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A Common Trends Model: Identification, Estimation and Inference
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Cited by:
- Caporale, Guglielmo Maria & Ciferri, Davide & Girardi, Alessandro, 2011.
"Fiscal shocks and real exchange rate dynamics: Some evidence for Latin America,"
Journal of International Money and Finance, Elsevier, vol. 30(5), pages 709-723, September.
- Guglielmo Maria Caporale & Davide Ciferri & Alessandro Girardi, 2008. "Fiscal Shocks and Real Exchange Rate Dynamics: Some Evidence for Latin America," CESifo Working Paper Series 2228, CESifo.
- Bagliano, Fabio C. & Morana, Claudio, 2003. "Measuring US core inflation: A common trends approach," Journal of Macroeconomics, Elsevier, vol. 25(2), pages 197-212, June.
- Chen, Jie, 2006. "Housing Wealth and Aggregate Consumption in Sweden," Working Paper Series 2006:16, Uppsala University, Department of Economics.
- Hansen, Peter Reinhard, 2000. "The Johansen-Granger Representation Theorem: An Explicit Expression for I(1) Processes," University of California at San Diego, Economics Working Paper Series qt832256dg, Department of Economics, UC San Diego.
- Peter Claeys, 2007.
"Estimating the effects of fiscal policy under the budget constraint,"
IREA Working Papers
200715, University of Barcelona, Research Institute of Applied Economics, revised Jul 2007.
- Claeys Peter, 2008. "Estimating the effects of fiscal policy under the budget constraint," wp.comunite 0038, Department of Communication, University of Teramo.
- Davide Ciferri & Maria Chiara D’Errico & Paolo Polinori, 2020.
"Integration and convergence in European electricity markets,"
Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 37(2), pages 463-492, July.
- Carlo Andrea Bollino & Davide Ciferri & Paolo Polinori, 2013. "Integration and convergence in European electricity markets," Quaderni del Dipartimento di Economia, Finanza e Statistica 114/2013, Università di Perugia, Dipartimento Economia.
- Bollino, Carlo Andrea & Ciferri, Davide & Polinori, Paolo, 2013. "Integration and Convergence in European Electricity Markets," MPRA Paper 44704, University Library of Munich, Germany.
- Paul Castillo Bardález & Jorge Salas, 2010. "Los términos de intercambio como impulsores de fluctuaciones económicas en economías en desarrollo: estudio empírico," Premio de Banca Central Rodrigo Gómez / Central Banking Award "Rodrigo Gómez", Centro de Estudios Monetarios Latinoamericanos, CEMLA, number prg2010, July-Dece.
- Morana, Claudio, 2004. "The Japanese stagnation: an assessment of the productivity slowdown hypothesis," Japan and the World Economy, Elsevier, vol. 16(2), pages 193-211, April.
- Guglielmo Maria Caporale & Davide Ciferri & Alessandro Girardi, 2011.
"Are The Baltic Countries Ready To Adopt The Euro? A Generalized Purchasing Power Parity Approach,"
Manchester School, University of Manchester, vol. 79(3), pages 429-454, June.
- Guglielmo Maria Caporale & Davide Ciferri & Alessandro Girardi, 2008. "Are the Baltic Countries Ready to Adopt the Euro? A Generalised Purchasing Power Parity Approach," CESifo Working Paper Series 2359, CESifo.
- Yin Zhang & Guanghua Wan, 2005.
"China's Business Cycles: Perspectives from an AD–AS Model,"
Asian Economic Journal, East Asian Economic Association, vol. 19(4), pages 445-469, December.
- Yin Zhang & Guanghua Wan, 2004. "China's Business Cycles: Perspectives from an AD-AS Model," WIDER Working Paper Series RP2004-54, World Institute for Development Economic Research (UNU-WIDER).
- Ehrmann, Michael & Worms, Andreas, 2001.
"Interbank lending and monetary policy transmission - evidence for Germany,"
Working Paper Series
73, European Central Bank.
- Ehrmann, M. & Worms, A., 2001. "Interbank Lending and Monetary Policy Transmission: Evidence for Germany," Papers 73, Quebec a Montreal - Recherche en gestion.
- Ehrmann, Michael & Worms, Andreas, 2001. "Interbank lending and monetary policy transmission: evidence for Germany," Discussion Paper Series 1: Economic Studies 2001,11, Deutsche Bundesbank.
