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Irina Blagoja Panovska

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

  1. James Morley & Irina B Panovska, 2016. "Is Business Cycle Asymmetry Intrinsic in Industrialized Economies?," Discussion Papers 2016-12, School of Economics, The University of New South Wales.

    Cited by:

    1. Güneş Kamber & James Morley & Benjamin Wong, 2017. "Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter," Reserve Bank of New Zealand Discussion Paper Series DP2017/01, Reserve Bank of New Zealand.
    2. Aslim, Erkmen Giray & Panovska, Irina & Taş, M. Anıl, 2021. "Macroeconomic effects of maternity leave legislation in emerging economies," Economic Modelling, Elsevier, vol. 100(C).
    3. Panovska, Irina & Ramamurthy, Srikanth, 2022. "Decomposing the output gap with inflation learning," Journal of Economic Dynamics and Control, Elsevier, vol. 136(C).
    4. Donayre, Luiggi, 2022. "On the behavior of Okun's law across business cycles," Economic Modelling, Elsevier, vol. 112(C).
    5. Gonzalo Castañeda & Luis Castro Peñarrieta, 2022. "A Customized Machine Learning Algorithm for Discovering the Shapes of Recovery: Was the Global Financial Crisis Different?," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 18(1), pages 69-99, March.
    6. Eo, Yunjong & Morley, James, 2023. "Does the Survey of Professional Forecasters help predict the shape of recessions in real time?," Economics Letters, Elsevier, vol. 233(C).
    7. Donayre, Luiggi & Panovska, Irina, 2021. "Recession-specific recoveries: L’s, U’s and everything in between," Economics Letters, Elsevier, vol. 209(C).
    8. Tihana Skrinjaric & Maja Bukovsak, 2022. "Improving The Calibration Of Countercyclical Capital Buffer: New Indicators Of Credit Gap In Croatia," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, vol. 31(2), pages 541-568, december.
    9. Steven M. Fazzari & James Morley & Irina B. Panovska, 2017. "When Do Discretionary Changes in Government Spending or Taxes Have Larger Effects?," Discussion Papers 2017-04, School of Economics, The University of New South Wales.
    10. Donayre, Luiggi & Panovska, Irina, 2018. "U.S. wage growth and nonlinearities: The roles of inflation and unemployment," Economic Modelling, Elsevier, vol. 68(C), pages 273-292.
    11. Wada, Tatsuma, 2022. "Out-of-sample forecasting of foreign exchange rates: The band spectral regression and LASSO," Journal of International Money and Finance, Elsevier, vol. 128(C).
    12. Biolsi, Christopher, 2023. "Do the Hamilton and Beveridge–Nelson filters provide the same information about output gaps? An empirical comparison for practitioners," Journal of Macroeconomics, Elsevier, vol. 75(C).

  2. James Morley & Irina B. Panovska & Tara M. Sinclair, 2014. "Testing Stationarity for Unobserved Components Models," Discussion Papers 2012-41B, School of Economics, The University of New South Wales.

    Cited by:

    1. Michael D. Bradley & Dennis W. Jansen & Tara M. Sinclair, 2013. "How Well Does "Core" Inflation Capture Permanent Price Changes?," CAMA Working Papers 2013-26, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    2. Enders, Walter & Li, Jing, 2015. "Trend-cycle decomposition allowing for multiple smooth structural changes in the trend of US real GDP," Journal of Macroeconomics, Elsevier, vol. 44(C), pages 71-81.

  3. Steven Fazzari & James Morley & Irina Panovska, 2014. "State-Dependent Effects of Fiscal Policy," Discussion Papers 2012-27C, School of Economics, The University of New South Wales.

    Cited by:

