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Understanding the evolution of world business cycles

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As found on the RePEc Biblio, the curated bibliography for Economics:
  1. > International Economics

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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. Mr. Troy D Matheson, 2013. "The Global Financial Crisis: An Anatomy of Global Growth," IMF Working Papers 2013/076, International Monetary Fund.
  3. Michael T. Owyang & Jeremy Piger & Daniel Soques, 2022. "Contagious switching," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(2), pages 415-432, March.
  4. Beltratti, Andrea & Morana, Claudio, 2010. "International house prices and macroeconomic fluctuations," Journal of Banking & Finance, Elsevier, vol. 34(3), pages 533-545, March.
  5. Bagliano, Fabio C. & Morana, Claudio, 2009. "International macroeconomic dynamics: A factor vector autoregressive approach," Economic Modelling, Elsevier, vol. 26(2), pages 432-444, March.
  6. Nagayasu, Jun, 2010. "Macroeconomic interdependence in East Asia," Japan and the World Economy, Elsevier, vol. 22(4), pages 219-227, December.
  7. Liu, De-Chih, 2013. "The evolution of excess job reallocation in the U.S," Journal of Macroeconomics, Elsevier, vol. 36(C), pages 188-206.
  8. Hideaki Hirata & M. Ayhan Kose & Christopher Otrok & Marco E Terrones, 2013. "Global House Price Fluctuations: Synchronization and Determinants," NBER International Seminar on Macroeconomics, University of Chicago Press, vol. 9(1), pages 119-166.
  9. Helbling, Thomas & Huidrom, Raju & Kose, M. Ayhan & Otrok, Christopher, 2011. "Do credit shocks matter? A global perspective," European Economic Review, Elsevier, vol. 55(3), pages 340-353, April.
  10. Jean Imbs, 2004. "Trade, Finance, Specialization, and Synchronization," The Review of Economics and Statistics, MIT Press, vol. 86(3), pages 723-734, August.
  11. Gomez-Gonzalez, Jose Eduardo & Hirs-Garzon, Jorge & Uribe, Jorge M., 2020. "Global effects of US uncertainty: real and financial shocks on real and financial markets," Working papers 69, Red Investigadores de Economía.
  12. Cem Cakmakli & Richard Paap & Dick J.C. van Dijk, 2011. "Modeling and Estimation of Synchronization in Multistate Markov-Switching Models," Tinbergen Institute Discussion Papers 11-002/4, Tinbergen Institute.
  13. Tomohiro Ando & Jushan Bai, 2015. "Asset Pricing with a General Multifactor Structure," Journal of Financial Econometrics, Oxford University Press, vol. 13(3), pages 556-604.
  14. Jackson, Laura E. & Owyang, Michael T. & Zubairy, Sarah, 2018. "Debt and stabilization policy: Evidence from a Euro Area FAVAR," Journal of Economic Dynamics and Control, Elsevier, vol. 93(C), pages 67-91.
  15. M Ayhan Kose & Eswar Prasad & Kenneth Rogoff & Shang-Jin Wei, 2009. "Financial Globalization: A Reappraisal," IMF Staff Papers, Palgrave Macmillan, vol. 56(1), pages 8-62, April.
  16. Mr. Maxym Kryshko, 2011. "Data-Rich DSGE and Dynamic Factor Models," IMF Working Papers 2011/216, International Monetary Fund.
  17. Mazhar Mahmood & Kashif ur Rehman, 2017. "Did Financial Integration Provide Financial Depth to ASEAN Countries?," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 9(1), pages 89-102, March.
  18. Antonakakis, Nikolaos & Gogas, Periklis & Papadimitriou, Theophilos & Sarantitis, Georgios Antonios, 2016. "International business cycle synchronization since the 1870s: Evidence from a novel network approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 447(C), pages 286-296.
  19. Sheng, Xin & Marfatia, Hardik A. & Gupta, Rangan & Ji, Qiang, 2021. "House price synchronization across the US states: The role of structural oil shocks," The North American Journal of Economics and Finance, Elsevier, vol. 56(C).
