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Giulia Sestieri

Personal Details

First Name:Giulia
Middle Name:
Last Name:Sestieri
Suffix:
RePEc Short-ID:pse336
http://www.banque-france.fr/en/economics-statistics/research/economists-and-researchers/cv
31 rue croix de petit champs, 75001 PARIS

Affiliation

Banque de France

Paris, France
http://www.banque-france.fr/

:

B.P. 140-01 75049 Paris Cedex 01
RePEc:edi:bdfgvfr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. C. Glocker & G. Sestieri & P. Towbin, 2017. "Time-varying fiscal spending multipliers in the UK," Working papers 643, Banque de France.
  2. Laurent Ferrara & Giulia Sestieri, 2014. "Marché du travail et politique monétaire aux Etats-Unis : débats actuels et enjeux," Post-Print hal-01386070, HAL.
  3. Matthieu Bussière & Giovanni Callegari & Fabio Ghironi & Giulia Sestieri & Norihiko Yamano, 2011. "Estimating Trade Elasticities: Demand Composition and the Trade Collapse of 2008-09," NBER Working Papers 17712, National Bureau of Economic Research, Inc.
  4. Della Corte, Pasquale & Sarno, Lucio & Sestieri, Giulia, 2010. "The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much Is It Worth?," CEPR Discussion Papers 8045, C.E.P.R. Discussion Papers.
  5. Bussière, Matthieu & Chudik, Alexander & Sestieri, Giulia, 2009. "Modelling global trade flows: results from a GVAR model," Working Paper Series 1087, European Central Bank.

Articles

  1. Ferrara, L. & Sestieri, G., 2014. "Marché du travail et politique monétaire aux États-Unis : débats actuels et enjeux," Bulletin de la Banque de France, Banque de France, issue 198, pages 113-124.
  2. L. Ferrara. & G. Sestieri., 2014. "US labour market and monetary policy: current debates and challenges," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 36, pages 111-129, winter.
  3. Matthieu Bussière & Alexander Chudik & Giulia Sestieri, 2013. "Economic shocks reverberate in world of interconnected trade ties," Economic Letter, Federal Reserve Bank of Dallas, vol. 8(jul).
  4. Matthieu Bussière & Giovanni Callegari & Fabio Ghironi & Giulia Sestieri & Norihiko Yamano, 2013. "Estimating Trade Elasticities: Demand Composition and the Trade Collapse of 2008-2009," American Economic Journal: Macroeconomics, American Economic Association, vol. 5(3), pages 118-151, July.
  5. Pasquale Della Corte & Lucio Sarno & Giulia Sestieri, 2012. "The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much Is It Worth?," The Review of Economics and Statistics, MIT Press, vol. 94(1), pages 100-115, February.

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.

Wikipedia mentions

(Only mentions on Wikipedia that link back to a page on a RePEc service)
  1. Matthieu Bussière & Giovanni Callegari & Fabio Ghironi & Giulia Sestieri & Norihiko Yamano, 2013. "Estimating Trade Elasticities: Demand Composition and the Trade Collapse of 2008-2009," American Economic Journal: Macroeconomics, American Economic Association, vol. 5(3), pages 118-151, July.

    Mentioned in:

    1. Estimating Trade Elasticities: Demand Composition and the Trade Collapse of 2008-2009 (AEJ:MA 2013) in ReplicationWiki ()

Working papers

  1. Matthieu Bussière & Giovanni Callegari & Fabio Ghironi & Giulia Sestieri & Norihiko Yamano, 2011. "Estimating Trade Elasticities: Demand Composition and the Trade Collapse of 2008-09," NBER Working Papers 17712, National Bureau of Economic Research, Inc.

