied Economics Laboratory (GAEL).
    48. Bork, Lasse & Kaltwasser, Pablo Rovira & Sercu, Piet, 2022. "Aggregation bias in tests of the commodity currency hypothesis," Journal of Banking & Finance, Elsevier, vol. 135(C).
    49. Felício, Wilson Rafael de Oliveira & Rossi, José Luiz Júnior, 2013. "Common factors and the exchange rate: results from the Brazilian case," Insper Working Papers wpe_318, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
    50. Alam, Md. Samsul & Shahzad, Syed Jawad Hussain & Ferrer, Román, 2019. "Causal flows between oil and forex markets using high-frequency data: Asymmetries from good and bad volatility," Energy Economics, Elsevier, vol. 84(C).
    51. Laurent Ferrara & Aikaterina Karadimitropoulou & Athanasios Triantafyllou & Theodora Bermpei, 2022. "Commodity currencies revisited: The role of global commodity price uncertainty," Working Papers hal-04159791, HAL.
    52. IWAISAKO Tokuo & NAKATA Hayato, 2016. "Impacts of Oil Shocks on Exchange Rates and Macroeconomic Variables: A multi-country analysis," Discussion papers 16039, Research Institute of Economy, Trade and Industry (RIETI).
    53. Beckmann, Joscha & Czudaj, Robert, 2013. "Is there a homogeneous causality pattern between oil prices and currencies of oil importers and exporters?," Energy Economics, Elsevier, vol. 40(C), pages 665-678.
    54. Tiwari, Aviral Kumar & Mutascu, Mihai Ioan & Albulescu, Claudiu Tiberiu, 2013. "The influence of the international oil prices on the real effective exchange rate in Romania in a wavelet transform framework," Energy Economics, Elsevier, vol. 40(C), pages 714-733.
    55. Basnet Hem C. & Vatsa Puneet & Sharma Subhash, 2014. "Common Trends and Common Cycles in Oil Price and Real Exchange Rate," Global Economy Journal, De Gruyter, vol. 14(2), pages 1-15, April.
    56. Zied Ftiti & Aviral Tiwari & Ibrahim Fatnassi, 2014. "Oil price and macroeconomy in India – An evolutionary cospectral coherence approach," Working Papers 2014-68, Department of Research, Ipag Business School.
    57. Boubakri, Salem & Guillaumin, Cyriac & Silanine, Alexandre, 2019. "Non-linear relationship between real commodity price volatility and real effective exchange rate: The case of commodity-exporting countries," Journal of Macroeconomics, Elsevier, vol. 60(C), pages 212-228.
    58. Abdullahi Musa & Afees A. Salisu & Saleh Abulbashar & Chinecherem D. Okoronkwo, 2022. "Oil price uncertainty and real exchange rate in a global VAR framework: a note," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 46(4), pages 704-712, October.
    59. Ahmed, Shamim & Liu, Xiaoquan & Valente, Giorgio, 2016. "Can currency-based risk factors help forecast exchange rates?," International Journal of Forecasting, Elsevier, vol. 32(1), pages 75-97.
    60. Kouwenberg, Roy & Markiewicz, Agnieszka & Verhoeks, Ralph & Zwinkels, Remco C. J., 2017. "Model Uncertainty and Exchange Rate Forecasting," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 52(1), pages 341-363, February.
    61. Fethi Ayachi & Jamal Bouoiyour & Refk Selmi, 2012. "Another look at the interaction between oil price uncertainty and exchange rate volatility: The case of small open economies," Post-Print hal-01879693, HAL.
    62. Jin, Jiayu & Han, Liyan & Xu, Yang, 2022. "Does the SDR stabilize investing in commodities?," International Review of Economics & Finance, Elsevier, vol. 81(C), pages 160-172.
    63. Feng, Wenjun & Zhang, Zhengjun, 2023. "Currency exchange rate predictability: The new power of Bitcoin prices," Journal of International Money and Finance, Elsevier, vol. 132(C).
