Characterizing Cross-Country Consumption Correlations
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- Michael R. Pakko, 1994. "Characterizing cross-country consumption correlations," Working Papers 1994-026, Federal Reserve Bank of St. Louis.
References listed on IDEAS
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Citations
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- Yulei Luo & Jun Nie & Eric Young, 2010. "Robust control, informational frictions, and international consumption correlations," Research Working Paper RWP 10-16, Federal Reserve Bank of Kansas City.
- Yulei Luo & Jun Nie & Eric R. Young, 2013. "Robust Control, Informational Frictions, and International Consumption Correlations," Working Papers 212013, Hong Kong Institute for Monetary Research.
- Yulei Luo & Eric R.Young & Jun Nie, 2011. "Robust Control, Informational Frictions, and International Consumption Correlations," 2011 Meeting Papers 209, Society for Economic Dynamics.
- Li, Zhongda & Liu, Lu, 2018. "Financial globalization, domestic financial freedom and risk sharing across countries," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 55(C), pages 151-169.
- Cavaliere, Giuseppe & Fanelli, Luca & Gardini, Attilio, 2006. "Regional consumption dynamics and risk sharing in Italy," International Review of Economics & Finance, Elsevier, vol. 15(4), pages 525-542.
- Pakko, Michael R, 1997.
"International Risk Sharing and Low Cross-Country Consumption Correlations: Are They Really Inconsistent?,"
Review of International Economics, Wiley Blackwell, vol. 5(3), pages 386-400, August.
- Michael R. Pakko, 1996. "International risk sharing and low cross-country consumption correlations: are they really inconsistent?," Working Papers 1994-019, Federal Reserve Bank of St. Louis.
- Eiji Fujii, 2024.
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Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 160(1), pages 169-192, February.
- Eiji Fujii, 2022. "Currency Concentration in Sovereign Debt, Exchange Rate Cyclicality, and Volatility in Consumption," CESifo Working Paper Series 10074, CESifo.
- Nagayasu, Jun, 2012.
"The threshold consumption correlation-based approach to international capital mobility: Evidence from advanced and developing countries,"
Structural Change and Economic Dynamics, Elsevier, vol. 23(3), pages 256-263.
- Nagayasu, Jun, 2012. "The threshold consumption correlation-based approach to international capital mobility: evidence from advanced and developing countries," MPRA Paper 36215, University Library of Munich, Germany.
- Robert P. Flood & Nancy P. Marion & Akito Matsumoto, 2012.
"International risk sharing during the globalization era,"
Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 45(2), pages 394-416, May.
- Robert P. Flood & Nancy P. Marion & Akito Matsumoto, 2012. "International risk sharing during the globalization era," Canadian Journal of Economics, Canadian Economics Association, vol. 45(2), pages 394-416, May.
- Mr. Akito Matsumoto & Mr. Robert P Flood & Ms. Nancy P. Marion, 2009. "International Risk Sharing During the Globalization Era," IMF Working Papers 2009/209, International Monetary Fund.
- Giraldo, Carlos & Giraldo, Iader & Gomez-Gonzalez, Jose E. & Uribe, Jorge M., 2024. "Financial integration and banking stability: A post-global crisis assessment," Economic Modelling, Elsevier, vol. 139(C).
- Asdrubali, Pierfederico & Kim, Soyoung, 2004.
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- Pierfederico Asdrubali & Soyoung Kim, 2000. "Dynamic Risk Sharing in the United States and Europe," Econometric Society World Congress 2000 Contributed Papers 1621, Econometric Society.
- Malik, Samreen, 2015. "Financial-integration thresholds for consumption risk-sharing," International Review of Economics & Finance, Elsevier, vol. 38(C), pages 73-93.
- Giovanni P. Olivei, 2000. "Consumption risk-sharing across G-7 countries," New England Economic Review, Federal Reserve Bank of Boston, issue Mar, pages 3-14.
- Heathcote, Jonathan & Perri, Fabrizio, 2002.
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Journal of Monetary Economics, Elsevier, vol. 49(3), pages 601-627, April.
- Heathcote, Jonathan & Perri, Fabrizio, 1999. "Financial Autarky and International Business Cycles," SSE/EFI Working Paper Series in Economics and Finance 320, Stockholm School of Economics, revised 30 Apr 2000.
- Pakko, Michael R., 2004.
"A spectral analysis of the cross-country consumption correlation puzzle,"
Economics Letters, Elsevier, vol. 84(3), pages 341-347, September.
- Michael R. Pakko, 2004. "A spectral analysis of the cross-country consumption correlation puzzle," Working Papers 2003-023, Federal Reserve Bank of St. Louis.
- Giraldo, Iader & Giraldo, Iader & Gomez-Gonzalez, Jose E & Uribe, Jorge M, 2024. "Integration and Financial Stability: A Post-Global Crisis Assessment," Documentos de trabajo 20926, FLAR.
- Jeffrey C. Fuhrer & Michael W. Klein, 2006.
"Risky Habits: on Risk Sharing, Habit Formation, and the Interpretation of International Consumption Correlations,"
Review of International Economics, Wiley Blackwell, vol. 14(4), pages 722-740, September.
- Jeffrey C. Fuhrer & Michael W. Klein, 1998. "Risky Habits: On Risk Sharing, Habit Formation, and the Interpretation of International Consumption Correlations," NBER Working Papers 6735, National Bureau of Economic Research, Inc.
- Eiji Fujii, 2020. "Currency Portfolio of External Debt, Exchange Rate Cyclicality, and Consumption Volatility," CESifo Working Paper Series 8287, CESifo.
- Michael R. Pakko, 1997. "Trade, investment, and international borrowing in two-country business cycle models," Working Papers 1997-023, Federal Reserve Bank of St. Louis.
- Pakko Michael R., 2003.
"Substitution Elasticities and Investment Dynamics in Two-Country Business Cycle Models,"
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- Michael R. Pakko, 2003. "Substitution elasticities and investment dynamics in two country business cycle models," Working Papers 2002-030, Federal Reserve Bank of St. Louis.
- Asdrubali, Pierfederico & Kim, Soyoung & Pericoli, Filippo & Poncela, Pilar, 2018. "New Risk Sharing Channels in OECD Countries: a Heterogeneous Panel VAR," JRC Working Papers in Economics and Finance 2018-13, Joint Research Centre, European Commission.
- Kim, H. Youn, 2014. "International financial integration and risk sharing among countries: A production-based approach," Journal of the Japanese and International Economies, Elsevier, vol. 31(C), pages 16-35.
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