Nothing Special   »   [go: up one dir, main page]
create a website
Corporate credit, stock price inflation and economic fluctuations. (2004). Groen, Jan.
In: Applied Economics.
RePEc:taf:applec:v:36:y:2004:i:18:p:1995-2006.

Full description at Econpapers || Download paper

Cited: 4

Citations received by this document

Cites: 11

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Macroeconomic Effects of Loan Supply Shocks: Empirical Evidence for Peru. (2020). Rodríguez, Gabriel ; Martinez, Jefferson.
    In: Documentos de Trabajo / Working Papers.
    RePEc:pcp:pucwps:wp00483.

    Full description at Econpapers || Download paper

  2. Impact of Consumer Loans on Inflation and Current Account Deficit: A Toda Yamamoto Causality Test for Turkey. (2016). Yuksel, Serhat ; Ozsari, Mustafa.
    In: World Journal of Applied Economics.
    RePEc:ana:journl:v:2:y:2016:i:2:p:3-14.

    Full description at Econpapers || Download paper

  3. Loan supply shocks during the financial crisis: Evidence for the Euro area. (2012). Wollmershäuser, Timo ; Hristov, Nikolay ; Hülsewig, Oliver ; Wollmershuser, Timo ; Hlsewig, Oliver.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:31:y:2012:i:3:p:569-592.

    Full description at Econpapers || Download paper

  4. A structural Bayesian VAR for model-based fan charts. (2008). Österholm, Pär ; Osterholm, Par.
    In: Applied Economics.
    RePEc:taf:applec:v:40:y:2008:i:12:p:1557-1569.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. 13 King R. G., Plosser C. I., Stock J. H., Watson M. W. Stochastic trends and economic fluctuations American Economic Review 1991; 81: 819-40

  2. 14 Mellander E., Vredin A., Warne A. Stochastic trends and economic fluctuations in a small open economy Journal of Applied Econometrics 1992; 7: 369-94

  3. 15 Sims C. A. Macroeconomics and reality Econometrica 1980; 48: 1-48

  4. 16 Sims C. A. Identifying policy effects Empirical Macroeconomics for Interdependent Economies 1988; pp. 305-321(Eds) Bryant et al.
    Paper not yet in RePEc: Add citation now
  5. 18 Vlaar P. J. G. On the asymptotic distribution of impulse response functions with long run restrictions DNB Staff Reports 22 1998; http://www.dnb.nl
    Paper not yet in RePEc: Add citation now
  6. 19 Vlaar P. J. G., Schuberth H. Monetary transmission and controllability of money in Europe: a structural vector error correction approach DNB Staff Reports 36 1999; http://www.dnb.nl
    Paper not yet in RePEc: Add citation now

  7. 2 Bernanke B. S. Alternative explanations of the money-income correlation Real Business Cycles, Real Exchange Rates and Actual Policies 1986; Vol. 25: pp. 49-100(Eds.) K. Brunner and A. Meltzer Carnegie-Rochester Conference Series on Public Policy

  8. 3 Bernanke B. S., Blinder A. S. The Federal Funds Rate and the channels of monetary transmission American Economic Review 1992; 82: 901-21

  9. 4 Christiano L. J., Eichenbaum M., Evans C. The effects of monetary policy shocks: evidence from the flow of funds Review of Economics and Statistics 1996; 78: 16-34

  10. 6 Fase M. M. G., Winder C. C. A. Wealth and the demand for money in the European Union Empirical Economics 1998; 23: 507-24

  11. 9 Gertler M. Financial structure and aggregate economic activity: an overview Journal of Money, Credit, and Banking 1988; 20: 559-88

Cocites

Documents in RePEc which have cited the same bibliography

  1. Can South America form an optimal monetary area? A structural vector autoregression analysis. (2021). Padilla, León ; Garcia-Brazales, angel Rodriguez .
    In: International Economics and Economic Policy.
    RePEc:kap:iecepo:v:18:y:2021:i:2:d:10.1007_s10368-020-00490-2.