    64. Katja Ignatieva & Natalia Ponomareva, 2017. "Commodity currencies and commodity prices: modelling static and time-varying dependence," Applied Economics, Taylor & Francis Journals, vol. 49(15), pages 1491-1512, March.
    65. Felix Kapfhammer & Vegard H. Larsen & Leif Anders Thorsrud, 2020. "Climate risk and commodity currencies," Working Paper 2020/18, Norges Bank.
    66. A. Mikhailov Yu. & D. Burakov B. & V. Didenko Yu. & А. Михайлов Ю. & Д. Бураков В. & В. Диденко Ю., 2019. "Взаимосвязь цен на нефть и макроэкономических показателей в России // Relationship between Oil Price and Macroeconomic Indicators in Russia," Финансы: теория и практика/Finance: Theory and Practice // Finance: Theory and Practice, ФГОБУВО Финансовый университет при Правительстве Российской Федерации // Financial University under The Government of Russian Federation, vol. 23(2), pages 105-116.
    67. Apergis, Nicholas, 2019. "Oil prices and corporate high-yield spreads: Evidence from panels of nonenergy and energy European firms," The Quarterly Review of Economics and Finance, Elsevier, vol. 72(C), pages 34-40.
    68. Danilo Leiva-Leon & Eva Ortega & Jaime Martínez-Martín, 2019. "Exchange rate shocks and inflation comovement in the euro area," Working Papers 1934, Banco de España.
    69. Zhou, Zhongbao & Fu, Zhangyan & Jiang, Yong & Zeng, Ximei & Lin, Ling, 2020. "Can economic policy uncertainty predict exchange rate volatility? New evidence from the GARCH-MIDAS model," Finance Research Letters, Elsevier, vol. 34(C).
    70. Jean-François Carpantier, 2021. "Commodity Prices in Empirical Research," Dynamic Modeling and Econometrics in Economics and Finance, in: Gilles Dufrénot & Takashi Matsuki (ed.), Recent Econometric Techniques for Macroeconomic and Financial Data, pages 199-227, Springer.
    71. Anthony Nyangarika & Alexey Mikhaylov & Ulf Henning Richter, 2019. "Oil Price Factors: Forecasting on the Base of Modified Auto-regressive Integrated Moving Average Model," International Journal of Energy Economics and Policy, Econjournals, vol. 9(1), pages 149-159.
    72. Bloem da Silveira Junior, Luiz A. & Vasconcellos, Eduardo & Vasconcellos Guedes, Liliana & Guedes, Luis Fernando A. & Costa, Renato Machado, 2018. "Technology roadmapping: A methodological proposition to refine Delphi results," Technological Forecasting and Social Change, Elsevier, vol. 126(C), pages 194-206.
    73. Michael B. Devereux & Gregor W. Smith, 2021. "Testing the Present‐Value Model of the Exchange Rate with Commodity Currencies," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(2-3), pages 589-596, March.
    74. Ciner, Cetin, 2017. "Predicting white metal prices by a commodity sensitive exchange rate," International Review of Financial Analysis, Elsevier, vol. 52(C), pages 309-315.
    75. Iwaisako, Tokuo & Nakata, Hayato, 2017. "Impact of exchange rate shocks on Japanese exports: Quantitative assessment using a structural VAR model," Journal of the Japanese and International Economies, Elsevier, vol. 46(C), pages 1-16.
    76. Castro Rozo, César & Jiménez-Rodríguez, Rebeca, 2018. "Time-varying relationship between oil price and exchange rate," MPRA Paper 87879, University Library of Munich, Germany.
    77. José Luiz Rossi Júnior & Pedro Fontoura & Marina Rossi, 2023. "Are Global Factors Useful for Forecasting the Exchange Rate?," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 13(6), pages 1-14.
    78. Hiroyuki Okawa, 2023. "Markov-Regime Switches in Oil Markets: The Fear Factor Dynamics," JRFM, MDPI, vol. 16(2), pages 1-20, January.
    79. 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.
