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Citations for "Output fluctuations in the United States: what has changed since the early 1980s?"

by Margaret M. McConnell & Gabriel Perez Quiros

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  1. Champagne, Julien & Kurmann, Andre & Stewart, Jay, 2016. "Reconciling the Divergence in Aggregate U.S. Wage Series," IZA Discussion Papers 9754, Institute for the Study of Labor (IZA).
  2. Nicholas Apergis & Stephen M. Miller, 2007. "Total Factor Productivity and Monetary Policy: Evidence from Conditional Volatility," International Finance, Wiley Blackwell, vol. 10(2), pages 131-152, 07.
  3. Troy A. Davig, 2008. "Detecting recessions in the Great Moderation: a real-time analysis," Economic Review, Federal Reserve Bank of Kansas City, issue Q IV, pages 5-33.
  4. MeiChi Huang & Tzu-Chien Wang, 2015. "Housing-bubble vulnerability and diversification opportunities during housing boom–bust cycles: evidence from decomposition of asset price returns," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 54(2), pages 605-637, March.
  5. João Valle e Azevedo & Ana Pereira, 2008. "Approximating and Forecasting Macroeconomic Signals in Real-Time," Working Papers w200819, Banco de Portugal, Economics and Research Department.
  6. Leandro M. Magnusson & Sophocles Mavroeidis, 2014. "Identification Using Stability Restrictions," Econometrica, Econometric Society, vol. 82, pages 1799-1851, 09.
  7. Jorge M. Andraz & Nelia M. Norte, 2013. "Output volatility in the OECD: Are the member states becoming less vulnerable to exogenous shocks?," Economic Issues Journal Articles, Economic Issues, vol. 18(2), pages 91-122, September.
  8. Morales-Zumaquero, Amalia & Sosvilla-Rivero, Simon, 2010. "Structural breaks in volatility: Evidence for the OECD and non-OECD real exchange rates," Journal of International Money and Finance, Elsevier, vol. 29(1), pages 139-168, February.
  9. Kose, M. Ayhan & Otrok, Christopher & Prasad, Eswar, 2008. "Global Business Cycles: Convergence or Decoupling?," IZA Discussion Papers 3442, Institute for the Study of Labor (IZA).
  10. Olaf Posch, 2006. "Explaining Output Volatility: the Case of Taxation," Quantitative Macroeconomics Working Papers 20608, Hamburg University, Department of Economics.
  11. Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Juan Rubio-Ramirez, 2013. "Estimating Dynamic Equilibrium Models with Stochastic Volatility," Working Papers 2013-23, FEDEA.
  12. Edward E. Leamer, 2007. "Housing is the business cycle," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 149-233.
  13. Luís Francisco Aguiar & Yi Wen, 2011. "OPEC´s Oil Exporting Strategy and Macroeconomic (In)Stability," NIPE Working Papers 10/2011, NIPE - Universidade do Minho.
  14. Herwartz, Helmut & Plödt, Martin, 2014. "Sign restrictions and statistical identification under volatility breaks -- Simulation based evidence and an empirical application to monetary policy analysis," Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100326, Verein für Socialpolitik / German Economic Association.
  15. Tim W. Cogley & Argia M. Sbordone, 2005. "A Search for a Structural Phillips Curve," Working Papers 510, University of California, Davis, Department of Economics.
  16. Marcellino, Massimiliano & Stock, James H & Watson, Mark W, 2005. "A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series," CEPR Discussion Papers 4976, C.E.P.R. Discussion Papers.
  17. Diego A. Comin & Thomas Philippon, 2006. "The Rise in Firm-Level Volatility: Causes and Consequences," NBER Chapters, in: NBER Macroeconomics Annual 2005, Volume 20, pages 167-228 National Bureau of Economic Research, Inc.
  18. Marco Cipriani & Graciela L. Kaminsky, 2007. "Volatility in International Financial Market Issuance: The Role of the Financial Center," Working Papers 212007, Hong Kong Institute for Monetary Research.
  19. Mennuni, Alessandro, 2013. "Labor Force Composition and Aggregate Fluctuations," Discussion Paper Series In Economics And Econometrics 1302, Economics Division, School of Social Sciences, University of Southampton.
  20. Jesús Fernández-Villaverde, 2009. "The Econometrics of DSGE Models," PIER Working Paper Archive 09-008, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  21. Andersen, Torben G. & Bollerslev, Tim & Christoffersen, Peter F. & Diebold, Francis X., 2013. "Financial Risk Measurement for Financial Risk Management," Handbook of the Economics of Finance, Elsevier.
