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Citations for "Interpreting the Great Moderation: Changes in the Volatility of Economic Activity at the Macro and Micro Levels"

by Steven J. Davis & James A. Kahn

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  1. Sebnem Kalemli-Ozcan & Bent Sørensen & Vadym Volosovych, 2010. "Deep Financial Integration and Volatility," NBER Working Papers 15900, National Bureau of Economic Research, Inc.
  2. Landier, Augustin & Plantin, Guillaume, 2011. "Inequality, tax avoidance and financial instability," IDEI Working Papers 701, Institut d'Économie Industrielle (IDEI), Toulouse.
  3. Claudiu Tiberiu Albulescu & Nicolae Bogdan Ianc, 2016. "Fiscal Policy, Fdi And Macroeconomic Stabilization," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 18, pages 131-146, December.
  4. Morley, James & Singh, Aarti, 2009. "Inventory Mistakes and the Great Moderation," Working Papers 2009-04, University of Sydney, School of Economics, revised Oct 2012.
  5. Bezemer, Dirk & Grydaki, Maria, 2014. "Nonfinancial sectors debt and the U.S. great moderation," Research Report 14030-GEM, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
  6. Balázs Égert & Douglas Sutherland, 2012. "The nature of financial and real business cycles: The great moderation and banking sector pro cyclicality," EconomiX Working Papers 2012-15, University of Paris West - Nanterre la Défense, EconomiX.
  7. Creel, Jérôme & Hubert, Paul, 2015. "Has Inflation Targeting Changed The Conduct Of Monetary Policy?," Macroeconomic Dynamics, Cambridge University Press, vol. 19(01), pages 1-21, January.
  8. Matteo Iacoviello & Fabio Schiantarelli & Scott Schuh, 2007. "Input and Output Inventories in General Equilibrium," Boston College Working Papers in Economics 658, Boston College Department of Economics, revised 23 Oct 2009.
  9. Tommaso Ferraresi & Andrea Roventini & Willi Semmler, 2016. "Macroeconomic regimes, technological shocks and employment dynamics," Documents de Travail de l'OFCE 2016-19, Observatoire Francais des Conjonctures Economiques (OFCE).
  10. Olga Gorbachev, 2011. "Did Household Consumption Become More Volatile?," American Economic Review, American Economic Association, vol. 101(5), pages 2248-2270, August.
  11. Al-Suwailem, Sami, 2014. "Complexity and endogenous instability," Research in International Business and Finance, Elsevier, vol. 30(C), pages 393-410.
  12. Calderón, César & Fuentes, J. Rodrigo, 2014. "Have business cycles changed over the last two decades? An empirical investigation," Journal of Development Economics, Elsevier, vol. 109(C), pages 98-123.
  13. Dmitry Kulikov & Aleksei Netšunajev, 2013. "Identifying monetary policy shocks via heteroskedasticity: a Bayesian approach," Bank of Estonia Working Papers wp2013-9, Bank of Estonia, revised 09 Dec 2013.
  14. Benjamin Bridgman, 2010. "International Supply Chains and the Volatility of Trade," BEA Working Papers 0059, Bureau of Economic Analysis.
  15. Rong Hai & Dirk Krueger & Andrew Postlewaite, 2013. "On the Welfare Cost of Consumption Fluctuations in the Presence of Memorable Goods," NBER Working Papers 19386, National Bureau of Economic Research, Inc.
  16. Ben S. Bernanke, 2013. "A Century of US Central Banking: Goals, Frameworks, Accountability," Journal of Economic Perspectives, American Economic Association, vol. 27(4), pages 3-16, Fall.
  17. Hofmann, Boris & Peersman, Gert & Straub, Roland, 2012. "Time variation in U.S. wage dynamics," Journal of Monetary Economics, Elsevier, vol. 59(8), pages 769-783.
  18. Luhan, Wolfgang J. & Scharler, Johann, 2014. "Inflation illusion and the Taylor principle: An experimental study," Journal of Economic Dynamics and Control, Elsevier, vol. 45(C), pages 94-110.
  19. Andre Kurmann & Julien Champagne, 2010. "The Great Increase in Relative Volatility of Real Wages in the United States," 2010 Meeting Papers 674, Society for Economic Dynamics.
  20. Grydaki, Maria & Bezemer, Dirk, 2013. "The role of credit in the Great Moderation: A multivariate GARCH approach," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4615-4626.
  21. Claudia M. Buch & Christian Pierdzioch, 2009. "Low Skill but High Volatility?," CESifo Working Paper Series 2665, CESifo Group Munich.
  22. Francesco Nucci & Marianna Riggi, 2011. "Performance pay and shifts in macroeconomic correlations," Temi di discussione (Economic working papers) 800, Bank of Italy, Economic Research and International Relations Area.
  23. Grydaki, Maria & Bezemer, Dirk J., 2012. "The Role of Credit in Great Moderation: a Multivariate GARCH Approach," MPRA Paper 39813, University Library of Munich, Germany.