    Cited by:

    1. Michał Brzoza-Brzezina & Marcin Kolasa & Krzysztof Makarski, 2013. "Macroprudential policy and imbalances in the euro area," NBP Working Papers 138, Narodowy Bank Polski, Economic Research Department.
    2. Auboin, Marc & Borino, Floriana, 2017. "The falling elasticity of global trade to economic activity: Testing the demand channel," WTO Staff Working Papers ERSD-2017-09, World Trade Organization (WTO), Economic Research and Statistics Division.
    3. Davide Romelli & Cristina Terra & Enrico Vasconcelos, 2015. "Current Account and Real Exchange Rate Changes: The Impact of Trade Openness," Working Papers hal-01247628, HAL.
    4. Philippe Martin & Thomas Philippon, 2017. "Inspecting the Mechanism: Leverage and the Great Recession in the Eurozone," American Economic Review, American Economic Association, vol. 107(7), pages 1904-1937, July.
    5. Yilmazkuday, Hakan, 2016. "Forecasting the Great Trade Collapse," International Economics, Elsevier, vol. 147(C), pages 145-154.
    6. Johannes Van Biesebroeck & Jozef Konings & Christian Volpe Martincus, 2016. "Did export promotion help firms weather the crisis ?," Working Paper Research 291, National Bank of Belgium.
    7. Branimir Jovanovic, 2013. "Aggregation Bias in Trade Elasticities: The Case of Macedonia," FIW Working Paper series 106, FIW.
    8. Claire Giordano & Francesco Zollino, 2014. "Exploring price and non-price determinants of trade flows in the largest euro-area countries," Questioni di Economia e Finanza (Occasional Papers) 233, Bank of Italy, Economic Research and International Relations Area.
    9. Yin-Wong Cheung & Menzie D. Chinn & XingWang Qian, 2012. "Are Chinese Trade Flows Different?," NBER Working Papers 17875, National Bureau of Economic Research, Inc.
    10. Raphael Anton Auer & Aaron Mehrotra, 2014. "Trade linkages and the globalisation of inflation in Asia and the Pacific," Working Papers 2014-05, Swiss National Bank.
    11. Arne J. Nagengast & Robert Stehrer, 2016. "The Great Collapse in Value Added Trade," Review of International Economics, Wiley Blackwell, vol. 24(2), pages 392-421, May.
    12. Soojae Moon, 2015. "The Losses from Trade Restrictions: Policy Dynamics with Firm Selection and Endogenous Markup," Review of International Economics, Wiley Blackwell, vol. 23(1), pages 86-110, February.
    13. Matthieu Bussière & Alexander Chudik & Giulia Sestieri, 2012. "Modelling global trade flows: results from a GVAR model," Globalization and Monetary Policy Institute Working Paper 119, Federal Reserve Bank of Dallas.
    14. Yuko Imura & Julia Thomas, 2015. "International Transmission of Credit Shocks in an Equilibrium Model with Production Heterogeneity," Staff Working Papers 15-19, Bank of Canada.
    15. Charles, Sébastien & Dallery, Thomas & Marie, Jonathan, 2015. "Le multiplicateur keynésien en récession : Pourquoi une relance est-elle davantage nécessaire aujourd'hui en zone Euro ?
      [The keynesian multiplier in recession: why fiscal stimulus is now even more
      ," MPRA Paper 65897, University Library of Munich, Germany.
    16. Rudolfs Bems & Robert C. Johnson, 2015. "Demand for Value Added and Value-Added Exchange Rates," IMF Working Papers 15/199, International Monetary Fund.
    17. Willman, Alpo & Dieppe, Alistair & Baumann, Ursel & González Pandiella, Alberto, 2014. "Model of the United States economy with learning MUSEL," Working Paper Series 1745, European Central Bank.
    18. Enders, Zeno & Peter, Alexandra, 2015. "Global Banking, Trade, and the International Transmission of the Great Recession," Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113022, Verein für Socialpolitik / German Economic Association.
    19. Coughlin, Cletus C., 2014. "The great trade collapse and rebound: a state-by-state view," Review, Federal Reserve Bank of St. Louis, vol. 96(1), pages 13-33.
