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Jacques Raynauld

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. Jacques Raynauld, 2005. "New Evidence on the Determinants of Absenteeism Using Linked Employer-Employee Data," Cahiers de recherche 05-06, HEC Montréal, Institut d'économie appliquée.

    Cited by:

    1. Pouliakas, Konstantinos & Theodoropoulos, Nikolaos, 2009. "Performance Pay as an Incentive for Lower Absence Rates in Britain," MPRA Paper 18238, University Library of Munich, Germany.

  2. Belanger, D. & Gutierrez, S. & Racette, D. & Raynauld, J., 1990. "The Impact Of Exchange Rate Variability On Trade Flows: Further Results On Sectoral U.S. Imports From Canada," Papers 90-08, ECOLE DES HAUTES ETUDES COMMERCIALES (H.E.C.), MONTREAL-.

    Cited by:

    1. Naseem, N.A.M & Tan, Hui-Boon & Hamizah, M.S, 2008. "Exchange Rate Misalignment, Volatility and Import Flows in Malaysia," MPRA Paper 41571, University Library of Munich, Germany.
    2. David Greenaway & Richard Kneller & Xufei Zhang, 2008. "Exchange Rate Uncertainty and Export Decisions in the UK," Discussion Papers 08/42, University of Nottingham, GEP.
    3. Rümeysa ÇELİK, 2018. "The Effect of Exchange Rate Volatility on Export: The Case of Turkey (1995-2017)," Istanbul Journal of Economics-Istanbul Iktisat Dergisi, Istanbul University, Faculty of Economics, vol. 68(1), pages 181-180, June.
    4. Sergio Nardis, 2004. "Currency unions and trade: The special case of EMU," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 140(3), pages 625-649, September.
    5. Naseeem, N.A.M & Tan, Hui & Mohd, Siti, 2010. "Exchange Rate Regime, Exchange Rate Variability and Flows of Malaysia’s Foreign Trade," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, vol. 44, pages 35-49.
    6. Michael R. Pakko & Howard J. Wall, 2001. "Reconsidering the trade-creating effects of a currency union," Review, Federal Reserve Bank of St. Louis, vol. 83(May), pages 37-46.
    7. OWURU, Joel & FARAYIBI, Adesoji, 2016. "Exchange Rate Trends and Export Performance in Nigeria: A Descriptive Approach," MPRA Paper 74158, University Library of Munich, Germany.
    8. Mohsen Bahmani‐Oskooee & Yongqing Wang, 2008. "Impact Of Exchange Rate Uncertainty On Commodity Trade Between The Us And Australia," Australian Economic Papers, Wiley Blackwell, vol. 47(3), pages 235-258, September.
    9. Rivera-Solis, Luis Eduardo, 2007. "The Impact of the Adoption of the Euro: Evidence From Portugal," MPRA Paper 59624, University Library of Munich, Germany.
    10. Junqian Xu, 2017. "The Role of China in the UK Relative Imports from Three Selected Trading Regions: The Case of Textile Raw Material Industry," IJERPH, MDPI, vol. 14(12), pages 1-14, November.
    11. Byrne, Joseph P. & Darby, Julia & MacDonald, Ronald, 2008. "US trade and exchange rate volatility: A real sectoral bilateral analysis," Journal of Macroeconomics, Elsevier, vol. 30(1), pages 238-259, March.
    12. E. M. Ekanayake & John R. Ledgerwood & Sabrina D’Souza, 2010. "The Real Exchange Rate Volatility And U.S. Exports: An Empirical Investigation," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 4(1), pages 23-35.
    13. Billen, Dieter & Garcia, Maria Melody & Khasanova, Nelli, 2005. "Is the effect of exchange rate volatility on trade more pronounced in Latin America than in Asia?," Kiel Advanced Studies Working Papers 434, Kiel Institute for the World Economy (IfW Kiel).
    14. Bahmani-Oskooee, Mohsen & Bolhassani, Marzieh & Hegerty, Scott W., 2011. "Industry trade between Canada and Mexico: Will a weakening peso help Mexican manufacturing in the long run?," The North American Journal of Economics and Finance, Elsevier, vol. 22(2), pages 89-101, August.
    15. Jaramillo-Villanueva, Jose Luis & Sarker, Rakhal, 2009. "Exchange Rate Sensitivity of Fresh Tomatoes Imports from Mexico to the United States," 2009 Conference, August 16-22, 2009, Beijing, China 51459, International Association of Agricultural Economists.
    16. Xu, Jia & Bahmani-Oskooee, Mohsen & Karamelikli, Huseyin, 2022. "On the asymmetric effects of exchange rate uncertainty on China’s bilateral trade with its major partners," Economic Analysis and Policy, Elsevier, vol. 73(C), pages 653-669.
    17. Mohsen Bahmani‐Oskooee & Marina Kovyryalova, 2008. "Impact of Exchange Rate Uncertainty on Trade Flows: Evidence from Commodity Trade between the United States and the United Kingdom," The World Economy, Wiley Blackwell, vol. 31(8), pages 1097-1128, August.
    18. Arief Bustaman & Kankesu Jayanthakumaran, 2006. "The Impact of Exchange Rate Volatility on Indonesia’s Exports to the USA: An Application of ARDL Bounds Testing Procedure," Working Papers in Economics and Development Studies (WoPEDS) 200610, Department of Economics, Padjadjaran University, revised Dec 2006.
    19. Fischer, Malte, 1997. "Wechselkursunsicherheit und Außenhandel: Eine Analye der theoretischen Literatur," Kiel Working Papers 830, Kiel Institute for the World Economy (IfW Kiel).
    20. Agathe Côté, "undated". "Exchange Rate Volatility and Trade: A Survey," Staff Working Papers 94-5, Bank of Canada.
    21. Sergio Nardis & Claudio Vicarelli, 2003. "Currency unions and trade: The special case of EMU," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 139(4), pages 625-649, December.
    22. Agathe Cote, 1994. "Exchange Rate Volatility and Trade," International Trade 9406001, University Library of Munich, Germany, revised 28 Jun 1994.
    23. Yuan, Yan & Awokuse, Titus O., 2003. "Exchange Rate Volatility And U.S. Poultry Exports: Evidence From Panel Data," 2003 Annual meeting, July 27-30, Montreal, Canada 22083, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).