  20. Bernd Schwaab & Siem Jan Koopman & André Lucas, 2017. "Global Credit Risk: World, Country and Industry Factors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(2), pages 296-317, March.
  21. Ana Fostel & John Geanakoplos & Gregory Phelan, 2015. "Global Collateral: How Financial Innovation Drives Capital Flows and Increases Financial Instability," Department of Economics Working Papers 2015-12, Department of Economics, Williams College, revised Feb 2017.
  22. Monica Billio & Roberto Casarin & Enrica De Cian & Malcolm Mistry & Anthony Osuntuyi, 2020. "The impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach," Papers 2012.14693, arXiv.org.
  23. Erdenebat Bataa & Denise R. Osborn & Marianne Sensier & Dick van Dijk, 2009. "Changes in International Business Cycle Affiliations," Economics Discussion Paper Series 0924, Economics, The University of Manchester.
  24. Oscar Jorda & Hsieh Fushing & Shu-Chun Chen & Travis J. Berge, 2010. "A Chronology of International Business Cycles Through Non-parametric Decoding," Working Papers 216, University of California, Davis, Department of Economics.
  25. Nuri Yildirim, 2015. "A Survival Analysis of the Contraction Phases of Business Cycles in Industrial Countries," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 62(5), pages 557-579, December.
  26. Liu, De-Chih & Liu, Chih-Yun, 2016. "The source of stock return fluctuation in Taiwan," The Quarterly Review of Economics and Finance, Elsevier, vol. 61(C), pages 77-88.
  27. Norrana Khidil & Mohd Azlan Shah Zaidi & Zulkefly Abdul Karim, 2021. "Fragmentation of International Production and Business Cycle Synchronization: New Evidence pre and during Global Financial Crises," Sustainability, MDPI, vol. 13(8), pages 1-15, April.
  28. Justiniano, Alejandro & Preston, Bruce, 2010. "Can structural small open-economy models account for the influence of foreign disturbances?," Journal of International Economics, Elsevier, vol. 81(1), pages 61-74, May.
  29. Sabrina Bunyan & David Duffy & George Filis & Ishmael Tingbani, 2020. "Fiscal policy, government size and EMU business cycle synchronization," Scottish Journal of Political Economy, Scottish Economic Society, vol. 67(2), pages 201-222, May.
  30. Giancarlo Corsetti & Panagiotis T. Konstantinou, 2012. "What Drives US Foreign Borrowing? Evidence on the External Adjustment to Transitory and Permanent Shocks," American Economic Review, American Economic Association, vol. 102(2), pages 1062-1092, April.
  31. Stig V. Møller & Jesper Rangvid, 2018. "Global Economic Growth and Expected Returns Around the World: The End-of-the-Year Effect," Management Science, INFORMS, vol. 64(2), pages 573-591, February.
  32. Floro, Danvee, 2019. "Testing the predictive ability of house price bubbles for macroeconomic performance: A meta-analytic approach," International Review of Financial Analysis, Elsevier, vol. 62(C), pages 164-181.
  33. Alain Kabundi & Francisco Nadal De Simone, 2011. "France in the global economy: a structural approximate dynamic factor model analysis," Empirical Economics, Springer, vol. 41(2), pages 311-342, October.
  34. Nicholas Sly & Caroline Weber, 2013. "International Fiscal Policy Coordination and GDP Comovement," CESifo Working Paper Series 4358, CESifo.
  35. Eickmeier, Sandra & Lemke, Wolfgang & Marcellino, Massimiliano, 2011. "Classical time-varying FAVAR models - estimation, forecasting and structural analysis," Discussion Paper Series 1: Economic Studies 2011,04, Deutsche Bundesbank.
  36. Eyquem, Aurélien & Kamber, Güneş, 2014. "A Note On The Business Cycle Implications Of Trade In Intermediate Goods," Macroeconomic Dynamics, Cambridge University Press, vol. 18(5), pages 1172-1186, July.
  37. Koehler-Geib,Fritzi & Hnatkovska,Viktoria, 2015. "Business cycles accounting for Paraguay," Policy Research Working Paper Series 7284, The World Bank.
