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International transmission of financial shocks in an estimated DSGE model

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  1. Luis J. Álvarez & M.ª Dolores Gadea & Ana Gómez Loscos, 2021. "La evolución cíclica de la economía española en el contexto europeo," Occasional Papers 2103, Banco de España.
  2. Gelfer, Sacha & Gibbs, Christopher G., 2023. "Measuring the effects of large-scale asset purchases: The role of international financial markets and the financial accelerator," Journal of International Money and Finance, Elsevier, vol. 131(C).
  3. Alpanda, Sami & Aysun, Uluc, 2022. "Regulatory arbitrage and economic stability," Journal of International Money and Finance, Elsevier, vol. 129(C).
  4. Goyal, Ashima & Verma, Akhilesh K, 2023. "Cross border flows, financial intermediation and interactions of policy rules in a small open economy," The Quarterly Review of Economics and Finance, Elsevier, vol. 89(C), pages 369-393.
  5. Yang, Jian & Yu, Ziliang & Ma, Jun, 2019. "China's financial network with international spillovers: A first look," Pacific-Basin Finance Journal, Elsevier, vol. 58(C).
  6. Gelfer, Sacha, 2021. "Evaluating the forecasting power of an open-economy DSGE model when estimated in a data-Rich environment," Journal of Economic Dynamics and Control, Elsevier, vol. 129(C).
  7. Debarsy, Nicolas & Dossougoin, Cyrille & Ertur, Cem & Gnabo, Jean-Yves, 2018. "Measuring sovereign risk spillovers and assessing the role of transmission channels: A spatial econometrics approach," Journal of Economic Dynamics and Control, Elsevier, vol. 87(C), pages 21-45.
  8. Dubois, Corinne, 2021. "Deposit insurance and financial integration in the Eurozone: A DSGE model," Economics Letters, Elsevier, vol. 207(C).
  9. Uluc Aysun & Sanglim Lee, 2013. "The determinants of the deviations from the interest rate parity condition," Working Papers 2013-03, University of Central Florida, Department of Economics.
  10. Uluc Aysun & Takeshi Yagihashi, 2019. "The common sources of business cycles in Trans‐Pacific countries and the US? A comparison with NAFTA," The World Economy, Wiley Blackwell, vol. 42(4), pages 1077-1109, April.
  11. Georgiadis, Georgios & Jančoková, Martina, 2020. "Financial globalisation, monetary policy spillovers and macro-modelling: Tales from 1001 shocks," Journal of Economic Dynamics and Control, Elsevier, vol. 121(C).
  12. Sami Alpanda & Uluc Aysun & Serdar Kabaca, 2022. "International Portfolio Rebalancing and Fiscal Policy Spillovers," Working Papers 2022-01, University of Central Florida, Department of Economics.
  13. Audzei, Volha, 2023. "Learning and cross-country correlations in a multi-country DSGE model," Economic Modelling, Elsevier, vol. 120(C).
  14. Etoundi Atenga, Eric Martial & Abdo, Maman Hassan & Mougoué, Mbodja, 2021. "Financial Frictions and Macroeconomy During Financial Crises: A Bayesian DSGE Assessment," American Business Review, Pompea College of Business, University of New Haven, vol. 24(2), pages 62-99, November.
  15. Agénor, Pierre-Richard & Jackson, Timothy & Jia, Pengfei, 2021. "Macroprudential policy coordination in a currency union," European Economic Review, Elsevier, vol. 137(C).
  16. Paul De Grauwe & Yuemei Ji, 2017. "The International Synchronisation of Business Cycles: the Role of Animal Spirits," Open Economies Review, Springer, vol. 28(3), pages 383-412, July.
  17. Davoine, Thomas & Molnar, Matthias, 2020. "Cross-country fiscal policy spillovers and capital-skill complementarity in integrated capital markets," Economic Modelling, Elsevier, vol. 88(C), pages 132-150.
  18. 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.
