Research classified by Journal of Economic Literature (JEL) codes

---

Top JEL
/ E: Macroeconomics and Monetary Economics
/ / E3: Prices, Business Fluctuations, and Cycles
/ / / E32: Business Fluctuations; Cycles

---

This JEL code is mentioned in the following RePEc Biblio entries:

1. Estimated DSGE Models
2. Dynamic Factor Models
3. Real Business Cycle Theory
4. Labor in RBC models
5. International RBC

2017

• Yépez, Carlos A., 2017, "Financial conditions and labor productivity over the business cycle," Economics Letters, Elsevier, volume 150, issue C, pages 34-38, DOI: 10.1016/j.econlet.2016.10.037.
• Caggiano, Giovanni & Castelnuovo, Efrem & Figueres, Juan Manuel, 2017, "Economic policy uncertainty and unemployment in the United States: A nonlinear approach," Economics Letters, Elsevier, volume 151, issue C, pages 31-34, DOI: 10.1016/j.econlet.2016.12.002.
• Rioja, Felix & Rios-Avila, Fernando & Valev, Neven, 2017, "Productivity during recessions with banking crises: Inter-Industry evidence," Economics Letters, Elsevier, volume 152, issue C, pages 50-53, DOI: 10.1016/j.econlet.2016.12.028.
• Gadea, María Dolores & Gomez-Loscos, Ana & Perez-Quiros, Gabriel, 2017, "Dissecting US recoveries," Economics Letters, Elsevier, volume 154, issue C, pages 59-63, DOI: 10.1016/j.econlet.2017.02.027.
• Fontaine, Idriss & Didier, Laurent & Razafindravaosolonirina, Justinien, 2017, "Foreign policy uncertainty shocks and US macroeconomic activity: Evidence from China," Economics Letters, Elsevier, volume 155, issue C, pages 121-125, DOI: 10.1016/j.econlet.2017.03.034.
• Ikeda, Akihiko, 2017, "Trade balance volatility and consumption structures in small open economies," Economics Letters, Elsevier, volume 156, issue C, pages 114-117, DOI: 10.1016/j.econlet.2017.04.024.
• Guérin, Pierre & Leiva-Leon, Danilo, 2017, "Model averaging in Markov-switching models: Predicting national recessions with regional data," Economics Letters, Elsevier, volume 157, issue C, pages 45-49, DOI: 10.1016/j.econlet.2017.05.027.
• Rüth, Sebastian K., 2017, "State-dependent monetary policy transmission and financial market tensions," Economics Letters, Elsevier, volume 157, issue C, pages 56-61, DOI: 10.1016/j.econlet.2017.05.008.
• Kuang, Pei & Yao, Yao, 2017, "Are rational explosive solutions learnable?," Economics Letters, Elsevier, volume 157, issue C, pages 62-66, DOI: 10.1016/j.econlet.2017.05.038.
• Li, Qian & Shim, Myungkyu & Wen, Yongheng, 2017, "The implication of subsistence consumption for economic welfare," Economics Letters, Elsevier, volume 158, issue C, pages 30-33, DOI: 10.1016/j.econlet.2017.06.038.
• Bredemeier, Christian & Juessen, Falko & Winkler, Roland, 2017, "Man-cessions, fiscal policy, and the gender composition of employment," Economics Letters, Elsevier, volume 158, issue C, pages 73-76, DOI: 10.1016/j.econlet.2017.06.022.
• Jiang, Mingming, 2017, "On demand shocks and international business cycle puzzles," Economics Letters, Elsevier, volume 160, issue C, pages 29-32, DOI: 10.1016/j.econlet.2017.08.024.
• El Omari, Salaheddine, 2017, "Sticky price models of the business cycle: Can the roundabout production solve the persistence puzzle?," Economics Letters, Elsevier, volume 160, issue C, pages 67-72, DOI: 10.1016/j.econlet.2017.08.028.
• Castelnuovo, Efrem & Tran, Trung Duc, 2017, "Google It Up! A Google Trends-based Uncertainty index for the United States and Australia," Economics Letters, Elsevier, volume 161, issue C, pages 149-153, DOI: 10.1016/j.econlet.2017.09.032.
• Bai, Yan & Kim, Seon Tae & Mihalache, Gabriel, 2017, "The payment schedule of sovereign debt," Economics Letters, Elsevier, volume 161, issue C, pages 19-23, DOI: 10.1016/j.econlet.2017.09.003.
• Mosconi, Rocco & Paruolo, Paolo, 2017, "Identification conditions in simultaneous systems of cointegrating equations with integrated variables of higher order," Journal of Econometrics, Elsevier, volume 198, issue 2, pages 271-276, DOI: 10.1016/j.jeconom.2017.01.007.
• Yıldırım-Karaman, Secil, 2017, "Uncertainty shocks, central bank characteristics and business cycles," Economic Systems, Elsevier, volume 41, issue 3, pages 379-388, DOI: 10.1016/j.ecosys.2016.09.004.
• Caggiano, Giovanni & Castelnuovo, Efrem & Pellegrino, Giovanni, 2017, "Estimating the real effects of uncertainty shocks at the Zero Lower Bound," European Economic Review, Elsevier, volume 100, issue C, pages 257-272, DOI: 10.1016/j.euroecorev.2017.08.008.
• Chen, Xiaoshan & Kirsanova, Tatiana & Leith, Campbell, 2017, "An empirical assessment of Optimal Monetary Policy in the Euro area," European Economic Review, Elsevier, volume 100, issue C, pages 95-115, DOI: 10.1016/j.euroecorev.2017.07.012.
• Murphy, Daniel, 2017, "Excess capacity in a fixed-cost economy," European Economic Review, Elsevier, volume 91, issue C, pages 245-260, DOI: 10.1016/j.euroecorev.2016.11.002.
• Meinen, Philipp & Roehe, Oke, 2017, "On measuring uncertainty and its impact on investment: Cross-country evidence from the euro area," European Economic Review, Elsevier, volume 92, issue C, pages 161-179, DOI: 10.1016/j.euroecorev.2016.12.002.
• Ferraro, Domenico, 2017, "Volatility and slow technology diffusion," European Economic Review, Elsevier, volume 96, issue C, pages 18-37, DOI: 10.1016/j.euroecorev.2017.04.005.