  3. Daniel Racette & Jacques Raynauld & Christian Sigouin, "undated". "An Up-to-Date and Improved BVAR Model of the Canadian Economy," Staff Working Papers 94-4, Bank of Canada.

    Cited by:

    1. J T Kneeshaw, 1995. "A survey of non-financial sector balance sheets in industialised countries: implications for the monetary policy transmission mechanism," BIS Working Papers 25, Bank for International Settlements.
    2. Wouter J. Den Haan & Steven W. Sumner & Guy M. Yamashiro, 2009. "Bank loan portfolios and the Canadian monetary transmission mechanism," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 42(3), pages 1150-1175, August.
    3. Patricio Jaramillo, 2009. "Estimación de VAR Bayesianos para la Economía Chilena," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, vol. 24(1), pages 101-126, Junio.

Articles

  1. Gregory, Allan W & Head, Allen C & Raynauld, Jacques, 1997. "Measuring World Business Cycles," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 38(3), pages 677-701, August.

    Cited by:

    1. Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2013. "Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model," Tinbergen Institute Discussion Papers 13-142/III, Tinbergen Institute, revised 01 Nov 2014.
    2. Michael Graff, 2005. "Internationale Konjunkturverbunde," KOF Working papers 05-108, KOF Swiss Economic Institute, ETH Zurich.
    3. Robin L. Lumsdaine & Mr. Eswar S Prasad, 1999. "Identifying the Common Component in International Economic Fluctuations: A New Approach," IMF Working Papers 1999/154, International Monetary Fund.
    4. Zsolt Darvas & György Szapáry, 2008. "Business Cycle Synchronization in the Enlarged EU," Open Economies Review, Springer, vol. 19(1), pages 1-19, February.
    5. Chiu, Adrian & Wieladek, Tomasz, 2012. "Did output gap measurement improve over time?," Discussion Papers 36, Monetary Policy Committee Unit, Bank of England.
    6. Antonio Pacifico, 2019. "International Co-movements and Business Cycles Synchronization Across Advanced Economies: A SPBVAR Evidence," International Journal of Statistics and Probability, Canadian Center of Science and Education, vol. 8(4), pages 68-84, July.
    7. Borus Jungbacker & Siem Jan Koopman & Michel van der Wel, 2009. "Smooth Dynamic Factor Analysis with an Application to the U.S. Term Structure of Interest Rates," CREATES Research Papers 2009-39, Department of Economics and Business Economics, Aarhus University.
    8. Fabio Canova & Gianni de Nicoló, 1999. "On the sources of business cycles in the G-7," Economics Working Papers 459, Department of Economics and Business, Universitat Pompeu Fabra, revised Mar 2000.
    9. Jaime Martínez-Martín & Elena Rusticelli, 2020. "Keeping track of global trade in real time," Working Papers 2019, Banco de España.
    10. Anderson, Heather M. & Ramsey, James B., 2002. "U.S. and Canadian industrial production indices as coupled oscillators," Journal of Economic Dynamics and Control, Elsevier, vol. 26(1), pages 33-67, January.
    11. Akbari Dehbaghi, Simin & Arman, Seyed Aziz & Ahangari, Majid, 2020. "The Impact of Domestic and Foreign Monetary Policy on Iran\'s economy: Global Modeling," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 15(2), pages 151-180, April.
    12. Centoni, Marco & Cubadda, Gianluca & Hecq, Alain, 2006. "Measuring the Sources of Cyclical Fluctuations in the G7 Economies," Economics & Statistics Discussion Papers esdp06028, University of Molise, Department of Economics.
    13. Moneta, Fabio & Rüffer, Rasmus, 2006. "Business cycle synchronisation in East Asia," Working Paper Series 671, European Central Bank.
    14. Marc Giannoni & Jean Boivin, 2008. "Global Forces and Monetary Policy Effectiveness," 2008 Meeting Papers 1067, Society for Economic Dynamics.
    15. Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. Van Dijk, 2016. "Interconnections Between Eurozone and us Booms and Busts Using a Bayesian Panel Markov‐Switching VAR Model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(7), pages 1352-1370, November.
    16. Mario J. Crucini & M. Ayhan Kose & Christopher Otrok, 2008. "What Are the Driving Forces of International Business Cycles?," NBER Working Papers 14380, National Bureau of Economic Research, Inc.
    17. Kose, M. Ayhan & Otrok, Christopher M. & Prasad, Eswar S., 2008. "Global business cycles: convergence or decoupling?," Discussion Paper Series 1: Economic Studies 2008,17, Deutsche Bundesbank.
    18. Mr. Thomas Helbling & Mr. Tamim Bayoumi, 2003. "Are they All in the Same Boat? the 2000-2001 Growth Slowdown and the G-7 Business Cycle Linkages," IMF Working Papers 2003/046, International Monetary Fund.
