[go: up one dir, main page]
More Web Proxy on the site http://driver.im/
create a website
Emerging market economies and the world interest rate. (2015). Lastrapes, William ; Bahadir, Berrak.
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:58:y:2015:i:c:p:1-28.

Full description at Econpapers || Download paper

Cited: 5

Citations received by this document

Cites: 26

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Macroeconomic shocks and racial labor market differences. (2021). Hoover, Gary ; Giedeman, Daniel ; Compton, Ryan.
    In: Southern Economic Journal.
    RePEc:wly:soecon:v:88:y:2021:i:2:p:680-704.

    Full description at Econpapers || Download paper

  2. Is the exchange rate a shock absorber or a source of shocks? Evidence from the U.S.. (2020). Sun, Wei ; De, Kuhelika.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:89:y:2020:i:c:p:1-9.

    Full description at Econpapers || Download paper

  3. Macroeconomic Shocks and Racial Labour Market Differences in the U.S.. (2019). Giedeman, Daniel ; Compton, Ryan ; Hoover, Gary A.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_8004.

    Full description at Econpapers || Download paper

  4. REAL EXCHANGE RATE, MONETARY POLICY, AND THE U.S. ECONOMY: EVIDENCE FROM A FAVAR MODEL. (2019). Sun, Wei ; De, Kuhelika.
    In: Economic Inquiry.
    RePEc:bla:ecinqu:v:57:y:2019:i:1:p:552-568.

    Full description at Econpapers || Download paper

  5. Real Exchange Rates and Growth. (2016). Ozmen, Erdal ; Karadam, Duygu Yolcu.
    In: ERC Working Papers.
    RePEc:met:wpaper:1609.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Akinci, Ö. Global financial conditions, country spreads and macroeconomic fluctuations in emerging countries. 2013 J. Int. Econ. 91 358-371

  2. Bai, J. Inferential theory for factor models of large dimensions. 2003 Econometrica. 71 135-171

  3. Bai, J. ; Ng, S. Determining the number of factors in approximate factor models. 2002 Econometrica. 70 191-221

  4. Bai, Y. ; Zhang, J. Financial integration and international risk sharing. 2012 J. Int. Econ. 86 17-32

  5. Bai, Y. ; Zhang, J. Solving the Feldstein-Horioka puzzle with financial frictions. 2010 Econometrica. 78 603-632

  6. Barro, R.J. ; Sala-i Martin, X. World real interest rates. 1990 NBER Macroeconomics Annual. 5 15-69

  7. Bengui, J. ; Mendoza, E.G. ; Quadrini, V. Capital mobility and international sharing of cyclical risk. 2013 J. Monet. Econ. 60 42-62

  8. Bernanke, B. ; Boivin, J. ; Eliasz, P.S. Measuring the effects of monetary policy: a factor-augmented vector autoregressive (FAVAR) approach. 2005 Q. J. Econ. 120 387-422

  9. Chinn, M.D. The (partial) rehabilitation of interest rate parity in the floating rate era: longer horizons, alternative expectations, and emerging markets. 2006 J. Int. Money Finan. 25 7-21

  10. Csonto, B. ; Ivaschenko, I. Determinants of sovereign bond spreads in emerging markets: local fundamental and global factors vs. ever-changing misalignments. 2013 :

  11. Del Negro, M. ; Otrok, C. 99 Luftballons: monetary policy and the house price boom across U.S. states. 2007 J. Monet. Econ. 54 1962-1985

  12. Desroches, B. ; Francis, M. World real interest rates: A global savings and investment perspective. 2010 Appl. Econ. 42 2801-2816

  13. Frankel, J.A. Measuring international capital mobility: A review. 1992 Am. Econ. Rev. 82 197-202

  14. Gagnon, J.E. ; Unferth, M.D. Is there a world real interest rate?. 1995 J. Int. Money Finan. 14 845-855

  15. Jaramillo, L. ; Weber, A. Global spillovers into domestic bond markets in emerging market economies. 2013 :

  16. Kose, M.A. ; Otrok, C. ; Prasad, E. Global business cycles: convergence or decoupling?. 2012 Int. Econ. Rev. 53 511-538

  17. Kose, M.A. ; Prasad, E.S. ; Terrones, M.E. Does financial globalization promote risk sharing?. 2009 J. Dev. Econ. 89 258-270

  18. Lastrapes, W.D. Estimating and identifying vector autoregressions under diagonality and block exogeneity restrictions. 2005 Econ. Lett. 87 75-81

  19. Longstaff, F.A. ; Pan, J. ; Pedersen, L.H. ; Singleton, K.J. How sovereign is sovereign credit risk?. 2011 Am. Econ. J. Macroecon. 3 75-103

