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The credit cycle and the business cycle in Canada and the U.S.: Two solitudes?. (2015). Siklos, Pierre ; Pierre L. Siklos, Brady Lavender, .
In: LCERPA Working Papers.
RePEc:wlu:lcerpa:0085.

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Cited: 6

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Cites: 6

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Cocites: 50

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Coauthors: 0

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Citations

Citations received by this document

  1. Looking into the Rear-View Mirror: Lessons from Japan for the Eurozone and the U.S?. (2020). Siklos, Pierre L.
    In: IMES Discussion Paper Series.
    RePEc:ime:imedps:20-e-02.

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  2. The cross-border credit channel and lending standards surveys. (2020). Siklos, Pierre L ; Filardo, Andrew J.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:67:y:2020:i:c:s1042443120300901.

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  3. The cross-border credit channel and lending standards surveys. (2018). Siklos, Pierre ; Filardo, Andrew.
    In: BIS Working Papers.
    RePEc:bis:biswps:723.

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  4. Macroeconomic consequences of the real-financial nexus: Imbalances and spillovers between China and the U.S.. (2016). Siklos, Pierre ; Pang, KE.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:65:y:2016:i:c:p:195-212.

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  5. Macroeconomic consequences of the real-financial nexus: Imbalances and spillovers between China and the U.S.. (2015). Siklos, Pierre ; Pang, KE.
    In: BOFIT Discussion Papers.
    RePEc:bof:bofitp:2015_002.

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References

References cited by this document

  1. Bernanke, Ben S., Jean Boivin and Piotr Eliasz (2005) "Measuring The Effects Of Monetary Policy: A Factor-‐Augmented Vector Autoregressive (FAVAR) Approach," Quarterly Journal of Economics 120(1,Feb), 387-‐422.

  2. Duttagupta, R., and N. Barrera (2010),”The Impact of the Global Crisis on Canada – What Do the Macro-‐Financial Linkages Tell Us?”, IMF working paper 10/5, January.

  3. Illing, M., and Y. Liu (2006), “Measuring Financial Stress in a Developed Country: An Application to Canada”, Journal of Financial Stability 2, 243-‐265.

  4. Murray, J. (2011). “With a Little Help from Your Friends: The Virtues of Global Economic Coordination.”Remarks at the State University of Plattsburgh, November 29.
    Paper not yet in RePEc: Add citation now
  5. Roosa, R. V. (1951), “Interest Rates and the Central Bank”, In Money, Trade and Economic Growth: Essays in Honor of J. H. Williams (New York: Macmillan), pp. 207-‐295.
    Paper not yet in RePEc: Add citation now
  6. Siklos, P. (2012), “The Ill-‐Wind That Blows from Europe: What Are the Implications for Canada’s Economy?”, in preparation.
    Paper not yet in RePEc: Add citation now

Cocites

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  2. .

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  3. A Regularized Factor-augmented Vector Autoregressive Model. (2019). Schnaitmann, Julie ; Daniele, Maurizio.
    In: Papers.
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  4. Regularized Estimation of High-dimensional Factor-Augmented Autoregressive (FAVAR) Models. (2019). Michailidis, George ; Lin, Jiahe.
    In: Papers.
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  5. Commodity Price Co-movement: Heterogeneity and the Time Varying Impact of Fundamentals. (2017). Xu, Bing ; Sakemoto, Ryuta ; Byrne, Joseph.
    In: MPRA Paper.
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  6. How Financial Conditions Matter Differently across Latin America. (2017). Ruiz, Esther Perez ; Brandao-Marques, Luis.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2017/218.

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  7. Policy and Macro Signals as Inputs to Inflation Expectation Formation. (2016). Hubert, Paul ; Maule, Becky .
    In: Sciences Po publications.
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  8. Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions. (2016). Yamamoto, Yohei.
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  9. Housing and Monetary Policy in the Business Cycle: What do Housing Rents have to Say?. (2015). Duarte, Joao ; Dias, Daniel.
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  10. A factor-augmented VAR analysis of business cycle synchronization in east Asia and implications for a regional currency union. (2015). Park, Cyn-Young ; Kim, David ; Huh, Hyeon-Seung.
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  12. Point and density forecasts for the euro area using Bayesian VARs. (2015). Henzel, Steffen ; Berg, Tim.
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  13. Likelihood-based Analysis for Dynamic Factor Models. (2014). Koopman, Siem Jan ; Jungbacker, Borus .
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  14. A Two-Stage Estimator for Heterogeneous Panel Models with Common Factors. (2014). Trapani, Lorenzo ; Rossi, Eduardo ; Castagnetti, Carolina.
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  16. Credit Risk in the Euro area.. (2014). Mojon, Benoit ; Gilchrist, Simon.
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  17. Global House Price Fluctuations; Synchronization and Determinants. (2013). Terrones, Marco ; Kose, Ayhan ; Otrok, Christopher ; Hirata, Hideaki .
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  19. Disentangling the Channels of the 2007-09 Recession. (2012). Stock, James H. ; Watson, Mark W..
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  20. Monetary Policy and Risk-Premium Shocks in Hungary; Results from a Large Bayesian VAR. (2011). Carare, Alina ; Popescu, Adina.
    In: IMF Working Papers.
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  21. Detecting big structural breaks in large factor models. (2011). Gonzalo, Jesus ; Dolado, Juan ; Chen, Liang ; Cabrales, Antonio ; Albornoz, Facundo.
    In: UC3M Working papers. Economics.
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