Diverging Trends in Macro and Micro Volatility: Facts
Author
Abstract
Suggested Citation
Note: EFG
Download full text from publisher
Other versions of this item:
- Diego Comin & Sunil Mulani, 2003. "Diverging Trends in Macro and Micro Volatility: Facts," Macroeconomics 0306008, University Library of Munich, Germany.
References listed on IDEAS
- John Y. Campbell & Martin Lettau & Burton G. Malkiel & Yexiao Xu, 2001.
"Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk,"
Journal of Finance, American Finance Association, vol. 56(1), pages 1-43, February.
- John Y. Campbell & Martin Lettau & Burton G. Malkiel & Yexiao Xu, 2000. "Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk," NBER Working Papers 7590, National Bureau of Economic Research, Inc.
- Malkiel, Burton & Campbell, John & Lettau, Martin & Xu, Yexiao, 2001. "Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk," Scholarly Articles 3128707, Harvard University Department of Economics.
- 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.
- Diego Comin & Thomas Philippon, 2005. "The Rise in Firm-Level Volatility: Causes and Consequences," NBER Working Papers 11388, National Bureau of Economic Research, Inc.
- Richard Clarida & Jordi Galí & Mark Gertler, 2000.
"Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 115(1), pages 147-180.
- Richard Clarida & Jordi Galí & Mark Gertler, 1997. "Monetary policy rules and macroeconomic stability: Evidence and some theory," Economics Working Papers 350, Department of Economics and Business, Universitat Pompeu Fabra, revised May 1999.
- Clarida, Richard & Galí, Jordi & Gertler, Mark, 1998. "Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory," CEPR Discussion Papers 1908, C.E.P.R. Discussion Papers.
- Richard Clarida & Jordi Gali & Mark Gertler, 1998. "Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory," NBER Working Papers 6442, National Bureau of Economic Research, Inc.
- Clarida, R. & Gali, J. & Gertler, M., 1998. "Monetary Policy Rules and Macroeconomic Stability: Evidence and some Theory," Working Papers 98-01, C.V. Starr Center for Applied Economics, New York University.
- Olivier Blanchard & John Simon, 2001. "The Long and Large Decline in U.S. Output Volatility," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 32(1), pages 135-174.
- Gali, Jordi & Lopez-Salido, J. David & Valles, Javier, 2003.
"Technology shocks and monetary policy: assessing the Fed's performance,"
Journal of Monetary Economics, Elsevier, vol. 50(4), pages 723-743, May.
- Jordi Galí & David López-Salido & Javier Vallés, 2000. "Technology Shocks and Monetary policy: Assessing the Fed's Performance," Working Papers 0013, Banco de España.
- GalÃ, Jordi & Vallés Liberal, Javier & López-Salido, J David, 2002. "Technology Shocks and Monetary Policy: Assessing the Fed's Performance," CEPR Discussion Papers 3211, C.E.P.R. Discussion Papers.
- Jordi Gali & J. David Lopez-Salido & Javier Valles, 2002. "Technology Shocks and Monetary Policy: Assessing the Fed's Performance," NBER Working Papers 8768, National Bureau of Economic Research, Inc.
- Peter Gottschalk & Robert Moffitt, 1994. "The Growth of Earnings Instability in the U.S. Labor Market," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 25(2), pages 217-272.
- Timothy Cogley & Thomas J. Sargent, 2002.
"Evolving Post-World War II US Inflation Dynamics,"
NBER Chapters, in: NBER Macroeconomics Annual 2001, Volume 16, pages 331-388,
National Bureau of Economic Research, Inc.
- Timothy Cogley & Thomas Sargent, "undated". "Evolving Post-World War II U.S. Inflation Dynamics," Working Papers 2132872, Department of Economics, W. P. Carey School of Business, Arizona State University.
- James H. Stock & Mark W. Watson, 2003.
"Has the Business Cycle Changed and Why?,"
NBER Chapters, in: NBER Macroeconomics Annual 2002, Volume 17, pages 159-230,
National Bureau of Economic Research, Inc.
