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An Open-Economy Macro-Finance Model of Internatinal Interdependence: The OECD, US and the UK.. (). Spencer, Peter ; Liu, Zhuoshi.
In: Discussion Papers.
RePEc:yor:yorken:09/16.

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Cited: 9

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Cites: 22

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Citations received by this document

  1. Credit supply shocks and the global financial crisis in three small open economies. (2014). Finlay, Richard ; Jaaskela, Jarkko P..
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:40:y:2014:i:c:p:270-276.

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  2. Financial integration and the term structure of interest rates. (2013). Traczyk, Adam .
    In: Empirical Economics.
    RePEc:spr:empeco:v:45:y:2013:i:3:p:1267-1305.

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  3. Global Factors in the Term Structure of Interest Rates. (2013). Sola, Sergio ; Moreno, Antonio ; Abbritti, Mirko ; Dell'Erba, Salvatore.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2013/223.

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  4. Modelling sovereign credit spreads with international macro-factors: The case of Brazil 1998–2009. (2013). Spencer, Peter ; Liu, Zhuoshi.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:2:p:241-256.

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  5. The joint response of stock and foreign exchange markets to macroeconomic surprises: Using US and Japanese data. (2012). Mun, Kyung-Chun .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:2:p:383-394.

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  6. Forecasting UK Inflation: An Empirical AnalysisÂ. (2010). Brzeszczynski, Janusz ; Setha Armitage, .
    In: CFI Discussion Papers.
    RePEc:hwe:cfidps:1002.

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  7. Chinas official rates and bond yields. (2010). Johansson, Anders ; Fan, Longzhen .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:5:p:996-1007.

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  8. An open-economy macro-finance model of international interdependence: The OECD, US and the UK. (2010). Spencer, Peter ; Liu, Zhuoshi.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:3:p:667-680.

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  9. EMU and European government bond market integration. (2010). Gómez-Puig, Marta ; Chuliá, Helena ; Abad, Pilar ; Chulia, Helena ; Gomez-Puig, Marta.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:12:p:2851-2860.

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References

References cited by this document

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Cocites

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    In: CES Working Papers.
    RePEc:jes:wpaper:y:2012:v:4:p:429-440.

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  2. BUSINESS CYCLE SYNCHRONIZATION IN THE EURO AREA. (2012). Valeanu, Ioana Laura .
    In: CES Working Papers.
    RePEc:jes:wpaper:y:2012:v:4:i:3:p:429-440.

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  3. Spillovers of Domestic Shocks: Will They Counteract the ‘Great Moderation’?. (2012). Mody, Ashoka ; Carare, Alina .
    In: International Finance.
    RePEc:bla:intfin:v:15:y:2012:i:1:p:69-97.

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  4. Measuring Financial Market Integration over the Long Run: Is there a U-Shape?. (2011). Volosovych, Vadym.
    In: Tinbergen Institute Discussion Papers.
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  5. Measuring financial market integration over the long run: Is there a U-shape?. (2011). Volosovych, Vadym.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:30:y:2011:i:7:p:1535-1561.

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  6. Application of factor models for the identification of countries sharing international reference-cycles. (2011). Sonia, de Lucas Santos ; Álvarez, Inmaculada ; Ayuso, Inmaculada alvarez ; Santos, Sonia de Lucas, ; Rodriguez, Maria Jesus Delgado, .
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    RePEc:eee:ecmode:v:28:y:2011:i:6:p:2424-2431.

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  7. OUTPUT AND PRICE LINKAGES IN ASIAS POST-CRISIS MACROECONOMIC INTERDEPENDENCE. (2010). Takagi, Shinji ; Kozuru, Issei .
    In: The Singapore Economic Review (SER).
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  8. Business cycle comovement in the G-7: common shocks or common transmission mechanisms?. (2010). MORANA, CLAUDIO ; Bagliano, Fabio.
    In: Applied Economics.
    RePEc:taf:applec:v:42:y:2010:i:18:p:2327-2345.

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  9. The Global Financial Crisis and its Impact on Emerging Market Economies in Europe and the CIS: Evidence from mid-2010. (2010). DABROWSKI, Marek.
    In: CASE Network Studies and Analyses.
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  10. Spillovers of Domestic Shocks; Will They Counteract the “Great Moderation”?. (2010). Carare, Alina ; Mody, Ashoka.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2010/078.

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  11. An open-economy macro-finance model of international interdependence: The OECD, US and the UK. (2010). Spencer, Peter ; Liu, Zhuoshi.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:3:p:667-680.

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  12. International house prices and macroeconomic fluctuations. (2010). MORANA, CLAUDIO ; Beltratti, Andrea.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:3:p:533-545.

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  13. A COMPARATIVE ANALYSIS OF THE SYNCHRONISATION OF BUSINESS CYCLES FOR DEVELOPED AND DEVELOPING ECONOMIES WITH THE WORLD BUSINESS CYCLE. (2010). Botha, Ilse.
    In: South African Journal of Economics.
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  14. Financial Globalization: A Reappraisal. (2009). Wei, Shang-Jin ; Rogoff, Kenneth ; Prasad, Eswar ; Kose, Ayhan.
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  15. International macroeconomic dynamics: A factor vector autoregressive approach. (2009). MORANA, CLAUDIO ; Bagliano, Fabio.
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  16. SYNCHRONISATION BETWEEN SOUTH AFRICA AND THE U.S.: A STRUCTURAL DYNAMIC FACTOR ANALYSIS. (2009). Kabundi, Alain.
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  17. Global Business Cycles: Convergence or Decoupling?. (2008). Prasad, Eswar ; Otrok, Christopher ; Kose, Ayhan.
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  18. Global Forces and Monetary Policy Effectiveness. (2008). Giannoni, Marc ; Boivin, Jean.
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  19. Global Business Cycles; Convergence or Decoupling?. (2008). Prasad, Eswar ; Kose, Ayhan ; Otrok, Christopher.
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  20. International shocks and national house prices. (2008). MORANA, CLAUDIO ; Beltratti, Andrea.
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  23. Synchronization between South Africa and the U.S.: A Structural Dynamic Factor Analysis. (2007). Kabundi, Alain.
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  24. Global Forces and Monetary Policy Effectiveness. (2007). Boivin, Jean ; Giannoni, Marc P..
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  39. An Open-Economy Macro-Finance Model of Internatinal Interdependence: The OECD, US and the UK.. (). Spencer, Peter ; Liu, Zhuoshi.
    In: Discussion Papers.
    RePEc:yor:yorken:09/16.

    Full description at Econpapers || Download paper

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