- M.S.Rafiq, 2006. "Business Cycle Moderation - Good Policies or Good Luck: Evidence and Explanations for the Euro Area," Discussion Paper Series 2006_21, Department of Economics, Loughborough University.
- Michelis, Andrea De & Iacoviello, Matteo, 2016.
"Raising an inflation target: The Japanese experience with Abenomics,"
European Economic Review, Elsevier, vol. 88(C), pages 67-87.
- Andrea De Michelis & Matteo Iacoviello, 2016. "Raising an Inflation Target : The Japanese Experience with Abenomics," International Finance Discussion Papers 1168, Board of Governors of the Federal Reserve System (U.S.).
- Tor Jacobson & Per Jansson & Anders Vredin & Anders Warne, 2001. "Monetary policy analysis and inflation targeting in a small open economy: a VAR approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(4), pages 487-520.
- Rita Duarte & Carlos Marques, 2013.
"The dynamic effects of shocks to wages and prices in the United States and the Euro Area,"
Empirical Economics, Springer, vol. 44(2), pages 613-638, April.
- Marques, Carlos Robalo & Duarte, Rita, 2009. "The dynamic effects of shocks to wages and prices in the United States and the euro area," Working Paper Series 1067, European Central Bank.
- Rita Duarte, 2009. "The dynamic effects of shocks to wages and prices in the United States and the Euro Area," Working Papers w200915, Banco de Portugal, Economics and Research Department.
- L. Marattin & P. Paesani & S. Salotti, 2011.
"Fiscal shocks, public debt, and long-term interest rate dynamics,"
Working Papers
wp740, Dipartimento Scienze Economiche, Universita' di Bologna.
- Marattin, Luigi & Paesani, Paolo & Salotti, Simone, 2011. "Fiscal shocks, public debt, and long-term interest rate dynamics," Working Papers 14/2011, Universidade Portucalense, Centro de Investigação em Gestão e Economia (CIGE).
- Dennis L. Hoffman & Robert H. Rasche, 1997.
"STLS/US-VECM6.1: a vector error-correction forecasting model of the U. S. economy,"
Working Papers
1997-008, Federal Reserve Bank of St. Louis.
- Richard G. Anderson & Dennis L. Hoffman & Robert H. Rasche, 2001. "A vector error correction forecasting model of the U.S. economy," Working Papers 1998-008, Federal Reserve Bank of St. Louis.
- Iacoviello, Matteo, 2000. "House prices and the macroeconomy in Europe: Results from a structural var analysis," Working Paper Series 18, European Central Bank.
- 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.
- Centoni, Marco & Cubadda, Gianluca & Hecq, Alain, 2003. "Common Shocks, Common Dynamics, and the International Business Cycle," Economics & Statistics Discussion Papers esdp03007, University of Molise, Department of Economics.
- Marco Centoni & Gianluca Cubadda & Alain Hecq, 2008. "Common Shocks, Common Dynamics, and the International Business Cycle," CEIS Research Paper 106, Tor Vergata University, CEIS, revised 07 Jul 2008.
- Elena Angelini & Jérôme Henry & Ricardo Mestre, 2001.
"A multi-country trend indicator for euro area inflation: computation and properties,"
BIS Papers chapters, in: Bank for International Settlements (ed.), Empirical studies of structural changes and inflation, volume 3, pages 81-108,
Bank for International Settlements.
- Henry, Jérôme & Mestre, Ricardo & Backé, Peter, 2001. "A multi-country trend indicator for euro area inflation: computation and properties," Working Paper Series 60, European Central Bank.
- Stephen G. Cecchetti & Michael Ehrmann, 2002.
"Does Inflation Targeting Increase Output Volatility?: An International Comparison of Policymakers' Preferences and Outcomes,"
Central Banking, Analysis, and Economic Policies Book Series, in: Norman Loayza & Klaus Schmidt-Hebbel & Norman Loayza (Series Editor) & Klaus Schmidt-Hebbel (Series (ed.),Monetary Policy: Rules and Transmission Mechanisms, edition 1, volume 4, chapter 9, pages 247-274,
Central Bank of Chile.
