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Dynamic risksharing in the United States and Europe
16 references·4 citing·40 second hop
Dynamic risksharing in the United States and Europe (2004)Dynamic risksharing in the United States …Testing for unit roots in heterogeneous panels (2003)Testing for unit roots in het…Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors (1999)Critical Values for Cointegra…International risk sharing and European monetary unification (1998)International risk sharing an…What Can Explain the Apparent Lack of International Consumption Risk Sharing? (1996)What Can Explain the Apparent…Channels of Interstate Risk Sharing: United States 1963-1990 (1996)Channels of Interstate Risk S…Fiscal flows in the United States and Canada: Lessons for monetary union in Europe (1995)Fiscal flows in the United St…Business Cycles and the Asset Structure of Foreign Trade (1995)Business Cycles and the Asset…International Real Business Cycles (1992)International Real Business C…Investor Diversification and International Equity Markets (1991)Investor Diversification and …Full Insurance in the Presence of Aggregate Uncertainty (1991)Full Insurance in the Presenc…A Simple Test of Consumption Insurance (1991)A Simple Test of Consumption …Permanent Income, Current Income, and Consumption (1990)Permanent Income, Current Inc…Why is Consumption So Smooth? (1989)Why is Consumption So Smooth?The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)The Dynamic Effects of Aggreg…Macroeconomics and Reality (1980)Macroeconomics and RealityThe Monetary Dynamics of International Adjustment under Fixed and Flexible Exchange Rates (1960)The Monetary Dynamics of Inte…In search of sustainable paths for the eurozone in the troubled post-2008 world (2013)In search of sustainable path…Financial integration and macroeconomic adjustments in a monetary union (2010)Financial integration and mac…Incomplete Intertemporal Consumption Smoothing and Incomplete Risk Sharing (2008)Incomplete Intertemporal Cons…Regional Versus Global Risk Sharing in East Asia (2004)Regional Versus Global Risk S…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? Results from an agnostic identification procedure (2005)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Trends and random walks in macroeconmic time series (1982)Testing for a Unit Root in Time Series Regression (1988)Emerging Market Business Cycles: The Cycle Is the Trend (2007)Consumption Inequality and Partial Insurance (2008)Consumption inequality and partial insurance (2017)Pitfalls in Financial Model-Building (1968)Conditional logit analysis of qualitative choice behavior (1972)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Generalized impulse response analysis in linear multivariate models (1998)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)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Unit root tests in panel data: asymptotic and finite-sample properties (2002)A simple panel unit root test in the presence of cross‐section dependence (2007)Time to Build and Aggregate Fluctuations (1982)Theory ahead of business-cycle measurement (1986)Trying to Explain Home Bias in Equities and Consumption (1999)On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations (2002)Effects on Financial Globalization on Developing Countries: Some Empirical Evidence (2004)Borders and business cycles (2001)The Effects of Fiscal Policy on Consumption and Employment: Theory and Evidence (2001)Government size, composition, volatility and economic growth (2010)The analysis of household surveys (1997)Transition Modeling and Econometric Convergence Tests (2007)Risk Sharing and Transactions Costs: Evidence from Kenya's Mobile Money Revolution (2013)Household Balance Sheets, Consumption, and the Economic Slump* (2013)Familiarity Breeds Investment (2001)International Asset Allocation With Regime Shifts (2002)The determinants of cross-border equity flows (2004)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Testing for Error Correction in Panel Data* (2007)Introductory Econometrics for Finance (2008)
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References

  • 2003Testing for unit roots in heterogeneous panels15,333 cited
  • 1980Macroeconomics and Reality12,826 cited
  • 1999Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors6,715 cited
  • 1988The Dynamic Effects of Aggregate Demand and Supply Disturbances3,940 cited
  • 1991Investor Diversification and International Equity Markets2,542 cited
  • 1992International Real Business Cycles1,842 cited
  • 1991A Simple Test of Consumption Insurance967 cited
  • 1996Channels of Interstate Risk Sharing: United States 1963-1990797 cited
  • 1991Full Insurance in the Presence of Aggregate Uncertainty661 cited
  • 1989Why is Consumption So Smooth?586 cited
  • 1990Permanent Income, Current Income, and Consumption573 cited
  • 1995Business Cycles and the Asset Structure of Foreign Trade512 cited
  • 1960The Monetary Dynamics of International Adjustment under Fixed and Flexible Exchange Rates476 cited
  • 1995Fiscal flows in the United States and Canada: Lessons for monetary union in Europe425 cited
  • 1998International risk sharing and European monetary unification380 cited
  • 1996

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What Can Explain the Apparent Lack of International Consumption Risk Sharing?
357 cited

Cited by

  • 2010Financial integration and macroeconomic adjustments in a monetary union41 cited
  • 2008Incomplete Intertemporal Consumption Smoothing and Incomplete Risk Sharing37 cited
  • 2004Regional Versus Global Risk Sharing in East Asia32 cited
  • 2013In search of sustainable paths for the eurozone in the troubled post-2008 world29 cited