  38. Luis J. Álvarez & Maria Dolores Gadea & Ana Gómez‐Loscos, 2021. "Inflation comovements in advanced economies: Facts and drivers," The World Economy, Wiley Blackwell, vol. 44(2), pages 485-509, February.
  39. Everaert, Gerdie & Iseringhausen, Martin, 2018. "Measuring the international dimension of output volatility," Journal of International Money and Finance, Elsevier, vol. 81(C), pages 20-39.
  40. Kristin J. Forbes & Menzie D. Chinn, 2004. "A Decomposition of Global Linkages in Financial Markets Over Time," The Review of Economics and Statistics, MIT Press, vol. 86(3), pages 705-722, August.
  41. 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.
  42. Houssa, Romain & Mohimont, Jolan & Otrok, Christopher, 2023. "Commodity exports, financial frictions, and international spillovers," European Economic Review, Elsevier, vol. 158(C).
  43. Oguzhan Cepni & Hardik A. Marfatia & Rangan Gupta, 2021. "The Time-Varying Impact of Uncertainty Shocks on the Comovement of Regional Housing Prices of the United Kingdom," Working Papers 202168, University of Pretoria, Department of Economics.
  44. Yifan Shen & Tilak Abeysinghe, 2021. "International Transmission Mechanism And World Business Cycle," Economic Inquiry, Western Economic Association International, vol. 59(1), pages 510-531, January.
  45. Del Negro, Marco & Otrok, Christopher, 2007. "99 Luftballons: Monetary policy and the house price boom across U.S. states," Journal of Monetary Economics, Elsevier, vol. 54(7), pages 1962-1985, October.
  46. Nicholas Sly & Caroline Weber, 2017. "Bilateral Tax Treaties and GDP Comovement," Review of International Economics, Wiley Blackwell, vol. 25(2), pages 292-319, May.
  47. Neville Francis & Michael T. Owyang & Ozge Savascin, 2017. "An endogenously clustered factor approach to international business cycles," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(7), pages 1261-1276, November.
  48. Mario Crucini & Ayhan Kose & Christopher Otrok, 2011. "What are the driving forces of international business cycles?," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 14(1), pages 156-175, January.
  49. Garratt, Anthony & Lee, Kevin & Shields, Kalvinder, 2016. "Forecasting global recessions in a GVAR model of actual and expected output," International Journal of Forecasting, Elsevier, vol. 32(2), pages 374-390.
  50. António Afonso & José Alves & Krzysztof Beck & Karen Jackson, 2022. "Financial, Institutional and Macroeconomic Determinants of Cross-Country Portfolio Equity Flows," Working Papers REM 2022/0235, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
  51. 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.
  52. Jonathan E. Ogbuabor & God’stime O. Eigbiremolen & Gladys C. Aneke & Manasseh O. Charles, 2018. "Measuring the dynamics of APEC output connectedness," Asian-Pacific Economic Literature, The Crawford School, The Australian National University, vol. 32(1), pages 29-44, May.
  53. Cesa-Bianchi, Ambrogio & Imbs, Jean & Saleheen, Jumana, 2019. "Finance and synchronization," Journal of International Economics, Elsevier, vol. 116(C), pages 74-87.
  54. Karadimitropoulou, Aikaterini, 2018. "Advanced economies and emerging markets: Dissecting the drivers of business cycle synchronization," Journal of Economic Dynamics and Control, Elsevier, vol. 93(C), pages 115-130.
  55. Golinelli, Roberto & Parigi, Giuseppe, 2014. "Tracking world trade and GDP in real time," International Journal of Forecasting, Elsevier, vol. 30(4), pages 847-862.
  56. Guesmi, Khaled & Nguyen, Duc Khuong, 2011. "How strong is the global integration of emerging market regions? An empirical assessment," Economic Modelling, Elsevier, vol. 28(6), pages 2517-2527.
  57. Hyun, Junghwan, 2016. "Financial crises and the evolution of credit reallocation: Evidence from Korea," Economic Modelling, Elsevier, vol. 56(C), pages 25-34.
