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Fat-tail Distributions and Business-Cycle Models. (2012). Roventini, Andrea ; Fagiolo, Giorgio ; Ascari, Guido.
In: Documents de Travail de l'OFCE.
RePEc:fce:doctra:1201.

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Cited: 11

Citations received by this document

Cites: 24

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Cocites: 50

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  1. Markets connectivity and financial contagion. (2015). Tedeschi, Gabriele ; Grilli, Ruggero ; Gallegati, Mauro.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:10:y:2015:i:2:p:287-304.

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  2. How Fat-Tailed is US Output Growth?. (2015). Franke, Reiner.
    In: Metroeconomica.
    RePEc:bla:metroe:v:66:y:2015:i:2:p:213-242.

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  3. Fiscal and Monetary Policies in Complex Evolving Economies. (2014). Treibich, Tania ; Roventini, Andrea ; Napoletano, Mauro ; Fagiolo, Giorgio ; Dosi, Giovanni.
    In: Working Papers.
    RePEc:ver:wpaper:05/2014.

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  4. Fiscal and Monetary Policies in Complex Evolving Economies. (2014). Treibich, Tania ; Roventini, Andrea ; Napoletano, Mauro ; Fagiolo, Giorgio ; Dosi, Giovanni.
    In: LEM Papers Series.
    RePEc:ssa:lemwps:2014/07.

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  5. Fiscal and monetary policies in complex evolving economies. (2014). Treibich, Tania ; Roventini, Andrea ; Napoletano, Mauro ; Fagiolo, Giorgio ; Dosi, Giovanni.
    In: Sciences Po publications.
    RePEc:spo:wpmain:info:hdl:2441/f6h8764enu2lskk9p6go0e900.

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  6. Fat-Tailed Shocks and the Central Bank Reaction. (2014). Ortiz, Marco.
    In: Working Papers.
    RePEc:rbp:wpaper:2014-002.

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  7. Fat-tails in VAR Models. (2014). Pinter, Gabor ; mumtaz, haroon ; Chiu, Ching-Wai.
    In: Working Papers.
    RePEc:qmw:qmwecw:wp714.

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  8. Fat-tails in VAR Models. (2014). Pinter, Gabor ; mumtaz, haroon ; Chiu, Ching-Wai (Jeremy).
    In: Working Papers.
    RePEc:qmw:qmwecw:714.

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  9. Fiscal and Monetary Policies in Complex Evolving Economies. (2014). Treibich, Tania ; Roventini, Andrea ; Napoletano, Mauro ; Fagiolo, Giorgio ; Dosi, Giovanni.
    In: GREDEG Working Papers.
    RePEc:gre:wpaper:2014-07.

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  10. Fiscal and monetary policies in complex evolving economies. (2014). Treibich, Tania ; Roventini, Andrea ; Napoletano, Mauro ; Fagiolo, Giorgio ; Dosi, Giovanni.
    In: Documents de Travail de l'OFCE.
    RePEc:fce:doctra:1405.

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  11. Bank interlinkages and macroeconomic stability. (2014). Tedeschi, Gabriele ; Grilli, Ruggero ; Gallegati, Mauro.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:34:y:2014:i:c:p:72-88.

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References

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  17. JB Lilliefors AD Series Std. Dev. Skewness Kurtosis test test test Y 0.0099-0.0834 4.2402 16.3764*** 0.0707*** 1.9232*** C 0.0084-0.4250 8.3367 305.4176*** 0.0954*** 3.0373*** I 0.0530-0.3893 4.8973 43.9859*** 0.0807*** 1.8682*** E 0.0067-0.4032 3.9027 15.3222*** 0.0728*** 1.8521*** W 0.0083 0.7511 4.0603 35.3592*** 0.0641** 1.8128*** P 0.0079-0.5724 10.0876 539.0752*** 0.1020*** 4.7237***
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  23. Schmitt-Grohe, S. and M. Uribe (2006), âOptimal Fiscal and Monetary Policy in a MediumScale Macroeconomic Modelâ, in M. Gertler and K. Rogoï, (eds.), NBER Macroeconomics Annual, Cambridge, MA: MIT Press, 383â425.
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  24. Smets, F. and R. Wouters (2003), âAn Estimated Dynamic Stochastic General Equilibrium Model of the Euro Areaâ, Journal of the European Economic Association, 1: 1123â1175.

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