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Measuring World Business Cycles
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Cited by:
- 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,"
Working Papers
2013:17, Department of Economics, University of Venice "Ca' Foscari", revised 2014.
- 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.
- 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," Working Paper 2013/20, Norges Bank.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2014. "Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model," Working Papers No 8/2014, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Michael Graff, 2005. "Internationale Konjunkturverbunde," KOF Working papers 05-108, KOF Swiss Economic Institute, ETH Zurich.
- Robin L. Lumsdaine & Eswar S. Prasad, 2003.
"Identifying the Common Component of International Economic Fluctuations: A New Approach,"
Economic Journal, Royal Economic Society, vol. 113(484), pages 101-127, January.
- 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.
- Lumsdaine, Robin L. & Prasad, Eswar, 2002. "Identifying the Common Component of International Economic Fluctuations: A New Approach," IZA Discussion Papers 487, Institute of Labor Economics (IZA).
- Borus Jungbacker & Siem Jan Koopman & Michel Wel, 2014.
"Smooth Dynamic Factor Analysis With Application To The Us Term Structure Of Interest Rates,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(1), pages 65-90, January.
- 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.
- Canova, Fabio & de Nicolo, Gianni, 2003.
"On the sources of business cycles in the G-7,"
Journal of International Economics, Elsevier, vol. 59(1), pages 77-100, January.
- 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.
- Martínez-Martín, Jaime & Rusticelli, Elena, 2021.
"Keeping track of global trade in real time,"
International Journal of Forecasting, Elsevier, vol. 37(1), pages 224-236.
- Jaime Martinez-Martin & Elena Rusticelli, 2018. "Keeping track of global trade in real time," OECD Economics Department Working Papers 1524, OECD Publishing.
- Jaime Martínez-Martín & Elena Rusticelli, 2020. "Keeping track of global trade in real time," Working Papers 2019, Banco de España.
- 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.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2015. "Interconnections between Eurozone and US Booms and Busts using a Bayesian Panel Markov-Switching VAR Mode," Tinbergen Institute Discussion Papers 15-111/III, Tinbergen Institute.
- 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.
- Diebold, Francis X. & Yilmaz, Kamil, 2015. "Financial and Macroeconomic Connectedness: A Network Approach to Measurement and Monitoring," OUP Catalogue, Oxford University Press, number 9780199338306.
- 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.
- Dumas, Bernard & Harvey, Campbell R. & Ruiz, Pierre, 2000. "Are Correlations of Stock Returns Justified by Subsequent Changes in National Outputs?," Working Papers 00-2, University of Pennsylvania, Wharton School, Weiss Center.
- Henriksen, Espen & Kydland, Finn E. & Šustek, Roman, 2013.
"Globally correlated nominal fluctuations,"
Journal of Monetary Economics, Elsevier, vol. 60(6), pages 613-631.
- Espen Henriksen & Finn E. Kydland & Roman Sustek, 2009. "Globally Correlated Nominal Fluctuations," NBER Working Papers 15123, National Bureau of Economic Research, Inc.
- Maswana, Jean-Claude, 2010. "Will China’s Recovery Affect Africa’s Prospects for Economic Growth?," Working Papers 19, JICA Research Institute.
- 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.
- Mr. Tamim Bayoumi & Mr. Andrew J Swiston, 2008. "Spillovers Across NAFTA," IMF Working Papers 2008/003, International Monetary Fund.
- Grace Lee, 2011.
"Aggregate shocks decomposition for eight East Asian countries,"
Journal of the Asia Pacific Economy, Taylor & Francis Journals, vol. 16(2), pages 215-232.
- Grace H.Y. Lee, 2009. "Aggregate Shocks Decomposition For Eight East Asian Countries," Monash Economics Working Papers 17-09, Monash University, Department of Economics.
- 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.
- 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.
- Chadwick, Meltem, 2010. "An Empirical Analysis of Fluctuations in Economic Efficiency in European Countries," MPRA Paper 75304, University Library of Munich, Germany.
