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Citations for "Understanding Changes In International Business Cycle Dynamics"

by James H. Stock & Mark W. Watson

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  1. Silvia Palasca & Elisabeta Jaba, 2014. "Leading and Lagging Indicators Of the Economic Crisis," Romanian Statistical Review, Romanian Statistical Review, vol. 62(3), pages 31-47, September.
  2. WenShwo Fang & Stephen M. Miller, 2008. "Modeling the Volatility of Real GDP Growth: The Case of Japan Revisited," Working papers 2008-47, University of Connecticut, Department of Economics.
  3. Harald Badinger, 2013. "Measuring the World Economy," The World Economy, Wiley Blackwell, vol. 36(1), pages 12-30, 01.
  4. Bovi, M., 2005. "Economic Clubs and European Commitment. Evidence from the International Business Cycles," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, vol. 2(2), pages 101-122.
  5. Georgios KOURETAS & Mark E. WOHAR, . "The Dynamics of Inflation: A Study of a Large Number of Countries," EcoMod2010 259600097, EcoMod.
  6. Dées, Stéphane & Vansteenkiste, Isabel, 2007. "The transmission of US cyclical developments to the rest of the world," Working Paper Series 0798, European Central Bank.
  7. Bems, Rudolfs & Dedola, Luca & Smets, Frank, 2007. "US imbalances: The role of technology and policy," Journal of International Money and Finance, Elsevier, vol. 26(4), pages 523-545, June.
  8. 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.
  9. Chudik, Alexander & Fratzscher, Marcel, 2011. "Identifying the global transmission of the 2007-09 financial crisis in a GVAR Model," Working Paper Series 1285, European Central Bank.
  10. Jens R Clausen & Magda Kandil, 2009. "On Cyclicality in the Current and Financial Accounts: Evidence from Nine Industrial Countries," Eastern Economic Journal, Palgrave Macmillan, vol. 35(3), pages 338-366.
  11. Matteo Ciccarelli & Benoît Mojon, 2005. "Global Inflation," Working Papers Central Bank of Chile 357, Central Bank of Chile.
  12. Miguel de Carvalho & António Rua, 2014. "Real-time nowcasting the US output gap: Singular spectrum analysis at work," Working Papers w201416, Banco de Portugal, Economics and Research Department.
  13. 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).
  14. Tang, Dragon Yongjun & Yan, Hong, 2008. "Market conditions, default risk and credit spreads," Discussion Paper Series 2: Banking and Financial Studies 2008,08, Deutsche Bundesbank, Research Centre.
  15. Larrain, Borja, 2011. "World betas, consumption growth, and financial integration," Journal of International Money and Finance, Elsevier, vol. 30(6), pages 999-1018, October.
  16. Giorgio Canarella & WenShwo Fang & Stephen M. Miller & Stephen K. Pollard, 2008. "Is the Great Moderation Ending? UK and US Evidence," Working Papers 0801, University of Nevada, Las Vegas , Department of Economics.
  17. Seonghoon Cho & Antonio Moreno & Geert Bekaert, 2005. "New-Keynesian Macroeconomics and the Term Structure," Faculty Working Papers 04/05, School of Economics and Business Administration, University of Navarra.
  18. Benoît Mojon, 2007. "Monetary policy, output composition and the Great Moderation," Working Paper Series WP-07-07, Federal Reserve Bank of Chicago.
  19. Andrew Hughes Hallett & Christian R. Richter, 2007. "Time Varying Cyclical Analysis for Economies in Transition," CASE Network Studies and Analyses 0334, CASE-Center for Social and Economic Research.
  20. Michael Artis & Christian Dreger & Konstantin A. Kholodilin, 2009. "Common and Spatial Drivers in Regional Business Cycles," Discussion Papers of DIW Berlin 859, DIW Berlin, German Institute for Economic Research.
  21. Daniel Kanda, 2008. "Spillovers to Ireland," IMF Working Papers 08/2, International Monetary Fund.
  22. Fabio Canova & Luca Gambetti, 2003. "Structural changes in the US economy: is there a role for monetary policy?," Economics Working Papers 918, Department of Economics and Business, Universitat Pompeu Fabra, revised Apr 2008.
  23. Karras, Georgios & Lee, Jin Man & Stokes, Houston, 2006. "Why are postwar cycles smoother? Impulses or propagation?," Journal of Economics and Business, Elsevier, vol. 58(5-6), pages 392-406.
  24. Mark Aguiar & Gita Gopinath, 2004. "Emerging market business cycles: the cycle is the trend," Working Papers 04-4, Federal Reserve Bank of Boston.
  25. Giannone, Domenico & Reichlin, Lucrezia, 2006. "Trends and cycles in the euro area: how much heterogeneity and should we worry about it?," Working Paper Series 0595, European Central Bank.
  26. Antonakakis, Nikolaos, 2012. "Business cycle synchronization during US recessions since the beginning of the 1870s," Economics Letters, Elsevier, vol. 117(2), pages 467-472.
