A New Monthly Index of Industrial Production, 1884-1940
Author
Abstract
Suggested Citation
Note: EFG ME
Download full text from publisher
References listed on IDEAS
- Victor Zarnowitz, 1987. "The Regularity of Business Cycles," NBER Working Papers 2381, National Bureau of Economic Research, Inc.
- Gorton, Gary, 1988.
"Banking Panics and Business Cycles,"
Oxford Economic Papers, Oxford University Press, vol. 40(4), pages 751-781, December.
- Gary Gorton, 1986. "Banking panics and business cycles," Working Papers 86-9, Federal Reserve Bank of Philadelphia.
- Schwert, G William, 1989.
" Why Does Stock Market Volatility Change over Time?,"
Journal of Finance,
American Finance Association, vol. 44(5), pages 1115-1153, December.
- G. William Schwert, 1988. "Why Does Stock Market Volatility Change Over Time?," NBER Working Papers 2798, National Bureau of Economic Research, Inc.
- Romer, Christina, 1986. "Spurious Volatility in Historical Unemployment Data," Journal of Political Economy, University of Chicago Press, vol. 94(1), pages 1-37, February.
- Dominguez, Kathryn M & Fair, Ray C & Shapiro, Matthew D, 1988.
"Forecasting the Depression: Harvard versus Yale,"
American Economic Review, American Economic Association, vol. 78(4), pages 595-612, September.
- Ray C. Fair & Matthew D. Shapiro & Kathryn M. Dominguez, 1986. "Forecasting the Depression: Harvard Versus Yale," Cowles Foundation Discussion Papers 808, Cowles Foundation for Research in Economics, Yale University.
- Ray C. Fair & Matthew D. Shapiro & Kathryn M. Dominguez, 1986. "Forecasting the Depression: Harvard Versus Yale," NBER Working Papers 2095, National Bureau of Economic Research, Inc.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Schwert, G William, 1990.
"Stock Returns and Real Activity: A Century of Evidence,"
Journal of Finance, American Finance Association, vol. 45(4), pages 1237-1257, September.
- G. William Schwert, 1990. "Stock Returns and Real Activity: A Century of Evidence," NBER Working Papers 3296, National Bureau of Economic Research, Inc.
- Charles W. Calomiris & Gary Gorton, 1991.
"The Origins of Banking Panics: Models, Facts, and Bank Regulation,"
NBER Chapters, in: Financial Markets and Financial Crises, pages 109-174,
National Bureau of Economic Research, Inc.
- Charles W. Calomiris & Gary Gorton, "undated". "The Origins of Banking Panics: Models, Facts, and Bank Regulation," Rodney L. White Center for Financial Research Working Papers 11-90, Wharton School Rodney L. White Center for Financial Research.
- gregory, paul, 2020. "Measuring the Spanish Flu’s Economic Impact Using Historical Macroeconomic Statistics," MPRA Paper 100892, University Library of Munich, Germany.
- Mark A. Carlson & David C. Wheelock, 2018. "Furnishing an “Elastic Currency”: The Founding of the Fed and the Liquidity of the U.S. Banking System," Review, Federal Reserve Bank of St. Louis, vol. 100(1), pages 17-44.
- Ghassem A. Homaifar & Jonathan Adongo & Kevin M. Zhao, 2013. "The long-run relationship between stock return dispersion and output," Applied Economics, Taylor & Francis Journals, vol. 45(7), pages 943-952, March.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- João Miguel Ejarque, 2009. "Uncertainty, Irreversibility, Durable Consumption and the Great Depression," Economica, London School of Economics and Political Science, vol. 76(303), pages 574-587, July.
- Francesco Ravazzolo & Joaquin L. Vespignani, 2015.
"A new monthly indicator of global real economic activity,"
Globalization Institute Working Papers
244, Federal Reserve Bank of Dallas.
- Ravazzolo, Francesco & Vespignani, Joaquin, 2015. "A new monthly indicator of global real economic activity," Working Papers 2015-07, University of Tasmania, Tasmanian School of Business and Economics.
- Francesco Ravazzolo & Joaquin L. Vespignani, 2015. "A New Monthly Indicator of Global Real Economic Activity," CAMA Working Papers 2015-13, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Francesco Ravazzolo & Joaquin L. Vespignani, 2015. "A New Monthly Indicator of Global Real Economic Activity," Working Papers No 2/2015, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Francesco Ravazzolo & Joaquin L. Vespignani, 2015. "A New Monthly Indicator of Global Real Economic Activity," Working Paper 2015/06, Norges Bank.
- Francesco Ravazzolo & Joaquin Vespignani, 2020.
"World steel production: A new monthly indicator of global real economic activity,"
Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 53(2), pages 743-766, May.
- Ravazzolo, Francesco & Vespignani, Joaquin, 2017. "World steel production: A new monthly indicator of global real economic activity," Working Papers 2017-08, University of Tasmania, Tasmanian School of Business and Economics.
- Francesco Ravazzolo & Joaquin Vespignani, 2017. "World steel production: A new monthly indicator of global real economic activity," CAMA Working Papers 2017-42, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Claudio Borio & Craig Furfine & Philip Lowe, 2001. "Procyclicality of the financial system and financial stability: issues and policy options," BIS Papers chapters, in: Bank for International Settlements (ed.), Marrying the macro- and micro-prudential dimensions of financial stability, volume 1, pages 1-57, Bank for International Settlements.