- Stephen G. Cecchetti & Michael Ehrmann, 1999. "Does Inflation Targeting Increase Output Volatility? An International Comparison of Policymakers' Preferences and Outcomes," NBER Working Papers 7426, National Bureau of Economic Research, Inc.
- Stephen Cecchetti & Michael Ehrmann, 2000. "Does Inflation Targeting Increase Output volatility? An International Comparison of Policy Maker's Preferences and Outcomes," Working Papers Central Bank of Chile 69, Central Bank of Chile.
- Michael Ehrmann & Andreas Worms, 2004. "Bank Networks and Monetary Policy Transmission," Journal of the European Economic Association, MIT Press, vol. 2(6), pages 1148-1171, December.
- repec:tur:wpaper:2 is not listed on IDEAS
- Iacoviello, Matteo & Minetti, Raoul, 2008.
"The credit channel of monetary policy: Evidence from the housing market,"
Journal of Macroeconomics, Elsevier, vol. 30(1), pages 69-96, March.
- Matteo Iacoviello & Raoul Minetti, 2002. "The Credit Channel of Monetary Policy: Evidence from the Housing Market," Boston College Working Papers in Economics 541, Boston College Department of Economics, revised 29 Aug 2003.
- G. Coenen & J.-L. Vega, 2001.
"The demand for M3 in the euro area,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(6), pages 727-748.
- Vega, Juan Luis & Coenen, Günter, 1999. "The demand for M3 in the euro area," Working Paper Series 6, European Central Bank.
- Gunter Coenen & Juan Luis Vega, 2000. "The Demand for M3 in the Euro Area," Econometric Society World Congress 2000 Contributed Papers 0976, Econometric Society.
- Catherine Bruneau & Eric Jondeau, 1999.
"Long‐run Causality, with an Application to International Links Between Long‐term Interest Rates,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 61(4), pages 545-568, November.
- C. Bruneau & E. Jondeau, 1997. "Long-run causality, with an application to international links between long-term interest rates," THEMA Working Papers 97-26, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Bruneau, C. & Jondeau, E., 1998. "Long-Run Causality, with an Application to International Links Between Long-Term Interest Rates," Working papers 53, Banque de France.
- Artis, Michael & Ehrmann, Michael, 2006.
"The exchange rate - A shock-absorber or source of shocks? A study of four open economies,"
Journal of International Money and Finance, Elsevier, vol. 25(6), pages 874-893, October.
- Artis, Michael & Ehrmann, Michael, 2000. "The Exchange Rate - A Shock-Absorber or Source of Shocks? A Study of Four Open Economies," CEPR Discussion Papers 2550, C.E.P.R. Discussion Papers.
- Michael Artis & Michael Ehrmann, 2000. "The Exchange Rate -a Shock-Absorber or Source of Shocks? A Study of Four Open Economies," EUI-RSCAS Working Papers 38, European University Institute (EUI), Robert Schuman Centre of Advanced Studies (RSCAS).
- Bisio Laura & Faccini Andrea, 2010.
"Does cointegration matter? An analysis in a RBC perspective,"
wp.comunite
0066, Department of Communication, University of Teramo.
- Laura Bisio & Andrea Faccini, 2010. "Does Cointegration Matter? An Analysis in a RBC Perspective," Working Papers in Public Economics 133, University of Rome La Sapienza, Department of Economics and Law.
- Iacoviello, Matteo & Minetti, Raoul, 2000. "The credit channel of monetary policy and housing markets: International empirical evidence," Bank of Finland Research Discussion Papers 14/2000, Bank of Finland.
- Beltratti, A. & Morana, C., 2006.
"Breaks and persistency: macroeconomic causes of stock market volatility,"
Journal of Econometrics, Elsevier, vol. 131(1-2), pages 151-177.
- Andrea Beltratti & Claudio Morana, 2004. "Breaks and Persistency: Macroeconomic Causes of Stock Market Volatility," Working Papers 20, SEMEQ Department - Faculty of Economics - University of Eastern Piedmont.
- Claudio Morana, 2004.
"Frequency domain principal components estimation of fractionally cointegrated processes,"
Applied Economics Letters, Taylor & Francis Journals, vol. 11(13), pages 837-842.
- Morana, Claudio, 2004. "Frequency domain principal components estimation of fractionally cointegrated processes," Working Paper Series 321, European Central Bank.
