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Citations for "The Time Varying Volatility of Macroeconomic Fluctuations"

by Alejandro Justiniano & Northwestern University

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  1. Anton Nakov & Andrea Pescatori, 2007. "Oil and the Great Moderation," Working Paper 0717, Federal Reserve Bank of Cleveland.
  2. Steven J. Davis & James A. Kahn, 2007. "Macroeconomic implications of changes in micro volatility," Proceedings, Federal Reserve Bank of San Francisco, issue Nov.
  3. Nicolas Coeurdacier & Robert Kollmann & Philippe Martin, 2010. "International portfolios, capital accumulation and foreign assets dynamics," Sciences Po publications info:hdl:2441/c8dmi8nm4pd, Sciences Po.
  4. Marco Del Negro & Frank Schorfheide, 2007. "Monetary Policy Analysis with Potentially Misspecified Models," NBER Working Papers 13099, National Bureau of Economic Research, Inc.
  5. Troy 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.
  6. Thomas A. Lubik & Paolo Surico, 2006. "The Lucas critique and the stability of empirical models," Working Paper 06-05, Federal Reserve Bank of Richmond.
  7. Parantap Basu, 2007. "Understanding Labour Market Frictions: A Tobin’s Q Approach," Money Macro and Finance (MMF) Research Group Conference 2006 35, Money Macro and Finance Research Group.
  8. Henry Siu & Nir Jaimovich, 2006. "The Young, the Old, and the Restless: Demographics and Business Cycle Volatility," 2006 Meeting Papers 815, Society for Economic Dynamics.
  9. 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.
  10. Zheng Liu & Daniel F. Waggoner & Tao Zha, 2011. "Sources of macroeconomic fluctuations: A regime‐switching DSGE approach," Quantitative Economics, Econometric Society, vol. 2(2), pages 251-301, 07.
  11. Guerron-Quintana, Pablo A., 2008. "Refinements on macroeconomic modeling: The role of non-separability and heterogeneous labor supply," Journal of Economic Dynamics and Control, Elsevier, vol. 32(11), pages 3613-3630, November.
  12. Nicolas Coeurdacier, 2011. "Limited participation and International Risk-Sharing," 2011 Meeting Papers 613, Society for Economic Dynamics.
  13. Edward N. Gamber & Julie K. Smith & Matthew Weiss, 2008. "Forecast Errors Before and After the Great Moderation," Working Papers 2008-001, The George Washington University, Department of Economics, Research Program on Forecasting, revised Mar 2009.
  14. Benoît Mojon, 2007. "Monetary policy, output composition and the Great Moderation," Working Paper Series WP-07-07, Federal Reserve Bank of Chicago.
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.