  58. Melisso Boschi & Massimiliano Marzo & Simone Salotti, 2015. "Domestic versus international determinants of European business cycles: a GVAR approach," Empirical Economics, Springer, vol. 49(2), pages 403-421, September.
  59. 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.
  60. Jozef Baruník & Tomáš Křehlík, 2018. "Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk," Journal of Financial Econometrics, Oxford University Press, vol. 16(2), pages 271-296.
  61. Saverio Simonelli & Haroon Mumtaz & Paolo Surico, 2009. "A Historical Perspective on International Co-movements: 1821-2007," 2009 Meeting Papers 523, Society for Economic Dynamics.
  62. Diebold, Francis X. & Yilmaz, Kamil, 2015. "Financial and Macroeconomic Connectedness: A Network Approach to Measurement and Monitoring," OUP Catalogue, Oxford University Press, number 9780199338306.
  63. E. Monnet & D. Puy, 2016. "Has Globalization Really Increased Business Cycle Synchronization?," Working papers 592, Banque de France.
  64. Ekeocha, Patterson & Ogbuabor, Jonathan, 2020. "Measuring and Evaluating the Dynamics of Trade Shock Propagation in the Oceania," Conference papers 333234, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
  65. Chen, Peng, 2018. "Understanding international stock market comovements: A comparison of developed and emerging markets," International Review of Economics & Finance, Elsevier, vol. 56(C), pages 451-464.
  66. Henriksen, Espen & Kydland, Finn E. & Šustek, Roman, 2013. "Globally correlated nominal fluctuations," Journal of Monetary Economics, Elsevier, vol. 60(6), pages 613-631.
  67. Hauber, Philipp & Schumacher, Christian, 2021. "Precision-based sampling with missing observations: A factor model application," Discussion Papers 11/2021, Deutsche Bundesbank.
  68. Krzysztof Beck & Piotr Stanek, 2019. "Globalization or Regionalization of Stock Markets? the Case of Central and Eastern European Countries," Eastern European Economics, Taylor & Francis Journals, vol. 57(4), pages 317-330, July.
  69. Uluc Aysun, 2016. "Searching for the source of macroeconomic integration across advanced economies," Oxford Economic Papers, Oxford University Press, vol. 68(2), pages 316-339.
  70. Nikolaos Antonakakis & Johann Scharler, 2012. "The synchronization of GDP growth in the G7 during US recessions," Applied Economics Letters, Taylor & Francis Journals, vol. 19(1), pages 7-11, January.
  71. Azcona, Nestor, 2022. "Trade and business cycle synchronization: The role of common trade partners," International Economics, Elsevier, vol. 170(C), pages 190-201.
  72. Travis Berge & Òscar Jordà, 2013. "A chronology of turning points in economic activity: Spain, 1850–2011," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 4(1), pages 1-34, March.
  73. Leonardo Morales‐Arias & Guilherme V. Moura, 2013. "A conditionally heteroskedastic global inflation model," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 40(4), pages 572-596, August.
  74. Peng Chen & Shu Wu, 2013. "On international stock market co-movements and macroeconomic risks," Applied Economics Letters, Taylor & Francis Journals, vol. 20(10), pages 978-982, July.
  75. Rangan Gupta & Hardik A. Marfatia & Christian Pierdzioch & Afees A. Salisu, 2022. "Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty," The Journal of Real Estate Finance and Economics, Springer, vol. 64(4), pages 523-545, May.
  76. Tomohiro Ando & Jushan Bai, 2016. "Panel Data Models with Grouped Factor Structure Under Unknown Group Membership," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(1), pages 163-191, January.
  77. In Choi & Dukpa Kim & Yun Jung Kim & Noh‐Sun Kwark, 2018. "A multilevel factor model: Identification, asymptotic theory and applications," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(3), pages 355-377, April.
  78. Ippei Fujiwara & Koji Takahashi, 2012. "Asian Financial Linkage: Macro‐Finance Dissonance," Pacific Economic Review, Wiley Blackwell, vol. 17(1), pages 136-159, February.