  27. Jorge Roldos, 2006. "Disintermediation and Monetary Transmission in Canada," IMF Working Papers 06/84, International Monetary Fund.
  28. Michael B. Devereux & Ozge Senay & Alan Sutherland, 2012. "Nominal Stability and Financial Globalization," NBER Working Papers 17796, National Bureau of Economic Research, Inc.
  29. Sahut, Jean-Michel & Mili, Mehdi, 2011. "Banking distress in MENA countries and the role of mergers as a strategic policy to resolve distress," Economic Modelling, Elsevier, vol. 28(1), pages 138-146.
  30. Domenico Giannone & Lucrezia Reichlin, 2004. "Euro area and US recessions: 1970-2003," ULB Institutional Repository 2013/6405, ULB -- Universite Libre de Bruxelles.
  31. Jamie Hall & Jarkko Jääskelä, 2009. "Inflation Volatility and Forecast Accuracy," RBA Research Discussion Papers rdp2009-06, Reserve Bank of Australia.
  32. Alexandra Ferreira-Lopes, 2008. "In or Out? The Welfare Costs of EMU Membership," Working Papers Series 1 ercwp1408, ISCTE-IUL, Business Research Unit (BRU-IUL).
  33. Kajal Lahiri & Gultekin Isiklar, 2010. "Estimating International Transmission of Shocks Using GDP Forecasts: India and Its Trading Partners," Discussion Papers 10-06, University at Albany, SUNY, Department of Economics.
  34. Ulrich Fritsche & Vladimir Kuzin, 2004. "Declining Output Volatility in Germany: Impulses, Propagation, and the Role of Monetary Policy," Discussion Papers of DIW Berlin 433, DIW Berlin, German Institute for Economic Research.
  35. Stefan Gerlach & Mathias Hoffmann, 2008. "The Impact of the Euro on International Stability and Volatility," European Economy - Economic Papers 309, Directorate General Economic and Monetary Affairs (DG ECFIN), European Commission.
  36. Guglielmo Maria Caporale & Juncal Cuñado & Luis A. Gil-Alana, 2013. "Modelling long-run trends and cycles in financial time series data," Journal of Time Series Analysis, Wiley Blackwell, vol. 34(3), pages 405-421, 05.
  37. M. Ayhan Kose & Roberto Cardarelli, 2004. "Economic Integration, Business Cycle, and Productivity in North America," IMF Working Papers 04/138, International Monetary Fund.
  38. Linda Tesar & Ariel Burstein & Chris Kurz, 2005. "Trade, Production Sharing and the International Transmission of Business Cycles," 2005 Meeting Papers 304, Society for Economic Dynamics.
  39. Luca Gambetti & Evi Pappa & Fabio Canova, 2008. "The Structural Dynamics of U.S. Output and Inflation: What Explains the Changes?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(2-3), pages 369-388, 03.
  40. Fabio Canova & Matteo Ciccarelli & Eva Ortega, 2009. "Do institutional changes affect business cycles? Evidence from Europe," Banco de Espa�a Working Papers 0921, Banco de Espa�a.
  41. Leif Anders Thorsrud, 2013. "Global and regional business cycles. Shocks and propagations," Working Paper 2013/08, Norges Bank.
  42. Zsolt Darvas, 2009. "Monetary Transmission in Three Central European Economies: Evidence from Time-Varying Coefficient Vector Autoregressions," IEHAS Discussion Papers 0913, Institute of Economics, Centre for Economic and Regional Studies, Hungarian Academy of Sciences.
  43. Martin Gervais, 2012. "Optimal Unemployment Insurance in a Directed Search Model," 2012 Meeting Papers 1177, Society for Economic Dynamics.
  44. Nir Jaimovich & Henry E. Siu, 2008. "The Young, the Old, and the Restless: Demographics and Business Cycle Volatility," NBER Working Papers 14063, National Bureau of Economic Research, Inc.
  45. 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.
  46. Ko, Jun-Hyung & Murase, Koichi, 2013. "Great Moderation in the Japanese economy," Japan and the World Economy, Elsevier, vol. 27(C), pages 10-24.
  47. Dionysios K. Solomos & Theofanis Papageorgiou & Dimitrios N. Koumparoulis, 2013. "Financial Sector and Business Cycles Determinants in the EMU: An Empirical Approach (1996-2011)," European Research Studies Journal, European Research Studies Journal, vol. 0(2), pages 34-58.
  48. Marco Del Negro & Christopher Otrok, 2008. "Dynamic factor models with time-varying parameters: measuring changes in international business cycles," Staff Reports 326, Federal Reserve Bank of New York.
  49. Pau Rabanal & Juan Francisco Rubio-Ramirez & Vicente Tuesta Reátegui, 2010. "Cointegrated TFP Processes and International Business Cycles," Working Papers 10-11, Duke University, Department of Economics.
  50. Amélie Charles & Olivier Darné & Laurent Ferrara, 2014. "Does the Great Recession imply the end of the Great Moderation? International evidence," EconomiX Working Papers 2014-21, University of Paris West - Nanterre la Défense, EconomiX.
