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Sovereign risk and macroeconomic fluctuations in an emerging market economy
Kirchner, Markus; Rieth, Malte - 2010
This paper assesses the role of sovereign risk in explaining macroeconomic fluctuations in Turkey. We estimate two versions of a simple New Keynesian small open economy model on quarterly data for the period 1994Q3-2008Q2: A basic version and a version augmented by a default premium on...
Persistent link: https://www.econbiz.de/10011382024
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Financial openness, financial frictions, and macroeconomic fluctuations in emerging market economies
Ma, Yong - In: Emerging markets finance & trade : a journal of the … 52 (2016) 1/3, pp. 169-187
Persistent link: https://www.econbiz.de/10011562427
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Emerging market fluctuations : what makes the difference?
Hevia, Constantino - In: Journal of international economics 94 (2014) 1, pp. 33-49
Persistent link: https://www.econbiz.de/10010492613
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Financial friction sources in emerging economies : structural estimation of sovereign default models
Yamazaki, Takefumi - 2018
Persistent link: https://www.econbiz.de/10013272825
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Estimation of the output gap, the great recession and the reemerged fear of sudden stops
Leist, Stefan - 2012 - Als Ms. gedr
Persistent link: https://www.econbiz.de/10009718692
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Sovereign Risk and Macroeconomic Fluctuations in an Emerging Market Economy
Kirchner, Markus - 2010
This paper assesses the role of sovereign risk in explaining macroeconomic fluctuations in Turkey. We estimate two versions of a simple New Keynesian small open economy model on quarterly data for the period 1994Q3-2008Q2: A basic version and a version augmented by a default premium on...
Persistent link: https://www.econbiz.de/10013137196
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Business cycle implications of rising household credit market participation in emerging countries
Barrail, Zulma - In: Journal of economic dynamics & control 116 (2020), pp. 1-41
Persistent link: https://www.econbiz.de/10012503228
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Shocks, frictions, and inequality in Korean business cycles
Lee, Seungcheol; Luetticke, Ralph; Ravn, Morten O. - 2023
Persistent link: https://www.econbiz.de/10014440257
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Bayesian estimation of a new Keynesian policy model for a small open economy
Bouzid, Bechir - In: International journal of monetary economics and finance 9 (2016) 4, pp. 330-352
Persistent link: https://www.econbiz.de/10011657571
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Business cycle synchronization of a small open EU-candidate country's economy with the EU economy
Filipovski, Vladimir; Trpeski, Predrag; Bogoev, Jane - In: Panoeconomicus 65 (2018) 5, pp. 609-631
Persistent link: https://www.econbiz.de/10011971149