A new optimum currency area index for the euro area
Author
Abstract
Suggested Citation
Note: 2759141
Download full text from publisher
References listed on IDEAS
- Frankel, Jeffrey A & Rose, Andrew K, 1998.
"The Endogeneity of the Optimum Currency Area Criteria,"
Economic Journal, Royal Economic Society, vol. 108(449), pages 1009-1025, July.
- Jeffrey A. Frankel & Andrew K. Rose, 1996. "The Endogeneity of the Optimum Currency Area Criteria," NBER Working Papers 5700, National Bureau of Economic Research, Inc.
- Frankel, Jeffrey A & Rose, Andrew K, 1996. "The Endogeneity of the Optimum Currency Area Criteria," CEPR Discussion Papers 1473, C.E.P.R. Discussion Papers.
- Blanchard, Olivier Jean & Quah, Danny, 1989.
"The Dynamic Effects of Aggregate Demand and Supply Disturbances,"
American Economic Review, American Economic Association, vol. 79(4), pages 655-673, September.
- Olivier Jean Blanchard & Danny Quah, 1988. "The Dynamic Effects of Aggregate Demand and Supply Disturbance," Working papers 497, Massachusetts Institute of Technology (MIT), Department of Economics.
- Olivier Jean Blanchard & Danny Quah, 1988. "The Dynamic Effects of Aggregate Demand and Supply Disturbances," NBER Working Papers 2737, National Bureau of Economic Research, Inc.
- Chib, Siddhartha, 2001. "Markov chain Monte Carlo methods: computation and inference," Handbook of Econometrics, in: J.J. Heckman & E.E. Leamer (ed.), Handbook of Econometrics, edition 1, volume 5, chapter 57, pages 3569-3649, Elsevier.
- Forbes, Kristin & Hjortsoe, Ida & Nenova, Tsvetelina, 2018.
"The shocks matter: Improving our estimates of exchange rate pass-through,"
Journal of International Economics, Elsevier, vol. 114(C), pages 255-275.
- Forbes, Kristin & Hjortsoe, Ida & Nenova, Tsvetelina, 2015. "The shocks matter: improving our estimates of exchange rate pass-through," Discussion Papers 43, Monetary Policy Committee Unit, Bank of England.
- Hjortsø, Ida & Forbes, Kristin & Nenova, Tsvetelina, 2018. "The Shocks Matter: Improving our Estimates of Exchange Rate Pass-Through," CEPR Discussion Papers 13037, C.E.P.R. Discussion Papers.
- Kristin Forbes & Ida Hjortsoe & Tsvetelina Nenova, 2018. "The Shocks Matter: Improving Our Estimates of Exchange Rate Pass-Through," NBER Working Papers 24773, National Bureau of Economic Research, Inc.
- Juan F. Rubio-Ramírez & Jonas E. Arias & Daniel F. Waggoner, 2013.
"Inference Based on SVARs Identied with Sign and Zero Restrictions: Theory and Applications,"
Working Papers
1338, BBVA Bank, Economic Research Department.
- Juan Rubio-Ramirez & Daniel Waggoner & Jonas Arias, 2014. "Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications," 2014 Meeting Papers 1199, Society for Economic Dynamics.
- Arias, Jonas E. & Rubio-Ramírez, Juan F. & Waggoner, Daniel F., 2014. "Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications," Dynare Working Papers 30, CEPREMAP.
- Jonas E. Arias & Juan Rubio-Ramirez & Daniel F. Waggoner, 2013. "Inference Based on SVARs Identied with Sign and Zero Restrictions: Theory and Applications," Working Papers 2013-24, FEDEA.
- Juan Rubio-Ramirez & Daniel Waggoner & Jonas Arias, 2016. "Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications," 2016 Meeting Papers 472, Society for Economic Dynamics.
- Jonas E. Arias & Juan F. Rubio-Ramirez & Daniel F. Waggoner, 2014. "Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications," FRB Atlanta Working Paper 2014-1, Federal Reserve Bank of Atlanta.
- Jonas E. Arias & Juan F. Rubio-Ramirez & Daniel F. Waggoner, 2014. "Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications," International Finance Discussion Papers 1100, Board of Governors of the Federal Reserve System (U.S.).
- Sims, Christopher A & Zha, Tao, 1998.
"Bayesian Methods for Dynamic Multivariate Models,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 39(4), pages 949-968, November.