  51. Jang-Ting Guo & Shu-Hua Chen, 2010. "Progressive Taxation and Macroeconomic (In)stability with Productive Government Spending," Working Papers 201006, University of California at Riverside, Department of Economics, revised Aug 2010.
  52. Luca Benati, 2004. "Evolving post-World War II UK economic performance," Bank of England working papers 232, Bank of England.
  53. Batyra, Anna, 2013. "Are Turbulences of Sargent and Ljungqvist consistent with lower Aggregate Volatility?," GIAM Working Papers 13-2, Galatasaray University Economic Research Center.
  54. Peter M. Summers, 2005. "What caused the Great Moderation? : some cross-country evidence," Economic Review, Federal Reserve Bank of Kansas City, issue Q III, pages 5-32.
  55. Giancarlo Corsetti & Luca Dedola & Sylvain Leduc, 2006. "Productivity, External Balance and Exchange Rates: Evidence on the Transmission Mechanism Among G7 Countries," NBER Working Papers 12483, National Bureau of Economic Research, Inc.
  56. Silvio Contessi & Pierangelo De Pace & Johanna L. Francis, 2010. "Changes in the second-moment properties of disaggregated capital flows," Working Papers 2010-020, Federal Reserve Bank of St. Louis.
  57. Guillermo A. Calvo & Alejandro Izquierdo & Rudy Loo-Kung, 2012. "Optimal Holdings of International Reserves: Self-Insurance against Sudden Stop," NBER Working Papers 18219, National Bureau of Economic Research, Inc.
  58. Dupaigne, Martial & Fève, Patrick, 2009. "Hours Worked and Permanent Technology Shocks in Open Economies," TSE Working Papers 09-114, Toulouse School of Economics (TSE).
  59. Biscarri, Javier Gómez & Moreno, Antonio & Gracia, Fernando Pérez de, 2010. "Money demand accommodation: Impact on macro-dynamics and policy consequences," Journal of Policy Modeling, Elsevier, vol. 32(1), pages 138-154, January.
  60. Stan Du Plessis & Kevin Kotze, 2012. "Trends and Structural Changes in South African Macroeconomic Volatility," Working Papers 297, Economic Research Southern Africa.
  61. 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.
  62. Erden, Lutfi & Ozkan, Ibrahim, 2014. "Determinants of international transmission of business cycles to Turkish economy," Economic Modelling, Elsevier, vol. 36(C), pages 383-390.
  63. Stephen G. Cecchetti & Guy Debelle, 2006. "Has the inflation process changed?," Economic Policy, CEPR;CES;MSH, vol. 21(46), pages 311-352, 04.
  64. Issing, Otmar, 2012. "Central banks: Paradise lost," CFS Working Paper Series 2012/06, Center for Financial Studies (CFS).
  65. Beck, Guenter W. & Hubrich, Kirstin & Marcellino, Massimiliano, 2009. "On the importance of sectoral shocks for price-setting," CFS Working Paper Series 2009/32, Center for Financial Studies (CFS).
  66. Fabio Canova & Tobias Menz, 2011. "Does Money Matter in Shaping Domestic Business Cycles? An International Investigation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(4), pages 577-607, 06.
  67. Marcus Kappler, 2011. "Business Cycle Co-movement and Trade Intensity in the Euro Area: is there a Dynamic Link?," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), Justus-Liebig University Giessen, Department of Statistics and Economics, vol. 231(2), pages 247-265, April.
  68. Mayer, Eric & Scharler, Johann, 2011. "Noisy information, interest rate shocks and the Great Moderation," Journal of Macroeconomics, Elsevier, vol. 33(4), pages 568-581.
  69. Altug, Sumru G. & Bildirici, Melike, 2010. "Business Cycles around the Globe: A Regime-switching Approach," CEPR Discussion Papers 7968, C.E.P.R. Discussion Papers.
  70. Marco Gallegati & Mauro Gallegati, 2005. "Wavelet variance and correlation analyses of output in G7 countries," Macroeconomics 0512017, EconWPA.
  71. Raddatz, Claudio, 2006. "Liquidity needs and vulnerability to financial underdevelopment," Journal of Financial Economics, Elsevier, vol. 80(3), pages 677-722, June.
  72. Souki, Kaouthar, 2008. "Assessing the effects of U.S. shocks on the Canadian economy using alternative identification methods," The North American Journal of Economics and Finance, Elsevier, vol. 19(2), pages 193-213, August.
  73. Kingsley I. Obiora, 2010. "Do countries catch cold when trading partners sneeze? Evidence from spillovers in the Baltics," Financial Theory and Practice, Institute of Public Finance, vol. 34(2), pages 143-160.
  74. Bilke, Laurent, 2005. "Break in the mean and persistence of inflation: a sectoral analysis of French CPI," Working Paper Series 0463, European Central Bank.
  75. George Monokroussos, 2005. "Dynamic Limited Dependent Variable Modeling and US Monetary Policy," Computing in Economics and Finance 2005 460, Society for Computational Economics.
