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Model-based business cycle and financial cycle decomposition for Europe and the U.S.
Koopman, Siem Jan; Lit, Rutger; Lucas, André - 2016
We develop a multivariate unobserved components model to extract business cycle and financial cycle indicators from a panel of economic and financial time series of four large developed economies. Our model is flexible and allows for the inclusion of cycle components in different selections of...
Persistent link: https://www.econbiz.de/10011520505
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The time-varying characteristics of the Chinese financial cycle and impact from the United States
Wang, Bo; Li, Haoran - In: Applied economics 52 (2020) 11, pp. 1200-1218
Persistent link: https://www.econbiz.de/10012197523
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The geography of funding markets and limits to arbitrage
Buraschi, Andrea; Menguturk, Murat; Sener, Emrah - In: The review of financial studies 28 (2015) 4, pp. 1103-1152
Persistent link: https://www.econbiz.de/10011338238
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Financial crises and recession in the global economy
Allen, Roy E. - 1994
Persistent link: https://www.econbiz.de/10000889391
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Expectations, the business cycle and the Mexican peso crisis
Cruz, Moritz; Amann, Edmund; Walters, Bernard - In: Cambridge journal of economics 30 (2006) 5, pp. 701-722
Persistent link: https://www.econbiz.de/10003379327
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Financial crises and recession in the global economy
Allen, Roy E. - 2009 - 3. ed.
Persistent link: https://www.econbiz.de/10003877344
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Effects of the Great Recession on state output in Mexico
Mejía Reyes, Pablo; Díaz-Carreño, Miguel Ángel - In: EconoQuantum : Revista de Economía y Negocios 12 (2015) 2, pp. 25-45
Persistent link: https://www.econbiz.de/10011560720
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[Rezension von: Allen, Roy E., Financial crises and recession in the global economy]
Groeneveld, Hans - In: De economist : Netherlands economic review ; quarterly … 144 (1996) 1, pp. 112-113
Persistent link: https://www.econbiz.de/10001348128
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Credit, prices, and crashes : business cycles with a sudden stop
Mendoza, Enrique G. - In: Preventing currency crises in emerging markets, (pp. 335-383). 2002
Persistent link: https://www.econbiz.de/10001723597
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Liberalization, growth, and financial crises : lessons from Mexico and the developing world
Tornell, Aaron; Westermann, Frank; Martínez Trigueros, … - In: Brookings papers on economic activity : BPEA (2003) 2, pp. 1-88
Persistent link: https://www.econbiz.de/10002020349