- Christopher A. Sims & Tao Zha, 1996. "Bayesian methods for dynamic multivariate models," FRB Atlanta Working Paper 96-13, Federal Reserve Bank of Atlanta.
- Camacho, Maximo & Perez-Quiros, Gabriel & Saiz, Lorena, 2006.
"Are European business cycles close enough to be just one?,"
Journal of Economic Dynamics and Control, Elsevier, vol. 30(9-10), pages 1687-1706.
- Máximo Camacho & Gabriel Pérez-Quirós & Lorena Saiz, 2004. "Are european business cycles close enough to be just one?," Working Papers 0408, Banco de España.
- Pérez-Quirós, Gabriel & Camacho, Máximo & ,, 2005. "Are European Business Cycles Close Enough to be Just One?," CEPR Discussion Papers 4824, C.E.P.R. Discussion Papers.
- Maximo Camacho & Gabriel Perez-Quiros, 2004. "Are European business cycles close enough to be just one?," Computing in Economics and Finance 2004 16, Society for Computational Economics.
- Miranda-Agrippino, Silvia & Ricco, Giovanni, 2018.
"Bayesian Vector Autoregressions,"
The Warwick Economics Research Paper Series (TWERPS)
1159, University of Warwick, Department of Economics.
- Miranda-Agrippino, Silvia & Ricco, Giovanni, 2018. "Bayesian vector autoregressions," LSE Research Online Documents on Economics 87393, London School of Economics and Political Science, LSE Library.
- Silvia Miranda Agrippino & Giovanni Ricco, 2018. "Bayesian vector autoregressions," Working Papers hal-03458277, HAL.
- Silvia Miranda-Agrippino & Giovanni Ricco, 2018. "Bayesian Vector Autoregressions," Discussion Papers 1808, Centre for Macroeconomics (CFM).
- Silvia Miranda Agrippino & Giovanni Ricco, 2018. "Bayesian vector autoregressions," SciencePo Working papers Main hal-03458277, HAL.
- Miranda-Agrippino, Silvia & Ricco, Giovanni, 2018. "Bayesian vector autoregressions," Bank of England working papers 756, Bank of England.
- Silvia Miranda-Agrippino & Giovanni Ricco, 2018. "Bayesian vector autoregressions," Documents de Travail de l'OFCE 2018-18, Observatoire Francais des Conjonctures Economiques (OFCE).
- Giorgio E. Primiceri, 2005. "Time Varying Structural Vector Autoregressions and Monetary Policy," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 72(3), pages 821-852.
- Alberto Alesina & Robert J. Barro & Silvana Tenreyro, 2003.
"Optimal Currency Areas,"
NBER Chapters, in: NBER Macroeconomics Annual 2002, Volume 17, pages 301-356,
National Bureau of Economic Research, Inc.
- Alberto Alesina & Robert Barro & Silvana Tenreyro, 2002. "Optimal Currency Areas," Harvard Institute of Economic Research Working Papers 1958, Harvard - Institute of Economic Research.
- Alberto Alesina & Robert J. Barro & Silvana Tenreyro, 2002. "Optimal Currency Areas," NBER Working Papers 9072, National Bureau of Economic Research, Inc.
- Tenreyro, Silvana & Barro, Robert & Alesina, Alberto, 2002. "Optimal Currency Areas," Scholarly Articles 4553033, Harvard University Department of Economics.
- Mark Mink & Jan P.A.M. Jacobs & Jakob de Haan, 2012.
"Measuring coherence of output gaps with an application to the euro area,"
Oxford Economic Papers, Oxford University Press, vol. 64(2), pages 217-236, April.
- Jakob de Haan & Jan Jacobs & Mark Mink & Jakob de Haan, 2007. "Measuring Synchronicity and Co-movement of Business Cycles with an Application to the Euro Area," CESifo Working Paper Series 2112, CESifo.
- Mark Mink & Jan P.A.M. Jacobs & Jakob de Haan, 2007. "Measuring Synchronicity And Co-Movement Of Business Cycles With An Application To The Euro Area," CAMA Working Papers 2007-19, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Carlos Vieira & Isabel Vieira, 2012.
"Assessing The Endogeneity Of Oca Conditions In Emu,"
Manchester School, University of Manchester, vol. 80, pages 77-91, September.