    1. Mr. Bernardin Akitoby & Mr. Jiro Honda & Hiroaki Miyamoto, 2019. "Countercyclical Fiscal Policy and Gender Employment: Evidence from the G-7 Countries," IMF Working Papers 2019/004, International Monetary Fund.
    2. Christian R. Proaño & Christian Schoder & Willi Semmler, 2013. "Financial Stress, Sovereign Debt and Economic Activity in Industrialized Countries: Evidence from Nonlinear Dynamic Panels," Working Papers 1304, New School for Social Research, Department of Economics.
    3. Julien Albertini & Stéphane Auray & Hafedh Bouakez & Aurélien Eyquem, 2019. "Taking off into the Wind: Unemployment Risk and State-Dependent Government Spending Multipliers," Post-Print halshs-02503455, HAL.
    4. Kim, Hyeongwoo, 2018. "Fiscal Policy, Wages, and Jobs in the U.S," MPRA Paper 89763, University Library of Munich, Germany.
    5. Rossi, Barbara & Inoue, Atsushi & Anderson, Emily, 2013. "Heterogeneous Consumers and Fiscal Policy Shocks," CEPR Discussion Papers 9631, C.E.P.R. Discussion Papers.
    6. Yingxin Shi & Mototsugu Fukushige, 2013. "Long-Run Fiscal Multiplier for Autonomous Prefectures in China," Discussion Papers in Economics and Business 13-10, Osaka University, Graduate School of Economics.
    7. Han, Zhao, 2021. "Low-frequency fiscal uncertainty," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 639-657.
    8. Makrelov, Konstantin & Arndt, Channing & Davies, Rob & Harris, Laurence, 2020. "Balance sheet changes and the impact of financial sector risk-taking on fiscal multipliers," Economic Modelling, Elsevier, vol. 87(C), pages 322-343.
    9. Yifei Lyu & Eul Noh, 2022. "Cyclical variation in US government spending multipliers," Economic Inquiry, Western Economic Association International, vol. 60(2), pages 831-846, April.
    10. Jean-Jacques Durand & Guillaume L'Oeillet, 2020. "Fiscal consolidation : What differences between shock therapy and soft adjustment ? [Consolidation budgétaire : Quelles differenes entre thérapie de choc et ajustement graduel ?]," Post-Print hal-03081956, HAL.
    11. U. Devrim Demirel, 2020. "Labor Market Effects of Tax Changes in Times of High and Low Unemployment: Working Paper 2020-05," Working Papers 56522, Congressional Budget Office.
    12. Hristov, Atanas, 2022. "Credit spread and the transmission of government purchases shocks," Economic Modelling, Elsevier, vol. 107(C).
    13. Efrem Castelnuovo & Guay Lim, 2019. "What Do We Know About the Macroeconomic Effects of Fiscal Policy? A Brief Survey of the Literature on Fiscal Multipliers," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 52(1), pages 78-93, March.
    14. Goemans, Pascal, 2020. "Government Spending in Uncertain and Slack Times: Historical Evidence for Larger Fiscal Multipliers," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224642, Verein für Socialpolitik / German Economic Association.
    15. Philipp Heimberger, 2017. "Did fiscal consolidation cause the double-dip recession in the euro area?," Review of Keynesian Economics, Edward Elgar Publishing, vol. 5(3), pages 439-458, July.
    16. Travis J. Berge & Maarten De Ridder & Damjan Pfajfar, 2020. "When is the Fiscal Multiplier High? A Comparison of Four Business Cycle Phases," Finance and Economics Discussion Series 2020-026, Board of Governors of the Federal Reserve System (U.S.).
    17. Restrepo-Ángel, Sergio & Rincón-Castro, Hernán & Ospina-Tejeiro, Juan J., 2022. "Multipliers of taxes and public spending in Colombia: SVAR and local projections approaches," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 3(3).
    18. Kim, Hyeongwoo & Shao, Peng & Zhang, Shuwei, 2023. "Policy coordination and the effectiveness of fiscal stimulus," Journal of Macroeconomics, Elsevier, vol. 75(C).
    19. Charles, Sébastien, 2019. "Le multiplicateur budgétaire endogène au cycle dans un modèle macroéconomique post-keynésien [The state-dependent fiscal Multiplier in a Post-Keynesian Macroeconomic Model]," Revue de la Régulation - Capitalisme, institutions, pouvoirs, Association Recherche et Régulation, vol. 26.
    20. Valerie A. Ramey, 2019. "Ten Years after the Financial Crisis: What Have We Learned from the Renaissance in Fiscal Research?," Journal of Economic Perspectives, American Economic Association, vol. 33(2), pages 89-114, Spring.
    21. Ryan Niladri Banerjee & Fabrizio Zampolli, 2016. "What drives the short-run costs of fiscal consolidation? Evidence from OECD countries," BIS Working Papers 553, Bank for International Settlements.
    22. Balleer, Almut & Noeller, Marvin, 2023. "Monetary policy in the presence of supply constraints: Evidence from German firm-level data," Ruhr Economic Papers 1060, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    23. Mr. Nooman Rebei, 2017. "Evaluating Changes in the Transmission Mechanism of Government Spending Shocks," IMF Working Papers 2017/049, International Monetary Fund.
    24. Louis-Philippe Beland & Bulent Unel, 2015. "The Impact of Party Affiliation of U.S. Governors on Immigrants' Labor-Market Outcomes," Departmental Working Papers 2015-01, Department of Economics, Louisiana State University.
    25. Gustav A. Horn & Sebastian Gechert & Katja Rietzler & Kai D. Schmid, 2014. "Streitfall Fiskalpolitik," IMK Report 92-2014, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
    26. Almut Balleer & Marvin Noeller, 2023. "Monetary Policy in the Presence of Supply Constraints: Evidence from German Firm-Level Data," CESifo Working Paper Series 10261, CESifo.
    27. Saccone, Donatella & Posta, Pompeo Della & Marelli, Enrico & Signorelli, Marcello, 2022. "Public investment multipliers by functions of government: An empirical analysis for European countries," Structural Change and Economic Dynamics, Elsevier, vol. 60(C), pages 531-545.
    28. Proaño, Christian R. & Schoder, Christian & Semmler, Willi, 2014. "Financial stress, sovereign debt and economic activity in industrialized countries: Evidence from dynamic threshold regressions," Journal of International Money and Finance, Elsevier, vol. 45(C), pages 17-37.
    29. Di Serio, Mario & Fragetta, Matteo & Gasteiger, Emanuel, 2020. "The government spending multiplier at the zero lower bound: Evidence from the United States," ECON WPS - Working Papers in Economic Theory and Policy 04/2020, TU Wien, Institute of Statistics and Mathematical Methods in Economics, Economics Research Unit.
    30. IMK Düsseldorf & OFCE Paris & WIFO Wien, 2013. "Crisis continues to smoulder," IMK Report 80e-2013, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
    31. Leila E. Davis & Charalampos Konstantinidis & Yorghos Tripodis, 2015. "A proposal for a federalized unemployment insurance mechanism for Europe," Working Papers 2015_02, University of Massachusetts Boston, Economics Department.
    32. Sébastien Charles & Thomas Dallery & Jonathan Marie, 2015. "Why the Keynesian Multiplier Increases During Hard Times: A Theoretical Explanation Based on Rentiers' Saving Behaviour," Metroeconomica, Wiley Blackwell, vol. 66(3), pages 451-473, July.
    33. Mishel Ghassibe & Francesco Zanetti, 2021. "State Dependence of Fiscal Multipliers: The Source of Fluctuations Matters," Economics Series Working Papers 930, University of Oxford, Department of Economics.
    34. Andrea Boitani & Salvatore Perdichizzi, 2018. "Public Expenditure Multipliers in recessions. Evidence from the Eurozone," DISCE - Working Papers del Dipartimento di Economia e Finanza def068, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
    35. Nöller, Marvin & Balleer, Almut, 2023. "Monetary Policy in the Presence of Supply Constraints: Evidence from German Firm-level Data," VfS Annual Conference 2023 (Regensburg): Growth and the "sociale Frage" 277638, Verein für Socialpolitik / German Economic Association.
    36. Gilles Dufrénot & Aurélia Jambois & Laurine Jambois & Guillaume Khayat, 2016. "Regime-Dependent Fiscal Multipliers in the United States," Post-Print hal-01447865, HAL.
    37. Mora, Jose U Mora & Acevedo, Rafael A, 2019. "Fiscal Policy Effects and Capital Mobility in Latin American Countries," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 34(1), pages 159-188.
    38. Donayre, Luiggi, 2022. "On the behavior of Okun's law across business cycles," Economic Modelling, Elsevier, vol. 112(C).
    39. Kevin XD Huang & Nam T Vu, 2019. "Rare but Long-lasting Liquidity Traps and Fiscal Stimulus," Vanderbilt University Department of Economics Working Papers 19-00014, Vanderbilt University Department of Economics.
    40. Valerie A. Ramey & Sarah Zubairy, 2018. "Government Spending Multipliers in Good Times and in Bad: Evidence from US Historical Data," Journal of Political Economy, University of Chicago Press, vol. 126(2), pages 850-901.
    41. Jia, Bijie, 2018. "Second Thoughts on Estimating Expansionary Fiscal Policy E ffects in the United States," MPRA Paper 90298, University Library of Munich, Germany.
    42. Christoph Boehm & Nitya Pandalai-Nayar, 2020. "Convex Supply Curves," NBER Working Papers 26829, National Bureau of Economic Research, Inc.
    43. AMENDOLA, Adalgiso & DI SERIO, Mario & FRAGETTA, Matteo, 2018. "The Government Spending Multiplier at the Zero Lower Bound: Evidence from the Euro Area," CELPE Discussion Papers 153, CELPE - CEnter for Labor and Political Economics, University of Salerno, Italy.
    44. Bossie, Andrew, 2020. "The asymmetric response of the economy to tax changes before and after 1980," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
    45. Haug, Alfred A. & Sznajderska, Anna, 2024. "Government spending multipliers: Is there a difference between government consumption and investment purchases?," Journal of Macroeconomics, Elsevier, vol. 79(C).
    46. Choi, Sangyup & Shin, Junhyeok, 2023. "Household indebtedness and the macroeconomic effects of tax changes," Journal of Economic Behavior & Organization, Elsevier, vol. 209(C), pages 22-52.
    47. Pragidis, I.C. & Tsintzos, P. & Plakandaras, B., 2018. "Asymmetric effects of government spending shocks during the financial cycle," Economic Modelling, Elsevier, vol. 68(C), pages 372-387.