  19. Houssa, Romain & Mohimont, Jolan & Otrok, Christopher, 2023. "Commodity exports, financial frictions, and international spillovers," European Economic Review, Elsevier, vol. 158(C).
  20. Montinari, Letizia & Stracca, Livio, 2016. "Trade, finance or policies: What drives the cross-border spill-over of business cycles?," Journal of Macroeconomics, Elsevier, vol. 49(C), pages 131-148.
  21. Paul Grauwe & Yuemei Ji, 2018. "Behavioural Economics is Useful Also in Macroeconomics: The Role of Animal Spirits," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 60(2), pages 203-216, June.
  22. Pierre‐Richard Agénor & Timothy P. Jackson & Luiz A. Pereira da Silva, 2023. "Global banking, financial spillovers and macroprudential policy coordination," Economica, London School of Economics and Political Science, vol. 90(359), pages 1003-1040, July.
  23. Aysun, Uluc, 2018. "The effects of global bank competition and presence on local economies: The Goldilocks principle may not apply to global banking," Economic Modelling, Elsevier, vol. 70(C), pages 159-173.
  24. Avdjiev, Stefan & Aysun, Uluc & Hepp, Ralf, 2019. "What drives local lending by global banks?," Journal of International Money and Finance, Elsevier, vol. 90(C), pages 54-75.
  25. Gregory de Walque & Thomas Lejeune & Ansgar Rannenberg & Magne Mogstad, 2023. "BEMGIE: Belgian Economy in a Macro General and International Equilibrium model," Working Paper Research 435, National Bank of Belgium.
  26. Uluc Aysun, 2023. "Technology diffusion and international business cycles," Working Papers 2023-02, University of Central Florida, Department of Economics.
  27. Aysun, Uluc, 2022. "A structural approach to measuring the degree of economic integration: Evidence from G-7 countries," Journal of International Money and Finance, Elsevier, vol. 124(C).
  28. Òscar Jordà & Moritz Schularick & Alan M. Taylor & Felix Ward, 2019. "Global Financial Cycles and Risk Premiums," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 67(1), pages 109-150, March.
  29. Matthias Burgert & Werner Roeger & Janos Varga & Jan in 't Veld & Lukas Vogel, 2020. "A Global Economy Version of QUEST: Simulation Properties," European Economy - Discussion Papers 126, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
  30. Aysun, Uluc & Lee, Sanglim, 2014. "Can time-varying risk premiums explain the excess returns in the interest rate parity condition?," Emerging Markets Review, Elsevier, vol. 18(C), pages 78-100.
  31. PIROVANO, Mara, 2013. "International financial integration, credit frictions and exchange rate regimes," Working Papers 2013015, University of Antwerp, Faculty of Business and Economics.
  32. Corbo, Vesna & Strid, Ingvar, 2020. "MAJA: A two-region DSGE model for Sweden and its main trading partners," Working Paper Series 391, Sveriges Riksbank (Central Bank of Sweden).
  33. Croitorov, Olga & Giovannini, Massimo & Hohberger, Stefan & Ratto, Marco & Vogel, Lukas, 2020. "Financial spillover and global risk in a multi-region model of the world economy," Journal of Economic Behavior & Organization, Elsevier, vol. 177(C), pages 185-218.
  34. Aysun, Uluc, 2016. "Bank size and macroeconomic shock transmission: Does the credit channel operate through large or small banks?," Journal of International Money and Finance, Elsevier, vol. 65(C), pages 117-139.
  35. De Grauwe, Paul & Ji, Yuemei, 2017. "Endogenous Asymmetric Shocks in the Eurozone. The Role of Animal Spirits," CEPR Discussion Papers 11887, C.E.P.R. Discussion Papers.
  36. Akkaya, Yildiz & Belfrage, Carl-Johan & Di Casola, Paola & Strid, Ingvar, 2023. "Effects of foreign and domestic central bank government bond purchases in a small open economy DSGE model: Evidence from Sweden before and during the coronavirus pandemic," Working Paper Series 421, Sveriges Riksbank (Central Bank of Sweden).
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