IDEAS home Printed from https://ideas.repec.org/r/cpr/ceprdp/4119.html

Is Economic Activity in the G7 Synchronized? Common Shocks versus Spillover Effects

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Brian M. Doyle & Jon Faust, 2005. "Breaks in the Variability and Comovement of G-7 Economic Growth," The Review of Economics and Statistics, MIT Press, vol. 87(4), pages 721-740, November.
  2. Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2013. "Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model," Working Papers 2013:17, Department of Economics, University of Venice "Ca' Foscari", revised 2014.
  3. Fulvio Pegoraro & Siegel, A. F. & Luca Tiozzo Pezzoli, 2014. "Specification Analysis of International Treasury Yield Curve Factors," Working papers 490, Banque de France.
  4. Siem Jan Koopman & João Valle E Azevedo, 2008. "Measuring Synchronization and Convergence of Business Cycles for the Euro area, UK and US," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(1), pages 23-51, February.
  5. Eickmeier, Sandra, 2006. "Comovements and heterogeneity in the Comovements and heterogeneity in the dynamic factor model," Discussion Paper Series 1: Economic Studies 2006,31, Deutsche Bundesbank.
  6. Bagliano, Fabio C. & Morana, Claudio, 2009. "International macroeconomic dynamics: A factor vector autoregressive approach," Economic Modelling, Elsevier, vol. 26(2), pages 432-444, March.
  7. Kajal Lahiri & Gultekin Isiklar, 2010. "Estimating International Transmission of Shocks Using GDP Forecasts: India and Its Trading Partners," Discussion Papers 10-06, University at Albany, SUNY, Department of Economics.
  8. James H. Stock & Mark W. Watson, 2005. "Understanding Changes In International Business Cycle Dynamics," Journal of the European Economic Association, MIT Press, vol. 3(5), pages 968-1006, September.
  9. Issouf Samaké & Yongzheng Yang, 2011. "Low-Income Countries' BRIC Linkage: Are there Growth Spillovers?," IMF Working Papers 2011/267, International Monetary Fund.
  10. Yoon & Jae Ho, 2004. "Has the G7 business cycle become more synchronized ?," Econometric Society 2004 Far Eastern Meetings 782, Econometric Society.
  11. Moneta, Fabio & Rüffer, Rasmus, 2006. "Business cycle synchronisation in East Asia," Working Paper Series 671, European Central Bank.
  12. Adebayo Augustine Kutu & Harold Ngalawa, 2016. "Monetary Policy Shocks and Industrial Sector Performance in South Africa," Journal of Economics and Behavioral Studies, AMH International, vol. 8(3), pages 26-40.
  13. M. Ayhan Kose & Christopher Otrok & Eswar Prasad, 2012. "Global Business Cycles: Convergence Or Decoupling?," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 53(2), pages 511-538, May.
  14. Fabio Bagliano & Claudio Morana, 2010. "Business cycle comovement in the G-7: common shocks or common transmission mechanisms?," Applied Economics, Taylor & Francis Journals, vol. 42(18), pages 2327-2345.
  15. James H. Stock & Mark W. Watson, 2003. "Has the business cycle changed?," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 9-56.
  16. Dufrénot, Gilles & Ginn, William & Pourroy, Marc, 2024. "Climate pattern effects on global economic conditions," Economic Modelling, Elsevier, vol. 141(C).
  17. Ludmila Fadejeva & Aleksejs Melihovs, 2008. "The Baltic states and Europe: common factors of economic activity," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, vol. 8(1), pages 75-96, October.
  18. Ginn, William, 2023. "The impact of economic policy uncertainty on stock prices," Economics Letters, Elsevier, vol. 233(C).
  19. Domenico Giannone & Michele Lenza & Lucrezia Reichlin, 2010. "Business Cycles in the Euro Area," NBER Chapters, in: Europe and the Euro, pages 141-167, National Bureau of Economic Research, Inc.
  20. Rüffer, Rasmus & Stracca, Livio, 2006. "What is global excess liquidity, and does it matter?," Working Paper Series 696, European Central Bank.
  21. Jean Boivin & Marc P. Giannoni, 2007. "Global Forces and Monetary Policy Effectiveness," NBER Chapters, in: International Dimensions of Monetary Policy, pages 429-478, National Bureau of Economic Research, Inc.
  22. Domenico Giannone & Lucrezia Reichlin, 2005. "Trends and cycles in the Euro Area: how much heterogeneity and should we worry about it?," Macroeconomics 0511016, University Library of Munich, Germany.
  23. Moneta, Fabio & Rüffer, Rasmus, 2009. "Business cycle synchronisation in East Asia," Journal of Asian Economics, Elsevier, vol. 20(1), pages 1-12, January.
  24. Sybille Lehwald, 2013. "Has the Euro changed business cycle synchronization? Evidence from the core and the periphery," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 40(4), pages 655-684, November.
  25. Joseph Plasmans & Jacob Engwerda & Bas Van Aarle & Tomasz Michalak & Giovanni Di Bartolomeo, 2006. "Macroeconomic Stabilization Policies In The Emu: Spillovers, Asymmetries And Institutions," Scottish Journal of Political Economy, Scottish Economic Society, vol. 53(4), pages 461-484, September.
  26. Sandra Eickmeier & Katharina Pijnenburg, 2013. "The Global Dimension of Inflation – Evidence from Factor-Augmented Phillips Curves," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(1), pages 103-122, February.
