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Stock returns and real activity: A structural approach. (1995). Canova, Fabio ; de Nicolo, Gianni.
In: European Economic Review.
RePEc:eee:eecrev:v:39:y:1995:i:5:p:981-1015.

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    In: International Review of Financial Analysis.
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  2. The Increasing Impact of Spain on the Equity Markets of Brazil, Chile and Mexico. (2023). Albuquerque, Pedro H ; Rodriguez, Antonio ; Verma, Rahul ; Rivas, Andres.
    In: Working Papers.
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  3. Which COVID-19 information really impacts stock markets?. (2023). Brzeszczynski, Janusz ; Brzeszczyski, Janusz ; Bwanya, Princess Rutendo ; Charteris, Ailie ; Szczygielski, Jan Jakub.
    In: Journal of International Financial Markets, Institutions and Money.
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  4. The Increasing Impact of Spain on the Equity Markets of Brazil, Chile and Mexico. (2023). Albuquerque, Pedro ; Rodriguez, Antonio ; Verma, Rahul ; Rivas, Andres.
    In: AMSE Working Papers.
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  5. .

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  6. A tale of tails : New evidence on the growth-return nexus. (2021). Výrost, Tomáš ; Lyócsa, Štefan ; Vrost, Toma ; Lyocsa, Tefan ; Plihal, Toma.
    In: Finance Research Letters.
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  7. Economic engagement and within emerging markets integration. (2020). Aaawaar, Godfred ; Akotey, Joseph Oscar ; Boamah, Nicholas Addai.
    In: Research in International Business and Finance.
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  8. Market Impact on financial market integration: Cross-quantilogram analysis of the global impact of the euro. (2020). Uddin, Gazi ; Troster, Victor ; Tuvhag, Tom ; Lindman, Sebastian ; Jayasekera, Ranadeva.
    In: Journal of Empirical Finance.
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  9. On the importance of testing structural identification schemes and the potential consequences of incorrectly identified models. (2018). Velinov, Anton.
    In: EconStor Open Access Articles.
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  10. Do financial structures affect exchange rate and stock price interaction? Evidence from emerging markets. (2018). Tang, Xiaobo ; Yao, Xingyuan.
    In: Emerging Markets Review.
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  11. Stock markets response to real output shocks in Eastern European frontier markets: A VARwAL model. (2017). Ulku, Numan ; Kuzmicheva, Olga ; Kuruppuarachchi, Duminda .
    In: Emerging Markets Review.
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  12. On the importance of testing structural identification schemes and the potential consequences of incorrectly identified models.. (2016). Velinov, Anton.
    In: Annual Conference 2016 (Augsburg): Demographic Change.
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  13. Time-frequency relationship between US output with commodity and asset prices. (2016). Tiwari, Aviral ; GUPTA, RANGAN ; Albulescu, Claudiu.
    In: Applied Economics.
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  14. It aint over till its over: A global perspective on the Great Moderation-Great Recession interconnection. (2015). MORANA, CLAUDIO ; Bagliano, Fabio.
    In: Working papers.
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  15. Predicting changes in the output of OECD countries: An international network perspective. (2015). Lyócsa, Štefan ; Lyocsa, Stefan .
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  16. Cointegration and Causality between Macroeconomic variables and Stock Prices: Empirical Analysis from Indian Economy. (2015). Joshi, Pooja ; Giri, A K.
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  17. It aint over till its over: A global perspective on the Great Moderation-Great Recession interconnection. (2015). MORANA, CLAUDIO ; Bagliano, Fabio.
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  18. Financial variables and economic activity in the Nordic countries. (2015). Kuosmanen, Petri ; Vataja, Juuso ; Nabulsi, Nasib .
    In: International Review of Economics & Finance.
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  19. It ain?t over till it?s over: A global perspective on the Great Moderation-Great Recession interconnection. (2015). MORANA, CLAUDIO ; Bagliano, Fabio.
    In: Carlo Alberto Notebooks.
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  20. Dynamic Relations between Macroeconomic Variables and Indian Stock Price: An Application of ARDL Bounds Testing Approach. (2015). Joshi, Pooja ; Giri, A K.
    In: Asian Economic and Financial Review.
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  21. Insights on the global macro-finance interface: Structural sources of risk factor fluctuations and the cross-section of expected stock returns. (2014). MORANA, CLAUDIO.
    In: Journal of Empirical Finance.
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  22. Growth-returns nexus: Evidence from three Central and Eastern European countries. (2014). Lyócsa, Štefan.
    In: Economic Modelling.
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  23. Insights on the global macro-finance interface: Structural sources of risk factors fluctuations and the cross-section of expected stock returns. (2013). MORANA, CLAUDIO.
    In: Working Papers.
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  24. Can US economic variables predict the Chinese stock market?. (2013). Tu, Jun ; Jiang, Fuwei ; Wang, Yuchen ; Goh, Jeremy C..
    In: Pacific-Basin Finance Journal.
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  25. Insights on the global macro-finance interface: Structural sources of risk factors fluctuations and the cross-section of expected stock returns. (2013). MORANA, CLAUDIO.
    In: CeRP Working Papers.
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  26. The Predictive Role of Stock Market Return for Real Activity in Thailand. (2012). Jiranyakul, Komain.
    In: MPRA Paper.
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  27. Asset Prices, Booms and Recessions. (2011). Semmler, Willi.
    In: Springer Books.
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  28. Equity prices and macroeconomic fundamentals: International evidence. (2011). Laopodis, Nikiforos.