    80. Jiang, Yonghong & Feng, Qidi & Mo, Bin & Nie, He, 2020. "Visiting the effects of oil price shocks on exchange rates: Quantile-on-quantile and causality-in-quantiles approaches," The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
    81. Adetutu, Morakinyo O. & Odusanya, Kayode A. & Ebireri, John E. & Murinde, Victor, 2020. "Oil booms, bank productivity and natural resource curse in finance," Economics Letters, Elsevier, vol. 186(C).
    82. Theodosios Perifanis & Athanasios Dagoumas, 2018. "Price and Volatility Spillovers Between the US Crude Oil and Natural Gas Wholesale Markets," Energies, MDPI, vol. 11(10), pages 1-25, October.
    83. Ron Alquist & Reinhard Ellwanger & Jianjian Jin, 2020. "The Effect of Oil Price Shocks on Asset Markets: Evidence from Oil Inventory News," Staff Working Papers 2020-8, Bank of Canada.
    84. Cerqueti, Roy & Fanelli, Viviana & Rotundo, Giulia, 2019. "Long run analysis of crude oil portfolios," Energy Economics, Elsevier, vol. 79(C), pages 183-205.
    85. Francesco Ravazzolo & Marco J. Lombardi, 2012. "Oil price density forecasts: Exploring the linkages with stock markets," Working Papers No 3/2012, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
    86. Thomas Chuffart & Emmanuel Flachaire & Anne Péguin-Feissolle, 2017. "Testing for misspecification in the short-run component of GARCH-type models," Post-Print hal-03157205, HAL.
    87. Oyetayo Oluwatosin J & Adeyeye Patrick Olufemi, 2017. "A Robust Application of the Arbitrage Pricing Theory: Evidence from Nigeria," Journal of Economics and Behavioral Studies, AMH International, vol. 9(1), pages 141-151.
    88. Yi Zhang, 2013. "The Links between the Price of Oil and the Value of US Dollar," International Journal of Energy Economics and Policy, Econjournals, vol. 3(4), pages 341-351.
    89. Liu, Li & Tan, Siming & Wang, Yudong, 2020. "Can commodity prices forecast exchange rates?," Energy Economics, Elsevier, vol. 87(C).
    90. Jung, Young Cheol & Das, Anupam & McFarlane, Adian, 2020. "The asymmetric relationship between the oil price and the US-Canada exchange rate," The Quarterly Review of Economics and Finance, Elsevier, vol. 76(C), pages 198-206.
    91. Meng, Xiangcai & Huang, Chia-Hsing, 2016. "Nonlinear models for the sources of real effective exchange rate fluctuations: Evidence from the Republic of Korea," Japan and the World Economy, Elsevier, vol. 40(C), pages 21-30.
    92. Siddiqui, Aaliyah & Kautish, Pradeep & Sharma, Rajesh & Sinha, Avik & Siddiqui, Mujahid, 2022. "Evolving a policy framework discovering the dynamic association between determinants of oil consumption in India," Energy Policy, Elsevier, vol. 169(C).
    93. Frömmel, Michael & Midiliç, Murat, 2021. "Daily currency interventions in an emerging market: Incorporating reserve accumulation to the reaction function," Economic Modelling, Elsevier, vol. 97(C), pages 461-476.
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    105. Marek Szturo & Bogdan Włodarczyk & Ireneusz Miciuła & Karolina Szturo, 2021. "The Essence of Relationships between the Crude Oil Market and Foreign Currencies Market Based on a Study of Key Currencies," Energies, MDPI, vol. 14(23), pages 1-17, November.
    106. Xie, Jinghua & Tveterås , Sigbjorn, 2018. "The Oil Price Collapse and the Birth of a Tourist Nation," UiS Working Papers in Economics and Finance 2018/3, University of Stavanger.
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    110. Rehman, Mobeen Ur & Ahmad, Nasir & Vo, Xuan Vinh, 2022. "Asymmetric multifractal behaviour and network connectedness between socially responsible stocks and international oil before and during COVID-19," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 587(C).