• Bigio, Saki & Schneider, Andrés, 2017, "Liquidity shocks, business cycles and asset prices," European Economic Review, Elsevier, volume 97, issue C, pages 108-130, DOI: 10.1016/j.euroecorev.2017.05.004.
• Auray, Stéphane & Eyquem, Aurélien & Ma, Xiaofei, 2017, "Competitive tax reforms in a monetary union with endogenous entry and tradability," European Economic Review, Elsevier, volume 98, issue C, pages 126-143, DOI: 10.1016/j.euroecorev.2017.06.002.
• Crost, Benjamin & Friedson, Andrew, 2017, "Recessions and health revisited: New findings for working age adults," Economics & Human Biology, Elsevier, volume 27, issue PA, pages 241-247, DOI: 10.1016/j.ehb.2017.07.002.
• Cashin, Paul & Mohaddes, Kamiar & Raissi, Mehdi, 2017, "China's slowdown and global financial market volatility: Is world growth losing out?," Emerging Markets Review, Elsevier, volume 31, issue C, pages 164-175, DOI: 10.1016/j.ememar.2017.05.001.
• Al-Khazali, Osamah M. & Mirzaei, Ali, 2017, "The impact of oil price movements on bank non-performing loans: Global evidence from oil-exporting countries," Emerging Markets Review, Elsevier, volume 31, issue C, pages 193-208, DOI: 10.1016/j.ememar.2017.05.006.
• Jach, Agnieszka, 2017, "International stock market comovement in time and scale outlined with a thick pen," Journal of Empirical Finance, Elsevier, volume 43, issue C, pages 115-129, DOI: 10.1016/j.jempfin.2017.06.004.
• Pan, Zhiyuan & Wang, Yudong & Wu, Chongfeng & Yin, Libo, 2017, "Oil price volatility and macroeconomic fundamentals: A regime switching GARCH-MIDAS model," Journal of Empirical Finance, Elsevier, volume 43, issue C, pages 130-142, DOI: 10.1016/j.jempfin.2017.06.005.
• Xyngis, Georgios, 2017, "Business-cycle variation in macroeconomic uncertainty and the cross-section of expected returns: Evidence for scale-dependent risks," Journal of Empirical Finance, Elsevier, volume 44, issue C, pages 43-65, DOI: 10.1016/j.jempfin.2017.06.001.
• Agnello, Luca & Castro, Vitor & Hammoudeh, Shawkat & Sousa, Ricardo M., 2017, "Spillovers from the oil sector to the housing market cycle," Energy Economics, Elsevier, volume 61, issue C, pages 209-220, DOI: 10.1016/j.eneco.2016.11.004.
• Sheldon, Tamara L., 2017, "Asymmetric effects of the business cycle on carbon dioxide emissions," Energy Economics, Elsevier, volume 61, issue C, pages 289-297, DOI: 10.1016/j.eneco.2016.11.025.
• Gupta, Rangan & Wohar, Mark, 2017, "Forecasting oil and stock returns with a Qual VAR using over 150years off data," Energy Economics, Elsevier, volume 62, issue C, pages 181-186, DOI: 10.1016/j.eneco.2017.01.001.
• Cross, Jamie & Nguyen, Bao H., 2017, "The relationship between global oil price shocks and China's output: A time-varying analysis," Energy Economics, Elsevier, volume 62, issue C, pages 79-91, DOI: 10.1016/j.eneco.2016.12.014.
• Herrera, Ana María & Karaki, Mohamad B. & Rangaraju, Sandeep Kumar, 2017, "Where do jobs go when oil prices drop?," Energy Economics, Elsevier, volume 64, issue C, pages 469-482, DOI: 10.1016/j.eneco.2016.02.006.
• Mohaddes, Kamiar & Pesaran, M. Hashem, 2017, "Oil prices and the global economy: Is it different this time around?," Energy Economics, Elsevier, volume 65, issue C, pages 315-325, DOI: 10.1016/j.eneco.2017.05.011.
• Wang, Yudong & Liu, Li & Wu, Chongfeng, 2017, "Forecasting the real prices of crude oil using forecast combinations over time-varying parameter models," Energy Economics, Elsevier, volume 66, issue C, pages 337-348, DOI: 10.1016/j.eneco.2017.07.007.
• Silvapulle, Param & Smyth, Russell & Zhang, Xibin & Fenech, Jean-Pierre, 2017, "Nonparametric panel data model for crude oil and stock market prices in net oil importing countries," Energy Economics, Elsevier, volume 67, issue C, pages 255-267, DOI: 10.1016/j.eneco.2017.08.017.
• Bataa, Erdenebat & Park, Cheolbeom, 2017, "Is the recent low oil price attributable to the shale revolution?," Energy Economics, Elsevier, volume 67, issue C, pages 72-82, DOI: 10.1016/j.eneco.2017.08.011.
• Joëts, Marc & Mignon, Valérie & Razafindrabe, Tovonony, 2017, "Does the volatility of commodity prices reflect macroeconomic uncertainty?," Energy Economics, Elsevier, volume 68, issue C, pages 313-326, DOI: 10.1016/j.eneco.2017.09.017.
• Bastianin, Andrea & Galeotti, Marzio & Manera, Matteo, 2017, "Oil supply shocks and economic growth in the Mediterranean," Energy Policy, Elsevier, volume 110, issue C, pages 167-175, DOI: 10.1016/j.enpol.2017.08.004.
• Agénor, Pierre-Richard & Pereira da Silva, Luiz, 2017, "Cyclically adjusted provisions and financial stability," Journal of Financial Stability, Elsevier, volume 28, issue C, pages 143-162, DOI: 10.1016/j.jfs.2016.12.009.
• Bassett, William F. & Marsh, W. Blake, 2017, "Assessing targeted macroprudential financial regulation: The case of the 2006 commercial real estate guidance for banks," Journal of Financial Stability, Elsevier, volume 30, issue C, pages 209-228, DOI: 10.1016/j.jfs.2016.06.001.
• Krainer, Robert E., 2017, "Economic stability under alternative banking systems: Theory and policy," Journal of Financial Stability, Elsevier, volume 31, issue C, pages 107-118, DOI: 10.1016/j.jfs.2017.05.005.