- James H. Stock & Mark W. Watson, 2002. "Has the Business Cycle Changed and Why?," NBER Working Papers 9127, National Bureau of Economic Research, Inc.
- Jean Boivin & Marc Giannoni, 2002. "Assessing changes in the monetary transmission mechanism: a VAR approach," Economic Policy Review, Federal Reserve Bank of New York, vol. 8(May), pages 97-111.
- Dornbusch, Rudiger & Fischer, Stanley & Samuelson, Paul A, 1977.
"Comparative Advantage, Trade, and Payments in a Ricardian Model with a Continuum of Goods,"
American Economic Review, American Economic Association, vol. 67(5), pages 823-839, December.
- R. Dornbusch & S. Fischer & P. A. Samuelson, 1976. "Comparative Advantage, Trade and Payments in a Ricardian Model With a Continuum of Goods," Working papers 178, Massachusetts Institute of Technology (MIT), Department of Economics.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Raphael Bergoeing & Andrea Repetto, 2006.
"Micro Efficiency and Aggregate Growth in Chile,"
Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 43(127), pages 169-192.
- Raphael Bergoeing & Andrea Repetto, 2006. "Micro Efficiency and Aggregate Growth in Chile," Documentos de Trabajo 218, Centro de Economía Aplicada, Universidad de Chile.
- Comin, Diego & Groshen, Erica L. & Rabin, Bess, 2009.
"Turbulent firms, turbulent wages?,"
Journal of Monetary Economics, Elsevier, vol. 56(1), pages 109-133, January.
- Diego Comin & Erica L. Groshen & Bess Rubin, 2006. "Turbulent firms, turbulent wages?," Staff Reports 238, Federal Reserve Bank of New York.
- Diego Comin & Erica L. Groshen & Bess Rabin, 2006. "Turbulent Firms, Turbulent Wages?," NBER Working Papers 12032, National Bureau of Economic Research, Inc.
- Michelacci, Claudio & Schivardi, Fabiano, 2008.
"Does Idiosyncratic Business Risk Matter?,"
CEPR Discussion Papers
6910, C.E.P.R. Discussion Papers.
- Claudio Michelacci & Fabiano Schivardi, 2010. "Does Idiosyncratic Business Risk Matter?," Working Papers CELEG 1002, Dipartimento di Economia e Finanza, LUISS Guido Carli.
- claudio Michelacci & Fabiano Schivardi, 2008. "Does Idiosyncratic Business Risk Matter?," EIEF Working Papers Series 0813, Einaudi Institute for Economics and Finance (EIEF), revised Jul 2008.
- Xavier Gabaix, 2004. "Power laws and the origins of aggregate fluctuations," Econometric Society 2004 North American Summer Meetings 484, Econometric Society.
- Hornstein, Andreas & Krusell, Per & Violante, Giovanni L., 2005.
"The Effects of Technical Change on Labor Market Inequalities,"
Handbook of Economic Growth, in: Philippe Aghion & Steven Durlauf (ed.), Handbook of Economic Growth, edition 1, volume 1, chapter 20, pages 1275-1370,
Elsevier.
- Andreas Hornstein & Per Krusell & Giovanni L. Violante, 2004. "The effects of technical change on labor market inequalities," Working Paper 04-08, Federal Reserve Bank of Richmond.
- Andreas Hornstein & Per Krusell & Giovanni L. Violante, 2005. "The Effects of Technical Change on Labor Market Inequalities," Working Papers 89, Princeton University, Department of Economics, Center for Economic Policy Studies..
- Violante, Giovanni & Hornstein, Andreas, 2005. "The Effects of Technical Change on Labour Market Inequalities," CEPR Discussion Papers 5025, C.E.P.R. Discussion Papers.
- Euwals, Rob & ,, 2006. "Explaining the Growth of Part-Time Employment: Factors of Supply and Demand," CEPR Discussion Papers 5595, C.E.P.R. Discussion Papers.