  22. Carmen Reinhart & M. Belen Sbrancia, 2015. "The Liquidation of Government Debt," IMF Working Papers 15/7, International Monetary Fund.
  23. Wen, Yi, 2004. "Durable Goods Inventories and the Volatility of Production: Explaining the Less Volatile U.S. Economy," Working Papers 04-01, Cornell University, Center for Analytic Economics.
  24. Castelnuovo, Efrem, 2010. "Trend inflation and macroeconomic volatilities in the post-WWII U.S. economy," The North American Journal of Economics and Finance, Elsevier, vol. 21(1), pages 19-33, March.
  25. Yunjong Eo & James Morley, 2013. "Likelihood-Based Confidence Sets for the Timing of Structural Breaks," Discussion Papers 2013-12, School of Economics, The University of New South Wales.
  26. Cavaliere, Giuseppe & Taylor, A.M. Robert, 2007. "Testing for unit roots in time series models with non-stationary volatility," Journal of Econometrics, Elsevier, vol. 140(2), pages 919-947, October.
  27. Lubik, Thomas A. & Sarte, Pierre-Daniel G. & Schwartzman, Felipe, 2014. "What Inventory Behavior Tells Us About How Business Cycles Have Changed," Working Paper 14-6, Federal Reserve Bank of Richmond.
  28. Andrew Ang & Geert Bekaert & Min Wei, 2006. "Do macro variables, asset markets, or surveys forecast inflation better?," Finance and Economics Discussion Series 2006-15, Board of Governors of the Federal Reserve System (U.S.).
  29. Reicher Christopher Phillip & Utlaut Johannes Friederich, 2013. "Monetary policy shocks and real commodity prices," The B.E. Journal of Macroeconomics, De Gruyter, vol. 13(1), pages 35, October.
  30. Cavaliere, Giuseppe & Rahbek, Anders & Taylor, A.M. Robert, 2010. "Testing for co-integration in vector autoregressions with non-stationary volatility," Journal of Econometrics, Elsevier, vol. 158(1), pages 7-24, September.
  31. Gary Koop & Simon M. Potter, 2007. "Prior Elicitation in Multiple Change-point Models," Working Paper Series 17_07, The Rimini Centre for Economic Analysis.
  32. Daniel Tortorice, 2007. "Credit Constraints, Learning and Aggregate Consumption Volatility," Working Papers 06, Brandeis University, Department of Economics and International Businesss School, revised Nov 2009.
  33. Martins, Luis F. & Rodrigues, Paulo M.M., 2014. "Testing for persistence change in fractionally integrated models: An application to world inflation rates," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 502-522.
  34. Oka, Tatsushi & Qu, Zhongjun, 2011. "Estimating structural changes in regression quantiles," Journal of Econometrics, Elsevier, vol. 162(2), pages 248-267, June.
  35. Altavilla, Carlo & Ciccarelli, Matteo, 2010. "Evaluating the effect of monetary policy on unemployment with alternative inflation forecasts," Economic Modelling, Elsevier, vol. 27(1), pages 237-253, January.
  36. Christiane Baumeister & Luca Benati, 2012. "Unconventional Monetary Policy and the Great Recession: Estimating the Macroeconomic Effects of a Spread Compression at the Zero Lower Bound," Staff Working Papers 12-21, Bank of Canada.
  37. Henry Siu & Nir Jaimovich, 2007. "The Young, the Old, and the Restless: Demographics and Business Cycle Volatility," 2007 Meeting Papers 521, Society for Economic Dynamics.
  38. Jing Zhou & Pierre Perron, 2008. "Testing for Breaks in Coefficients and Error Variance: Simulations and Applications," Boston University - Department of Economics - Working Papers Series wp2008-010, Boston University - Department of Economics.
  39. Eswar Prasad & Marco Terrones & Ayhan Kose, 2005. "How Do Trade and Financial Integration Affect the Relationship Between Growth and Volatility?," IMF Working Papers 05/19, International Monetary Fund.
  40. Erdenebat Bataa & Denise R. Osborn & Marianne Sensier & Dick van Dijk, 2009. "Changes in International Business Cycle Affiliations," Centre for Growth and Business Cycle Research Discussion Paper Series 132, Economics, The Univeristy of Manchester.