    48. Charles J. Whalen & Felix Reichling, 2015. "The Fiscal Multiplier And Economic Policy Analysis In The United States," Contemporary Economic Policy, Western Economic Association International, vol. 33(4), pages 735-746, October.
    49. Gilles Dufrénot & Fredj Jawadi & Guillaume Khayat, 2018. "A model of fiscal dominance under the “Reinhart Conjecture”," Post-Print hal-01890414, HAL.
    50. Mark Setterfield, 2015. "Time variation in the size of the multiplier: a Kalecki-Harrod approach," Working Papers 1522, New School for Social Research, Department of Economics, revised Jan 2017.
    51. Dallari, Pietro & Ribba, Antonio, 2020. "The dynamic effects of monetary policy and government spending shocks on unemployment in the peripheral Euro area countries," Economic Modelling, Elsevier, vol. 85(C), pages 218-232.
    52. Luis Ayala-Cañón & María Jesús Delgado-Rodríguez & Sonia De Lucas-Santos, 2022. "Synchronization and cyclicality of social spending in economic crises," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 49(4), pages 1153-1187, November.
    53. Sergio Restrepo-Ángel & Hernán Rincón-Castro & Juan J. Ospina-Tejeiro, 2020. "Multiplicadores de los impuestos y del gasto público en Colombia: aproximaciones SVAR y proyecciones locales," Borradores de Economia 1114, Banco de la Republica de Colombia.
    54. Alice Albonico & Guido Ascari & Alessandro Gobbi, 2020. "The public debt multiplier," Papers 2010.15165, arXiv.org, revised Nov 2020.
    55. Shen, Wenyi & Yang, Shu-Chun S., 2018. "Downward nominal wage rigidity and state-dependent government spending multipliers," Journal of Monetary Economics, Elsevier, vol. 98(C), pages 11-26.
    56. IMK Düsseldorf & OFCE Paris & WIFO Wien, 2013. "Die Krise schwelt weiter," IMK Report 80-2013, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
    57. 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.
    58. Sordi, Serena & Dávila-Fernández, Marwil J., 2022. "A two-stroke growth cycle model for a small open economy," Chaos, Solitons & Fractals, Elsevier, vol. 163(C).
    59. Alice Albonico & Guido Ascari & Alessandro Gobbi, 2018. "The debt multiplier," Working Papers 396, University of Milano-Bicocca, Department of Economics, revised 20 Dec 2018.
    60. Biolsi, Christopher, 2017. "Nonlinear effects of fiscal policy over the business cycle," Journal of Economic Dynamics and Control, Elsevier, vol. 78(C), pages 54-87.
    61. Buchheim, Lukas & Watzinger, Martin & Wilhelm, Matthias, 2020. "Job creation in tight and slack labor markets," Journal of Monetary Economics, Elsevier, vol. 114(C), pages 126-143.
    62. Mr. Tidiane Kinda & Andras Lengyel & Kaustubh Chahande, 2022. "Fiscal Multipliers During Pandemics," IMF Working Papers 2022/149, International Monetary Fund.
    63. Donayre, Luiggi & Panovska, Irina, 2021. "Recession-specific recoveries: L’s, U’s and everything in between," Economics Letters, Elsevier, vol. 209(C).
    64. Ansgar Belke & Pascal Goemans, 2021. "Uncertainty and nonlinear macroeconomic effects of fiscal policy in the US: a SEIVAR-based analysis," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 49(4), pages 623-646, May.
    65. Goemans, Pascal & Belke, Ansgar, 2019. "Uncertainty and non-linear macroeconomic effects of fiscal policy in the US: A SEIVAR-based analysis," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203538, Verein für Socialpolitik / German Economic Association.
    66. Topal, Pinar, 2015. "Fiscal stimulus and labor market flexibility," SAFE Working Paper Series 90, Leibniz Institute for Financial Research SAFE.
    67. Stamegna, Marco & Bonaiuti, Chiara & Maranzano, Paolo & Pianta, Mario, 2024. "The economic impact of arms spending in Germany, Italy, and Spain," MPRA Paper 120608, University Library of Munich, Germany.
    68. Jia, Bijie, 2017. "A Second Thought on Estimating Expansionary Fiscal Policy Effects in the U.S," MPRA Paper 89264, University Library of Munich, Germany, revised Sep 2018.
    69. Karaki, Mohamad B. & Safieddine, Hadi, 2023. "Do defense news crowd out private investment?," Economics Letters, Elsevier, vol. 233(C).
    70. Giovanna Ciaffi & Matteo Deleidi & Mariana Mazzucato, 2024. "Measuring the macroeconomic responses to public investment in innovation: evidence from OECD countries," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 33(2), pages 363-382.
    71. El Mostafa Bentour, 2022. "The effects of public debt accumulation and business cycle on government spending multipliers," Applied Economics, Taylor & Francis Journals, vol. 54(19), pages 2231-2256, April.
    72. Galyna Grynkiv & Lars Stentoft, 2018. "Stationary Threshold Vector Autoregressive Models," JRFM, MDPI, vol. 11(3), pages 1-23, August.
    73. Aursland, Thor Andreas & Frankovic, Ivan & Kanik, Birol & Saxegaard, Magnus, 2020. "State-dependent fiscal multipliers in NORA - A DSGE model for fiscal policy analysis in Norway," Economic Modelling, Elsevier, vol. 93(C), pages 321-353.
    74. Sayed O. M. Timuno & Joel Hinaunye Eita & Lanouar Charfeddine, 2020. "Towards an effective fiscal stimulus: Evidence from Botswana," Cogent Economics & Finance, Taylor & Francis Journals, vol. 8(1), pages 1790948-179, January.
    75. Dey, Asim K. & Hoque, G.M. Toufiqul & Das, Kumer P. & Panovska, Irina, 2022. "Impacts of COVID-19 local spread and Google search trend on the US stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 589(C).
    76. Hiroshi Morita & Hidekazu Niwa, 2021. "An Effect of Population Aging on the Effectiveness of Fiscal Policy: Analysis using a panel VAR model," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, vol. 17(3), pages 1-20, November.
    77. Zacharias Bragoudakis & Dimitrios Panas, 2021. "Investigating government spending multiplier for the US economy: empirical evidence using a triple lasso approach," Working Papers 292, Bank of Greece.
    78. Konstantinou, Panagiotis Th. & Partheniou, Andromachi, 2021. "The Effects of Government Spending Over the Business Cycle: A Disaggregated Analysis for OECD and Non-OECD Countries," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 809-822.
    79. Valeriu Nalban, 2016. "Sentiment-Driven Asymmetries in Romanian Monetary Policy Transmission," Eastern European Economics, Taylor & Francis Journals, vol. 54(3), pages 251-270, May.
    80. Hussain, Syed M. & Malik, Samreen, 2016. "Asymmetric Effects of Exogenous Tax Changes," Journal of Economic Dynamics and Control, Elsevier, vol. 69(C), pages 268-300.
    81. Chen, Peng & Miao, Xinru, 2024. "Understanding the role of China's factors in international commodity price fluctuations: A perspective of monetary-fiscal policy interaction," Economic Analysis and Policy, Elsevier, vol. 81(C), pages 1464-1483.
    82. Shingo Watanabe, 2019. "What Do British Historical Data Tell Us About Government Spending Multipliers?," Economic Inquiry, Western Economic Association International, vol. 57(2), pages 1141-1162, April.
    83. Mencinger, Jernej & Aristovnik, Aleksander & Verbič, Miroslav, 2017. "Asymmetric effects of fiscal policy in EU and OECD countries," Economic Modelling, Elsevier, vol. 61(C), pages 448-461.
    84. Rozina Shaheen & Paul Turner, 2020. "Fiscal multipliers and the level of economic activity: a structural threshold VAR model for the UK," Applied Economics, Taylor & Francis Journals, vol. 52(17), pages 1857-1865, April.
    85. Sebastian Gechert & Ansgar Rannenberg, 2014. "Are Fiscal Multipliers Regime-Dependent? A Meta Regression Analysis," IMK Working Paper 139-2014, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
    86. Thomas I. Palley, 2022. "The Macroeconomics of Government Spending: Distinguishing Between Government Purchases, Government Production, and Job Guarantee Programs," Review of Political Economy, Taylor & Francis Journals, vol. 34(4), pages 692-708, October.
    87. Barbieri Góes, Maria Cristina & Deleidi, Matteo, 2022. "Output determination and autonomous demand multipliers: An empirical investigation for the US economy," Economic Modelling, Elsevier, vol. 116(C).
    88. James Morley, 2019. "The business cycle: periodic pandemic or rollercoaster ride?," International Journal of Economic Policy Studies, Springer, vol. 13(2), pages 425-431, August.
    89. Kumar, Pawan & Singh, Vipul Kumar, 2022. "Systemic spillover dynamics of crude oil with Indian Financial indicators in post WPI revision and COVID era," Resources Policy, Elsevier, vol. 77(C).
    90. Francesco Lamperti & Clara Elisabetta Mattei, 2016. "Going Up and Down: Rethinking the Empirics of Growth in the Developing and Newly Industrialized World," LEM Papers Series 2016/01, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    91. Ageliki Anagnostou & Piotr Krajewski & Katarzyna Pilat, 2020. "Regional Specific Idiosyncrasies and Fiscal Policy: Evidence from 47 Regions of the Central and Eastern European Countries," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 1), pages 936-954.
    92. Gustav A. Horn & Sebastian Gechert & Alexander Herzog-Stein & Katja Rietzler & Silke Tober & Sabine Stephan & Andrew Watt, 2013. "Inmitten der Krise des Euroraums - Herausforderungen für die Wirtschaftspolitik 2013," IMK Report 79-2013, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
    93. Francesco Lamperti & Clara Elisabetta Mattei, 2018. "Going up and down: rethinking the empirics of growth in the developing and newly industrialized world," Journal of Evolutionary Economics, Springer, vol. 28(4), pages 749-784, September.
    94. Panagiotis Konstantinou & Andromachi Partheniou, 2019. "The Effects of Government Spending Over the Business Cycle: A Disaggregated Analysis for OECD and Non-OECD Countries," DEOS Working Papers 1904, Athens University of Economics and Business.
    95. Achim Truger, 2014. "Austerity, cyclical adjustment and the remaining leeway for expansionary fiscal policies in the Euro area," IMK Working Paper 140-2014, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.

