Nothing Special   »   [go: up one dir, main page]
create a website
International Financial Integration and Crisis Intensity. (2012). Rose, Andrew.
In: ADBI Working Papers.
RePEc:ris:adbiwp:0341.

Full description at Econpapers || Download paper

Cited: 1

Citations received by this document

Cites: 17

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. Monetary policy shocks and resource misallocations in the Periphery: Evidence from Chinese provincial bond yields. (2023). Tsang, Andrew ; Dekle, Robert.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:137:y:2023:i:c:s026156062300092x.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Aigner, D. J., C. Hsiao, A. Kapetyn, and T. Wansbreek. 2004. Latent Variable Models in Econometrics. In Handbook of Econometrics II, Edited by Z. Griliches and M.D. Intriligator. Elsevier Science: Amsterdam.

  2. Berg, A., E. Borensztein, and C. Patillo. 2004. Assessing Early Warning Systems: How Have They Worked in Practice? IMF Working Paper No. WP/04/52, March.

  3. Blanchard, O., H. Faruqee, and M. Das. 2010. The Initial Impact of the Crisis on Emerging Market Countries. Unpublished.

  4. Eichengreen, B. 2011. Exorbitant Privilege. Oxford University Press: New York.
    Paper not yet in RePEc: Add citation now

  5. Gertler, P. J. 1988. A Latent Variable Model of Quality Determination. Journal of Business and Economic Statistics 6: 97â107.

  6. Giannone, D., M. Lenza, and L.Reichlin. 2010. Market Freedom and the Global Recession. Forthcoming IMF Economic Review.

  7. Goldberger, A. S. 1972 Structural Equation Methods in the Social Sciences. Econometrica 40: 979â1001.

  8. I emphasize at the outset that this project has a limited scope. My analysis is cross-sectional in nature, and is focused deliberately on a period of time when we all know that there was a major financial/economic crisis that affected a large number of economies. That is, I make no attempt at all to model the timing of the crisis. I consider the latter to be a challenging objective than mine, which is merely to study the incidence of the 2008 crisis across economies.
    Paper not yet in RePEc: Add citation now
  9. I follow Breusch (2005) in choosing to load first on the stock market because it delivers a better fit in a bivariate regression than our three other crisis indicators. As well as a large number of financial and macroeconomic features, this work extensively tests a variety of measures of international trade linkages; they typically have little effect in explaining crisis incidence across economies.
    Paper not yet in RePEc: Add citation now
  10. Kindleberger, C. P. 1973. The World in Depression. University of California: Berkeley, CA.
    Paper not yet in RePEc: Add citation now
  11. Much of the previous literature on the determinants of financial crises (e.g., Berg et al. 2004) has used discrete characterizations of economies as being in or out of crisis, either in an ad hoc way or based on some objective criteria; this variable as then treated as observed without error. In actuality, the severity of a crisis is like to be a continuous variable, and one that is only observed with error. The MIMIC framework accounts for both measurement error and continuity.
    Paper not yet in RePEc: Add citation now
  12. Park, Y. C., and C. Wyplosz. 2008. Monetary and Financial Integration in East Asia. European Economy, Economic Papers 329.
    Paper not yet in RePEc: Add citation now

  13. Rabe-Hesketh, S., A. Skrondal, and A. Pickles. 2004a. Generalized Multilevel Structural Equation Modeling. Psychometrika 69 (2): 167â190.

  14. Rose, A. K., and M. M. Spiegel. 2009a. Cross-Country Causes and Consequences of the 2008 Crisis: Early Warning. CEPR Discussion Paper No. 7354.

  15. Rose, A. K., and M. M. Spiegel. 2009b. Cross-Country Causes and Consequences of the 2008 Crisis: International Linkages and American Exposure. CEPR Discussion Paper No. 7354.

  16. Rose, A. K., and M. M. Spiegel. 2010. Cross-Country Causes and Consequences of the Crisis: An Update. CEPR Discussion Paper No. 7466.

  17. This means in practice that I ignore measures of bank leverage, real estate and other asset prices, measures of indebtedness, and so forth; the interested reader is referred to Rose and Spiegel (2009a, 2009b, 2010). ADBI Working Paper 341 Rose
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Pre-event Trends in the Panel Event-study Design. (2018). Shapiro, Jesse ; Hansen, Christian ; Freyaldenhoven, Simon.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:24565.