- Gerlach, Stefan & Stuart, Rebecca, 2021.
"Commodity Prices and Global Inflation, 1851-1913,"
CEPR Discussion Papers
16526, C.E.P.R. Discussion Papers.
- Stefan Gerlach & Rebecca Stuart, 2021. "Commodity Prices and Global Inflation, 1851-1913," IRENE Working Papers 21-07, IRENE Institute of Economic Research.
- Padamja Singal & Stephen D. Smith, 1999. "Expected stock returns and volatility in a production economy: a theory and some evidence," FRB Atlanta Working Paper 99-8, Federal Reserve Bank of Atlanta.
- Claudio Borio, 2011.
"Rediscovering the Macroeconomic Roots of Financial Stability Policy: Journey, Challenges, and a Way Forward,"
Annual Review of Financial Economics, Annual Reviews, vol. 3(1), pages 87-117, December.
- Claudio Borio, 2011. "Rediscovering the macroeconomic roots of financial stability policy: journey, challenges and a way forward," BIS Working Papers 354, Bank for International Settlements.
- Kearney, Colm & Daly, Kevin, 1997. "Monetary volatility and real output volatility: An empirical model of the financial transmission mechanism in Australia," International Review of Financial Analysis, Elsevier, vol. 6(2), pages 77-95.
- Emeka Nkoro & Aham Kelvin Uko, 2016. "Exchange Rate and Inflation Volatility and Stock Prices Volatility: Evidence from Nigeria, 1986-2012," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 6(6), pages 1-4.
- Li, Yuming, 1998. "Expected stock returns, risk premiums and volatilities of economic factors1," Journal of Empirical Finance, Elsevier, vol. 5(2), pages 69-97, June.
- Benos, Evangelos & Sagade, Satchit, 2012. "High-frequency trading behaviour and its impact on market quality: evidence from the UK equity market," Bank of England working papers 469, Bank of England.
- Renatas Kizys & Peter Spencer, 2007. "Assessing the Relation between Equity Risk Premium and Macroeconomic Volatilities in the UK," Discussion Papers 07/13, Department of Economics, University of York.
- Eichengreen, Barry & Hatton, Tim, 1988. "Interwar Unemployment in International Perspective," Institute for Research on Labor and Employment, Working Paper Series qt7bw188gk, Institute of Industrial Relations, UC Berkeley.
- Goedde-Menke, Michael & Langer, Thomas & Pfingsten, Andreas, 2014. "Impact of the financial crisis on bank run risk – Danger of the days after," Journal of Banking & Finance, Elsevier, vol. 40(C), pages 522-533.
- Brown, William Jr. & Burdekin, Richard C.K. & Weidenmier, Marc D., 2006.
"Volatility in an era of reduced uncertainty: Lessons from Pax Britannica,"
Journal of Financial Economics, Elsevier, vol. 79(3), pages 693-707, March.
- William O. Brown & Richard C. K. Burdekin & Marc D. Weidenmier, 2005. "Volatility in an Era of Reduced Uncertainty: Lessons from Pax Britannica," NBER Working Papers 11319, National Bureau of Economic Research, Inc.
- Hartwell, Christopher A., 2014. "The impact of institutional volatility on financial volatility in transition economies : a GARCH family approach," BOFIT Discussion Papers 6/2014, Bank of Finland, Institute for Economies in Transition.
- Lakshman A. Alles & John L. Kling, 1994. "Regularities In The Variation Of Skewness In Asset Returns," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 17(3), pages 427-438, September.
- Acharya, Viral & Pierret, Diane & Steffen, Sascha, 2016. "Lender of last resort versus buyer of last resort: The impact of the European Central Bank actions on the bank-sovereign nexus," ZEW Discussion Papers 16-019, ZEW - Leibniz Centre for European Economic Research.
- Campbell, John Y & Kim, Sangjoon & Lettau, Martin, 1998.
"Dispersion and Volatility in Stock Returns: An Empirical Investigation,"
CEPR Discussion Papers
1923, C.E.P.R. Discussion Papers.
- John Y. Campbell & Martin Lettau, 1999. "Dispersion and Volatility in Stock Returns: An Empirical Investigation," NBER Working Papers 7144, National Bureau of Economic Research, Inc.
- Hubert Janos Kiss & Ismael Rodriguez‐Lara & Alfonso Rosa‐García, 2012.
"On the Effects of Deposit Insurance and Observability on Bank Runs: An Experimental Study,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(8), pages 1651-1665, December.
- Hubert Janos Kiss & Ismael Rodriguez-Lara & Alfonso Rosa-GarcÂa, 2012. "On the Effects of Deposit Insurance and Observability on Bank Runs: An Experimental Study," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(8), pages 1651-1665, December.
- Alfonso Rosa García & Hubert Janos Kiss & Ismael Rodríguez Lara, 2011. "On the effects of deposit insurance and observability on bank runs: an experimental study," Working Papers. Serie AD 2011-05, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Hubert Janoss Kiss & Ismael Rodriguez Lara & Alfonso Rosa Garcia, 2011. "On the Effects of Deposit Insurance and Observability on Bank Runs: An Experimental Study," Discussion Papers in Economic Behaviour 0211, University of Valencia, ERI-CES.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:nbr:nberwo:3172. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: the person in charge (email available below). General contact details of provider: https://edirc.repec.org/data/nberrus.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.