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Citations for "Stock market dispersion and unemployment"

by Loungani, Prakash & Rush, Mark & Tave, William

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  1. Claire Reicher, 2014. "The aggregate effects of long run sectoral reallocation," Kiel Working Papers 1928, Kiel Institute for the World Economy.
  2. Costas Azariadis & Leo Kaas, 2009. "Capital misallocation and aggregate factor productivity," Working Papers 2009-028, Federal Reserve Bank of St. Louis.
  3. Eisfeldt, Andrea L. & Rampini, Adriano A., 2006. "Capital reallocation and liquidity," Journal of Monetary Economics, Elsevier, vol. 53(3), pages 369-399, April.
  4. Helge Braun & Reinout De Bock & Riccardo DiCecio, 2006. "Aggregate shocks and labor market fluctuations," Working Papers 2006-004, Federal Reserve Bank of St. Louis.
  5. Susanto Basu & John Fernald & Miles Kimball, 2004. "Are Technology Improvements Contractionary?," NBER Working Papers 10592, National Bureau of Economic Research, Inc.
  6. Guo, Hui & Savickas, Robert, 2008. "Forecasting foreign exchange rates using idiosyncratic volatility," Journal of Banking & Finance, Elsevier, vol. 32(7), pages 1322-1332, July.
  7. Sangyup Choi & Prakash Loungani, 2015. "Uncertainty and Unemployment: The Effects of Aggregate and Sectoral Channels," IMF Working Papers 15/36, International Monetary Fund.
  8. S. Lael Brainard, 1992. "Sectoral Shifts and Unemployment in Interwar Britain," NBER Working Papers 3980, National Bureau of Economic Research, Inc.
  9. repec:wop:ubisop:0004 is not listed on IDEAS
  10. Daniel Aaronson & Ellen Rissman & Daniel G. Sullivan, 2004. "Can sectoral reallocation explain the jobless recovery?," Economic Perspectives, Federal Reserve Bank of Chicago, issue Q II, pages 36-39.
  11. Jorgensen, Bjorn & Li, Jing & Sadka, Gil, 2012. "Earnings dispersion and aggregate stock returns," Journal of Accounting and Economics, Elsevier, vol. 53(1), pages 1-20.
  12. Shin, Kwanho, 1997. "Sectoral shocks and movement costs: Effects on employment and welfare," Journal of Economic Dynamics and Control, Elsevier, vol. 21(2-3), pages 449-471.
  13. Ghosal, Vivek & Gallo, Joseph, 2001. "The cyclical behavior of the Department of Justice's antitrust enforcement activity," International Journal of Industrial Organization, Elsevier, vol. 19(1-2), pages 27-54, January.
  14. John Y. Campbell & Martin Lettau & Burton G. Malkiel & Yexiao Xu, 2000. "Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk," NBER Working Papers 7590, National Bureau of Economic Research, Inc.
  15. Demirer, Rıza & Jategaonkar, Shrikant P., 2013. "The conditional relation between dispersion and return," Review of Financial Economics, Elsevier, vol. 22(3), pages 125-134.
  16. Chen, Jinzhu & Kannan, Prakash & Loungani, Prakash & Trehan, Bharat, 2012. "New evidence on cyclical and structural sources of unemployment," Proceedings, Federal Reserve Bank of San Francisco, issue March, pages 1-23.
  17. Scott Schuh & Robert K. Triest, 1998. "Job reallocation and the business cycle: new facts for an old debate," Conference Series ; [Proceedings], Federal Reserve Bank of Boston, vol. 42(Jun), pages 271-357.
  18. Fallick, Bruce Chelimsky, 1996. "The hiring of new labor by expanding industries," Labour Economics, Elsevier, vol. 3(1), pages 25-42, August.
  19. Jörg Döpke & Christian Pierdzioch, 2000. "Stock Market Dispersion, Sectoral Shocks, and the German Business Cycle," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 136(IV), pages 531-555, December.