    In: Journal of International Financial Markets, Institutions and Money.
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  29. Do stock returns lead real economic activity? Evidence from seasonal cointegration analysis. (2011). Hepsag, Aycan ; Goktas, Ozlem .
    In: Economics Bulletin.
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  30. Financial Markets and International Risk Sharing. (2010). Schmitz, Martin.
    In: Open Economies Review.
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  31. Causality from real stock returns to real activity: evidence of regime-dependence. (2010). Kanas, Angelos ; Ioannidis, Christos.
    In: International Journal of Finance & Economics.
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  32. Money and equity returns in the Euro area. (2010). Heimonen, Kari.
    In: Global Finance Journal.
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  33. Spillover effects from London and Frankfurt to Central and Eastern European stock markets. (2009). Moore, Winston.
    In: Applied Financial Economics.
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  34. Predictive Content of Output and Inflation For Stock Returns and Volatility: Evidence from Selected Asian Countries. (2009). Habibullah, Muzafar Shah ; Abdul Hamid, Baharom ; Baharom, A. H. ; Fong, Kin Hing .
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  35. The impact of macroeconomic indicators on Vietnamese stock prices. (2009). Hussainey, Khaled ; Ngoc, Le Khanh .
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  36. Stock returns and economic activity in mature and emerging markets. (2009). Tsouma, Ekaterini.
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  37. Are fundamentals still relevant for European economies in the post-Euro period?. (2009). Laopodis, Nikiforos.
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  38. Productivity and equity market fundamentals: 80 years of evidence for 11 OECD countries. (2008). Madsen, Jakob ; Davis, E.
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  39. System identification in noisy data environments: An application to six Asian stock markets. (2006). Los, Cornelis.
    In: Journal of Banking & Finance.
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  40. Do European Stock Markets Affect Latin American Stock Markets?. (2005). Verma, Rahul ; Albuquerque, Pedro ; Rivas, Andres ; Rodriguez, Antonio .
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  41. Quelle convergence financière pour les pecos ?. Une analyse économétrique de lévolution des marchés dactions (1998-2003). (2005). Aubin, Christian ; Berdot, Jean-Pierre ; Leonard, Jacques ; Goyeau, Daniel.
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  42. System Identification in Noisy Data Environments: An Application to Six Asian Stock Markets. (2004). Los, Cornelis.
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  43. Stock returns and real activity in the G-7 countries: did the relationship change during the 1980s?. (2004). Binswanger, Mathias.
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  44. How important are fundamentals?--Evidence from a structural VAR model for the stock markets in the US, Japan and Europe. (2004). Binswanger, Mathias.
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  45. Asset Prices and Exchange Rates. (2004). Rigobon, Roberto ; Pavlova, Anna.
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  46. Do Financial Variables Provide Information about the Swiss Business Cycle ?. (2003). ALESSANDRINI, Fabio.
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  47. Are correlations of stock returns justified by subsequent changes in national outputs?. (2003). Harvey, Campbell ; Dumas, Bernard ; Ruiz, Pierre.
    In: Journal of International Money and Finance.
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  48. Measuring financial and economic integration with equity prices in emerging markets. (2002). Phylaktis, Kate ; Ravazzolo, Fabiola.
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  49. Stock Market, Interest Rate and Output: A Model and Estimation for US Time Series Data. (2002). Semmler, Willi ; Mittnik, Stefan ; Chiarella, Carl ; Zhu, Peiyuan .
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  50. Tropical bubbles : asset prices in Latin America, 1980-2001. (2001). Perry, Guillermo ; Herrera, Santiago.
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  51. Leading indicator information in UK equity prices: an assessment of economic tracking portfolios. (2001). Hayes, Simon.
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  53. Stock market integration and macroeconomic fundamentals: an empirical analysis, 1980-95. (2000). Dickinson, David G..
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  54. FINANCIAL VARIABLES AS LEADING INDICATORS: AN APPLICATION TO THE G7 COUNTRIES. (2000). De Siano, Rita ; Desiano, Rita .
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  55. Stock prices and domestic and international macroeconomic activity: a cointegration approach. (2000). Strauss, Jack ; Nasseh, Ali Reza.
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  56. Are Correlations of Stock Returns Justified by Subsequent Changes in National Outputs?. (2000). Harvey, Campbell ; Dumas, Bernard ; Ruiz, Pierre.
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  57. Does the stock market predict real activity? Time series evidence from the G-7 countries. (1999). Hauser, Shmuel ; Choi, Jongmoo Jay ; Kopecky, Kenneth J..
    In: Journal of Banking & Finance.
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  58. Stock returns, term structure, inflation and real activity: An international perspective. (1997). Canova, Fabio ; de Nicolo, Gianni.
    In: Economics Working Papers.
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  59. EMERGING EQUITY MARKETS: ARE THEY FOR REAL?. (1997). Maloney, William ; Hargis, Kent .
    In: Journal of Financial Research.
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  60. Towards an Understanding of Australia’s Co-movement with Foreign Business Cycles. (1996). de Roos, Nicolas ; Russell, Bill.
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  15. In Search of the Multiplier for Federal Spending in the States During the Great Depression. (2010). Fishback, Price ; Kachanovskaya, Valentina .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16561.