    Full description at Econpapers || Download paper

  2. The Gender Gap in Attitudes and Test Scores: A New Construct of the Mathematical Capability. (2018). Mendolia, Silvia ; MacCagnan, Anna ; di Tommaso, Maria Laura.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp11843.

    Full description at Econpapers || Download paper

  3. IDENTIFICATION OF JOINT DISTRIBUTIONS IN DEPENDENT FACTOR MODELS. (2018). Ben-Moshe, Dan.
    In: Econometric Theory.
    RePEc:cup:etheor:v:34:y:2018:i:01:p:134-165_00.

    Full description at Econpapers || Download paper

  4. How has consumer education influenced pork consumption in South Africa? Instrumental variable regression analysis. (2017). Nyhodo, Bonani ; Balarane, Abongile ; Mazibuko, Ndumiso ; Ngqangweni, Simphiwe ; Lubinga, Moses H.
    In: NAMC Publications.
    RePEc:ags:zanamc:262911.

    Full description at Econpapers || Download paper

  5. Does greater central bank independence really lead to lower inflation? Evidence from panel data. (2013). Posso, Alberto ; Tawadros, George B..
    In: Economic Modelling.
    RePEc:eee:ecmode:v:33:y:2013:i:c:p:244-247.

    Full description at Econpapers || Download paper

  6. International Financial Integration and Crisis Intensity. (2012). Rose, Andrew.
    In: ADBI Working Papers.
    RePEc:ris:adbiwp:0341.

    Full description at Econpapers || Download paper

  7. Explaining regional variation in equilibrium real estate prices and income. (2012). Bischoff, Oliver.
    In: Journal of Housing Economics.
    RePEc:eee:jhouse:v:21:y:2012:i:1:p:1-15.

    Full description at Econpapers || Download paper

  8. LISREL growth model on direct and indirect effects using cross-country data. (2012). Cavusoglu, Nevin .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:29:y:2012:i:6:p:2362-2370.

    Full description at Econpapers || Download paper

  9. Personality Psychology and Economics. (2011). Heckman, James ; Almlund, Mathilde ; Duckworth, Angela Lee ; Kautz, Tim.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp5500.

    Full description at Econpapers || Download paper

  10. Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models. (2011). Wang, Liqun ; hsiao, cheng.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:165:y:2011:i:1:p:30-44.

    Full description at Econpapers || Download paper

  11. Inflation and central bank independence: Two-way causality?. (2011). BRUMM, HAROLD.
    In: Economics Letters.
    RePEc:eee:ecolet:v:111:y:2011:i:3:p:220-222.

    Full description at Econpapers || Download paper

  12. Structural Equation Modeling For Travel Behavior Research. (2011). Golob, Thomas F..
    In: University of California Transportation Center, Working Papers.
    RePEc:cdl:uctcwp:qt2pn5j58n.

    Full description at Econpapers || Download paper

  13. Comparing Chinas GDP statistics with coincident indicators. (2011). Mehrotra, Aaron ; Paakkonen, Jenni .
    In: BOFIT Discussion Papers.
    RePEc:bof:bofitp:2011_001.

    Full description at Econpapers || Download paper

  14. Do the catholic and protestant countries differ by their tax morale?. (2010). Kanniainen, Vesa.
    In: Empirica.
    RePEc:kap:empiri:v:37:y:2010:i:3:p:271-290.

    Full description at Econpapers || Download paper

  15. Does quality influence choice of general practitioner? An analysis of matched doctor-patient panel data. (2010). Godager, Geir ; Biorn, Erik.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:27:y:2010:i:4:p:842-853.

    Full description at Econpapers || Download paper

  16. Do coincident indicators have one-factor structure?. (2009). Murasawa, Yasutomo.
    In: Empirical Economics.
    RePEc:spr:empeco:v:36:y:2009:i:2:p:339-365.

    Full description at Econpapers || Download paper

  17. The Economics and Psychology of Inequality and Human Development. (2009). Heckman, James ; Cunha, Flavio.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14695.

