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Do World Shocks Drive Domestic Business Cycles? Some Evidence from Structural Estimation
16 references·6 citing·44 second hop
Do World Shocks Drive Domestic Business Cycles? Some Evidence from Structural Estimation (2005)Do World Shocks Drive Domestic Business C…Do central banks respond to exchange rate movements? A structural investigation (2007)Do central banks respond to e…Bayesian estimation of an open economy DSGE model with incomplete pass-through (2007)Bayesian estimation of an ope…How well can the New Open Economy Macroeconomics explain the exchange rate and current account? (2006)How well can the New Open Eco…A Bayesian Look at New Open Economy Macroeconomics (2005)A Bayesian Look at New Open E…Solving Linear Rational Expectations Models (2002)Solving Linear Rational Expec…Explaining business cycles in small open economies (2002)Explaining business cycles in…Closing Small Open Economy Models (2002)Closing Small Open Economy Mo…Trade shocks and macroeconomic fluctuations in Africa (2001)Trade shocks and macroeconomi…Identifying monetary policy in a small open economy under flexible exchange rates (1997)Identifying monetary policy i…The Terms of Trade, the Real Exchange Rate, and Economic Fluctuations (1995)The Terms of Trade, the Real …Factor Hoarding and the Propagation of Business Cycles Shocks (1994)Factor Hoarding and the Propa…Explaining saving-investment correlations (1993)Explaining saving-investment …Real Business Cycles in a Small Open Economy (1991)Real Business Cycles in a Sma…The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)The Dynamic Effects of Aggreg…The dynamic effects of aggregate demand and supply disturbance (1988)The dynamic effects of aggreg…Investment, Capacity Utilization and the Real Business Cycle (1986)Investment, Capacity Utilizat…Effects of external shocks on macroeconomic fluctuations in Pacific Alliance countries (2023)Effects of external shocks on…Time changing effects of external shocks on macroeconomic fluctuations in Peru: empirical application using regime-switching VAR models with stochastic volatility (2022)Time changing effects of exte…Price Level Targeting in a Small Open Economy with Financial Frictions: Welfare Analysis (2021)Price Level Targeting in a Sm…Driving economic fluctuations in Peru: the role of the terms of trade (2017)Driving economic fluctuations…Housing market dynamics in a small open economy: Do external and news shocks matter? (2016)Housing market dynamics in a …How Important Are Terms Of Trade Shocks? (2015)How Important Are Terms Of Tr…Time to Build and Aggregate Fluctuations (1982)Production, growth and business cycles (1988)Default Risk and Income Fluctuations in Emerging Economies (2007)Emerging Market Business Cycles: The Cycle Is the Trend (2007)Aggregate Dynamics and Staggered Contracts (1980)Trends and random walks in macroeconomic time series (1988)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Impulse response analysis in nonlinear multivariate models (1996)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)What are the effects of monetary policy on output? 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(1936)The General Theory of Employment (1937)Income and Wealth Heterogeneity in the Macroeconomy (1998)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Domestic Saving and International Capital Flows (1980)International Risk Sharing and the Transmission of Productivity Shocks (2008)OIL AND THE MACROECONOMY: A QUANTITATIVE STRUCTURAL ANALYSIS (2012)Inflation dynamics: A structural econometric analysis (1999)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Expectations, learning and macroeconomic persistence (2007)Testing for Indeterminacy: An Application to U.S. Monetary Policy: Comment (2007)Policy risk and the business cycle (2014)Macroeconomics and Reality (1980)The federal funds rate and the channels of monetary transmission (1989)Interpreting the macroeconomic time series facts (1992)Distinguished Lecture on Economics in Government—Exchange Rate Regimes: Is the Bipolar View Correct? (2001)DOES MONETARY POLICY GENERATE RECESSIONS? (2006)Panel Vector Autoregressive Models: A Survey (2013)Staggered Prices in a Utility-Maximizing Framework (1996)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)The general equilibrium effects of fiscal policy: Estimates for the Euro area (2008)Trend Inflation, Indexation, and Inflation Persistence in the New Keynesian Phillips Curve (2008)The Econometrics of DSGE Models (2009)International Real Business Cycles (1992)Effects on Financial Globalization on Developing Countries: Some Empirical Evidence (2004)Sudden Stops, Financial Crises, and Leverage (2010)Finance and Development: A Tale of Two Sectors (2011)Debt, Deficits, and Finite Horizons (1985)Transition Modeling and Econometric Convergence Tests (2007)
this work references cited by second hop

References

  • 1988The Dynamic Effects of Aggregate Demand and Supply Disturbances3,940 cited
  • 2002Closing Small Open Economy Models2,432 cited
  • 1986Investment, Capacity Utilization and the Real Business Cycle2,127 cited
  • 2002Solving Linear Rational Expectations Models1,104 cited
  • 1991Real Business Cycles in a Small Open Economy1,093 cited
  • 1995The Terms of Trade, the Real Exchange Rate, and Economic Fluctuations1,007 cited
  • 2007Bayesian estimation of an open economy DSGE model with incomplete pass-through852 cited
  • 1997Identifying monetary policy in a small open economy under flexible exchange rates793 cited
  • 1993Explaining saving-investment correlations646 cited
  • 2007Do central banks respond to exchange rate movements? A structural investigation597 cited
  • 1988The dynamic effects of aggregate demand and supply disturbance468 cited
  • 2002Explaining business cycles in small open economies418 cited
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  • 2005A Bayesian Look at New Open Economy Macroeconomics231 cited
  • 2001Trade shocks and macroeconomic fluctuations in Africa216 cited

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  • 2006How well can the New Open Economy Macroeconomics explain the exchange rate and current account?190 cited
  • Cited by

    • 2015How Important Are Terms Of Trade Shocks?39 cited
    • 2021Price Level Targeting in a Small Open Economy with Financial Frictions: Welfare Analysis38 cited
    • 2017Driving economic fluctuations in Peru: the role of the terms of trade36 cited
    • 2023Effects of external shocks on macroeconomic fluctuations in Pacific Alliance countries29 cited
    • 2022Time changing effects of external shocks on macroeconomic fluctuations in Peru: empirical application using regime-switching VAR models with stochastic volatility22 cited
    • 2016Housing market dynamics in a small open economy: Do external and news shocks matter?21 cited