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  16. Simple Analytics of the Government Expenditure Multiplier. (2010). Woodford, Michael.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15714.

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  17. Government size, composition, volatility and economic growth. (2010). Furceri, Davide ; Afonso, Antonio.
    In: European Journal of Political Economy.
    RePEc:eee:poleco:v:26:y:2010:i:4:p:517-532.

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  18. Identifying Government Spending Shocks: Its All in the Timing. (2009). Ramey, Valerie.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15464.

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  19. Existence of competitive equilibrium in an optimal growth model with elastic labor supply and smoothness of the policy function. (2009). Nguyen, Manh-Hung ; Goenka, Aditya ; Manh-Hung, NGUYEN.
    In: LERNA Working Papers.
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  20. Fiscal Stimulus: A Neoclassical Perspective. (2009). Trimborn, Timo ; Strulik, Holger.
    In: Hannover Economic Papers (HEP).
    RePEc:han:dpaper:dp-421.

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  21. Distress in the financial sector and economic activity. (2009). Lewis, Kurt ; King, Thomas ; Carlson, Mark.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2009-01.

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  22. Pre-announcement and Timing - The Effects of a Government Expenditure Shock. (2009). Kriwoluzky, Alexander.
    In: Economics Working Papers.
    RePEc:eui:euiwps:eco2009/40.

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  23. Revisiting the supply side effects of government spending. (2009). Panousi, Vasia ; Angeletos, George-Marios.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:56:y:2009:i:2:p:137-153.

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  24. Modeling sudden stops: The non-trivial role of preference specifications. (2009). Chakraborty, Suparna.
    In: Economics Letters.
    RePEc:eee:ecolet:v:104:y:2009:i:1:p:1-4.

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  25. Fiscal Policy and the Current Account in a Small Open Economy. (2007). .
    In: Finnish Economic Papers.
    RePEc:fep:journl:v:20:y:2007:i:2:p:108-120.

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  26. Puzzling Comovements between Output and Interest Rates? Multiple Shocks are the Answer.. (2005). Mertens, Elmar.
    In: Working Papers.
    RePEc:szg:worpap:0505.

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  27. Sudden Stops and Output Drops. (2005). McGrattan, Ellen ; Kehoe, Patrick ; Chari, Varadarajan.
    In: American Economic Review.
    RePEc:aea:aecrev:v:95:y:2005:i:2:p:381-387.