- Miles Parker, 2006.
"Diverging Trends in Aggregate and Firm-Level Volatility in the UK,"
Discussion Papers
16, Monetary Policy Committee Unit, Bank of England.
- Parker, Miles, 2006. "Diverging Trends in Aggregate and Firm–Level Volatility in the UK," Discussion Papers 16, Monetary Policy Committee Unit, Bank of England.
- García-Vega, María & Guariglia, Alessandra & Spaliara, Marina-Eliza, 2012.
"Volatility, financial constraints, and trade,"
International Review of Economics & Finance, Elsevier, vol. 21(1), pages 57-76.
- Maria Garcia-Vega & Alessandra Guariglia, 2007. "Volatility, Financial Constraints, and trade," Discussion Papers 07/33, University of Nottingham, GEP.
- Maria Garcia-Vega & Alessandra Guariglia, 2008. "Volatility, Financial Constraints and Trade," Discussion Papers 08/04, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
- Dynan, Karen E. & Elmendorf, Douglas W. & Sichel, Daniel E., 2006.
"Can financial innovation help to explain the reduced volatility of economic activity?,"
Journal of Monetary Economics, Elsevier, vol. 53(1), pages 123-150, January.
- Karen E. Dynan & Douglas W. Elmendorf & Daniel E. Sichel, 2005. "Can financial innovation help to explain the reduced volatility of economic activity?," Finance and Economics Discussion Series 2005-54, Board of Governors of the Federal Reserve System (U.S.).
- Hui Guo & Robert Savickas, 2006. "Aggregate idiosyncratic volatility in G7 countries," Working Papers 2004-027, Federal Reserve Bank of St. Louis.
- F. Owen Irvine & Scott Schuh, 2007.
"The roles of comovement and inventory investment in the reduction of output volatility,"
Proceedings, Federal Reserve Bank of San Francisco, issue Nov.
- F. Owen Irvine & Scott Schuh, 2005. "The roles of comovement and inventory investment in the reduction of output volatility," Working Papers 05-9, Federal Reserve Bank of Boston.
- Rob Euwals & Maurice Hogerbrugge, 2006. "Explaining the Growth of Part‐time Employment: Factors of Supply and Demand," LABOUR, CEIS, vol. 20(3), pages 533-557, September.
- Bachmann, Ruediger & Bayer, Christian, 2009.
"Firm-specific productivity risk over the business cycle: facts and aggregate implications,"
Discussion Paper Series 1: Economic Studies
2009,15, Deutsche Bundesbank.
- Ruediger Bachmann & Christian Bayer, 2009. "Firm-Specific Productivity Risk over the Business Cycle: Facts and Aggregate Implications," 2009 Meeting Papers 869, Society for Economic Dynamics.
- Ruediger Bachmann & Christian Bayer, 2009. "Firm-Specific Productivity Risk over the Business Cycle: Facts and Aggregate Implications," CESifo Working Paper Series 2844, CESifo.
- 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.
- Diego Comin & Thomas Philippon, 2005. "The Rise in Firm-Level Volatility: Causes and Consequences," NBER Working Papers 11388, National Bureau of Economic Research, Inc.
- James H. Stock & Mark W. Watson, 2003. "Has the Business Cycle Changed? Evidence and Explanations," Working Papers 2003-2, Princeton University. Economics Department..
- Kevin J. Stiroh, 2009.
"Volatility Accounting: A Production Perspective on Increased Economic Stability,"
Journal of the European Economic Association, MIT Press, vol. 7(4), pages 671-696, June.
- Kevin J. Stiroh, 2006. "Volatility accounting: a production perspective on increased economic stability," Staff Reports 245, Federal Reserve Bank of New York.
- 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.
- Juan M. Sanchez & Emircan Yurdagul, 2013. "Why are U.S. firms holding so much cash? an exploration of cross-sectional variation," Review, Federal Reserve Bank of St. Louis, vol. 95(July), pages 293-325.