  20. Montiel, P.J. Capital mobility in developing countries: some measurement issues and empirical estimates. 1993 :

  21. Neumeyer, P.A. ; Perri, F. Business cycles in emerging economies: the role of interest rates. 2005 J. Monet. Econ. 52 345-380

  22. Obstfeld, M. International capital mobility in the 1990s. 1993 :

  23. Stock, J.H. ; Watson, M.W. Dynamic factor models. 2011 En : Clements, M.J. ; Hendry, D.F. Oxford Handbook on Economic Forecasting. Oxford University Press:

  24. Stock, J.H. ; Watson, M.W. Implications of dynamic factor models for VAR analysis. 2005 :

  25. Theil, H. Principle of Econometrics. 1971 John Wiley and Sons:
    Paper not yet in RePEc: Add citation now
  26. Uribe, M. ; Yue, V.Z. Country spreads and emerging countries: Who drives whom?. 2006 J. Int. Econ. 69 6-36

Cocites

Documents in RePEc which have cited the same bibliography

  1. Flights-to-safety and macroeconomic adjustment in emerging markets: The role of U.S. monetary policy. (2023). Ahmed, Rashad.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:133:y:2023:i:c:s0261560623000281.

    Full description at Econpapers || Download paper

  2. Commodity price shocks, labour market dynamics and monetary policy in small open economies. (2023). Paez-Farrell, Juan ; Naraidoo, Ruthira.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:151:y:2023:i:c:s016518892300060x.

    Full description at Econpapers || Download paper

  3. Do words hurt more than actions? The impact of trade tensions on financial markets. (2022). Pagliari, Maria Sole ; Ferrari Minesso, Massimo ; Kurcz, Frederik.
    In: Journal of Applied Econometrics.
    RePEc:wly:japmet:v:37:y:2022:i:6:p:1138-1159.

    Full description at Econpapers || Download paper

  4. Effect of news and noise shocks of US monetary policy on economic fluctuations in emerging market economies. (2022). Kim, Kyunghun.
    In: Canadian Journal of Economics/Revue canadienne d'économique.
    RePEc:wly:canjec:v:55:y:2022:i:4:p:1862-1893.

    Full description at Econpapers || Download paper

  5. Oral interventions in the foreign exchange market: evidence from Australia. (2022). Germaschewski, Yin ; Zhong, Jiansheng ; Horvath, Jaroslav.
    In: Empirical Economics.
    RePEc:spr:empeco:v:62:y:2022:i:6:d:10.1007_s00181-021-02112-5.

    Full description at Econpapers || Download paper

  6. The shine beneath: foreign exchange intervention in resource-rich economies. (2022). Perez, Fernando ; Herrera, Gerardo ; Ortiz, Marco.
    In: MPRA Paper.
    RePEc:pra:mprapa:116208.

    Full description at Econpapers || Download paper

  7. Sovereign risk and financial risk. (2022). Zakrajek, Egon ; Yue, Vivian Z ; Wei, Bin ; Gilchrist, Simon.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:136:y:2022:i:c:s0022199622000356.

    Full description at Econpapers || Download paper

  8. On Foreign Drivers of EMEs Fluctuations. (2022). Wlasiuk, Juan M ; Lorca, Jorge ; Bajraj, Gent.
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:951.

    Full description at Econpapers || Download paper

  9. .

    Full description at Econpapers || Download paper

  10. .

    Full description at Econpapers || Download paper

  11. Financial Frictions and Macro?Economic Fluctuations in Emerging Economies. (2021). Akinci, Ozge.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:53:y:2021:i:6:p:1267-1312.

    Full description at Econpapers || Download paper

  12. The Bribe Rate and Long Run Differences in Sovereign Borrowing Costs. (2021). Cotoc, Johnny ; Johri, Alok.
    In: Department of Economics Working Papers.
    RePEc:mcm:deptwp:2021-02.

    Full description at Econpapers || Download paper

  13. Sovereign Risk and Financial Risk. (2021). Zakrajšek, Egon ; Wei, Bin ; Zakrajek, Egon ; Yue, Vivian Z ; Gilchrist, Simon.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:93483.

    Full description at Econpapers || Download paper

  14. “When it rains, it pours”: Fiscal policy, credit constraints and business cycles in emerging and developed economies. (2021). Dzhambova, Krastina.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:69:y:2021:i:c:s0164070421000264.

    Full description at Econpapers || Download paper

  15. Mortgage spreads, asset prices, and business cycles in emerging countries. (2021). ROTHMAN, PHILIP ; Horvath, Jaroslav.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:115:y:2021:i:c:s026156062100019x.

    Full description at Econpapers || Download paper

  16. Capital Flows and Emerging Markets Fluctuations. (2021). Lorca, Jorge.
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:898.