    20. Gunes Kamber & Christoph Thoenissen, 2011. "Financial intermediation and the international business cycle: The case of small countries with big banks," CDMA Working Paper Series 201108, Centre for Dynamic Macroeconomic Analysis.
    21. Gee Hee Hong & Jaewoo Lee & Wei Liao & Dulani Seneviratne, 2017. "China and Asia in Global Trade Slowdown," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., vol. 8(01), pages 1-34, February.
    22. Michał Brzoza-Brzezina & Marcin Kolasa & Krzysztof Makarski, 2016. "Crisis, contagion and international policy spillovers under foreign ownership of banks," NBP Working Papers 231, Narodowy Bank Polski, Economic Research Department.
    23. Güneş Kamber & Christoph Thoenissen, 2013. "Financial Exposure and the International Transmission of Financial Shocks," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(s2), pages 127-158, December.
    24. Roberto Golinelli & Giuseppe Parigi, 2013. "Tracking world trade and GDP in real time," Temi di discussione (Economic working papers) 920, Bank of Italy, Economic Research and International Relations Area.
    25. O'Rourke, Kevin Hjortsh�j, 2017. "Two Great Trade Collapses: The Interwar Period & Great Recession Compared," CEPR Discussion Papers 12286, C.E.P.R. Discussion Papers.
    26. Guido Bulligan & Fabio Busetti & Michele Caivano & Pietro Cova & Davide Fantino & Alberto Locarno & Lisa Rodano, 2017. "The Bank of Italy econometric model: an update of the main equations and model elasticities," Temi di discussione (Economic working papers) 1130, Bank of Italy, Economic Research and International Relations Area.
    27. Patrice Ollivaud & Cyrille Schwellnus, 2015. "Does the post-crisis weakness of global trade solely reflect weak demand?," OECD Journal: Economic Studies, OECD Publishing, vol. 2015(1), pages 269-267.
    28. Laurent Ferrara & Olivier Darné & Karim Barhoumi, 2016. "A world trade leading index (WLTI)," Post-Print hal-01635948, HAL.
    29. Elena Bobeica & Olegs Tkacevs & Styliani Christodoulopoulou, 2016. "The role of price and cost competitiveness for intra- and extra-euro area trade of euro area countries," Working Papers 2016/04, Latvijas Banka.
    30. Lewis, John & De Schryder, Selien, 2015. "Export dynamics since the Great Trade Collapse: a cross-country analysis," Bank of England working papers 535, Bank of England.
    31. Martin, Philippe & Philippon, Thomas, 2014. "Inspecting the Mechanism: Leverage and the Great Recession in the Eurozone," CEPR Discussion Papers 10189, C.E.P.R. Discussion Papers.
    32. Grzegorz Wesołowski, 2016. "Do long term interest rates drive GDP and inflation in small open economies? Evidence from Poland," NBP Working Papers 242, Narodowy Bank Polski, Economic Research Department.
    33. Sanjay Kalra, 2016. "6½ Decades of Global Trade and Income; “New Normal” or “Back to Normal” after GTC and GFC?," IMF Working Papers 16/139, International Monetary Fund.
    34. Giansoldati, Marco & Gregori, Tullio, 2017. "A note on the estimation of import trade demand functions," Economics Letters, Elsevier, vol. 157(C), pages 133-135.
    35. Russell Barnett & Karyne B. Charbonneau, 2015. "Decomposing Movements in U.S. Non-Energy Import Market Shares," Discussion Papers 15-5, Bank of Canada.
    36. Storm, Servaas & Naastepad, C.W.M., 2015. "Crisis and recovery in the German economy: The real lessons," Structural Change and Economic Dynamics, Elsevier, vol. 32(C), pages 11-24.
    37. Fátima Cardoso & Paulo Soares Esteves & António Rua, 2013. "The import content of global demand in Portugal," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
    38. Constantinescu,Ileana Cristina & Mattoo,Aaditya & Ruta,Michele & Constantinescu,Ileana Cristina & Mattoo,Aaditya & Ruta,Michele, 2015. "The global trade slowdown: cyclical or structural ?," Policy Research Working Paper Series 7158, The World Bank.
    39. Borin, Alessandro & Di Nino, Virginia & Mancini, Michele & Sbracia, Massimo, 2016. "The Cyclicality of the Income Elasticity of Trade," MPRA Paper 73000, University Library of Munich, Germany.