- Carlos Manuel Rodrigues Vieira & Isabel Maria Pereira Viegas Vieira, 2011. "Assessing the Endogeneity of OCA Conditions in EMU," CEFAGE-UE Working Papers 2011_01, University of Evora, CEFAGE-UE (Portugal).
- Carlos Vieira & Isabel Vieira, 2011. "Assessing The Endogeneity Of Oca Conditions In Emu," GEE Papers 0042, Gabinete de Estratégia e Estudos, Ministério da Economia, revised Nov 2011.
- Mongelli, Francesco Paolo, 2002.
""New" views on the optimum currency area theory: what is EMU telling us?,"
Working Paper Series
138, European Central Bank.
- Mongelli, Francesco Paolo, 2002. "ìNew" Views on the Optimum Currency Area Theory: What is EMU Telling US?," Royal Economic Society Annual Conference 2002 140, Royal Economic Society.
- Primiceri, Giorgio & Lenza, Michele, 2020.
"How to Estimate a VAR after March 2020,"
CEPR Discussion Papers
15245, C.E.P.R. Discussion Papers.
- Michele Lenza & Giorgio E. Primiceri, 2020. "How to Estimate a VAR after March 2020," NBER Working Papers 27771, National Bureau of Economic Research, Inc.
- Lenza, Michele & Primiceri, Giorgio E., 2020. "How to estimate a VAR after March 2020," Working Paper Series 2461, European Central Bank.
- Fidrmuc, Jarko & Korhonen, Iikka, 2003.
"Similarity of supply and demand shocks between the euro area and the CEECs,"
Economic Systems, Elsevier, vol. 27(3), pages 313-334, September.
- Fidrmuc, Jarko & Iikka Korhonen, 2003. "Similarity of Supply and Demand Shocks Between the Euro Area and the CEECs," Royal Economic Society Annual Conference 2003 77, Royal Economic Society.
- Juan F. Rubio-Ramírez & Daniel F. Waggoner & Tao Zha, 2010.
"Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 77(2), pages 665-696.
- Juan F. Rubio-Ramirez & Daniel F. Waggoner & Tao Zha, 2008. "Structural vector autoregressions: theory of identification and algorithms for inference," FRB Atlanta Working Paper 2008-18, Federal Reserve Bank of Atlanta.
- Muggenthaler, Philip & Schroth, Joachim & Sun, Yiqiao, 2021. "The heterogeneous economic impact of the pandemic across euro area countries," Economic Bulletin Boxes, European Central Bank, vol. 5.
- Campos, Nauro F. & Macchiarelli, Corrado, 2016.
"Core and Periphery in the European Monetary Union: Bayoumi and Eichengreen 25 years later,"
Economics Letters, Elsevier, vol. 147(C), pages 127-130.
- Nauro F. Campos & Corrado Macchiarelli, 2016. "Core and Periphery in the European Monetary Union: Bayoumi and Eichengreen 25 Years Later," LEQS – LSE 'Europe in Question' Discussion Paper Series 116, European Institute, LSE.
- Campos, Nauro F. & Macchiarelli, Corrado, 2016. "Core and periphery in the European Monetary Union: Bayoumi and Eichengreen 25 years later," LSE Research Online Documents on Economics 68132, London School of Economics and Political Science, LSE Library.
- Filippo Ferroni & Benjamin Klaus, 2015.
"Euro Area business cycles in turbulent times: convergence or decoupling?,"
Applied Economics, Taylor & Francis Journals, vol. 47(34-35), pages 3791-3815, July.
- F. Ferroni & B. Klaus, 2014. "Euro Area business cycles in turbulent times: convergence or decoupling?," Working papers 522, Banque de France.
- Klaus, Benjamin & Ferroni, Filippo, 2015. "Euro area business cycles in turbulent times: convergence or decoupling?," Working Paper Series 1819, European Central Bank.
- Chib, Siddhartha & Winkelmann, Rainer, 2001. "Markov Chain Monte Carlo Analysis of Correlated Count Data," Journal of Business & Economic Statistics, American Statistical Association, vol. 19(4), pages 428-435, October.
- Jonas E. Arias & Juan F. Rubio‐Ramírez & Daniel F. Waggoner, 2018. "Inference Based on Structural Vector Autoregressions Identified With Sign and Zero Restrictions: Theory and Applications," Econometrica, Econometric Society, vol. 86(2), pages 685-720, March.
