Mirko Abbritti
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Abbritti, Mirko & Consolo, Agostino, 2022.
"Labour market skills, endogenous productivity and business cycles,"
Working Paper Series
2651, European Central Bank.
Cited by:
- Agostino Consolo & Filippos Petroulakis, 2022.
"Did COVID-19 induce a reallocation wave?,"
Working Papers
295, Bank of Greece.
- Agostino Consolo & Filippos Petroulakis, 2024. "Did COVID‐19 induce a reallocation wave?," Economica, London School of Economics and Political Science, vol. 91(364), pages 1349-1390, October.
- Consolo, Agostino & Petroulakis, Filippos, 2022. "Did COVID-19 induce a reallocation wave?," Working Paper Series 2703, European Central Bank.
- Agostino Consolo & Filippos Petroulakis, 2022.
"Did COVID-19 induce a reallocation wave?,"
Working Papers
295, Bank of Greece.
- Abbritti, Mirko & Consolo, Agostino & Weber, Sebastian, 2021.
"Endogenous growth, downward wage rigidity and optimal inflation,"
Working Paper Series
2635, European Central Bank.
Cited by:
- Eleni Argiri & Ifigeneia Skotida, 2021. "The 2021 review of the monetary policy strategy of the Eurosystem: an economy of forces," Economic Bulletin, Bank of Greece, issue 54, pages 23-57, December.
- Felipe Alves & Giovanni L. Violante, 2024. "From Micro to Macro Hysteresis: Long-Run Effects of Monetary Policy," Staff Working Papers 24-39, Bank of Canada.
- Colin Davis & Ken-ichi Hashimoto, 2019.
"Productivity Growth, Industry Location Patterns and Labor Market Frictions,"
ISER Discussion Paper
1052, Institute of Social and Economic Research, The University of Osaka.
- Davis, Colin & Hashimoto, Ken-ichi, 2022. "Productivity growth, industry location patterns and labor market frictions," Regional Science and Urban Economics, Elsevier, vol. 97(C).
- Brand, Claus & Obstbaum, Meri & Coenen, Günter & Sondermann, David & Lydon, Reamonn & Ajevskis, Viktors & Hammermann, Felix & Angino, Siria & Hernborg, Nils & Basso, Henrique & Hertweck, Matthias & Bi, 2021. "Employment and the conduct of monetary policy in the euro area," Occasional Paper Series 275, European Central Bank.
- Agostino Consolo & Filippos Petroulakis, 2022.
"Did COVID-19 induce a reallocation wave?,"
Working Papers
295, Bank of Greece.
- Agostino Consolo & Filippos Petroulakis, 2024. "Did COVID‐19 induce a reallocation wave?," Economica, London School of Economics and Political Science, vol. 91(364), pages 1349-1390, October.
- Consolo, Agostino & Petroulakis, Filippos, 2022. "Did COVID-19 induce a reallocation wave?," Working Paper Series 2703, European Central Bank.
- Cecion, Martina & Coenen, Günter & Gerke, Rafael & Le Bihan, Hervé & Motto, Roberto & Aguilar, Pablo & Ajevskis, Viktors & Giesen, Sebastian & Albertazzi, Ugo & Gilbert, Niels & Al-Haschimi, Alexander, 2021. "The ECB’s price stability framework: past experience, and current and future challenges," Occasional Paper Series 269, European Central Bank.
- Yao Chen & Felix Ward, 2022. "Output Divergence in Fixed Exchange Rate Regimes: Is the Euro Area Growing Apart?," Tinbergen Institute Discussion Papers 22-031/VI, Tinbergen Institute.
- Mirko Abbritti & Agostino Consolo & Mr. Sebastian Weber, 2021.
"Endogenous Growth, Downward Wage Rigidities and Optimal Inflation,"
IMF Working Papers
2021/208, International Monetary Fund.
Cited by:
- Eleni Argiri & Ifigeneia Skotida, 2021. "The 2021 review of the monetary policy strategy of the Eurosystem: an economy of forces," Economic Bulletin, Bank of Greece, issue 54, pages 23-57, December.
- Felipe Alves & Giovanni L. Violante, 2024. "From Micro to Macro Hysteresis: Long-Run Effects of Monetary Policy," Staff Working Papers 24-39, Bank of Canada.
- Colin Davis & Ken-ichi Hashimoto, 2019.
"Productivity Growth, Industry Location Patterns and Labor Market Frictions,"
ISER Discussion Paper
1052, Institute of Social and Economic Research, The University of Osaka.
- Davis, Colin & Hashimoto, Ken-ichi, 2022. "Productivity growth, industry location patterns and labor market frictions," Regional Science and Urban Economics, Elsevier, vol. 97(C).
- Brand, Claus & Obstbaum, Meri & Coenen, Günter & Sondermann, David & Lydon, Reamonn & Ajevskis, Viktors & Hammermann, Felix & Angino, Siria & Hernborg, Nils & Basso, Henrique & Hertweck, Matthias & Bi, 2021. "Employment and the conduct of monetary policy in the euro area," Occasional Paper Series 275, European Central Bank.
- Consolo, Agostino & Koester, Gerrit & Nickel, Christiane & Porqueddu, Mario & Smets, Frank, 2021. "The need for an inflation buffer in the ECB’s price stability objective – the role of nominal rigidities and inflation differentials," Occasional Paper Series 279, European Central Bank.
- Agostino Consolo & Filippos Petroulakis, 2022.
"Did COVID-19 induce a reallocation wave?,"
Working Papers
295, Bank of Greece.
- Agostino Consolo & Filippos Petroulakis, 2024. "Did COVID‐19 induce a reallocation wave?," Economica, London School of Economics and Political Science, vol. 91(364), pages 1349-1390, October.
- Consolo, Agostino & Petroulakis, Filippos, 2022. "Did COVID-19 induce a reallocation wave?," Working Paper Series 2703, European Central Bank.
- Cecion, Martina & Coenen, Günter & Gerke, Rafael & Le Bihan, Hervé & Motto, Roberto & Aguilar, Pablo & Ajevskis, Viktors & Giesen, Sebastian & Albertazzi, Ugo & Gilbert, Niels & Al-Haschimi, Alexander, 2021. "The ECB’s price stability framework: past experience, and current and future challenges," Occasional Paper Series 269, European Central Bank.
- Yao Chen & Felix Ward, 2022. "Output Divergence in Fixed Exchange Rate Regimes: Is the Euro Area Growing Apart?," Tinbergen Institute Discussion Papers 22-031/VI, Tinbergen Institute.
- Mirko Abbritti & Asier Aguilera-Bravo & TommasoTrani, 2019.
"Long-term business relationships, bargaining and monetary policy,"
Faculty Working Papers
03/19, School of Economics and Business Administration, University of Navarra.
- Abbritti, Mirko & Aguilera-Bravo, Asier & Trani, Tommaso, 2021. "Long-term business relationships, bargaining and monetary policy," Economic Modelling, Elsevier, vol. 101(C).
Cited by:
- Gantert, Konstantin, 2022. "The Impact of Active Aggregate Demand on Utilization-Adjusted TFP," VfS Annual Conference 2022 (Basel): Big Data in Economics 264103, Verein für Socialpolitik / German Economic Association.
- Gantert, Konstantin, 2022. "The impact of active aggregate demand on utilisation-adjusted TFP," IWH Discussion Papers 9/2022, Halle Institute for Economic Research (IWH).
- Mirko Abbritti & Mr. Sebastian Weber, 2019.
"Market Regulation, Cycles and Growth in a Monetary Union,"
IMF Working Papers
2019/123, International Monetary Fund.
Cited by:
- Abbritti, Mirko & Consolo, Agostino & Weber, Sebastian, 2021. "Endogenous growth, downward wage rigidity and optimal inflation," Working Paper Series 2635, European Central Bank.
- Matteo Cacciatore & Mr. Romain A Duval & Giuseppe Fiori & Mr. Fabio Ghironi, 2017.
"Market Reforms at the Zero Lower Bound,"
IMF Working Papers
2017/215, International Monetary Fund.
- Matteo Cacciatore & Romain Duval & Giuseppe Fiori & Fabio Ghironi, 2021. "Market Reforms at the Zero Lower Bound," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(4), pages 745-777, June.
- Matteo Cacciatore & Romain Duval & Giuseppe Fiori & Fabio Ghironi, 2017. "Market Reforms at the Zero Lower Bound," NBER Working Papers 23960, National Bureau of Economic Research, Inc.
- Ghironi, Fabio & Cacciatore, Matteo & Duval, Romain & Fiori, Giuseppe, 2017. "Market Reforms at the Zero Lower Bound," CEPR Discussion Papers 12334, C.E.P.R. Discussion Papers.
- Yao Chen & Felix Ward, 2022. "Output Divergence in Fixed Exchange Rate Regimes: Is the Euro Area Growing Apart?," Tinbergen Institute Discussion Papers 22-031/VI, Tinbergen Institute.
- Abbritti, Mirko & Consolo, Agostino, 2024. "Labour market skills, endogenous productivity and business cycles," European Economic Review, Elsevier, vol. 170(C).
- Antonio Moreno & Steven Ongena & Alexia Ventula Veghazy & Alexander F. Wagner, 2024. "“Long GFC”? The global financial crisis, health care, and COVID‐19 deaths," Economic Inquiry, Western Economic Association International, vol. 62(2), pages 865-891, April.
- Moreno Ibáñez, Antonio & Ongena, Steven & Ventula Veghazy, Alexia & Wagner, Alexander F., 2022. "“Long GFC†? The Global Financial Crisis, Health Care, and COVID-19 Deaths," CEPR Discussion Papers 15900, C.E.P.R. Discussion Papers.
- Mirko Abbritti & Hector Carcel & Luis Gil-Alana & Antonio Moreno, 2018.
"Term Premium and Quantitative Easing in a Fractionally Cointegrated Yield Curve,"
Bank of Lithuania Working Paper Series
50, Bank of Lithuania.
Cited by:
- Vides, José Carlos & Golpe, Antonio A. & Iglesias, Jesús, 2020. "The EHTS and the persistence in the spread reconsidered. A fractional cointegration approach," International Review of Economics & Finance, Elsevier, vol. 69(C), pages 124-137.
- Mirko Abbritti & Mr. Salvatore Dell'Erba & Mr. Antonio Moreno & Mr. Sergio Sola, 2013.
"Global Factors in the Term Structure of Interest Rates,"
IMF Working Papers
2013/223, International Monetary Fund.
- Mirko Abbritti & Salvatore Dell’Erba & Antonio Moreno & Sergio Sola, 2018. "Global Factors in the Term Structure of Interest Rates," International Journal of Central Banking, International Journal of Central Banking, vol. 14(2), pages 301-340, March.
- Mirko Abbritti & Salvatore Dell'Erba & ​Antonio Moreno & Sergio Sola, 2014. "Global Factors in the Term Structure of Interest Rates," Faculty Working Papers 01/14, School of Economics and Business Administration, University of Navarra.
Cited by:
- Piti Disyatat & Phurichai Rungcharoenkitkul, 2015.
