[go: up one dir, main page]
More Web Proxy on the site http://driver.im/
create a website
Transmission of business cycle shocks between the US and the euro area. (2008). Schneider, Martin ; Fenz, Gerhard.
In: Working Papers.
RePEc:onb:oenbwp:145.

Full description at Econpapers || Download paper

Cited: 3

Citations received by this document

Cites: 33

References cited by this document

Cocites: 36

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. External Influences on Business Cycle Synchronization in the Euro Area. (2012). Jones, Jason ; Sribnick, Lauren ; Collins, Nora .
    In: International Advances in Economic Research.
    RePEc:kap:iaecre:v:18:y:2012:i:1:p:28-39:10.1007/s11294-011-9339-7.

    Full description at Econpapers || Download paper

  2. On the transmission of economic fluctuations from the USA to EU-15 (1960–2011). (2012). Papageorgiou, Theofanis ; Michaelides, Panayotis.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:64:y:2012:i:6:p:427-438.

    Full description at Econpapers || Download paper

  3. Working Paper 150. (2009). Rheinberger, Klaus ; Breuer, Thomas ; Summer, Martin ; Jandacka, Martin .
    In: Working Papers.
    RePEc:onb:oenbwp:y::i:150:b:1.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Artis, M. J., Galvão, A. B. and Marcellino, M. (2003) The transmission mechanism in a changing world, CEPR Discussion Paper No. 4014.

  2. Benkwitz, A., Lutkepohl, H. and Wolters, J. (2001) Comparison of bootstrap confidence intervals for impulse responses of German monetary systems, Macroeconomic Dynamics, 5, 81-100.

  3. Canova, F. (2005) The transmission of US shocks to Latin America, Journal of Applied Econometrics, 20, 229-5 1.

  4. Canova, F. (2007) VAR models. Teaching materials. Available from http: / /www. crei. cat/people/ canova/teaching%20pdf/lecture%20notes%20V.pdf.
    Paper not yet in RePEc: Add citation now

  5. Canova, F. and de Nicolô, G. (2003) On the sources of business cycles in the G-7.Journal of International Economics, 59, 77-100. Canova, F. and Marrinan, J. (i998) Sources and propagation of international cycles: Common shocks or transmission?,Journal of International Economics, 42, i33-67.

  6. Canova, F., Ciccarelli, M. and Ortega, E. (2004) Similarities and convergence in G-7 cycles, ECB Working Paper No. 312.

  7. Centoni, M., Cubadda, G. and Hecq, A. (2006) Measuring the sources of cyclicalfiuctuations in the G7 economies, University of Molise Economics and Statistics Discussion Papers No. 28 / 06. Christiano, L. J., Eichenbaum, M. and Evans, C. L. (i999) Monetary policy shocks: what have we learned and to what end?, in Handbook of Macroeconomics, Volume 1A, (Eds) J. B. Taylor and M. Woodford, Elsevier, Amsterdam, pp. 65-i48.

  8. Ciccarelli, M. and Mojon, B. (2005) Global inflation. ECB Working Paper No. 537.

  9. D~es, S. and Vansteenkiste, I. (2007) The transmission of US cyclical developments to the rest of the world, ECB Working Paper No.798.

  10. D~es, S., di Mauro, F., Pesaran, M. H. and Smith, L. V. (2007) Exploring the international linkages of the euro area: A global VAR analysis, Journal of Applied Econometrics, 22, i38.

  11. Dassel, D.G. (2002) Propagation of output fluctuations across countries, Manuscript, University of Frankfurt.
    Paper not yet in RePEc: Add citation now

  12. Eickmeier, 5. (2007) Business cycle transmission from the US to Germany - A structural factor approach, European Economic Review, 51, 521-5 1. Evans, C. L. and Marshall, D. A. (i998) Monetary policy and the term structure of nominal interest rates: evidence and theory, Carnegie-Rochester Conference Series on Public Policy, 49, 53-ui. Faust, J. (i998) The robustness of identified VAR conclusions about money. CarnegieRochester Conference Series on Public Policy, 49, 207-44.

  13. Furceri, D. and Karras, G. (2008) Business-cycle synchronization in the EMU. Applied Economics, 40, i49i-SOi.

  14. Gaggl, P., Kaniovski, S., Prettner, K. and Url, T. (2007) The short and long-run interdependencies between the eurozone and the U.S.A., Manuscript, Austrian Institute of Economic Research.