- Bayoumi, Tamim & Eichengreen, Barry, 1992.
"Shocking Aspects of European Monetary Unification,"
CEPR Discussion Papers
643, C.E.P.R. Discussion Papers.
- Tamim Bayoumi & Barry Eichengreen, 1992. "Shocking Aspects of European Monetary Unification," NBER Working Papers 3949, National Bureau of Economic Research, Inc.
- Tamim Bayoumi and Barry Eichengreen., 1992. "Shocking Aspects of European Monetary Unification," Economics Working Papers 92-187, University of California at Berkeley.
- Gert Peersman, 2011.
"The Relative Importance of Symmetric and Asymmetric Shocks: The Case of United Kingdom and Euro Area,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 73(1), pages 104-118, February.
- Gert Peersman, 2007. "The Relative Importance of Symmetric and Asymmetric Shocks: the Case of United Kingdom and Euro Area," Working Papers 136, Oesterreichische Nationalbank (Austrian Central Bank).
- Elena Bobeica & Marek Jarociński, 2019.
"Missing Disinflation and Missing Inflation: A VAR Perspective,"
International Journal of Central Banking, International Journal of Central Banking, vol. 15(1), pages 199-232, March.
- Jarociński, Marek & Bobeica, Elena, 2017. "Missing disinflation and missing inflation: the puzzles that aren't," Working Paper Series 2000, European Central Bank.
- Ansgar Belke & Clemens Domnick & Daniel Gros, 2017.
"Business Cycle Synchronization in the EMU: Core vs. Periphery,"
Open Economies Review, Springer, vol. 28(5), pages 863-892, November.
- Ansgar Belke & Clemens Domnick & Daniel Gros, 2016. "Business cycle synchronization in the EMU: Core vs. periphery," ROME Working Papers 201608, ROME Network.
- Belke, Ansgar & Domnick, Clemens & Gros, Daniel, 2017. "Business Cycle Synchronization in the EMU: Core vs. Periphery," GLO Discussion Paper Series 38, Global Labor Organization (GLO).
- Belke, Ansgar & Domnick, Clemens & Gros, Daniel, 2016. "Business cycle synchronization in the EMU: Core vs. periphery," Ruhr Economic Papers 659, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Kadiyala, K Rao & Karlsson, Sune, 1997.
"Numerical Methods for Estimation and Inference in Bayesian VAR-Models,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(2), pages 99-132, March-Apr.
- Kadiyala, K. Rao & Karlsson, Sune, 1994. "Numerical Aspects of Bayesian VAR-modeling," SSE/EFI Working Paper Series in Economics and Finance 12, Stockholm School of Economics.
- Deskar-Škrbić, Milan & Kotarac, Karlo & Kunovac, Davor, 2020.
"The third round of euro area enlargement: Are the candidates ready?,"
Journal of International Money and Finance, Elsevier, vol. 107(C).
- Milan Deskar-Škrbić & Karlo Kotarac & Davor Kunovac, 2019. "The Third Round of the Euro Area Enlargement: Are the Candidates Ready?," Working Papers 57, The Croatian National Bank, Croatia.
- Bayoumi, Tamim & Eichengreen, Barry, 1998.
"Exchange rate volatility and intervention: implications of the theory of optimum currency areas,"
Journal of International Economics, Elsevier, vol. 45(2), pages 191-209, August.
- Bayoumi, Tamim & Eichengreen, Barry, 1998. "Exchange Rate Volatility and Intervention: Implications of the Theory of Optimum Currency Areas," CEPR Discussion Papers 1982, C.E.P.R. Discussion Papers.
- Koop, Gary & Korobilis, Dimitris, 2010.
"Bayesian Multivariate Time Series Methods for Empirical Macroeconomics,"
Foundations and Trends(R) in Econometrics, now publishers, vol. 3(4), pages 267-358, July.
- Koop, Gary & Korobilis, Dimitris, 2009. "Bayesian Multivariate Time Series Methods for Empirical Macroeconomics," MPRA Paper 20125, University Library of Munich, Germany.
- Gary Koop & Dimitris Korobilis, 2009. "Bayesian Multivariate Time Series Methods for Empirical Macroeconomics," Working Paper series 47_09, Rimini Centre for Economic Analysis.