    40. Styliani Christodoulopoulou & Oļegs Tkačevs, 2016. "Measuring the effectiveness of cost and price competitiveness in external rebalancing of euro area countries: What do alternative HCIs tell us?," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 43(3), pages 487-531, August.
    41. Rudolfs Bems & Robert C. Johnson, 2017. "Demand for Value Added and Value-Added Exchange Rates," American Economic Journal: Macroeconomics, American Economic Association, vol. 9(4), pages 45-90, October.
    42. Malgorzata Skibinska, 2016. "What drives the labour wedge? A comparison between CEE countries and the Euro Area," EcoMod2016 9061, EcoMod.
    43. Daniel Leigh & Weicheng Lian & Marcos Poplawski-Ribeiro & Rachel Szymanski & Viktor Tsyrennikov & Hong Yang, 2017. "Exchange Rates and Trade; A Disconnect?," IMF Working Papers 17/58, International Monetary Fund.
    44. Silvia Fabiani & Stefano Federico & Alberto Felettigh, 2016. "Adjusting the external adjustment: cyclical factors and the Italian current account," Questioni di Economia e Finanza (Occasional Papers) 346, Bank of Italy, Economic Research and International Relations Area.
    45. Byron Gangnes & Ari Van Assche, 2016. "Global Value Chains and Changing Trade Elasticities," Working Papers 2016-11, University of Hawaii Economic Research Organization, University of Hawaii at Manoa.
    46. Rudolfs Bems & Robert C. Johnson & Kei-Mu Yi, 2012. "The Great Trade Collapse," NBER Working Papers 18632, National Bureau of Economic Research, Inc.
    47. Marcin Bielecki & Michał Brzoza-Brzezina & Marcin Kolasa & Krzysztof Makarski, 2017. "Could the boom-bust in the eurozone periphery have been prevented?," NBP Working Papers 263, Narodowy Bank Polski, Economic Research Department.
    48. Yan, Cheng & Phylaktis, Kate & Fuertes, Ana-Maria, 2016. "On cross-border bank credit and the U.S. financial crisis transmission to equity markets," Journal of International Money and Finance, Elsevier, vol. 69(C), pages 108-134.
    49. Enno Schröder, 2015. "Eurozone Imbalances: Measuring the Contribution of Expenditure Switching and Expenditure Volumes 1990-2013," Working Papers 1508, New School for Social Research, Department of Economics, revised Sep 2015.
    50. Buelens, Christian & Tirpák, Marcel, 2017. "Reading the Footprints: how foreign investors shape countries' participation in global value chains," Working Paper Series 2060, European Central Bank.
    51. Bernardina Algieri, 2014. "Drivers of Export Demand: A Focus on the GIIPS Countries," The World Economy, Wiley Blackwell, vol. 37(10), pages 1454-1482, October.
    52. YOSHIDA Yushi & SASAKI Yuri, 2015. "Automobile Exports: Export price and retail price," Discussion papers 15024, Research Institute of Economy, Trade and Industry (RIETI).
    53. Michal Brzoza-Brzezina & Marcin Kolasa & Mateusz Szetela, 2016. "Is Poland at risk of the zero lower bound?," Bank i Kredyt, Narodowy Bank Polski, vol. 47(3), pages 195-226.
    54. Patrick Alexander & Jean-Philippe Cayen & Alex Proulx, 2017. "An Improved Equation for Predicting Canadian Non-Commodity Exports," Discussion Papers 17-1, Bank of Canada.
    55. Bornali Bhandari, 2013. "Cross-Price Effects and US Trade Elasticities," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 7(3), pages 273-313, August.
    56. SASAKI Yuri & YOSHIDA Yushi, 2017. "Factor Decomposition of Japan's Trade Balance," Discussion papers 17042, Research Institute of Economy, Trade and Industry (RIETI).
    57. Louis Morel, 2015. "Sluggish Exports in Advanced Economies: How Much Is Due to Demand?," Discussion Papers 15-3, Bank of Canada.
    58. Taglioni, Daria & Zavacka, Veronika, 2013. "Innocent bystanders: how foreign uncertainty shocks harm exporters," Working Paper Series 1530, European Central Bank.
    59. Joong Shik Kang & Wei Liao, 2016. "Chinese Imports; What’s Behind the Slowdown?," IMF Working Papers 16/106, International Monetary Fund.