    Full description at Econpapers || Download paper

  18. The relationship between trust and networks. An exploratory empirical analysis. (2009). Sabatini, Fabio.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-09-00184.

    Full description at Econpapers || Download paper

  19. Size and Development of the Shadow Economy in Germany, Austria and Other oecd-Countries. Some Preliminary Findings. (2009). schneider, friedrich.
    In: Revue économique.
    RePEc:cai:recosp:reco_605_1079.

    Full description at Econpapers || Download paper

  20. Does quality influence choice of general practitioner? An analysis of matched doctor-patient panel data. (2008). Godager, Geir ; Biorn, Erik.
    In: MPRA Paper.
    RePEc:pra:mprapa:8793.

    Full description at Econpapers || Download paper

  21. Biases of the ordinary least squares and instrumental variables estimators of the intergenerational earnings elasticity: Revisited in the light of panel data. (2008). Abul Naga, Ramses.
    In: The Journal of Economic Inequality.
    RePEc:kap:jecinq:v:6:y:2008:i:4:p:323-350.

    Full description at Econpapers || Download paper

  22. Asset pricing models with errors-in-variables. (2008). Coen, Alain ; Carmichael, Benoit.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:15:y:2008:i:4:p:778-788.

    Full description at Econpapers || Download paper

  23. Symmetry-based inference in an instrumental variable setting. (2008). Lawford, Steve ; Bekker, Paul A..
    In: Journal of Econometrics.
    RePEc:eee:econom:v:142:y:2008:i:1:p:28-49.

    Full description at Econpapers || Download paper

  24. As Bad as it Gets: Well Being Deprivation of Sexually Exploited Trafficked women. (2007). Strøm, Steinar ; Shima, Isilda ; Di Tommaso, Maria ; Francesca, Bettio ; Steinar, Strom ; Isilda, Shima.
    In: Department of Economics and Statistics Cognetti de Martiis. Working Papers.
    RePEc:uto:dipeco:200703.

    Full description at Econpapers || Download paper

  25. Children capabilities: A structural equation model for India. (2007). Di Tommaso, Maria.
    In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics).
    RePEc:eee:soceco:v:36:y:2007:i:3:p:436-450.

    Full description at Econpapers || Download paper

  26. Capital asset pricing models revisited: Evidence from errors in variables. (2007). Racicot, François-Éric ; Coen, Alain.
    In: Economics Letters.
    RePEc:eee:ecolet:v:95:y:2007:i:3:p:443-450.

    Full description at Econpapers || Download paper

  27. A New Approach Based on Cumulants for Estimating Financial Regression Models with Errors in the Variables: the Fama and French Model Revisited. (2006). Racicot, François-Éric ; Coen, Alain.
    In: RePAd Working Paper Series.
    RePEc:pqs:wpaper:142006.

    Full description at Econpapers || Download paper

  28. The effect of central bank independence on inflation in developing countries. (2006). BRUMM, HAROLD.
    In: Economics Letters.
    RePEc:eee:ecolet:v:90:y:2006:i:2:p:189-193.

    Full description at Econpapers || Download paper

  29. A consistent estimator for the binomial distribution in the presence of incidental parameters: an application to patent data. (2004). Machado, Matilde.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:119:y:2004:i:1:p:73-98.

    Full description at Econpapers || Download paper

  30. Worst-case estimation and asymptotic theory for models with unobservables. (2004). VIDAL-SANZ, JOSE ; Esteban-Bravo, Mercedes.
    In: DEE - Working Papers. Business Economics. WB.
    RePEc:cte:wbrepe:wb045518.

    Full description at Econpapers || Download paper

  31. Structural equation modeling for travel behavior research. (2003). Golob, Thomas F..
    In: Transportation Research Part B: Methodological.
    RePEc:eee:transb:v:37:y:2003:i:1:p:1-25.

    Full description at Econpapers || Download paper

  32. Disability and the labor force participation of older men in Canada. (2002). Campolieti, Michele.
    In: Labour Economics.
    RePEc:eee:labeco:v:9:y:2002:i:3:p:405-432.