    19. Diebold, Francis X. & Yilmaz, Kamil, 2015. "Financial and Macroeconomic Connectedness: A Network Approach to Measurement and Monitoring," OUP Catalogue, Oxford University Press, number 9780199338306.
    20. Dumas, Bernard & Harvey, Campbell R. & Ruiz, Pierre, 2003. "Are correlations of stock returns justified by subsequent changes in national outputs?," Journal of International Money and Finance, Elsevier, vol. 22(6), pages 777-811, November.
    21. Henriksen, Espen & Kydland, Finn E. & Šustek, Roman, 2013. "Globally correlated nominal fluctuations," Journal of Monetary Economics, Elsevier, vol. 60(6), pages 613-631.
    22. Jushan Bai & Serena Ng, 2000. "Determining the Number of Factors in Approximate Factor Models," Econometric Society World Congress 2000 Contributed Papers 1504, Econometric Society.
    23. Maswana, Jean-Claude, 2010. "Will China’s Recovery Affect Africa’s Prospects for Economic Growth?," Working Papers 19, JICA Research Institute.
    24. Peng Chen & Shu Wu, 2013. "On international stock market co-movements and macroeconomic risks," Applied Economics Letters, Taylor & Francis Journals, vol. 20(10), pages 978-982, July.
    25. Richard Evans & Angus Moore & Daniel M Rees, 2019. "The Cyclical Behaviour of the Labour Force Participation Rate in Australia," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 52(1), pages 94-106, March.
    26. Monfort, Alain & Vitale, Giovanni & Rüffer, Rasmus & Renne, Jean-Paul, 2003. "Is Economic Activity in the G7 Synchronized? Common Shocks versus Spillover Effects," CEPR Discussion Papers 4119, C.E.P.R. Discussion Papers.
    27. Mr. Tamim Bayoumi & Mr. Andrew J Swiston, 2008. "Spillovers Across NAFTA," IMF Working Papers 2008/003, International Monetary Fund.
    28. Grace H.Y. Lee, 2009. "Aggregate Shocks Decomposition For Eight East Asian Countries," Monash Economics Working Papers 17-09, Monash University, Department of Economics.
    29. Chiu Adrian & Wieladek Tomasz, 2013. "Is the “Great Recession” really so different from the past?," The B.E. Journal of Macroeconomics, De Gruyter, vol. 13(1), pages 1037-1084, October.
    30. Voia, Marcel-Cristian & Ferris, J. Stephen, 2013. "Do business cycle peaks predict election calls in Canada?," European Journal of Political Economy, Elsevier, vol. 29(C), pages 102-118.
    31. Michael Graff, 2012. "Internationale Konjunkturverbunde und die Schweiz," KOF Analysen, KOF Swiss Economic Institute, ETH Zurich, vol. 6(2), pages 57-71, June.
    32. Olan T. Henry & Nilss Olekalns & Kalvinder Shields, 2002. "Non-linear Co-Movements in Output Growth: Evidence from the United States and Australia," Department of Economics - Working Papers Series 857, The University of Melbourne.
    33. Centoni, Marco & Cubadda, Gianluca & Hecq, Alain, 2007. "Common shocks, common dynamics, and the international business cycle," Economic Modelling, Elsevier, vol. 24(1), pages 149-166, January.
    34. Máximo Camacho & Gabriel Pérez-Quirós & Lorena Saiz, 2004. "Are european business cycles close enough to be just one?," Working Papers 0408, Banco de España.
    35. Fabio Canova & Jane Marrinan, 1996. "Sources and propagation of international cycles: Common shocks or transmission?," Economics Working Papers 188, Department of Economics and Business, Universitat Pompeu Fabra.
    36. Chadwick, Meltem, 2010. "An Empirical Analysis of Fluctuations in Economic Efficiency in European Countries," MPRA Paper 75304, University Library of Munich, Germany.
    37. Philip Inyeob Ji, 2013. "Do country-specific shocks matter? Evidence from Australia and high income countries," Applied Economics, Taylor & Francis Journals, vol. 45(6), pages 729-739, February.
    38. Vatsa, Puneet, 2021. "Have Business Cycles Become More Synchronous After NAFTA?," American Business Review, Pompea College of Business, University of New Haven, vol. 24(1), pages 54-66, May.
    39. Gabriele Fiorentini & Alessandro Galesi & Enrique Sentana, 2016. "A spectral EM algorithm for dynamic factor models," Working Papers 1619, Banco de España.
    40. Michael Artis & Toshihiro Okubo, 2010. "The UK intranational business cycle," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(1-2), pages 71-93.
    41. Koopman, Siem Jan & van der Wel, Michel, 2013. "Forecasting the US term structure of interest rates using a macroeconomic smooth dynamic factor model," International Journal of Forecasting, Elsevier, vol. 29(4), pages 676-694.
    42. Taylor, Mark & Sarno, Lucio & Mody, Ashoka, 2005. "A Cross-Country Financial Accelerator: Evidence from North America and Europe," CEPR Discussion Papers 5037, C.E.P.R. Discussion Papers.