"Monetary policy and financial spillovers: losing traction?,"
BIS Working Papers
518, Bank for International Settlements.
- Piti Disyatat & Phurichai Rungcharoenkitkul, 2015. "Monetary Policy and Financial Spillovers: Losing Traction?," PIER Discussion Papers 9, Puey Ungphakorn Institute for Economic Research.
- Disyatat, Piti & Rungcharoenkitkul, Phurichai, 2017. "Monetary policy and financial spillovers: Losing traction?," Journal of International Money and Finance, Elsevier, vol. 74(C), pages 115-136.
- Durmus Özdemir & Harald Schmidbauer, 2014. "Interest Rate Risk In Turkish Financial Markets Across Different Time Periods," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 16(3), pages 183-204, January.
- Byrne, Joseph P. & Cao, Shuo & Korobilis, Dimitris, 2019.
"Decomposing global yield curve co-movement,"
Journal of Banking & Finance, Elsevier, vol. 106(C), pages 500-513.
- Byrne, JP & Cao, S & Korobilis, D, 2016. "Decomposing Global Yield Curve Co-Movement," Essex Finance Centre Working Papers 18194, University of Essex, Essex Business School.
- Munawar Sayyad & Pat Obi & Kaushik Bhattacharjee, 2022. "International equity and bond market dynamics an asymmetric error correction study of united states, india and brazil," Economics Bulletin, AccessEcon, vol. 42(1), pages 69-82.
- Candelon, Bertrand & Moura, Rubens, 2023.
"Sovereign yield curves and the COVID-19 in emerging markets,"
LIDAM Reprints LFIN
2023010, Université catholique de Louvain, Louvain Finance (LFIN).
- Candelon, Bertrand & Moura, Rubens, 2023. "Sovereign yield curves and the COVID-19 in emerging markets," Economic Modelling, Elsevier, vol. 127(C).
- Sowmya, Subramaniam & Prasanna, Krishna & Bhaduri, Saumitra, 2016. "Linkages in the term structure of interest rates across sovereign bond markets," Emerging Markets Review, Elsevier, vol. 27(C), pages 118-139.
- Bluwstein, Kristina & Buckmann, Marcus & Joseph, Andreas & Kapadia, Sujit & Şimşek, Özgür, 2023.
"Credit growth, the yield curve and financial crisis prediction: Evidence from a machine learning approach,"
Journal of International Economics, Elsevier, vol. 145(C).
- Bluwstein, Kristina & Buckmann, Marcus & Joseph, Andreas & Kang, Miao & Kapadia, Sujit & Simsek, Özgür, 2020. "Credit growth, the yield curve and financial crisis prediction: evidence from a machine learning approach," Bank of England working papers 848, Bank of England.
- Bluwstein, Kristina & Buckmann, Marcus & Joseph, Andreas & Kapadia, Sujit & Şimşek, Özgür, 2021. "Credit growth, the yield curve and financial crisis prediction: evidence from a machine learning approach," Working Paper Series 2614, European Central Bank.
- Cavaca, Igor Bastos & Meurer, Roberto, 2021. "International monetary policy spillovers: Linkages between U.S. and South American yield curves," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 737-754.
- Da Wang & YingXue Zhou, 2024. "An innovative machine learning workflow to research China’s systemic financial crisis with SHAP value and Shapley regression," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-40, December.
- Juan Andrés Espinosa Torres & Luis Fernando Melo Velandia & José Fernando Moreno Gutiérrez, 2014.
"Estimación de la prima por vencimiento de los TES en pesos del gobierno colombiano,"
Borradores de Economia
12333, Banco de la Republica.
- Juan Andrés Espinosa Torres & Luis Fernando Melo Velandia & José Fernando Moreno Gutiérrez, 2014. "Estimación de la prima por vencimiento de los TES en pesos del gobierno colombiano," Borradores de Economia 854, Banco de la Republica de Colombia.
- Dmitriy Stolyarov & Linda L. Tesar, 2019.
"Interest Rate Trends in a Global Context,"
Working Papers
wp402, University of Michigan, Michigan Retirement Research Center.
- Stolyarov, Dmitriy & Tesar, Linda L., 2021. "Interest rate trends in a global context," Economic Modelling, Elsevier, vol. 101(C).
- Probst, Julius, 2019. "Global real interest rate dynamics from the late 19th century to today," International Review of Economics & Finance, Elsevier, vol. 59(C), pages 522-547.
- Anne Lundgaard Hansen, 2018. "Volatility-Induced Stationarity and Error-Correction in Macro-Finance Term Structure Modeling," Discussion Papers 18-12, University of Copenhagen. Department of Economics.
- Casalin, Fabrizio & Cerniglia, Floriana & Dia, Enzo, 2023. "Stock-flow adjustments, public debt management and interest costs," Economic Modelling, Elsevier, vol. 129(C).
- Bruna, Karel & Tran, Quang Van, 2020. "The central banks’ ability to control variability of money market interest rates: The case of inflation targeting countries," Journal of Economic Behavior & Organization, Elsevier, vol. 176(C), pages 384-402.
- Elizondo Rocío, 2023. "The Three Intelligible Factors of the Yield Curve in Mexico," Working Papers 2023-13, Banco de México.
- Pažický Martin, 2021. "Oil price shock in the US and the euro area – evidence from the shadow rate and the term premium," Review of Economic Perspectives, Sciendo, vol. 21(3), pages 309-346, September.
- Mirko Abbritti & Luis Gil-Alana & Yuliya Lovcha & Antonio Moreno, 2012.
"Term Structure Persistence,"
Faculty Working Papers
26/12, School of Economics and Business Administration, University of Navarra.
- Mirko Abbritti & Luis A. Gil-Alana & Yuliya Lovcha & Antonio Moreno, 2016. "Term Structure Persistence," Journal of Financial Econometrics, Oxford University Press, vol. 14(2), pages 331-352.
- Piti Disyatat & Phurichai Rungcharoenkitkul, 2016. "Financial globalisation and monetary independence," BIS Papers chapters, in: Bank for International Settlements (ed.), Expanding the boundaries of monetary policy in Asia and the Pacific, volume 88, pages 213-225, Bank for International Settlements.
- Bulíř, Aleš & Vlček, Jan, 2021.
"Monetary transmission: Are emerging market and low-income countries different?,"
Journal of Policy Modeling, Elsevier, vol. 43(1), pages 95-108.
- Ales Bulir & Jan Vlcek, 2016. "Monetary Transmission: Are Emerging Market and Low-Income Countries Different?," Working Papers 2016/02, Czech National Bank.
- Mr. Aleš Bulíř & Mr. Jan Vlcek, 2015. "Monetary Transmission: Are Emerging Market and Low Income Countries Different?," IMF Working Papers 2015/239, International Monetary Fund.
- Asgharian, Hossein & Liu, Lu & Larsson, Marcus, 2015.
"Cross-Border Asset Holdings and Comovements in Sovereign Bond Markets,"
Working Papers
2015:30, Lund University, Department of Economics.
- Asgharian, Hossein & Liu, Lu & Larsson, Marcus, 2018. "Cross-border asset holdings and comovements in sovereign bond markets," Journal of International Money and Finance, Elsevier, vol. 86(C), pages 189-206.
- Venetis, Ioannis & Ladas, Avgoustinos, 2022. "Co-movement and global factors in sovereign bond yields," MPRA Paper 115801, University Library of Munich, Germany.
- Lauren Stagnol, 2019. "Extracting global factors from local yield curves," Journal of Asset Management, Palgrave Macmillan, vol. 20(5), pages 341-350, September.
- Lauren Stagnol, 2017.
"Introducing global term structure in a risk parity framework,"
EconomiX Working Papers
2017-23, University of Paris Nanterre, EconomiX.
- Lauren Stagnol, 2017. "Introducing global term structure in a risk parity framework," Working Papers hal-04141648, HAL.
- Busetto, Filippo, 2024. "Asymmetric expectations of monetary policy," Bank of England working papers 1058, Bank of England.
- Dimitris Malliaropulos & Petros Migiakis, 2022.
"A global monetary policy factor in sovereign bond yields,"
Working Papers
301, Bank of Greece.
- Malliaropulos, Dimitris & Migiakis, Petros, 2023. "A global monetary policy factor in sovereign bond yields," Journal of Empirical Finance, Elsevier, vol. 70(C), pages 445-465.
- Mirko Abbritti & Juan Equiza & Antonio Moreno & Tommaso Trani, 2024. "Downturns and changes in the yield slope," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(3), pages 673-701, April.
- Joseph P. Byrne & Shuo Cao & Dimitris Korobilis, 2015.
"Co-Movement, Spillovers and Excess Returns in Global Bond Markets?,"
Working Papers
2015_12, Business School - Economics, University of Glasgow.
- Byrne, Joseph P. & Cao, Shuo & Korobilis, Dimitris, 2015. "Co-Movement, Spillovers and Excess Returns in Global Bond Markets," SIRE Discussion Papers 2015-75, Scottish Institute for Research in Economics (SIRE).
- Dorota Toczydlowska & Gareth W. Peters, 2018. "Financial Big Data Solutions for State Space Panel Regression in Interest Rate Dynamics," Econometrics, MDPI, vol. 6(3), pages 1-45, July.
- Feng Zhao & Guofu Zhou & Xiaoneng Zhu, 2021. "Unspanned Global Macro Risks in Bond Returns," Management Science, INFORMS, vol. 67(12), pages 7825-7843, December.
- Krishna Prasanna & Subramaniam Sowmya, 2017. "Yield curve in India and its interactions with the US bond market," International Economics and Economic Policy, Springer, vol. 14(2), pages 353-375, April.
- Mirko Abbritti & Luis Gil-Alana & Yuliya Lovcha & Antonio Moreno, 2012.
"Term Structure Persistence,"
Faculty Working Papers
26/12, School of Economics and Business Administration, University of Navarra.
- Mirko Abbritti & Luis A. Gil-Alana & Yuliya Lovcha & Antonio Moreno, 2016. "Term Structure Persistence," Journal of Financial Econometrics, Oxford University Press, vol. 14(2), pages 331-352.
Cited by:
- Luis A. Gil-Alana & Rangan Gupta & Olanrewaju I. Shittu & OlaOluwa S. Yaya, 2016.
"Market Efficiency of Baltic Stock Markets: A Fractional Integration Approach,"
Working Papers
201617, University of Pretoria, Department of Economics.
- Gil-Alana, Luis A. & Gupta, Rangan & Shittu, Olanrewaju I. & Yaya, OlaOluwa S., 2018. "Market efficiency of Baltic stock markets: A fractional integration approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 511(C), pages 251-262.
- Guglielmo Maria Caporale & Silvia García Tapia & Luis Alberiko Gil-Alana, 2024.
"Persistence in Tax Revenues: Evidence from Some OECD Countries,"
Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 22(2), pages 475-491, June.
- Guglielmo Maria Caporale & Silvia García Tapia & Luis Alberiko Gil-Alana, 2023. "Persistence in Tax Revenues: Evidence from Some OECD Countries," CESifo Working Paper Series 10682, CESifo.