- Bayoumi, Tamim & Eichengreen, Barry, 1992. "Shocking Aspects of Monetary Unification," Department of Economics, Working Paper Series qt791143kp, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Tamim Bayoumi and Barry Eichengreen., 1993.
"One Money or Many? On Analyzing the Prospects for Monetary Unification in Various Parts of the World,"
Center for International and Development Economics Research (CIDER) Working Papers
C93-030, University of California at Berkeley.
- Bayoumi, Tamim & Eichengreen, Barry, 1993. "One Money or Many? On Analyzing the Prospects for Monetary Unification in Various Parts of the World," Center for International and Development Economics Research (CIDER) Working Papers 233213, University of California-Berkeley, Department of Economics.
- Canova, Fabio & Nicolo, Gianni De, 2002.
"Monetary disturbances matter for business fluctuations in the G-7,"
Journal of Monetary Economics, Elsevier, vol. 49(6), pages 1131-1159, September.
- Fabio Canova & Gianni De Nicolo, 2000. "Monetary disturbances matter for business fluctuations in the G-7," International Finance Discussion Papers 660, Board of Governors of the Federal Reserve System (U.S.).
- Masson,Paul R. & Taylor,Mark P. (ed.), 1993. "Policy Issues in the Operation of Currency Unions," Cambridge Books, Cambridge University Press, number 9780521434553, January.
- Milan Deskar-Škrbić & Davor Kunovac, 2020.
"Twentieth Anniversary of the Euro: Why are Some Countries Still Not Willing to Join? Economists’ View,"
Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 62(2), pages 242-262, June.
- Milan Deskar-Škrbić & Davor Kunovac, 2020. "Twentieth anniversary of the euro: why are some countries still not willing to join? Economists’ view," Surveys 39, The Croatian National Bank, Croatia.
- De Grauwe, Paul, 1996. "Monetary union and convergence economics," European Economic Review, Elsevier, vol. 40(3-5), pages 1091-1101, April.
- Carriero, Andrea & Clark, Todd E. & Marcellino, Massimiliano, 2019. "Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors," Journal of Econometrics, Elsevier, vol. 212(1), pages 137-154.
- Jonas E. Arias & Juan F. Rubio-Ramirez & Daniel F. Waggoner, 2014.
"Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications,"
International Finance Discussion Papers
1100, Board of Governors of the Federal Reserve System (U.S.).
- Rubio-RamÃrez, Juan Francisco & , & Arias, Jonas E., 2014. "Inference Based on SVAR Identified with Sign and Zero Restrictions: Theory and Applications," CEPR Discussion Papers 9796, C.E.P.R. Discussion Papers.
- Juan Rubio-Ramirez & Daniel Waggoner & Jonas Arias, 2014. "Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications," 2014 Meeting Papers 1199, Society for Economic Dynamics.
- Arias, Jonas E. & Rubio-Ramírez, Juan F. & Waggoner, Daniel F., 2014. "Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications," Dynare Working Papers 30, CEPREMAP.
- Jonas E. Arias & Juan F. Rubio-Ramirez & Daniel F. Waggoner, 2014. "Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications," FRB Atlanta Working Paper 2014-1, Federal Reserve Bank of Atlanta.
- Juan Rubio-Ramirez & Daniel Waggoner & Jonas Arias, 2016. "Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications," 2016 Meeting Papers 472, Society for Economic Dynamics.
- repec:hal:spmain:info:hdl:2441/27od5pb99881folvtfs8s3k16l is not listed on IDEAS
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Deskar-Škrbić, Milan & Kotarac, Karlo & Kunovac, Davor, 2020.
"The third round of euro area enlargement: Are the candidates ready?,"
Journal of International Money and Finance, Elsevier, vol. 107(C).
- Milan Deskar-Škrbić & Karlo Kotarac & Davor Kunovac, 2019. "The Third Round of the Euro Area Enlargement: Are the Candidates Ready?," Working Papers 57, The Croatian National Bank, Croatia.
- Milan Deskar-Škrbić & Davor Kunovac, 2020.
"Twentieth Anniversary of the Euro: Why are Some Countries Still Not Willing to Join? Economists’ View,"
Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 62(2), pages 242-262, June.
- Milan Deskar-Škrbić & Davor Kunovac, 2020. "Twentieth anniversary of the euro: why are some countries still not willing to join? Economists’ view," Surveys 39, The Croatian National Bank, Croatia.
- Houssa, Romain, 2008.