• Jondeau, Eric & Khalilzadeh, Amir, 2017, "Collateralization, leverage, and stressed expected loss," Journal of Financial Stability, Elsevier, volume 33, issue C, pages 226-243, DOI: 10.1016/j.jfs.2017.01.005.
• Mumtaz, Haroon & Theodoridis, Konstantinos, 2017, "Common and country specific economic uncertainty," Journal of International Economics, Elsevier, volume 105, issue C, pages 205-216, DOI: 10.1016/j.jinteco.2017.01.007.
• Iwaisako, Tatsuro & Tanaka, Hitoshi, 2017, "Product cycles and growth cycles," Journal of International Economics, Elsevier, volume 105, issue C, pages 22-40, DOI: 10.1016/j.jinteco.2016.11.004.
• Kamber, Güneş & Theodoridis, Konstantinos & Thoenissen, Christoph, 2017, "News-driven business cycles in small open economies," Journal of International Economics, Elsevier, volume 105, issue C, pages 77-89, DOI: 10.1016/j.jinteco.2016.12.005.
• Huang, Kevin X.D. & Meng, Qinglai & Xue, Jianpo, 2017, "Balanced-budget income taxes and aggregate stability in a small open economy," Journal of International Economics, Elsevier, volume 105, issue C, pages 90-101, DOI: 10.1016/j.jinteco.2016.12.004.
• Park, JungJae, 2017, "Sovereign default and capital accumulation," Journal of International Economics, Elsevier, volume 106, issue C, pages 119-133, DOI: 10.1016/j.jinteco.2017.02.004.
• Ben Zeev, Nadav & Pappa, Evi & Vicondoa, Alejandro, 2017, "Emerging economies business cycles: The role of commodity terms of trade news," Journal of International Economics, Elsevier, volume 108, issue C, pages 368-376, DOI: 10.1016/j.jinteco.2017.07.008.
• Sithole, Thanda & Simo-Kengne, Beatrice D. & Some, Modeste, 2017, "The role of financial conditions in transmitting external shocks to South Africa," International Economics, Elsevier, volume 150, issue C, pages 36-56, DOI: 10.1016/j.inteco.2017.01.001.
• Dees, Stéphane, 2017, "The role of confidence shocks in business cycles and their global dimension," International Economics, Elsevier, volume 151, issue C, pages 48-65, DOI: 10.1016/j.inteco.2017.03.004.
• de Carvalho, Miguel & Rua, António, 2017, "Real-time nowcasting the US output gap: Singular spectrum analysis at work," International Journal of Forecasting, Elsevier, volume 33, issue 1, pages 185-198, DOI: 10.1016/j.ijforecast.2015.09.004.
• Döpke, Jörg & Fritsche, Ulrich & Pierdzioch, Christian, 2017, "Predicting recessions with boosted regression trees," International Journal of Forecasting, Elsevier, volume 33, issue 4, pages 745-759, DOI: 10.1016/j.ijforecast.2017.02.003.
• Zolotoy, Leon & Frederickson, James R. & Lyon, John D., 2017, "Aggregate earnings and stock market returns: The good, the bad, and the state-dependent," Journal of Banking & Finance, Elsevier, volume 77, issue C, pages 157-175, DOI: 10.1016/j.jbankfin.2017.01.005.
• Bremus, Franziska & Buch, Claudia M., 2017, "Granularity in banking and growth: Does financial openness matter?," Journal of Banking & Finance, Elsevier, volume 77, issue C, pages 300-316, DOI: 10.1016/j.jbankfin.2016.04.023.
• Goto, Makoto & Nishide, Katsumasa & Takashima, Ryuta, 2017, "Leaders, followers, and equity risk premiums in booms and busts," Journal of Banking & Finance, Elsevier, volume 81, issue C, pages 207-220, DOI: 10.1016/j.jbankfin.2016.08.010.
• Baumgarten, Daniel & Kvasnicka, Michael, 2017, "Temporary agency work and the Great Recession," Journal of Economic Behavior & Organization, Elsevier, volume 136, issue C, pages 29-44, DOI: 10.1016/j.jebo.2017.01.024.
• Hazama, Makoto & Uesugi, Iichiro, 2017, "Measuring the systemic risk in interfirm transaction networks," Journal of Economic Behavior & Organization, Elsevier, volume 137, issue C, pages 259-281, DOI: 10.1016/j.jebo.2017.02.009.
• Chakrabarti, Anindya S. & Lahkar, Ratul, 2017, "Productivity dispersion and output fluctuations: An evolutionary model," Journal of Economic Behavior & Organization, Elsevier, volume 137, issue C, pages 339-360, DOI: 10.1016/j.jebo.2017.03.025.
• Baghestani, Hamid & AbuAl-Foul, Bassam M., 2017, "Comparing Federal Reserve, Blue Chip, and time series forecasts of US output growth," Journal of Economics and Business, Elsevier, volume 89, issue C, pages 47-56, DOI: 10.1016/j.jeconbus.2016.11.001.
• Giannoni, Marc P. & Woodford, Michael, 2017, "Optimal target criteria for stabilization policy," Journal of Economic Theory, Elsevier, volume 168, issue C, pages 55-106, DOI: 10.1016/j.jet.2016.12.003.
• Bella, Giovanni & Mattana, Paolo & Venturi, Beatrice, 2017, "Shilnikov chaos in the Lucas model of endogenous growth," Journal of Economic Theory, Elsevier, volume 172, issue C, pages 451-477, DOI: 10.1016/j.jet.2017.09.010.
• Dimopoulos, Theodosios & Sacchetto, Stefano, 2017, "Merger activity in industry equilibrium," Journal of Financial Economics, Elsevier, volume 126, issue 1, pages 200-226, DOI: 10.1016/j.jfineco.2017.06.014.
• Carpenter, Christopher S. & McClellan, Chandler B. & Rees, Daniel I., 2017, "Economic conditions, illicit drug use, and substance use disorders in the United States," Journal of Health Economics, Elsevier, volume 52, issue C, pages 63-73, DOI: 10.1016/j.jhealeco.2016.12.009.
• Monnet, Eric & Wolf , Clara, 2017, "Demographic cycles, migration and housing investment," Journal of Housing Economics, Elsevier, volume 38, issue C, pages 38-49, DOI: 10.1016/j.jhe.2017.09.001.