- 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.
- 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.
- Michael Artis & Toshihiro Okubo, 2010. "The UK intranational business cycle," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(1-2), pages 71-93.
- Mario Crucini & Ayhan Kose & Christopher Otrok, 2011.
"What are the driving forces of international business cycles?,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 14(1), pages 156-175, January.
- Mario J. Crucini & M. Ayhan Kose & Christopher Otrok, 2008. "What Are the Driving Forces of International Business Cycles?," Vanderbilt University Department of Economics Working Papers 0815, Vanderbilt University Department of Economics.
- Christopher Otrok & Ayhan Kose & Mario J. Crucini, 2009. "What are the driving forces of international business cycles," 2009 Meeting Papers 820, Society for Economic Dynamics.
- 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.
- Simeon Coleman, 2011. "Investigating Business Cycle Synchronization in West Africa," NBS Discussion Papers in Economics 2011/01, Economics, Nottingham Business School, Nottingham Trent University.
- Francis X. Diebold & Glenn D. Rudebusch, 2001. "Five questions about business cycles," Economic Review, Federal Reserve Bank of San Francisco, pages 1-15.
- Del Negro, Marco, 2002.
"Asymmetric shocks among U.S. states,"
Journal of International Economics, Elsevier, vol. 56(2), pages 273-297, March.
- Marco Del Negro, 1999. "Asymmetric shocks among U.S. states," Working Papers 9903, Centro de Investigacion Economica, ITAM.
- Marco Del Negro, 2000. "Asymmetric shocks among U.S. states," FRB Atlanta Working Paper 2000-27, Federal Reserve Bank of Atlanta.
- Burstein, Ariel & Kurz, Christopher & Tesar, Linda, 2008.
"Trade, production sharing, and the international transmission of business cycles,"
Journal of Monetary Economics, Elsevier, vol. 55(4), pages 775-795, May.
- Ariel Burstein & Christopher Johann Kurz & Linda Tesar, 2004. "Trade, Production Sharing and the International Transmission of Business Cycles," Working Papers 522, Research Seminar in International Economics, University of Michigan.
- 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.
- Ariel Burstein & Christopher Kurz & Linda Tesar, 2008. "Trade, Production Sharing, and the International Transmission of Business Cycles," NBER Working Papers 13731, National Bureau of Economic Research, Inc.
- Jean Boivin & Marc P. Giannoni, 2007.
"Global Forces and Monetary Policy Effectiveness,"
NBER Chapters, in: International Dimensions of Monetary Policy, pages 429-478,
National Bureau of Economic Research, Inc.
- Marc Giannoni & Jean Boivin, 2008. "Global Forces and Monetary Policy Effectiveness," 2008 Meeting Papers 1067, Society for Economic Dynamics.
- Jean Boivin & Marc Giannoni, 2008. "Global Forces and Monetary Policy Effectiveness," NBER Working Papers 13736, National Bureau of Economic Research, Inc.
- Chang-Jin Kim & Chris Murray, 1999.
"Permanent and Transitory Nature of Recessions,"
Discussion Papers in Economics at the University of Washington
0041, Department of Economics at the University of Washington.
- Chang-Jin Kim & Chris Murray, 1999. "Permanent and Transitory Nature of Recessions," Working Papers 0041, University of Washington, Department of Economics.
- 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.
- 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.
- 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.
- Allan Gregory & Allen Head, 1996. "Common And Country-specific Fluctuations In Productivity, Investment, And The Current Account," Working Paper 931, Economics Department, Queen's University.
- 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.
- 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.
- Fabio Canova & Matteo Ciccarelli & Eva Ortega, 2003. "Similarities and convergence in G-7 cycles," Economics Working Papers 924, Department of Economics and Business, Universitat Pompeu Fabra, revised Aug 2004.
- Fabio Canova & Matteo Ciccarelli & Eva Ortega, 2004. "Similarities and convergence in G-7 cycles," Working Papers 0404, Banco de España.