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  28. Public goods, merit goods, and the relation between private and government consumption. (2004). Kollintzas, Tryphon ; Fiorito, Riccardo.
    In: European Economic Review.
    RePEc:eee:eecrev:v:48:y:2004:i:6:p:1367-1398.

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  29. Increasing returns, capital utilization, and the effects of government spending. (2004). Guo, Jang-Ting.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:28:y:2004:i:6:p:1059-1078.

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  30. From Individual to Aggregate Labor Supply: A Quantitative Analysis Based on a Heterogeneous Agent Macroeconomy. (2003). Kim, Sun-Bin ; Chang, Yongsung.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0307003.

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  31. Price Dispersions in Monetary Unions: The Role of Fiscal Shocks. (2003). Pappa, Evi ; Canova, Fabio.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3746.

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  32. On the Interaction of Monetary and Fiscal Policy. (2003). Nolan, Charles ; Chadha, Jagjit.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0303.

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  33. Constructing and estimating a realistic optimizing model of monetary policy. (2000). Kim, Jinill.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:45:y:2000:i:2:p:329-359.

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  34. Dynamic employment and hours effects of government spending shocks. (2000). Yuan, Mingwei ; li, wenli.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:24:y:2000:i:8:p:1233-1263.

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  35. Government Consumption and Private Investment in Closed and Open Economies. (1999). Barry, Frank .
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:21:y:1999:i:1:p:93-106.

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  36. Understanding the Effects of a Shock to Government Purchases. (1998). Fisher, Jonas ; Eichenbaum, Martin ; Edelberg, Wendy .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6737.

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  37. Analogous Cycles with Lagged Co-movement: U.S. and East Asian Business Cycles. (1998). Yamagata, Tatsufumi.
    In: The Developing Economies.
    RePEc:jet:deveco:v:36:y:1998:i:4:p:407-439.

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  38. Understanding the effects of a shock to government purchases. (1998). Fisher, Jonas ; Eichenbaum, Martin ; Edelberg, Wendy .
    In: Working Paper Series.
    RePEc:fip:fedhwp:wp-98-7.

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  39. Government consumption and private consumption correlations. (1998). Marrinan, Jane.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:17:y:1998:i:4:p:615-636.

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  40. Sources and propagation of international output cycles: Common shocks or transmission?. (1998). Marrinan, Jane ; Canova, Fabio.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:46:y:1998:i:1:p:133-166.

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  41. Pecuniary Incentives to Work in the U.S. during World War II. (1997). Mulligan, Casey.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6326.

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  42. International business cycles in theory and in practice. (1997). Ravn, Morten.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:16:y:1997:i:2:p:255-283.

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  43. The macroeconomic effects of government debt in a stochastic growth model. (1996). Ludvigson, Sydney.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:38:y:1996:i:1:p:25-45.

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  44. Are consumption taxes really better than income taxes?. (1996). Ríos-Rull, José-Víctor ; Quadrini, Vincenzo ; Krusell, Per.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:37:y:1996:i:3:p:475-503.

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  45. Fiscal spending shocks, endogenous government spending, and real business cycles. (1996). Ambler, Steven ; Paquet, Alain .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:20:y:1996:i:1-3:p:237-256.

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  46. An empirical analysis on the substitutability between private consumption and government purchases. (1995). Ni, Shawn.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:36:y:1995:i:3:p:593-605.

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  47. Stock returns and real activity: A structural approach. (1995). Canova, Fabio ; de Nicolo, Gianni.
    In: European Economic Review.
    RePEc:eee:eecrev:v:39:y:1995:i:5:p:981-1015.

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  48. Fiscal spending shocks, endogenous government spending, and real business cycles. (1994). Paquet, Alain ; Ambler, Steven.
    In: Discussion Paper / Institute for Empirical Macroeconomics.
    RePEc:fip:fedmem:94.

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  49. An Empirical Investigation into Government Spending and Private Sector Behaviour. (1994). Wirjanto, Tony ; Amano, Robert.
    In: Staff Working Papers.
    RePEc:bca:bocawp:94-8.

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  50. The macroeconomic effects of government spending. (1990). Mao, Ching-Sheng .
    In: Economic Review.
    RePEc:fip:fedrer:y:1990:i:sep:p:27-37:n:v.76no.5.

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