    60. Alberto Cabrero Bravo & Miguel Tiana Álvarez, 2012. "The import content of the industrial sectors in Spain," Economic Bulletin, Banco de España;Economic Bulletin Homepage, issue APR, April.
    61. Zineddine Alla, 2017. "Optimal policies in International Macroeconomics," Sciences Po publications info:hdl:2441/6kvjk9o32n8, Sciences Po.
    62. Christian Buelens & Marcel Tirpák, 2017. "Reading the Footprints: How Foreign Investors Shape Countries’ Participation in Global Value Chains," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 59(4), pages 561-584, December.
    63. Brender,Anton & Pisani, Florence & Gagna, Emile, 2012. "The Sovereign Debt Crisis: Placing a curb on growth," CEPS Papers 6951, Centre for European Policy Studies.
    64. Gee Hee Hong & Jaewoo Lee & Wei Liao & Dulani Seneviratne, 2016. "China and Asia in Global Trade Slowdown," IMF Working Papers 16/105, International Monetary Fund.
    65. Servaas Storm & C.W.M. Naastepad, "undated". "Crisis and Recovery in the German Economy: The Real Lessons," Working Papers Series 10, Institute for New Economic Thinking.
    66. Jouchi Nakajima & Kosuke Takatomi & Tomoko Mori & Shinsuke Ohyama, 2016. "Slow Trade: Structural and Cyclical Factors in Global Trade Slowdown," Bank of Japan Research Papers 16-12-22, Bank of Japan.
    67. Jarkko Jaaskela & Thomas Mathews, 2015. "Explaining the Slowdown in Global Trade," RBA Bulletin, Reserve Bank of Australia, pages 39-46, September.
    68. Oliver Picek & Enno Schröder, 2017. "Spillover effects of Germany`s final demand on Southern Europe," IMK Working Paper 181-2017, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
    69. IRC Trade Task Force & Cabrillac, Bruno & Al-Haschimi, Alexander & Babecká Kucharčuková, Oxana & Borin, Alessandro & Bussière, Matthieu & Cezar, Raphael & Derviz, Alexis & Dimitropoulou, Dimitra & Fer, 2016. "Understanding the weakness in global trade - What is the new normal?," Occasional Paper Series 178, European Central Bank.
    70. Oriol Carreras & Simon Kirby & Iana Liadze & Rebecca Piggott, 2016. "Fiscal Policy Spillovers," National Institute of Economic and Social Research (NIESR) Discussion Papers 468, National Institute of Economic and Social Research.
    71. Nicholas Apergis & Arusha Cooray, 2016. "Old Wine In A New Bottle: Trade Openness And Fdi Flows—Are The Emerging Economies Converging?," Contemporary Economic Policy, Western Economic Association International, vol. 34(2), pages 336-351, April.
    72. Martinez-Martin, Jaime, 2016. "Breaking down world trade elasticities: a panel ECM approach," Globalization and Monetary Policy Institute Working Paper 275, Federal Reserve Bank of Dallas.
    73. Mattia Di Ubaldo, 2015. "Product Cost-Share: a Catalyst of the Trade Collapse," Working Paper Series 8015, Department of Economics, University of Sussex.
    74. Åsa Johansson & Eduardo Olaberría, 2014. "Global Trade and Specialisation Patterns Over the Next 50 Years," OECD Economic Policy Papers 10, OECD Publishing.
    75. Åsa Johansson & Eduardo Olaberría, 2014. "Long-term Patterns of Trade and Specialisation," OECD Economics Department Working Papers 1136, OECD Publishing.
    76. Umed Temurshoev & Fréderic Lantz, 2016. "Long-term petroleum product supply analysis through a robust modelling approach," Working Papers 2016-003, Universidad Loyola Andalucía, Department of Economics.
    77. Jonathan Kearns & Nikhil Patel, 2016. "Does the financial channel of exchange rates offset the trade channel?," BIS Quarterly Review, Bank for International Settlements, December.
    78. Myriam Morin & Cyrille Schwellnus, 2014. "An Update of the OECD International Trade Equations," OECD Economics Department Working Papers 1129, OECD Publishing.
    79. Oriol Carreras & Iana Liadze & Simon Kirby & Rebecca Piggott, 2016. "Quantifying Fiscal Multipliers," National Institute of Economic and Social Research (NIESR) Discussion Papers 469, National Institute of Economic and Social Research.