  41. Reis, Ricardo, 2006. "Inattentive consumers," Journal of Monetary Economics, Elsevier, vol. 53(8), pages 1761-1800, November.
  42. D’Agostino, Antonello & Giannone, Domenico & Surico, Paolo, 2006. "(Un)Predictability and macroeconomic stability," Working Paper Series 0605, European Central Bank.
  43. Ayhan Kose & Christopher Otrok & Charles H. Whiteman, 2005. "Understanding the Evolution of World Business Cycles," IMF Working Papers 05/211, International Monetary Fund.
  44. Daniel J. Vine & Valerie A. Ramey, 2006. "Declining Volatility in the U.S. Automobile Industry," American Economic Review, American Economic Association, vol. 96(5), pages 1876-1889, December.
  45. Pablo Burriel & Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez, 2009. "MEDEA: A DSGE Model for the Spanish Economy," Working Papers 2009-17, FEDEA.
  46. Daron Acemoglu & Simon Johnson & James Robinson & Yunyong Thaicharoen, 2002. "Institutional Causes, Macroeconomic Symptoms: Volatility, Crises and Growth," NBER Working Papers 9124, National Bureau of Economic Research, Inc.
  47. Marek Jarocinski & Frank Smets, 2008. "House prices and the stance of monetary policy," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 339-366.
  48. Rebeca Jiménez-Rodríguez & Giuseppe Russo, 2008. "Institutional Rigidities and Employment Rigidity on the Italian Labour Market," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, vol. 54(3), pages 217-227.
  49. Lars Ljungqvist & Thomas J. Sargent, 2010. "How Sweden's Unemployment Became More Like Europe's," NBER Chapters, in: Reforming the Welfare State: Recovery and Beyond in Sweden, pages 189-223 National Bureau of Economic Research, Inc.
  50. Michael T. Owyang & Jeremy M. Piger & Howard J. Wall, 2007. "A state-level analysis of the Great Moderation," Working Papers 2007-003, Federal Reserve Bank of St. Louis.
  51. Alcala, Francisco & Sancho, Israel, 2004. "Output composition and the US output volatility decline," Economics Letters, Elsevier, vol. 82(1), pages 115-120, January.
  52. Thomas Mayer, 2006. "The Empirical Significance of Econometric Models," Working Papers 620, University of California, Davis, Department of Economics.
  53. repec:pri:wwseco:dp232 is not listed on IDEAS
  54. Cavaliere, Giuseppe & Taylor, A.M. Robert, 2008. "Testing for a change in persistence in the presence of non-stationary volatility," Journal of Econometrics, Elsevier, vol. 147(1), pages 84-98, November.
  55. Bianchi, Francesco & Mumtaz, Haroon & Surico, Paolo, 2009. "The great moderation of the term structure of UK interest rates," Journal of Monetary Economics, Elsevier, vol. 56(6), pages 856-871, September.
  56. Ho-Chuan (River) Huang & WenShwo Fang & Stephen M. Miller, 2012. "The Effect of Growth Volatility on Income Inequality," Working Papers 1203, University of Nevada, Las Vegas , Department of Economics.
  57. Thomas A. Lubik & Wing Leong Teo, 2010. "Inventories, inflation dynamics, and the New Keynesian Phillips curve," Working Paper 10-01, Federal Reserve Bank of Richmond.
  58. Jesús Fernández-Villaverde, 2008. "Horizons of Understanding: A Review of Ray Fair's Estimating How the Macroeconomy Works," Journal of Economic Literature, American Economic Association, vol. 46(3), pages 685-703, September.
  59. Matteo Iacoviello & Fabio Schiantarelli & Scott Schuh, 2010. "Input and output inventories in general equilibrium," International Finance Discussion Papers 1004, Board of Governors of the Federal Reserve System (U.S.).
  60. Gerald A. Carlino & Robert Defina & Keith Sill, 2013. "The Long and Large Decline in State Employment Growth Volatility," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(2-3), pages 521-534, 03.
  61. Ashley, Richard & Tsang, Kwok Ping & Verbrugge, Randal, 2014. "Frequency Dependence in a Real-Time Monetary Policy Rule," Working Paper 1430, Federal Reserve Bank of Cleveland.
  62. Olivier Coibion & Yuriy Gorodnichenko, 2012. "Information Rigidity and the Expectations Formation Process; A Simple Framework and New Facts," IMF Working Papers 12/296, International Monetary Fund.