- Gil-Alana, Luis A. & Mudida, Robert & Zerbo, Eleazar, 2021. "GDP per capita IN SUB-SAHARAN Africa: A time series approach using long memory," International Review of Economics & Finance, Elsevier, vol. 72(C), pages 175-190.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Miguel Martin-Valmayor, 2024. "Persistence in the Realized Betas: Some Evidence from the Stock Market," JRFM, MDPI, vol. 17(4), pages 1-28, April.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Miguel Martin-Valmayor, 2020.
"Non-Linearities and Persistence in US Long-Run Interest Rates,"
CESifo Working Paper Series
8744, CESifo.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Miguel Ángel Martin-Valmayor, 2022. "Non-linearities and persistence in US long-run interest rates," Applied Economics Letters, Taylor & Francis Journals, vol. 29(4), pages 366-370, February.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2017.
"Testing the Fisher Hypothesis in the G-7 Countries Using I(d) Techniques,"
CESifo Working Paper Series
6482, CESifo.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2017. "Testing the Fisher Hypothesis in the G-7 Countries Using I(d) Techniques," Discussion Papers of DIW Berlin 1667, DIW Berlin, German Institute for Economic Research.
- Caporale, Guglielmo Maria & Gil-Alaña, Luis, 2019. "Testing the Fisher hypothesis in the G-7 countries using I(d) techniques," International Economics, Elsevier, vol. 159(C), pages 140-150.
- Guglielmo Maria Caporale & Luis Gil-Alaña, 2019. "Testing the Fisher hypothesis in the G-7 countries using I(d) techniques," International Economics, CEPII research center, issue 159, pages 140-150.
- Lovcha, Yuliya & Perez-Laborda, Alejandro, 2022. "Long-memory and volatility spillovers across petroleum futures," Energy, Elsevier, vol. 243(C).
- Goodness C. Aye & Hector Carcel & Luis A. Gil-Alana & Rangan Gupta, 2017.
"Does Gold Act as a Hedge against Inflation in the UK? Evidence from a Fractional Cointegration Approach Over 1257 to 2016,"
Working Papers
201753, University of Pretoria, Department of Economics.
- Aye, Goodness C. & Carcel, Hector & Gil-Alana, Luis A. & Gupta, Rangan, 2017. "Does gold act as a hedge against inflation in the UK? Evidence from a fractional cointegration approach over 1257 to 2016," Resources Policy, Elsevier, vol. 54(C), pages 53-57.
- Emmanuel Joel Aikins Abakah & Guglielmo Maria Caporale & Luis A. Gil-Alana, 2020.
"Economic Policy Uncertainty: Persistence and Cross-Country Linkages,"
CESifo Working Paper Series
8289, CESifo.
- Abakah, Emmanuel Joel Aikins & Caporale, Guglielmo Maria & Gil-Alana, Luis Alberiko, 2021. "Economic policy uncertainty: Persistence and cross-country linkages," Research in International Business and Finance, Elsevier, vol. 58(C).
- Gil-Alana, Luis A. & Mudida, Robert & Yaya, OlaOluwa S & Osuolale, Kazeem & Ogbonna, Ephraim A, 2019. "Influence of US Presidential Terms on S&P500 Index Using a Time Series Analysis Approach," MPRA Paper 93941, University Library of Munich, Germany.
- Gil-Alana, Luis A. & Font de Villanueva, Cecilia, 2022. "Persistence in Commodity Prices," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 47(2), May.
- Salman Huseynov, 2021. "Long and short memory in dynamic term structure models," CREATES Research Papers 2021-15, Department of Economics and Business Economics, Aarhus University.
- Gil-Alana, Luis A. & Yaya, OlaOluwa S. & Akinsomi, Omokolade & Coskun, Yener, 2020. "How do stocks in BRICS co-move with real estate stocks?," International Review of Economics & Finance, Elsevier, vol. 69(C), pages 93-101.
- Olushina O Awe & Robert Mudida & Luis A. Gil‐Alana, 2021. "Comparative analysis of economic growth in Nigeria and Kenya: A fractional integration approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 1197-1205, January.
- Guglielmo Maria Caporale & Juan Infante & Marta del Rio & Luis A. Gil-Alana, 2023. "Measuring Persistence of the World Population: A Fractional Integration Approach," CESifo Working Paper Series 10286, CESifo.
- Lovcha, Yuliya & Pérez Laborda, Àlex, 2016.
"Structural shocks and dinamic elasticities in a long memory model of the US gasoline retail market,"
Working Papers
2072/261538, Universitat Rovira i Virgili, Department of Economics.
- Yuliya Lovcha & Alejandro Perez-Laborda, 2017. "Structural shocks and dynamic elasticities in a long memory model of the US gasoline retail market," Empirical Economics, Springer, vol. 53(2), pages 405-422, September.
- Gil-Alana, Luis A. & Cunado, Juncal & Gupta, Rangan, 2017. "Evidence of persistence in U.S. short and long-term interest rates," Journal of Policy Modeling, Elsevier, vol. 39(5), pages 775-789.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Isabel Arrese Lasaosa, 2021. "The Impact of the Covid-19 Pandemic on Persistence in the European Stock Markets," CESifo Working Paper Series 9382, CESifo.
- Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun, 2017.
"Is Market Fear Persistent? A Long-Memory Analysis,"
CESifo Working Paper Series
6534, CESifo.
- Caporale, Guglielmo Maria & Gil-Alana, Luis & Plastun, Alex, 2018. "Is market fear persistent? A long-memory analysis," Finance Research Letters, Elsevier, vol. 27(C), pages 140-147.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun, 2017. "Is Market Fear Persistent? A Long-Memory Analysis," Discussion Papers of DIW Berlin 1670, DIW Berlin, German Institute for Economic Research.
- Luis A. Gil-Alana & OlaOluwa S. Yaya, 2021.
"Testing fractional unit roots with non-linear smooth break approximations using Fourier functions,"
Journal of Applied Statistics, Taylor & Francis Journals, vol. 48(13-15), pages 2542-2559, November.
- Gil-Alana, Luis A. & Yaya, OlaOluwa S, 2018. "Testing Fractional Unit Roots with Non-linear Smooth Break Approximations using Fourier functions," MPRA Paper 90516, University Library of Munich, Germany.
- Galán-Gutiérrez, Juan Antonio & Martín-García, Rodrigo, 2021. "Cointegration between the structure of copper futures prices and Brexit," Resources Policy, Elsevier, vol. 71(C).
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Carlos Poza, 2021.
"Cycles and Long-Range Behaviour in the European Stock Markets,"
Dynamic Modeling and Econometrics in Economics and Finance, in: Gilles Dufrénot & Takashi Matsuki (ed.), Recent Econometric Techniques for Macroeconomic and Financial Data, pages 293-302,
Springer.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Carlos Poza, 2019. "Cycles and Long-Range Behaviour in the European Stock Market," CESifo Working Paper Series 7943, CESifo.
- Luis A Gil-Alana & à gueda Gil-López & Elena San Román, 2021. "Tourism persistence in Spain: National versus international visitors," Tourism Economics, , vol. 27(4), pages 614-625, June.
- Abakah, Emmanuel Joel Aikins & Gil-Alana, Luis Alberiko & Madigu, Godfrey & Romero-Rojo, Fatima, 2020. "Volatility persistence in cryptocurrency markets under structural breaks," International Review of Economics & Finance, Elsevier, vol. 69(C), pages 680-691.
- Luis Alberiko Gil-Alana, 2024. "All Road User Casualties (Killed) in Great Britain from 1926. Linear and Nonlinear Trends with Persistent Data," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 22(3), pages 631-640, September.
- Cristofaro, Lorenzo & Gil-Alana, Luis A. & Chen, Zhongfei & Wanke, Peter, 2021. "Modelling stock market data in China: Crisis and Coronavirus," Finance Research Letters, Elsevier, vol. 41(C).
- Guglielmo Maria Caporale & Gloria Claudio-Quiroga & Luis Alberiko Gil-Alana, 2022.
"The relationship between prices and output in the UK and the US,"
SN Business & Economics, Springer, vol. 2(6), pages 1-13, June.
- Guglielmo Maria Caporale & Gloria Claudio-Quiroga & Luis A. Gil-Alana, 2021. "The Relationship between Prices and Output in the UK and the US," CESifo Working Paper Series 8970, CESifo.
- Gil-Alana, Luis A. & Škare, Marinko & Pržiklas-Družeta, Romina, 2019. "Measuring inequality persistence in OECD 1963–2008 using fractional integration and cointegration," The Quarterly Review of Economics and Finance, Elsevier, vol. 72(C), pages 65-72.
- Hansen, Anne Lundgaard, 2021. "Modeling persistent interest rates with double-autoregressive processes," Journal of Banking & Finance, Elsevier, vol. 133(C).
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Miguel Martin-Valmayor, 2020. "Persistence in the Realized Betas: Some Evidence for the Spanish Stock Market," CESifo Working Paper Series 8171, CESifo.
- Lovcha, Yuliya & Perez-Laborda, Alejandro, 2018. "Monetary policy shocks, inflation persistence, and long memory," Journal of Macroeconomics, Elsevier, vol. 55(C), pages 117-127.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Trilochan Tripathy, 2018. "Persistence in the Russian Stock Market Volatility Indices," CESifo Working Paper Series 7243, CESifo.
- Marinko Skare & Luis A. Gil-Alana & Gloria Claudio-Quiroga & Romina Pržiklas Družeta, 2021. "Income inequality in China 1952–2017: persistence and main determinants," Oeconomia Copernicana, Institute of Economic Research, vol. 12(4), pages 863-888, December.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Kefei You, 2019. "Stock market linkages between the ASEAN countries, China and the US: a fractional cointegration approach," CESifo Working Paper Series 7537, CESifo.
- Mirko Abbritti & Salvatore Dell’Erba & Antonio Moreno & Sergio Sola, 2018.
"Global Factors in the Term Structure of Interest Rates,"
International Journal of Central Banking, International Journal of Central Banking, vol. 14(2), pages 301-340, March.
- Mirko Abbritti & Salvatore Dell'Erba & ​Antonio Moreno & Sergio Sola, 2014. "Global Factors in the Term Structure of Interest Rates," Faculty Working Papers 01/14, School of Economics and Business Administration, University of Navarra.
- Mirko Abbritti & Mr. Salvatore Dell'Erba & Mr. Antonio Moreno & Mr. Sergio Sola, 2013. "Global Factors in the Term Structure of Interest Rates," IMF Working Papers 2013/223, International Monetary Fund.
- Gil-Alana, Luis A. & Yaya, OlaOluwa S, 2018. "How do Stocks in BRICS co-move with REITs?," MPRA Paper 88753, University Library of Munich, Germany.
- Adam Golinski & Peter Spencer, 2019.
"Estimating the term structure with linear regressions: Getting to the roots of the problem,"
Discussion Papers
19/05, Department of Economics, University of York.
- Adam Goliński & Peter Spencer, 2021. "Estimating the Term Structure with Linear Regressions: Getting to the Roots of the Problem [Term Structure Persistence]," Journal of Financial Econometrics, Oxford University Press, vol. 19(5), pages 960-984.
