Financial Frictions, Financial Shocks, and Aggregate Volatility
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- Fuentes-Albero, Cristina, 2012. "Financial Frictions, Financial Shocks, and Aggregate Volatility," Dynare Working Papers 18, CEPREMAP.
- Fuentes-Albero, Cristina, 2014. "Financial Frictions, Financial Shocks, and Aggregate Volatility," Finance and Economics Discussion Series 2014-84, Board of Governors of the Federal Reserve System (U.S.), revised Jan 2016.
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Cited by:
- Galvão, Ana Beatriz & Giraitis, Liudas & Kapetanios, George & Petrova, Katerina, 2016.
"A time varying DSGE model with financial frictions,"
Journal of Empirical Finance,
Elsevier, vol. 38(PB), pages 690-716.
- Ana Beatriz Galvão & Liudas Giraitis & George Kapetanios & Katerina Petrova, 2015. "A Time Varying DSGE Model with Financial Frictions," Working Papers 769, Queen Mary University of London, School of Economics and Finance.
- Adam Gulan & Andres Fernandez, 2012.
"Interest Rates and Business Cycles in Emerging Economies.The Role of Financial Frictions,"
2012 Meeting Papers
849, Society for Economic Dynamics.
- Andrés Fernández Martín & Adam Gulan, 2012. "Interest Rates and Business Cycles in Emerging Economies: The Role of Financial Frictions," IDB Publications (Working Papers) 4129, Inter-American Development Bank.
- Fernández, Andrés & Gulan, Adam, 2012. "Interest rates and business cycles in emerging economies : the role of financial frictions," Research Discussion Papers 23/2012, Bank of Finland.
- Haroon Mumtaz & Konstantinos Theodoridis, 2016. "Volatility Co-movement and the Great Moderation. An Empirical Analysis," Working Papers 804, Queen Mary University of London, School of Economics and Finance.
- Alan Finkelstein-Shapiro & Andrés González Gómez, 2015. "Macroprudential Policy and Labor Market Dynamics in Latin America," IDB Publications (Working Papers) 88738, Inter-American Development Bank.
- Andrés Fernández & Adam Gulan, 2015.
"Interest Rates, Leverage, and Business Cycles in Emerging Economies: The Role of Financial Frictions,"
American Economic Journal: Macroeconomics,
American Economic Association, vol. 7(3), pages 153-188, July.
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- Andrés Fernández & Adam Gulan, 2015.
"Interest Rates, Leverage, and Business Cycles in Emerging Economies: The Role of Financial Frictions,"
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American Economic Association, vol. 7(3), pages 153-188, July.
- Adam Gulan & Andres Fernandez, 2012. "Interest Rates and Business Cycles in Emerging Economies.The Role of Financial Frictions," 2012 Meeting Papers 849, Society for Economic Dynamics.
- Andrés Fernández Martín & Adam Gulan, 2012. "Interest Rates and Business Cycles in Emerging Economies: The Role of Financial Frictions," IDB Publications (Working Papers) 77984, Inter-American Development Bank.
- Fernández, Andrés & Gulan, Adam, 2012. "Interest rates and business cycles in emerging economies : the role of financial frictions," Research Discussion Papers 23/2012, Bank of Finland.
- Josef Hollmayr & Michael Kuehl, 2016. "Imperfect Information about Financial Frictions and Consequences for the Business Cycle," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 22, pages 179-207, October.
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More about this item
Keywords
financial frictions; financial shocks; structural break; Great Moderation; Great Inflation;JEL classification:
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
Statistics
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