- Chen, Jie, 2006. "Re-evaluating the association between housing wealth and aggregate consumption: New evidence from Sweden," Journal of Housing Economics, Elsevier, vol. 15(4), pages 321-348, December.
- Juan José Echavarría Soto & Enrique López Enciso & Martha Misas Arango, 2008.
"La tasa de cambio real de equilibrio en Colombia y su desalineamiento: estimación a través de un modelo SVEC,"
Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 26(57), pages 282-319, December.
- Juan José Echavarría Soto & Enrique López Enciso & Martha Misas Arango, 2008. "La tasa de cambio real de equilibrio en Colombia y su desalineamiento: estimación a través de un modelo SVEC," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 26(57), pages 282-319, December.
- Juan José Echavarría & Enrique López Enciso & Martha Misas, 2007. "La Tasa de Cambio Real de Equilibrio en Colombia y su Desalineamiento: Estimación a través de un modelo SVEC," Borradores de Economia 4389, Banco de la Republica.
- Juan José Echavarría & Enrique López Enciso & Martha Misas Arango, 2007. "La Tasa de Cambio Real de Equilibrio en Colombia y su Desalineamiento: Estimación a través de un modelo SVEC," Borradores de Economia 472, Banco de la Republica de Colombia.
- Philippe Andrade & Catherine Bruneau & Stephane Gregoir, 2000. "Testing for the Cointegration Rank when Some Cointegrating Directions are Shifting," Econometric Society World Congress 2000 Contributed Papers 1605, Econometric Society.
- Morana, Claudio, 2000. "Measuring core inflation in the euro area," Working Paper Series 36, European Central Bank.
- Michael Ehrmann, 2000. "Comparing monetary policy transmission across European countries," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 136(1), pages 58-83, March.
- Paul Castillo Bardález & Jorge Salas, 2010. "The Terms of Trade as Drivers of Economic Fluctuations in Developing Economies: An Empirical Study," Premio de Banca Central Rodrigo Gómez / Central Banking Award "Rodrigo Gómez", Centro de Estudios Monetarios Latinoamericanos, CEMLA, number prg2010eng, July-Dece.
- Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2016.
"An Overview of the Factor-augmented Error-Correction Model,"
Advances in Econometrics, in: Dynamic Factor Models, volume 35, pages 3-41,
Emerald Group Publishing Limited.
- Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2015. "An Overview of the Factor-augmented Error-Correction Model," Discussion Papers 15-03, Department of Economics, University of Birmingham.
- Schumacher, Christian, 2002.
"Forecasting Trend Output in the Euro Area,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 21(8), pages 543-558, December.
- Schumacher, Christian, 2000. "Forecasting Trend Output in the Euro Area," Discussion Paper Series 26245, Hamburg Institute of International Economics.
- Schumacher, Christian, 2000. "Forecasting trend output in the Euro area," HWWA Discussion Papers 109, Hamburg Institute of International Economics (HWWA).
- Gonzalo, Jesus & Ng, Serena, 2001.
"A systematic framework for analyzing the dynamic effects of permanent and transitory shocks,"
Journal of Economic Dynamics and Control, Elsevier, vol. 25(10), pages 1527-1546, October.
- Gonzalo, J. & Ng, S., 1996. "A Systematic Framework for Analyzing the Dynamic Effects of Permanent and Transitory Shocks," Cahiers de recherche 9603, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Gonzalo, J. & Ng, S., 1996. "A Systematic Framework for Analyzing the Dynamic Effects of Permanent and Transitory Shocks," Cahiers de recherche 9603, Universite de Montreal, Departement de sciences economiques.
- Ng, Serena, 1996. "A systematic framework for analyzing the dynamic effects of permanent and transitory shocks," DES - Working Papers. Statistics and Econometrics. WS 6203, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Catherine Bruneau & Olivier De Bandt, 1999.
"La modélisation Var "structurel" : application à la politique monétaire en France,"
Économie et Prévision, Programme National Persée, vol. 137(1), pages 67-94.
- Bruneau, C. & De Bandt, O., 1998. "La modélisation VAR structurel : application à la politique monétaire en France," Working papers 52, Banque de France.
- Laura Gérard-Prenveille, 2003. "Déterminants du taux de chômage d’équilibre et ajustements sur le marché du travail : une analyse sur données françaises," Économie et Prévision, Programme National Persée, vol. 159(3), pages 17-37.