  2. Della Corte, Pasquale & Sarno, Lucio & Sestieri, Giulia, 2010. "The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much Is It Worth?," CEPR Discussion Papers 8045, C.E.P.R. Discussion Papers.

    Cited by:

    1. Rossi, Barbara, 2013. "Exchange Rate Predictability," CEPR Discussion Papers 9575, C.E.P.R. Discussion Papers.
    2. Stijn Claessens & M Ayhan Kose, 2018. "Frontiers of macrofinancial linkages," BIS Papers, Bank for International Settlements, number 95, December.
    3. Buncic, Daniel & Piras, Gion Donat, 2014. "Heterogeneous Agents, the Financial Crisis and Exchange Rate Predictability," Economics Working Paper Series 1436, University of St. Gallen, School of Economics and Political Science, revised Oct 2015.
    4. Nicolas Coeurdacier & Hélène Rey, 2010. "Home bias in open economy financial macroeconomics," Working Papers hal-01069440, HAL.
    5. Steven Riddiough & Lucio Sarno & Pasquale Della Corte, 2015. "Currency Premia and Global Imbalances," 2015 Meeting Papers 1215, Society for Economic Dynamics.
    6. Juliana Araujo & Povilas Lastauskas & Chris Papageorgiou, 2016. "Evolution of Bilateral Capital Flows to Developing Countries at Intensive and Extensive Margins," Bank of Lithuania Working Paper Series 37, Bank of Lithuania.
    7. Beckmann, Joscha & Czudaj, Robert, 2017. "Exchange rate expectations since the financial crisis: Performance evaluation and the role of monetary policy and safe haven," Journal of International Money and Finance, Elsevier, vol. 74(C), pages 283-300.
    8. Christian Grisse & Thomas Nitschka, 2014. "Exchange rate returns and external adjustment: evidence from Switzerland," Working Papers 2014-12, Swiss National Bank.
    9. Ribeiro, Pinho J., 2017. "Selecting exchange rate fundamentals by bootstrap," International Journal of Forecasting, Elsevier, vol. 33(4), pages 894-914.
    10. Beckmann, Joscha & Czudaj, Robert, 2017. "Capital flows and GDP in emerging economies and the role of global spillovers," Journal of Economic Behavior & Organization, Elsevier, vol. 142(C), pages 140-163.
    11. Christophe Amat & Tomasz Michalski & Gilles Stoltz, 2018. "Fundamentals and exchange rate forecastability with simple machine learning methods," Working Papers halshs-01003914, HAL.
    12. Aleksejs Krecetovs & Pasquale Della Corte, 2016. "Macro uncertainty and currency premia," 2016 Meeting Papers 624, Society for Economic Dynamics.
    13. Claessens, Stijn & Kose, Ayhan, 2017. "Asset Prices and Macroeconomic Outcomes: A Survey," CEPR Discussion Papers 12460, C.E.P.R. Discussion Papers.
    14. Dick, Christian D. & MacDonald, Ronald & Menkhoff, Lukas, 2014. "Exchange rate forecasts and expected fundamentals," Kiel Working Papers 1974, Kiel Institute for the World Economy (IfW).
    15. 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.
    16. Vesna Bucevska, 2015. "Currency Crises in EU Candidate Countries: An Early Warning System Approach," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 62(4), pages 493-510, September.
    17. Vasios, Michalis & Payne, Richard & Nolte, Ingmar, 2015. "Profiting from Mimicking Strategies in Non-Anonymous Markets," MPRA Paper 61710, University Library of Munich, Germany.
    18. Garratt, Anthony & Mise, Emi, 2014. "Forecasting exchange rates using panel model and model averaging," Economic Modelling, Elsevier, vol. 37(C), pages 32-40.
    19. Bussière, M., 2013. "In Defense of Early Warning Signals," Working papers 420, Banque de France.
    20. Victor Yotzov, 2014. "Prognostic Power of Early Warning Signals for Financial Crises – Theoretical Approaches and Empirical Results," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 3-38.
    21. Nelson Camanho & Harald Hau & Hélène Rey, 2018. "Global Portfolio Rebalancing and Exchange Rates," NBER Working Papers 24320, National Bureau of Economic Research, Inc.

  3. Bussière, Matthieu & Chudik, Alexander & Sestieri, Giulia, 2009. "Modelling global trade flows: results from a GVAR model," Working Paper Series 1087, European Central Bank.

