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An Explanation for the Joint Evolution of Firm and Aggregate Volatility
16 references·6 citing·40 second hopsampled
An Explanation for the Joint Evolution of Firm and Aggregate Volatility (2003)An Explanation for the Joint Evolution of…State-Dependent or Time-Dependent Pricing: Does It Matter for Recent U.S. Inflation? * (2008)State-Dependent or Time-Depen…Output Fluctuations in the United States: What Has Changed Since the Early 1980s? (2006)Output Fluctuations in the Un…INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)INTEREST AND PRICES: FOUNDATI…Some Evidence on the Importance of Sticky Prices (2002)Some Evidence on the Importan…Has the Business Cycle Changed and Why? (2002)Has the Business Cycle Change…The Long and Large Decline in U.S. Output Volatility (2001)The Long and Large Decline in…Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Have Individual Stocks Become…The information content of stock markets: why do emerging markets have synchronous stock price movements? (2000)The information content of st…Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Monetary Policy Rules and Mac…Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2000)Have Individual Stocks Become…Resuscitating real business cycles (1999)Resuscitating real business c…Has the U.S. Economy Become More Stable? A Bayesian Approach Based on a Markov-Switching Model of the Business Cycle (1999)Has the U.S. Economy Become M…Chapter 14 Resuscitating real business cycles (1999)Chapter 14 Resuscitating real…Staggered Prices in a Utility-Maximizing Framework (1996)Staggered Prices in a Utility…Staggered prices in a utility-maximizing framework (1983)Staggered prices in a utility…Output Fluctuations in the United States: What Has Changed since the Early 1980's?Output Fluctuations in the Un…Financial Development and Long-Run Volatility Trends (2013)Financial Development and Lon…VOLATILITY, LABOR MARKET FLEXIBILITY, AND THE PATTERN OF COMPARATIVE ADVANTAGE (2011)VOLATILITY, LABOR MARKET FLEX…Varying Heterogeneity among U.S. Firms: Facts and Implications (2010)Varying Heterogeneity among U…Financial Development and Economic Volatility: A Unified Explanation (2009)Financial Development and Eco…Idiosyncratic Return Volatility, Cash Flows, and Product Market Competition (2008)Idiosyncratic Return Volatili…Uncertainty and Investment Dynamics (2006)Uncertainty and Investment Dy…"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Inflation and Costs of Price Adjustment (1977)Aggregate Dynamics and Staggered Contracts (1980)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (1992)Output Fluctuations in the United States: What Has Changed Since the Early 1980's? (2000)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Drifts and volatilities: monetary policies and outcomes in the post WWII US (2005)Econometric policy evaluation: A critique (1976)Rules Rather than Discretion: The Inconsistency of Optimal Plans (1977)Rules, discretion and reputation in a model of monetary policy (1983)Zero Bound on Interest Rates and Optimal Monetary Policy (2003)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Credit Booms Gone Bust: Monetary Policy, Leverage Cycles, and Financial Crises, 1870–2008 (2012)The Science of Monetary Policy: A New Keynesian Perspective (1999)Implications of rational inattention (2003)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Five Facts about Prices: A Reevaluation of Menu Cost Models * (2008)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)The Cross‐Section of Volatility and Expected Returns (2006)The Econometrics of Financial Markets (2012)ESG and financial performance: aggregated evidence from more than 2000 empirical studies (2015)Measuring Economic Policy Uncertainty* (2016)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Why Has U.S. Inflation Become Harder to Forecast? (2007)Credit Spreads and Business Cycle Fluctuations (2012)A Contribution to the Theory of Economic Growth (1956)Increasing Returns and Long-Run Growth (1986)Law, Finance, and Economic Growth in China (2003)The Theory of Economic Development (2003)Finance and Growth: Theory and Evidence (2004)Chapter 12 Finance and Growth: Theory and Evidence (2005)What is an Oil Shock? (2000)American Economic Review (2019)Public Investment, the Rate of Return, and Optimal Fiscal Policy. (1971)Disinflation without recession: Adaptive guideposts and monetary policy (1978)Staggered Wage Setting in a Macro Model (2016)Inflation dynamics: A structural econometric analysis (1999)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1983Staggered prices in a utility-maximizing framework7,892 cited
  • 2005INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY5,585 cited
  • 2000Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*4,631 cited
  • 1996Staggered Prices in a Utility-Maximizing Framework4,601 cited
  • 2000The information content of stock markets: why do emerging markets have synchronous stock price movements?3,332 cited
  • 2001Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk2,591 cited
  • n.d.Output Fluctuations in the United States: What Has Changed since the Early 1980's?1,867 cited
  • 2002Has the Business Cycle Changed and Why?1,515 cited
  • 2002Some Evidence on the Importance of Sticky Prices1,353 cited
  • 1999Has the U.S. Economy Become More Stable? A Bayesian Approach Based on a Markov-Switching Model of the Business Cycle1,174 cited
  • 2001The Long and Large Decline in U.S. Output Volatility995 cited
  • 1999Resuscitating real business cycles942 cited
  • 2008State-Dependent or Time-Dependent Pricing: Does It Matter for Recent U.S. Inflation? *664 cited
  • 2000Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk663 cited

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1999
Chapter 14 Resuscitating real business cycles
617 cited
  • 2006Output Fluctuations in the United States: What Has Changed Since the Early 1980s?603 cited
  • Cited by

    • 2008Idiosyncratic Return Volatility, Cash Flows, and Product Market Competition717 cited
    • 2006Uncertainty and Investment Dynamics393 cited
    • 2011VOLATILITY, LABOR MARKET FLEXIBILITY, AND THE PATTERN OF COMPARATIVE ADVANTAGE255 cited
    • 2010Varying Heterogeneity among U.S. Firms: Facts and Implications21 cited
    • 2009Financial Development and Economic Volatility: A Unified Explanation14 cited
    • 2013Financial Development and Long-Run Volatility Trends13 cited