  20. Scott Schuh & Robert K Triest, 1998. "Job Reallocation And The Business Cycle: New Facts An Old Debate," Working Papers 98-11, Center for Economic Studies, U.S. Census Bureau.
  21. Azad Haider, 2010. "Can Sectoral Re-allocation Explain the Jobless Growth? Empirical Evidence from Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 49(4), pages 705–718.
  22. Alexander David, 1993. "Fluctuating confidence and stock-market returns," International Finance Discussion Papers 461, Board of Governors of the Federal Reserve System (U.S.).
  23. Paul Blackley, 2000. "The impact of sectoral shifts in investment on unemployment in U.S. labor markets," Atlantic Economic Journal, International Atlantic Economic Society, vol. 28(4), pages 435-449, December.
  24. John Y. Campbell & Martin Lettau, 1999. "Dispersion and Volatility in Stock Returns: An Empirical Investigation," NBER Working Papers 7144, National Bureau of Economic Research, Inc.
  25. Lu, Jing, 1996. "A reconsideration of the interindustry employment dispersion," Economics Letters, Elsevier, vol. 53(2), pages 203-208, November.
  26. Stavros Degiannakis & Andreas Andrikopoulos & Timotheos Angelidis & Christos Floros, 2013. "Return dispersion, stock market liquidity and aggregate economic activity," Working Papers 166, Bank of Greece.
  27. Hesna Genay & Prakash Loungani, 1997. "Labor market fluctuations in Japan and the U.S.--how similar are they?," Economic Perspectives, Federal Reserve Bank of Chicago, issue May, pages 15-28.
  28. von Greiff, Camilo, 2007. "Specialization in Higher Education and Economic Growth," Research Papers in Economics 2007:13, Stockholm University, Department of Economics.
  29. Nicolaas Groenewold, 2001. "Long-Run Shifts of the Beveridge Curve and the Frictional Unemployment Rate in Australia," Economics Discussion / Working Papers 01-09, The University of Western Australia, Department of Economics.
  30. N. Groenewold & A.J. Hagger, 1997. "The Natural Unemployment Rate in Australia since the Seventies," Economics Discussion / Working Papers 97-24, The University of Western Australia, Department of Economics.
  31. Andrew Figura, 2002. "Is reallocation related to the cycle? A look at permanent and temporary job flows," Finance and Economics Discussion Series 2002-16, Board of Governors of the Federal Reserve System (U.S.).
  32. Connolly, Robert & Stivers, Chris, 2006. "Information content and other characteristics of the daily cross-sectional dispersion in stock returns," Journal of Empirical Finance, Elsevier, vol. 13(1), pages 79-112, January.
  33. Stivers, Christopher T., 2003. "Firm-level return dispersion and the future volatility of aggregate stock market returns," Journal of Financial Markets, Elsevier, vol. 6(3), pages 389-411, May.
  34. Chiarini, Bruno & Piselli, Paolo, 2000. "Unemployment, Wage Pressure and Sectoral Shifts: Permanent and Temporary Consequences of Intersectoral Shocks," Journal of Policy Modeling, Elsevier, vol. 22(7), pages 777-799, December.
  35. Gianluigi Pelloni & Wolfgang Polasek, . "Intersectoral Labour Reallocation and Employment Volatility: A Bayesian Analysis using a VAR-GARCH-M model," Discussion Papers 99/4, Department of Economics, University of York.
  36. Xiaoquan Jiang, 2010. "Return dispersion and expected returns," Financial Markets and Portfolio Management, Springer, vol. 24(2), pages 107-135, June.
  37. Andre de Queiroz Brunelli, 2014. "Two Decades of Structural Shifts in the Brazilian Labor Market: assessing the unemployment rate changes through stylized facts on labor supply and labor demand," Working Papers Series 348, Central Bank of Brazil, Research Department.
  38. Hui Guo & Robert Savickas, 2006. "Idiosyncratic volatility, economic fundamentals, and foreign exchange rates," Working Papers 2005-025, Federal Reserve Bank of St. Louis.
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