  4. Steven Fazzari & James Morley & Irina Panovska, 2013. "State-Dependent Effects of Fiscal Policy," Discussion Papers 2012-27A, School of Economics, The University of New South Wales.

    Cited by:

    1. Christian R. Proaño & Christian Schoder & Willi Semmler, 2013. "Financial Stress, Sovereign Debt and Economic Activity in Industrialized Countries: Evidence from Nonlinear Dynamic Panels," Working Papers 1304, New School for Social Research, Department of Economics.
    2. Proaño, Christian R. & Schoder, Christian & Semmler, Willi, 2014. "Financial stress, sovereign debt and economic activity in industrialized countries: Evidence from dynamic threshold regressions," Journal of International Money and Finance, Elsevier, vol. 45(C), pages 17-37.
    3. Maria Elkhdari & Moez Souissi & Mr. Andrew Jewell, 2018. "Empirical Estimation of Fiscal Multipliers in MENA Oil-Exporting Countries with an Application to Algeria," IMF Working Papers 2018/124, International Monetary Fund.
    4. Sylvain Leduc & Daniel J. Wilson, 2012. "Should transportation spending be included in a stimulus program? a review of the literature," Working Paper Series 2012-15, Federal Reserve Bank of San Francisco.
    5. Demirel, Ufuk Devrim, 2021. "The short-term effects of tax changes: The role of state dependence," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 918-934.
    6. Paweł Baranowski & Piotr Krajewski & Michał Mackiewicz & Agata Szymańska, 2016. "The Effectiveness of Fiscal Policy Over the Business Cycle: A CEE Perspective," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 52(8), pages 1910-1921, August.
    7. Topal, Pinar, 2015. "Fiscal stimulus and labor market flexibility," SAFE Working Paper Series 90, Leibniz Institute for Financial Research SAFE.
    8. Goldberg, Andrew & Romalis, John, 2015. "Public Debt and Growth in U.S. States," Working Papers 2015-10, University of Sydney, School of Economics.