- López-Espinosa, Germán & Moreno, Antonio & Rubia, Antonio & Valderrama, Laura, 2017. "Sovereign tail risk," Journal of International Money and Finance, Elsevier, vol. 79(C), pages 174-188.
- Aikins Abakah, Emmanuel Joel & Gil-Alana, Luis A. & Arthur, Emmanuel Kwesi & Tiwari, Aviral Kumar, 2022. "Measuring volatility persistence in leveraged loan markets in the presence of structural breaks," International Review of Economics & Finance, Elsevier, vol. 78(C), pages 141-152.
- Guglielmo Maria Caporale & Nieves Carmona-González & Luis Alberiko Gil-Alana, 2022. "Atmospheric Pollution in Chinese Cities: Trends and Persistence," CESifo Working Paper Series 10161, CESifo.
- Godfrey Madigu & Luis A. Gil‐Alana, 2021. "What do productivity indices tell us? A case study of U.S. industries," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(4), pages 4946-4978, October.
- Abbritti, Mirko & Carcel, Hector & Gil-Alana, Luis & Moreno, Antonio, 2023. "Term premium in a fractionally cointegrated yield curve," Journal of Banking & Finance, Elsevier, vol. 149(C).
- Lovcha, Yuliya & Pérez Laborda, Àlex, 2018. "Volatility Spillovers in a Long-Memory VAR: an Application to Energy Futures Returns," Working Papers 2072/307362, Universitat Rovira i Virgili, Department of Economics.
- Juan Carlos Cuestas & Luis A. Gil-Alana & Laura Sauci, 2020. "Public finances in the EU-27: Are they sustainable?," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 47(1), pages 181-204, February.
- Goliński, Adam & Zaffaroni, Paolo, 2016. "Long memory affine term structure models," Journal of Econometrics, Elsevier, vol. 191(1), pages 33-56.
- Luis A. Gil‐Alana & Robert Mudida & OlaOluwa S. Yaya & Kazeem A. Osuolale & Ahamuefula E. Ogbonna, 2021. "Mapping US presidential terms with S&P500 index: Time series analysis approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 1938-1954, April.
- Caporale, Guglielmo Maria & Gil-Alana, Luis A. & Tripathy, Trilochan, 2020. "Volatility persistence in the Russian stock market," Finance Research Letters, Elsevier, vol. 32(C).
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Nieves Carmona-González, 2020. "Particulate Matter 10 (PM10): Persistence and Trends in Eight European Capitals," CESifo Working Paper Series 8402, CESifo.
- Abbritti, Mirko & Mueller, Andreas I., 2012.
"Asymmetric Labor Market Institutions in the EMU and the Volatility of Inflation and Unemployment Differentials,"
IZA Discussion Papers
6488, Institute of Labor Economics (IZA).
- Mirko Abbritti & Andreas I. Mueller, 2013. "Asymmetric Labor Market Institutions in the EMU and the Volatility of Inflation and Unemployment Differentials," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(6), pages 1165-1186, September.
- Mirko Abbritti & Andreas I. Mueller, 2013. "Asymmetric Labor Market Institutions in the EMU and the Volatility of Inflation and Unemployment Differentials," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(6), pages 1165-1186, September.
Cited by:
- Josué Diwambuena & Raquel Fonseca & Stefan Schubert, 2023. "Labor Market Institutions, Productivity, and the Business Cycle: An Application to Italy," Cahiers de recherche / Working Papers 2302, Chaire de recherche sur les enjeux économiques intergénérationnels / Research Chair in Intergenerational Economics.
- Paweł Borys & Paweł Doligalski & Paweł Kopiec, 2018. "Labor market institutions in a shopping economy," NBP Working Papers 275, Narodowy Bank Polski.
- Marcin Kolasa & Michał Rubaszek & Małgorzata Walerych, 2019.
"Are flexible working hours helpful in stabilizing unemployment?,"
NBP Working Papers
319, Narodowy Bank Polski.
- Kolasa, Marcin & Rubaszek, Michał & Walerych, Małgorzata, 2021. "Do flexible working hours amplify or stabilize unemployment fluctuations?," European Economic Review, Elsevier, vol. 131(C).
- Kolasa, Marcin & Rubaszek, Michał & Walerych, Małgorzata, 2019. "Are flexible working hours helpful in stabilizing unemployment?," Bank of Finland Research Discussion Papers 24/2019, Bank of Finland.
- Jocelyn Maillard, 2018.
"Heterogeneity, Rigidity and Convergence of Labor Markets in the Euro Area,"
Working Papers
1823, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
- Jocelyn Maillard, 2019. "Heterogeneity, Rigidity and Convergence of Labor Markets in the Euro Area," Post-Print halshs-02195474, HAL.
- Jocelyn Maillard, 2020. "Heterogeneity, Rigidity and Convergence of Labor Markets in the Euro Area," Annals of Economics and Statistics, GENES, issue 140, pages 127-167.
- Jocelyn Maillard, 2020. "Heterogeneity, Rigidity and Convergence of Labor Markets in the Euro Area," Post-Print halshs-03003604, HAL.
- Jocelyn Maillard, 2018. "Heterogeneity, Rigidity and Convergence of Labor Markets in the Euro Area," Working Papers halshs-01896629, HAL.
- Nikolas Kontogiannis, 2015. "Optimal monetary policy in a currency union with labour market heterogeneity," Working Papers 2015.04, International Network for Economic Research - INFER.
- Giovannini, Massimo & Hohberger, Stefan & Ratto, Marco & Vogel, Lukas, 2019.
"Adjustment dynamics and business cycle heterogeneity in the EMU: Evidence from estimated DSGE models,"
VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy
203548, Verein für Socialpolitik / German Economic Association.
- Giovannini, Massimo & Hohberger, Stefan & Ratto, Marco & Vogel, Lukas, 2018. "Adjustment dynamics and business cycle heterogeneity in the EMU: Evidence from estimated DSGE models," JRC Working Papers in Economics and Finance 2018-08, Joint Research Centre, European Commission.
- Mirko Abbritti & Mr. Sebastian Weber, 2019. "Market Regulation, Cycles and Growth in a Monetary Union," IMF Working Papers 2019/123, International Monetary Fund.
- Wächter, Maybrit & Proano, Christian & Peña, Juan Carlos, 2024. "How fitting is "one-size-fits-all"? Revisiting the dynamic effects of ECB's interest policy on euro area countries," BERG Working Paper Series 199, Bamberg University, Bamberg Economic Research Group.
- Poilly, Céline & Wesselbaum, Dennis, 2014. "Evaluating labor market reforms: A normative analysis," Journal of Macroeconomics, Elsevier, vol. 39(PA), pages 156-170.
- Fahr, Stephan & Abbritti, Mirko, 2011.
"Macroeconomic implications of downward wage rigidities,"
Working Paper Series
1321, European Central Bank.
- Fahr Staphen & Abbritti Mirko, 2011. "Macroeconomic implications of downward wage rigidities," wp.comunite 0088, Department of Communication, University of Teramo.
Cited by:
- Cervini-Plá, María & Silva, José I. & López-Villavicencio, Antonia, 2012. "Labor disruption costs and real wages cyclicality," MPRA Paper 42366, University Library of Munich, Germany.
- Carl Grekou, 2019.
"From nominal devaluations to real depreciations,"
International Economics, CEPII research center, issue 157, pages 68-81.
- Carl Grekou, 2019. "From nominal devaluations to real depreciations," Post-Print hal-03384449, HAL.
- Grekou, Carl, 2019. "From nominal devaluations to real depreciations," International Economics, Elsevier, vol. 157(C), pages 68-81.
- Stefano Fasani, 2017.
"Long-run Unemployment and Macroeconomic Volatility,"
CEIS Research Paper
408, Tor Vergata University, CEIS, revised 10 Jul 2017.
- Stefano, Fasani, 2016. "Long-run Unemployment and Macroeconomic Volatility," Working Papers 352, University of Milano-Bicocca, Department of Economics, revised 18 Oct 2016.
- Samet Günay, 2014. "Are the Scaling Properties of Bull and Bear Markets Identical? Evidence from Oil and Gold Markets," IJFS, MDPI, vol. 2(4), pages 1-20, October.
- Tillmann, Peter & Wolters, Maik H., 2014.
"The changing dynamics of US inflation persistence: A quantile regression approach,"
Economics Working Papers
2014-09, Christian-Albrechts-University of Kiel, Department of Economics.
- Wolters Maik H. & Tillmann Peter, 2015. "The changing dynamics of US inflation persistence: a quantile regression approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 19(2), pages 161-182, April.
- Tillmann, Peter & Wolters, Maik Hendrik, 2012. "The changing dynamics of US inflation persistence: A quantile regression approach," IMFS Working Paper Series 60, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Tillmann, Peter & Wolters, Maik H., 2014. "The changing dynamics of US inflation persistence: A quantile regression approach," Kiel Working Papers 1951, Kiel Institute for the World Economy (IfW Kiel).
- Peter Tillmann & Maik H. Wolters, 2012. "The changing dynamics of US inflation persistence: a quantile regression approach," MAGKS Papers on Economics 201206, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Carl Grekou, 2014. "On the effectiveness of devaluations in emerging and developing countries," EconomiX Working Papers 2014-61, University of Paris Nanterre, EconomiX.
- CAMILLI, Andrea; LAGERBORG, Andresa, 2017. "Do Labor Market Institutions Matter for Fertility?," Economics Working Papers ECO 2017/07, European University Institute.
- Haykaz Igityan, 2019. "Asymmetric Effects of Monetary Policy in Different Phases of Armenia's Business Cycle," Working Papers 11, Central Bank of Armenia.
- Haykaz Igityan, 2021. "Asymmetric Effects of Monetary Policy on the Armenian Economy," Russian Journal of Money and Finance, Bank of Russia, vol. 80(1), pages 46-103, March.
- Carl Grekou, 2014. "On the effectiveness of devaluations in emerging and developing countries," Working Papers hal-04141278, HAL.
- Haykaz Igityan, 2021. "Asymmetric Effects of Monetary Policy on the Armenian Economy," Working Papers 18, Central Bank of Armenia, revised Mar 2021.
- Abbritti, Mirko & Weber, Sebastian, 2010.
"Labor market institutions and the business cycle - unemployment rigidities vs. real wage rigidities,"
Working Paper Series
1183, European Central Bank.
Cited by:
- Lochner, Benjamin, 2014.
"Employment protection in dual labor markets: Any amplification of macroeconomic shocks?,"
FAU Discussion Papers in Economics
14/2014, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
- Lochner Benjamin, 2024. "Employment Protection in Dual Labor Markets: Any Amplification of Macroeconomic Shocks?," The B.E. Journal of Macroeconomics, De Gruyter, vol. 24(1), pages 249-304, January.
- Faccini, Renato & Rosazza Bondibene, Chiara, 2012. "Labour market institutions and unemployment volatility: evidence from OECD countries," Bank of England working papers 461, Bank of England.
- Josué Diwambuena & Raquel Fonseca & Stefan Schubert, 2021.
