A cross-country investigation of macroeconomic asymmetries
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Citations
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Cited by:
- Victoria V. Dobrynskaya, 2008. "The Monetary and Exchange Rate Policy of the Central Bank of Russia under Asymmetrical Price Rigidity," Journal of Innovation Economics, De Boeck Université, vol. 0(1), pages 29-62.
- Almeida, Pedro Cameira de & Fuinhas, José Alberto & Marques, António Cardoso, 2011. "A assimetria dos ciclos económicos: Evidência internacional usando o teste triples [The asymmetry of business cycles: International evidence using triples test]," MPRA Paper 35208, University Library of Munich, Germany.
- Belaire-Franch Jorge & Peiro Amado, 2003. "Conditional and Unconditional Asymmetry in U.S. Macroeconomic Time Series," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 7(1), pages 1-19, April.
- Randal Verbrugge, 2002. "Longitudinal inflation asymmetry," Applied Economics Letters, Taylor & Francis Journals, vol. 9(4), pages 261-264.
- David Mayes & Matti Virén, 2010.
"The Impact of Asset Prices and their Information Value for Monetary Policy,"
Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 28(61), pages 134-167, August.
- David Mayes & Matti Virén, 2010. "The Impact of Asset Prices and their Information Value for Monetary Policy," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 28(61), pages 134-167, August.
- David Mayes & Matti Viren, 2002.
"Asymmetry and the Problem of Aggregation in the Euro Area,"
Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 29(1), pages 47-73, March.
- Mayes, David G. & Virén, Matti, 2000. "Asymmetry and the problem of aggregation in the euro area," Research Discussion Papers 11/2000, Bank of Finland.
- David G. Mayes & Matti Virén, 2004.
"Asymmetries in the Euro area economy,"
Macroeconomics
0404024, University Library of Munich, Germany.
- Mayes, David & Virén, Matti, 2004. "Asymmetries in the Euro area economy," Bank of Finland Research Discussion Papers 9/2004, Bank of Finland.
- repec:zbw:bofrdp:2000_011 is not listed on IDEAS
- David Mayes & Matti Viren, 2002.
"Asymmetry and the Problem of Aggregation in the Euro Area,"
Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 29(1), pages 47-73, March.
- Mayes, David G. & Virén, Matti, 2000. "Asymmetry and the problem of aggregation in the euro area," Bank of Finland Research Discussion Papers 11/2000, Bank of Finland.
- Oleg Korenok & Bruce Mizrach & Stan Radchenko, 2004.
"The Microeconomics of Macroeconomic Asymmetries: Sectoral Driving Forces and Firm Level Characteristics,"
Departmental Working Papers
200405, Rutgers University, Department of Economics.
- Oleg Korenok & Bruce Mizrach, 2004. "The Microeconomics of Macroeconomic Asymmetries: Sectoral Driving Forces and Firm Level Characteristics," Computing in Economics and Finance 2004 266, Society for Computational Economics.
- Dobrynskaya, V.V., 2008. "Asymmetric price rigidity and the optimal interest rate defense of the exchange rate: Some evidence for the US," Journal of Policy Modeling, Elsevier, vol. 30(5), pages 713-724.
- repec:zbw:bofrdp:2004_009 is not listed on IDEAS
- Bhaskar, V, 2002. "Asymmetric Price Adjustment:Micro-foundations and Macroeconomic Implications," Economics Discussion Papers 8849, University of Essex, Department of Economics.
- Belaire-Franch Jorge & Contreras Dulce, 2003. "An Assessment of International Business Cycle Asymmetries using Clements and Krolzig's Parametric Approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 6(4), pages 1-11, March.
- Lim, Yoonsung & Kim, Jeong-Yoo & Berg, Nathan, 2015. "Price asymmetry revisited from a marketing perspective," Economic Modelling, Elsevier, vol. 49(C), pages 314-319.
- David G. Mayes & Matti Virén, 2004.
"Asymmetries in the Euro area economy,"
Macroeconomics
0404024, University Library of Munich, Germany.
- Mayes, David & Virén, Matti, 2004. "Asymmetries in the Euro area economy," Research Discussion Papers 9/2004, Bank of Finland.
- Mayes, David G. & Viren, Matti, 2005. "Monetary policy problems for currency unions: asymmetry and the problem of aggregation in the euro area," Economic Modelling, Elsevier, vol. 22(2), pages 219-251, March.
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More about this item
Keywords
triples test; nonlinear time series; inflation; business cycles;All these keywords.
JEL classification:
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ETS-1998-12-09 (Econometric Time Series)
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