  5. Steven Fazzari & James Morley & Irina Panovska, 2013. "State-Dependent Effects of Fiscal Policy," Discussion Papers 2012-27B, School of Economics, The University of New South Wales.

    Cited by:

    1. Christian R. Proaño & Christian Schoder & Willi Semmler, 2013. "Financial Stress, Sovereign Debt and Economic Activity in Industrialized Countries: Evidence from Nonlinear Dynamic Panels," Working Papers 1304, New School for Social Research, Department of Economics.
    2. Rossi, Barbara & Inoue, Atsushi & Anderson, Emily, 2013. "Heterogeneous Consumers and Fiscal Policy Shocks," CEPR Discussion Papers 9631, C.E.P.R. Discussion Papers.
    3. Truger, Achim, 2013. "Austerity in the Euro area: The sad state of economic policy in Germany and the EU," IPE Working Papers 22/2013, Berlin School of Economics and Law, Institute for International Political Economy (IPE).
    4. Riera-Crichton, Daniel & Vegh, Carlos A. & Vuletin, Guillermo, 2015. "Procyclical and countercyclical fiscal multipliers: Evidence from OECD countries," Journal of International Money and Finance, Elsevier, vol. 52(C), pages 15-31.
    5. Gustav A. Horn & Sebastian Gechert & Katja Rietzler & Kai D. Schmid, 2014. "Streitfall Fiskalpolitik," IMK Report 92-2014, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
    6. Proaño, Christian R. & Schoder, Christian & Semmler, Willi, 2014. "Financial stress, sovereign debt and economic activity in industrialized countries: Evidence from dynamic threshold regressions," Journal of International Money and Finance, Elsevier, vol. 45(C), pages 17-37.
    7. Sarah Godar & Christoph Paetz & Achim Truger, 2015. "The scope for progressive tax reform in the OECD countries: A macroeconomic perspective with a case study for Germany," IMK Working Paper 150-2015, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
    8. IMK Düsseldorf & OFCE Paris & WIFO Wien, 2013. "Crisis continues to smoulder," IMK Report 80e-2013, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
    9. Maria Elkhdari & Moez Souissi & Mr. Andrew Jewell, 2018. "Empirical Estimation of Fiscal Multipliers in MENA Oil-Exporting Countries with an Application to Algeria," IMF Working Papers 2018/124, International Monetary Fund.
    10. Sebastian Gechert & Rafael Mentges, 2013. "What Drives Fiscal Multipliers? The Role of Private Wealth and Debt," IMK Working Paper 124-2013, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
    11. Demirel, Ufuk Devrim, 2021. "The short-term effects of tax changes: The role of state dependence," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 918-934.
    12. IMK Düsseldorf & OFCE Paris & WIFO Wien, 2013. "Die Krise schwelt weiter," IMK Report 80-2013, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
    13. Paweł Baranowski & Piotr Krajewski & Michał Mackiewicz & Agata Szymańska, 2016. "The Effectiveness of Fiscal Policy Over the Business Cycle: A CEE Perspective," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 52(8), pages 1910-1921, August.
    14. Sylvérie Herbert, 2014. "Econometric analysis of regime switches and of fiscal multipliers," Documents de Travail de l'OFCE 2014-01, Observatoire Francais des Conjonctures Economiques (OFCE).
    15. Topal, Pinar, 2015. "Fiscal stimulus and labor market flexibility," SAFE Working Paper Series 90, Leibniz Institute for Financial Research SAFE.
    16. Goldberg, Andrew & Romalis, John, 2015. "Public Debt and Growth in U.S. States," Working Papers 2015-10, University of Sydney, School of Economics.
    17. Sebastian Gechert & Ansgar Rannenberg, 2014. "Are Fiscal Multipliers Regime-Dependent? A Meta Regression Analysis," IMK Working Paper 139-2014, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
    18. Riera-Crichton, Daniel & Vegh, Carlos A. & Vuletin, Guillermo, 2014. "Fiscal multipliers in recessions and expansions : does it matter whether government spending is increasing or decreasing ?," Policy Research Working Paper Series 6993, The World Bank.
    19. Gustav A. Horn & Sebastian Gechert & Alexander Herzog-Stein & Katja Rietzler & Silke Tober & Sabine Stephan & Andrew Watt, 2013. "Inmitten der Krise des Euroraums - Herausforderungen für die Wirtschaftspolitik 2013," IMK Report 79-2013, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
    20. Achim Truger, 2014. "Austerity, cyclical adjustment and the remaining leeway for expansionary fiscal policies in the Euro area," IMK Working Paper 140-2014, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.

  6. James Morley & Irina B. Panovska & Tara M. Sinclair, 2013. "Testing Stationarity for Unobserved Components Models," Discussion Papers 2012-41A, School of Economics, The University of New South Wales.

    Cited by:

    1. Michael D. Bradley & Dennis W. Jansen & Tara M. Sinclair, 2013. "How Well Does "Core" Inflation Capture Permanent Price Changes?," CAMA Working Papers 2013-26, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    2. Enders, Walter & Li, Jing, 2015. "Trend-cycle decomposition allowing for multiple smooth structural changes in the trend of US real GDP," Journal of Macroeconomics, Elsevier, vol. 44(C), pages 71-81.

Articles

  1. Dey, Asim K. & Hoque, G.M. Toufiqul & Das, Kumer P. & Panovska, Irina, 2022. "Impacts of COVID-19 local spread and Google search trend on the US stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 589(C).

    Cited by:

    1. Costola, Michele & Hinz, Oliver & Nofer, Michael & Pelizzon, Loriana, 2023. "Machine learning sentiment analysis, COVID-19 news and stock market reactions," Research in International Business and Finance, Elsevier, vol. 64(C).
    2. Beatrice Franzolini & Alexandros Beskos & Maria De Iorio & Warrick Poklewski Koziell & Karolina Grzeszkiewicz, 2022. "Change point detection in dynamic Gaussian graphical models: the impact of COVID-19 pandemic on the US stock market," Papers 2208.00952, arXiv.org, revised May 2023.

  2. Panovska, Irina & Ramamurthy, Srikanth, 2022. "Decomposing the output gap with inflation learning," Journal of Economic Dynamics and Control, Elsevier, vol. 136(C).

    Cited by:

    1. James McNeil & Gregor W. Smith, 2023. "The All‐Gap Phillips Curve," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(2), pages 269-282, April.

  3. Fazzari Steven M. & Morley James & Panovska Irina, 2021. "When is discretionary fiscal policy effective?," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 25(4), pages 229-254, September.