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    118. Rossi, Barbara & Inoue, Atsushi & Jin, Lu, 2014. "Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters," CEPR Discussion Papers 10168, C.E.P.R. Discussion Papers.
    119. McLeod, Roger C.D. & Haughton, Andre Yone, 2018. "The value of the US dollar and its impact on oil prices: Evidence from a non-linear asymmetric cointegration approach," Energy Economics, Elsevier, vol. 70(C), pages 61-69.
    120. Yannick Le Pen & Benoît Sévi, 2013. "Futures Trading and the Excess Comovement of Commodity Prices," AMSE Working Papers 1301, Aix-Marseille School of Economics, France, revised Jan 2013.
    121. Bakshi, Gurdip & Panayotov, George, 2013. "Predictability of currency carry trades and asset pricing implications," Journal of Financial Economics, Elsevier, vol. 110(1), pages 139-163.
    122. Yin, Libo, 2020. "Can the intermediary capital risk predict foreign exchange rates?," Finance Research Letters, Elsevier, vol. 37(C).
    123. Martin Eichenbaum & Benjamin Johannsen & Sergio Rebelo, 2018. "Understanding the Volatility of the Canadian Exchange Rate," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 502, February.
    124. Anthony Nyangarika & Alexey Mikhaylov & Ulf Henning Richter, 2019. "Influence Oil Price towards Macroeconomic Indicators in Russia," International Journal of Energy Economics and Policy, Econjournals, vol. 9(1), pages 123-129.
    125. Afees A. Salisu & Juncal Cunado & Kazeem Isah & Rangan Gupta, 2020. "Oil Price and Exchange Rate Behaviour of the BRICS for Over a Century," Working Papers 202064, University of Pretoria, Department of Economics.
    126. César Castro & Rebeca Jiménez-Rodríguez, 2020. "Dynamic interactions between oil price and exchange rate," PLOS ONE, Public Library of Science, vol. 15(8), pages 1-20, August.
    127. Shang, Hua & Yuan, Ping & Huang, Lin, 2016. "Macroeconomic factors and the cross-section of commodity futures returns," International Review of Economics & Finance, Elsevier, vol. 45(C), pages 316-332.
    128. Inoue, Atsushi & Jin, Lu & Rossi, Barbara, 2017. "Rolling window selection for out-of-sample forecasting with time-varying parameters," Journal of Econometrics, Elsevier, vol. 196(1), pages 55-67.
    129. Tiwari, Aviral Kumar & Trabelsi, Nader & Alqahtani, Faisal & Bachmeier, Lance, 2019. "Modelling systemic risk and dependence structure between the prices of crude oil and exchange rates in BRICS economies: Evidence using quantile coherency and NGCoVaR approaches," Energy Economics, Elsevier, vol. 81(C), pages 1011-1028.
    130. Caraiani, Petre, 2017. "Evaluating exchange rate forecasts along time and frequency," International Review of Economics & Finance, Elsevier, vol. 51(C), pages 60-81.
    131. Wu, Hao & Zhu, Huiming & Huang, Fei & Mao, Weifang, 2023. "How does economic policy uncertainty drive time–frequency connectedness across commodity and financial markets?," The North American Journal of Economics and Finance, Elsevier, vol. 64(C).
    132. Kiss, Tamás & Kladívko, Kamil & Silfverberg, Oliwer & Österholm, Pär, 2023. "Market participants or the random walk – who forecasts better? Evidence from micro-level survey data," Finance Research Letters, Elsevier, vol. 54(C).
    133. Toni Beutler, 2012. "Forecasting Exchange Rates with Commodity Convenience Yields," Working Papers 12.03, Swiss National Bank, Study Center Gerzensee.
    134. Wang, Yudong & Pan, Zhiyuan & Liu, Li & Wu, Chongfeng, 2019. "Oil price increases and the predictability of equity premium," Journal of Banking & Finance, Elsevier, vol. 102(C), pages 43-58.