  79. Łukasz Lenart & Mateusz Pipień, 2017. "Non-Parametric Test for the Existence of the Common Deterministic Cycle: The Case of the Selected European Countries," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 9(3), pages 201-241, September.
  80. Ms. Natalia T. Tamirisa & Alain N. Kabundi & Ms. Deniz O Igan & Mr. Francisco d Nadal De Simone & Marcelo Pinheiro, 2009. "Three Cycles: Housing, Credit, and Real Activity," IMF Working Papers 2009/231, International Monetary Fund.
  81. William Martin & Robert Rowthorn, 2004. "Will Stability Last?," CESifo Working Paper Series 1324, CESifo.
  82. Tao Zeng & Yong Li & Jun Yu, 2014. "Deviance Information Criterion for Comparing VAR Models," Advances in Econometrics, in: Essays in Honor of Peter C. B. Phillips, volume 33, pages 615-637, Emerald Group Publishing Limited.
  83. Chiu Adrian & Wieladek Tomasz, 2013. "Is the “Great Recession” really so different from the past?," The B.E. Journal of Macroeconomics, De Gruyter, vol. 13(1), pages 1-48, October.
  84. Antoine A. Djogbenou, 2020. "Comovements in the real activity of developed and emerging economies: A test of global versus specific international factors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(3), pages 344-370, April.
  85. Blonigen, Bruce A. & Piger, Jeremy & Sly, Nicholas, 2014. "Comovement in GDP trends and cycles among trading partners," Journal of International Economics, Elsevier, vol. 94(2), pages 239-247.
  86. Klarl, Torben, 2018. "Housing is local: Applying a dynamic unobserved factor model for the Dutch housing market," Economics Letters, Elsevier, vol. 170(C), pages 79-84.
  87. Krzysztof Beck & Ntokozo Patrick Nzimande, 2023. "Labor mobility and business cycle synchronization in Southern Africa," Economic Change and Restructuring, Springer, vol. 56(1), pages 159-179, February.
  88. Chatterjee, Arpita, 2016. "Globalization and monetary policy comovement: International evidence," Journal of International Money and Finance, Elsevier, vol. 68(C), pages 181-202.
  89. Camacho, Maximo & Martinez-Martin, Jaime, 2015. "Monitoring the world business cycle," Economic Modelling, Elsevier, vol. 51(C), pages 617-625.
  90. Fernández, Andrés & González, Andrés & Rodríguez, Diego, 2018. "Sharing a ride on the commodities roller coaster: Common factors in business cycles of emerging economies," Journal of International Economics, Elsevier, vol. 111(C), pages 99-121.
  91. Chen, Peng, 2015. "Global oil prices, macroeconomic fundamentals and China's commodity sector comovements," Energy Policy, Elsevier, vol. 87(C), pages 284-294.
  92. Selover, David D. & Yagihashi, Takeshi, 2015. "Examining industrial interdependence between Japan and South Korea: A FAVAR approach," Japan and the World Economy, Elsevier, vol. 36(C), pages 67-87.
  93. Arpita Chatterjee & Richa Saraf, 2017. "Impact of China on World Commodity Prices and Commodity Exporters," Discussion Papers 2017-13, School of Economics, The University of New South Wales.
  94. Ioana Laura Valeanu, 2012. "Business Cycle Synchronization In The Euro Area," CES Working Papers, Centre for European Studies, Alexandru Ioan Cuza University, vol. 4(3), pages 429-440, September.
  95. M. Ayhan Kose & Guy M. Meredith & Christopher M. Towe, 2005. "How Has NAFTA Affected the Mexican Economy? Review and Evidence," Springer Books, in: Rolf J. Langhammer & Lúcio Vinhas Souza (ed.), Monetary Policy and Macroeconomic Stabilization in Latin America, pages 35-81, Springer.
  96. Imbs, Jean & Pauwels, Laurent, 2019. "Fundamental Moments," Working Papers BAWP-2019-06, University of Sydney Business School, Discipline of Business Analytics.
  97. Tiago Trancoso, 2013. "Global macroeconomic interdependence: a minimum spanning tree approach," Review of Applied Socio-Economic Research, Pro Global Science Association, vol. 5(1), pages 179-189, June.