    Full description at Econpapers || Download paper

  2. ECONOMIC FLUCTUATIONS AND THE SHADOW ECONOMY: A GLOBAL STUDY. (2020). Su, Thanh ; Nguyen, Canh ; Schinckus, Christophe.
    In: Global Economy Journal (GEJ).
    RePEc:wsi:gejxxx:v:20:y:2020:i:03:n:s2194565920500153.

    Full description at Econpapers || Download paper

  3. The behaviour of disaggregated transitory and potential output over the economic cycle. (2018). Raputsoane, Leroi ; Mashabela, Juliet.
    In: MPRA Paper.
    RePEc:pra:mprapa:84422.

    Full description at Econpapers || Download paper

  4. Income Inequality, Redistribution of Income and Trade Openness. (2015). Fatima, Ambreen ; Iftikhar, Syed Faizan ; Naz, Lubna ; Ali, Adeel.
    In: The Pakistan Development Review.
    RePEc:pid:journl:v:54:y:2015:i:4:p:865-874.

    Full description at Econpapers || Download paper

  5. The determinants of FDI in Turkey: A Markov Regime-Switching approach. (2012). Bilgili, Faik ; Tülüce, Nadide Sevil Hala±ca±, ; Doaan, Abrahim.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:29:y:2012:i:4:p:1161-1169.

    Full description at Econpapers || Download paper

  6. A multivariate innovations state space Beveridge-Nelson decomposition. (2009). Snyder, Ralph ; Hyndman, Rob ; de Silva, Ashton.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:26:y:2009:i:5:p:1067-1074.

    Full description at Econpapers || Download paper

  7. A multivariate innovations state space Beveridge Nelson decomposition. (2007). de Silva, Ashton.
    In: MPRA Paper.
    RePEc:pra:mprapa:5431.

    Full description at Econpapers || Download paper

  8. Comovements and correlations in international stock markets. (2006). Costantini, Mauro ; Rita D’Ecclesia, .
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:12:y:2006:i:6-7:p:567-582.

    Full description at Econpapers || Download paper

  9. Great Ratios, Balanced Growth and Stochastic Trends: Evidence for the Euro Area. (2006). Rafiq, M..
    In: Discussion Paper Series.
    RePEc:lbo:lbowps:2006_20.

    Full description at Econpapers || Download paper

  10. Univariate Potential Output Estimations for Hungary. (2005). Darvas, Zsolt.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0512009.

    Full description at Econpapers || Download paper

  11. Eigenvalue filtering in VAR models with application to the Czech business cycle. (2005). Vavra, David ; Bene, Jaromir .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2005549.

    Full description at Econpapers || Download paper

  12. Common stochastic trends and the dynamic linkages driving european stock markets: evidence from pre- and post-october 1987 crash eras. (2004). Masih, Abul.
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:10:y:2004:i:1:p:81-104.

    Full description at Econpapers || Download paper

  13. A money demand system for euro area M3. (2004). Brand, Claus ; Cassola, Nuno.
    In: Applied Economics.
    RePEc:taf:applec:v:36:y:2004:i:8:p:817-838.

    Full description at Econpapers || Download paper

  14. A cointegrated structural VAR model of the Canadian economy. (2004). Wohar, Mark ; Crowder, William.
    In: Applied Economics.
    RePEc:taf:applec:v:36:y:2004:i:3:p:195-213.

    Full description at Econpapers || Download paper

  15. Corporate credit, stock price inflation and economic fluctuations. (2004). Groen, Jan.
    In: Applied Economics.
    RePEc:taf:applec:v:36:y:2004:i:18:p:1995-2006.

    Full description at Econpapers || Download paper

  16. Frequency domain principal components estimation of fractionally cointegrated processes. (2004). MORANA, CLAUDIO.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:11:y:2004:i:13:p:837-842.

