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Micro Shocks and Aggregate Risks

Citations

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Cited by:

  1. Dagsvik, John & Jovanovic, Boyan, 1994. "Was the Great Depression a low-level equilibrium?," European Economic Review, Elsevier, vol. 38(9), pages 1711-1729, December.
  2. André Carrascal & Luis Orea, "undated". "TFP growth, embeddedness, and Covid-19: a novel production model that allows estimating trade elasticities," Working Papers 6, International Society for Efficiency and Productivity Analysis.
  3. Vasco M. Carvalho, 2014. "From Micro to Macro via Production Networks," Journal of Economic Perspectives, American Economic Association, vol. 28(4), pages 23-48, Fall.
  4. Johannes Boehm & Swati Dhingra & John Morrow, 2022. "The Comparative Advantage of Firms," Journal of Political Economy, University of Chicago Press, vol. 130(12), pages 3025-3100.
  5. Jannati, Sima & Korniotis, George & Kumar, Alok, 2020. "Big fish in a small pond: Locally dominant firms and the business cycle," Journal of Economic Behavior & Organization, Elsevier, vol. 180(C), pages 219-240.
  6. Temel, Tugrul & Phumpiu, Paul, 2023. "Policy Design from a Network Perspective: Targeting a Sector, Cascade of Links, Network Resilience," MPRA Paper 118466, University Library of Munich, Germany.
  7. Matthew Elliott & Benjamin Golub & Matthew V. Leduc, 2022. "Supply Network Formation and Fragility," American Economic Review, American Economic Association, vol. 112(8), pages 2701-2747, August.
  8. Golosov, Mikhail & Menzio, Guido, 2020. "Agency business cycles," Theoretical Economics, Econometric Society, vol. 15(1), January.
  9. Vasco Carvalho & Xavier Gabaix, 2013. "The Great Diversification and Its Undoing," American Economic Review, American Economic Association, vol. 103(5), pages 1697-1727, August.
  10. Julian di Giovanni & Andrei A. Levchenko & Isabelle Mejean, 2014. "Firms, Destinations, and Aggregate Fluctuations," Econometrica, Econometric Society, vol. 82(4), pages 1303-1340, July.
  11. Daron Acemoglu & Ufuk Akcigit & William Kerr, 2016. "Networks and the Macroeconomy: An Empirical Exploration," NBER Macroeconomics Annual, University of Chicago Press, vol. 30(1), pages 273-335.
  12. Yukiko Saito & Makoto Nirei & Vasco Carvalho, 2014. "Supply Chain Disruptions: Evidence from Great East Japan Earthquake," 2014 Meeting Papers 595, Society for Economic Dynamics.
  13. Zakaria Babutsidze & Maurizio Iacopetta, 2016. "Innovation, growth and financial markets," Journal of Evolutionary Economics, Springer, vol. 26(1), pages 1-24, March.
  14. Xavier Gabaix, 2011. "The Granular Origins of Aggregate Fluctuations," Econometrica, Econometric Society, vol. 79(3), pages 733-772, May.
  15. Bak, Per & Chen, Kan & Scheinkman, Jose & Woodford, Michael, 1993. "Aggregate fluctuations from independent sectoral shocks: self-organized criticality in a model of production and inventory dynamics," Ricerche Economiche, Elsevier, vol. 47(1), pages 3-30, March.
  16. Mark Schankerman, 1991. "Revisions of Investment Plans and the Stock Market Rate of Return," STICERD - Economics of Industry Papers 05, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  17. di Mauro, Filippo & Fornari, Fabio & Mannucci, Dario, 2011. "Stock market firm-level information and real economic activity," Working Paper Series 1366, European Central Bank.
  18. David Rezza Baqaee, 2018. "Cascading Failures in Production Networks," Econometrica, Econometric Society, vol. 86(5), pages 1819-1838, September.
