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News shocks, monetary policy, and amplification effects in New Keynesian macroeconomics

Offick, Sven - 2015

Persistent link: https://www.econbiz.de/10011431930

Bank interlinkages and macroeconomic stability

Grilli, Ruggero; Tedeschi, Gabriele; Gallegati, Mauro - In: International review of economics & finance : IREF 34 (2014), pp. 72-88

Persistent link: https://www.econbiz.de/10010532706

Cross-sectoral variation in the volatility of plant–level idiosyncratic shocks

Castro, Rui; Clement, Gian Luca; Lee, Yoonsoo - 2014

Persistent link: https://www.econbiz.de/10010532729

Trading frictions and consumption-output comovement

Zhao, Yan; Guo, Shen; Liu, Xingfei - In: Journal of macroeconomics 42 (2014), pp. 229-240

Persistent link: https://www.econbiz.de/10011286616

Markets connectivity and financial contagion

Grilli, Ruggero; Tedeschi, Gabriele; Gallegati, Mauro - In: Journal of economic interaction and coordination : JEIC 10 (2015) 2, pp. 287-304

Persistent link: https://www.econbiz.de/10011378825

Level shifts in stock returns driven by large shocks

Dendramis, Yiannis; Kapetanios, George; Tzavalis, Elias - In: Journal of empirical finance 29 (2014), pp. 41-51

Persistent link: https://www.econbiz.de/10011300506

Common and country specific economic uncertainty

Mumtaz, Haroon; Theodoridis, Konstantinos - 2015

We use a factor model with stochastic volatility to decompose the time-varying variance of Macro economic and Financial … component plays an important role in driving the time-varying volatility of nominal and financial variables. The cross …-country co-movement in volatility of real and financial variables has increased over time with the common component becoming more …

Persistent link: https://www.econbiz.de/10011306276

The time-varying effects of permanent and transistory shocks to real output

Keating, John William; Valcarcel, Victor J. - In: Macroeconomic dynamics 19 (2015) 3, pp. 477-507

Persistent link: https://www.econbiz.de/10011308634

External shocks, financial volatility and reserve requirements in an open economy

Agénor, Pierre-Richard; Alper, Koray; Silva, Luiz A. … - 2015

Persistent link: https://www.econbiz.de/10011311198

Climatic fluctuations and the diffusion of agriculture

Ashraf, Quamrul; Michalopulos, Stelios - 2015

Persistent link: https://www.econbiz.de/10011333112