    Cited by:

    1. Yifei Lyu & Eul Noh, 2022. "Cyclical variation in US government spending multipliers," Economic Inquiry, Western Economic Association International, vol. 60(2), pages 831-846, April.
    2. Wifag Adnan & Kerim Peren Arin & Aysegul Corakci & Nicola Spagnolo, 2022. "On the heterogeneous effects of tax policy on labor market outcomes," Southern Economic Journal, John Wiley & Sons, vol. 88(3), pages 991-1036, January.
    3. Haug, Alfred A. & Sznajderska, Anna, 2024. "Government spending multipliers: Is there a difference between government consumption and investment purchases?," Journal of Macroeconomics, Elsevier, vol. 79(C).
    4. Alfred A. Haug & India Power, 2022. "Government Spending Multipliers in Times of Tight and Loose Monetary Policy in New Zealand," The Economic Record, The Economic Society of Australia, vol. 98(322), pages 249-270, September.

  4. Aslim, Erkmen Giray & Panovska, Irina & Taş, M. Anıl, 2021. "Macroeconomic effects of maternity leave legislation in emerging economies," Economic Modelling, Elsevier, vol. 100(C).

    Cited by:

    1. Erkmen G. Aslim & Wei Fu & Chia-Lun Liu & Erdal Tekin, 2022. "Vaccination Policy, Delayed Care, and Health Expenditures," NBER Working Papers 30139, National Bureau of Economic Research, Inc.
    2. Vu, Khoa & Glewwe, Paul, 2022. "Maternity benefits mandate and women’s choice of work in Vietnam," World Development, Elsevier, vol. 158(C).
    3. Elena Del Rey & Maria Racionero & Jose I. Silva, 2023. "Employer vs Government Parental Leave: Labour Market Effects," ANU Working Papers in Economics and Econometrics 2023-692, Australian National University, College of Business and Economics, School of Economics.
    4. Amin,Mohammad & Islam,Asif Mohammed, 2022. "The Impact of Paid Maternity Leave on Women’s Employment : Evidence Using Firm-LevelSurvey Data from Developing Countries," Policy Research Working Paper Series 10188, The World Bank.
    5. Regmi, Krishna & Wang, Le, 2022. "Maternity Leave," GLO Discussion Paper Series 1184, Global Labor Organization (GLO).

  5. Donayre, Luiggi & Panovska, Irina, 2021. "Recession-specific recoveries: L’s, U’s and everything in between," Economics Letters, Elsevier, vol. 209(C).

    Cited by:

    1. Barišić, Patrik & Kovač, Tibor & Arčabić, Vladimir, 2023. "More than just supply and demand: Macroeconomic shock decomposition in Croatia during and after the transition period," Structural Change and Economic Dynamics, Elsevier, vol. 67(C), pages 420-438.
    2. Donayre, Luiggi, 2022. "On the behavior of Okun's law across business cycles," Economic Modelling, Elsevier, vol. 112(C).
    3. Tihana Skrinjaric & Maja Bukovsak, 2022. "Improving The Calibration Of Countercyclical Capital Buffer: New Indicators Of Credit Gap In Croatia," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, vol. 31(2), pages 541-568, december.

  6. Elroukh, Ahmed W. & Nikolsko-Rzhevskyy, Alex & Panovska, Irina, 2020. "A look at jobless recoveries in G7 countries," Journal of Macroeconomics, Elsevier, vol. 64(C).

    Cited by:

    1. Panovska, Irina & Ramamurthy, Srikanth, 2022. "Decomposing the output gap with inflation learning," Journal of Economic Dynamics and Control, Elsevier, vol. 136(C).
    2. Bod’a, Martin & Považanová, Mariana, 2021. "Output-unemployment asymmetry in Okun coefficients for OECD countries," Economic Analysis and Policy, Elsevier, vol. 69(C), pages 307-323.
    3. Paker, Meredith M., 2023. "The jobless recovery after the 1980–1981 British recession," Explorations in Economic History, Elsevier, vol. 90(C).
    4. Mindaugas Butkus & Laura Dargenytė-Kacilevičienė & Kristina Matuzevičiūtė & Dovilė Ruplienė & Janina Šeputienė, 2024. "When and for Whom Does Growth Becomes Jobless?," Economies, MDPI, vol. 12(1), pages 1-20, January.
    5. Martin Boďa & Mariana Považanová, 2023. "How credible are Okun coefficients? The gap version of Okun’s law for G7 economies," Economic Change and Restructuring, Springer, vol. 56(3), pages 1467-1514, June.

  7. Thomas H. McInish & Olena Nikolsko‐Rzhevska & Alex Nikolsko‐Rzhevskyy & Irina Panovska, 2020. "Fast and slow cancellations and trader behavior," Financial Management, Financial Management Association International, vol. 49(4), pages 973-996, December.

    Cited by:

    1. Chiu, Junmao & Chen, Chin-Ho, 2023. "Limit order revisions across investor sophistication," Journal of Empirical Finance, Elsevier, vol. 70(C), pages 74-90.
    2. Justin Cox & Bonnie Van Ness & Robert Van Ness, 2022. "The dark side of IPOs: Examining where and who trades in the IPO secondary market," Financial Management, Financial Management Association International, vol. 51(4), pages 1091-1126, December.

  8. Morley, James & Panovska, Irina B., 2020. "Is Business Cycle Asymmetry Intrinsic In Industrialized Economies?," Macroeconomic Dynamics, Cambridge University Press, vol. 24(6), pages 1403-1436, September.
    See citations under working paper version above.
  9. Donayre, Luiggi & Panovska, Irina, 2018. "U.S. wage growth and nonlinearities: The roles of inflation and unemployment," Economic Modelling, Elsevier, vol. 68(C), pages 273-292.

    Cited by:

    1. Aslim, Erkmen Giray & Panovska, Irina & Taş, M. Anıl, 2021. "Macroeconomic effects of maternity leave legislation in emerging economies," Economic Modelling, Elsevier, vol. 100(C).
    2. Richard Senner & Didier Sornette, 2019. "The Holy Grail of Crypto Currencies: Ready to Replace Fiat Money?," Journal of Economic Issues, Taylor & Francis Journals, vol. 53(4), pages 966-1000, October.
    3. Arturo Lamadrid-Contreras & N.R. Ramírez-Rondán, 2018. "Panel Models with Two Threshold Variables: The Case of Financial Constraints," Working Papers 128, Peruvian Economic Association.
    4. Donayre, Luiggi, 2022. "On the behavior of Okun's law across business cycles," Economic Modelling, Elsevier, vol. 112(C).

  10. Panovska, Irina B., 2017. "What Explains The Recent Jobless Recoveries?," Macroeconomic Dynamics, Cambridge University Press, vol. 21(3), pages 708-732, April.

