Nothing Special   »   [go: up one dir, main page]

create a website
Business Cycle Comovement in the G-7: Common Shocks or Common Transmission Mechanisms?. (2007). MORANA, CLAUDIO ; Bagliano, Fabio.
In: Carlo Alberto Notebooks.
RePEc:cca:wpaper:40.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 30

References cited by this document

Cocites: 43

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

    This document has not been cited yet.

References

References cited by this document

  1. [1] Bai J. (2002) Estimating cross-section common stochastic trends in nonstationary panel data, Boston College, mimeo
    Paper not yet in RePEc: Add citation now
  2. [10] Dees, S., F. di Mauro, M.H. Pesaran and V. Smith (2005) Exploring the International Linkages of the Euro Area: a Global VAR analysis, Journal of Applied Econometrics, forthcoming

  3. [11] Doyle, B.M. and J. Faust (2002) An Investigation of Co-movements among the Growth Rates of the G-7 countries, Federal Reserve Bullettin, October, 427-37

  4. [12] Ehrmann, M., M. Fratzscher and R. Rigobon (2005) Stocks, Bonds, Money Markets and Exchange Rates: Measuring International Financial Transmission, NBER working paper, n. 11166

  5. [13] Enders, W. and J. Lee (2005) Testing for a Unit-Root with a Non Linear Fourier Function, University of Alabama, mimeo
    Paper not yet in RePEc: Add citation now
  6. [14] Favero C.A., M. Marcellino and F. Neglia (2005) Principal components at work: the empirical analysis of monetary policy with large data sets, Journal of Applied Econometrics, 20, 603-620

  7. [15] Gallant, R. (1984) The Fourier Flexible Form, American Journal of Agicultural Economics, 66, 204-08

  8. [16] Gordon, R.J. (2005) What Caused the Decline in U.S. Business Cycle Volatility?, NBER working paper n. 11777

  9. [17] Granger, C.W. and Y. Jeon (2004) Thick modelling, Economic Modelling, 21, 323-43

  10. [19] Heathcote J. and F. Penn (2002) Financial Autanky and International Businnes Cycle, Journal of Monetary Economics, 49(3), 601-28

  11. [2] Bai, J. (2003) Inferential Theory for Factor Models of Large Dimensions , Econometrica, 71, 135-171

  12. [20] Kose, M.A., C. Otnok, C. and C.H. Whiteman (2003) International Business Cycles: World, Regions and Country-Specific Factors, American Economic Review, 94, 1216-1239 27

  13. [21] Kose, M.A., Otrok, C. and C.H. Whiteman (2005) Understanding the Evolution of World Business Cycles, IMF working paper 05/211

  14. [22] Kwiatkowski, D., P.C.B. Phillips, P. Schmidt and Y. Shin (1992) Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root, Journal of Econometrics, 54, 159-78

  15. [23] Monfort, A., J.R. Renne, R. Rufle, and G. Vitale (2003) Is Economic Activity in the G-7 Sinchronized? Common Shocks vs. Spillover Effects , CEPR discussion paper n. 4119

  16. [24] Morana, C. (2006a) A Small Scale Macroeconometric Model for the Euro-12 Area, Economic Modelling, 23, 391-426

  17. [25] Morana, C. (2006b) Multivariate Modelling of Long Memory Processes with Common Components, mimeo, University of Piemonte Orientale.

  18. [26] Pesaran, M.H., Schuermann T. and S.M. Weiner (2004) Modelling regional interdependencies using a global error correcting macroeconometnc model, Journal of Business and Economic Statistics, 22, 129-62

  19. [27] Pesaran, M.H. and Y. Shin (1998) Generalised impulse response analysis in linear multivariate models, Economics Letters, 58, 17-29

  20. [28] Said, S. and D. A. Dickey (1984) Testing for Unit Roots in Autoregressive Moving Average Model of Unknown Order, Biometrika, 71, 559-607
    Paper not yet in RePEc: Add citation now
  21. [29] Stock, J.H. and M.W. Watson (2003) Has the Business Cycle Changed? Evidence and Explanations, in Monetary Policy and Uncertainty: Adapting to a Changing Economy, Federal Reserve Bank of Kansas City, 9-56
    Paper not yet in RePEc: Add citation now
  22. [3] Bai, J. and S. Ng (2004) A Panick Attack on Unit Roots and Cointegration , Econometrica, 72(4), 1127-1177.
    Paper not yet in RePEc: Add citation now
  23. [30] Stock, J.H. and M.W. Watson (2005a) Implications of Dynamic Factor Models for VAR Analysis, NBER working paper n. 11467

  24. [31] Stock, J.H. and M.W. Watson (2005b) Understanding Changes in International Business Cycle Dynamics, Journal of the European Economic Association, 3, 968-1006 28

  25. [4] Bagliano, F.C. and C. Morana (2006a) Inflation and Monetary Dynamics in the US: A Quantity-Theory Approach, Applied Economics, in press.