  24. Luhan, Wolfgang J. & Scharler, Johann, 2013. "Monetary Policy, Inflation Illusion and the Taylor Principle – An Experimental Study," Ruhr Economic Papers 402, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
  25. Lugauer, Steven, 2012. "Demographic Change And The Great Moderation In An Overlapping Generations Model With Matching Frictions," Macroeconomic Dynamics, Cambridge University Press, vol. 16(05), pages 706-731, November.
  26. Steven Lugauer, 2012. "Estimating the Effect of the Age Distribution on Cyclical Output Volatility Across the United States," The Review of Economics and Statistics, MIT Press, vol. 94(4), pages 896-902, November.
  27. Eric Mayer & Johann Scharler, 2010. "Noisy Information, Interest Rate Shocks and the Great Moderation," Economics working papers 2010-07, Department of Economics, Johannes Kepler University Linz, Austria.
  28. Dmitry Kulikov & Aleksei Netšunajev, 2016. "Identifying Shocks in Structural VAR models via heteroskedasticity: a Bayesian approach," Bank of Estonia Working Papers wp2015-8, Bank of Estonia, revised 19 Feb 2016.
  29. Keen, Steve, 2013. "A monetary Minsky model of the Great Moderation and the Great Recession," Journal of Economic Behavior & Organization, Elsevier, vol. 86(C), pages 221-235.
  30. James A. Kahn, 2008. "Durable goods inventories and the Great Moderation," Staff Reports 325, Federal Reserve Bank of New York.
  31. Selgin, George & Lastrapes, William D. & White, Lawrence H., 2012. "Has the Fed been a failure?," Journal of Macroeconomics, Elsevier, vol. 34(3), pages 569-596.
  32. Paul Blackley, 2011. "Production Adjustments for Consumer Durables and the Great Moderation," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 39(3), pages 291-302, September.
  33. Serena Ng & Jonathan H. Wright, 2013. "Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling," Journal of Economic Literature, American Economic Association, vol. 51(4), pages 1120-1154, December.
  34. Emmanuel De Veirman & Andrew T. Levin, 2011. "Cyclical Changes in Firm Volatility," CAMA Working Papers 2011-29, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  35. Maximo Camacho & Gabriel Perez-Quiros & Hugo Rodríguez Mendizábal, 2009. "High-growth Recoveries, Inventories and the Great Moderation," Working Papers 0917, Banco de España;Working Papers Homepage.
  36. Olivier Coibion & Yuriy Gorodnichenko, 2010. "Information Rigidity and the Expectations Formation Process: A Simple Framework and New Facts," NBER Working Papers 16537, National Bureau of Economic Research, Inc.
  37. Steven J. Davis & R. Jason Faberman & John Haltiwanger & Ron Jarmin & Javier Miranda, 2008. "Business Volatility, Job Destruction, and Unemployment," NBER Working Papers 14300, National Bureau of Economic Research, Inc.
  38. Ryan R. Brady & Derek Stimel, 2011. "How the Housing and Financial Wealth Effects have changed over Time," Departmental Working Papers 31, United States Naval Academy Department of Economics.
  39. Dalton, John, 2013. "A Theory of Just-in-Time and the Growth in Manufacturing Trade," MPRA Paper 48223, University Library of Munich, Germany.
  40. Bezemer, Dirk J & Grydaki, Maria, 2012. "Mortgage Lending and the Great moderation: a multivariate GARCH Approach," MPRA Paper 36356, University Library of Munich, Germany.
  41. Bivin, David, 2013. "Production chains and aggregate output volatility," International Journal of Production Economics, Elsevier, vol. 145(2), pages 807-816.
  42. Breitung, Jörg & Eickmeier, Sandra, 2011. "Testing for structural breaks in dynamic factor models," Journal of Econometrics, Elsevier, vol. 163(1), pages 71-84, July.
  43. Barrera, Carlos R., 2011. "Impacto amplificador del ajuste de inventarios ante choques de demanda según especificaciones flexibles," Working Papers 2011-009, Banco Central de Reserva del Perú.
  44. Jorge Andrés Tamayo Castaño, 2012. "Asimetrías en la demanda por trabajo en Colombia: el papel del ciclo económico," BORRADORES DE ECONOMIA 009286, BANCO DE LA REPÚBLICA.
  45. Bezemer, Dirk & Grydaki, Maria, 2013. "Debt and the U.S. Great Moderation," MPRA Paper 47399, University Library of Munich, Germany.
  46. Creel, Jérôme & Hubert, Paul, 2012. "Constrained discretion in Sweden," Research in Economics, Elsevier, vol. 66(1), pages 33-44.
  47. Douglas Sutherland & Peter Hoeller & Balázs Égert & Oliver Röhn, 2010. "Counter-cyclical Economic Policy," OECD Economics Department Working Papers 760, OECD Publishing.