  98. Dr. Barbara Rudolf & Mathias Zurlinden, 2014. "A compact open economy DSGE model for Switzerland," Economic Studies 2014-08, Swiss National Bank.
  99. Lukasz Lenart & Blazej Mazur & Mateusz Pipien, 2016. "Statistical Analysis Of Business Cycle Fluctuations In Poland Before And After The Crisis," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 11(4), pages 769-783, December.
  100. Sonia de Lucas Santos & M. Jesús Delgado Rodríguez & Inmaculada Álvarez Ayuso & José Luis Cendejas Bueno, 2011. "Los ciclos económicos internacionales: antecedentes y revisión de la literatura," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, vol. 34(95), pages 73-84, Agosto.
  101. Tino Berger & Lorenzo Pozzi, 2016. "Is there really a Global Business Cycle? A Dynamic Factor Model with Stochastic Factor Selection," Tinbergen Institute Discussion Papers 16-088/VI, Tinbergen Institute.
  102. Maldonado, Javier & Ruiz Ortega, Esther, 2017. "Accurate Subsampling Intervals of Principal Components Factors," DES - Working Papers. Statistics and Econometrics. WS 23974, Universidad Carlos III de Madrid. Departamento de Estadística.
  103. Helmut Lütkepohl, 2014. "Structural Vector Autoregressive Analysis in a Data Rich Environment: A Survey," SFB 649 Discussion Papers SFB649DP2014-004, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  104. Kose, M. Ayhan & Prasad, Eswar & Rogoff, Kenneth & Wei, Shang-Jin, 2010. "Financial Globalization and Economic Policies," Handbook of Development Economics, in: Dani Rodrik & Mark Rosenzweig (ed.), Handbook of Development Economics, edition 1, volume 5, chapter 0, pages 4283-4359, Elsevier.
  105. Christopher J. Neely & David E. Rapach, 2015. "Common Fluctuations in OECD Budget Balances," Review, Federal Reserve Bank of St. Louis, vol. 97(2), pages 109-132.
  106. Kose, M. Ayhan & Prasad, Eswar & Terrones, Marco E., 2007. "How Does Financial Globalization Affect Risk Sharing? Patterns and Channels," IZA Discussion Papers 2903, Institute of Labor Economics (IZA).
  107. Fatma Erdem & Erdal Özmen, 2015. "Exchange Rate Regimes and Business Cycles: An Empirical Investigation," Open Economies Review, Springer, vol. 26(5), pages 1041-1058, November.
  108. Neville Francis & Michael T. Owyang & Daniel Soques, 2022. "Business Cycles across Space and Time," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(4), pages 921-952, June.
  109. Adina Ardelean & Miguel Leon-Ledesma & Laura Puzzello, 2017. "Industry Volatility and International Trade," Studies in Economics 1709, School of Economics, University of Kent.
  110. Shikha Gupta & Nand Kumar, 2022. "Globalization Versus Slowbalization: A Perspective on the Indian Economy," Journal of South Asian Development, , vol. 17(1), pages 84-107, April.
  111. Martial Dupaigne & Patrick Fève, 2010. "Hours Worked and Permanent Technology Shocks in Open Economies," Open Economies Review, Springer, vol. 21(1), pages 69-86, February.
  112. Haroon Mumtaz & Saverio Simonelli & Paolo Surico, 2011. "International Comovements, Business Cycle and Inflation: a Historical Perspective," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 14(1), pages 176-198, January.
  113. Mr. Ashoka Mody & Ms. Alina Carare, 2010. "Spillovers of Domestic Shocks: Will They Counteract the “Great Moderation”?," IMF Working Papers 2010/078, International Monetary Fund.
  114. Shen, Yifan & Shi, Xunpeng & Zeng, Ting, 2017. "Global Uncertainty, Macroeconomic Activity and Commodity Price," MPRA Paper 90089, University Library of Munich, Germany, revised 17 Nov 2018.
