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Citations for "Breaks in the Variability and Comovement of G-7 Economic Growth"

by Brian M. Doyle & Jon Faust

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  1. Hideaki Hirata & Ayhan Kose & Christopher Otrok, 2013. "Regionalization vs. Globalization," IMF Working Papers 13/19, International Monetary Fund.
  2. Kose, M. Ayhan & Otrok, Christopher M. & Prasad, Eswar S., 2008. "Global business cycles: convergence or decoupling?," Discussion Paper Series 1: Economic Studies 2008,17, Deutsche Bundesbank, Research Centre.
  3. 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.
  4. Steven B. Kamin, 2010. "Financial globalization and monetary policy," International Finance Discussion Papers 1002, Board of Governors of the Federal Reserve System (U.S.).
  5. Antonakakis, Nikolaos & Gogas, Periklis & Papadimitriou, Theophilos & Sarantitis, Georgios, 2015. "International Business Cycle Synchronization since the 1870s: Evidence from a Novel Network Approach," MPRA Paper 67223, University Library of Munich, Germany.
  6. Imbs, Jean & Mauro, Paolo, 2007. "Pooling Risk Among Countries," CEPR Discussion Papers 6461, C.E.P.R. Discussion Papers.
  7. Silvio Contessi & Pierangelo De Pace & Johanna Francis, 2009. "The Cyclical Properties of Disaggregated Capital Flows," Fordham Economics Discussion Paper Series dp2009-05, Fordham University, Department of Economics.
  8. Emilio Espino & Julian Kozlowski & Juan M. Sánchez, 2013. "Regionalization vs. globalization," Working Papers 2013-002, Federal Reserve Bank of St. Louis.
  9. Kalemli-Ozcan, Sebnem & Papaioannou, Elias & Perri, Fabrizio, 2012. "Global Banks and Crisis Transmission," CEPR Discussion Papers 9044, C.E.P.R. Discussion Papers.
  10. Blonigen, Bruce A. & Piger, Jeremy & Sly, Nicholas, 2014. "Comovement in GDP trends and cycles among trading partners," Journal of International Economics, Elsevier, vol. 94(2), pages 239-247.
  11. 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.
  12. Jonas Dovern & Ulrich Fritsche & Jiri Slacalek, 2009. "Disagreement among Forecasters in G7 Countries," Macroeconomics and Finance Series 200906, Hamburg University, Department Wirtschaft und Politik.
  13. Nicholas Sly & Caroline Weber, 2013. "International Fiscal Policy Coordination and GDP Comovement," CESifo Working Paper Series 4358, CESifo Group Munich.
  14. 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.
  15. Contessi, Silvio & De Pace, Pierangelo, 2009. "Do European capital flows comove?," The North American Journal of Economics and Finance, Elsevier, vol. 20(2), pages 145-161, August.
  16. Ossama Mikhail, 2004. "No More Rocking Horses: Trading Business-Cycle Depth for Duration Using an Economy-Specific Characteristic," Macroeconomics 0402026, EconWPA.
  17. Antonakakis, Nikolaos, 2012. "Business cycle synchronization during US recessions since the beginning of the 1870s," Economics Letters, Elsevier, vol. 117(2), pages 467-472.
  18. Ayhan Kose & Christopher Otrok & Charles H. Whiteman, 2005. "Understanding the Evolution of World Business Cycles," IMF Working Papers 05/211, International Monetary Fund.
  19. Michael Artis & George Chouliarakis & Pkg Harischandra, 2011. "Business Cycle Synchronization Since 1880," Centre for Growth and Business Cycle Research Discussion Paper Series 153, Economics, The Univeristy of Manchester.
  20. Rafiq, M.S., 2011. "The optimality of a gulf currency union: Commonalities and idiosyncrasies," Economic Modelling, Elsevier, vol. 28(1), pages 728-740.
  21. Dalkir, Mehmet, 2010. "Spurious correlation under fractional integration in output series," Economics Letters, Elsevier, vol. 107(2), pages 165-168, May.
  22. Burstein, Ariel & Kurz, Christopher & Tesar, Linda, 2008. "Trade, production sharing, and the international transmission of business cycles," Journal of Monetary Economics, Elsevier, vol. 55(4), pages 775-795, May.
  23. Jean Imbs, 2010. "The First Global Recession in Decades," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00612515, HAL.
  24. Bergman, Michael, 2004. "How Similar Are European Business Cycles?," Working Papers 2004:9, Lund University, Department of Economics.
  25. Eric Monnet & Damien Puy, 2016. "Has Globalization Really Increased Business Cycle Synchronization?," IMF Working Papers 16/54, International Monetary Fund.