    135. Sumit Ghosh & N. Sivakumar, 2015. "Beta Clustering of Impact of Crude-Oil Prices on the Indian Economy," Journal of Applied Management and Investments, Department of Business Administration and Corporate Security, International Humanitarian University, vol. 4(1), pages 24-34.
    136. Pincheira, Pablo & Hardy, Nicolas, 2020. "The Mean Squared Prediction Error Paradox: A summary," MPRA Paper 105020, University Library of Munich, Germany.
    137. Kimberly Berg & Pierre Guérin & Yuko Imura, 2016. "Predictive Ability of Commodity Prices for the Canadian Dollar," Staff Analytical Notes 16-2, Bank of Canada.
    138. Joseph Zhi Bin Ling & Albert K. Tsui & Zhaoyong Zhang, 2021. "Trading Macro-Cycles of Foreign Exchange Markets Using Hybrid Models," Sustainability, MDPI, vol. 13(17), pages 1-20, September.
    139. Evgenia Passari, 2015. "Commodity Currencies Revisited," Post-Print hal-01453266, HAL.
    140. Ayadi, Mohamed A. & Ben Omrane, Walid & Lazrak, Skander & Yan, Xusheng, 2020. "OPEC production decisions, macroeconomic news, and volatility in the Canadian currency and oil markets," Finance Research Letters, Elsevier, vol. 37(C).
    141. Davood Pirayesh Neghab & Mucahit Cevik & M. I. M. Wahab, 2023. "Explaining Exchange Rate Forecasts with Macroeconomic Fundamentals Using Interpretive Machine Learning," Papers 2303.16149, arXiv.org.
    142. Panopoulou, Ekaterini & Souropanis, Ioannis, 2019. "The role of technical indicators in exchange rate forecasting," Journal of Empirical Finance, Elsevier, vol. 53(C), pages 197-221.
    143. Anatolyev, Stanislav & Gospodinov, Nikolay & Jamali, Ibrahim & Liu, Xiaochun, 2017. "Foreign exchange predictability and the carry trade: A decomposition approach," Journal of Empirical Finance, Elsevier, vol. 42(C), pages 199-211.
    144. Rossi, José Luiz Júnior, 2014. "The Usefulness of Financial Variables in Predicting Exchange Rate Movements," Insper Working Papers wpe_332, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
    145. Baghestani, Hamid & Toledo, Hugo, 2019. "Oil prices and real exchange rates in the NAFTA region," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 253-264.
    146. Chaturvedi, Priya & Kumar, Kuldeep, 2022. "Econometric modelling of exchange rate volatility using mixed-frequency data," MPRA Paper 115222, University Library of Munich, Germany.
    147. Polbin, Andrey & Shumilov, Andrei, 2020. "Модель Зависимости Обменного Курса Рубля От Цен На Нефть С Марковскими Переключениями Режимов [Modeling the relationship between the Russian ruble exchange rate and oil prices: A Markov regime swit," MPRA Paper 102450, University Library of Munich, Germany.
    148. Alberto Caruso, 2016. "The Impact of Macroeconomic News on the Euro-Dollar Exchange Rate," Working Papers ECARES ECARES 2016-32, ULB -- Universite Libre de Bruxelles.
    149. Ma, Xiuying & Yang, Zhihua & Xu, Xiangyun & Wang, Chengqi, 2018. "The impact of Chinese financial markets on commodity currency exchange rates," Global Finance Journal, Elsevier, vol. 37(C), pages 186-198.
    150. 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).
    151. Chang, Kuang-Liang, 2014. "The symmetrical and positive relationship between crude oil and nominal exchange rate returns," The North American Journal of Economics and Finance, Elsevier, vol. 29(C), pages 266-284.
    152. Changyu Liu & Muhammad Abubakr Naeem & Mobeen Ur Rehman & Saqib Farid & Syed Jawad Hussain Shahzad, 2020. "Oil as Hedge, Safe-Haven, and Diversifier for Conventional Currencies," Energies, MDPI, vol. 13(17), pages 1-19, August.
    153. Jaehyung An & Alexey Mikhaylov & Nikita Moiseev, 2019. "Oil Price Predictors: Machine Learning Approach," International Journal of Energy Economics and Policy, Econjournals, vol. 9(5), pages 1-6.

