Short and medium term financial-real cycles: An empirical assessment
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- Stockhammer, Engelbert & Calvert Jump, Robert & Kohler, Karsten & Cavallero, Julian, 2019. "Short and medium term financial-real cycles: An empirical assessment," Journal of International Money and Finance, Elsevier, vol. 94(C), pages 81-96.
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- Karsten Kohler, 2019. "Exchange rate dynamics, balance sheet effects, and capital flows. A Minskyan model of emerging market boom-bust cycles," Working Papers PKWP1906, Post Keynesian Economics Society (PKES).
- Engelbert Stockhammer & Giorgos Gouzoulis & Rob Calvert Jump, 2019. "Debt-driven business cycles in historical perspective: The cases of the USA (1889-2015) and UK (1882-2010)," Working Papers PKWP1907, Post Keynesian Economics Society (PKES).
- Engelbert Stockhammer & Giorgos Gouzoulis, 2023. "Debt-GDP cycles in historical perspective: the case of the USA (1889–2014)," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 32(2), pages 317-335.
- Filippo Gusella & Engelbert Stockhammer, 2021.
"Testing fundamentalist–momentum trader financial cycles: An empirical analysis via the Kalman filter,"
Metroeconomica, Wiley Blackwell, vol. 72(4), pages 758-797, November.
- Filippo Gusella & Engelbert Stockhammer, 2020. "Testing fundamentalist-momentum trader financial cycles. An empirical analysis via the Kalman filter," Working Papers PKWP2009, Post Keynesian Economics Society (PKES).
- Karsten Kohler & Engelbert Stockhammer, 2023.
"Flexible exchange rates in emerging markets: shock absorbers or drivers of endogenous cycles?,"
Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 32(2), pages 551-572.
- Karsten Kohler & Engelbert Stockhammer, 2022. "Flexible exchange rates in emerging markets: shock absorbers or drivers of endogenous cycles?," Working Papers PKWP2205, Post Keynesian Economics Society (PKES).
- Juan Laborda & Vicente Salas & Cristina Suárez, 2021. "Financial constraints on R&D projects and minsky moments: containing the credit cycle," Journal of Evolutionary Economics, Springer, vol. 31(4), pages 1089-1111, September.
- Škare, Marinko & Porada-Rochoń, Małgorzata, 2020. "Multi-channel singular-spectrum analysis of financial cycles in ten developed economies for 1970–2018," Journal of Business Research, Elsevier, vol. 112(C), pages 567-575.
- Karsten Kohler & Robert Calvert Jump, 2022. "Estimating Nonlinear Business Cycle Mechanisms with Linear Vector Autoregressions: A Monte Carlo Study," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(5), pages 1077-1100, October.
- Yannis Dafermos & Daniela Gabor & Jo Michell, 2023. "Institutional supercycles: an evolutionary macro-finance approach," New Political Economy, Taylor & Francis Journals, vol. 28(5), pages 693-712, September.
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More about this item
Keywords
Minsky; financial accelerator; financial cycle; business cycle;All these keywords.
JEL classification:
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- G01 - Financial Economics - - General - - - Financial Crises
NEP fields
This paper has been announced in the following NEP Reports:- NEP-MAC-2018-07-30 (Macroeconomics)
- NEP-PKE-2018-07-30 (Post Keynesian Economics)
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