  19. Jakob Grazzini & Domenico Massaro, 2016. "Dispersed Information and the Origins of Aggregate Fluctuations," CESifo Working Paper Series 5957, CESifo.
  20. Nirei, Makoto, 2006. "Threshold behavior and aggregate fluctuation," Journal of Economic Theory, Elsevier, vol. 127(1), pages 309-322, March.
  21. Jonas D. M. Fisher, 2012. "Comment on "The Geography of the Great Recession"," NBER Chapters, in: NBER International Seminar on Macroeconomics 2012, pages 336-343, National Bureau of Economic Research, Inc.
  22. Luigi Guiso & Chaoqun Lai & Makoto Nirei, 2011. "Detecting Propagation Effects by Observing Aggregate Distributions: The Case of Lumpy Investments," Economics Working Papers ECO2011/25, European University Institute.
  23. Luigi Guiso & Chaoqun Lai & Makoto Nirei, 2017. "An Empirical Study of Interaction-Based Aggregate Investment Fluctuations," The Japanese Economic Review, Springer, vol. 68(2), pages 137-157, June.
  24. David Rezza Baqaee & Emmanuel Farhi, 2019. "The Macroeconomic Impact of Microeconomic Shocks: Beyond Hulten's Theorem," Econometrica, Econometric Society, vol. 87(4), pages 1155-1203, July.
  25. Shaowen Luo & Kwok Ping Tsang, 2020. "China And World Output Impact Of The Hubei Lockdown During The Coronavirus Outbreak," Contemporary Economic Policy, Western Economic Association International, vol. 38(4), pages 583-592, October.
  26. repec:zbw:bofrdp:2015_025 is not listed on IDEAS
  27. Ioannides, Yannis M. & Soetevent, Adriaan R., 2007. "Social networking and individual outcomes beyond the mean field case," Journal of Economic Behavior & Organization, Elsevier, vol. 64(3-4), pages 369-390.
  28. Nirei, Makoto, 2015. "An interaction-based foundation of aggregate investment fluctuations," Theoretical Economics, Econometric Society, vol. 10(3), September.
  29. Emmanuel Dhyne & Ayumu Ken Kikkawa & Glenn Magerman, 2022. "Imperfect Competition in Firm-to-Firm Trade," Journal of the European Economic Association, European Economic Association, vol. 20(5), pages 1933-1970.
  30. Lorenzo Caliendo & Fernando Parro & Esteban Rossi-Hansberg & Pierre-Daniel Sarte, 2018. "The Impact of Regional and Sectoral Productivity Changes on the U.S. Economy," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 85(4), pages 2042-2096.
  31. Dupor, Bill, 1999. "Aggregation and irrelevance in multi-sector models," Journal of Monetary Economics, Elsevier, vol. 43(2), pages 391-409, April.
  32. Viet Do & Thu Ha Nguyen & Cameron Truong & Tram Vu, 2021. "Is drought risk priced in private debt contracts?," International Review of Finance, International Review of Finance Ltd., vol. 21(2), pages 724-737, June.
  33. Mark Schankerman, 1991. "Revisions and Investment Plans and the Stock Market Rate of Return," NBER Working Papers 3937, National Bureau of Economic Research, Inc.
  34. Dimas Mateus Fazio & Thiago Christiano Silva & Janis Skrastins, 2020. "Economic Resilience: spillovers, courts, and vertical integration," Working Papers Series 531, Central Bank of Brazil, Research Department.
  35. Jakob Grazzini & Domenico Massaro, 2021. "Dispersed information, social networks, and aggregate behavior," Economic Inquiry, Western Economic Association International, vol. 59(3), pages 1129-1148, July.
  36. YANNIS M. IOANNIDES & Adriaan R. Soetevent, 2005. "Social Networking And Individual Outcomes: Individual Decisions And Market Context," Working Papers 05-16, NET Institute, revised Oct 2005.