  7. Domenico Ferraro, 2014. "The Asymmetric Cyclical Behavior of the U.S. Labor Market," 2014 Meeting Papers 1104, Society for Economic Dynamics.

    Cited by:

    1. Eleni Iliopulos & François Langot & Thepthida Sopraseuth, 2019. "Welfare Cost of Fluctuations When Labor Market Search Interacts with Financial Frictions," PSE-Ecole d'économie de Paris (Postprint) hal-03970668, HAL.
    2. Santaeulà lia-Llopis, Raül & Koh, Dongya, 2022. "Countercyclical Elasticity of Substitution," CEPR Discussion Papers 17246, C.E.P.R. Discussion Papers.
    3. Merkl, Christian & Kohlbrecher, Britta, 2016. "Business Cycle Asymmetries and the Labor Market," VfS Annual Conference 2016 (Augsburg): Demographic Change 145704, Verein für Socialpolitik / German Economic Association.
    4. Carlo Pizzinelli & Konstantinos Theodoridis & Francesco Zanetti, 2018. "State Dependence in Labor Market Fluctuations: Evidence,Theory, and Policy Implications," BCAM Working Papers 1801, Birkbeck Centre for Applied Macroeconomics.
    5. Britta Kohlbrecher & Christian Merkl & Daniela Nordmeier, 2016. "Revisiting the Matching Function," CESifo Working Paper Series 5924, CESifo.
    6. Sergio Salgado & Fatih Guvenen & Nicholas Bloom, 2019. "Skewed Business Cycles," 2019 Meeting Papers 1189, Society for Economic Dynamics.
    7. Antoine Lepetit, 2019. "Online Appendix to "Asymmetric Unemployment Fluctuations and Monetary Policy Trade-Offs"," Online Appendices 18-94, Review of Economic Dynamics.
    8. Weber, Enzo & Gehrke, Britta, 2018. "Identifying Asymmetric Effects of Labor Market Reforms," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181513, Verein für Socialpolitik / German Economic Association.
    9. Isabel Cairo & Shigeru Fujita & Camilo Morales-Jimenez, 2021. "Online Appendix to "The Cyclicality of Labor Force Participation Flows: The Role of Labor"," Online Appendices 20-507, Review of Economic Dynamics.
    10. Kasey Buckles & Daniel Hungerman & Steven Lugauer, 2021. "Is Fertility a Leading Economic Indicator?," The Economic Journal, Royal Economic Society, vol. 131(634), pages 541-565.
    11. Yusuf Mercan & Benjamin Schoefer & Petr SedlÃ¡Ä ek, 2020. "A Congestion Theory of Unemployment Fluctuations," Economics Series Working Papers 927, University of Oxford, Department of Economics.
    12. Botelho, Vasco & Foroni, Claudia & Renzetti, Andrea, 2023. "Labour at risk," Working Paper Series 2840, European Central Bank.
    13. Malak Kandoussi & François Langot, 2022. "Uncertainty shocks and unemployment dynamics," Post-Print hal-04204670, HAL.
    14. Canyon Bosler & Mary C. Daly & John G. Fernald & Bart Hobijn, 2017. "The Outlook for US Labor-Quality Growth," NBER Chapters, in: Education, Skills, and Technical Change: Implications for Future US GDP Growth, pages 61-110, National Bureau of Economic Research, Inc.
    15. Julien Albertini & Arthur Poirier & Danilo R Trupkin, 2019. "A Job Vacancy Rate for Argentina," Working Papers halshs-02146600, HAL.
    16. Antoine Lepetit, 2018. "Asymmetric Unemployment Fluctuations and Monetary Policy Trade-offs," Working Papers hal-01536416, HAL.
    17. Gorry, Aspen & Munro, David & vom Lehn, Christian, 2020. "Experience, skill composition, and the persistence of unemployment fluctuations," Labour Economics, Elsevier, vol. 63(C).
    18. Yusuf Mercan & Benjamin Schoefer & Petr Sedláček, 2024. "A Congestion Theory of Unemployment Fluctuations," American Economic Journal: Macroeconomics, American Economic Association, vol. 16(1), pages 238-285, January.
    19. Mariola Piłatowska & Dorota Witkowska, 2022. "Gender Segregation at Work over Business Cycle—Evidence from Selected EU Countries," Sustainability, MDPI, vol. 14(16), pages 1-19, August.
    20. Ryo Horii & Yoshiyasu Ono, 2022. "Financial crisis and slow recovery with Bayesian learning agents," International Journal of Economic Theory, The International Society for Economic Theory, vol. 18(4), pages 578-606, December.
    21. Domenico Ferraro & Giuseppe Fiori, 2018. "The Scarring Effect of Asymmetric Business Cycles," 2018 Meeting Papers 283, Society for Economic Dynamics.
    22. Nalban, Valeriu & Smădu, Andra, 2021. "Asymmetric effects of uncertainty shocks: Normal times and financial disruptions are different," Journal of Macroeconomics, Elsevier, vol. 69(C).
    23. Bernstein, Joshua & Richter, Alexander W. & Throckmorton, Nathaniel A., 2021. "Cyclical net entry and exit," European Economic Review, Elsevier, vol. 136(C).
    24. Jitender Singh & Arup Mitra, 2016. "Cyclical asymmetries and short-run relation between employment and output: the case of organised manufacturing in India," The Indian Journal of Labour Economics, Springer;The Indian Society of Labour Economics (ISLE), vol. 59(2), pages 203-216, June.
    25. Alexander Chudik & Janet Koech & Mark Wynne, 2021. "The Heterogeneous Effects of Global and National Business Cycles on Employment in US States and Metropolitan Areas," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(2), pages 495-517, April.
    26. David M. Arseneau & Sanjay K. Chugh, 2023. "Tax Smoothing in Frictional Labor Markets: A Reply," Journal of Political Economy, University of Chicago Press, vol. 131(5), pages 1372-1382.