- Jacobson, Tor & Vredin, Anders & Warne, Anders, 1997. "Common trends and hysteresis in Scandinavian unemployment," European Economic Review, Elsevier, vol. 41(9), pages 1781-1816, December.
- Kyungho Jang, 2001. "Impulse Response Analysis with Long Run Restrictions on Error Correction Models," Working Papers 01-04, Ohio State University, Department of Economics.
- Annika Alexius & Mikael Carlsson, 2005.
"Measures of Technology and the Business Cycle,"
The Review of Economics and Statistics, MIT Press, vol. 87(2), pages 299-307, May.
- Alexius, Annika & Carlsson, Mikael, 2002. "Measures of Technology and the Business Cycle," Working Paper Series 2002:10, Uppsala University, Department of Economics, revised 02 Mar 2006.
- Pedro José Pérez Vázquez, 2003. "Fuentes de variabilidad en las principales economías occidentales," Investigaciones Economicas, Fundación SEPI, vol. 27(3), pages 565-591, September.
- Andrea Beltratti & Claudio Morana, 2007. "Does the stock market affect income distribution? Some empirical evidence for the US," Applied Economics Letters, Taylor & Francis Journals, vol. 14(2), pages 99-104.
- Noureddine BENLAGHA & Slim MSEDDI, 2016. "The Macroeconomic And Financial Impacts Of European Crisis On Saudi Arabia," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 16(1).
- Diego Winkelried Quezada, 2005.
"Tendencias comunes y análisis de la política monetaria en el Perú,"
Monetaria, CEMLA, vol. 0(3), pages 279-317, julio-sep.
- Winkelried Quezada, Diego, 2004. "Tendencias comunes y análisis de la política monetaria en el Perú," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 11.
- Boufateh, Talel, 2016. "Cycle-Trend Dichotomy of the Dutch Disease Phenomenon," MPRA Paper 71741, University Library of Munich, Germany.
- Frédérique Bec & Jean-Olivier Hairault, 1993. "Taux d'intérêt, politique monétaire et activité économique en France : un examen empirique," Économie et Prévision, Programme National Persée, vol. 109(3), pages 13-24.
- Mr. Noureddine Krichene, 2008. "Recent Inflationary Trends in World Commodities Markets," IMF Working Papers 2008/130, International Monetary Fund.
- K. Hafsal & S. Raja Sethu Durai, 2023. "Fundamental and bubble spillovers in stock markets: a common trend approach," SN Business & Economics, Springer, vol. 3(3), pages 1-17, March.
- Cassola, Nuno & Morana, Claudio, 2004.
"Monetary policy and the stock market in the euro area,"
Journal of Policy Modeling,
Elsevier, vol. 26(3), pages 387-399, April.
- Cassola, Nuno & Morana, Claudio, 2002. "Monetary policy and the stock market in the euro area," Working Paper Series 0119, European Central Bank.
- Alexius, Annika, 2000. "Supply Shocks and Real Exchange Rates," Working Paper Series 117, Sveriges Riksbank (Central Bank of Sweden).
- Kostas Tsatsaronis & Frank Smets, 1997.
"Why does the yield curve predict economic activity? Dissecting the evidence for Germany and the United States,"
BIS Working Papers
49, Bank for International Settlements.
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- Scherrer, Cristina Mabel, 2021. "Information processing on equity prices and exchange rate for cross-listed stocks," Journal of Financial Markets, Elsevier, vol. 54(C).
- Carstensen Kai & Hansen Gerd, 2004. "Inflationäre Schocks in Deutschland: Eine Common Trends Analyse / Inflationary Shocks in Germany: A Common Trends Analysis," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 224(3), pages 271-291, June.
- Morana, Claudio, 2000. "Measuring core inflation in the euro area," Working Paper Series 0036, European Central Bank.
- G. Coenen & J.-L. Vega, 2001.
"The demand for M3 in the euro area,"
Journal of Applied Econometrics,
John Wiley & Sons, Ltd., vol. 16(6), pages 727-748.
- Coenen, Guenter & Vega, Juan Luis, 1999. "The demand for M3 in the euro area," Working Paper Series 0006, European Central Bank.
- Gunter Coenen & Juan Luis Vega, 2000. "The Demand for M3 in the Euro Area," Econometric Society World Congress 2000 Contributed Papers 0976, Econometric Society.