  26. Bodenstein, Martin & Erceg, Christopher J. & Guerrieri, Luca, 2009. "The Effects of Foreign Shocks when Interest Rates are at Zero," International Finance Discussion Papers 983, Board of Governors of the Federal Reserve System (U.S.), revised 03 Oct 2016.
  27. Marek Lubiński, 2007. "International Business Cycle," Contemporary Economics, University of Finance and Management in Warsaw, vol. 1(2), June.
  28. Kamil Yilmaz, 2009. "Business Cycle Spillovers," 2009 Meeting Papers 1079, Society for Economic Dynamics.
  29. 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.
  30. William Martin & Robert Rowthorn, 2004. "Will Stability Last?," CESifo Working Paper Series 1324, CESifo Group Munich.
  31. Arpita Chatterjee, 2013. "Globalization and Monetary Policy: An Empirical Analysis," Discussion Papers 2013-08, School of Economics, The University of New South Wales.
  32. Sly, Nicholas & Weber, Caroline, 2015. "Global tax policy and the synchronization of business cycles," Research Working Paper RWP 15-7, Federal Reserve Bank of Kansas City.
  33. James B. Bullard & Aarti Singh, 2007. "Worldwide macroeconomic stability and monetary policy rules," Working Papers 2006-040, Federal Reserve Bank of St. Louis.
  34. Andrew Hallett & Christian Richter, 2006. "Measuring the Degree of Convergence among European Business Cycles," Computational Economics, Springer;Society for Computational Economics, vol. 27(2), pages 229-259, May.
  35. Eleonora Cutrini & Giorgio Galeazzi, 2012. "Can emerging economies decouple from the US business cycle?," Working Papers 41-2012, Macerata University, Department of Studies on Economic Development (DiSSE), revised Jul 2014.
  36. B. Rana Pradumna, 2007. "Economic Integration in East Asia: Trends, Prospects, and a Possible Roadmap," Economic Growth Centre Working Paper Series 0701, Nanyang Technological University, School of Humanities and Social Sciences, Economic Growth Centre.
  37. Sébastien Wälti, 2012. "The myth of decoupling," Applied Economics, Taylor & Francis Journals, vol. 44(26), pages 3407-3419, September.
  38. Nikolaos Antonakakis & Johann Scharler, 2010. "The Synchronization of GDP Growth in the G7 during U.S. Recessions. Is this Time Different?," Economics working papers 2010-05, Department of Economics, Johannes Kepler University Linz, Austria.
  39. Michael D. Bordo & Thomas Helbling, 2003. "Have National Business Cycles Become More Synchronized?," NBER Working Papers 10130, National Bureau of Economic Research, Inc.
  40. Sebnem Kalemli-Ozcan & Elias Papaioannou & José-Luis Peydró, 2013. "Financial Regulation, Financial Globalization, and the Synchronization of Economic Activity," Journal of Finance, American Finance Association, vol. 68(3), pages 1179-1228, 06.
  41. Wyplosz, Charles, 2010. "The Eurozone in the Current Crisis," ADBI Working Papers 207, Asian Development Bank Institute.
  42. Ayhan Kose & Roberto Cardarelli, 2004. "Economic Integration, Business Cycle, and Productivity in North America," IMF Working Papers 04/138, International Monetary Fund.
  43. Erden, Lutfi & Ozkan, Ibrahim, 2014. "Determinants of international transmission of business cycles to Turkish economy," Economic Modelling, Elsevier, vol. 36(C), pages 383-390.
  44. Chatterjee, Arpita, 2016. "Globalization and monetary policy comovement: International evidence," Journal of International Money and Finance, Elsevier, vol. 68(C), pages 181-202.
  45. Silvio Contessi & Pierangelo De Pace & Massimo Guidolin, 2013. "How did the financial crisis alter the correlations of U.S. yield spreads?," Working Papers 2013-005, Federal Reserve Bank of St. Louis.
  46. Silvio Contessi, 2010. "How does multinational production change international comovement?," Working Papers 2010-041, Federal Reserve Bank of St. Louis.
  47. Ductor, Lorenzo & Leiva-Leon, Danilo, 2016. "Dynamics of global business cycle interdependence," Journal of International Economics, Elsevier, vol. 102(C), pages 110-127.
  48. Sebnem Kalemli-Ozcan & Elias Papaioannou & José Luis Peydró, 2010. "Financial Regulation, Integration and Synchronization of Economic Activity," Koç University-TUSIAD Economic Research Forum Working Papers 1005, Koc University-TUSIAD Economic Research Forum, revised Apr 2010.