- Thesmar, David, 2009. "Contrasting Trends in Firm Volatility: Theory and Evidence," CEPR Discussion Papers 7135, C.E.P.R. Discussion Papers.
- Hornstein, Andreas & Krusell, Per & Violante, Giovanni L., 2005.
"The Effects of Technical Change on Labor Market Inequalities,"
Handbook of Economic Growth, in: Philippe Aghion & Steven Durlauf (ed.), Handbook of Economic Growth, edition 1, volume 1, chapter 20, pages 1275-1370,
Elsevier.
- Andreas Hornstein & Per Krusell & Giovanni L. Violante, 2004. "The effects of technical change on labor market inequalities," Working Paper 04-08, Federal Reserve Bank of Richmond.
- Andreas Hornstein & Per Krusell & Giovanni L. Violante, 2005. "The Effects of Technical Change on Labor Market Inequalities," Working Papers 89, Princeton University, Department of Economics, Center for Economic Policy Studies..
- Hornstein, Andreas & Krusell, Per & Violante, Giovanni L, 2005. "The Effects of Technical Change on Labour Market Inequalities," CEPR Discussion Papers 5025, C.E.P.R. Discussion Papers.
- Christopher Kent & Crystal Ossolinski & Luke Willard, 2007. "The Rise of Household Indebtedness," RBA Annual Conference Volume (Discontinued), in: Christopher Kent & Jeremy Lawson (ed.),The Structure and Resilience of the Financial System, Reserve Bank of Australia.
- repec:pri:cepsud:113krusell is not listed on IDEAS
- Davis, Steven J. & Faberman, Jason & Haltiwanger, John C., 2005. "The Flow Approach to Labor Markets: New Data Sources, Micro-Macro Links and the Recent Downturn," IZA Discussion Papers 1639, Institute of Labor Economics (IZA).
- San Vicente Portes Luis & Ozenbas Deniz, 2009. "On Balance Sheets, Idiosyncratic Risk and Aggregate Volatility," The B.E. Journal of Macroeconomics, De Gruyter, vol. 9(1), pages 1-27, February.
- 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.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Steven J. Davis & James A. Kahn, 2008.
"Interpreting the Great Moderation: Changes in the Volatility of Economic Activity at the Macro and Micro Levels,"
Journal of Economic Perspectives, American Economic Association, vol. 22(4), pages 155-180, Fall.
- 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.
- Steven J. Davis & James A. Kahn, 2008. "Interpreting the Great Moderation: Changes in the Volatility of Economic Activity at the Macro and Micro Levels," NBER Working Papers 14048, National Bureau of Economic Research, Inc.
- Che, Natasha Xingyuan, 2009. "The great dissolution: organization capital and diverging volatility puzzle," MPRA Paper 13701, University Library of Munich, Germany.
- Pengfei Wang & Yi Wen & Zhiwei Xu, 2018.
"Financial Development and Long-Run Volatility Trends,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 28, pages 221-251, April.
- Pengfei Wang & Yi Wen & Zhiwei Xu, 2013. "Financial development and long-run volatility trends," Working Papers 2013-003, Federal Reserve Bank of St. Louis.
- Steven J. Davis & James A. Kahn, 2007. "Macroeconomic implications of changes in micro volatility," Proceedings, Federal Reserve Bank of San Francisco, issue Nov.
- Douglas Sutherland & Peter Hoeller & Balázs Égert & Oliver Röhn, 2010. "Counter-cyclical Economic Policy," OECD Economics Department Working Papers 760, OECD Publishing.
- Jean Boivin & Marc P. Giannoni, 2006.
"Has Monetary Policy Become More Effective?,"
The Review of Economics and Statistics, MIT Press, vol. 88(3), pages 445-462, August.
- Jean Boivin & Marc P. Giannoni, 2003. "Has Monetary Policy Become More Effective?," NBER Working Papers 9459, National Bureau of Economic Research, Inc.