    Cited by:

    1. Aslim, Erkmen Giray & Panovska, Irina & Taş, M. Anıl, 2021. "Macroeconomic effects of maternity leave legislation in emerging economies," Economic Modelling, Elsevier, vol. 100(C).
    2. James DeNicco & Christopher A. Laincz, 2018. "Jobless Recovery: A Time Series Look at the United States," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 46(1), pages 3-25, March.
    3. Christian Hutter & Francesco Carbonero & Sabine Klinger & Carsten Trenkler & Enzo Weber, 2022. "Which factors were behind Germany's labour market upswing? A data‐driven approach," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(5), pages 1052-1076, October.
    4. Ertürk, Korkut Alp & Mendieta-Muñoz, Ivan, 2018. "The changing dynamics of short-run output adjustment," MPRA Paper 87409, University Library of Munich, Germany.
    5. Panovska, Irina & Ramamurthy, Srikanth, 2022. "Decomposing the output gap with inflation learning," Journal of Economic Dynamics and Control, Elsevier, vol. 136(C).
    6. Pusateri, Nic, 2023. "Human capital heterogeneity of the unemployed and jobless recoveries," Journal of Macroeconomics, Elsevier, vol. 76(C).
    7. Donayre, Luiggi, 2022. "On the behavior of Okun's law across business cycles," Economic Modelling, Elsevier, vol. 112(C).
    8. Amy Y. Guisinger & Laura E. Jackson & Michael T. Owyang, 2022. "Age and Gender Differentials in Unemployment and Hysteresis," Working Papers 2022-015, Federal Reserve Bank of St. Louis.
    9. Alexandre Ounnas, 2020. "Job Polarization and the Labor Market: A Worker Flow Analysis," LIDAM Discussion Papers IRES 2020010, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    10. Donayre, Luiggi & Panovska, Irina, 2018. "U.S. wage growth and nonlinearities: The roles of inflation and unemployment," Economic Modelling, Elsevier, vol. 68(C), pages 273-292.
    11. Elroukh, Ahmed W. & Nikolsko-Rzhevskyy, Alex & Panovska, Irina, 2020. "A look at jobless recoveries in G7 countries," Journal of Macroeconomics, Elsevier, vol. 64(C).

  11. Morley, James & Panovska, Irina B. & Sinclair, Tara M., 2017. "Testing Stationarity With Unobserved-Components Models," Macroeconomic Dynamics, Cambridge University Press, vol. 21(1), pages 160-182, January.

    Cited by:

    1. Jmaes McNeil, 2020. "Monetary policy and the term structure of Inflation expectations with information frictions," Working Papers daleconwp2020-07, Dalhousie University, Department of Economics.
    2. Tommaso Proietti, 2019. "Predictability, Real Time Estimation, and the Formulation of Unobserved Components Models," CEIS Research Paper 455, Tor Vergata University, CEIS, revised 22 Mar 2019.

  12. Donayre, Luiggi & Panovska, Irina, 2016. "Nonlinearities in the U.S. wage Phillips curve," Journal of Macroeconomics, Elsevier, vol. 48(C), pages 19-43.

    Cited by:

    1. Daniel Sebastião Abreu & Artur Silva Lopes, 2021. "How to disappear completely: nonlinearity and endogeneity in the New Keynesian Wage Phillips Curve," Applied Economics Letters, Taylor & Francis Journals, vol. 28(9), pages 774-778, May.
    2. Annalisa Cristini & Piero Ferri, 2021. "Nonlinear models of the Phillips curve," Journal of Evolutionary Economics, Springer, vol. 31(4), pages 1129-1155, September.
    3. Ferri, Piero & Cristini, Annalisa & Tramontana, Fabio, 2023. "Meta-models of the Phillips curve and income distribution," Journal of Economic Behavior & Organization, Elsevier, vol. 213(C), pages 215-232.
    4. Renaud St-Cyr, 2018. "Non-linéarité de la courbe de Phillips : un survol de la littérature," Staff Analytical Notes 2018-3, Bank of Canada.
    5. Simone Auer, 2018. "Labour market conditions and wage inflation in CEE economies," Questioni di Economia e Finanza (Occasional Papers) 460, Bank of Italy, Economic Research and International Relations Area.
    6. Behera, Harendra & Wahi, Garima & Kapur, Muneesh, 2018. "Phillips curve relationship in an emerging economy: Evidence from India," Economic Analysis and Policy, Elsevier, vol. 59(C), pages 116-126.
    7. De Schryder, Selien & Peersman, Gert & Wauters, Joris, 2020. "Wage indexation and the monetary policy regime," Journal of Macroeconomics, Elsevier, vol. 63(C).
    8. Donayre, Luiggi, 2022. "On the behavior of Okun's law across business cycles," Economic Modelling, Elsevier, vol. 112(C).
    9. Nathan R. Babb & Alan K. Detmeister, 2017. "Nonlinearities in the Phillips Curve for the United States : Evidence Using Metropolitan Data," Finance and Economics Discussion Series 2017-070, Board of Governors of the Federal Reserve System (U.S.).
    10. Amy Y. Guisinger & Laura E. Jackson & Michael T. Owyang, 2022. "Age and Gender Differentials in Unemployment and Hysteresis," Working Papers 2022-015, Federal Reserve Bank of St. Louis.
    11. Richard Ashley & Randal J. Verbrugge, 2019. "The Intermittent Phillips Curve: Finding a Stable (But Persistence-Dependent) Phillips Curve Model Specification," Working Papers 19-09R2, Federal Reserve Bank of Cleveland, revised 14 Feb 2023.
    12. Audzei, Volha & Slobodyan, Sergey, 2022. "Sparse restricted perceptions equilibrium," Journal of Economic Dynamics and Control, Elsevier, vol. 139(C).
    13. Byrne, David & Zekaite, Zivile, 2020. "Non-linearity in the wage Phillips curve: Euro area analysis," Economics Letters, Elsevier, vol. 186(C).
    14. Amal Ben Abdallah & Sourour Guidara & Rima Aloulou & Maha Kalai & Kamel Helali, 2024. "Investigating the relationship between inflation and economic growth in Mauritania: an empirical analysis using the regime change model," SN Business & Economics, Springer, vol. 4(1), pages 1-25, January.
    15. Donayre, Luiggi & Panovska, Irina, 2018. "U.S. wage growth and nonlinearities: The roles of inflation and unemployment," Economic Modelling, Elsevier, vol. 68(C), pages 273-292.
    16. Mr. Yasser Abdih & Mr. Stephan Danninger, 2018. "Understanding U.S. Wage Dynamics," IMF Working Papers 2018/138, International Monetary Fund.