  37. Weintraub, Gabriel Y. & Benkard, C. Lanier & Van Roy, Benjamin, 2011. "Industry dynamics: Foundations for models with an infinite number of firms," Journal of Economic Theory, Elsevier, vol. 146(5), pages 1965-1994, September.
  38. Vasco Carvalho, 2007. "Aggregate fluctuations and the network structure of intersectoral trade," Economics Working Papers 1206, Department of Economics and Business, Universitat Pompeu Fabra, revised Oct 2010.
  39. Bernard Herskovic, 2015. "Networks in Production: Asset Pricing Implications," 2015 Meeting Papers 378, Society for Economic Dynamics.
  40. Bernard Herskovic & João Ramos, 2020. "Acquiring Information through Peers," American Economic Review, American Economic Association, vol. 110(7), pages 2128-2152, July.
  41. repec:bof:bofrdp:urn:nbn:fi:bof-201512101464 is not listed on IDEAS
  42. Xavier Gabaix, 2004. "Power laws and the origins of aggregate fluctuations," Econometric Society 2004 North American Summer Meetings 484, Econometric Society.
  43. Werner Hölzl & Peter Huber, 2014. "Firm Level Job Creation Rates Over The Business Cycle," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 4(6), pages 837-852, June.
  44. Randal J. Verbrugge, 1998. "A Framework for Studying Economic Interactions (with applications to corruption and business cycles)," Game Theory and Information 9809006, University Library of Munich, Germany, revised 07 Oct 1998.
  45. Matteo Barigozzi & Marc Hallin, 2017. "A network analysis of the volatility of high dimensional financial series," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 66(3), pages 581-605, April.
  46. Daron Acemoglu & Vasco M. Carvalho & Asuman Ozdaglar & Alireza Tahbaz‐Salehi, 2012. "The Network Origins of Aggregate Fluctuations," Econometrica, Econometric Society, vol. 80(5), pages 1977-2016, September.
  47. Denbee, Edward & Julliard, Christian & Li, Ye & Yuan, Kathy, 2021. "Network risk and key players: A structural analysis of interbank liquidity," Journal of Financial Economics, Elsevier, vol. 141(3), pages 831-859.
  48. Johansson, Anders & Modén, Karl-Markus, 1997. "Investment Plan Revisions and Share Price Volatility," Working Papers 57, National Institute of Economic Research.
  49. repec:hal:spmain:info:hdl:2441/1dn2prktaq9p3949il1h9ds86b is not listed on IDEAS
  50. Aymeric Vié & Alfredo J. Morales, 2021. "How Connected is Too Connected? Impact of Network Topology on Systemic Risk and Collapse of Complex Economic Systems," Computational Economics, Springer;Society for Computational Economics, vol. 57(4), pages 1327-1351, April.
  51. Brock,W.A. & Durlauf,S.N., 2005. "Social interactions and macroeconomics," Working papers 5, Wisconsin Madison - Social Systems.
  52. Hans Gersbach & Jean‐Charles Rochet, 2012. "Aggregate Investment Externalities and Macroprudential Regulation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(s2), pages 73-109, December.
  53. Can Tian, 2014. "Forecast Shocks in Production Networks," 2014 Meeting Papers 87, Society for Economic Dynamics.
  54. Sean Holly & Ivan Petrella, 2008. "Factor demand linkages and the business cycle: interpreting aggregate fluctuations as sectoral fluctuations," CDMA Conference Paper Series 0809, Centre for Dynamic Macroeconomic Analysis.
  55. Shekhar Tomar, 2019. "Shock Diffusion: Does inter-sectoral network structure matter?," 2019 Meeting Papers 1026, Society for Economic Dynamics.
  56. repec:zbw:bofrdp:urn:nbn:fi:bof-201512101464 is not listed on IDEAS
  57. Lorenzo Burlon, 2012. "How Do Aggregate Fluctuations Depend on the Network Structure of the Economy?," Working Papers in Economics 278, Universitat de Barcelona. Espai de Recerca en Economia.