    43. Simeon Coleman, 2011. "Investigating Business Cycle Synchronization in West Africa," NBS Discussion Papers in Economics 2011/01, Economics, Nottingham Business School, Nottingham Trent University.
    44. Francis X. Diebold & Glenn D. Rudebusch, 2001. "Five questions about business cycles," Economic Review, Federal Reserve Bank of San Francisco, pages 1-15.
    45. Marco Del Negro, 2000. "Asymmetric shocks among U.S. states," FRB Atlanta Working Paper 2000-27, Federal Reserve Bank of Atlanta.
    46. Linda Tesar & Ariel Burstein & Chris Kurz, 2005. "Trade, Production Sharing and the International Transmission of Business Cycles," 2005 Meeting Papers 304, Society for Economic Dynamics.
    47. Chang, Koyin & Kim, Yoonbai & Tomljanovich, Marc & Ying, Yung-Hsiang, 2013. "Do political parties foster business cycles? An examination of developed economies," Journal of Comparative Economics, Elsevier, vol. 41(1), pages 212-226.
    48. Chang-Jin Kim & Chris Murray, 1999. "Permanent and Transitory Nature of Recessions," Working Papers 0041, University of Washington, Department of Economics.
    49. António Rua & Francisco Craveiro Dias, 2008. "Determining the number of factors in approximate factor models with global and group-specific factors," Working Papers w200809, Banco de Portugal, Economics and Research Department.
    50. M. Ayhan Kose & Christopher Otrok & Charles H. Whiteman, 2003. "International Business Cycles: World, Region, and Country-Specific Factors," American Economic Review, American Economic Association, vol. 93(4), pages 1216-1239, September.
    51. Michel Normandin & Bruno Powo Fosso, 2005. "Global versus Country-Specific Shocks and International Business Cycles," Cahiers de recherche 05-07, HEC Montréal, Institut d'économie appliquée.
    52. Tapia, Jose, 2015. "Profits encourage investment, investment dampens profits, government spending does not prime the pump — A DAG investigation of business-cycle dynamics," MPRA Paper 64985, University Library of Munich, Germany, revised Jun 2015.
    53. Marianne Baxter & Michael A. Kouparitsas, 2004. "Determinants of Business Cycle Comovement: A Robust Analysis," NBER Working Papers 10725, National Bureau of Economic Research, Inc.
    54. Guerron-Quintana, Pablo A., 2013. "Common and idiosyncratic disturbances in developed small open economies," Journal of International Economics, Elsevier, vol. 90(1), pages 33-49.
    55. Lyubomir Ivanov, 2005. "Is "The ideal filter" really Ideal: The usage of Frequency Filtering and Spurious Cycles," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, vol. 3(1), pages 79-96.
    56. Gregory, Allan W. & Head, Allen C., 1999. "Common and country-specific fluctuations in productivity, investment, and the current account," Journal of Monetary Economics, Elsevier, vol. 44(3), pages 423-451, December.
    57. Juan Guillermo Bedoya Ospina, 2017. "Ciclos de crédito, liquidez global y regímenes monetarios: una aproximación para América Latina," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE, vol. 78, February.
    58. Stephane Dees & Filippo di Mauro & M. Hashem Pesaran & L. Vanessa Smith, 2006. "Exploring the International Linkages of the Euro Area: a Global VAR Analysis," Computing in Economics and Finance 2006 47, Society for Computational Economics.
    59. Canova, Fabio & Ciccarelli, Matteo & Ortega, Eva, 2007. "Similarities and convergence in G-7 cycles," Journal of Monetary Economics, Elsevier, vol. 54(3), pages 850-878, April.
    60. Sinchan Mitra & Tara M. Sinclair, "undated". "Macroeconomic Fluctuations in Emerging Economies: An Unobserved Components Approach," MRG Discussion Paper Series 3911, School of Economics, University of Queensland, Australia.
    61. Borus Jungbacker & Siem Jan Koopman & Michel van der Wel, 0000. "Dynamic Factor Models with Smooth Loadings for Analyzing the Term Structure of Interest Rates," Tinbergen Institute Discussion Papers 09-041/4, Tinbergen Institute, revised 17 Sep 2010.
    62. Michael D. Bordo & Thomas Helbling, 2003. "Have National Business Cycles Become More Synchronized?," NBER Working Papers 10130, National Bureau of Economic Research, Inc.
    63. Uhrig-Homburg, Marliese, 2013. "Sovereign credit spreads," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4217-4225.
    64. Ferdinand Fichtner, 2003. "Germany and the European Business Cycle - An Analysis of Causal Relations in an International Real Business Cycle Model," IWP Discussion Paper Series 01/2003, Institute for Economic Policy, Cologne, Germany.
    65. Graff Michael, 2006. "Internationale Konjunkturverbunde / International Business Cycles," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 226(4), pages 385-417, August.