• Fadejeva, Ludmila & Feldkircher, Martin & Reininger, Thomas, 2017, "International spillovers from Euro area and US credit and demand shocks: A focus on emerging Europe," Journal of International Money and Finance, Elsevier, volume 70, issue C, pages 1-25, DOI: 10.1016/j.jimonfin.2016.08.001.
• Özbilgin, Hüseyin Murat, 2017, "Welfare implications when closing small open economy models," Journal of International Money and Finance, Elsevier, volume 70, issue C, pages 471-493, DOI: 10.1016/j.jimonfin.2016.06.006.
• Carstensen, K. & Salzmann, L., 2017, "The G7 business cycle in a globalized world," Journal of International Money and Finance, Elsevier, volume 73, issue PA, pages 134-161, DOI: 10.1016/j.jimonfin.2017.02.002.
• Akkoyun, Hüseyin Çağrı & Arslan, Yavuz & Kılınç, Mustafa, 2017, "Risk sharing and real exchange rates: The role of non-tradable sector and trend shocks," Journal of International Money and Finance, Elsevier, volume 73, issue PA, pages 232-248, DOI: 10.1016/j.jimonfin.2017.02.003.
• Huber, Florian & Punzi, Maria Teresa, 2017, "The shortage of safe assets in the US investment portfolio: Some international evidence," Journal of International Money and Finance, Elsevier, volume 74, issue C, pages 318-336, DOI: 10.1016/j.jimonfin.2017.02.023.
• Aastveit, Knut Are & Natvik, Gisle James & Sola, Sergio, 2017, "Economic uncertainty and the influence of monetary policy," Journal of International Money and Finance, Elsevier, volume 76, issue C, pages 50-67, DOI: 10.1016/j.jimonfin.2017.05.003.
• Samarina, Anna & Zhang, Lu & Bezemer, Dirk, 2017, "Credit cycle coherence in the eurozone: Was there a euro effect?," Journal of International Money and Finance, Elsevier, volume 77, issue C, pages 77-98, DOI: 10.1016/j.jimonfin.2017.07.002.
• Finkelstein Shapiro, Alan & González Gómez, Andrés, 2017, "Credit market imperfections, labor markets, and leverage dynamics in emerging economies," Journal of International Money and Finance, Elsevier, volume 78, issue C, pages 44-63, DOI: 10.1016/j.jimonfin.2017.08.001.
• Okimoto, Tatsuyoshi & Takaoka, Sumiko, 2017, "The term structure of credit spreads and business cycle in Japan," Journal of the Japanese and International Economies, Elsevier, volume 45, issue C, pages 27-36, DOI: 10.1016/j.jjie.2017.06.001.
• Keating, John W. & Valcarcel, Victor J., 2017, "What's so great about the Great Moderation?," Journal of Macroeconomics, Elsevier, volume 51, issue C, pages 115-142, DOI: 10.1016/j.jmacro.2016.11.006.
• Sapci, Ayse, 2017, "Costly financial intermediation and excess consumption volatility," Journal of Macroeconomics, Elsevier, volume 51, issue C, pages 97-114, DOI: 10.1016/j.jmacro.2016.12.003.
• Dey, Jaya & Tsai, Yi-Chan, 2017, "Explaining the durable goods co-movement puzzle: A Bayesian approach," Journal of Macroeconomics, Elsevier, volume 52, issue C, pages 75-99, DOI: 10.1016/j.jmacro.2016.12.005.
• Guo, Feng & McCulloch, J.H., 2017, "Heterogeneous capital and misintermediation," Journal of Macroeconomics, Elsevier, volume 53, issue C, pages 16-41, DOI: 10.1016/j.jmacro.2017.05.001.
• Sunaga, Miho, 2017, "Endogenous growth cycles with financial intermediaries and entrepreneurial innovation," Journal of Macroeconomics, Elsevier, volume 53, issue C, pages 191-206, DOI: 10.1016/j.jmacro.2017.07.001.
• Belongia, Michael T. & Ireland, Peter N., 2017, "Circumventing the zero lower bound with monetary policy rules based on money," Journal of Macroeconomics, Elsevier, volume 54, issue PA, pages 42-58, DOI: 10.1016/j.jmacro.2017.01.007.
• Verona, Fabio & Martins, Manuel M.F. & Drumond, Inês, 2017, "Financial shocks, financial stability, and optimal Taylor rules," Journal of Macroeconomics, Elsevier, volume 54, issue PB, pages 187-207, DOI: 10.1016/j.jmacro.2017.04.004.
• Hollander, Hylton, 2017, "Macroprudential policy with convertible debt," Journal of Macroeconomics, Elsevier, volume 54, issue PB, pages 285-305, DOI: 10.1016/j.jmacro.2017.07.003.
• Brzoza-Brzezina, Michał & Kolasa, Marcin & Makarski, Krzysztof, 2017, "Monetary and macroprudential policy with foreign currency loans," Journal of Macroeconomics, Elsevier, volume 54, issue PB, pages 352-372, DOI: 10.1016/j.jmacro.2017.07.004.
• Mohaddes, Kamiar & Raissi, Mehdi, 2017, "Do sovereign wealth funds dampen the negative effects of commodity price volatility?," Journal of Commodity Markets, Elsevier, volume 8, issue C, pages 18-27, DOI: 10.1016/j.jcomm.2017.08.004.
• Karras, Georgios, 2017, "Is the relationship between inflation and its volatility asymmetric? US evidence, 1800–2016," The Journal of Economic Asymmetries, Elsevier, volume 16, issue C, pages 79-86, DOI: 10.1016/j.jeca.2017.08.002.

2016

• Gerhard Illing & Yoshiyasu Ono & Matthias Schlegl, 2016, "Credit Booms, Debt Overhang and Secular Stagnation," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 0988r, Dec, revised Nov 2017.
• Zouhair Ait Benhamou, 2016, "Fluctuations in emerging economies: regional and global factors," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2016-3.
• Benchimol, Jonathan & Fourçans, André, 2016, "Nominal income versus Taylor-type rules in practice," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number WP1610, Jul.