  15. Helbling, T. and Bayoumi, T. (2003) Are they all in the same boat? The 2000-200i growth slowdown and the G-7 business cycle linkages, IMF Working Paper 03/46.

  16. Imbs, J. (2004a) The real effects of financial integration. Paper prepared for the IMF Fourth Annual Research Conference November.

  17. Imbs, J. (2004b) Trade, finance, specialization, and synchronization. Review of Economics and Statistics, 86, 723-34.

  18. IMF (2007) Decoupling the train? Spillovers and cycles in the global economy, World Economic Outlook April 2007, Ch. 4.
    Paper not yet in RePEc: Add citation now
  19. Kose, M. A. (2004) Globalization and synchronization of business cycles, IMF Research Bulletin, 5, i-4.
    Paper not yet in RePEc: Add citation now

  20. Kose, M., Otrok, C. and Whiteman, C. (2003) International business cycles: world, region and country specific factors, American Economic Review, 93, i2i6-39. Kwark, N. S. (i999) Sources of international business fluctuations: country-specific shocks or worldwide shocks?,Journal of International Economics, 48, 367-85. Lutkepohl, H. (i990) Asymptotic distributions of impulse response functions and forecast error variance decompositions of vector autoregressive models, Journal of Economics and Statistics, 72, ui6-25.

  21. MacKinnon, J. G. (2002) Bootstrap inference in econometrics. The Canadian Journal of Economics, 35, 6i5-45.

  22. Mitra, S. and Sinclair, T. M. (2007) International business cycles: an unobserved components approach for the G-7, Available at SSRN: http: //ssrn.com/abstract990S96.
    Paper not yet in RePEc: Add citation now

  23. Mumtaz, H. and Surico, P. (2007) Evolving international inflation dynamics: world and country specific factors, Manuscript, Bank of England.

  24. Neri, S. and Nobili, A. (2006) The transmission of monetary policy shocks from the US to the euro area, Banca dItalia Temi di discussione No. 606.

  25. Osborn, D. R., P~rez, P. J. and Sensier, M. (2005) Business cycle linkages for the G7 countries: does the US lead the world?, Centre for Growth and Business Cycle Research Discussion Paper Series Nr. 050.
    Paper not yet in RePEc: Add citation now

  26. P~rez P. J., Osborn, D. R. and Artis, M. (2006) The international business cycle in a changing world: volatility and the propagation of shocks in the G-7, Open Economies Review, 17, 255-79.

  27. P~rez P. J., Osborn, D. R. and Sensier, M. (2003) Business cycle affiliations in the context of european integration, Centre for Growth and Business Cycle Research Discussion Paper Series Nr. 029. Pesaran, M. H, Schuermann, T. and Weiner, S. M. (200i) Modelling regional interdependencies using a global error-correcting macroeconometric model, Cambridge Working Papers in Economics Nr. Oui9. Sims, C. A. and Zha, T. (i999) Error bands for impulse responses, Econometrica, 67, ii i355.
    Paper not yet in RePEc: Add citation now
  28. Papanyan, 5. (2005) The transmission of shocks between Europe, Japan and the United States, Available at SSRN http: / / ssrn. com/ abstract i 0 i 0434.
    Paper not yet in RePEc: Add citation now

  29. Paustian, M. (2007) Assessing sign restrictions, The B.E.Journal of Macroeconomics, 7, Article 23. Available at http: / /www.bepress. com/bejm/vol7/iss i / art2 3.

  30. Peersman, G. (2005) What caused the early millenium slowdown? Evidence based on vector autoregressions. Journal of Applied Econometrics, 20, i 8 5-207.

  31. Peersman, G. (2007) The relative importance of symmetric and asymmetric shocks: the case of United Kingdom and euro area, OeNB Working Paper No. i36.

  32. Smets, F. and Wouters, R. (2003) An estimated dynamic stochastic general equilibrium model of the euro area,Journal of the European Economic Association, 1, ui23-75.

  33. Stock, J. H. and Watson, M. W. (2003) Understanding changes in international business cycle dynamics, NBER Working Paper No. 9859.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Estimation of FAVAR Models for Incomplete Data with a Kalman Filter for Factors with Observable Components. (2019). Lingauer, Michael ; Min, Aleksey ; Ramsauer, Franz.
    In: Econometrics.
    RePEc:gam:jecnmx:v:7:y:2019:i:3:p:31-:d:248593.