- Canova, Fabio & Ciccarelli, Matteo & Ortega, Eva, 2004. "Similarities and convergence in G-7 cycles," Working Paper Series 312, European Central Bank.
- Canova, Fabio & Ciccarelli, Matteo & Ortega, Eva, 2004. "Similarities and Convergence in G7 Cycles," CEPR Discussion Papers 4534, C.E.P.R. Discussion Papers.
- Kamil Yilmaz, 2009.
"International Business Cycle Spillovers,"
Koç University-TUSIAD Economic Research Forum Working Papers
0903, Koc University-TUSIAD Economic Research Forum, revised Nov 2009.
- Yilmaz, Kamil, 2010. "International Business Cycle Spillovers," CEPR Discussion Papers 7966, C.E.P.R. Discussion Papers.
- Michael D. Bordo & Thomas Helbling, 2003. "Have National Business Cycles Become More Synchronized?," NBER Working Papers 10130, National Bureau of Economic Research, Inc.
- Uhrig-Homburg, Marliese, 2013. "Sovereign credit spreads," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4217-4225.
- Hilde C. Bj⊘rnland & Leif Anders Thorsrud & Sepideh Khayati Zahiri, 2020.
"Do Central Banks Respond Timely to Developments in the Global Economy?,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 82(2), pages 285-310, April.
- Hilde C. Bjørnland & Leif Anders Thorsrud & Sepideh Khayati Zahiri, 2016. "Do central banks respond timely to developments in the global economy?," Working Paper 2016/19, Norges Bank.
- Hilde C. Bjornland & Leif Anders Thorsrud & Sepideh Khayati Zahiri, 2017. "Do central banks respond timely to developments in the global economy?," CAMA Working Papers 2017-20, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Hilde C. Bjørnland & Leif Anders Thorsrud & Sepideh K. Zahiri, 2016. "Do central banks respond timely to developments in the global economy?," Working Papers No 8/2016, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- 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.
- 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.
- 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.
- 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.
- Fiorentini, Gabriele & Galesi, Alessandro & Sentana, Enrique, 2018.
"A spectral EM algorithm for dynamic factor models,"
Journal of Econometrics, Elsevier, vol. 205(1), pages 249-279.
- Gabriele Fiorentini & Alessandro Galesi & Enrique Sentana, 2014. "A Spectral EM Algorithm for Dynamic Factor Models," Working Papers wp2014_1411, CEMFI.
- Gabriele Fiorentini & Alessandro Galesi & Enrique Sentana, 2016. "A spectral EM algorithm for dynamic factor models," Working Papers 1619, Banco de España.
- Sentana, Enrique & Galesi, Alessandro, 2015. "A spectral EM algorithm for dynamic factor models," CEPR Discussion Papers 10417, C.E.P.R. Discussion Papers.
- Karadimitropoulou, Aikaterini & León-Ledesma, Miguel, 2013.
"World, country, and sector factors in international business cycles,"
Journal of Economic Dynamics and Control, Elsevier, vol. 37(12), pages 2913-2927.
- Aikaterini Karadimitropoulou & Miguel Leon-Ledesma, 2013. "World, Country, and Sector Factors in International Business Cycles," Studies in Economics 1307, School of Economics, University of Kent.
- 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..
- Gabriele Fiorentini & Enrique Sentana, 2019.
"Dynamic specification tests for dynamic factor models,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(3), pages 325-346, April.
- Gabriele Fiorentini & Enrique Sentana, 2013. "Dynamic Specification Tests for Dynamic Factor Models," Working Papers wp2013_1306, CEMFI.
- Gabriele Fiorentini & Enrique Sentana, 2019. "Dynamic specification tests for dynamic factor models," Econometrics Working Papers Archive 2018_07, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
- Sylvain Leduc & Mark M. Spiegel, 2013.
"Is Asia Decoupling from the United States (Again)?,"
Pacific Economic Review, Wiley Blackwell, vol. 18(3), pages 345-369, August.