    Full description at Econpapers || Download paper

  17. Sorry, Youre Blocked. Economic Effects of Financial Sanctions on the Russian Economy. (2021). Pestova, Anna ; Mamonov, Mikhail.
    In: CERGE-EI Working Papers.
    RePEc:cer:papers:wp704.

    Full description at Econpapers || Download paper

  18. Financial Frictions in Mexico: Evidence from the Credit Spread and its Components. (2021). Pelez, Carlos D ; Aguirre, Mauricio Carabarn.
    In: Working Papers.
    RePEc:bdm:wpaper:2021-20.

    Full description at Econpapers || Download paper

  19. Different no more: Country spreads in advanced and emerging economies. (2020). Pfeifer, Johannes ; Müller, Gernot ; Born, Benjamin ; Wellmann, Susanne.
    In: University of Tübingen Working Papers in Business and Economics.
    RePEc:zbw:tuewef:129.

    Full description at Econpapers || Download paper

  20. Stock market evidence on the international transmission channels of US monetary policy surprises. (2020). Nitschka, Thomas ; Maurer, Tim D.
    In: Working Papers.
    RePEc:snb:snbwpa:2020-10.

    Full description at Econpapers || Download paper

  21. Global spillover effects of US uncertainty. (2020). Bhattarai, Saroj ; Park, Woong Yong ; Chatterjee, Arpita.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:114:y:2020:i:c:p:71-89.

    Full description at Econpapers || Download paper

  22. Macroprudential and monetary policies: The need to dance the Tango in harmony. (2020). Lucotte, Yannick ; Pradines-Jobet, Florian ; Garcia, Jose David.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:108:y:2020:i:c:s0261560620300747.

    Full description at Econpapers || Download paper

  23. Monetary policy transmission in the United Kingdom: A high frequency identification approach. (2020). Vicondoa, Alejandro ; Thwaites, Gregory ; Cesa-Bianchi, Ambrogio.
    In: European Economic Review.
    RePEc:eee:eecrev:v:123:y:2020:i:c:s0014292120300076.

    Full description at Econpapers || Download paper

  24. Business cycle implications of rising household credit market participation in emerging countries. (2020). Barrail, Zulma.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:116:y:2020:i:c:s0165188920300853.

    Full description at Econpapers || Download paper

  25. Different no more: Country spreads in advanced and emerging economies. (2020). Wellmann, Susanne ; Pfeifer, Johannes ; Muller, Gernot ; Born, Benjamin.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:14392.

    Full description at Econpapers || Download paper

  26. Global Spillover Effects of US Uncertainty. (2019). Bhattarai, Saroj ; Park, Woong Yong ; Chatterjee, Arpita.
    In: Discussion Papers.
    RePEc:swe:wpaper:2017-17a.

    Full description at Econpapers || Download paper

  27. Global financial risk, aggregate fluctuations, and unemployment dynamics. (2019). Shapiro, Alan Finkelstein ; Epstein, Brendan ; Gomez, Andres Gonzalez .
    In: Journal of International Economics.
    RePEc:eee:inecon:v:118:y:2019:i:c:p:351-418.

    Full description at Econpapers || Download paper

  28. On corporate borrowing, credit spreads and economic activity in emerging economies: An empirical investigation. (2019). Caballero, Julian ; Park, Jongho ; Fernandez, Andres.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:118:y:2019:i:c:p:160-178.

    Full description at Econpapers || Download paper

  29. Monetary news in the United States and business cycles in emerging economies. (2019). Vicondoa, Alejandro.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:117:y:2019:i:c:p:79-90.

    Full description at Econpapers || Download paper

  30. The Brexit Vote, Productivity Growth and Macroeconomic Adjustments in the United Kingdom. (2019). Harrison, Richard ; Drechsel, Thomas ; Tenreyro, Silvana ; Dipace, Federico ; di Pace, Federico ; Broadbent, Ben.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:13993.

    Full description at Econpapers || Download paper

  31. On Corporate Borrowing, Credit Spreads and Economic Activity in Emerging Economies: An Empirical Investigation. (2019). FERNÁNDEZ MARTIN, ANDRÉS ; Park, Jongho ; Fernandez, Andres ; Caballero, Julian.
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:839.

    Full description at Econpapers || Download paper

  32. Global Financial Risk, Domestic Financial Access, and Unemployment Dynamics. (2018). Epstein, Brendan ; Gomez, Andres Gonzalez ; Shapiro, Alan Finkelstein.
    In: MPRA Paper.
    RePEc:pra:mprapa:88692.

    Full description at Econpapers || Download paper

  33. Business cycles, informal economy, and interest rates in emerging countries. (2018). Horvath, Jaroslav.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:55:y:2018:i:c:p:96-116.