    Full description at Econpapers || Download paper

  2. Debt Crisis in Europe (2001-2015): A Network General Equilibrium GVAR approach. (2018). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Tsionas, Efthymios G.
    In: MPRA Paper.
    RePEc:pra:mprapa:89998.

    Full description at Econpapers || Download paper

  3. Debt dynamics in Europe: a network general equilibrium GVAR approach. (2018). Konstantakis, Konstantinos N ; Tsionas, Efthymios G ; Michaelides, Panayotis G.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:86865.

    Full description at Econpapers || Download paper

  4. Debt dynamics in Europe: A Network General Equilibrium GVAR approach. (2018). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Tsionas, Efthymios G.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:93:y:2018:i:c:p:175-202.

    Full description at Econpapers || Download paper

  5. Disentangling different patterns of business cycle synchronicity in the EU regions. (2015). Tsiapa, Maria ; Panteladis, Ioannis ; Anagnostou, Ageliki.
    In: Empirica.
    RePEc:kap:empiri:v:42:y:2015:i:3:p:615-641.

    Full description at Econpapers || Download paper

  6. Business cycles and economic crisis in Greece (1960–2011): A long run equilibrium analysis in the Eurozone. (2013). Vouldis, Angelos ; Papageorgiou, Theofanis ; Michaelides, Panayotis.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:31:y:2013:i:c:p:804-816.

    Full description at Econpapers || Download paper

  7. On the transmission of economic fluctuations from the USA to EU-15 (1960–2011). (2012). Papageorgiou, Theofanis ; Michaelides, Panayotis.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:64:y:2012:i:6:p:427-438.

    Full description at Econpapers || Download paper

  8. Regional output growth synchronisation with the Euro Area. (2011). SIEDSCHLAG, IULIA ; Tondl, Gabriele.
    In: Empirica.
    RePEc:kap:empiri:v:38:y:2011:i:2:p:203-221.

    Full description at Econpapers || Download paper

  9. The international-trade network: gravity equations and topological properties. (2010). Fagiolo, Giorgio.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:5:y:2010:i:1:p:1-25.

    Full description at Econpapers || Download paper

  10. On vector autoregressive modeling in space and time. (2010). Di Giacinto, Valter.
    In: Journal of Geographical Systems.
    RePEc:kap:jgeosy:v:12:y:2010:i:2:p:125-154.

    Full description at Econpapers || Download paper

  11. Efectos de la política monetaria sobre las tasas de interés de los créditos hipotecarios en Colombia. (2010). Vargas-Herrera, Hernando ; Hamann, Franz ; Gonzalez, Andres.
    In: BORRADORES DE ECONOMIA.
    RePEc:col:000094:006858.

    Full description at Econpapers || Download paper

  12. Efectos de la política monetaria sobre las tasas de interés de los créditos hipotecarios en Colombia. (2010). Vargas-Herrera, Hernando ; Hamann, Franz ; Gonzalez, Andres.
    In: REVISTA DESARROLLO Y SOCIEDAD.
    RePEc:col:000090:008769.

    Full description at Econpapers || Download paper

  13. On vector autoregressive modeling in space and time. (2010). Di Giacinto, Valter.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_746_10.

    Full description at Econpapers || Download paper

  14. International Transmission of Business Cycles Between Ireland and its Trading Partners. (2009). SIEDSCHLAG, IULIA ; Goggin, Jean.
    In: Papers.
    RePEc:esr:wpaper:wp279.

    Full description at Econpapers || Download paper

  15. Transmission of business cycle shocks between the US and the euro area. (2008). Schneider, Martin ; Fenz, Gerhard.
    In: Working Papers.
    RePEc:onb:oenbwp:145.

    Full description at Econpapers || Download paper

  16. Integration, Kointegration und die Langzeitprognose von Kreditausfallzyklen. (2007). Wagatha, Matthias.
    In: MPRA Paper.
    RePEc:pra:mprapa:8602.

    Full description at Econpapers || Download paper

  17. Adjustment in Local Labour and Housing Markets. (2007). Morten, Melanie ; Maré, David ; Grimes, Arthur ; Mare, David C..
    In: Working Papers.
    RePEc:mtu:wpaper:07_10.