- Giannoni, Marc & Boivin, Jean, 2006. "Has Monetary Policy Become More Effective?," CEPR Discussion Papers 5463, C.E.P.R. Discussion Papers.
- van Dijk, D.J.C. & Osborn, D.R. & Sensier, M., 2002.
"Changes in variability of the business cycle in the G7 countries,"
Econometric Institute Research Papers
EI 2002-28, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- D van Dijk & D R Osborn & M Sensier, 2002. "Changes in variability of the business cycle in the G7 countries," Economics Discussion Paper Series 0204, Economics, The University of Manchester.
- D van Dijk & D R Osborn & M Sensier, 2002. "Changes in Variability of the Business Cycle in the G7 Countries," Centre for Growth and Business Cycle Research Discussion Paper Series 16, Economics, The University of Manchester.
- Paula Garda & Volker Ziemann, 2014. "Economic Policies and Microeconomic Stability: A Literature Review and Some Empirics," OECD Economics Department Working Papers 1115, OECD Publishing.
- James H. Stock & Mark W. Watson, 2003.
"Has the Business Cycle Changed and Why?,"
NBER Chapters, in: NBER Macroeconomics Annual 2002, Volume 17, pages 159-230,
National Bureau of Economic Research, Inc.
- James H. Stock & Mark W. Watson, 2002. "Has the Business Cycle Changed and Why?," NBER Working Papers 9127, National Bureau of Economic Research, Inc.
- Mr. Tamim Bayoumi & Ms. Silvia Sgherri, 2004.
"Deconstructing the Art of Central Banking,"
IMF Working Papers
2004/195, International Monetary Fund.
- Bayoumi, Tamim & Sgherri, Silvia, 2004. "Deconstructing the Art of Central Banking," CEPR Discussion Papers 4675, C.E.P.R. Discussion Papers.
- JONATHAN McCARTHY & EGON ZAKRAJSEK, 2007.
"Inventory Dynamics and Business Cycles: What Has Changed?,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(2-3), pages 591-613, March.
- JONATHAN McCARTHY & EGON ZAKRAJŠEK, 2007. "Inventory Dynamics and Business Cycles: What Has Changed?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(2‐3), pages 591-613, March.
- Jonathan McCarthy & Egon Zakrajšek, 2002. "Inventory dynamics and business cycles: what has changed?," Staff Reports 156, Federal Reserve Bank of New York.
- Jonathan McCarthy & Egon Zakrajšek, 2003. "Inventory dynamics and business cycles: what has changed?," Finance and Economics Discussion Series 2003-26, Board of Governors of the Federal Reserve System (U.S.).
- 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.
- Antonio Moreno, 2003.
"Reaching Inflation Stability,"
Faculty Working Papers
13/03, School of Economics and Business Administration, University of Navarra.
- Antonio Moreno, 2004. "Reaching Inflation Stability," Econometric Society 2004 North American Summer Meetings 269, Econometric Society.
- Qazi Haque, 2022.
"Monetary Policy, Inflation Target, and the Great Moderation: An Empirical Investigation,"
International Journal of Central Banking, International Journal of Central Banking, vol. 18(4), pages 1-52, October.
- Qazi Haque, 2017. "Monetary Policy, Inflation Target and the Great Moderation: An Empirical Investigation," School of Economics and Public Policy Working Papers 2017-13, University of Adelaide, School of Economics and Public Policy.
- Qazi Haque, 2019. "Monetary Policy, Inflation Target and the Great Moderation: An Empirical Investigation," Economics Discussion / Working Papers 19-10, The University of Western Australia, Department of Economics.
- Qazi Haque, 2019. "Monetary policy, inflation target and the great moderation: An empirical investigation," CAMA Working Papers 2019-44, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Balázs Égert & Douglas Sutherland, 2014.
"The Nature of Financial and Real Business Cycles: The Great Moderation and Banking Sector Pro-Cyclicality,"
Scottish Journal of Political Economy, Scottish Economic Society, vol. 61(1), pages 98-117, February.