  76. Alessandra Fogli & Fabrizio Perri, 2006. "The Great Moderation and the U.S. External Imbalance," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 24(S1), pages 209-225, December.
  77. Gerhard Fenz & Martin Schneider, 2008. "Transmission of business cycle shocks between the US and the euro area," Working Papers 145, Oesterreichische Nationalbank (Austrian Central Bank).
  78. M. J. Herrerias & Javier Ordoñez, 2011. "If the Unites States sneezes, does the world need paracetamol?," Working Papers 2011/03, Economics Department, Universitat Jaume I, Castellón (Spain).
  79. Michaelides, Panayotis G. & Papageorgiou, Theofanis, 2012. "On the transmission of economic fluctuations from the USA to EU-15 (1960–2011)," Journal of Economics and Business, Elsevier, vol. 64(6), pages 427-438.
  80. James H. Stock & Mark W. Watson, 2003. "Has the business cycle changed?," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 9-56.
  81. Liesenfeld, Roman & Hogrefe, Jens & Aßmann, Christian, 2005. "The Decline in German Output Volatility: A Bayesian Analysis," Economics Working Papers 2006,02, Christian-Albrechts-University of Kiel, Department of Economics.
  82. Masahiko Shibamoto & Ryuzo Miyao, 2008. "Understanding Output and Price Dynamics in Japan: Why Have Japan's Price Movements Been Relatively Stable Since the 1990s?," Discussion Paper Series 219, Research Institute for Economics & Business Administration, Kobe University.
  83. Fabio Canova & Tobias Menz, 2010. "Does Money Matter in Shaping Domestic Business Cycles? An International Investigation (with appendices)," Working Papers 516, Barcelona Graduate School of Economics.
  84. Tatsuma Wada & Pierre Perron, 2006. "State Space Model with Mixtures of Normals: Specifications and Applications to International Data," Boston University - Department of Economics - Working Papers Series WP2006-029, Boston University - Department of Economics.
  85. Mendicino, Caterina, 2007. "Credit market and macroeconomic volatility," Working Paper Series 0743, European Central Bank.
  86. 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.
  87. Ummad Mazhar & Cheick Kader M'Baye, 2014. "Does Forecasts Transparency Affect Macroeconomic Volatility in Developing Countries ? Evidence From Quasi-Natural Experiments," Working Papers halshs-00956454, HAL.
  88. Mario J. Crucini, 2006. "International Real Business Cycles," Vanderbilt University Department of Economics Working Papers 0617, Vanderbilt University Department of Economics.
  89. Pedro José Pérez & José Ramón García & Luisa Escriche, 2005. "Importancia De Las Perturbaciones Externas En La Economía Española Tras La Integración: ¿Tamaño Del Shock O Grado De Respuesta?," Working Papers. Serie EC 2005-07, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  90. Jean Boivin & Marc P. Giannoni & Benoît Mojon, 2008. "How Has the Euro Changed the Monetary Transmission?," NBER Working Papers 14190, National Bureau of Economic Research, Inc.
  91. Pablo A. Guerron-Quintana, 2012. "Common and idiosyncratic disturbances in developed small open economies," Working Papers 12-3, Federal Reserve Bank of Philadelphia.
  92. Enders, Zeno & Jung, Philip & Müller, Gernot J., 2013. "Has the Euro changed the business cycle?," European Economic Review, Elsevier, vol. 59(C), pages 189-211.
  93. Chudik, Alexander & Fratzscher, Marcel, 2011. "Identifying the global transmission of the 2007-2009 financial crisis in a GVAR model," European Economic Review, Elsevier, vol. 55(3), pages 325-339, April.
  94. Canova, Fabio & Ciccarelli, Matteo, 2013. "Panel vector autoregressive models: a survey," Working Paper Series 1507, European Central Bank.
  95. William Martin & Robert Rowthorn, 2004. "Will Stability Last?," CESifo Working Paper Series 1324, CESifo Group Munich.
  96. Bloch, Laurence, 2012. "Product market regulation, trend inflation and inflation dynamics in the new Keynesian Phillips curve," Economic Modelling, Elsevier, vol. 29(5), pages 2058-2070.
  97. Kim, Chang-Jin, 2008. "Markov-switching and the Beveridge-Nelson decomposition: Has US output persistence changed since 1984?," Journal of Econometrics, Elsevier, vol. 146(2), pages 227-240, October.
  98. Alejandro Justiniano & Northwestern University, 2006. "The Time Varying Volatility of Macroeconomic Fluctuations," Computing in Economics and Finance 2006 219, Society for Computational Economics.
  99. Maswana, Jean-Claude, 2010. "Will China’s Recovery Affect Africa’s Prospects for Economic Growth?," Working Papers 19, JICA Research Institute.
  100. Altug, Sumru & Tan, Barış & Gencer, Gözde, 2012. "Cyclical dynamics of industrial production and employment: Markov chain-based estimates and tests," Journal of Economic Dynamics and Control, Elsevier, vol. 36(10), pages 1534-1550.