    Full description at Econpapers || Download paper

  33. Inflation and Central Bank independence revisited. (2002). BRUMM, HAROLD.
    In: Economics Letters.
    RePEc:eee:ecolet:v:77:y:2002:i:2:p:205-209.

    Full description at Econpapers || Download paper

  34. Interpretation of Regressions with Multiple Proxies. (2001). Wittenberg, Martin ; Lubotsky, Darren.
    In: Econometrics.
    RePEc:wpa:wuwpem:0110005.

    Full description at Econpapers || Download paper

  35. Structural Equation Modeling For Travel Behavior Research. (2001). Golob, Thomas F..
    In: University of California Transportation Center, Working Papers.
    RePEc:cdl:uctcwp:qt8pb2m1pk.

    Full description at Econpapers || Download paper

  36. Mismeasured Variables in Econometric Analysis: Problems from the Right and Problems from the Left. (2001). Hausman, Jerry.
    In: Journal of Economic Perspectives.
    RePEc:aea:jecper:v:15:y:2001:i:4:p:57-67.

    Full description at Econpapers || Download paper

  37. Inflation and Central Bank Independence: Conventional Wisdom Redux.. (2000). BRUMM, HAROLD.
    In: Journal of Money, Credit and Banking.
    RePEc:mcb:jmoncb:v:32:y:2000:i:4:p:807-19.

    Full description at Econpapers || Download paper

  38. Instrumental Variable Estimation Based on Grouped Data. (2000). Jan van der Ploeg, ; Bekker, Paul A..
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:1862.

    Full description at Econpapers || Download paper

  39. The Measurement and Determination of Institutional Change: Evidence from Transition Economics. (2000). Weeks, Melvyn ; Raiser, Martin ; Di Tommaso, Maria.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0029.

    Full description at Econpapers || Download paper

  40. Higher moment estimators for linear regression models with errors in the variables. (1997). DAGENAIS, Denyse L..
    In: Journal of Econometrics.
    RePEc:eee:econom:v:76:y:1997:i:1-2:p:193-221.

    Full description at Econpapers || Download paper

  41. An alternative two stage least squares (2SLS) estimator for latent variable equations. (1996). Bollen, Kenneth .
    In: Psychometrika.
    RePEc:spr:psycho:v:61:y:1996:i:1:p:109-121.

    Full description at Econpapers || Download paper

  42. Perceived risk of punishment and the commission of homicides: A covariance structure analysis. (1996). Cloninger, Dale ; BRUMM, HAROLD.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:31:y:1996:i:1:p:1-11.

    Full description at Econpapers || Download paper

  43. Stochastic production frontiers and panel data: A latent variable framework. (1995). simioni, michel ; Monier-Dilhan, Sylvette ; IVALDI, Marc.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:80:y:1995:i:3:p:534-547.

    Full description at Econpapers || Download paper

  44. Nonlinear errors in variables Estimation of some Engel curves. (1995). Newey, Whitney ; Hausman, Jerry ; Powell, J. L..
    In: Journal of Econometrics.
    RePEc:eee:econom:v:65:y:1995:i:1:p:205-233.

    Full description at Econpapers || Download paper

  45. Higher Moment Estimators for Linear Regression Models With Errors in the Variables. (1995). DAGENAIS, Denyse L..
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:95s-13.

    Full description at Econpapers || Download paper

  46. Voluntary export restraints and resource allocation in exporting countries. (1990). Winters, L. ; de Melo, Jaime.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:352.

    Full description at Econpapers || Download paper

  47. Variation in Employment Growth in Canada: The Role of External, National, Regional and Industrial Factors. (1986). Ham, John ; Altonji, Joseph.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:1816.

    Full description at Econpapers || Download paper

  48. A Latent Variable Model of Quality Determination. (1985). Gertler, Paul.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:1750.

    Full description at Econpapers || Download paper

  49. Subsidies, Quality, and Regulation in the Nursing Home Industry. (1985). Gertler, Paul.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:1691.

    Full description at Econpapers || Download paper

  50. Some contributions to efficient statistics in structural models: Specification and estimation of moment structures. (1983). Bentler, P..
    In: Psychometrika.
    RePEc:spr:psycho:v:48:y:1983:i:4:p:493-517.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-02-15 23:44:55 || 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.