• Chevillon, Guillaume & Mavroeidis, Sophocles & Zhan, Zhaoguo, 2016, "Robust inference in structural VARs with long-run restrictions," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number WP1702, Nov.
• Lopez, Jose Ignacio & Olivella, Virginia, 2016, "Financial Shocks, Intangible Capital and the Cyclical Behavior of Unemployment," HEC Research Papers Series, HEC Paris, number 1145, Mar.
• Stefano Soccorsi, 2016, "Measuring Nonfundamentalness for Structural VARs," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2016-01, Jan.
• Lafourcade, Pierre & Gerali, Andrea & Brůha, Jan & Bursian, Dirk & Buss, Ginters & Corbo, Vesna & Haavio, Markus & Håkanson, Christina & Hlédik, Tibor & Kátay, Gábor & Kulikov, Dmitry & Lozej, Matija , 2016, "Labour market modelling in the light of the financial crisis," Occasional Paper Series, European Central Bank, number 175, Aug.
• Jarociński, Marek & Lenza, Michele, 2016, "How large is the output gap in the euro area," Research Bulletin, European Central Bank, volume 24.
• Coenen, Günter & Schmidt, Sebastian, 2016, "The role of the ECB’s asset purchases in preventing a potential de-anchoring of longer-term inflation expectations," Research Bulletin, European Central Bank, volume 25.
• Rünstler, Gerhard, 2016, "How distinct are financial cycles from business cycles?," Research Bulletin, European Central Bank, volume 26.
• Vermeulen, Philip, 2016, "The recovery of investment in the euro area in the aftermath of the great recession: how does it compare historically?," Research Bulletin, European Central Bank, volume 28.
• Schmidt, Sebastian, 2016, "The effective lower bound: some implications for inflation dynamics beyond the current low interest rate environment," Research Bulletin, European Central Bank, volume 29.
• Popov, Alexander & Laeven, Luc, 2016, "A lost generation? Education decisions and employment outcomes during the U.S. housing boom-bust cycle of the 2000s," Working Paper Series, European Central Bank, number 1892, Apr.
• Dées, Stéphane, 2016, "Credit, asset prices and business cycles at the global level," Working Paper Series, European Central Bank, number 1895, Apr.
• Popov, Alexander & Laeven, Luc, 2016, "Waking up from the American dream: on the experience of young Americans during the housing boom of the 2000s," Working Paper Series, European Central Bank, number 1910, May.
• Schmidt, Sebastian & Nakata, Taisuke & Hills, Timothy, 2016, "The risky steady state and the interest rate lower bound," Working Paper Series, European Central Bank, number 1913, Jun.
• Amador, João & Nagengast, Arne J., 2016, "The effect of bank shocks on firm-level and aggregate investment," Working Paper Series, European Central Bank, number 1914, Jun.
• Rünstler, Gerhard & Vlekke, Marente, 2016, "Business, housing and credit cycles," Working Paper Series, European Central Bank, number 1915, Jun.
• Jacquinot, Pascal & Pisani, Massimiliano & Gomes, Sandra & Bokan, Nikola & Gerali, Andrea, 2016, "EAGLE-FLI. A macroeconomic model of banking and financial interdependence in the euro area," Working Paper Series, European Central Bank, number 1923, Jun.
• Staehr, Karsten & Vermeulen, Robert, 2016, "How competitiveness shocks affect macroeconomic performance across euro area countries," Working Paper Series, European Central Bank, number 1940, Jul.
• Mikolajun, Irena & Lodge, David, 2016, "Advanced economy inflation: the role of global factors," Working Paper Series, European Central Bank, number 1948, Aug.
• Dées, Stéphane & Zimic, Srečko, 2016, "Animal spirits, fundamental factors and business cycle fluctuations," Working Paper Series, European Central Bank, number 1953, Aug.
• Hilberg, Björn & Grill, Michael & Metiu, Norbert, 2016, "Credit constraints and the international propagation of US financial shocks," Working Paper Series, European Central Bank, number 1954, Aug.
• Lenza, Michele & Jarociński, Marek, 2016, "An inflation-predicting measure of the output gap in the euro area," Working Paper Series, European Central Bank, number 1966, Sep.
• Sondermann, David, 2016, "Towards more resilient economies: the role of well-functioning economic structures," Working Paper Series, European Central Bank, number 1984, Nov.
• Schmidt, Sebastian & Nakata, Taisuke, 2016, "The risk-adjusted monetary policy rule," Working Paper Series, European Central Bank, number 1985, Nov.
• Bao, Jack & Hou, Kewei & Zhang, Shaojun A., 2016, "Systemic Default and Return Predictability in the Stock and Bond Markets," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2016-2, Jan.
• Brunnermeier, Markus K. & Sannikov, Yuliy, 2016, "The I Theory of Money," Research Papers, Stanford University, Graduate School of Business, number 3431, Jan.
• Kamran Mahmodpour & Yaser Sistani Badooei & Hadiseh Mohseni & Saman Veismoradi, 2016, "The Comparative Comparison of Exchange Rate Models," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 2, pages 380-385.
• Charles O. Manasseh & Jonathan E. Ogbuabor & Obiorah K. Obinna, 2016, "Volatility and Commodity Price Dynamics in Nigeria," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 4, pages 1599-1607.
• Luiggi Donayre & Neil A. Wilmot, 2016, "The Asymmetric Effects of Oil Price Shocks on the Canadian Economy," International Journal of Energy Economics and Policy, Econjournals, volume 6, issue 2, pages 167-182.
• Vernengo, Matías & Pérez Caldentey, Esteban, 2016, "Raúl Prebisch y la dinámica económica: crecimiento cíclico e interacción entre el centro y la periferia," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), April.
• Vernengo, Matías & Pérez Caldentey, Esteban, 2016, "Raúl Prebisch and economic dynamics: cyclical growth and centre-periphery interaction," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), April.
• Daniel Schaefer & Carl A. Singleton, 2016, "Unemployment and econometric learning," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 267, Jan.
• Steven Dieterle & Otavio Bartalotti & Quentin Brummet, 2016, "Revisiting the Effects of Unemployment Insurance Extensions on Unemployment: A Measurement Error-Corrected Regression Discontinuity Approach," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 268, Feb.
• Carl Singleton, 2016, "Long-term unemployment and the Great Recession: Evidence from UK stocks and flows," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 273, Feb.