    Cited by:

    1. Minoas Koukouritakis & Athanasios Papadopoulos & Andreas Yiannopoulos, 2013. "Linkages between the Eurozone and the South-Eastern European Countries: A VECMX Analysis," Working Papers 1302, University of Crete, Department of Economics.
    2. Minoas Koukouritakis & Athanasios P. Papadopoulos & Andreas Yannopoulos, 2013. "Linkages between the euro zone and the south-eastern European countries: a global VAR analysis," Working Papers 163, Bank of Greece.
    3. Menzie Chinn, 2014. "Global supply chains and macroeconomic relationships in Asia," Chapters,in: Asia and Global Production Networks, chapter 8, pages 249-286 Edward Elgar Publishing.
    4. Marçal, Emerson Fernandes & Cunha, Ronan & Merlin, Giovanni Tondin & Simões, Oscar Rodrigues, 2017. "The aftermath of 2008 turmoil on Brazilian economy: Tsunami or “Marolinha”?," Textos para discussão 459, FGV/EESP - Escola de Economia de São Paulo, Getulio Vargas Foundation (Brazil).
    5. Matthieu Bussière & Alexander Chudik & Giulia Sestieri, 2012. "Modelling global trade flows: results from a GVAR model," Globalization and Monetary Policy Institute Working Paper 119, Federal Reserve Bank of Dallas.
    6. Bricongne, Jean-Charles & Fontagné, Lionel & Gaulier, Guillaume & Taglioni, Daria & Vicard, Vincent, 2012. "Firms and the global crisis: French exports in the turmoil," Journal of International Economics, Elsevier, vol. 87(1), pages 134-146.
    7. Chudik, Alexander & Pesaran, M. Hashem, 2014. "Theory and practice of GVAR modeling," Globalization and Monetary Policy Institute Working Paper 180, Federal Reserve Bank of Dallas.
    8. Bilge Erten, 2012. "Macroeconomic Transmission of Eurozone Shocks to Emerging Economies," International Economics, CEPII research center, issue 131, pages 43-70.
    9. Matthew Greenwood-Nimmo & Viet Hoang Nguyen & Yongcheol Shin, 2012. "International Linkages of the Korean Economy: The Global Vector Error-Correcting Macroeconometric Modelling Approach," Melbourne Institute Working Paper Series wp2012n18, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
    10. Bricongne, Jean-Charles & Fontagné, Lionel & Gaulier, Guillaume & Taglioni, Daria & Vicard, Vincent, 2010. "Exports and sectoral financial dependence: evidence on French firms during the great global crisis," Working Paper Series 1227, European Central Bank.
    11. Bernardina Algieri, 2011. "Modelling export equations using an unobserved component model: the case of the Euro Area and its competitors," Empirical Economics, Springer, vol. 41(3), pages 593-637, December.
    12. Konstantakis, Konstantinos & Michaelides, Panayotis G., 2014. "Combining Input-Output (IO) analysis with Global Vector Autoregressive (GVAR) modeling: Evidence for the USA (1992-2006)," MPRA Paper 67111, University Library of Munich, Germany.
    13. Ines Buono & Filippo Vergara Caffarelli, 2013. "Trade elasticity and vertical specialisation," Temi di discussione (Economic working papers) 924, Bank of Italy, Economic Research and International Relations Area.
    14. Gauvin, Ludovic & Rebillard, Cyril, 2013. "Towards Recoupling? Assessing the Impact of a Chinese Hard Landing on Commodity Exporters: Results from Conditional Forecast in a GVAR Model," MPRA Paper 65457, University Library of Munich, Germany.
    15. Park, Hail & Shin, Yongcheol, 2017. "Exploring international linkages using generalised connectedness measures: The case of Korea," International Review of Economics & Finance, Elsevier, vol. 50(C), pages 49-64.
    16. Konstantakis, Konstantinos N. & Michaelides, Panayotis G. & Tsionas, Efthymios G. & Minou, Chrysanthi, 2015. "System estimation of GVAR with two dominants and network theory: Evidence for BRICs," Economic Modelling, Elsevier, vol. 51(C), pages 604-616.
    17. Matkovskyy, Roman, 2012. "Прогнозування Реакції Економіки України На Економічні Шоки В Сусідніх Державах: Глобальна Векторна Авторегресійна Модель «Україна-Сусіди»
      [Forecasting the Responses of Ukraine to Economic Shocks in
      ," MPRA Paper 44717, University Library of Munich, Germany, revised Nov 2012.
    18. Bettendorf, Timo, 2017. "Investigating Global Imbalances: Empirical evidence from a GVAR approach," Economic Modelling, Elsevier, vol. 64(C), pages 201-210.
    19. Feldkircher, Martin, 2015. "A global macro model for emerging Europe," Journal of Comparative Economics, Elsevier, vol. 43(3), pages 706-726.
    20. Hail Park & Yongcheol Shin, 2014. "Mapping Korea's International Linkages using Generalised Connectedness Measures," Working Papers 2014-16, Economic Research Institute, Bank of Korea.
    21. Nie, Jun & Taylor, Lisa, 2013. "Economic growth in foreign regions and U.S. export growth," Economic Review, Federal Reserve Bank of Kansas City, issue Q II, pages 31-63.
    22. Jorge I Canales Kriljenko & Mehdi Hosseinkouchack & Alexis Meyer-Cirkel, 2014. "Global Financial Transmission into Sub-Saharan Africa – A Global Vector Autoregression Analysis," IMF Working Papers 14/241, International Monetary Fund.
    23. Konstantakis, Konstantinos N. & Michaelides, Panayotis G., 2014. "Transmission of the debt crisis: From EU15 to USA or vice versa? A GVAR approach," Journal of Economics and Business, Elsevier, vol. 76(C), pages 115-132.
    24. Britta Niehof, 2014. "Spillover Effects in Government Bond Spreads: Evidence from a GVAR Model," MAGKS Papers on Economics 201458, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    25. Helene Poirson Ward & Sebastian Weber, 2011. "Growth Spillover Dynamics From Crisis to Recovery," IMF Working Papers 11/218, International Monetary Fund.
    26. Anderton, Robert & Tewolde, Tadios, 2011. "The global financial crisis: trying to understand the global trade downturn and recovery," Working Paper Series 1370, European Central Bank.
    27. Hugo Gerard, 2012. "Co-movement in Inflation," RBA Research Discussion Papers rdp2012-01, Reserve Bank of Australia.
    28. Alexander Chudik & Michael Fidora, 2012. "How the global perspective can help us identify structural shocks," Staff Papers, Federal Reserve Bank of Dallas, issue Dec.
    29. Jean-Pierre Allegret & Audrey Sallenave, 2014. "The impact of real exchange rates adjustments on global imbalances: a multilateral approach," Post-Print hal-01385910, HAL.
    30. Matthieu Bussière & Giovanni Callegari & Fabio Ghironi & Giulia Sestieri & Norihiko Yamano, 2013. "Estimating Trade Elasticities: Demand Composition and the Trade Collapse of 2008-2009," American Economic Journal: Macroeconomics, American Economic Association, vol. 5(3), pages 118-151, July.
    31. Feldkircher, Martin & Huber, Florian, 2016. "The international transmission of US shocks—Evidence from Bayesian global vector autoregressions," European Economic Review, Elsevier, vol. 81(C), pages 167-188.