  101. James Graham, 2014. "'N Sync: how do countries' economies move together?," Reserve Bank of New Zealand Analytical Notes series AN2014/04, Reserve Bank of New Zealand.
  102. Yulia Vymyatnina, 2014. "Spillover Effects in the Customs Union of Russia, Kazakhstan and Belarus," EcoMod2014 7160, EcoMod.
  103. Dovern, Jonas & Fritsche, Ulrich & Slacalek, Jiri, 2009. "Disagreement among forecasters in G7 countries," Working Paper Series 1082, European Central Bank.
  104. Artis, Michael J & Osborn, Denise & Perez-Vazquez, Pedro, 2004. "The International Business Cycle in a Changing World: Volatility and the Propagation of Shocks in the G-7," CEPR Discussion Papers 4652, C.E.P.R. Discussion Papers.
  105. Grossi, Luigi & Laurini, Fabrizio, 2009. "A robust forward weighted Lagrange multiplier test for conditional heteroscedasticity," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 2251-2263, April.
  106. Ulrich Fritsche & Vladimir Kuzin, 2005. "Declining Output Volatility in Germany: Impulses, Propagation, and the Role of the Monetary Policy," Money Macro and Finance (MMF) Research Group Conference 2005 70, Money Macro and Finance Research Group.
  107. U. Michael Bergman, 2004. "How Similar Are European Business Cycles?," EPRU Working Paper Series 04-13, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, revised Nov 2004.
  108. Stephane Dees & Arthur Saint-Guilhem, 2011. "The role of the United States in the global economy and its evolution over time," Empirical Economics, Springer, vol. 41(3), pages 573-591, December.
  109. Herrerias, M.J. & Ordóñez, J., 2014. "If the United States sneezes, does the world need “pain-killers”?," International Review of Economics & Finance, Elsevier, vol. 31(C), pages 159-170.
  110. Tara Sinclair & Sinchan Mitra, 2008. "Output Fluctuations in the G-7: An Unobserved Components Approach," Working Papers 2008-04, The George Washington University, Institute for International Economic Policy.
  111. Canova, Fabio & Ciccarelli, Matteo & Ortega, Eva, 2004. "Similarities and convergence in G-7 cycles," Working Paper Series 0312, European Central Bank.
  112. Tamim Bayoumi & Francis Vitek, 2013. "Macroeconomic Model Spillovers and Their Discontents," IMF Working Papers 13/4, International Monetary Fund.
  113. Ayhan Kose, M. & Otrok, Christopher & Whiteman, Charles H., 2008. "Understanding the evolution of world business cycles," Journal of International Economics, Elsevier, vol. 75(1), pages 110-130, May.
  114. Tatsuma Wada & Pierre Perron, 2005. "An Alternative Trend-Cycle Decomposition using a State Space Model with Mixtures of Normals: Specifications and Applications to International Data," Boston University - Department of Economics - Working Papers Series WP2005-43, Boston University - Department of Economics.
  115. Gianni De Nicoló & Alexander F. Tieman, 2006. "Economic Integration and Financial Stability; A European Perspective," IMF Working Papers 06/296, International Monetary Fund.
  116. Manuel Ramos Francia & Ana María Aguilar Argaez & Santiago García-Verdú & Gabriel Cuadra, 2014. "Heading into Trouble: A Comparison of the Latin American Crises and the Euro Area's Current Crisis," Working Papers 2014-17, Banco de México.
  117. Pedro André Cerqueira, 2014. "Business Cycle Synchronization and Volatility Shifts," GEMF Working Papers 2014-19, GEMF - Faculdade de Economia, Universidade de Coimbra.
  118. repec:cml:moneta:v:i:y:2013:i:1:p:1-35 is not listed on IDEAS
  119. Hector Sala & Jose I. Silva & Manuel E. Toledo, 2007. "Flexibility at the margin and labor market volatility in OECD countries," Economics Working Papers we075832, Universidad Carlos III, Departamento de Economía.
  120. Karunanayake, Indika & Valadkhani, Abbas & O’Brien, Martin, 2012. "GDP Growth and the Interdependency of Volatility Spillovers," MPRA Paper 50398, University Library of Munich, Germany.
  121. Ashoka Mody & Alina Carare, 2010. "Spillovers of Domestic Shocks; Will they Counteract the "Great Moderation"?," IMF Working Papers 10/78, International Monetary Fund.
  122. Thomas Walker & David Norman, 2004. "Co-movement of Australian State Business Cycles," Econometric Society 2004 Australasian Meetings 334, Econometric Society.
  123. Kumar, Manmohan S. & Okimoto, Tatsuyoshi, 2011. "Dynamics of international integration of government securities' markets," Journal of Banking & Finance, Elsevier, vol. 35(1), pages 142-154, January.
  124. Vittorio Corbo & Klaus Schmidt-Hebbel, 2013. "The International Crisis and Latin America," Monetaria, Centro de Estudios Monetarios Latinoamericanos, vol. 0(1), pages 37-62, January-j.
  125. Mihir A. Desai & C. Fritz Foley, 2004. "The Comovement of Returns and Investment Within the Multinational Firm," NBER Working Papers 10785, National Bureau of Economic Research, Inc.