  63. Valcarcel, Victor J. & Wohar, Mark E., 2013. "Changes in the oil price-inflation pass-through," Journal of Economics and Business, Elsevier, vol. 68(C), pages 24-42.
  64. Galvão, Ana Beatriz C & Marcellino, Massimiliano, 2010. "Endogenous Monetary Policy Regimes and the Great Moderation," CEPR Discussion Papers 7827, C.E.P.R. Discussion Papers.
  65. Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2006. "The New Keynesian Phillips Curve: from Sticky Inflation to Sticky Prices," The School of Economics Discussion Paper Series 0631, Economics, The University of Manchester.
  66. Karen E. Dynan & Douglas W. Elmendorf & Daniel E. Sichel, 2006. "Financial innovation and the Great Moderation: what do household data say?," Proceedings, Federal Reserve Bank of San Francisco, issue Nov.
  67. Herwartz, Helmut & Siedenburg, Florian, 2009. "The effects of variance breaks on homogenous panel unit root tests," Economics Working Papers 2009,07, Christian-Albrechts-University of Kiel, Department of Economics.
  68. Bijapur, Mohan, 2014. "What Drives Business Cycle Fluctuations: Aggregate or Idiosyncratic Uncertainty Shocks?," MPRA Paper 60361, University Library of Munich, Germany.
  69. WenShwo Fang & Stephen M. Miller & ChunShen Lee, 2009. "The Great Moderation Flattens Fat Tails: Disappearing Leptokurtosis," Working Papers 0903, University of Nevada, Las Vegas , Department of Economics.
  70. Champagne, Julien & Kurmann, André, 2013. "The great increase in relative wage volatility in the United States," Journal of Monetary Economics, Elsevier, vol. 60(2), pages 166-183.
  71. Fernández-Villaverde, Jesús & Guerron-Quintana, Pablo A. & Rubio-Ramírez, Juan Francisco, 2010. "Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data," CEPR Discussion Papers 7813, C.E.P.R. Discussion Papers.
  72. Kim, Chang-Jin & Kim, Jaeho, 2013. "The `Pile-up Problem' in Trend-Cycle Decomposition of Real GDP: Classical and Bayesian Perspectives," MPRA Paper 51118, University Library of Munich, Germany.
  73. Daniel Burren, 2010. "The Term Structure of Interest Rates in a New Keynesian Model with Time-Varying Macro Volatility," Annals of Economics and Finance, Society for AEF, vol. 11(2), pages 277-299, November.
  74. Hamid Baghestani, 2014. "On the loss structure of federal reserve forecasts of output growth," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 38(3), pages 518-527, July.
  75. Gaballo, Gaetano, 2013. "Good luck or good policy? An expectational theory of macro volatility switches," Journal of Economic Dynamics and Control, Elsevier, vol. 37(12), pages 2755-2770.
  76. repec:dau:papers:123456789/15030 is not listed on IDEAS
  77. repec:ebl:ecbull:v:3:y:2008:i:33:p:1-18 is not listed on IDEAS
  78. Hanck, Christoph & Czudaj, Robert, 2013. "Nonstationary-Volatility Robust Panel Unit Root Tests and the Great Moderation," Ruhr Economic Papers 434, Rheinisch-Westfälisches Institut für Wirtschaftsforschung (RWI), Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
  79. Olivier J. Blanchard & Jordi Galí, 2007. "The Macroeconomic Effects of Oil Price Shocks: Why are the 2000s so different from the 1970s?," NBER Chapters, in: International Dimensions of Monetary Policy, pages 373-421 National Bureau of Economic Research, Inc.
  80. Michael S. Hanson, 2006. "Varying Monetary Policy Regimes: A Vector Autoregressive Investigation," Wesleyan Economics Working Papers 2006-003, Wesleyan University, Department of Economics.
  81. Javier Gómez & Antonio Moreno & Fernando Pérez de Gracia, 2008. "Money Demand Accommodation: Impact on Macro-Dynamics and Policy Consequences," Faculty Working Papers 07/08, School of Economics and Business Administration, University of Navarra.
  82. D van Dijk & D R Osborn & M Sensier, 2004. "Testing for causality in variance in the presence of breaks," Centre for Growth and Business Cycle Research Discussion Paper Series 45, Economics, The Univeristy of Manchester.