"Italian Labour Frictions and Wage Rigidities in an Estimated DSGE,"
CIRANO Working Papers
2021s-33, CIRANO.
- Josué Diwambuena & Raquel Fonseca & Stefan Schubert, 2021. "Italian Labour Frictions and Wage Rigidities in an Estimated DSGE," Cahiers de recherche / Working Papers 2105, Chaire de recherche sur les enjeux économiques intergénérationnels / Research Chair in Intergenerational Economics.
- Josué Diwambuena & Raquel Fonseca & Stefan Schubert, 2021. "Italian Labour Frictions and Wage Rigidities in an Estimated DSGE," BEMPS - Bozen Economics & Management Paper Series BEMPS88, Faculty of Economics and Management at the Free University of Bozen.
- Gnocchi, Stefano & Lagerborg, Andresa & Pappa, Evi, 2015. "Do labor market institutions matter for business cycles?," Journal of Economic Dynamics and Control, Elsevier, vol. 51(C), pages 299-317.
- Georgiadis, Georgios, 2015.
"Determinants of global spillovers from US monetary policy,"
Working Paper Series
1854, European Central Bank.
- Georgiadis, Georgios, 2016. "Determinants of global spillovers from US monetary policy," Journal of International Money and Finance, Elsevier, vol. 67(C), pages 41-61.
- Josué Diwambuena & Raquel Fonseca & Stefan Schubert, 2023. "Labor Market Institutions, Productivity, and the Business Cycle: An Application to Italy," Cahiers de recherche / Working Papers 2302, Chaire de recherche sur les enjeux économiques intergénérationnels / Research Chair in Intergenerational Economics.
- Wataru Hirata, 2012. "Reconciling the Relevance of Labor Market Institutions in Search and Matching Models with International Evidence," Bank of Japan Working Paper Series 12-E-2, Bank of Japan.
- Georgiadis, Georgios, 2015. "Examining asymmetries in the transmission of monetary policy in the euro area: Evidence from a mixed cross-section global VAR model," European Economic Review, Elsevier, vol. 75(C), pages 195-215.
- Abbritti, Mirko & Mueller, Andreas I., 2012.
"Asymmetric Labor Market Institutions in the EMU and the Volatility of Inflation and Unemployment Differentials,"
IZA Discussion Papers
6488, Institute of Labor Economics (IZA).
- Mirko Abbritti & Andreas I. Mueller, 2013. "Asymmetric Labor Market Institutions in the EMU and the Volatility of Inflation and Unemployment Differentials," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(6), pages 1165-1186, September.
- Mirko Abbritti & Andreas I. Mueller, 2013. "Asymmetric Labor Market Institutions in the EMU and the Volatility of Inflation and Unemployment Differentials," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(6), pages 1165-1186, September.
- Nicola Acocella & Laura Bisio & Giovanni Di Bartolomeo & Alessandra Pelloni, "undated".
"Labor market imperfections, real wage rigidities and financial shocks,"
Working Papers
80/11, Sapienza University of Rome, Metodi e Modelli per l'Economia, il Territorio e la Finanza MEMOTEF.
- Long Xin & Pelloni Alessandra, 2011. "Labor market imperfections, real wage rigidities and financial shocks," wp.comunite 0071, Department of Communication, University of Teramo.
- Nicola Acocella & Laura Bisio & Giovanni Di Bartolomeo & Alessandra Pelloni, 2012. "Labor Market Imperfections, Real Wage Rigidities and Financial Shocks," DEGIT Conference Papers c017_026, DEGIT, Dynamics, Economic Growth, and International Trade.
- Acocella Nicola & Bisio Laura & Di Bartolomeo Giovanni & Pelloni Alessandra, 2011. "Labor market imperfections, real wage rigidities and financial shocks," wp.comunite 0070, Department of Communication, University of Teramo.
- Matthias Gubler & Matthias S. Hertweck, 2011.
"Commodity Price Shocks and the Business Cycle: Structural Evidence for the U.S,"
Working Paper Series of the Department of Economics, University of Konstanz
2011-03, Department of Economics, University of Konstanz.
- Matthias Gubler & Matthias S. Hertweck, 2013. "Commodity Price Shocks and the Business Cycle: Structural Evidence for the U.S," Working Papers 2013-05, Swiss National Bank.
- Gubler, Matthias & Hertweck, Matthias S., 2013. "Commodity price shocks and the business cycle: Structural evidence for the U.S," Journal of International Money and Finance, Elsevier, vol. 37(C), pages 324-352.
- Gubler, Matthias & Hertweck, Matthias Sebastian, 2011. "Commodity Price Shocks and the Business Cycle: Structural Evidence for the U.S," Working papers 2011/05, Faculty of Business and Economics - University of Basel.
- Martin Mandler & Michael Scharnagl & Ute Volz, 2022.
"Heterogeneity in Euro Area Monetary Policy Transmission: Results from a Large Multicountry BVAR Model,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(2-3), pages 627-649, March.
- Mandler, Martin & Scharnagl, Michael & Volz, Ute, 2016. "Heterogeneity in euro-area monetary policy transmission: Results from a large multi-country BVAR model," Discussion Papers 03/2016, Deutsche Bundesbank.
- Scharnagl, Michael & Mandler, Martin & Volz, Ute, 2016. "Heterogeneity in euro area monetary policy transmission: results from a large multi-country BVAR model," VfS Annual Conference 2016 (Augsburg): Demographic Change 145847, Verein für Socialpolitik / German Economic Association.
- Elisa Gamberoni & Erik Von Uexkull & Sebastian Weber, 2010.
"The Roles of Openness and Labor Market Institutions for Employment Dynamics during Economic Crises,"
World Bank Publications - Reports
10155, The World Bank Group.
- Gamberoni, Elisa & Von Uexkull, Erik & Weber, Sebastian, 2010. "The Roles of Openness and Labor Market Institutions for Employment Dynamics during Economic Crises," World Bank - Economic Premise, The World Bank, issue 29, pages 1-5, August.
- Gamberoni, Elisa. & Uexküll, Erik von. & Weber, Sebastian., 2010. "The role of openness and labour market institutions for employment dynamics during economic crises," ILO Working Papers 994618973402676, International Labour Organization.
- Jan Bruha & Jiri Polansky, 2015. "Empirical Analysis of Labor Markets over Business Cycles: An International Comparison," Working Papers 2015/15, Czech National Bank.
- Fabrizio Mattesini & Lorenza Rossi, 2010.
"Monetary Policy and Automatic Stabilizers: the Role of Progressive Taxation,"
Quaderni di Dipartimento
134, University of Pavia, Department of Economics and Quantitative Methods.
- Fabrizio Mattesini & Lorenza Rossi, 2012. "Monetary Policy and Automatic Stabilizers: The Role of Progressive Taxation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(5), pages 825-862, August.
- Fabrizio Mattesini & Lorenza Rossi, 2012. "Monetary Policy and Automatic Stabilizers: The Role of Progressive Taxation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(5), pages 825-862, August.
- Wieladek, Tomasz, 2016. "The varying coefficient Bayesian panel VAR model," Bank of England working papers 578, Bank of England.
- Athina Zervoyianni & Athanasios Anastasiou & Andreas Anastasiou, 2014.
"Does central bank independence really matter? Re-assessing the role of the independence of monetary policy-makers in macroeconomic outcomes,"
International Journal of Economics and Business Research, Inderscience Enterprises Ltd, vol. 8(4), pages 427-473.
- Athina Zervoyianni & Athanasios Anastasiou & Andreas Anastasiou, 2013. "Does Central Bank Independence Really Matter? Re-Assessing the Role of the Independence of Monetary Policymakers in Macroeconomic Outcomes," Working Paper series 03_13, Rimini Centre for Economic Analysis.
- Georgiadis, Georgios, 2014.
"Towards an explanation of cross-country asymmetries in monetary transmission,"
Journal of Macroeconomics, Elsevier, vol. 39(PA), pages 66-84.
- Georgiadis, Georgios, 2012. "Towards an explanation of cross-country asymmetries in monetary transmission," Discussion Papers 07/2012, Deutsche Bundesbank.
- Christoph S. Weber, 2017.
"The Unemployment Effect of Central Bank Transparency,"
Working Papers
172, Bavarian Graduate Program in Economics (BGPE).
- Christoph S. Weber, 2020. "The unemployment effect of central bank transparency," Empirical Economics, Springer, vol. 59(6), pages 2947-2975, December.
- CAMILLI, Andrea; LAGERBORG, Andresa, 2017. "Do Labor Market Institutions Matter for Fertility?," Economics Working Papers ECO 2017/07, European University Institute.
- Jan Bruha & Oxana Babecka Kucharcukova, 2017. "An Empirical Analysis of Macroeconomic Resilience: The Case of the Great Recession in the European Union," Working Papers 2017/10, Czech National Bank.
- Jose Ignacio García Pérez & Victoria Osuna, 2011. "The effects of introducing a single open-ended contract in the Spanish labour market," Working Papers 11.07, Universidad Pablo de Olavide, Department of Economics.
- Holger Görg & Cecília Hornok & Catia Montagna & George E Onwordi, 2022.
"Employment to output elasticities and reforms towards flexicurity: Evidence from OECD countries,"
Discussion Papers
2022-08, University of Nottingham, GEP.
- Holger Gorg & Cecilia Hornok & Catia Montagna & George E. Onwordi, 2020. "Employment to output elasticities and reforms towards flexicurity: Evidence from OECD Countries," Discussion Papers 2020-24, University of Nottingham, GEP.
- Alain de Serres & Fabrice Murtin, 2014.
"Unemployment at risk: the policy determinants of labour market exposure to economic shocks,"
Post-Print
hal-03460398, HAL.
- Alain de Serres & Fabrice Murtin, 2014. "Unemployment at risk: the policy determinants of labour market exposure to economic shocks [Labor market institutions and the business cycle: unemployment rigidities vs wage rigidities]," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 29(80), pages 603-637.
- Guo, Junjie & Li, Xuelian & Zhang, Weiran & Li, Youshu, 2024. "Monetary policy spillovers among five systemic economies: Evidence from the time and frequency domains," The North American Journal of Economics and Finance, Elsevier, vol. 70(C).
- Rujin, Svetlana, 2019. "What are the effects of technology shocks on international labor markets?," Ruhr Economic Papers 806, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Rujin, Svetlana, 2024. "Labor market institutions and technology-induced labor adjustment along the extensive and intensive margins," Journal of Macroeconomics, Elsevier, vol. 79(C).
- Georgiadis, Georgios, 2012. "The panel conditionally homogenous vectorautoregressive model," MPRA Paper 37755, University Library of Munich, Germany.
- Hjortsoe, Ida & Weale, Martin & Wieladek, Tomasz, 2016.
"Monetary policy and the current account; theory and evidence,"
Discussion Papers
45, Monetary Policy Committee Unit, Bank of England.
- Wieladek, Tomasz & Hjortsø, Ida & Weale, Martin, 2016. "Monetary Policy and the Current Account: Theory and Evidence," CEPR Discussion Papers 11204, C.E.P.R. Discussion Papers.