  58. Campi, Mercedes & Dueñas, Marco, 2020. "Volatility and economic growth in the twentieth century," Structural Change and Economic Dynamics, Elsevier, vol. 53(C), pages 330-343.
  59. Johannes Boehm & Swati Dhingra & John Morrow, 2019. "The Comparative Advantage of Firms," Sciences Po publications 2019-07, Sciences Po.
  60. Franck Galtier & François Bousquet & Martine Antona & Pierre Bommel, 2012. "Markets as communication systems," Journal of Evolutionary Economics, Springer, vol. 22(1), pages 161-201, January.
  61. Johannes Boehm & Swati Dhingra & John Morrow, 2016. "Swimming upstream: input-output linkages and the direction of product adoption," CEP Discussion Papers dp1407, Centre for Economic Performance, LSE.
  62. Daron Acemoglu & Asuman Ozdaglar & Alireza Tahbaz-Salehi, 2010. "Cascades in Networks and Aggregate Volatility," NBER Working Papers 16516, National Bureau of Economic Research, Inc.
  63. Imbs, Jean & Pauwels, Laurent, 2019. "Fundamental Moments," Working Papers BAWP-2019-06, University of Sydney Business School, Discipline of Business Analytics.
  64. Javier Papa & Luke Rehill & Brendan O'Connor, 2021. "Patterns of Firm-Level Productivity in Ireland," The Economic and Social Review, Economic and Social Studies, vol. 52(3), pages 241-268.
  65. Foresi, Silverio & Hamao, Yasushi & Mei, Jianping, 1998. "Interaction in investment among rival Japanese firms," Japan and the World Economy, Elsevier, vol. 10(4), pages 393-407, October.
  66. Isaiah Hull & Conny Olovsson & Karl Walentin & Andreas Westermark, 2022. "Manufacturing Decline and House Price Volatility," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 45, pages 264-281, July.
  67. Daron Acemoglu & Asuman Ozdaglar & Alireza Tahbaz-Salehi, 2017. "Microeconomic Origins of Macroeconomic Tail Risks," American Economic Review, American Economic Association, vol. 107(1), pages 54-108, January.
  68. Basile Grassi, 2017. "IO in I-O: Competition and Volatility in Input-Output Networks," 2017 Meeting Papers 1637, Society for Economic Dynamics.
  69. repec:hal:spmain:info:hdl:2441/258fqttgag854r8bkhc16pmoo5 is not listed on IDEAS
  70. Vasco M. Carvalho, 2014. "From Micro to Macro via Production Networks," Working Papers 793, Barcelona School of Economics.
  71. Opp, Marcus M. & Parlour, Christine A. & Walden, Johan, 2014. "Markup cycles, dynamic misallocation, and amplification," Journal of Economic Theory, Elsevier, vol. 154(C), pages 126-161.
  72. Daron Acemoglu & Ufuk Akcigit & William Kerr, 2016. "Networks and the Macroeconomy: An Empirical Exploration," NBER Macroeconomics Annual, University of Chicago Press, vol. 30(1), pages 273-335.
  73. Nicholas Apergis & Sayantan Ghosh Dastidar, 2022. "The determinants of aggregate fluctuations: The role of firm‐borrowing channels," Manchester School, University of Manchester, vol. 90(1), pages 20-34, January.
  74. Huynh, Thanh D. & Nguyen, Thu Ha & Truong, Cameron, 2020. "Climate risk: The price of drought," Journal of Corporate Finance, Elsevier, vol. 65(C).
  75. Thao Nguyen & Min Bai & Greg Hou & Cameron Truong, 2022. "Drought risk and capital structure dynamics," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 62(3), pages 3397-3439, September.