    66. Zsolt Darvas & György Szapáry, 2004. "Business Cycle Synchronisation in the Enlarged EU: Comovements in the New and Old Members," MNB Working Papers 2004/1, Magyar Nemzeti Bank (Central Bank of Hungary).
    67. Miankhel, Adil Khan & Kalirajan, Kaliappa & Thangavelu, Shandre, 2010. "Integration, decoupling and the global financial crisis: A global perspective," MPRA Paper 22837, University Library of Munich, Germany.
    68. Bergman, Michael, 2004. "How Similar Are European Business Cycles?," Working Papers 2004:9, Lund University, Department of Economics.
    69. Giovanni Caggiano & Efrem Castelnuovo, 2023. "Global financial uncertainty," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(3), pages 432-449, April.
    70. Ramon A. CASTILLO PONCE & Ramon de Jesus RAMIREZ ACOSTA, 2008. "Economic Integration In North America," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 8(2), pages 111-122.
    71. Manuel Gonzalez-Astudillo, 2018. "An Output Gap Measure for the Euro Area : Exploiting Country-Level and Cross-Sectional Data Heterogeneity," Finance and Economics Discussion Series 2018-040, Board of Governors of the Federal Reserve System (U.S.).
    72. Pedro Cerqueira, 2011. "How Pervasive is the World Business Cycle?," Open Economies Review, Springer, vol. 22(1), pages 119-142, February.
    73. Camacho, Maximo & Perez-Quiros, Gabriel & Pacce, Matías, 2020. "Spillover effects in international business cycles," Working Paper Series 2484, European Central Bank.
    74. Camacho, Maximo & Lopez-Buenache, German, 2023. "Factor models for large and incomplete data sets with unknown group structure," International Journal of Forecasting, Elsevier, vol. 39(3), pages 1205-1220.
    75. Aikaterini Karadimitropoulou & Miguel León-Ledesma, 2013. "World, Country, and Sector Factors in International Business Cycles," University of East Anglia Applied and Financial Economics Working Paper Series 045, School of Economics, University of East Anglia, Norwich, UK..
    76. Gabriele Fiorentini & Enrique Sentana, 2013. "Dynamic Specification Tests for Dynamic Factor Models," Working Papers wp2013_1306, CEMFI.
    77. Sylvain Leduc & Mark M. Spiegel, 2013. "Is Asia Decoupling from the United States (Again)?," Working Paper Series 2013-10, Federal Reserve Bank of San Francisco.
    78. Yongfu Huang, 2011. "Private investment and financial development in a globalized world," Empirical Economics, Springer, vol. 41(1), pages 43-56, August.
    79. Tara Sinclair & Sinchan Mitra, 2008. "Output Fluctuations in the G-7: An Unobserved Components Approach," Working Papers 2008-04, The George Washington University, Institute for International Economic Policy.
    80. Bergman, Michael, 2001. "Finnish and Swedish Business Cycles in a Global Context," Working Papers 2001:20, Lund University, Department of Economics.
    81. Vu, Nam T., 2015. "Stock market volatility and international business cycle dynamics: Evidence from OECD economies," Journal of International Money and Finance, Elsevier, vol. 50(C), pages 1-15.
    82. Klaus Abberger & Michael Graff & Oliver Müller & Jan-Egbert Sturm, 2022. "Composite global indicators from survey data: the Global Economic Barometers," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 158(3), pages 917-945, August.
    83. Mr. Tamim Bayoumi & Mr. Andrew J Swiston, 2007. "Foreign Entanglements: Estimating the Source and Size of Spillovers Across Industrial Countries," IMF Working Papers 2007/182, International Monetary Fund.
    84. Lee, Grace H.Y. & Azali, M., 2012. "Is East Asia an optimum currency area?," Economic Modelling, Elsevier, vol. 29(2), pages 87-95.
    85. Hwang, Sun Ho & Kim, Yun Jung, 2018. "Capital mobility in OECD countries: A multi-level factor approach to saving–investment correlations," Economic Modelling, Elsevier, vol. 69(C), pages 150-159.
    86. Simeon Coleman & Vitor Leone, 2015. "An investigation of regime shifts in UK commercial property returns: a time series analysis," Applied Economics, Taylor & Francis Journals, vol. 47(60), pages 6479-6492, December.
    87. Glenn Otto & Graham Voss & Luke Willard, 2001. "Understanding OECD Output Correlations," RBA Research Discussion Papers rdp2001-05, Reserve Bank of Australia.
    88. Amado Peiró, 2002. "Macroeconomic Synchronization Between G3 Countries," Working Papers. Serie EC 2002-16, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
    89. Robin L. Lumsdaine & Eswar S. Prasad, 1997. "Identifying the Common Component in International Economic Fluctuations," NBER Working Papers 5984, National Bureau of Economic Research, Inc.