"Monetary union in West Africa and asymmetric shocks: A dynamic structural factor model approach,"
Journal of Development Economics, Elsevier, vol. 85(1-2), pages 319-347, February.
- Romain Houssa, 2004. "Monetary Union in West Africa and Asymmetric Shocks: A Dynamic Structural Factor Model Approach," Development and Comp Systems 0409063, University Library of Munich, Germany.
- Uctum Merih & Uctum Remzi & Vijverberg Chu-Ping C., 2021.
"The European growth synchronization through crises and structural changes,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 25(1), pages 1-17, February.
- Merih Uctum & Remzi Uctum & Chu-Ping C Vijverberg, 2021. "The European growth synchronization through crises and structural changes," Post-Print hal-03319011, HAL.
- Robin Braun & Ralf Brüggemann, 2017.
"Identification of SVAR Models by Combining Sign Restrictions With External Instruments,"
Working Paper Series of the Department of Economics, University of Konstanz
2017-07, Department of Economics, University of Konstanz.
- Braun, Robin & Brüggemann, Ralf, 2022. "Identification of SVAR models by combining sign restrictions with external instruments," Bank of England working papers 961, Bank of England.
- Ansgar Belke & Clemens Domnick & Daniel Gros, 2017.
"Business Cycle Synchronization in the EMU: Core vs. Periphery,"
Open Economies Review, Springer, vol. 28(5), pages 863-892, November.
- Belke, Ansgar & Domnick, Clemens & Gros, Daniel, 2016. "Business cycle synchronization in the EMU: Core vs. periphery," Ruhr Economic Papers 659, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Belke, Ansgar & Domnick, Clemens & Gros, Daniel, 2017. "Business Cycle Synchronization in the EMU: Core vs. Periphery," GLO Discussion Paper Series 38, Global Labor Organization (GLO).
- Ansgar Belke & Clemens Domnick & Daniel Gros, 2016. "Business cycle synchronization in the EMU: Core vs. periphery," ROME Working Papers 201608, ROME Network.
- Szafranek, Karol & Szafrański, Grzegorz & Leszczyńska-Paczesna, Agnieszka, 2024.
"Inflation returns. Revisiting the role of external and domestic shocks with Bayesian structural VAR,"
International Review of Economics & Finance, Elsevier, vol. 93(PA), pages 789-810.
- Karol Szafranek & Grzegorz Szafrański & Agnieszka Leszczyńska-Paczesna, 2023. "Inflation returns. Revisiting the role of external and domestic shocks with Bayesian structural VAR," NBP Working Papers 357, Narodowy Bank Polski.
- Goran Jovičić & Davor Kunovac, 2017. "What is Driving Inflation and GDP in a Small European Economy: The Case of Croatia," Working Papers 49, The Croatian National Bank, Croatia.
- Belongia, Michael T. & Ireland, Peter N., 2016.
"The evolution of U.S. monetary policy: 2000–2007,"
Journal of Economic Dynamics and Control, Elsevier, vol. 73(C), pages 78-93.
- Michael T. Belongia & Peter N. Ireland, 2015. "The Evolution of US Monetary Policy: 2000-2007," Boston College Working Papers in Economics 882, Boston College Department of Economics.
- Michael T. Belongia & Peter N. Ireland, 2016. "The Evolution of U.S. Monetary Policy: 2000 - 2007," NBER Working Papers 22693, National Bureau of Economic Research, Inc.
- Canova, Fabio & Ferroni, Filippo, 2020.
"A hitchhiker guide to empirical macro models,"
CEPR Discussion Papers
15446, C.E.P.R. Discussion Papers.
- Fabio Canova & Filippo Ferroni, 2021. "A Hitchhiker’s Guide to Empirical Macro Models," Working Paper Series WP-2021-15, Federal Reserve Bank of Chicago, revised 03 Oct 2021.
- Roth, Markus, 2020. "Partial pooling with cross-country priors: An application to house price shocks," Discussion Papers 06/2020, Deutsche Bundesbank.
- Adu, Raymond & Litsios, Ioannis & Baimbridge, Mark, 2019. "Real exchange rate and asymmetric shocks in the West African Monetary Zone (WAMZ)," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 59(C), pages 232-249.
- Gilson, Nathalie alias Natacha & Labondance, Fabien, 2013.