• Merike Kukk, 2016, "Debt repayment problems: what are the implications for consumption?," Bank of Estonia Working Papers, Bank of Estonia, number wp2016-1, Feb, revised 19 Feb 2016.
• Lenno Uuskula, 2016, "Monetary transmission mechanism with firm turnover," Bank of Estonia Working Papers, Bank of Estonia, number wp2016-7, Oct, revised 10 Oct 2016.
• Tiwari, Aviral Kumar & Albulescu, Claudiu Tiberiu, 2016, "Oil price and exchange rate in India: Fresh evidence from continuous wavelet approach and asymmetric, multi-horizon Granger-causality tests," Applied Energy, Elsevier, volume 179, issue C, pages 272-283, DOI: 10.1016/j.apenergy.2016.06.139.
• Banerjee, Shantanu & Güçbilmez, Ufuk & Pawlina, Grzegorz, 2016, "Leaders and followers in hot IPO markets," Journal of Corporate Finance, Elsevier, volume 37, issue C, pages 309-334, DOI: 10.1016/j.jcorpfin.2016.01.004.
• Kersting, Erasmus K. & Kilby, Christopher, 2016, "With a little help from my friends: Global electioneering and World Bank lending," Journal of Development Economics, Elsevier, volume 121, issue C, pages 153-165, DOI: 10.1016/j.jdeveco.2016.03.010.
• Maggioni, Daniela & Lo Turco, Alessia & Gallegati, Mauro, 2016, "Does product complexity matter for firms' output volatility?," Journal of Development Economics, Elsevier, volume 121, issue C, pages 94-109, DOI: 10.1016/j.jdeveco.2016.03.006.
• Vitali, Stefania & Battiston, Stefano & Gallegati, Mauro, 2016, "Financial fragility and distress propagation in a network of regions," Journal of Economic Dynamics and Control, Elsevier, volume 62, issue C, pages 56-75, DOI: 10.1016/j.jedc.2015.10.003.
• Lee, Junghoon, 2016, "The impact of idiosyncratic uncertainty when investment opportunities are endogenous," Journal of Economic Dynamics and Control, Elsevier, volume 65, issue C, pages 105-124, DOI: 10.1016/j.jedc.2016.02.004.
• Brock, William A. & Haslag, Joseph H., 2016, "A tale of two correlations: Evidence and theory regarding the phase shift between the price level and output," Journal of Economic Dynamics and Control, Elsevier, volume 67, issue C, pages 40-57, DOI: 10.1016/j.jedc.2016.03.004.
• Jiang, Mingming, 2016, "By force of demand: Explaining cyclical fluctuations of international trade and government spending," Journal of Economic Dynamics and Control, Elsevier, volume 69, issue C, pages 249-267, DOI: 10.1016/j.jedc.2016.05.019.
• Popp, Aaron & Zhang, Fang, 2016, "The macroeconomic effects of uncertainty shocks: The role of the financial channel," Journal of Economic Dynamics and Control, Elsevier, volume 69, issue C, pages 319-349, DOI: 10.1016/j.jedc.2016.05.021.
• Kohlbrecher, Britta & Merkl, Christian & Nordmeier, Daniela, 2016, "Revisiting the matching function," Journal of Economic Dynamics and Control, Elsevier, volume 69, issue C, pages 350-374, DOI: 10.1016/j.jedc.2016.05.018.
• Caiani, Alessandro & Godin, Antoine & Caverzasi, Eugenio & Gallegati, Mauro & Kinsella, Stephen & Stiglitz, Joseph E., 2016, "Agent based-stock flow consistent macroeconomics: Towards a benchmark model," Journal of Economic Dynamics and Control, Elsevier, volume 69, issue C, pages 375-408, DOI: 10.1016/j.jedc.2016.06.001.
• Ravn, Søren Hove, 2016, "Endogenous credit standards and aggregate fluctuations," Journal of Economic Dynamics and Control, Elsevier, volume 69, issue C, pages 89-111, DOI: 10.1016/j.jedc.2016.05.011.
• Garratt, Anthony & Lee, Kevin & Shields, Kalvinder, 2016, "Information rigidities and the news-adjusted output gap," Journal of Economic Dynamics and Control, Elsevier, volume 70, issue C, pages 1-17, DOI: 10.1016/j.jedc.2016.06.004.
• Smets, Frank & Villa, Stefania, 2016, "Slow recoveries: Any role for corporate leverage?," Journal of Economic Dynamics and Control, Elsevier, volume 70, issue C, pages 54-85, DOI: 10.1016/j.jedc.2016.06.003.
• Soccorsi, Stefano, 2016, "Measuring nonfundamentalness for structural VARs," Journal of Economic Dynamics and Control, Elsevier, volume 71, issue C, pages 86-101, DOI: 10.1016/j.jedc.2016.08.001.
• Kose, M. Ayhan, 2016, "Comments on “Pareto weights as wedges in two-country models” by D. Backus, C. Coleman, A. Ferriere and S. Lyon," Journal of Economic Dynamics and Control, Elsevier, volume 72, issue C, pages 111-114, DOI: 10.1016/j.jedc.2016.05.001.
• Cacciatore, Matteo & Duval, Romain & Fiori, Giuseppe & Ghironi, Fabio, 2016, "Market reforms in the time of imbalance," Journal of Economic Dynamics and Control, Elsevier, volume 72, issue C, pages 69-93, DOI: 10.1016/j.jedc.2016.03.008.
• Cheremukhin, Anton & Tutino, Antonella, 2016, "Information rigidities and asymmetric business cycles," Journal of Economic Dynamics and Control, Elsevier, volume 73, issue C, pages 142-158, DOI: 10.1016/j.jedc.2016.09.013.
• Fan, Haichao & Gao, Xiang & Xu, Juanyi & Xu, Zhiwei, 2016, "News shock, firm dynamics and business cycles: Evidence and theory," Journal of Economic Dynamics and Control, Elsevier, volume 73, issue C, pages 159-180, DOI: 10.1016/j.jedc.2016.09.010.
• Pries, Michael J., 2016, "Uncertainty-driven labor market fluctuations," Journal of Economic Dynamics and Control, Elsevier, volume 73, issue C, pages 181-199, DOI: 10.1016/j.jedc.2016.09.003.