- 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.
- Yongfu Huang, 2011.
"Private investment and financial development in a globalized world,"
Empirical Economics, Springer, vol. 41(1), pages 43-56, August.
- Yongfu Huang, 2006. "Private investment and financial development in a globalized world," Bristol Economics Discussion Papers 06/589, School of Economics, University of Bristol, UK.
- Mitra, Sinchan & Sinclair, Tara M., 2012.
"Output Fluctuations In The G-7: An Unobserved Components Approach,"
Macroeconomic Dynamics, Cambridge University Press, vol. 16(3), pages 396-422, June.
- Sinchan Mitra & Tara M. Sinclair, "undated". "Output Fluctuations in the G-7: An Unobserved Components Approach," MRG Discussion Paper Series 2509, School of Economics, University of Queensland, Australia.
- 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.
- Bergman, Michael, 2001. "Finnish and Swedish Business Cycles in a Global Context," Working Papers 2001:20, Lund University, Department of Economics.
- 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.
- González-Astudillo, Manuel, 2019.
"An output gap measure for the euro area: Exploiting country-level and cross-sectional data heterogeneity,"
European Economic Review, Elsevier, vol. 120(C).
- 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.).
- Zsolt Darvas & György Szapáry, 2008.
"Business Cycle Synchronization in the Enlarged EU,"
Open Economies Review, Springer, vol. 19(1), pages 1-19, February.
- Szapáry, György & Darvas, Zsolt, 2005. "Business Cycle Sychronization in the Enlarged EU," CEPR Discussion Papers 5179, C.E.P.R. Discussion Papers.
- Zsolt Darvas & György Szapáry, 2006. "Business Cycle Synchronization in the Enlarged EU," Working Papers 0604, Department of Mathematical Economics and Economic Analysis, Corvinus University of Budapest.
- Tamim Bayoumi & Andrew Swiston, 2009.
"Foreign Entanglements: Estimating the Source and Size of Spillovers Across Industrial Countries,"
IMF Staff Papers, Palgrave Macmillan, vol. 56(2), pages 353-383, June.
- 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.
- Lee, Grace H.Y. & Azali, M., 2012.
"Is East Asia an optimum currency area?,"
Economic Modelling, Elsevier, vol. 29(2), pages 87-95.
- Lee, Grace HY & M, Azali, 2010. "Is East Asia an optimum currency area?," MPRA Paper 52556, University Library of Munich, Germany.
- 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.
- Glenn Otto & Graham Voss & Luke Willard, 2001. "Understanding OECD Output Correlations," RBA Research Discussion Papers rdp2001-05, Reserve Bank of Australia.
- Amado Peiró, 2002. "Macroeconomic Synchronization Between G3 Countries," Working Papers. Serie EC 2002-16, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- 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.
- 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.
- Goto, Eiji, 2023. "International comovement of r∗: A case study of the G7 countries," Journal of Empirical Finance, Elsevier, vol. 74(C).
- Filippo di Mauro & L. Vanessa Smith & Stephane Dees & M. Hashem Pesaran, 2007.
"Exploring the international linkages of the euro area: a global VAR analysis,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(1), pages 1-38.
- Stephane Dees & Filippo di Mauro & M. Hashem Pesaran & L. Vanessa Smith, 2004. "Exploring the International Linkages of the Euro Area: A Global VAR Analysis," IEPR Working Papers 04.6, Institute of Economic Policy Research (IEPR).
- Stephane Dees & Filippo di Mauro & M. Hashem Pesaran & L. Vanessa Smith, 2005. "Exploring the International Linkages of the Euro Area: a Global VAR Analysis," CESifo Working Paper Series 1425, CESifo.
- Dées, Stéphane & di Mauro, Filippo & Pesaran, Hashem & Smith, Vanessa, 2005. "Exploring the international linkages of the euro area: a global VAR analysis," Working Paper Series 568, European Central Bank.
- 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.