  48. David Shepherd & Robert Dixon, 2010. "The not-so-great moderation? Evidence on changing volatility from Australian regions," Department of Economics - Working Papers Series 1090, The University of Melbourne.
  49. Bernanke, Ben S., 2013. "A Century of U.S. Central Banking: Goals, Frameworks, Accountability : a speech at the "The First 100 Years of the Federal Reserve: The Policy Record, Lessons Learned, and Prospects for the Futur," Speech 617, Board of Governors of the Federal Reserve System (U.S.).
  50. Willis, Jonathan L. & Cao, Guangye, 2015. "Has the U.S. economy become less interest rate sensitive?," Economic Review, Federal Reserve Bank of Kansas City, issue Q II, pages 5-36.
  51. Alan J. Auerbach & William G. Gale & Benjamin H. Harris, 2010. "Activist Fiscal Policy," Journal of Economic Perspectives, American Economic Association, vol. 24(4), pages 141-164, Fall.
  52. repec:rwi:repape:0402 is not listed on IDEAS
  53. Soloschenko, Max & Weber, Enzo, 2012. "Trend-Cycle Interactions and the Subprime Crisis: Analysis of US and Canadian Output," University of Regensburg Working Papers in Business, Economics and Management Information Systems 470, University of Regensburg, Department of Economics.
  54. Boris Cournède & Paula Garda & Volker Ziemann, 2015. "Effects of Economic Policies on Microeconomic Stability," OECD Economics Department Working Papers 1201, OECD Publishing.
  55. Robert L. Bray & Haim Mendelson, 2012. "Information Transmission and the Bullwhip Effect: An Empirical Investigation," Management Science, INFORMS, vol. 58(5), pages 860-875, May.
  56. Kevin M. Warsh, 2014. "Rethinking Macro: Reassessing Micro-foundations," Book Chapters, in: Martin Neil Baily & John B. Taylor (ed.), Across the Great Divide: New Perspectives on the Financial Crisis, chapter 4 Hoover Institution, Stanford University.
  57. repec:dgr:rugsom:14030-gem is not listed on IDEAS
  58. Benjamin J. Keys, 2010. "The credit market consequences of job displacement," Finance and Economics Discussion Series 2010-24, Board of Governors of the Federal Reserve System (U.S.).
  59. Gaetano Antinolfi & Celso Brunetti, 2013. "Economic volatility and financial markets: the case of mortgage-backed securities," Finance and Economics Discussion Series 2013-42, Board of Governors of the Federal Reserve System (U.S.).
  60. Morikawa, Masayuki, 2016. "Business uncertainty and investment: Evidence from Japanese companies," Journal of Macroeconomics, Elsevier, vol. 49(C), pages 224-236.
  61. Keshav Dogra & Olga Gorbachev, 2015. "Consumption Volatility, Liquidity Constraints and Household Welfare," Working Papers 15-05, University of Delaware, Department of Economics.
  62. repec:zbw:rwirep:0402 is not listed on IDEAS
  63. Jambu, Marc-Antoine, 2010. "Has the Globalisation really generated more competition in OECD economies," MPRA Paper 19974, University Library of Munich, Germany.
  64. Sabelhaus, John & Song, Jae, 2010. "The great moderation in micro labor earnings," Journal of Monetary Economics, Elsevier, vol. 57(4), pages 391-403, May.
  65. Che, Natasha Xingyuan, 2009. "The great dissolution: organization capital and diverging volatility puzzle," MPRA Paper 13701, University Library of Munich, Germany.
  66. Moro, Alessio, 2009. "The structural transformation between manufacturing and services and the deline in the U.S. GDP volatility," UC3M Working papers. Economics we091409, Universidad Carlos III de Madrid. Departamento de Economía.
  67. Mark Setterfield, 2012. "Real Sector Imbalances and the Great Recession," Working Papers 1201, Trinity College, Department of Economics.
  68. Nady Rapelanoro, 2016. "Spillover effects of global liquidity’s expansion on emerging countries: evidences from a Panel VAR approach," EconomiX Working Papers 2016-17, University of Paris West - Nanterre la Défense, EconomiX.
  69. Steven Lugauer, 2012. "The Supply of Skills in the Labor Force and Aggregate Output Volatility," Working Papers 005, University of Notre Dame, Department of Economics, revised Jun 2012.
  70. Andre Neveu, 2015. "Earnings Volatility Trends and the Great Moderation: A Multifactor Residual Approach," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 43(2), pages 229-245, June.
  71. Edward N. Gamber & Julie K. Smith & Matthew Weiss, 2008. "Forecast Errors Before and After the Great Moderation," Working Papers 2008-001, The George Washington University, Department of Economics, Research Program on Forecasting, revised Mar 2009.
  72. Celik Sule & Juhn Chinhui & McCue Kristin & Thompson Jesse, 2012. "Recent Trends in Earnings Volatility: Evidence from Survey and Administrative Data," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 12(2), pages 1-26, June.
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.