  126. Bagliano, Fabio C. & Morana, Claudio, 2009. "International macroeconomic dynamics: A factor vector autoregressive approach," Economic Modelling, Elsevier, vol. 26(2), pages 432-444, March.
  127. 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.
  128. Andrew Hallett & Christian Richter, 2006. "Measuring the Degree of Convergence among European Business Cycles," Computational Economics, Society for Computational Economics, vol. 27(2), pages 229-259, May.
  129. Jean-Yves Pitarakis, 2004. "Least squares estimation and tests of breaks in mean and variance under misspecification," Econometrics Journal, Royal Economic Society, vol. 7(1), pages 32-54, 06.
  130. Denise R Osborn & Tugrul Vehbi, 2013. "Empirical Evidence on Growth Spillovers from China to New Zealand," Treasury Working Paper Series 13/17, New Zealand Treasury.
  131. Benoît Heitz & François Hild & Brieuc Monfort, 2006. "Synchronisation des cycles au sein du G7 et intégration commerciale et financière," Économie et Prévision, Programme National Persée, vol. 172(1), pages 45-61.
  132. Matthieu Lemoine, 2005. "A model of the stochastic convergence between business cycles," Documents de Travail de l'OFCE 2005-05, Observatoire Francais des Conjonctures Economiques (OFCE).
  133. repec:cml:moneta:v:i:y:2013:i:1:p:87-165 is not listed on IDEAS
  134. Pami Dua & Vineeta Sharma, 2013. "Measurement And Patterns Of International Synchronization-- A Spectral Approach," Working papers 224, Centre for Development Economics, Delhi School of Economics.
  135. Hristov, Nikolay & Hülsewig, Oliver & Wollmershäuser, Timo, 2014. "The interest rate pass-through in the Euro area during the global financial crisis," Journal of Banking & Finance, Elsevier, vol. 48(C), pages 104-119.
  136. N. Antonakakis & H. Badinger, 2014. "International business cycle spillovers since the 1870s," Applied Economics, Taylor & Francis Journals, vol. 46(30), pages 3682-3694, October.
  137. Michael Kouparitsas, 2003. "International business cycles under fixed and flexible exchange rate regimes," Working Paper Series WP-03-28, Federal Reserve Bank of Chicago.
  138. Herwartz, Helmut & Lütkepohl, Helmut, 2014. "Structural vector autoregressions with Markov switching: Combining conventional with statistical identification of shocks," Journal of Econometrics, Elsevier, vol. 183(1), pages 104-116.
  139. repec:onb:oenbwp:y::i:137:b:1 is not listed on IDEAS
  140. Giannone, Domenico & Lenza, Michele & Reichlin, Lucrezia, 2009. "Business cycles in the euro area," Working Paper Series 1010, European Central Bank.
  141. Dupaigne, Martial & Fève, Patrick, 2005. "Technology Shocks around the World," IDEI Working Papers 346, Institut d'Économie Industrielle (IDEI), Toulouse.
  142. Selgin, George & Lastrapes, William D. & White, Lawrence H., 2012. "Has the Fed been a failure?," Journal of Macroeconomics, Elsevier, vol. 34(3), pages 569-596.
  143. Bodenstein, Martin & Erceg, Christopher & Guerrieri, Luca, 2010. "The Effects of Foreign Shocks When Interest Rates Are at Zero," CEPR Discussion Papers 8006, C.E.P.R. Discussion Papers.
  144. Huang, Huichou & MacDonald, Ronald & Zhao, Yang, 2012. "Global Currency Misalignments, Crash Sensitivity, and Downside Insurance Costs," MPRA Paper 53745, University Library of Munich, Germany, revised 18 Nov 2013.
  145. Jesús Rodríguez López, 2010. "Growth, fluctuations and technology in the U.S. post-war economy," Working Papers 10.01, Universidad Pablo de Olavide, Department of Economics.
  146. Rafiq, M.S., 2011. "The optimality of a gulf currency union: Commonalities and idiosyncrasies," Economic Modelling, Elsevier, vol. 28(1-2), pages 728-740, January.
  147. Hyunbae Chun & Jung-Wook Kim & Jason Lee & Randall Morck, 2004. "Patterns of Comovement: The Role of Information Technology in the U.S. Economy," NBER Working Papers 10937, National Bureau of Economic Research, Inc.
  148. repec:onb:oenbwp:y::i:162:b:1 is not listed on IDEAS
  149. repec:cml:moneta:v:i:y:2013:i:1:p:37-62 is not listed on IDEAS
  150. Bergman, Michael, 2004. "How Similar Are European Business Cycles?," Working Papers 2004:9, Lund University, Department of Economics.
  151. Thomas Helbling & M. Ayhan Kose & Christopher Otrok & Raju Huidrom, 2010. "Do Credit Shocks Matter? A Global Perspective," IMF Working Papers 10/261, International Monetary Fund.