"Synchronisation des chocs d’offre et de demande en Europe – Un après-euro ou une après-crise des subprimes ?,"
L'Actualité Economique, Société Canadienne de Science Economique, vol. 89(3), pages 155-189, Septembre.
- Gilson, Nathalie & Labondance, Fabien, 2013. "Synchronisation des chocs d'offre et de demande en Europe : un après euro ou une après crises des subprimes ?," LIDAM Reprints LFIN 2013002, Université catholique de Louvain, Louvain Finance (LFIN).
- Dionysios Chionis & Fotios Mitropoulos & Antonios Sarantidis, 2021. "Business cycles and macroeconomic asymmetries: New evidence from Eurozone and European countries," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(4), pages 5977-5996, October.
- Miranda-Agrippino, Silvia & Ricco, Giovanni, 2018.
"Bayesian Vector Autoregressions,"
The Warwick Economics Research Paper Series (TWERPS)
1159, University of Warwick, Department of Economics.
- Silvia Miranda Agrippino & Giovanni Ricco, 2018. "Bayesian vector autoregressions," Working Papers hal-03458277, HAL.
- Silvia Miranda-Agrippino & Giovanni Ricco, 2018. "Bayesian Vector Autoregressions," Discussion Papers 1808, Centre for Macroeconomics (CFM).
- Miranda-Agrippino, Silvia & Ricco, Giovanni, 2018. "Bayesian vector autoregressions," LSE Research Online Documents on Economics 87393, London School of Economics and Political Science, LSE Library.
- Silvia Miranda Agrippino & Giovanni Ricco, 2018. "Bayesian vector autoregressions," SciencePo Working papers Main hal-03458277, HAL.
- Miranda-Agrippino, Silvia & Ricco, Giovanni, 2018. "Bayesian vector autoregressions," Bank of England working papers 756, Bank of England.
- Silvia Miranda-Agrippino & Giovanni Ricco, 2018. "Bayesian vector autoregressions," Documents de Travail de l'OFCE 2018-18, Observatoire Francais des Conjonctures Economiques (OFCE).
- Karol Szafranek & Aleksandra Hałka, 2019.
"Determinants of Low Inflation in an Emerging, Small Open Economy through the Lens of Aggregated and Disaggregated Approach,"
Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 55(13), pages 3094-3111, October.
- Karol Szafranek & Aleksandra Hałka, 2017. "Determinants of low inflation in an emerging, small open economy. A comparison of aggregated and disaggregated approaches," NBP Working Papers 267, Narodowy Bank Polski.
- Aleksandra Halka & Karol Szafranek, 2017. "Determinants of low inflation in emerging, small open economy. Comparison of aggregated and disaggregated approaches," EcoMod2017 10560, EcoMod.
- Stock, J.H. & Watson, M.W., 2016. "Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 415-525, Elsevier.
- Natacha Gilson, 2006. "How to be Well Shod to Absorb Shocks? Shock Synchronization and Joining the Euro Zone," CESifo Working Paper Series 1878, CESifo.
- Ramey, V.A., 2016.
"Macroeconomic Shocks and Their Propagation,"
Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 71-162,
Elsevier.
- Ramey, VA, 2016. "Macroeconomic Shocks and Their Propagation," University of California at San Diego, Economics Working Paper Series qt5mb353t2, Department of Economics, UC San Diego.
- Valerie A. Ramey, 2016. "Macroeconomic Shocks and Their Propagation," NBER Working Papers 21978, National Bureau of Economic Research, Inc.
- Petrevski, Goran & Exterkate, Peter & Tevdovski, Dragan & Bogoev, Jane, 2015. "The transmission of foreign shocks to South Eastern European economies: A Bayesian VAR approach," Economic Systems, Elsevier, vol. 39(4), pages 632-643.
More about this item
Keywords
economic convergence; optimum currency area; symmetric and asymmetric shocks;All these keywords.
JEL classification:
- F33 - International Economics - - International Finance - - - International Monetary Arrangements and Institutions
- F44 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - International Business Cycles
- E42 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Monetary Sytsems; Standards; Regimes; Government and the Monetary System
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2022-10-17 (Central Banking)
- NEP-MON-2022-10-17 (Monetary Economics)
- NEP-OPM-2022-10-17 (Open Economy Macroeconomics)
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ecb:ecbwps:20222730. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Official Publications (email available below). General contact details of provider: https://edirc.repec.org/data/emieude.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.