  83. WenShwo Fang & Stephen M. Miller, 2012. "Output Growth and Its Volatility: The Gold Standard through the Great Moderation," Working Papers 1205, University of Nevada, Las Vegas , Department of Economics.
  84. James Bullard & Aarti Singh, 2012. "Learning And The Great Moderation," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 53(2), pages 375-397, 05.
  85. Zanetti, Francesco, 2008. "Labor and investment frictions in a real business cycle model," Journal of Economic Dynamics and Control, Elsevier, vol. 32(10), pages 3294-3314, October.
  86. Zeno Enders & Michael Kleemann & Gernot Müller, 2013. "Growth Expectations, Undue Optimism, and Short-Run Fluctuations," CESifo Working Paper Series 4548, CESifo Group Munich.
  87. Stelios D. Bekiros & Alessia Paccagnini, 2013. "On the predictability of time-varying VAR and DSGE models," Open Access publications 10197/7326, School of Economics, University College Dublin.
  88. Serena Ng & Jonathan H. Wright, 2013. "Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling," Journal of Economic Literature, American Economic Association, vol. 51(4), pages 1120-54, December.
  89. Francis X. Diebold & Kamil Yilmaz, 2008. "Macroeconomic Volatility and Stock Market Volatility, World-Wide," PIER Working Paper Archive 08-031, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  90. Cem Cakmakli & Richard Paap & Dick van Dijk, 2012. "Measuring and Predicting Heterogeneous Recessions," Koç University-TUSIAD Economic Research Forum Working Papers 1206, Koc University-TUSIAD Economic Research Forum.
  91. Hännikäinen, Jari, 2014. "Multi-step forecasting in the presence of breaks," MPRA Paper 55816, University Library of Munich, Germany.
  92. Mayer, Eric & Scharler, Johann, 2011. "Noisy information, interest rate shocks and the Great Moderation," Journal of Macroeconomics, Elsevier, vol. 33(4), pages 568-581.
  93. Kim, Chang-Jin & Manopimoke, Pym & Nelson, Charles, 2013. "Trend Inflation and the Nature of Structural Breaks in the New Keynesian Phillips Curve," MPRA Paper 51356, University Library of Munich, Germany.
  94. Geweke, John & Jiang, Yu, 2011. "Inference and prediction in a multiple-structural-break model," Journal of Econometrics, Elsevier, vol. 163(2), pages 172-185, August.
  95. Jushan Bai & Peng Wang, 2011. "Conditional Markov chain and its application in economic time series analysis," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(5), pages 715-734, 08.
  96. Marcelle Chauvet & Zeynep Senyuz & Emre Yoldas, 2012. "What does financial volatility tell us about macroeconomic fluctuations?," Finance and Economics Discussion Series 2012-09, Board of Governors of the Federal Reserve System (U.S.).
  97. Olaf, POSCH & Klaus, WAELDE, 2005. "Natural volatility, welfare and taxation," Discussion Papers (ECON - Département des Sciences Economiques) 2005009, Université catholique de Louvain, Département des Sciences Economiques.
  98. Michael T. Owyang & Jeremy M. Piger & Howard J. Wall & Christopher H. Wheeler, 2007. "The economic performance of cities: a Markov-switching approach," Working Papers 2006-056, Federal Reserve Bank of St. Louis.
  99. Jouni Sohkanen & B. Nielsen, 2009. "Asymptotic behaviour of the CUSUM of squares test under stochastic and deterministic time trends," Economics Papers 2009-W09, Economics Group, Nuffield College, University of Oxford.
  100. Cavaliere Giuseppe & Phillips Peter C.B. & Smeekes Stephan & Taylor A.M. Robert, 2011. "Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility," Research Memorandum 056, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  101. Chauvet, Marcelle & Potter, Simon, 2010. "Business cycle monitoring with structural changes," International Journal of Forecasting, Elsevier, vol. 26(4), pages 777-793, October.
  102. Vasco Carvalho & Xavier Gabaix, 2010. "The Great Diversification and its Undoing," Working Papers 422, Barcelona Graduate School of Economics.
  103. James Morley & Irina B. Panovska & Tara M. Sinclair, 2014. "Testing Stationarity for Unobserved Components Models," Discussion Papers 2012-41B, School of Economics, The University of New South Wales.
  104. Irvine, F. Owen & Schuh, Scott, 2007. "Interest sensitivity and volatility reductions: Cross-section evidence," International Journal of Production Economics, Elsevier, vol. 108(1-2), pages 31-42, July.