- Andrea Camilli, 2020. "Labor market institutions and homeownership," Working Papers 440, University of Milano-Bicocca, Department of Economics, revised May 2020.
- Lochner, Benjamin, 2014.
"Employment protection in dual labor markets: Any amplification of macroeconomic shocks?,"
FAU Discussion Papers in Economics
14/2014, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
- Mirko Abbritti; Sebastian Weber, 2008.
"Labor Market Rigidities and the Business Cycle: Price vs. Quantity Restricting Institutions,"
IHEID Working Papers
01-2008, Economics Section, The Graduate Institute of International Studies, revised Jan 2008.
Cited by:
- Julien Albertini & Xavier Fairise, 2009. "Search frictions, real wage rigidities and theoptimal design of unemployment insurance: a study in a DSGE framework," Documents de recherche 09-03, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
- Julien Albertini & Xavier Fairise, 2013.
"Search frictions, real wage rigidities and the optimal design of unemployment insurance,"
Post-Print
halshs-02188584, HAL.
- Julien Albertini & Xavier Fairise, 2013. "Search frictions, real wage rigidities and the optimal design of unemployment insurance," Working Papers halshs-00870055, HAL.
- Julien Albertini & Xavier Fairise, 2013. "Search frictions, real wage rigidities and the optimal design of unemployment insurance," TEPP Working Paper 2013-07, TEPP.
- Albertini, Julien & Fairise, Xavier, 2013. "Search frictions, real wage rigidities and the optimal design of unemployment insurance," Journal of Economic Dynamics and Control, Elsevier, vol. 37(9), pages 1796-1813.
- Markus Knell & Alfred Stiglbauer, 2012. "Reference Norms, Staggered Wages, And Wage Leadership: Theoretical Implications And Empirical Evidence," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 53(2), pages 569-592, May.
- Knell, Markus, 2013.
"Nominal and real wage rigidities. In theory and in Europe,"
Journal of Macroeconomics, Elsevier, vol. 36(C), pages 89-105.
- Knell, Markus, 2010. "Nominal and real wage rigidities. In theory and in Europe," Working Paper Series 1180, European Central Bank.
- Markus Knell, 2010. "Nominal and Real Wage Rigidities. In Theory and in Europe," Working Papers 161, Oesterreichische Nationalbank (Austrian Central Bank).
- Rita Duarte, 2009.
"The dynamic effects of shocks to wages and prices in the United States and the Euro Area,"
Working Papers
w200915, Banco de Portugal, Economics and Research Department.
- Marques, Carlos Robalo & Duarte, Rita, 2009. "The dynamic effects of shocks to wages and prices in the United States and the euro area," Working Paper Series 1067, European Central Bank.
- Rita Duarte & Carlos Marques, 2013. "The dynamic effects of shocks to wages and prices in the United States and the Euro Area," Empirical Economics, Springer, vol. 44(2), pages 613-638, April.
- Merkl, Christian, 2009. "The inflation-output tradeoff: which type of labor market rigidity is to be blamed?," Kiel Working Papers 1495, Kiel Institute for the World Economy (IfW Kiel).
- Merkl, Christian & Schmitz, Tom, 2011.
"Macroeconomic volatilities and the labor market: First results from the euro experiment,"
European Journal of Political Economy, Elsevier, vol. 27(1), pages 44-60, March.
- Merkl, Christian & Schmitz, Tom, 2010. "Macroeconomic Volatilities and the Labor Market: First Results from the Euro Experiment," IZA Discussion Papers 4924, Institute of Labor Economics (IZA).
- Merkl, Christian & Schmitz, Tom, 2009. "Macroeconomic volatilities and the labor market: first results from the euro experiment," Kiel Working Papers 1511, Kiel Institute for the World Economy (IfW Kiel).
- Mirko Abbritti & Andrea Boitani & Mirella Damiani, 2008.
"Labour market imperfections, "divine coincidence" and the volatility of employment and inflation,"
DISCE - Quaderni dell'Istituto di Economia e Finanza
ief0078, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Mirko Abbritti & Andrea Boitani & Mirella Damiani, 2012. "Labour Market Imperfections, "Divine Coincidence" and Volatility of Employment and Inflation," Review of Economics and Institutions, Università di Perugia, vol. 3(1).
Cited by:
- Gnocchi, Stefano & Lagerborg, Andresa & Pappa, Evi, 2015. "Do labor market institutions matter for business cycles?," Journal of Economic Dynamics and Control, Elsevier, vol. 51(C), pages 299-317.
- Boitani, Andrea & Punzo, Chiara, 2019.
"Banks’ leverage behaviour in a two-agent new Keynesian model,"
Journal of Economic Behavior & Organization, Elsevier, vol. 162(C), pages 347-359.
- Andrea Boitani & Chiara Punzo, 2018. "Banks’ leverage behaviour in a two-agent New Keynesian model," DEM Working Papers Series 150, University of Pavia, Department of Economics and Management.
- Andrea Boitani & Chiara Punzo, 2018. "Banks’ leverage behaviour in a two-agent New Keynesian model," DISCE - Working Papers del Dipartimento di Economia e Finanza def063, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Sandro Brusco & Luca Colombo & Umberto Galmarini, 2010.
"Local Governments Tax Autonomy, Lobbying, and Welfare,"
DISCE - Quaderni dell'Istituto di Economia e Finanza
ief0097, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Sandro Brusco & Luca Colombo & Umberto Galmarini, 2010. "Local Governments Tax Autonomy, Lobbying, and Welfare," Department of Economics Working Papers 10-01, Stony Brook University, Department of Economics.
- Maria Flavia Ambrosanio & Massimo Bordignon & Floriana Cerniglia, 2010.
"Constitutional Reforms, Fiscal Decentralization and Regional Fiscal Flows in Italy,"
Chapters, in: Núria Bosch & Marta Espasa & Albert Solé Ollé (ed.), The Political Economy of Inter-Regional Fiscal Flows, chapter 4,
Edward Elgar Publishing.
- Maria Flavia Ambrosanio & Massimo Bordignon & Floriana Cerniglia, 2008. "Constitutional reforms, fiscal decentralization and regional fiscal flows in Italy," DISCE - Quaderni dell'Istituto di Economia e Finanza ief0084, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Giuseppe Mastromatteo, 2011. "The Debate on the Crisis: Recent Reappraisals of the Concept of Functional Finance," DISCE - Quaderni dell'Istituto di Economia e Finanza ief0105, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Giuseppe Mastromatteo, 2011. "H.P. Minsky And Policies To Countervail Crises," DISCE - Quaderni dell'Istituto di Economia e Finanza ief0102, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Mirko Abbritti, 2007.
"A "Simple" Currency Union Model with Labor Market Frictions, Real Wage Rigidities and Equilibrium Unemployment,"
IHEID Working Papers
09-2007, Economics Section, The Graduate Institute of International Studies.
Cited by:
- Lieb, L.M., 2009. "Taking real rigidities seriously: implications for optimal policy design in a currency union," Research Memorandum 032, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Lenard Lieb, 2012. "Taking Real Wage Rigidities Seriously: Implications for Optimal Policy Design in a Currency Union," International Economic Journal, Taylor & Francis Journals, vol. 26(1), pages 37-68, September.
- Mirko Abbritti; Sebastian Weber, 2008. "Labor Market Rigidities and the Business Cycle: Price vs. Quantity Restricting Institutions," IHEID Working Papers 01-2008, Economics Section, The Graduate Institute of International Studies, revised Jan 2008.
- Carla Soares, 2008. "Impact on Welfare of Country Heterogeneity in a Currency Union," Working Papers w200814, Banco de Portugal, Economics and Research Department.
- Mirko Abbritti, 2007.
"Unemployment, Inflation and Monetary Policy in a Dynamic New Keynesian Model with Hiring Costs,"
IHEID Working Papers
07-2007, Economics Section, The Graduate Institute of International Studies.
- Mirko ABBRITTI & Andrea BOITANI & Mirella DAMIANI, 2006. "Unemployment, inflation and monetary policy in a dynamic New Keynesian model with hiring costs," Quaderni del Dipartimento di Economia, Finanza e Statistica 22/2006, Università di Perugia, Dipartimento Economia.
- Abbritti, Mirko & Boitani, Andrea & Damiani, Mirella, 2006. "Unemployment, Inflation and Monetary Policy in a Dynamic New Keynesian Model with Hiring Costs," MPRA Paper 2252, University Library of Munich, Germany, revised Jan 2007.
Cited by:
- Gnocchi, Stefano & Lagerborg, Andresa & Pappa, Evi, 2015. "Do labor market institutions matter for business cycles?," Journal of Economic Dynamics and Control, Elsevier, vol. 51(C), pages 299-317.
- Davide Castellani & Fabio Pieri, 2011. "Foreign Investments and Productivity Evidence from European Regions," Quaderni del Dipartimento di Economia, Finanza e Statistica 83/2011, Università di Perugia, Dipartimento Economia.
- Francesco Venturini, 2011. "Product variety, product quality, and evidence of Schumpeterian endogenous growth: a note," Quaderni del Dipartimento di Economia, Finanza e Statistica 93/2011, Università di Perugia, Dipartimento Economia.
- Stefano Herzel & Marco Nicolosi & Cătălin Stărică, 2012.
"The cost of sustainability in optimal portfolio decisions,"
The European Journal of Finance, Taylor & Francis Journals, vol. 18(3-4), pages 333-349, May.
- Stefano Herzel & Marco Nicolosi & Catalin Starica, 2011. "The cost of sustainability on optimal portfolio choices," Quaderni del Dipartimento di Economia, Finanza e Statistica 84/2011, Università di Perugia, Dipartimento Economia.
- Stefano Herzel, Stefano & Marco Nicolosi, Marco & Starica, Catalin, 2010. "The cost of sustainability on optimal portfolio choices," Sustainable Investment and Corporate Governance Working Papers 2010/15, Sustainable Investment Research Platform.
- Mirella Damiani & Fabrizio Pompei & Andrea Ricci, 2011.
"Temporary job protection and productivity growth in EU economies,"
Quaderni del Dipartimento di Economia, Finanza e Statistica
87/2011, Università di Perugia, Dipartimento Economia.
- Damiani, Mirella & Pompei, Fabrizio & Ricci, Andrea, 2011. "Temporary job protection and productivity growth in EU economies," MPRA Paper 29698, University Library of Munich, Germany.
- Mirella Damiani, 2010. "Labour regulation, corporate governance and varieties of capitalism," Quaderni del Dipartimento di Economia, Finanza e Statistica 76/2010, Università di Perugia, Dipartimento Economia.
- Silvia Micheli, 2010. "Learning Curve and Wind Power," Quaderni del Dipartimento di Economia, Finanza e Statistica 81/2010, Università di Perugia, Dipartimento Economia.
- Mirko Abbritti, 2007. "A "Simple" Currency Union Model with Labor Market Frictions, Real Wage Rigidities and Equilibrium Unemployment," IHEID Working Papers 09-2007, Economics Section, The Graduate Institute of International Studies.
- CAMILLI, Andrea; LAGERBORG, Andresa, 2017. "Do Labor Market Institutions Matter for Fertility?," Economics Working Papers ECO 2017/07, European University Institute.