- Iacoviello, Matteo, 2000. "House prices and the macroeconomy in Europe: Results from a structural var analysis," Working Paper Series 0018, European Central Bank.
- M.S.Rafiq, 2006. "Great Ratios, Balanced Growth and Stochastic Trends: Evidence for the Euro Area," Discussion Paper Series 2006_20, Department of Economics, Loughborough University.
- Már Guðmundsson & Thórarinn G. Pétursson & Arnór Sighvatsson, 2000. "Optimal Exchange Rate Policy: The Case of Iceland," Economics wp08, Department of Economics, Central bank of Iceland.
- Matteo Iacoviello, 2002. "House Prices and Business Cycles in Europe: a VAR Analysis," Boston College Working Papers in Economics 540, Boston College Department of Economics.
- Hossein Askari & Noureddine Krichene, 2010. "Monetary policy and world commodity markets: 2000-2007," PSL Quarterly Review, Economia civile, vol. 63(253), pages 145-177.
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"Monetary policy analysis in a small open economy using Bayesian cointegrated structural VARs,"
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296, European Central Bank.
- Villani, Mattias & Warne, Anders, 2003. "Monetary Policy Analysis in a Small Open Economy using Bayesian Cointegrated Structural VARs," Working Paper Series 156, Sveriges Riksbank (Central Bank of Sweden).
- Carlo Di Giorgio & Massimo Giannini, 2012. "A comparison of the Beveridge curve dynamics in Italy and USA," Empirical Economics, Springer, vol. 43(3), pages 945-983, December.
- Centoni, Marco & Cubadda, Gianluca, 2003. "Measuring the business cycle effects of permanent and transitory shocks in cointegrated time series," Economics Letters, Elsevier, vol. 80(1), pages 45-51, July.
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- Bruggeman, Annick & Donnay, Marie, 2003. "A monthly monetary model with banking intermediation for the euro area," Working Paper Series 264, European Central Bank.
- Hans Christian Kongsted & Heino Bohn Nielsen, 2004. "Analysing I(2) Systems by Transformed Vector Autoregressions," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 66(3), pages 379-397, July.
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"Structural FECM: Cointegration in large‐scale structural FAVAR models,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(6), pages 1069-1086, September.
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- Cristina M. Scherrer, 2014. "Cross listing: price discovery dynamics and exchange rate effects," CREATES Research Papers 2014-53, Department of Economics and Business Economics, Aarhus University.
- Cassola, Nuno & Morana, Claudio, 2004.
"Monetary policy and the stock market in the euro area,"
Journal of Policy Modeling, Elsevier, vol. 26(3), pages 387-399, April.
- Cassola, Nuno & Morana, Claudio, 2002. "Monetary policy and the stock market in the euro area," Working Paper Series 119, European Central Bank.
- Durai, S. Raja Sethu & Ramachandran, M., 2007. "Core inflation for India," Journal of Asian Economics, Elsevier, vol. 18(2), pages 365-383, April.
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- Thomas B. Götz & Alain Hecq & Jean-Pierre Urbain, 2013.
"Testing for Common Cycles in Non-Stationary VARs with Varied Frequency Data,"
Advances in Econometrics, in: VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims, volume 32, pages 361-393,
Emerald Group Publishing Limited.
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- Fabio Bagliano & Claudio Morana, 2010. "Permanent and transitory dynamics in house prices and consumption: some implications for the real effects of the financial crisis," Applied Financial Economics, Taylor & Francis Journals, vol. 20(1-2), pages 151-170.
- Gabriel Rodríguez & Pierina Villanueva Vega & Paul Castillo Bardalez, 2018.
"Driving economic fluctuations in Peru: the role of the terms of trade,"
Empirical Economics, Springer, vol. 55(3), pages 1089-1119, November.
- Gabriel Rodriguez & Pierina Villanueva, 2014. "Driving Economic Fluctuations in Peru: The Role of the Terms of Trade," Documentos de Trabajo / Working Papers 2014-389, Departamento de Economía - Pontificia Universidad Católica del Perú.
- Riadh Trabelsi, 2024. "Sources of macroeconomic fluctuations in Tunisia: a structural VAR approach," SN Business & Economics, Springer, vol. 4(10), pages 1-28, October.