  105. Steven Trypsteen, 2014. "Cross-Country Interactions, the Great Moderation and the Role of Output Volatility in Growth," Discussion Papers 2014/10, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
  106. Emmanuel De Veirman & Andrew Levin, 2009. "Measuring Changes in Firm-Level Volatility: An Application to Japan," Reserve Bank of New Zealand Discussion Paper Series DP2009/20, Reserve Bank of New Zealand.
  107. Abi Morshed, Alaa & Andreou, E. & Boldea, Otilia, 2016. "Structural Break Tests Robust to Regression Misspecification," Discussion Paper 2016-019, Tilburg University, Center for Economic Research.
  108. Diebold, Francis X. & Yilmaz, Kamil, 2015. "Financial and Macroeconomic Connectedness: A Network Approach to Measurement and Monitoring," OUP Catalogue, Oxford University Press, number 9780199338306.
  109. Bartosz Mackowiak, 2005. "What does the Bank of Japan do to East Asia?," SFB 649 Discussion Papers SFB649DP2005-059, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  110. Olga Gorbachev, 2007. "Did Household Consumption Become More Volatile?," ESE Discussion Papers 161, Edinburgh School of Economics, University of Edinburgh.
  111. Fabio Milani, 2007. "Learning and Time-Varying Macroeconomic Volatility," Working Papers 070802, University of California-Irvine, Department of Economics.
  112. Davide Fiaschi & Angela Parenti, 2015. "How Reliable Are the Geographical Spatial Weights Matrices?," Discussion Papers 2015/198, Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy.
  113. Grydaki, Maria & Bezemer, Dirk, 2013. "The role of credit in the Great Moderation: A multivariate GARCH approach," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4615-4626.
  114. María Dolores Gadea & Ana Gómez-Loscos & Gabriel Perez-Quiros, 2015. "The great moderation in historical perspective. Is it that great?," Working Papers 1527, Banco de España;Working Papers Homepage.
  115. Mertens, Karel, 2008. "Deposit rate ceilings and monetary transmission in the US," Journal of Monetary Economics, Elsevier, vol. 55(7), pages 1290-1302, October.
  116. Diego Comin & Sunil Mulani, 2005. "A Theory of Growth and Volatility at the Aggregate and Firm Level," NBER Working Papers 11503, National Bureau of Economic Research, Inc.
  117. Chin Nam Low & Heather Anderson & Ralph D. Snyder, 2006. "Beveridge-Nelson Decomposition with Markov Switching," Monash Econometrics and Business Statistics Working Papers 17/06, Monash University, Department of Econometrics and Business Statistics.
  118. Steven J. Davis & James A. Kahn, 2008. "Interpreting the Great Moderation: changes in the volatility of economic activity at the macro and micro Levels," Staff Reports 334, Federal Reserve Bank of New York.
  119. Kamil Yilmaz, 2009. "International Business Cycle Spillovers," Koç University-TUSIAD Economic Research Forum Working Papers 0903, Koc University-TUSIAD Economic Research Forum, revised Nov 2009.
  120. Nicoletta Batini, 2006. "Euro area inflation persistence," Empirical Economics, Springer, vol. 31(4), pages 977-1002, November.
  121. Sinchan Mitra & Tara M. Sinclair, . "Output Fluctuations in the G-7: An Unobserved Components Approach," MRG Discussion Paper Series 2509, School of Economics, University of Queensland, Australia.
  122. Bivin, David G., 2008. "Production management, output volatility, and good luck," Journal of Economic Dynamics and Control, Elsevier, vol. 32(7), pages 2118-2136, July.
  123. Lilia Maliar & Serguei Maliar & John B. Taylor & Inna Tsener, 2015. "A Tractable Framework for Analyzing a Class of Nonstationary Markov Models," Economics Working Papers 15105, Hoover Institution, Stanford University.
  124. Luojia Hu & Maude Toussaint-Comeau, 2010. "Do labor market activities help predict inflation?," Economic Perspectives, Federal Reserve Bank of Chicago, issue Q II, pages 52-63.
  125. James Feigenbaum & Geng Li, 2008. "Lifecycle dynamics of income uncertainty and consumption," Finance and Economics Discussion Series 2008-27, Board of Governors of the Federal Reserve System (U.S.).
  126. Bhar, Ramaprasad & Hamori, Shigeyuki, 2003. "Alternative characterization of the volatility in the growth rate of real GDP," Japan and the World Economy, Elsevier, vol. 15(2), pages 223-231, April.