  152. Giancarlo Corsetti & Luca Dedola & Sylvain Leduc, 2007. "Productivity and the dollar," Working Paper Series 2007-27, Federal Reserve Bank of San Francisco.
  153. repec:dgr:uvatin:2009063 is not listed on IDEAS
  154. Dagum, Estela Bee, 2010. "Business Cycles and Current Economic Analysis/Los ciclos económicos y el análisis económico actual," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 28, pages 577-594, Diciembre.
  155. Christian Dreger & Konstantin Kholodilin & Michael Artis, 2011. "What drives regional business cycles? The role of common and spatial components," ERSA conference papers ersa10p317, European Regional Science Association.
  156. U. Michael Bergman & Lars Jonung, 2011. "Business Cycle Synchronization In Europe: Evidence From The Scandinavian Currency Union," Manchester School, University of Manchester, vol. 79(2), pages 268-292, 03.
  157. Bilke, L., 2005. "Break in the Mean and Persistence of Inflation: a Sectoral Analysis of French CPI," Working papers 122, Banque de France.
  158. Zanetti, Francesco, 2009. "Effects of product and labor market regulation on macroeconomic outcomes," Journal of Macroeconomics, Elsevier, vol. 31(2), pages 320-332, June.
  159. Otmar Issing, 2012. "Central Banks - Paradise Lost," IMES Discussion Paper Series 12-E-10, Institute for Monetary and Economic Studies, Bank of Japan.
  160. Tatiana Cesaroni & Louis Maccini & Marco Malgarini, 2009. "Business cycle volatility and inventories behavior:new evidence for the Euro Area," ISAE Working Papers 108, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
  161. Ullrich Heilemann & Roland Schuhr, 2008. "On the Evolution of German Business Cycles 1958-2004 Results of a Dynamic Linear Discriminant Analysis," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), Justus-Liebig University Giessen, Department of Statistics and Economics, vol. 228(1), pages 84-109, February.
  162. Kamel GARFA, 2013. "Couplage Ou Découplage Des Cycles Économiques Des Mena : Une Approche En Termes De Modèle A Facteurs Dynamiques," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 38, pages 225-247.
  163. Franziska Ohnsorge & Ashoka Mody, 2010. "After the Crisis; Lower Consumption Growth But Narrower Global Imbalances?," IMF Working Papers 10/11, International Monetary Fund.
  164. Ummad Mazhar & Cheick Kader M'baye, 2014. "Does Forecasts Transparency Affect Macroeconomic Volatility in Developing Countries ? Evidence From Quasi-Natural Experiments," Working Papers 1410, Groupe d'Analyse et de Théorie Economique (GATE), Centre national de la recherche scientifique (CNRS), Université Lyon 2, Ecole Normale Supérieure.
  165. Giordani, P. & Kohn, R. & van Dijk, D.J.C., 2005. "A unified approach to nonlinearity, structural change and outliers," Econometric Institute Research Papers EI 2005-09, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  166. Lahiri, Kajal & Sheng, Xuguang, 2008. "Evolution of forecast disagreement in a Bayesian learning model," Journal of Econometrics, Elsevier, vol. 144(2), pages 325-340, June.
  167. Christian Richter & Andrew Hughes Hallett, 2005. "A Time-Frequency Analysis of the Coherences of the US Business," Computing in Economics and Finance 2005 45, Society for Computational Economics.
  168. Michal Bencik, 2011. "Business cycle synchronisation between the V4 countries and the euro area," Working and Discussion Papers WP 1/2011, Research Department, National Bank of Slovakia.
  169. Posch, Olaf, 2011. "Explaining output volatility: The case of taxation," Journal of Public Economics, Elsevier, vol. 95(11), pages 1589-1606.
  170. Gamber, Edward N. & Smith, Julie K. & Weiss, Matthew A., 2011. "Forecast errors before and during the Great Moderation," Journal of Economics and Business, Elsevier, vol. 63(4), pages 278-289, July.
  171. Luhan, Wolfgang J. & Scharler, Johann, 2014. "Inflation illusion and the Taylor principle: An experimental study," Journal of Economic Dynamics and Control, Elsevier, vol. 45(C), pages 94-110.
  172. Ewa Szymanik, 2012. "Business Cycles and Their International Transmission – the Introduction to the Problem," Equilibrium, Uniwersytet Mikolaja Kopernika, vol. 7, pages 55-72.
  173. Yuriy Gorodnichenko, 2005. "Reduced-Rank Identification of Structural Shocks in VARs," Macroeconomics 0512011, EconWPA.
  174. repec:cml:moneta:v:i:y:2013:i:1:p:167-198 is not listed on IDEAS
  175. Knut Are Aastveit & Hilde C. Bjørnland & Leif Anders Thorsrud, 2011. "The world is not enough! Small open economies and regional dependence," Working Paper 2011/16, Norges Bank.
  176. Steven J. Davis & James A. Kahn, 2007. "Macroeconomic implications of changes in micro volatility," Proceedings, Federal Reserve Bank of San Francisco, issue Nov.