• Bonciani, Dario & Roye, Björn van, 2016, "Uncertainty shocks, banking frictions and economic activity," Journal of Economic Dynamics and Control, Elsevier, volume 73, issue C, pages 200-219, DOI: 10.1016/j.jedc.2016.09.008.
• Nakata, Taisuke, 2016, "Optimal fiscal and monetary policy with occasionally binding zero bound constraints," Journal of Economic Dynamics and Control, Elsevier, volume 73, issue C, pages 220-240, DOI: 10.1016/j.jedc.2016.09.011.
• Sims, Eric, 2016, "What׳s news in News? A cautionary note on using a variance decomposition to assess the quantitative importance of news shocks," Journal of Economic Dynamics and Control, Elsevier, volume 73, issue C, pages 41-60, DOI: 10.1016/j.jedc.2016.09.005.
• Belongia, Michael T. & Ireland, Peter N., 2016, "The evolution of U.S. monetary policy: 2000–2007," Journal of Economic Dynamics and Control, Elsevier, volume 73, issue C, pages 78-93, DOI: 10.1016/j.jedc.2016.09.009.
• Nath, Hiranya K., 2016, "A note on the cyclical behavior of sectoral employment in the U.S," Economic Analysis and Policy, Elsevier, volume 50, issue C, pages 52-61, DOI: 10.1016/j.eap.2016.01.003.
• Riccetti, Luca & Russo, Alberto & Gallegati, Mauro, 2016, "Financialisation and crisis in an agent based macroeconomic model," Economic Modelling, Elsevier, volume 52, issue PA, pages 162-172, DOI: 10.1016/j.econmod.2014.11.028.
• Hollander, Hylton & Liu, Guangling, 2016, "The equity price channel in a New-Keynesian DSGE model with financial frictions and banking," Economic Modelling, Elsevier, volume 52, issue PB, pages 375-389, DOI: 10.1016/j.econmod.2015.09.015.
• Pavlov, Oscar, 2016, "Can firm entry explain news-driven fluctuations?," Economic Modelling, Elsevier, volume 52, issue PB, pages 427-434, DOI: 10.1016/j.econmod.2015.09.023.
• Degiannakis, Stavros & Duffy, David & Filis, George & Livada, Alexandra, 2016, "Business cycle synchronisation in EMU: Can fiscal policy bring member-countries closer?," Economic Modelling, Elsevier, volume 52, issue PB, pages 551-563, DOI: 10.1016/j.econmod.2015.09.035.
• Kiani, Khurshid M., 2016, "On business cycle fluctuations in USA macroeconomic time series," Economic Modelling, Elsevier, volume 53, issue C, pages 179-186, DOI: 10.1016/j.econmod.2015.11.022.
• Bohl, Martin T. & Michaelis, Philip & Siklos, Pierre L., 2016, "Austerity and recovery: Exchange rate regime choice, economic growth, and financial crises," Economic Modelling, Elsevier, volume 53, issue C, pages 195-207, DOI: 10.1016/j.econmod.2015.11.017.
• Dees, Stéphane, 2016, "Credit, asset prices and business cycles at the global level," Economic Modelling, Elsevier, volume 54, issue C, pages 139-152, DOI: 10.1016/j.econmod.2015.12.027.
• Skibińska, Małgorzata, 2016, "What drives the labour wedge? A comparison between CEE countries and the Euro Area," Economic Modelling, Elsevier, volume 56, issue C, pages 148-161, DOI: 10.1016/j.econmod.2016.03.026.
• Acedański, Jan, 2016, "Youth unemployment and welfare gains from eliminating business cycles — The case of Poland," Economic Modelling, Elsevier, volume 57, issue C, pages 248-262, DOI: 10.1016/j.econmod.2016.05.012.
• Goyal, Ashima & Arora, Sanchit, 2016, "Estimating the Indian natural interest rate: A semi-structural approach," Economic Modelling, Elsevier, volume 58, issue C, pages 141-153, DOI: 10.1016/j.econmod.2016.05.023.
• Shim, Myungkyu & Yang, Hee-Seung, 2016, "New stylized facts on occupational employment and their implications: Evidence from consistent employment data," Economic Modelling, Elsevier, volume 59, issue C, pages 402-415, DOI: 10.1016/j.econmod.2016.08.006.
• Rubio, Margarita & Carrasco-Gallego, José A., 2016, "Coordinating macroprudential policies within the Euro area: The case of Spain," Economic Modelling, Elsevier, volume 59, issue C, pages 570-582, DOI: 10.1016/j.econmod.2016.06.006.
• Trenkler, Carsten & Weber, Enzo, 2016, "On the identification of multivariate correlated unobserved components models," Economics Letters, Elsevier, volume 138, issue C, pages 15-18, DOI: 10.1016/j.econlet.2015.11.009.
• Cheng, Chak Hung Jack & Hankins, William B. & Chiu, Ching-Wai (Jeremy), 2016, "Does US partisan conflict matter for the Euro area?," Economics Letters, Elsevier, volume 138, issue C, pages 64-67, DOI: 10.1016/j.econlet.2015.11.030.
• Furlanetto, Francesco & Groshenny, Nicolas, 2016, "Reallocation shocks, persistence and nominal rigidities," Economics Letters, Elsevier, volume 141, issue C, pages 151-155, DOI: 10.1016/j.econlet.2016.02.029.
• Linnemann, Ludger, 2016, "Markups, technology, and capital utilization in the Great Recession," Economics Letters, Elsevier, volume 142, issue C, pages 59-63, DOI: 10.1016/j.econlet.2016.03.001.
• Finocchiaro, Daria & Mendicino, Caterina, 2016, "Financial shocks, comovement and credit frictions," Economics Letters, Elsevier, volume 143, issue C, pages 20-23, DOI: 10.1016/j.econlet.2016.03.017.
• Şahinöz, Saygın & Atabek, Aslıhan, 2016, "An alternative micro-based output gap measure for Turkey: The capacity utilisation gap," Economics Letters, Elsevier, volume 143, issue C, pages 44-47, DOI: 10.1016/j.econlet.2016.03.008.