  26. [5] Bagliano, F.C. and C. Morana (2006b) International Macroeconomic Dynamics: A Factor Vector Autoregressive Approach, Carlo Alberto Notebook n. 32, available at http://www.carloalberto.org/workingpapers.html

  27. [6] Bernanke B.S., J. Boivin and P. Eliasz (2005) Measuring the effects of monetary policy: a factor-augmented vector autoregressive (FAVAR) approach, Quarterly Journal of Economics, 120, 387-422

  28. [7] Bierens, H.J. (2000) Non Parametric Nonlinear Cotrending Analysis, with an Application to Interest and Inflation in the United States, Journal of Business and Economic Statistics, 18, 323-37. 26

  29. [8] Canova F. and G. de NicolO (2003) On the Sources of Business Cycles in the G-7, Journal of International Economics, 59, 77-100

  30. [9] Chauvet, M. and C. Yu (2006) International Business Cycles G-7 and OECD Economies, Economic Review, Federal Reserve Bank of Atlanta, First Quarter, 43-54

Cocites

Documents in RePEc which have cited the same bibliography

  1. Which are the long-run determinants of US outward FDI? Evidence using large long-memory panels. (2022). Tamarit, Cecilio ; Moliner, Sergi ; Camarero, Mariam.
    In: Working Papers.
    RePEc:inf:wpaper:2022.08.

    Full description at Econpapers || Download paper

  2. Which are the long-run determinants of US outward FDI? Evidence using large long-memory panels. (2022). Tamarit, Salvador Cecilio ; Moliner, Silviano Sergi ; Camarero, Mariam.
    In: Working Papers.
    RePEc:eec:wpaper:2210.

    Full description at Econpapers || Download paper

  3. Causality between Green Stock Market with Monetary Policy, Global Uncertainty, and Environmental Damage in Indonesia. (2022). Suriani, Suriani ; Aliasuddin, Aliasuddin ; Abd, Shabri M ; Sakuntala, Dwita.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2022-06-28.

    Full description at Econpapers || Download paper

  4. International transmission of monetary and global commodity price shocks to Turkey. (2019). Civcir, Ä°rfan ; Varoglu, Dizem Ertac .
    In: Journal of Policy Modeling.
    RePEc:eee:jpolmo:v:41:y:2019:i:4:p:647-665.

    Full description at Econpapers || Download paper

  5. Does the Expectations Hypothesis of the Term Structure Hold in Korea after the Asian Financial Crisis? Some Empirical Evidence (1999-2017). (2018). Tronzano, Marco.
    In: Economia Internazionale / International Economics.
    RePEc:ris:ecoint:0827.

    Full description at Econpapers || Download paper

  6. Debt Crisis in Europe (2001-2015): A Network General Equilibrium GVAR approach. (2018). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Tsionas, Efthymios G.
    In: MPRA Paper.
    RePEc:pra:mprapa:89998.

    Full description at Econpapers || Download paper

  7. Debt dynamics in Europe: A Network General Equilibrium GVAR approach. (2018). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Tsionas, Efthymios G.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:93:y:2018:i:c:p:175-202.

    Full description at Econpapers || Download paper

  8. Tourism expenditures and crisis transmission: a general equilibrium GVAR analysis with network theory. (2017). Soklis, George ; Michaelides, Panayotis ; Konstantakis, Konstantinos.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:83531.

    Full description at Econpapers || Download paper

  9. The effectiveness of the Fed’s quantitative easing policy: New evidence based on international interest rate differentials. (2017). Gros, Daniel ; Belke, Ansgar ; Osowski, Thomas.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:73:y:2017:i:pb:p:335-349.

    Full description at Econpapers || Download paper

  10. Tourism expenditures and crisis transmission: A general equilibrium GVAR analysis with network theory. (2017). Soklis, George ; Michaelides, Panayotis ; Konstantakis, Konstantinos.
    In: Annals of Tourism Research.
    RePEc:eee:anture:v:66:y:2017:i:c:p:74-94.