  115. Bai, Jushan & Ando, Tomohiro, 2013. "Multifactor asset pricing with a large number of observable risk factors and unobservable common and group-specific factors," MPRA Paper 52785, University Library of Munich, Germany, revised Dec 2013.
  116. Elena Andreou & Patrick Gagliardini & Eric Ghysels & Mirco Rubin, 2016. "Is Industrial Production Still the Dominant Factor for the US Economy?," Swiss Finance Institute Research Paper Series 16-11, Swiss Finance Institute.
  117. Barunik, Jozef & Krehlik, Tomas, 2016. "Measuring the frequency dynamics of financial and macroeconomic connectedness," FinMaP-Working Papers 54, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
  118. Alain Kabundi, 2009. "Synchronisation Between South Africa And The U.S.: A Structural Dynamic Factor Analysis," South African Journal of Economics, Economic Society of South Africa, vol. 77(1), pages 1-27, March.
  119. Catherine Doz & Peter Fuleky, 2019. "Dynamic Factor Models," Working Papers halshs-02262202, HAL.
  120. Akhtaruzzaman, Md & Shamsuddin, Abul, 2016. "International contagion through financial versus non-financial firms," Economic Modelling, Elsevier, vol. 59(C), pages 143-163.
  121. Eric Girardin & Cheikh A. T. Sall, 2018. "Inflation Dynamics of Franc-Zone Countries Determinants, Co-movements and Spatial Interactions," Open Economies Review, Springer, vol. 29(2), pages 295-320, April.
  122. Arpita Chatterjee, 2013. "Globalization and Monetary Policy: An Empirical Analysis," Discussion Papers 2013-08, School of Economics, The University of New South Wales.
  123. Boileau, Martin & Normandin, Michel & Powo Fosso, Bruno, 2010. "Global versus country-specific shocks and international business cycles," Journal of Macroeconomics, Elsevier, vol. 32(1), pages 1-16, March.
  124. Volosovych, Vadym, 2011. "Measuring financial market integration over the long run: Is there a U-shape?," Journal of International Money and Finance, Elsevier, vol. 30(7), pages 1535-1561.
  125. Keshab Bhattarai & Sushanta K. Mallick, 2015. "Macroeconomic policy coordination in the global economy: VAR and BVAR-DSGE analyses," Working Paper series 15-01, Rimini Centre for Economic Analysis.
  126. Lucio Biggiero & Roberto Urbani, 2022. "Testing the convergence hypothesis: a longitudinal and cross-sectional analysis of the world trade web through social network and statistical analyses," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 17(3), pages 713-777, July.
  127. Anthony Garratt & Kevin Lee & Kalvinder Shields, 2018. "The role of uncertainty, sentiment and cross-country interactions in G7 output dynamics," Canadian Journal of Economics, Canadian Economics Association, vol. 51(2), pages 391-418, May.
  128. Kabundi, Alain & Nadal De Simone, Francisco, 2012. "Recent French relative export performance: Is there a competitiveness problem?," Economic Modelling, Elsevier, vol. 29(4), pages 1408-1435.
  129. Cecilia Bermúdez & Carlos D. Dabús & Germán H. González, 2015. "Reexamining the link between instability and growth in Latin America: A dynamic panel data estimation using k-median clusters," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 52(1), pages 1-23, May.
  130. Alina Carare & Ashoka Mody, 2012. "Spillovers of Domestic Shocks: Will They Counteract the ‘Great Moderation’?," International Finance, Wiley Blackwell, vol. 15(1), pages 69-97, April.
  131. Spencer, Peter & Liu, Zhuoshi, 2010. "An open-economy macro-finance model of international interdependence: The OECD, US and the UK," Journal of Banking & Finance, Elsevier, vol. 34(3), pages 667-680, March.
  132. Guerron-Quintana, Pablo A., 2013. "Common and idiosyncratic disturbances in developed small open economies," Journal of International Economics, Elsevier, vol. 90(1), pages 33-49.
  133. 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.
  134. Stefan Gerlach & Mathias Hoffmann, 2008. "The Impact of the Euro on International Stability and Volatility," European Economy - Economic Papers 2008 - 2015 309, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
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