  127. Lieven Baele & et al., 2012. "Macroeconomic Regimes," Faculty Working Papers 03/12, School of Economics and Business Administration, University of Navarra.
  128. Kevin M. Warsh, 2014. "Rethinking Macro: Reassessing Micro-foundations," Book Chapters, in: Martin Neil Baily & John B. Taylor (ed.), Across the Great Divide: New Perspectives on the Financial Crisis, chapter 4 Hoover Institution, Stanford University.
  129. Camacho, Maximo & Perez-Quiros, Gabriel & Saiz, Lorena, 2008. "Do European business cycles look like one?," Journal of Economic Dynamics and Control, Elsevier, vol. 32(7), pages 2165-2190, July.
  130. Cesaroni, Tatiana & Maccini, Louis & Malgarini, Marco, 2011. "Business cycle stylized facts and inventory behaviour: New evidence for the Euro area," International Journal of Production Economics, Elsevier, vol. 133(1), pages 12-24, September.
  131. Akhter Faroque & William Veloce & Jean-Francois Lamarche, 2009. "Have Structural Changes Eliminated the Out-of-Sample Ability of Financial Variables To Forecast Real Activity After the Mid-1980s? Evidence From the Canadian Economy," Working Papers 0910, Brock University, Department of Economics, revised Oct 2010.
  132. Castelnuovo , Efrem & Nisticò, Salvatore, 2010. "Stock market conditions and monetary policy in an DSGE model for the US," Research Discussion Papers 11/2010, .
  133. Munechika Katayama, . "Declining Effects of Oil-Price Shocks," Departmental Working Papers 2009-02, Department of Economics, Louisiana State University.
  134. Jordi Galí & Luca Gambetti, 2006. "On the sources of the Great Moderation," Economics Working Papers 1041, Department of Economics and Business, Universitat Pompeu Fabra, revised Jun 2007.
  135. Angang Hu & Jie Lu & Zhengyan Xiao, 2011. "Has China's Economy Become More Stable and Inertial? Nonlinear Investigations Based on Structural Break and Duration Dependent Regime Switching Models," Annals of Economics and Finance, Society for AEF, vol. 12(1), pages 157-181, May.
  136. Andrew Figura, 2011. "Have cyclical movements in the unemployment rate become more persistent?," Finance and Economics Discussion Series 2011-33, Board of Governors of the Federal Reserve System (U.S.).
  137. Castelnuovo, Efrem, 2016. "Modest macroeconomic effects of monetary policy shocks during the great moderation: An alternative interpretation," Journal of Macroeconomics, Elsevier, vol. 47(PB), pages 300-314.
  138. Derek Stimel, 2010. "Choice of Aggregate Demand Proxy and its Affect on Phillips Curve Nonlinearity: U.S. Evidence," Economics Bulletin, AccessEcon, vol. 30(1), pages 543-557.
  139. Duca, John V., 2004. "Why have U.S. households increasingly relied on mutual funds to own equity?," Working Papers 0403, Federal Reserve Bank of Dallas.
  140. Norhana Endut & James Morley & Pao-Lin Tien, 2015. "The Changing Transmission Mechanism of U.S. Monetary Policy," Discussion Papers 2015-03, School of Economics, The University of New South Wales.
  141. Ke-Li Xu & Peter C.B. Phillips, 2006. "Adaptive Estimation of Autoregressive Models with Time-Varying Variances," Cowles Foundation Discussion Papers 1585, Cowles Foundation for Research in Economics, Yale University.
  142. Luke Hartigan, 2015. "Changes in the Factor Structure of the U.S. Economy: Permanent Breaks or Business Cycle Regimes?," Discussion Papers 2015-17, School of Economics, The University of New South Wales.
  143. Giorgio Canarella & WenShwo Fang & Stephen M. Miller & Stephen K. Pollard, 2008. "Is the Great Moderation Ending? UK and US Evidence," Working papers 2008-24, University of Connecticut, Department of Economics.
  144. Hans KREMERS & Andreas LOESCHEL, . "The Strategic Implications of Setting Border Tax Adjustments," EcoMod2010 259600097, EcoMod.
  145. Stelios Bekiros & Massimiliano Marcellino, 2011. "The Multiscale Causal Dynamics of Foreign Exchange Markets," Economics Working Papers ECO2011/23, European University Institute.
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