- Mirko Abbritti & Andreas Mueller, 2007.
"Asymmetric Labor Market Institutions in the EMU: Positive and Normative Implications,"
IHEID Working Papers
02-2009, Economics Section, The Graduate Institute of International Studies, revised Apr 2009.
- Mirko Abbritti & Andreas Mueller, 2007. "Asymmetric Labor Market Institutions in the EMU: positive and normative implications," Economics wp37, Department of Economics, Central bank of Iceland.
Cited by:
- Spruk, Rok, 2010. "Iceland's Economic and Financial Crisis: Causes, Consequences and Implications," MPRA Paper 29972, University Library of Munich, Germany.
- Mirko Abbritti; Sebastian Weber, 2008. "Labor Market Rigidities and the Business Cycle: Price vs. Quantity Restricting Institutions," IHEID Working Papers 01-2008, Economics Section, The Graduate Institute of International Studies, revised Jan 2008.
- Abbritti, Mirko & Weber, Sebastian, 2010. "Labor market institutions and the business cycle - unemployment rigidities vs. real wage rigidities," Working Paper Series 1183, European Central Bank.
- Merkl, Christian & Schmitz, Tom, 2011.
"Macroeconomic volatilities and the labor market: First results from the euro experiment,"
European Journal of Political Economy, Elsevier, vol. 27(1), pages 44-60, March.
- Merkl, Christian & Schmitz, Tom, 2010. "Macroeconomic Volatilities and the Labor Market: First Results from the Euro Experiment," IZA Discussion Papers 4924, Institute of Labor Economics (IZA).
- Merkl, Christian & Schmitz, Tom, 2009. "Macroeconomic volatilities and the labor market: first results from the euro experiment," Kiel Working Papers 1511, Kiel Institute for the World Economy (IfW Kiel).
Articles
- Abbritti, Mirko & Carcel, Hector & Gil-Alana, Luis & Moreno, Antonio, 2023.
"Term premium in a fractionally cointegrated yield curve,"
Journal of Banking & Finance, Elsevier, vol. 149(C).
Cited by:
- Guglielmo Maria Caporale & Silvia García Tapia & Luis Alberiko Gil-Alana, 2024.
"Persistence in Tax Revenues: Evidence from Some OECD Countries,"
Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 22(2), pages 475-491, June.
- Guglielmo Maria Caporale & Silvia García Tapia & Luis Alberiko Gil-Alana, 2023. "Persistence in Tax Revenues: Evidence from Some OECD Countries," CESifo Working Paper Series 10682, CESifo.
- Raquel Ayestarán & Juan Infante & Juan José Tenorio & Luis Alberiko Gil-Alana, 2023. "Evidence of Inflation Using Harmonized Consumer Price Indices in Some Euro Countries: France, Germany, Italy, and Spain, along with the Euro Zone," Mathematics, MDPI, vol. 11(10), pages 1-12, May.
- Mirko Abbritti & Juan Equiza & Antonio Moreno & Tommaso Trani, 2024. "Downturns and changes in the yield slope," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(3), pages 673-701, April.
- Guglielmo Maria Caporale & Silvia García Tapia & Luis Alberiko Gil-Alana, 2024.
"Persistence in Tax Revenues: Evidence from Some OECD Countries,"
Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 22(2), pages 475-491, June.
- Abbritti, Mirko & Aguilera-Bravo, Asier & Trani, Tommaso, 2021.
"Long-term business relationships, bargaining and monetary policy,"
Economic Modelling, Elsevier, vol. 101(C).
See citations under working paper version above.
- Mirko Abbritti & Asier Aguilera-Bravo & TommasoTrani, 2019. "Long-term business relationships, bargaining and monetary policy," Faculty Working Papers 03/19, School of Economics and Business Administration, University of Navarra.
- Mirko Abbritti & Juan Equiza-Goñi & Fernando Perez Gracia & Tommaso Trani, 2020.
"The effect of oil price shocks on economic activity: a local projections approach,"
Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 44(4), pages 708-723, October.
Cited by:
- Wali Aya Rumbia & Abd Azis Muthalib & Pasrun Adam & Asrul Jabani & Yuwanda Purnamasari Pasrun & Dzulfikri Azis Muthalib, 2022. "The Effect of Crude Oil Prices and Internet on Economic Growth in Timor Leste," International Journal of Energy Economics and Policy, Econjournals, vol. 12(1), pages 275-280.
- Bruna, Karel & Van Tran, Quang, 2023. "Asymmetric effects of oil price shocks on EUR/USD exchange rate and structural shock decomposition in a BVAR model with sign restriction," Energy Economics, Elsevier, vol. 128(C).
- Brand, Claus & Obstbaum, Meri & Coenen, Günter & Sondermann, David & Lydon, Reamonn & Ajevskis, Viktors & Hammermann, Felix & Angino, Siria & Hernborg, Nils & Basso, Henrique & Hertweck, Matthias & Bi, 2021. "Employment and the conduct of monetary policy in the euro area," Occasional Paper Series 275, European Central Bank.
- Faiez Ahmed Elneel & Abdullah Fahad AlMulhim, 2022. "The Effect of Oil Price Shocks on Saudi Arabia’s Economic Growth in the Light of Vision 2030 “A Combination of VECM and ARDL Models”," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 13(4), pages 3401-3423, December.
- Nguyen, Thanh Pham Thien & Nghiem, Son & Tripe, David, 2021. "Does oil price aggravate the impact of economic policy uncertainty on bank performance in India?," Energy Economics, Elsevier, vol. 104(C).
- Abiad, Abdul & Qureshi, Irfan A., 2023. "The macroeconomic effects of oil price uncertainty," Energy Economics, Elsevier, vol. 125(C).
- Atems, Bebonchu & Sardar, Naafey, 2021. "Exploring asymmetries in the effects of El Niño-Southern Oscillation on U.S. food and agricultural stock prices," The Quarterly Review of Economics and Finance, Elsevier, vol. 81(C), pages 1-14.
- Fredj Jawadi & Abdoulkarim Idi Cheffou & Ruijun Bu, 2023.
"Revisiting the linkages between oil prices and macroeconomy for the euro area: Does energy inflation still matter?,"
Post-Print
hal-04478724, HAL.
- Jawadi, Fredj & Cheffou, Abdoulkarim Idi & Bu, Ruijun, 2023. "Revisiting the linkages between oil prices and macroeconomy for the euro area: Does energy inflation still matter?," Energy Economics, Elsevier, vol. 127(PA).
- Mirko Abbritti & Salvatore Dell’Erba & Antonio Moreno & Sergio Sola, 2018.
"Global Factors in the Term Structure of Interest Rates,"
International Journal of Central Banking, International Journal of Central Banking, vol. 14(2), pages 301-340, March.
See citations under working paper version above.
- Mirko Abbritti & Salvatore Dell'Erba & ​Antonio Moreno & Sergio Sola, 2014. "Global Factors in the Term Structure of Interest Rates," Faculty Working Papers 01/14, School of Economics and Business Administration, University of Navarra.
- Mirko Abbritti & Mr. Salvatore Dell'Erba & Mr. Antonio Moreno & Mr. Sergio Sola, 2013. "Global Factors in the Term Structure of Interest Rates," IMF Working Papers 2013/223, International Monetary Fund.
- Mirko Abbritti & Sebastian Weber, 2018.
"Reassessing the Role of Labor Market Institutions for the Business Cycle,"
International Journal of Central Banking, International Journal of Central Banking, vol. 14(1), pages 1-34, January.
Cited by:
- Josué Diwambuena & Raquel Fonseca & Stefan Schubert, 2023. "Labor Market Institutions, Productivity, and the Business Cycle: An Application to Italy," Cahiers de recherche / Working Papers 2302, Chaire de recherche sur les enjeux économiques intergénérationnels / Research Chair in Intergenerational Economics.
- Oscar Bajo-Rubio & Burcu Berke, 2023. "Revisiting the effects of government size and labour market institutions on macroeconomic volatility: the case of the eurozone," Economics and Business Letters, Oviedo University Press, vol. 12(1), pages 91-96.
- Abbritti, Mirko & Consolo, Agostino, 2022. "Labour market skills, endogenous productivity and business cycles," Working Paper Series 2651, European Central Bank.
- Antonio Ribba, 2019.
"Is the unemployment inflation trade-off still alive in the Euro Area and its member countries? It seems so,"
Center for Economic Research (RECent)
143, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
- Antonio Ribba, 2020. "Is the unemployment–inflation trade‐off still alive in the Euro Area and its member countries? It seems so," The World Economy, Wiley Blackwell, vol. 43(9), pages 2393-2410, September.
- Andrea Tafuro, 2024. "Lagging behind: the hysteresis of austerity," Empirical Economics, Springer, vol. 66(1), pages 327-368, January.
- Antonio Ribba, 2022. "Monetary Policy Shocks in Open Economies and the Inflation Unemployment Trade-Off: The Case of the Euro Area," JRFM, MDPI, vol. 15(4), pages 1-12, March.
- Marcin Kolasa & Michał Rubaszek & Małgorzata Walerych, 2019.
"Are flexible working hours helpful in stabilizing unemployment?,"
NBP Working Papers
319, Narodowy Bank Polski.
- Kolasa, Marcin & Rubaszek, Michał & Walerych, Małgorzata, 2021. "Do flexible working hours amplify or stabilize unemployment fluctuations?," European Economic Review, Elsevier, vol. 131(C).
- Kolasa, Marcin & Rubaszek, Michał & Walerych, Małgorzata, 2019. "Are flexible working hours helpful in stabilizing unemployment?," Bank of Finland Research Discussion Papers 24/2019, Bank of Finland.
- Jiménez, Alvaro & Rodríguez, Gabriel & Ataurima Arellano, Miguel, 2023.
"Time-varying impact of fiscal shocks over GDP growth in Peru: An empirical application using hybrid TVP-VAR-SV models,"
Structural Change and Economic Dynamics, Elsevier, vol. 64(C), pages 314-332.
- Álvaro Jiménez & Gabriel Rodríguez, 2020. "Time-Varying Impact of Fiscal Shocks over GDP Growth in Peru: An Empirical Application using Hybrid TVP-VAR-SV Models," Documentos de Trabajo / Working Papers 2020-489, Departamento de Economía - Pontificia Universidad Católica del Perú.
- Perone, Gaetano, 2024. "The relationship between labor market institutions and innovation in 177 European regions over the period 2000–2015," Structural Change and Economic Dynamics, Elsevier, vol. 70(C), pages 128-149.
- Aurelien Leroy & Adrian Pop, 2019.
"Macro-Financial Linkages: The Role of the Institutional Framework,"
Post-Print
hal-03367548, HAL.
- Leroy, Aurélien & Pop, Adrian, 2019. "Macro-financial linkages: The role of the institutional framework," Journal of International Money and Finance, Elsevier, vol. 92(C), pages 75-97.
- Michal Rubaszek & David Stenvall & Gazi Salah Uddin, 2025. "Rental market structure and housing dynamics: An interacted panel VAR investigation," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 30(1), pages 781-802, January.