Articles

  1. Domenico Ferraro & Giuseppe Fiori, 2023. "Nonlinear Employment Effects of Tax Policy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(5), pages 1001-1042, August.
    See citations under working paper version above.
  2. Domenico Ferraro & Giuseppe Fiori, 2020. "The Aging of the Baby Boomers: Demographics and Propagation of Tax Shocks," American Economic Journal: Macroeconomics, American Economic Association, vol. 12(2), pages 167-193, April.
    See citations under working paper version above.
  3. Ferraro, Domenico & Ghazi, Soroush & Peretto, Pietro F., 2020. "Implications of tax policy for innovation and aggregate productivity growth," European Economic Review, Elsevier, vol. 130(C).

    Cited by:

    1. Sebastian Gechert & Philipp Heimberger, 2021. "Do corporate tax cuts boost economic growth?," FMM Working Paper 65-2021, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
    2. Cristiana Benedetti-Fasil & Giammario Impullitti & Omar Licandro & Petr Sedlacek, 2021. "Heterogeneous Firms, R&D Policies and the Long Shadow of Business Cycles," JRC Working Papers on Territorial Modelling and Analysis 2021-04, Joint Research Centre.
    3. Chu, Angus C., 2020. "Rent-Seeking Government and Endogenous Takeoff in a Schumpeterian Economy," MPRA Paper 104974, University Library of Munich, Germany.
    4. Jakob B. Madsen & Antonio Minniti & Francesco Venturini, 2021. "The long-run investment effect of taxation in OECD countries," National Institute of Economic and Social Research (NIESR) Discussion Papers 527, National Institute of Economic and Social Research.

  4. Ferraro, Domenico & Peretto, Pietro F., 2020. "Innovation-led growth in a time of debt," European Economic Review, Elsevier, vol. 121(C).

    Cited by:

    1. Yufeng Chen & Zhitao Zhu, 2022. "Liability Structure and Carbon Emissions Abatement: Evidence from Chinese Manufacturing Enterprises," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 83(2), pages 481-507, October.
    2. Chen, Wen & Zhu, Yufeng & He, Zehui & Yang, Yang, 2022. "The effect of local government debt on green innovation: Evidence from Chinese listed companies," Pacific-Basin Finance Journal, Elsevier, vol. 73(C).
    3. Fengsheng Chien & Ka Yin Chau & Talla M. Aldeehani & Pham Quang Huy & Luc Phan Tan & Muhammad Mohsin, 2022. "Does external debt as a new determinants of fiscal policy influence sustainable economic growth: implications after COVID-19," Economic Change and Restructuring, Springer, vol. 55(3), pages 1717-1737, August.
    4. D'Andrea, Sara, 2023. "Innovation, Public Debt and Monetization: an Empirical Analysis," MPRA Paper 117520, University Library of Munich, Germany.

  5. Domenico Ferraro & Pietro F. Peretto, 2018. "Commodity Prices and Growth," Economic Journal, Royal Economic Society, vol. 128(616), pages 3242-3265, December.

    Cited by:

    1. Mohtadi, Soran & Castells-Quintana, David, 2021. "The distributional dimension of the resource curse: Commodity price shocks and income inequality," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 59, pages 63-78.
    2. Athanasios Triantafyllou & Dimitrios Bakas & Marilou Ioakimidis, 2019. "Commodity Price Uncertainty as a Leading Indicator of Economic Activity," Working Paper series 19-03, Rimini Centre for Economic Analysis.
    3. Pelzl, Paul & Poelhekke, Steven, 2021. "Good mine, bad mine: Natural resource heterogeneity and Dutch disease in Indonesia," Journal of International Economics, Elsevier, vol. 131(C).
    4. Muhammad Ayyoub & Julia Wörz, 2021. "Inflation‐growth nexus in developing economies: New empirical evidence from a disaggregated approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 241-257, January.
    5. Díaz Antonia & Puch Luis A., 2019. "Investment, technological progress and energy efficiency," The B.E. Journal of Macroeconomics, De Gruyter, vol. 19(2), pages 1-28, June.

  6. Domenico Ferraro, 2018. "The Asymmetric Cyclical Behavior of the U.S. Labor Market," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 30, pages 145-162, October.
    See citations under working paper version above.
  7. Ferraro, Domenico, 2017. "Volatility and slow technology diffusion," European Economic Review, Elsevier, vol. 96(C), pages 18-37.

    Cited by:

    1. Mercenier, Jean & Voyvoda, Ebru, 2018. "On Barriers to Technology Adoption, Appropriate Technology and Deep Integration (with implications for the European Union)," MPRA Paper 86364, University Library of Munich, Germany.
    2. Dominik Paprotny, 2021. "Convergence Between Developed and Developing Countries: A Centennial Perspective," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 153(1), pages 193-225, January.
    3. 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.
    4. Yin, Libo & Yang, Sen, 2023. "Oil price returns and firm's fixed investment: A production pattern," Energy Economics, Elsevier, vol. 125(C).
    5. Fan, Wenrui & Wang, Zanxin, 2022. "Whether to abandon or continue the petroleum product price regulation in China？," Energy Policy, Elsevier, vol. 165(C).

  8. Ferraro, Domenico & Rogoff, Kenneth & Rossi, Barbara, 2015. "Can oil prices forecast exchange rates? An empirical analysis of the relationship between commodity prices and exchange rates," Journal of International Money and Finance, Elsevier, vol. 54(C), pages 116-141.