    Full description at Econpapers || Download paper

  34. How effective are macroprudential policies? An empirical investigation. (2018). Akinci, Ozge ; Olmstead-Rumsey, Jane .
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:33:y:2018:i:c:p:33-57.

    Full description at Econpapers || Download paper

  35. Commodity prices and labour market dynamics in small open economies. (2018). Kamber, Gunes ; Thoenissen, Christoph ; Bodenstein, Martin .
    In: Journal of International Economics.
    RePEc:eee:inecon:v:115:y:2018:i:c:p:170-184.

    Full description at Econpapers || Download paper

  36. Good news is bad news: Leverage cycles and sudden stops. (2018). Akinci, Ozge ; Chahrour, Ryan.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:114:y:2018:i:c:p:362-375.

    Full description at Econpapers || Download paper

  37. Sharing a ride on the commodities roller coaster: Common factors in business cycles of emerging economies. (2018). Rodriguez, Diego ; Gonzalez, Andres ; Fernandez, Andres.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:111:y:2018:i:c:p:99-121.

    Full description at Econpapers || Download paper

  38. Do business cycles, investment-specific technology shocks matter for stock returns?. (2018). Prabheesh, KP ; Vidya, C T.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:70:y:2018:i:c:p:511-524.

    Full description at Econpapers || Download paper

  39. Commodity Prices and Labour Market Dynamics in Small Open Economies. (2017). Thoenissen, Christoph ; Kamber, Gunes ; Bodenstein, Martin.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2017-39.

    Full description at Econpapers || Download paper

  40. Global Spillover Effects of US Uncertainty. (2017). Park, Woong Yong ; Chatterjee, Arpita ; Bhattarai, Saroj.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:331.

    Full description at Econpapers || Download paper

  41. Capital controls as shock absorbers. (2017). Ben Zeev, Nadav.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:109:y:2017:i:c:p:43-67.

    Full description at Econpapers || Download paper

  42. Emerging economies business cycles: The role of commodity terms of trade news. (2017). Vicondoa, Alejandro ; Pappa, Evi ; Ben Zeev, Nadav.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:108:y:2017:i:c:p:368-376.

    Full description at Econpapers || Download paper

  43. Var - analysis of Global financial economic crisis impact on public budget and unemployment: evidence from the economy of the Kyrgyz Republic. (2016). Bakytovna, Alymkulova Nargiza ; Mashrapovich, Ganiev Junus ; Uzgenovich, Atabaev Nurlan.
    In: Экономика региона.
    RePEc:scn:015306:16921076.

    Full description at Econpapers || Download paper

  44. A Closer Look at Sectoral Financial Linkages in Brazil I; Corporations’ Financial Statements. (2016). Park, Jongho ; Lipinsky, Fabian ; Karpowicz, Izabela.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2016/045.

    Full description at Econpapers || Download paper

  45. Sharing a Ride on the Commodities Roller Coaster: Common Factors in Business Cycles of Emerging Economies. (2016). Rodriguez, Diego ; Gonzalez, Andres ; FERNÁNDEZ MARTIN, ANDRÉS.
    In: IDB Publications (Working Papers).
    RePEc:idb:brikps:7382.

    Full description at Econpapers || Download paper

  46. Monetary News, U.S. Interest Rate and Business Cycles in Emerging Economies. (2016). Vicondoa, Alejandro.
    In: Economics Working Papers.
    RePEc:eui:euiwps:eco2016/10.

    Full description at Econpapers || Download paper

  47. Global financial conditions and asset markets: Evidence from fragile emerging economies. (2016). Yildirim, Zekeriya.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:57:y:2016:i:c:p:208-220.

    Full description at Econpapers || Download paper

  48. Sharing a Ride on the Commodities Roller Coaster; Common Factors in Business Cycles of Emerging Economies. (2015). Rodriguez Guzman, Diego ; FERNÁNDEZ MARTIN, ANDRÉS ; Gonzalez, Andres ; Fernandez, Andres.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2015/280.

    Full description at Econpapers || Download paper

  49. Emerging market economies and the world interest rate. (2015). Lastrapes, William ; Bahadir, Berrak.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:58:y:2015:i:c:p:1-28.

    Full description at Econpapers || Download paper

  50. Sharing a Ride on the Commodities Roller Coaster: Common Factors in Business Cycles of Emerging Economies. (2015). Rodriguez Guzman, Diego ; Gonzalez, Andres ; FERNÁNDEZ MARTIN, ANDRÉS ; Fernandez, Andres.
    In: Borradores de Economia.
    RePEc:bdr:borrec:915.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-28 08:09:37 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.