- Tafuro, Andrea, 2023. "Labour market rigidity and expansionary austerity," Journal of Macroeconomics, Elsevier, vol. 75(C).
- Hjortsoe, Ida & Weale, Martin & Wieladek, Tomasz, 2018. "How does financial liberalisation affect the influence of monetary policy on the current account?," Journal of International Money and Finance, Elsevier, vol. 85(C), pages 93-123.
- Holger Görg & Cecília Hornok & Catia Montagna & George E Onwordi, 2022.
"Employment to output elasticities and reforms towards flexicurity: Evidence from OECD countries,"
Discussion Papers
2022-08, University of Nottingham, GEP.
- Holger Gorg & Cecilia Hornok & Catia Montagna & George E. Onwordi, 2020. "Employment to output elasticities and reforms towards flexicurity: Evidence from OECD Countries," Discussion Papers 2020-24, University of Nottingham, GEP.
- Lastauskas, Povilas & Stakėnas, Julius, 2024.
"Labor market policies in high- and low-interest rate environments: Evidence from the euro area,"
Economic Modelling, Elsevier, vol. 141(C).
- Povilas Lastauskas & Julius Stak.enas, 2024. "Labor Market Policies in High- and Low-Interest Rate Environments: Evidence from the Euro Area," Papers 2410.12024, arXiv.org.
- Arno Hantzsche & Simon Savsek & Sebastian Weber, 2018. "Labour Market Adjustments to Financing Conditions under Sectoral Rigidities in the Euro Area," Open Economies Review, Springer, vol. 29(4), pages 769-794, September.
- Dąbrowski, Marek A. & Papież, Monika & Rubaszek, Michał & Śmiech, Sławomir, 2022. "The role of economic development for the effect of oil market shocks on oil-exporting countries. Evidence from the interacted panel VAR model," Energy Economics, Elsevier, vol. 110(C).
- Mirko Abbritti & Luis A. Gil-Alana & Yuliya Lovcha & Antonio Moreno, 2016.
"Term Structure Persistence,"
Journal of Financial Econometrics, Oxford University Press, vol. 14(2), pages 331-352.
See citations under working paper version above.
- Mirko Abbritti & Luis Gil-Alana & Yuliya Lovcha & Antonio Moreno, 2012. "Term Structure Persistence," Faculty Working Papers 26/12, School of Economics and Business Administration, University of Navarra.
- Abbritti, Mirko & Fahr, Stephan, 2013.
"Downward wage rigidity and business cycle asymmetries,"
Journal of Monetary Economics, Elsevier, vol. 60(7), pages 871-886.
Cited by:
- Abbritti, Mirko & Consolo, Agostino & Weber, Sebastian, 2021. "Endogenous growth, downward wage rigidity and optimal inflation," Working Paper Series 2635, European Central Bank.
- S. Borağan Aruoba & Luigi Bocola & Frank Schorfheide, 2013.
"Assessing DSGE Model Nonlinearities,"
NBER Working Papers
19693, National Bureau of Economic Research, Inc.
- S. Boragan Aruoba & Luigi Bocola & Frank Schorfheide, 2013. "Assessing DSGE model nonlinearities," Working Papers 13-47, Federal Reserve Bank of Philadelphia.
- Aruoba, S. Borağan & Bocola, Luigi & Schorfheide, Frank, 2017. "Assessing DSGE model nonlinearities," Journal of Economic Dynamics and Control, Elsevier, vol. 83(C), pages 34-54.
- Huh, Sungjun & Kim, Insu, 2020. "Growth forecast revisions over business cycles: Evidence from the Survey of Professional Forecasters," Economics Letters, Elsevier, vol. 196(C).
- Grégory LEVIEUGE & Jean-Guillaume SAHUC, 2020.
"Monetary policy transmission with downward interest rate rigidity,"
LEO Working Papers / DR LEO
2744, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- Jean-Guillaume Sahuc & Grégory Levieuge, 2020. "Monetary Policy Transmission with Downward Interest Rate Rigidity," Working Papers hal-04159706, HAL.
- Jean-Guillaume Sahuc & Grégory Levieuge, 2020. "Monetary Policy Transmission with Downward Interest Rate Rigidity," EconomiX Working Papers 2020-6, University of Paris Nanterre, EconomiX.
- Carlo Pizzinelli & Konstantinos Theodoridis & Francesco Zanetti, 2020.
"State Dependence In Labor Market Fluctuations,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 61(3), pages 1027-1072, August.
- Francesco Zanetti & Carlo Pizzinelli & Konstantinos Theodoridis, 2020. "State Dependence in Labor Market Fluctuations," Economics Series Working Papers 902, University of Oxford, Department of Economics.
- Pizzinelli, Carlo & Theodoridis, Konstantinos & Zanetti, Francesco, 2020. "State Dependence in Labor Market Fluctuations," Cardiff Economics Working Papers E2020/2, Cardiff University, Cardiff Business School, Economics Section.
- Carlo Pizzinelli & Konstantinos Theodoridis & Francesco Zanetti, 2020. "State dependence in labour market fluctuations," Working Papers 47, European Stability Mechanism.
- Fève, Patrick & Garcia Sanchez, Pablo & Moura, Alban & Pierrard, Olivier, 2019.
"Costly default and asymetric real business cycles,"
TSE Working Papers
19-1048, Toulouse School of Economics (TSE).
- Fève, Patrick & Sanchez, Pablo Garcia & Moura, Alban & Pierrard, Olivier, 2021. "Costly default and skewed business cycles," European Economic Review, Elsevier, vol. 132(C).
- Patrick Fève & Pablo Garcia Sanchez & Alban Moura & Olivier Pierrard, 2021. "Costly default and skewed business cycle," Post-Print hal-03346173, HAL.
- Patrick Fève & Pablo Garcia Sanchez & Alban Moura & Olivier Pierrard, 2019. "Costly default and asymmetric real business cycles," BCL working papers 134, Central Bank of Luxembourg.
- Patrick Fève & Pablo Garcia Sanchez & Alban Moura & Olivier Pierrard, 2019. "Costly Default And Asymmetric Real Business Cycles," LIDAM Discussion Papers IRES 2019018, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Richard McManus & F. Gulcin Ozkan & Dawid Trzeciakiewicz, 2021. "Why are Fiscal Multipliers Asymmetric? The Role of Credit Constraints," Economica, London School of Economics and Political Science, vol. 88(349), pages 32-69, January.
- Anton A. Cheremukhin & Antonella Tutino, 2014.
"Asymmetric firm dynamics under rational inattention,"
Working Papers
1411, Federal Reserve Bank of Dallas.
- Antonella Tutino & Anton Cheremukhin, 2012. "Asymmetric Firm Dynamics under Rational Inattention," 2012 Meeting Papers 161, Society for Economic Dynamics.
- de Ridder, M. & Pfajfar, D., 2017. "Policy Shocks and Wage Rigidities: Empirical Evidence from Regional Effects of National Shocks," Cambridge Working Papers in Economics 1717, Faculty of Economics, University of Cambridge.
- Merkl, Christian & Kohlbrecher, Britta, 2016.
"Business Cycle Asymmetries and the Labor Market,"
VfS Annual Conference 2016 (Augsburg): Demographic Change
145704, Verein für Socialpolitik / German Economic Association.
- Kohlbrecher, Britta & Merkl, Christian, 2022. "Business cycle asymmetries and the labor market," Journal of Macroeconomics, Elsevier, vol. 73(C).
- Kohlbrecher, Britta & Merkl, Christian, 2016. "Business cycle asymmetries and the labor market," FAU Discussion Papers in Economics 01/2016, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
- Kohlbrecher, Britta & Merkl, Christian, 2022. "Business cycle asymmetries and the labor market," FAU Discussion Papers in Economics 03/2022, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
- Britta Kohlbrecher & Christian Merkl, 2016. "Business Cycle Asymmetries and the Labor Market," CESifo Working Paper Series 5803, CESifo.
- Kohlbrecher, Britta & Merkl, Christian, 2016. "Business Cycle Asymmetries and the Labor Market," IZA Discussion Papers 9816, Institute of Labor Economics (IZA).
- Joshua Bernstein & Alexander W. Richter & Nathaniel A. Throckmorton, 2025.
"The Matching Function and Nonlinear Business Cycles,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 57(2-3), pages 349-376, March.
- Joshua Bernstein & Alexander W. Richter & Nathaniel A. Throckmorton, 2022. "The Matching Function and Nonlinear Business Cycles," Working Papers 2201, Federal Reserve Bank of Dallas.
- Abbritti, Mirko & Consolo, Agostino, 2022. "Labour market skills, endogenous productivity and business cycles," Working Paper Series 2651, European Central Bank.
- Stéphane Dupraz & Emi Nakamura & Jón Steinsson, 2019.
"A Plucking Model of Business Cycles,"
NBER Working Papers
26351, National Bureau of Economic Research, Inc.
- Stéphane Dupraz & Emi Nakamura & J n Steinsson, 2020. "A Plucking Model of Business Cycles," Working papers 748, Banque de France.
- Nadav Ben Zeev, 2019. "Asymmetric Business Cycles In Emerging Market Economies," Working Papers 1909, Ben-Gurion University of the Negev, Department of Economics.
- Ahrens, Steffen & Pirschel, Inske & Snower, Dennis J., 2014.
"A theory of price adjustment under loss aversion,"
SFB 649 Discussion Papers
2014-065, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Ahrens, Steffen & Pirschel, Inske & Snower, Dennis J., 2017. "A Theory of Price Adjustment under Loss Aversion," Open Access Publications from Kiel Institute for the World Economy 261841, Kiel Institute for the World Economy (IfW Kiel).
- Ahrens, Steffen & Pirschel, Inske & Snower, Dennis J., 2014. "A Theory of Price Adjustment under Loss Aversion," IZA Discussion Papers 8138, Institute of Labor Economics (IZA).
- Ahrens, Steffen & Pirschel, Inske & Snower, Dennis J., 2017. "A theory of price adjustment under loss aversion," Journal of Economic Behavior & Organization, Elsevier, vol. 134(C), pages 78-95.
- Pirschel, Inske & Ahrens, Steffen & Snower, Dennis, 2013. "A Theory of Price Adjustment under Loss Aversion," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79793, Verein für Socialpolitik / German Economic Association.
- Ahrens, Steffen & Pirschel, Inske & Snower, Dennis J., 2014. "A theory of price adjustment under loss aversion," Kiel Working Papers 1915, Kiel Institute for the World Economy (IfW Kiel).
- Snower, Dennis & Ahrens, Steffen & Pirschel, Inske, 2014. "A Theory of Price Adjustment under Loss Aversion," CEPR Discussion Papers 9964, C.E.P.R. Discussion Papers.
- Ahrens, Steffen & Pirschel, Inske & Snower, Dennis J., 2014. "A theory of price adjustment under loss aversion," Economics Working Papers 2014-05, Christian-Albrechts-University of Kiel, Department of Economics.
- Steffen Ahrens & Inske Pirschel & Dennis Snower, 2014. "A Theory of Price Adjustment under Loss Aversion," CESifo Working Paper Series 4789, CESifo.
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