- Dees, S. & di Mauro, F. & Pesaran, M.H. & Smith, L.V., 2005. "Exploring the International Linkages of the Euro Area: a Global VAR Analysis," Cambridge Working Papers in Economics 0518, Faculty of Economics, University of Cambridge.
- 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.
- 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.
- Philip Bodman & Mark Crosby, 2005. "Are business cycles independent in the G7?," International Economic Journal, Taylor & Francis Journals, vol. 19(4), pages 483-499.
- 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.
- Mr. Ayhan Kose & Mr. Christopher Otrok & Charles H. Whiteman, 2005. "Understanding the Evolution of World Business Cycles," IMF Working Papers 2005/211, International Monetary Fund.
- 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.
- Jushan Bai & Serena Ng, 2002.
"Determining the Number of Factors in Approximate Factor Models,"
Econometrica, Econometric Society, vol. 70(1), pages 191-221, January.
- Jushan Bai & Serena Ng, 2000. "Determining the Number of Factors in Approximate Factor Models," Econometric Society World Congress 2000 Contributed Papers 1504, Econometric Society.
- Jushan Bai & Serena Ng, 2000. "Determining the Number of Factors in Approximate Factor Models," Boston College Working Papers in Economics 440, Boston College Department of Economics.
- Tom Doan, "undated". "BAING: RATS procedure to estimate factors in a factor model using Bai-Ng formulas," Statistical Software Components RTS00012, Boston College Department of Economics.
- 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.
- Yetman, James, 2011. "Exporting recessions: International links and the business cycle," Economics Letters, Elsevier, vol. 110(1), pages 12-14, January.
- 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.
- Siem Jan Koopman & Michel van der Wel, 2011. "Forecasting the U.S. Term Structure of Interest Rates using a Macroeconomic Smooth Dynamic Factor Model," Tinbergen Institute Discussion Papers 11-063/4, Tinbergen Institute.
- M. Ayhan Kose & Christopher Otrok & Eswar Prasad, 2012.
"Global Business Cycles: Convergence Or Decoupling?,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 53(2), pages 511-538, May.
- M. Ayhan Kose & Christopher Otrok & Eswar S. Prasad, 2008. "Global Business Cycles: Convergence or Decoupling?," NBER Working Papers 14292, National Bureau of Economic Research, Inc.
- Kose, M. Ayhan & Otrok, Christopher & Prasad, Eswar, 2008. "Global Business Cycles: Convergence or Decoupling?," IZA Discussion Papers 3442, Institute of Labor Economics (IZA).
- Mr. Ayhan Kose & Mr. Eswar S Prasad & Mr. Christopher Otrok, 2008. "Global Business Cycles: Convergence or Decoupling?," IMF Working Papers 2008/143, International Monetary Fund.
- 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.
- Gilhooly, Robert & Weale, Martin & Wieladek, Tomasz, 2012. "Disaggregating the international business cycle," Discussion Papers 37, Monetary Policy Committee Unit, Bank of England.
- Dominic Quint, 2016. "Is it really more dispersed?," International Economics and Economic Policy, Springer, vol. 13(4), pages 593-621, October.
- 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.
- 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.
- 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.
- Mody, Ashoka & Sarno, Lucio & Taylor, Mark P., 2007.
"A cross-country financial accelerator: Evidence from North America and Europe,"
Journal of International Money and Finance, Elsevier, vol. 26(1), pages 149-165, February.
- 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.
- Boileau, Martin & Normandin, Michel & Powo Fosso, Bruno, 2010.
"Global versus country-specific shocks and international business cycles,"
Journal of Macroeconomics, Elsevier, vol. 32(1), pages 1-16, March.
- 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.
- Michel Normandin & Bruno Powo Fosso, 2006. "Global versus Country-Specific Shocks and International Business Cycles," Cahiers de recherche 0601, CIRPEE.
- Chiu, Adrian & Wieladek, Tomasz, 2012. "Did output gap measurement improve over time?," Discussion Papers 36, Monetary Policy Committee Unit, Bank of England.
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