    Cited by:

    1. Haoyuan Ding & Yuying Jin & Cong Qin & Jiezhou Ying, 2020. "Tail Causality between Crude Oil Price and RMB Exchange Rate," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 28(3), pages 116-134, May.
    2. Gina Christelle Pieters, 2017. "Bitcoin Reveals Exchange Rate Manipulation and Detects Capital Controls," 2017 Papers ppi307, Job Market Papers.
    3. Yang, Lu & Cai, Xiao Jing & Hamori, Shigeyuki, 2018. "What determines the long-term correlation between oil prices and exchange rates?," The North American Journal of Economics and Finance, Elsevier, vol. 44(C), pages 140-152.
    4. 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.
    5. Virginie Coudert & Valérie Mignon, 2016. "Reassessing the empirical relationship between the oil price and the dollar," Post-Print hal-01386047, HAL.
    6. Fernanda Fuentes & Rodrigo Herrera & Adam Clements, 2016. "Modelling Extreme Risks in Commodities and Commodity Currencies," NCER Working Paper Series 115, National Centre for Econometric Research.
    7. Tsiakas, Ilias & Zhang, Haibin, 2021. "Economic fundamentals and the long-run correlation between exchange rates and commodities," Global Finance Journal, Elsevier, vol. 49(C).
    8. Laurent Ferrara & Pierre Guérin, 2018. "What are the macroeconomic effects of high-frequency uncertainty shocks?," Post-Print hal-02334586, HAL.
    9. Branko Bošković & Andrew Leach, 2020. "Leave it in the ground? Oil sands development under carbon pricing," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 53(2), pages 526-562, May.
    10. Athanasios Triantafyllou & Dimitrios Bakas & Marilou Ioakimidis, 2019. "Commodity Price Uncertainty as a Leading Indicator of Economic Activity," Working Paper series 19-03, Rimini Centre for Economic Analysis.
    11. Lombardi, Marco J. & Ravazzolo, Francesco, 2016. "On the correlation between commodity and equity returns: Implications for portfolio allocation," Journal of Commodity Markets, Elsevier, vol. 2(1), pages 45-57.
    12. Salisu, Afees A. & Adekunle, Wasiu & Alimi, Wasiu A. & Emmanuel, Zachariah, 2019. "Predicting exchange rate with commodity prices: New evidence from Westerlund and Narayan (2015) estimator with structural breaks and asymmetries," Resources Policy, Elsevier, vol. 62(C), pages 33-56.
    13. Khyati Kathuria & Nand Kumar, 2022. "Pandemic‐induced fear and government policy response as a measure of uncertainty in the foreign exchange market: Evidence from (a)symmetric wild bootstrap likelihood ratio test," Pacific Economic Review, Wiley Blackwell, vol. 27(4), pages 361-379, October.
    14. Afees A. Salisu & Juncal Cuñado & Kazeem Isah & Rangan Gupta, 2021. "Stock markets and exchange rate behavior of the BRICS," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(8), pages 1581-1595, December.
    15. Chuffart, Thomas & Hooper, Emma, 2019. "An investigation of oil prices impact on sovereign credit default swaps in Russia and Venezuela," Energy Economics, Elsevier, vol. 80(C), pages 904-916.
    16. Julián Caballero, 2020. "Corporate dollar debt and depreciations: all's well that ends well?," BIS Working Papers 879, Bank for International Settlements.
    17. Yin, Libo & Su, Zhi & Lu, Man, 2022. "Is oil risk important for commodity-related currency returns?," Research in International Business and Finance, Elsevier, vol. 60(C).
    18. Wen, Shaobo & An, Haizhong & Chen, Zhihua & Liu, Xueyong, 2017. "Driving factors of interactions between the exchange rate market and the commodity market: A wavelet-based complex network perspective," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 479(C), pages 299-308.
    19. Abdulrahman, Alhassan & Syed Abul, Basher & M. Kabir, Hassan, 2019. "Oil subsidies and the risk exposure of oil-user stocks: Evidence from net oil producers," MPRA Paper 97080, University Library of Munich, Germany.
    20. Beckmann, Joscha & Czudaj, Robert L. & Arora, Vipin, 2020. "The relationship between oil prices and exchange rates: Revisiting theory and evidence," Energy Economics, Elsevier, vol. 88(C).
    21. Andrey G. Shulgin, 2017. "A Simple Theoretical Setup for the Evaluation of Sterilized Intervention Effectiveness in a Small Open Commodity Exporting Economy," HSE Working papers WP BRP 170/EC/2017, National Research University Higher School of Economics.
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