- Balázs Égert & Douglas Sutherland, 2012. "The Nature of Financial and Real Business Cycles: The Great Moderation and Banking Sector Pro-Cyclicality," OECD Economics Department Working Papers 938, OECD Publishing.
- Balázs Égert & Douglas Sutherland, 2014. "The Nature of Financial and Real Business Cycles: The Great Moderation and Banking Sector Pro-Cyclicality," Post-Print hal-01385929, HAL.
- Balázs Égert & Douglas Sutherland, 2012. "The nature of financial and real business cycles: The great moderation and banking sector pro cyclicality," EconomiX Working Papers 2012-15, University of Paris Nanterre, EconomiX.
- Balázs Egert & Douglas Sutherland, 2012. "The nature of financial and real business cycles: The great moderation and banking sector pro cyclicality," Working Papers hal-04141084, HAL.
- Balazs Egert & Douglas Sutherland, 2012. "The Nature of Financial and Real Business Cycles: The Great Moderation and Banking Sector Pro-Cyclicality," CESifo Working Paper Series 3824, CESifo.
- Pengfei Wang & Yi Wen, 2009.
"Financial development and economic volatility: a unified explanation,"
Working Papers
2009-022, Federal Reserve Bank of St. Louis.
- Yi Wen & Pengfei Wang, 2010. "Financial Development and Economic Volatility:A Unified Explanation," 2010 Meeting Papers 66, Society for Economic Dynamics.
- 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.
- F. Owen Irvine & Scott Schuh, 2005. "Interest sensitivity and volatility reductions: cross-section evidence," Working Papers 05-4, Federal Reserve Bank of Boston.
- de Mello, Luiz & Moccero, Diego, 2011.
"Monetary policy and macroeconomic stability in Latin America: The cases of Brazil, Chile, Colombia and Mexico,"
Journal of International Money and Finance, Elsevier, vol. 30(1), pages 229-245, February.
- Luiz de Mello & Diego Moccero, 2007. "Monetary Policy and Macroeconomic Stability in Latin America: The Cases of Brazil, Chile, Colombia and Mexico," OECD Economics Department Working Papers 545, OECD Publishing.
- Dimitris Korobilis, 2013.
"Assessing the Transmission of Monetary Policy Using Time-varying Parameter Dynamic Factor Models-super-,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(2), pages 157-179, April.
- Korobilis, Dimitris, 2009. "Assessing the transmission of monetary policy using dynamic factor models," MPRA Paper 27593, University Library of Munich, Germany, revised Nov 2010.
- Dimitris Korompilis, 2009. "Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models," Working Papers 0914, University of Strathclyde Business School, Department of Economics.
- Dimitris Korobilis, 2009. "Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models," Working Paper series 35_09, Rimini Centre for Economic Analysis.
- Luca Gambetti & Jordi Galí, 2009.
"On the Sources of the Great Moderation,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 1(1), pages 26-57, January.
- Jordi Gali & Luca Gambetti, 2007. "On the sources of the Great Moderation," Proceedings, Federal Reserve Bank of San Francisco, issue Nov.
- 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.
- Jordi Gali & Luca Gambetti, 2008. "On the Sources of the Great Moderation," NBER Working Papers 14171, National Bureau of Economic Research, Inc.
- GalÃ, Jordi & Gambetti, Luca, 2008. "On the Sources of the Great Moderation," CEPR Discussion Papers 6632, C.E.P.R. Discussion Papers.
More about this item
JEL classification:
- E3 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles
- F1 - International Economics - - Trade
- D2 - Microeconomics - - Production and Organizations
NEP fields
This paper has been announced in the following NEP Reports:- NEP-MAC-2004-11-22 (Macroeconomics)
- NEP-MIC-2004-11-22 (Microeconomics)
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:nbr:nberwo:10922. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: the person in charge (email available below). General contact details of provider: https://edirc.repec.org/data/nberrus.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.