    90. Alejandro Justiniano, 2004. "Sources and Propagation Mechanims of Foreign Disturbances in Small Open Economies: A Dynamic Factor Analysis," Econometric Society 2004 Latin American Meetings 148, Econometric Society.
    91. Kwark, Noh-Sun, 1999. "Sources of international business fluctuations: Country-specific shocks or worldwide shocks?," Journal of International Economics, Elsevier, vol. 48(2), pages 367-385, August.
    92. Goto, Eiji, 2023. "International comovement of r∗: A case study of the G7 countries," Journal of Empirical Finance, Elsevier, vol. 74(C).
    93. Yoon & Jae Ho, 2004. "Oil and the G7 business cycle : Friedman's Plucking Markov Switching Approach," Econometric Society 2004 Far Eastern Meetings 773, Econometric Society.
    94. Renee Fry, 2004. "International demand and liquidity shocks in a SVAR model of the Australian economy," Applied Economics, Taylor & Francis Journals, vol. 36(8), pages 849-863.
    95. Kappler Marcus, 2011. "Business Cycle Co-movement and Trade Intensity in the Euro Area: is there a Dynamic Link?," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 231(2), pages 247-265, April.
    96. Felices, Guillermo & Wieladek, Tomasz, 2012. "Are emerging market indicators of vulnerability to financial crises decoupling from global factors?," Journal of Banking & Finance, Elsevier, vol. 36(2), pages 321-331.
    97. U. Bergman, 2008. "Finnish and Swedish business cycles in a global context," International Economics and Economic Policy, Springer, vol. 5(1), pages 49-69, July.
    98. Philip Bodman & Mark Crosby, 2005. "Are business cycles independent in the G7?," International Economic Journal, Taylor & Francis Journals, vol. 19(4), pages 483-499.
    99. Ayhan Kose, M. & Otrok, Christopher & Whiteman, Charles H., 2008. "Understanding the evolution of world business cycles," Journal of International Economics, Elsevier, vol. 75(1), pages 110-130, May.
    100. Maria Socorro Gochoco‐Bautista & Dennis S. Mapa, 2010. "Linkages between Trade and Financial Integration and Output Growth in East Asia," Asian Economic Journal, East Asian Economic Association, vol. 24(1), pages 1-22, March.
    101. António Rua & Francisco Dias, 2020. "A non-hierarchical dynamic factor model for three-way data," Working Papers w202007, Banco de Portugal, Economics and Research Department.
    102. Quint, Dominic, 2014. "How Large Is the Stress from the Common Monetary Policy in the Euro Area?," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100341, Verein für Socialpolitik / German Economic Association.
    103. Shushanik Papanyan, 2010. "The transmission of shocks between Europe, Japan and the United States," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(1-2), pages 54-70.
    104. Yetman, James, 2011. "Exporting recessions: International links and the business cycle," Economics Letters, Elsevier, vol. 110(1), pages 12-14, January.
    105. Canova, Fabio & Marrinan, Jane, 1998. "Sources and propagation of international output cycles: Common shocks or transmission?," Journal of International Economics, Elsevier, vol. 46(1), pages 133-166, October.
    106. Gilhooly, Robert & Weale, Martin & Wieladek, Tomasz, 2012. "Disaggregating the international business cycle," Discussion Papers 37, Monetary Policy Committee Unit, Bank of England.
    107. Darvas, Zsolt & Szapáry, György, 2004. "Konjunktúraciklusok együttmozgása a régi és új EU-tagországokban [Business cycle harmonization in new and old EU member-states]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(5), pages 415-448.
    108. Quint, Dominic, 2014. "Is it really more dispersed? Measuring and comparing the stress from the common monetary policy in the euro area," Discussion Papers 2014/13, Free University Berlin, School of Business & Economics.
    109. Dominic Quint, 2016. "Is it really more dispersed?," International Economics and Economic Policy, Springer, vol. 13(4), pages 593-621, October.
    110. Grace H.Y. Lee & M. Azali, 2009. "A Bayesian Approach to Optimum Currency Areas in East Asia," Monash Economics Working Papers 18-09, Monash University, Department of Economics.
    111. Mr. Francisco d Nadal De Simone, 2002. "Common and Idiosyncratic Components in Real Output: Further International Evidence," IMF Working Papers 2002/229, International Monetary Fund.
    112. Klaus Abberger & Michael Graff & Oliver Müller & Jan-Egbert Sturm, 2020. "Die Globalen Konjunkturbarometer," KOF Analysen, KOF Swiss Economic Institute, ETH Zurich, vol. 14(2), pages 45-61, June.
    113. Romain Houssa & Jolan Mohimont & Chris Otrok, 2013. "Credit Shocks and Macroeconomic Fluctuations in Emerging Markets," CESifo Working Paper Series 4281, CESifo.