  49. Bagliano, Fabio C. & Morana, Claudio, 2009. "International macroeconomic dynamics: A factor vector autoregressive approach," Economic Modelling, Elsevier, vol. 26(2), pages 432-444, March.
  50. 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.
  51. Imbs, Jean, 2006. "The real effects of financial integration," Journal of International Economics, Elsevier, vol. 68(2), pages 296-324, March.
  52. 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.
  53. Stefano Schiavo, 2005. "Financial integration, GDP correlation and the endogeneity of optimum currency areas," Working Papers 25/2005, University of Verona, Department of Economics.
  54. 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.
  55. 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.
  56. Perron, Pierre & Wada, Tatsuma, 2016. "Measuring business cycles with structural breaks and outliers: Applications to international data," Research in Economics, Elsevier, vol. 70(2), pages 281-303.
  57. James H. Stock & Mark W. Watson, 2005. "Understanding Changes In International Business Cycle Dynamics," Journal of the European Economic Association, MIT Press, vol. 3(5), pages 968-1006, 09.
  58. David Matesanz Gomez & Guillermo J. Ortega & Benno Torgler, 2011. "Measuring globalization: A hierarchical network approach," CREMA Working Paper Series 2011-11, Center for Research in Economics, Management and the Arts (CREMA).
  59. 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.
  60. Erauskin, Iñaki, 2013. "The impact of financial openness on the size of utility-enhancing government," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy (IfW), vol. 7, pages 1-56.
  61. Mitra, Sinchan & Sinclair, Tara M., 2012. "Output Fluctuations In The G-7: An Unobserved Components Approach," Macroeconomic Dynamics, Cambridge University Press, vol. 16(03), pages 396-422, June.
  62. Marc Giannoni & Jean Boivin, 2008. "Global Forces and Monetary Policy Effectiveness," 2008 Meeting Papers 1067, Society for Economic Dynamics.
  63. Andrew Hughes Hallett & Christian Richter, 2008. "Have the Eurozone economies converged on a common European cycle?," International Economics and Economic Policy, Springer, vol. 5(1), pages 71-101, July.
  64. Erdenebat Bataa & Denise R.Osborn & Marianne Sensier, 2016. "China's Increasing Global Influence: Changes in International Growth Spillovers," Centre for Growth and Business Cycle Research Discussion Paper Series 221, Economics, The Univeristy of Manchester.
  65. Faruk, Balli, 2006. "New Patterns in International Portfolio Allocation and Income Smoothing," MPRA Paper 10121, University Library of Munich, Germany, revised 14 Aug 2008.
  66. 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.
  67. Balli, Faruk & Louis, Rosmy J. & Osman, Mohammad, 2008. "International Portfolio Allocation and Income Smoothing: Evidence from Recent Changes in Euro Region," MPRA Paper 10160, University Library of Munich, Germany.
  68. 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.
  69. Balli, Faruk & Ozer-Balli, Hatice, 2009. "Sectoral Equity Returns in the Euro Region: Is There any Room for Reducing the Portfolio Risk?," MPRA Paper 14554, University Library of Munich, Germany.
  70. Diebold, Francis X. & Yilmaz, Kamil, 2015. "Financial and Macroeconomic Connectedness: A Network Approach to Measurement and Monitoring," OUP Catalogue, Oxford University Press, number 9780199338306, December.
  71. 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.
  72. Kenneth S. Rogoff, 2006. "Impact of globalization on monetary policy," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 265-305.
  73. Maurizio Bovi, 2003. "Nonparametric Analysis Of The International Business Cycles," ISAE Working Papers 37, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
  74. Wälti, Sébastien, 2010. "No decoupling, more interdependence: business cycle comovements between advanced and emerging economies," MPRA Paper 20869, University Library of Munich, Germany.
  75. Ayhan Kose & Marco Terrones & Eswar S Prasad, 2003. "Volatility and Comovement in a Globalized World Economy; An Empirical Exploration," IMF Working Papers 03/246, International Monetary Fund.
  76. Rana, Pradumna B., 2006. "Economic Integration in East Asia: Trends, Prospects, and a Possible Roadmap," Working Papers on Regional Economic Integration 2, Asian Development Bank.
  77. Francis X. Diebold & Kamil Yilmaz, 2013. "Measuring the Dynamics of Global Business Cycle Connectedness," PIER Working Paper Archive 13-070, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  78. Tiago Trancoso, 2013. "Global macroeconomic interdependence: a minimum spanning tree approach," Review of Applied Socio-Economic Research, Pro Global Science Association, vol. 5(1), pages 179-189, June.
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.