    Full description at Econpapers || Download paper

  11. Cross-Country Report on Spillovers; Selected Issues. (2016). International Monetary Fund, .
    In: IMF Staff Country Reports.
    RePEc:imf:imfscr:2016/212.

    Full description at Econpapers || Download paper

  12. Measuring fiscal spillovers in EMU and beyond: A Global VAR approach. (2016). Belke, Ansgar ; Osowski, Thomas.
    In: CEPS Papers.
    RePEc:eps:cepswp:12109.

    Full description at Econpapers || Download paper

  13. Bayesian GVAR with k-endogenous dominants & input–output weights: Financial and trade channels in crisis transmission for BRICs. (2016). Tsionas, Mike ; Michaelides, Panayotis ; Konstantakis, Konstantinos.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:42:y:2016:i:c:p:1-26.

    Full description at Econpapers || Download paper

  14. System estimation of GVAR with two dominants and network theory: Evidence for BRICs. (2015). Tsionas, Mike ; Michaelides, Panayotis ; Konstantakis, Konstantinos ; Minou, Chrysanthi .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:51:y:2015:i:c:p:604-616.

    Full description at Econpapers || Download paper

  15. Linkages between the Eurozone and the South-Eastern European countries: A global VAR analysis. (2015). Papadopoulos, Athanasios ; Yannopoulos, Andreas ; Koukouritakis, Minoas.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:48:y:2015:i:c:p:129-154.

    Full description at Econpapers || Download paper

  16. Policy transmissions, external imbalances, and their impacts: Cross-country evidence from BRICS. (2015). Yuan, Chunming ; Chen, Ruo .
    In: China Economic Review.
    RePEc:eee:chieco:v:33:y:2015:i:c:p:1-24.

    Full description at Econpapers || Download paper

  17. Combining Input-Output (IO) analysis with Global Vector Autoregressive (GVAR) modeling: Evidence for the USA (1992-2006). (2014). Michaelides, Panayotis ; Konstantakis, Konstantinos.
    In: MPRA Paper.
    RePEc:pra:mprapa:67111.

    Full description at Econpapers || Download paper

  18. Transmission of the debt crisis: From EU15 to USA or vice versa? A GVAR approach. (2014). Michaelides, Panayotis ; Konstantakis, Konstantinos.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:76:y:2014:i:c:p:115-132.

    Full description at Econpapers || Download paper

  19. Linkages between the Eurozone and the South-Eastern European Countries: A Global VAR Analysis. (2013). Papadopoulos, Athanasios ; Koukouritakis, Minoas ; Yannopoulos, Andreas .
    In: Working Papers.
    RePEc:crt:wpaper:1304.

    Full description at Econpapers || Download paper

  20. Linkages between the Eurozone and the South-Eastern European Countries: A VECMX Analysis. (2013). Papadopoulos, Athanasios ; Koukouritakis, Minoas ; Yannopoulos, Andreas .
    In: Working Papers.
    RePEc:crt:wpaper:1302.

    Full description at Econpapers || Download paper

  21. Linkages between the euro zone and the south-eastern European countries: a global VAR analysis. (2013). Papadopoulos, Athanasios ; Koukouritakis, Minoas ; Yannopoulos, Andreas .
    In: Working Papers.
    RePEc:bog:wpaper:163.

    Full description at Econpapers || Download paper

  22. Estimating Multi-country VAR models. (2007). Ciccarelli, Matteo ; Canova, Fabio.
    In: Discussion Papers.
    RePEc:prt:dpaper:7_2007.

    Full description at Econpapers || Download paper

  23. Une synthèse des tests de cointégration sur données de panel. (2007). Mignon, Valérie ; Hurlin, Christophe.
    In: Économie et Prévision.
    RePEc:prs:ecoprv:ecop_0249-4744_2007_num_180_4_7683.

    Full description at Econpapers || Download paper

  24. Foreign capital in Latin America: A long-run structural Global VAR perspective. (2007). Boschi, Melisso.
    In: Economics Discussion Papers.
    RePEc:esx:essedp:8918.

    Full description at Econpapers || Download paper

  25. Business cycle transmission from the US to Germany--A structural factor approach. (2007). Eickmeier, Sandra.
    In: European Economic Review.
    RePEc:eee:eecrev:v:51:y:2007:i:3:p:521-551.