    Full description at Econpapers || Download paper

  17. On the welfare costs of business cycles in the 20th century. (2003). Issler, João ; Guillén, Osmani ; FRANCO NETO, AFONSO ; Osmani Teixeira de Carvalho Guillen, ; Afonso Arinos de Mello Franco Neto, .
    In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
    RePEc:fgv:epgewp:481.

    Full description at Econpapers || Download paper

  18. Opening the Black Box: Structural Factor Models versus Structural VARs. (2003). Reichlin, Lucrezia ; Lippi, Marco ; Forni, Mario.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:4133.

    Full description at Econpapers || Download paper

  19. Why Italy and not Spain? Comparing two industrialization processes from a dissagregate time series perspective. (2003). Tirado-Fabregat, Daniel ; Pons, J..
    In: Working Papers in Economics.
    RePEc:bar:bedcje:200395.

    Full description at Econpapers || Download paper

  20. Technology shocks matter. (2002). Fisher, Jonas.
    In: Working Paper Series.
    RePEc:fip:fedhwp:wp-02-14.

    Full description at Econpapers || Download paper

  21. The less volatile U.S. economy: a Bayesian investigation of timing, breadth, and potential explanations. (2001). Piger, Jeremy ; Nelson, Charles ; Kim, Chang-Jin.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:707.

    Full description at Econpapers || Download paper

  22. Dynamic Properties of the New Neoclassical Synthesis Model of Business Cycle. (2000). .
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:0389.

    Full description at Econpapers || Download paper

  23. Shocks agregados versus shocks sectoriales. Un análisis factorial dinámico. (1999). Goerlich Gisbert, Francisco.
    In: Investigaciones Economicas.
    RePEc:iec:inveco:v:23:y:1999:i:1:p:27-53.

    Full description at Econpapers || Download paper

  24. On the Causality Between Saving and Growth: Long- and Short-Run Dynamics and Country Heterogeneity. (1999). Andersson, Bjorn.
    In: Working Paper Series.
    RePEc:hhs:uunewp:1999_018.

    Full description at Econpapers || Download paper

  25. Tests for non-linear dynamics in systems of non-stationary economic time series: the case of short-term US interest rates. (1999). Nesmith, Travis ; Jones, Barry.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:1999-55.

    Full description at Econpapers || Download paper

  26. Asymmetry and Duration Dependence in Australian GDP and Unemployment. (1998). Bodman, Philip.
    In: The Economic Record.
    RePEc:bla:ecorec:v:74:y:1998:i:227:p:399-411.

    Full description at Econpapers || Download paper

  27. An investigation of Ricardian equivalence in a common trends model. (1997). Becker, Torbjörn.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:39:y:1997:i:3:p:405-431.

    Full description at Econpapers || Download paper

  28. Common trends and hysteresis in Scandinavian unemployment. (1997). Warne, Anders ; Vredin, Anders ; Jacobson, Tor.
    In: European Economic Review.
    RePEc:eee:eecrev:v:41:y:1997:i:9:p:1781-1816.

    Full description at Econpapers || Download paper

  29. International evidence on the sources of macroeconomic fluctuations. (1996). Bergman, Michael.
    In: European Economic Review.
    RePEc:eee:eecrev:v:40:y:1996:i:6:p:1237-1258.

    Full description at Econpapers || Download paper

  30. Interpreting Money-Spply and Interest-Rate Sgocks as Monetary-Policy Shocks.. (1996). Kasumovick, M..
    In: Staff Working Papers.
    RePEc:bca:bocawp:96-8.

    Full description at Econpapers || Download paper

  31. Sources of Real Exchange Rate Fluctuations: How Important are Nominal Shocks?. (1994). Galí, Jordi ; Clarida, Richard.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4658.

    Full description at Econpapers || Download paper

  32. Relaciones de largo plazo entre el sector agrícola y el no agrícola: un estudio de cointegración para la economía peruana. (1993). Escobal, Javier.
    In: Revista Economía.
    RePEc:pcp:pucrev:y:1993:i:31:p:71-90.