• Petrosky-Nadeau, Nicolas & Wasmer, Etienne & Zeng, Shutian, 2016, "Shopping time," Economics Letters, Elsevier, volume 143, issue C, pages 52-60, DOI: 10.1016/j.econlet.2016.02.003.
• Klinger, Sabine & Weber, Enzo, 2016, "Detecting unemployment hysteresis: A simultaneous unobserved components model with Markov switching," Economics Letters, Elsevier, volume 144, issue C, pages 115-118, DOI: 10.1016/j.econlet.2016.04.027.
• Arbex, Marcelo & Caetano, Sidney & O’Dea, Dennis, 2016, "The implications of labor market network for business cycles," Economics Letters, Elsevier, volume 144, issue C, pages 37-40, DOI: 10.1016/j.econlet.2016.04.028.
• Verona, Fabio, 2016, "Time–frequency characterization of the U.S. financial cycle," Economics Letters, Elsevier, volume 144, issue C, pages 75-79, DOI: 10.1016/j.econlet.2016.04.024.
• Sahuc, Jean-Guillaume, 2016, "The ECB’s asset purchase programme: A model-based evaluation," Economics Letters, Elsevier, volume 145, issue C, pages 136-140, DOI: 10.1016/j.econlet.2016.06.009.
• Ali, Syed Zahid & Anwar, Sajid, 2016, "Can exchange rate pass-through explain the price puzzle?," Economics Letters, Elsevier, volume 145, issue C, pages 56-59, DOI: 10.1016/j.econlet.2016.05.023.
• Nicolau, João, 2016, "Structural change test in duration of bull and bear markets," Economics Letters, Elsevier, volume 146, issue C, pages 64-67, DOI: 10.1016/j.econlet.2016.07.022.
• de Blasio, Guido & Maggio, Giuseppe & Menon, Carlo, 2016, "Down and out in Italian towns: Measuring the impact of economic downturns on crime," Economics Letters, Elsevier, volume 146, issue C, pages 99-102, DOI: 10.1016/j.econlet.2016.07.034.
• Campos, Nauro F. & Macchiarelli, Corrado, 2016, "Core and Periphery in the European Monetary Union: Bayoumi and Eichengreen 25 years later," Economics Letters, Elsevier, volume 147, issue C, pages 127-130, DOI: 10.1016/j.econlet.2016.07.040.
• Offick, Sven & Wohltmann, Hans-Werner, 2016, "Volatility effects of news shocks in New Keynesian models with optimal monetary policy," Economics Letters, Elsevier, volume 147, issue C, pages 78-82, DOI: 10.1016/j.econlet.2016.08.018.
• Friberg, Richard & Sanctuary, Mark, 2016, "The contribution of firm-level shocks to aggregate fluctuations: The case of Sweden," Economics Letters, Elsevier, volume 147, issue C, pages 8-11, DOI: 10.1016/j.econlet.2016.08.009.
• Gori, Luca & Michetti, Elisabetta, 2016, "The dynamics of bequeathed tastes with endogenous fertility," Economics Letters, Elsevier, volume 149, issue C, pages 79-82, DOI: 10.1016/j.econlet.2016.10.018.
• Barnett, William A. & Chauvet, Marcelle & Leiva-Leon, Danilo, 2016, "Real-time nowcasting of nominal GDP with structural breaks," Journal of Econometrics, Elsevier, volume 191, issue 2, pages 312-324, DOI: 10.1016/j.jeconom.2015.12.004.
• Aruoba, S. Borağan & Diebold, Francis X. & Nalewaik, Jeremy & Schorfheide, Frank & Song, Dongho, 2016, "Improving GDP measurement: A measurement-error perspective," Journal of Econometrics, Elsevier, volume 191, issue 2, pages 384-397, DOI: 10.1016/j.jeconom.2015.12.009.
• Del Negro, Marco & Hasegawa, Raiden B. & Schorfheide, Frank, 2016, "Dynamic prediction pools: An investigation of financial frictions and forecasting performance," Journal of Econometrics, Elsevier, volume 192, issue 2, pages 391-405, DOI: 10.1016/j.jeconom.2016.02.006.
• Marcellino, Massimiliano & Sivec, Vasja, 2016, "Monetary, fiscal and oil shocks: Evidence based on mixed frequency structural FAVARs," Journal of Econometrics, Elsevier, volume 193, issue 2, pages 335-348, DOI: 10.1016/j.jeconom.2016.04.010.
• Christensen, Bent Jesper & Posch, Olaf & van der Wel, Michel, 2016, "Estimating dynamic equilibrium models using mixed frequency macro and financial data," Journal of Econometrics, Elsevier, volume 194, issue 1, pages 116-137, DOI: 10.1016/j.jeconom.2016.04.005.
• Lami, Endrit & Imami, Drini & Kächelein, Holger, 2016, "Fuelling political fiscal cycles by opportunistic privatization in transition economies: The case of Albania," Economic Systems, Elsevier, volume 40, issue 2, pages 220-231, DOI: 10.1016/j.ecosys.2015.10.001.
• Feldkircher, Martin & Huber, Florian, 2016, "The international transmission of US shocks—Evidence from Bayesian global vector autoregressions," European Economic Review, Elsevier, volume 81, issue C, pages 167-188, DOI: 10.1016/j.euroecorev.2015.01.009.
• Verdugo, Gregory, 2016, "Real wage cyclicality in the Eurozone before and during the Great Recession: Evidence from micro data," European Economic Review, Elsevier, volume 82, issue C, pages 46-69, DOI: 10.1016/j.euroecorev.2015.11.001.
• Di Pace, Federico & Villa, Stefania, 2016, "Factor complementarity and labour market dynamics," European Economic Review, Elsevier, volume 82, issue C, pages 70-112, DOI: 10.1016/j.euroecorev.2015.10.007.
• Díaz, Antonia & Franjo, Luis, 2016, "Capital goods, measured TFP and growth: The case of Spain," European Economic Review, Elsevier, volume 83, issue C, pages 19-39, DOI: 10.1016/j.euroecorev.2015.11.009.
• Avouyi-Dovi, Sanvi & Sahuc, Jean-Guillaume, 2016, "On the sources of macroeconomic stability in the euro area," European Economic Review, Elsevier, volume 83, issue C, pages 40-63, DOI: 10.1016/j.euroecorev.2015.11.012.