  76. Daron Acemoglu & Asuman Ozdaglar & Alireza Tahbaz-Salehi, 2013. "The Network Origins of Large Economic Downturns," NBER Working Papers 19230, National Bureau of Economic Research, Inc.
  77. Zigrand, Jean-Pierre, 2014. "Systems and systemic risk in finance and economics," LSE Research Online Documents on Economics 61220, London School of Economics and Political Science, LSE Library.
  78. Eichengreen, Barry, 2020. "Why hasn’t the impact of the trade war been greater?," Journal of Policy Modeling, Elsevier, vol. 42(4), pages 820-828.
  79. Shaowen Luo, 2020. "Propagation of Financial Shocks in an Input-Output Economy with Trade and Financial Linkages of Firms," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 36, pages 246-269, April.
  80. Fornaro, Paolo & Luomaranta, Henri, 2018. "Aggregate fluctuations and the effect of large corporations: Evidence from Finnish monthly data," Economic Modelling, Elsevier, vol. 70(C), pages 245-258.
  81. Temel, Tugrul & Phumpiu, Paul, 2023. "Policy Design from a Network Perspective: Targeting a Sector, Cascade of Links, Network Resilience," MPRA Paper 118389, University Library of Munich, Germany.
  82. Hoff, Karla, 1997. "Bayesian learning in an infant industry model," Journal of International Economics, Elsevier, vol. 43(3-4), pages 409-436, November.
  83. Matteo Barigozzi & Marc Hallin, 2015. "Networks, Dynamic Factors, and the Volatility Analysis of High-Dimensional Financial Series," Working Papers ECARES ECARES 2015-34, ULB -- Universite Libre de Bruxelles.
  84. Akgündüz, Yusuf Emre & Aydemir, Abdurrahman B. & Cilasun, Seyit Mümin & Kirdar, Murat Güray, 2024. "Propagation of Immigration Shocks through Firm-to-Firm Trade Networks," IZA Discussion Papers 16770, Institute of Labor Economics (IZA).
  85. Nirei, Makoto & 楡井, 誠, 2013. "Interaction-based Foundation of Aggregate Investment Shocks," IIR Working Paper 13-04, Institute of Innovation Research, Hitotsubashi University.
  86. Xavier Gabaix, 2016. "Comment," NBER Macroeconomics Annual, University of Chicago Press, vol. 30(1), pages 336-345.
  87. Filippo di Mauro & Filippo di Mauro, Fabio Fornari, 2014. "Going granular: The importance of firm-level equity information in anticipating economic activity," EcoMod2014 6809, EcoMod.
  88. Xavier Gabaix, 2015. "Comment on "Networks and the Macroeconomy: An Empirical Exploration"," NBER Chapters, in: NBER Macroeconomics Annual 2015, Volume 30, pages 336-345, National Bureau of Economic Research, Inc.
  89. repec:hal:wpspec:info:hdl:2441/1dn2prktaq9p3949il1h9ds86b is not listed on IDEAS
  90. Alan Kirman, 2016. "Complexity and Economic Policy: A Paradigm Shift or a Change in Perspective? A Review Essay on David Colander and Roland Kupers's Complexity and the Art of Public Policy," Journal of Economic Literature, American Economic Association, vol. 54(2), pages 534-572, June.
  91. Luis Pedauga & Francisco Sáez & Blanca L. Delgado-Márquez, 2022. "Macroeconomic lockdown and SMEs: the impact of the COVID-19 pandemic in Spain," Small Business Economics, Springer, vol. 58(2), pages 665-688, February.
  92. Váry, Miklós, 2021. "The long-run real effects of monetary shocks: Lessons from a hybrid post-Keynesian-DSGE-agent-based menu cost model," Economic Modelling, Elsevier, vol. 105(C).
  93. Kitsos, Anastasios & Grabner, Simone Maria & Incera, Andre Carrascal, 2022. "The role of embeddedness in regional economic resistance," SocArXiv b759j, Center for Open Science.
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