  177. Amélie Charles & Olivier Darné & Laurent Ferrara, 2014. "Does the Great Recession imply the end of the Great Moderation? International evidence," Working Papers hal-00952951, HAL.
  178. João Pedro Bumachar Resende & Ilan Goldfajn, 2013. "Latin America During the Crisis: The Role of Fundamentals," Monetaria, Centro de Estudios Monetarios Latinoamericanos, vol. 0(1), pages 167-198, January-j.
  179. Pacheco, Luis, 2010. "ECB Projections: should leave it to the pros?," Working Papers 11/2010, Universidade Portucalense, Centro de Investigação em Gestão e Economia (CIGE).
  180. Lambrias, Kyriacos, 2011. "World Technology Shocks and the Real Euro-Dollar Exchange Rate," TSE Working Papers 11-261, Toulouse School of Economics (TSE).
  181. Wang, Jin-ming & Gao, Tie-mei & McNown, Robert, 2009. "Measuring Chinese business cycles with dynamic factor models," Journal of Asian Economics, Elsevier, vol. 20(2), pages 89-97, March.
  182. Marek Lubiński, 2007. "International Business Cycle," Contemporary Economics, University of Finance and Management in Warsaw, vol. 1(2), June.
  183. David Norman & Thomas Walker, 2004. "Co-movement of Australian State Business Cycles," RBA Research Discussion Papers rdp2004-09, Reserve Bank of Australia.
  184. Solomos, Dionysios & Papageorgiou, Theofanis & Koumparoulis, Dimitrios, 2012. "Financial Sector and Business Cycles Determinants in the EMU context: An Empirical Approach (1996-2011)," MPRA Paper 43858, University Library of Munich, Germany.
  185. Sachverständigenrat zur Begutachtung der Gesamtwirtschaftlichen Entwicklung (ed.), 2009. "Deutschland im internationalen Konjunkturzusammenhang. Expertise im Auftrag der Bundesregierung," Occasional Reports / Expertisen, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung, number 75372.
  186. Daniel Farhat, 2010. "Capital Accumulation, Non-traded Goods and International Macroeconomic Dynamics with Heterogeneous Firms," Working Papers 1002, University of Otago, Department of Economics, revised May 2010.
  187. Crafts, Nicolas & Magnani, Marco, 2011. "The Golden Age and the Second Globalization in Italy," CAGE Online Working Paper Series 61, Competitive Advantage in the Global Economy (CAGE).
  188. Steffen Henzel & Elisabeth Wieland, 2013. "Synchronization and Changes in International Inflation Uncertainty," CESifo Working Paper Series 4194, CESifo Group Munich.
  189. repec:cml:moneta:v:i:y:2013:i:1:p:63-85 is not listed on IDEAS
  190. OKIMOTO, Tatsuyoshi & SHIMOTSU, Katsumi, 2010. "Decline in the Persistence of Real Exchange Rates : But Not Sufficient for Purchasing Power Parity," Discussion Papers 2010-06, Graduate School of Economics, Hitotsubashi University.
  191. Maurizio Bovi, 2003. "Nonparametric Analysis Of The International Business Cycles," ISAE Working Papers 37, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
  192. 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.
  193. Canova, Fabio & Gambetti, Luca, 2006. "Structural Changes in the US Economy: Bad Luck or Bad Policy?," CEPR Discussion Papers 5457, C.E.P.R. Discussion Papers.
  194. Olfa Kaabia & Ilyes Abid, 2012. "Theoretical Channels of International,Transmission During the Subprime Crisis to OCDE Countries : A FAVAR Model Under Bayesian Framework," EconomiX Working Papers 2012-40, University of Paris West - Nanterre la Défense, EconomiX.
  195. Allan Hernández & Alberto Trejos, 2013. "Fiscal Moral Hazard Due to Monetary Integration," Monetaria, Centro de Estudios Monetarios Latinoamericanos, vol. 0(1), pages 63-85, January-j.
  196. repec:cml:moneta:v:i:y:2013:i:1:p:199-230 is not listed on IDEAS
  197. Beckmann, Joscha & Belke, Ansgar & Czudaj, Robert, 2014. "Does global liquidity drive commodity prices?," Journal of Banking & Finance, Elsevier, vol. 48(C), pages 224-234.
  198. Hsieh Fushing & Shu-Chun Chen & Travis J. Berge & Oscar Jorda, 2010. "A Chronology of International Business Cycles Through Non-parametric Decoding," Working Papers 1020, University of California, Davis, Department of Economics.
  199. Kajal Lahiri & Gultekin Isiklar & Prakash Loungani, 2006. "How quickly do forecasters incorporate news? Evidence from cross-country surveys," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(6), pages 703-725.
  200. Ossama Mikhail, 2004. "No More Rocking Horses: Trading Business-Cycle Depth for Duration Using an Economy-Specific Characteristic," Macroeconomics 0402026, EconWPA.
  201. Eduardo Levy Yeyati, 2013. "Things We Learn from Crises," Monetaria, Centro de Estudios Monetarios Latinoamericanos, vol. 0(1), pages 199-230, January-j.
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.