Articles

  1. Matthieu Bussière & Giovanni Callegari & Fabio Ghironi & Giulia Sestieri & Norihiko Yamano, 2013. "Estimating Trade Elasticities: Demand Composition and the Trade Collapse of 2008-2009," American Economic Journal: Macroeconomics, American Economic Association, vol. 5(3), pages 118-151, July.
    See citations under working paper version above.
  2. Pasquale Della Corte & Lucio Sarno & Giulia Sestieri, 2012. "The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much Is It Worth?," The Review of Economics and Statistics, MIT Press, vol. 94(1), pages 100-115, February.
    See citations under working paper version above.Sorry, no citations of articles recorded.

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-INT: International Trade (3) 2009-09-26 2012-01-18 2012-07-14. Author is listed
  2. NEP-CBA: Central Banking (2) 2009-09-26 2011-01-23. Author is listed
  3. NEP-FOR: Forecasting (1) 2011-01-23
  4. NEP-IFN: International Finance (1) 2011-01-23
  5. NEP-MAC: Macroeconomics (1) 2017-10-08
  6. NEP-OPM: Open Economy Macroeconomics (1) 2009-09-26
  7. NEP-PUB: Public Finance (1) 2017-10-08
  8. NEP-RMG: Risk Management (1) 2011-01-23

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