  2. Daniel Racette & Jacques Raynauld, 1994. "Canadian Monetary Policy 1989-1993: What Were the Bank of Canada's True Actions in the Determination of Monetary Conditions?," Canadian Public Policy, University of Toronto Press, vol. 20(4), pages 365-384, December.

    Cited by:

    1. Kathlyn Lucia & Stephanie Price & Edwin Wong & Richard Startz, 2008. "The Changing Relation Between the Canadian and U.S. Yield Curves," Working Papers UWEC-2008-05, University of Washington, Department of Economics.
    2. Champagne, Julien & Sekkel, Rodrigo, 2018. "Changes in monetary regimes and the identification of monetary policy shocks: Narrative evidence from Canada," Journal of Monetary Economics, Elsevier, vol. 99(C), pages 72-87.
    3. Guy Debelle, 1996. "The Ends of Three Small Inflations: Australia, New Zealand and Canada," Canadian Public Policy, University of Toronto Press, vol. 22(1), pages 56-78, March.

  3. Racette, Daniel & Raynauld, Jacques, 1994. "BVAR Models with Economic Priors: An Application to the Propagation of U.S. Regional Cycles to Canada," Empirical Economics, Springer, vol. 19(4), pages 675-690.

    Cited by:

    1. Georges Prat & Remzi Uctum, 2014. "Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data," Working Papers 2014-235, Department of Research, Ipag Business School.
    2. Todd Potts & David Yerger, 2010. "Variations Across Canadian Regions in the Sensitivity to U.S. Monetary Policy," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 38(4), pages 443-454, December.
    3. Georges Prat & Remzi Uctum, 2016. "Do markets learn to rationally expect US interest rates? Evidence from survey data," Post-Print hal-01638220, HAL.
    4. Georges Prat & Remzi Uctum, 2014. "Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data," Working Papers hal-04141348, HAL.
    5. Georges Prat & Remzi Uctum, 2016. "Do markets learn to rationally expect US interest rates? Evidence from survey data," Working Papers hal-04141591, HAL.

  4. Raynauld, Jacques & Simonato, Jean-Guy, 1993. "Seasonal BVAR models : A search along some time domain priors," Journal of Econometrics, Elsevier, vol. 55(1-2), pages 203-229.

    Cited by:

    1. Anttonen, Jetro, 2018. "Nowcasting the Unemployment Rate in the EU with Seasonal BVAR and Google Search Data," ETLA Working Papers 62, The Research Institute of the Finnish Economy.
    2. Dan S. Rickman, 2001. "Using Input-Output Information for Bayesian Forecasting of Industry Employment in a Regional Econometric Model," International Regional Science Review, , vol. 24(2), pages 226-244, April.
    3. Damian Stelmasiak & Grzegorz Szafrański, 2016. "Forecasting the Polish Inflation Using Bayesian VAR Models with Seasonality," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 8(1), pages 21-42, March.
    4. Enrique M. Quilis(1), "undated". "Modelos Bvar: Especificación, Estimación E Inferencia," Working Papers 8-02 Classification-JEL :, Instituto de Estudios Fiscales.