  27. Jakob De Haan & Robert Inklaar & Richard Jong‐A‐Pin, 2008. "Will Business Cycles In The Euro Area Converge? A Critical Survey Of Empirical Research," Journal of Economic Surveys, Wiley Blackwell, vol. 22(2), pages 234-273, April.
  28. Filippo di Mauro & L. Vanessa Smith & Stephane Dees & M. Hashem Pesaran, 2007. "Exploring the international linkages of the euro area: a global VAR analysis," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(1), pages 1-38.
  29. Vansteenkiste, Isabel & Dées, Stéphane, 2007. "The transmission of US cyclical developments to the rest of the world," Working Paper Series 798, European Central Bank.
  30. Michael D. Bordo & Thomas Helbling, 2003. "Have National Business Cycles Become More Synchronized?," NBER Working Papers 10130, National Bureau of Economic Research, Inc.
  31. Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. Van Dijk, 2016. "Interconnections Between Eurozone and us Booms and Busts Using a Bayesian Panel Markov‐Switching VAR Model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(7), pages 1352-1370, November.
  32. Máximo Camacho & Matías Pacce & Gabriel Pérez-Quirós, 2020. "Spillover effects in international business cycles," Working Papers 2034, Banco de España.
  33. Daco, Gregory & Hernandez Martinez, Fernando & Hsu, Li-Wu, 2009. "Global economy dynamics? Panel data approach to spillover effects," MPRA Paper 18043, University Library of Munich, Germany.
  34. Pedro Perez & Denise Osborn & Michael Artis, 2006. "The International Business Cycle in a Changing World: Volatility and the Propagation of Shocks in the G-7," Open Economies Review, Springer, vol. 17(3), pages 255-279, July.
  35. Jim Lee, 2013. "Business Cycle Synchronization in Europe: Evidence from a Dynamic Factor Model," International Economic Journal, Taylor & Francis Journals, vol. 27(3), pages 347-364, September.
  36. Su, Chi-Wei & Khan, Khalid & Umar, Muhammad & Chang, Tsangyao, 2022. "Renewable energy in prism of technological innovation and economic uncertainty," Renewable Energy, Elsevier, vol. 189(C), pages 467-478.
  37. Zsolt Darvas & György Szapáry, 2008. "Business Cycle Synchronization in the Enlarged EU," Open Economies Review, Springer, vol. 19(1), pages 1-19, February.
  38. Agnello, Luca & Schuknecht, Ludger, 2011. "Booms and busts in housing markets: Determinants and implications," Journal of Housing Economics, Elsevier, vol. 20(3), pages 171-190, September.
  39. Mr. Ayhan Kose & Mr. Marco Terrones & Mr. Eswar S Prasad, 2003. "Volatility and Comovement in a Globalized World Economy: An Empirical Exploration," IMF Working Papers 2003/246, International Monetary Fund.
  40. Eickmeier, Sandra, 2007. "Business cycle transmission from the US to Germany--A structural factor approach," European Economic Review, Elsevier, vol. 51(3), pages 521-551, April.
  41. Xi, Ning & Muneepeerakul, Rachata & Azaele, Sandro & Wang, Yougui, 2014. "Maximum entropy model for business cycle synchronization," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 413(C), pages 189-194.
  42. Olivier Bandt & Catherine Bruneau & Alexis Flageollet, 2006. "Assessing Aggregate Comovements in France, Germany and Italy Using a Non Stationary Factor Model of the Euro Area," Springer Books, in: Convergence or Divergence in Europe?, pages 95-120, Springer.
  43. Antonio Pesce, 2013. "Is Decoupling in action?," ERSA conference papers ersa13p1252, European Regional Science Association.
  44. Vansteenkiste, Isabel, 2009. "How important are common factors in driving non-fuel commodity prices? A dynamic factor analysis," Working Paper Series 1072, European Central Bank.
  45. Alberto Behar, 2009. "Neighborhood Growth Effects : An Annual Panel Data Approach," World Bank Publications - Reports 9176, The World Bank Group.
  46. Kamel GARFA, 2013. "Couplage Ou Découplage Des Cycles Économiques Des Mena : Une Approche En Termes De Modèle A Facteurs Dynamiques," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 38, pages 225-247.
  47. Darvas, Zsolt & Szapáry, György, 2004. "Konjunktúraciklusok együttmozgása a régi és új EU-tagországokban [Business cycle harmonization in new and old EU member-states]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(5), pages 415-448.
  48. Ana Beatriz Galvão & Michael Artis & Massimiliano Marcellino, 2007. "The transmission mechanism in a changing world," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(1), pages 39-61.
  49. Orlandi, Fabrice & Barontini, Christian & Cassidy, Mark & Trento, Sandro & Walch, Erik & Buitenkamp, Bouke & Wagner, Karin & Reis, Hugo & Herrala, Risto & Sethi, Faisel & Gordo Mora, Esther & Bardakas, 2004. "Sectoral specialisation in the EU: a macroeconomic perspective," Occasional Paper Series 19, European Central Bank.
  50. repec:onb:oenbwp:y::i:137:b:1 is not listed on IDEAS
  51. Ayhan Kose, M. & Otrok, Christopher & Whiteman, Charles H., 2008. "Understanding the evolution of world business cycles," Journal of International Economics, Elsevier, vol. 75(1), pages 110-130, May.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.