    Full description at Econpapers || Download paper

  33. Estimating Sectoral Cycles Using Cointegration and Common Features. (1993). Issler, João ; Engle, Robert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4529.

    Full description at Econpapers || Download paper

  34. Political Cycles in OECD Economies. (1992). Roubini, Nouriel ; Alesina, Alberto.
    In: Scholarly Articles.
    RePEc:hrv:faseco:4553025.

    Full description at Econpapers || Download paper

  35. Financial efficiency and aggregate fluctuations: an exploration. (1991). Haubrich, Joseph.
    In: Economic Review.
    RePEc:fip:fedcer:y:1991:i:qiv:p:25-36:n:v.27no.4.

    Full description at Econpapers || Download paper

  36. Business Cycle Properties of Selected U.S. Economic Time Series, 1959-1988. (1990). Watson, Mark W ; Stock, James H.
    In: Working Papers.
    RePEc:pri:econom:1990-1.

    Full description at Econpapers || Download paper

  37. Political Cycles in OECD Economies. (1990). Roubini, Nouriel.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:3478.

    Full description at Econpapers || Download paper

  38. Business Cycle Properties of Selected U.S. Economic Time Series, 1959-1988. (1990). Watson, Mark ; Stock, James.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:3376.

    Full description at Econpapers || Download paper

  39. Simulated Moments Estimation of Markov Models of Asset Prices. (1990). Singleton, Kenneth ; Duffie, Darrell.
    In: NBER Technical Working Papers.
    RePEc:nbr:nberte:0087.

    Full description at Econpapers || Download paper

  40. The short-run dynamics of long-run inflation policy. (1990). Gavin, William ; Carlson, John ; Samolyk, Katherine A..
    In: Economic Review.
    RePEc:fip:fedcer:y:1990:i:qiii:p:26-35:n:v.26no.3.

    Full description at Econpapers || Download paper

  41. Unit Roots in Real GNP: Do We Know, and Do We Care?. (1989). Eichenbaum, Martin ; Christiano, Lawrence.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:3130.

    Full description at Econpapers || Download paper

  42. The Sources of Fluctuations in Aggregate Inventories and GNP. (1989). West, Kenneth.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:2992.

    Full description at Econpapers || Download paper

  43. Money Stock Targeting, Base Drift and Price-Level Predictability: Lessons From the U.K. Experience. (1989). Choudhri, Ehsan ; Bordo, Michael ; Schwartz, Anna J..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:2825.

    Full description at Econpapers || Download paper

  44. A Simple MLE of Cointegrating Vectors in Higher Order Integrated Systems. (1989). Watson, Mark ; Stock, James.
    In: NBER Technical Working Papers.
    RePEc:nbr:nberte:0083.

    Full description at Econpapers || Download paper

  45. Unit roots in real GNP: do we know, and do we care?. (1989). Eichenbaum, Martin ; Christiano, Lawrence.
    In: Discussion Paper / Institute for Empirical Macroeconomics.
    RePEc:fip:fedmem:18.

    Full description at Econpapers || Download paper

  46. Technical Progress and Aggregate Fluctuations. (1989). Hansen, Gary.
    In: UCLA Economics Working Papers.
    RePEc:cla:uclawp:546.

    Full description at Econpapers || Download paper

  47. Business Cycles and the Exchange Rate System: Some International Evidence. (1988). Baxter, Marianne.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:2689.

    Full description at Econpapers || Download paper

  48. On the Interpretation of Near Random-Walk Behavior in GNP. (1987). West, Kenneth.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:2364.

    Full description at Econpapers || Download paper

  49. Dynamic properties of two approximate solutions to a particular growth model. (1987). Christiano, Lawrence.
    In: Working Papers.
    RePEc:fip:fedmwp:338.

    Full description at Econpapers || Download paper

  50. An analogue model of phase-averaging procedures. (1987). Hendry, David ; Ericsson, Neil ; Campos, Julia .
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:303.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-07-17 03:35:28 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated July, 2 2024. Contact: Jose Manuel Barrueco.