  5. Belanger, Denis & Gutierrez, Sylvia & Racette, Daniel & Raynauld, Jacques, 1992. "The impact of exchange rate variability on trade flows: Further results on sectoral U.S. imports from Canada," The North American Journal of Economics and Finance, Elsevier, vol. 3(1), pages 61-82.
    See citations under working paper version above.
  6. Daniel Racette & Jacques Raynauld, 1992. "Canadian Monetary Policy: Will the Checklist Approach Ever Get Us to Price Stability?," Canadian Journal of Economics, Canadian Economics Association, vol. 25(4), pages 819-838, November.

    Cited by:

    1. Capistran, Carlos & Chiquiar, Daniel & Hernandez, Juan R., 2017. "Identifying Dornbusch's Exchange Rate Overshooting with Structural VECs: Evidence from Mexico," MPRA Paper 100745, University Library of Munich, Germany.
    2. Champagne, Julien & Sekkel, Rodrigo, 2018. "Changes in monetary regimes and the identification of monetary policy shocks: Narrative evidence from Canada," Journal of Monetary Economics, Elsevier, vol. 99(C), pages 72-87.
    3. Zha, Tao, 1999. "Block recursion and structural vector autoregressions," Journal of Econometrics, Elsevier, vol. 90(2), pages 291-316, June.
    4. David O. Cushman & Tao Zha, 1995. "Identifying monetary policy in a small open economy under flexible exchange rates," FRB Atlanta Working Paper 95-7, Federal Reserve Bank of Atlanta.
    5. Tao Zha, 1996. "Identification, vector autoregression, and block recursion," FRB Atlanta Working Paper 96-8, Federal Reserve Bank of Atlanta.
    6. Wouter J. Den Haan & Steven W. Sumner & Guy M. Yamashiro, 2009. "Bank loan portfolios and the Canadian monetary transmission mechanism," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 42(3), pages 1150-1175, August.
    7. Ronald H. Lange, 2013. "Monetary policy reactions and the exchange rate: a regime-switching structural VAR for Canada," International Review of Applied Economics, Taylor & Francis Journals, vol. 27(5), pages 612-632, September.
    8. Apergis, Nicholas, 1998. "Inflation and Uncertainty: Does the EMS Participation Play Any Role?," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 13, pages 586-605.
    9. Ronald Lange, 2008. "A decomposition of the predictive content of the term structure for output growth in Canada," Applied Economics, Taylor & Francis Journals, vol. 40(12), pages 1537-1545.
    10. Nicholson, William B. & Matteson, David S. & Bien, Jacob, 2017. "VARX-L: Structured regularization for large vector autoregressions with exogenous variables," International Journal of Forecasting, Elsevier, vol. 33(3), pages 627-651.

  7. Jacques Raynauld, 1988. "Canadian Regional Cycles: The Quebec-Ontario Case Revisited," Canadian Journal of Economics, Canadian Economics Association, vol. 21(1), pages 115-128, February.

    Cited by:

    1. Todd Potts & David Yerger, 2010. "Variations Across Canadian Regions in the Sensitivity to U.S. Monetary Policy," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 38(4), pages 443-454, December.
    2. Balli, Faruk & Basher, Syed Abul & Jean Louis, Rosmy, 2011. "Channels of risk-sharing among Canadian provinces: 1961--2006," MPRA Paper 30876, University Library of Munich, Germany.
    3. Jeff B. Cromwell & Michael J. Hannan, 1993. "The Utility of Impulse Response Functions in Regional Analysis: Some Critical Issues," International Regional Science Review, , vol. 15(2), pages 199-222, August.
    4. Racette, Daniel & Raynauld, Jacques & Lauzon, Simon, 1992. "La règle monétaire de McCallum revue à la lumière de la méthodologie de Litterman," L'Actualité Economique, Société Canadienne de Science Economique, vol. 68(1), pages 262-282, mars et j.

  8. Gregory, Allan W & Raynauld, Jacques, 1985. "An Econometric Model of Canadian Monetary Policy over the 1970s," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 17(1), pages 43-58, February.

    Cited by:

    1. Michael R. Darby & James Lothian, 1989. "The International Transmission of Inflation Afloat," NBER Chapters, in: Money, History, and International Finance: Essays in Honor of Anna J. Schwartz, pages 203-244, National Bureau of Economic Research, Inc.
    2. Tiff Macklem & Alain Paquet & Louis Phaneuf, 1996. "Asymmetric Effects of Monetary Policy: Evidence from the Yield Curve," Cahiers de recherche CREFE / CREFE Working Papers 42, CREFE, Université du Québec à Montréal.

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