    Full description at Econpapers || Download paper

  18. Irrational exuberance and capital flows for the US New Economy: a simple global model. (2007). Zhang, Lei ; Miller, Marcus ; Castren, Olli .
    In: International Journal of Finance & Economics.
    RePEc:ijf:ijfiec:v:12:y:2007:i:1:p:89-105.

    Full description at Econpapers || Download paper

  19. Japans balancing item: do timing errors matter?. (2006). Tang, Tuck Cheong.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:13:y:2006:i:2:p:81-87.

    Full description at Econpapers || Download paper

  20. The influences of economic openness on Japans balancing item: an empirical note. (2006). Tang, Tuck Cheong.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:13:y:2006:i:1:p:7-10.

    Full description at Econpapers || Download paper

  21. A small monetary system for the euro area based on German data. (2006). Lütkepohl, Helmut ; Brüggemann, Ralf ; Lutkepohl, Helmut ; Bruggemann, Ralf .
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:21:y:2006:i:6:p:683-702.

    Full description at Econpapers || Download paper

  22. Finite Sample Properties of Impulse Response Intervals in SVECMs with Long-Run Identifying Restrictions. (2006). Brüggemann, Ralf.
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2006-021.

    Full description at Econpapers || Download paper

  23. Macroeconomic Differentials and Adjustment in the Euro Area. (2006). SIEDSCHLAG, IULIA.
    In: Papers.
    RePEc:esr:wpaper:wp175.

    Full description at Econpapers || Download paper

  24. Regional growth cycle synchronisation with the Euro Area. (2006). SIEDSCHLAG, IULIA ; Tondl, Gabriele.
    In: Papers.
    RePEc:esr:wpaper:wp173.

    Full description at Econpapers || Download paper

  25. Economic Assessment of the Euro Area: Forecasts and Policy Analysis, Autumn Report 2006. (2006). Bergin, Adele ; Fitzgerald, John ; Traistaru-Siedschlag, Iulia ; Barrett, Alan.
    In: Research Series.
    RePEc:esr:resser:sustat22.

    Full description at Econpapers || Download paper

  26. Structural Vector Autoregressions with Nonnormal Residuals. (2006). Lütkepohl, Helmut ; Lanne, Markku ; Lutkepohl, Helmut.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1651.

    Full description at Econpapers || Download paper

  27. Output and Inflation Responses to Credit Shocks: Are There Threshold Effects in the Euro Area?. (2006). Sousa, João ; Calza, Alessandro .
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:10:y:2006:i:2:n:3.

    Full description at Econpapers || Download paper

  28. Common stationary and non-stationary factors in the euro area analyzed in a large-scale factor model. (2005). Eickmeier, Sandra.
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:2936.

    Full description at Econpapers || Download paper

  29. New empirical evidence on the effects of capital controls on composition of capital flows in Malaysia. (2005). goh, sookhoon.
    In: Applied Economics.
    RePEc:taf:applec:v:37:y:2005:i:13:p:1491-1503.

    Full description at Econpapers || Download paper

  30. Capital flows and the US New Economy: consumption smoothing and risk exposure. (2005). Miller, Marcus ; Zhang, Lei ; Castren, Olli .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2005459.

    Full description at Econpapers || Download paper

  31. World Finance and the US New Economy: Risk Sharing and Risk Exposure. (2005). zhang, lei ; Miller, Marcus.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:4855.

    Full description at Econpapers || Download paper

  32. Business Cycle Transmission from the US to Germany: a Structural Factor Approach. (2004). Eickmeier, Sandra.
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:2021.

    Full description at Econpapers || Download paper

  33. Multivariate Threshold Models: TVARs and TVECMs. (2003). Galvão, Ana.
    In: Brazilian Review of Econometrics.
    RePEc:sbe:breart:v:23:y:2003:i:1:a:2734.

    Full description at Econpapers || Download paper

  34. Measuring Monetary Policy in Germany: A Structural Vector Error Correction Approach. (2003). Brggemann, Imke.
    In: German Economic Review.
    RePEc:bla:germec:v:4:y:2003:i::p:307-339.

    Full description at Econpapers || Download paper

  35. Germany and the Euro Area: Differences in the Transmission Process of Monetary Policy. (2000). Vlaar, Peter ; Hubrich, Kirstin.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:1802.

    Full description at Econpapers || Download paper

  36. Lag Selection in Subset VAR Models with an Application to a U.S. Monetary System. (2000). Lütkepohl, Helmut ; Brüggemann, Ralf.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:0821.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-30 20:44:39 || 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.