    Full description at Econpapers || Download paper

  26. International trade, technological shocks and spillovers in the labour market: A GVAR analysis of the US manufacturing sector. (2007). Vansteenkiste, isabel ; Hiebert, Paul.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2007731.

    Full description at Econpapers || Download paper

  27. Regional housing market spillovers in the US: lessons from regional divergences in a common monetary policy setting. (2007). Vansteenkiste, isabel.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2007708.

    Full description at Econpapers || Download paper

  28. Business Cycle Comovement in the G-7: Common Shocks or Common Transmission Mechanisms?. (2007). MORANA, CLAUDIO ; Bagliano, Fabio.
    In: Carlo Alberto Notebooks.
    RePEc:cca:wpaper:40.

    Full description at Econpapers || Download paper

  29. Comovements and heterogeneity in the Comovements and heterogeneity in the dynamic factor model. (2006). Eickmeier, Sandra.
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:4793.

    Full description at Econpapers || Download paper

  30. Exploring the International Linkages of the Euro Area: a Global VAR Analysis. (2006). Smith, L. Vanessa ; Pesaran, M ; di Mauro, Filippo ; Dees, Stephane ; Bank, European Central .
    In: Computing in Economics and Finance 2006.
    RePEc:sce:scecfa:47.

    Full description at Econpapers || Download paper

  31. Business cycle transmission from the euro area to CEECs. (2006). Eickmeier, Sandra ; Breitung, Jörg.
    In: Computing in Economics and Finance 2006.
    RePEc:sce:scecfa:229.

    Full description at Econpapers || Download paper

  32. International Macroeconomic Dynamics: a Factor Vector Autoregressive Approach. (2006). MORANA, CLAUDIO ; Bagliano, Fabio.
    In: ICER Working Papers.
    RePEc:icr:wpicer:41-2006.

    Full description at Econpapers || Download paper

  33. How synchronized are new EU member states with the euro area? Evidence from a structural factor model. (2006). Eickmeier, Sandra ; Breitung, Jörg.
    In: Journal of Comparative Economics.
    RePEc:eee:jcecon:v:34:y:2006:i:3:p:538-563.

    Full description at Econpapers || Download paper

  34. A small scale macroeconometric model for the Euro-12 area. (2006). MORANA, CLAUDIO.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:23:y:2006:i:3:p:391-426.

    Full description at Econpapers || Download paper

  35. Macroeconometric Modelling with a Global Perspective. (2006). Smith, Ronald ; Pesaran, M.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1659.

    Full description at Econpapers || Download paper

  36. International Macroeconomic Dynamics: A Factor Vector Autoregressive Approach. (2006). MORANA, CLAUDIO ; Bagliano, Fabio.
    In: Carlo Alberto Notebooks.
    RePEc:cca:wpaper:32.

    Full description at Econpapers || Download paper

  37. Macroeconometric Modelling with a Global Perspective. (2006). Smith, Ronald ; Pesaran, M.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0604.

    Full description at Econpapers || Download paper

  38. Cointegration Testing in Panels with Common Factors. (2006). Urbain, Jean-Pierre ; Palm, Franz ; Gengenbach, Christian .
    In: Oxford Bulletin of Economics and Statistics.
    RePEc:bla:obuest:v:68:y:2006:i:s1:p:683-719.

    Full description at Econpapers || Download paper

  39. Panel Cointegration Testing in the Presence of Common Factors. (2005). Urbain, Jean-Pierre ; Palm, Franz ; Gengenbach, Christian .
    In: Research Memorandum.
    RePEc:unm:umamet:2005050.

    Full description at Econpapers || Download paper

  40. Global Business Cycles and Credit Risk. (2005). Schuermann, Til ; Pesaran, M ; Treutler, Bjorn-Jakob .
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1548.

    Full description at Econpapers || Download paper

  41. What if the UK had Joined the Euro in 1999? An Empirical Evaluation Using a Global VAR. (2005). Smith, Ronald ; Pesaran, M.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1477.

    Full description at Econpapers || Download paper

  42. Unit Roots and Cointegration in Panels. (2005). Pesaran, M ; Breitung, Jörg.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0535.

    Full description at Econpapers || Download paper

  43. What if the UK has Joined the Euro in 1999? An Empirical Evaluation using a Global VAR. (2005). Smith, Ronald ; Pesaran, M.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0528.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-03-05 07:49:05 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.