  13. Donayre, Luiggi & Panovska, Irina, 2016. "State-dependent exchange rate pass-through behavior," Journal of International Money and Finance, Elsevier, vol. 64(C), pages 170-195.

    Cited by:

    1. Ha,Jongrim & Stocker,Marc & Yilmazkuday,Hakan, 2019. "Inflation and Exchange Rate Pass-Through," Policy Research Working Paper Series 8780, The World Bank.
    2. Nasir, Muhammad Ali & Huynh, Toan Luu Duc, 2024. "Nexus between inflation and inflation expectations at the zero lower bound: A tiger by the tail," Economic Modelling, Elsevier, vol. 131(C).
    3. Renzo Alvarez & Amin Shoja & Syed Uddin & Hakan Yilmazkuday, 2018. "Daily Exchange Rate Pass-through into Micro Prices," Working Papers 1803, Florida International University, Department of Economics.
    4. Lian An & Mark A. Wynne & Ren Zhang, 2020. "Shock-Dependent Exchange Rate Pass-Through: Evidence Based on a Narrative Sign Approach," Globalization Institute Working Papers 379, Federal Reserve Bank of Dallas.
    5. Hernán Rincón-Castro & Norberto Rodríguez-Niño, 2016. "Nonlinear Pass-Through of Exchange Rate Shocks on Inflation: A Bayesian Smooth Transition VAR Approach," Borradores de Economia 14299, Banco de la Republica.
    6. YOSHIDA Yushi & Weiyang ZHAI & SASAKI Yuri & Siyu ZHANG, 2022. "Exchange Rate Pass-through Under the Unconventional Monetary Policy Regime," Discussion papers 22020, Research Institute of Economy, Trade and Industry (RIETI).
    7. Goodwin, Barry K. & Holt, Matthew T. & Prestemon, Jeffrey P., 2019. "Nonlinear exchange rate pass-through in timber products: The case of oriented strand board in Canada and the United States," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
    8. Fabrizio Almeida Marodin & Marcelo Savino Portugal, 2019. "Exchange Rate Pass-Through in Brazil: À Markov Switching DSGE Estimation for the Inflation Targeting Period," Russian Journal of Money and Finance, Bank of Russia, vol. 78(1), pages 36-66, March.
    9. Cuitiño, María Fernanda & Medina, Juan Pablo & Zacheo, Laura, 2022. "Conditional exchange rate pass-through and monetary policy credibility: Insights from Uruguay and Chile," Economic Modelling, Elsevier, vol. 114(C).
    10. Rodriguez, Gabriel & Castillo B., Paul & Calero, Roberto & Salcedo Cisneros, Rodrigo & Ataurima Arellano, Miguel, 2024. "Evolution of the exchange rate pass-through into prices in Peru: An empirical application using TVP-VAR-SV models," Journal of International Money and Finance, Elsevier, vol. 142(C).
    11. An, Lian & Wynne, Mark A. & Zhang, Ren, 2021. "Shock-dependent exchange rate pass-through: Evidence based on a narrative sign approach for Japan," Journal of International Money and Finance, Elsevier, vol. 118(C).
    12. Blagov, Boris, 2018. "Exchange rate uncertainty and import prices in the euro area," Ruhr Economic Papers 789, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    13. Theodore Mariolis & Nikolaos Rodousakis & Apostolis Katsinos, 2019. "Wage versus currency devaluation, price pass-through and income distribution: a comparative input–output analysis of the Greek and Italian economies," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 8(1), pages 1-23, December.
    14. Durmus Cagri Yildirim & Tugba Turan, 2023. "Revisiting of Interest Rate Channel: Nonlinear transmission of Monetary Policy Shocks to the Turkish Economy," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 12(1), pages 199-223.
    15. M. Tiunova G. & М. Тиунова Г., 2018. "Моделирование Эффекта Переноса Валютного Курса На Цены В России // Modeling The Transfer Effect Of Exchange Rate On Prices In Russia," Финансы: теория и практика/Finance: Theory and Practice // Finance: Theory and Practice, ФГОБУВО Финансовый университет при Правительстве Российской Федерации // Financial University under The Government of Russian Federation, vol. 22(3), pages 136-154.
    16. Baharumshah, Ahmad Zubaidi & Sirag, Abdalla & Soon, Siew-Voon, 2017. "Asymmetric exchange rate pass-through in an emerging market economy: The case of Mexico," Research in International Business and Finance, Elsevier, vol. 41(C), pages 247-259.
    17. Hernán Rincón-Castro & Norberto Rodríguez-Niño, 2018. "Nonlinear state and shock dependence of exchange rate pass through on prices," BIS Working Papers 690, Bank for International Settlements.
    18. Ben Cheikh, Nidhaleddine & Ben Zaied, Younes & Ben Ameur, Hachmi, 2023. "Recent developments in exchange rate pass-through: What have we learned from uncertain times?," Journal of International Money and Finance, Elsevier, vol. 131(C).
    19. Nidhaleddine Ben Cheikh & Younes Ben Zaied & Pascal Nguyen, 2018. "Nonlinear Exchange Rate Transmission in the Euro Area: A Multivariate Smooth Transition Regression Approach," Economics Bulletin, AccessEcon, vol. 38(3), pages 1590-1602.
    20. Rhee, Hyuk-Jae & Song, Jeongseok, 2018. "Exchange Rate Pass-through, Nominal Wage Rigidities, and Monetary Policy in a Small Open Economy," East Asian Economic Review, Korea Institute for International Economic Policy, vol. 22(3), pages 337-370, September.
    21. Omer Fazil Emek & Faruk Dusunceli & Omer Doru, 2021. "Investigation of the Exchange Rate Pass-through Effect on Domestic Producer and Consumer Prices in Turkey," Istanbul Journal of Economics-Istanbul Iktisat Dergisi, Istanbul University, Faculty of Economics, vol. 71(1), pages 163-190, June.
    22. Hernán Rincón-Castro & Pedro Rubiano-López & Lisseth Yaya-Garzón & Héctor M. Zárate-Solano, 2021. "Traspaso de la tasa de cambio a la inflación básica en Colombia: un análisis de parámetros cambiantes en el tiempo," Borradores de Economia 1177, Banco de la Republica de Colombia.
    23. Cerqueira, Luiz Fernando & Feijó, Carmem Aparecida & Gonçalves, Thallis Macedo de Assis, 2023. "Pass-through of exchange rate shocks in Brazil as a small open economy," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), April.

  14. Fazzari Steven M. & Morley James & Panovska Irina, 2015. "State-dependent effects of fiscal policy," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 19(3), pages 285-315, June.
    See citations under working paper version above.
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