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Durable goods, financial frictions, and business cycles in emerging economies
16 references·3 citing·38 second hop
Durable goods, financial frictions, and business cycles in emerging economies (2013)Durable goods, financial frictions, and b…Risk Matters: The Real Effects of Volatility Shocks (2011)Risk Matters: The Real Effect…Real Business Cycles in Emerging Countries? (2010)Real Business Cycles in Emerg…Durability of Output and Expected Stock Returns (2009)Durability of Output and Expe…Emerging Market Business Cycles: The Cycle Is the Trend (2007)Emerging Market Business Cycl…On the Nature of Capital Adjustment Costs (2006)On the Nature of Capital Adju…Country spreads and emerging countries: Who drives whom? (2005)Country spreads and emerging …Business cycles in emerging economies: the role of interest rates (2005)Business cycles in emerging e…Country Spreads and Emerging Countries: Who Drives Whom? (2003)Country Spreads and Emerging …Closing Small Open Economy Models (2002)Closing Small Open Economy Mo…Loss function‐based evaluation of DSGE models (2000)Loss function‐based evaluatio…Measuring inter-temporal substitution: The role of durable goods (1995)Measuring inter-temporal subs…Real Business Cycles in a Small Open Economy (1991)Real Business Cycles in a Sma…Debt with potential repudiation (1990)Debt with potential repudiati…Investment, Capacity Utilization and the Real Business Cycle (1986)Investment, Capacity Utilizat…Time to Build and Aggregate Fluctuations (1982)Time to Build and Aggregate F…Debt with Potential Repudiation: Theoretical and Empirical Analysis (1981)Debt with Potential Repudiati…Partial Default (2022)Partial DefaultInvestment specific technology shocks and emerging market business cycle dynamics (2019)Investment specific technolog…Non-defaultable debt and sovereign risk (2017)Non-defaultable debt and sove…Production, growth and business cycles (1988)Default Risk and Income Fluctuations in Emerging Economies (2007)The General Theory of Employment, Interest and Money. (1936)The General Theory of Employment (1937)Income and Wealth Heterogeneity in the Macroeconomy (1998)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)Defaultable debt, interest rates and the current account (2005)How Sovereign Is Sovereign Credit Risk? (2011)Aggregate Dynamics and Staggered Contracts (1980)Macroeconomics and Reality (1980)Tobin's Marginal q and Average q: A Neoclassical Interpretation (1982)The equity premium: A puzzle (1985)Debt, Deficits, and Finite Horizons (1985)Transition Modeling and Econometric Convergence Tests (2007)Sudden Stops, Financial Crises, and Leverage (2010)Finite state markov-chain approximations to univariate and vector autoregressions (1986)Evidence on the role of cash flow for investment (1995)Productivity Losses from Financial Frictions: Can Self-Financing Undo Capital Misallocation? (2014)Tax Policy and Heterogeneous Investment Behavior (2016)The Causes and Costs of Misallocation (2017)Uninsured Idiosyncratic Risk and Aggregate Saving (1994)Growth Dynamics: The Myth of Economic Recovery (2008)From Financial Crash to Debt Crisis (2011)Capital flow waves: Surges, stops, flight, and retrenchment (2012)Impulse response analysis in nonlinear multivariate models (1996)The Time-Varying Volatility of Macroeconomic Fluctuations (2008)The Impact of Uncertainty Shocks (2009)Uncertainty shocks are aggregate demand shocks (2016)Uncertainty Shocks in a Model of Effective Demand (2017)Econometric policy evaluation: A critique (1976)Statistical analysis of cointegration vectors (1988)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Sovereign default and debt renegotiation (2009)Determinants of Sovereign Risk: Macroeconomic Fundamentals and the Pricing of Sovereign Debt (2010)A General Equilibrium Model of Sovereign Default and Business Cycles (2012)When it Rains, it Pours: Procyclical Capital Flows and Macroeconomic Policies (2004)
this work references cited by second hop

References

  • 1982Time to Build and Aggregate Fluctuations5,933 cited
  • 1981Debt with Potential Repudiation: Theoretical and Empirical Analysis2,611 cited
  • 2002Closing Small Open Economy Models2,432 cited
  • 1986Investment, Capacity Utilization and the Real Business Cycle2,127 cited
  • 2007Emerging Market Business Cycles: The Cycle Is the Trend1,476 cited
  • 2005Business cycles in emerging economies: the role of interest rates1,360 cited
  • 2006On the Nature of Capital Adjustment Costs1,166 cited
  • 1991Real Business Cycles in a Small Open Economy1,093 cited
  • 2011Risk Matters: The Real Effects of Volatility Shocks765 cited
  • 2005Country spreads and emerging countries: Who drives whom?698 cited
  • 2000Loss function‐based evaluation of DSGE models651 cited
  • 2010Real Business Cycles in Emerging Countries?577 cited
  • 1995Measuring inter-temporal substitution: The role of durable goods420 cited
  • 2003Country Spreads and Emerging Countries: Who Drives Whom?408 cited
  • 1990Debt with potential repudiation210 cited
  • 2009Durability of Output and Expected Stock Returns

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200 cited

Cited by

  • 2017Non-defaultable debt and sovereign risk36 cited
  • 2022Partial Default31 cited
  • 2019Investment specific technology shocks and emerging market business cycle dynamics18 cited