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Business Cycle Transmission from the Us to Germany - a Structural Factor Approach
16 references·13 citing·40 second hop
Business Cycle Transmission from the Us to Germany - a Structural Factor Approach (2005)Business Cycle Transmission from the Us t…Exploring the international linkages of the euro area: a global VAR analysis (2007)Exploring the international l…Understanding Changes in International Business Cycle Dynamics (2005)Understanding Changes in Inte…Trade, Finance, Specialization, and Synchronization (2004)Trade, Finance, Specializatio…Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model (2004)Modeling Regional Interdepend…Monetary policy in a data-rich environment (2003)Monetary policy in a data-ric…International Business Cycles: World, Region, and Country-Specific Factors (2003)International Business Cycles…An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)An Estimated Dynamic Stochast…A Primer on Financial Contagion (2003)A Primer on Financial Contagi…Macroeconomic Forecasting Using Diffusion Indexes (2002)Macroeconomic Forecasting Usi…Determining the Number of Factors in Approximate Factor Models (2002)Determining the Number of Fac…The Generalized Dynamic-Factor Model: Identification and Estimation (2000)The Generalized Dynamic-Facto…Contagion: Understanding How It Spreads (2000)Contagion: Understanding How …The Endogenity of the Optimum Currency Area Criteria (1998)The Endogenity of the Optimum…Small-sample Confidence Intervals for Impulse Response Functions (1998)Small-sample Confidence Inter…The Endogeneity of the Optimum Currency Area Criteria (1996)The Endogeneity of the Optimu…Technology, Employment, and the Business Cycle: Do Technology Shocks Explain Aggregate Fluctuations (1996)Technology, Employment, and t…International Propagation of Shocks: A Dynamic Factor Model Using Survey Forecasts (2018)International Propagation of …The Changing International Transmission of Financial Shocks: Evidence from a Classical Time-Varying FAVAR (2016)The Changing International Tr…To Bi, or not to Bi? Differences in Spillover Estimates from Bilateral and Multilateral Multi-country Models (2015)To Bi, or not to Bi? Differen…Tests for serial dependence in static, non-Gaussian factor models (2015)Tests for serial dependence i…Measuring the dynamics of global business cycle connectedness (2015)Measuring the dynamics of glo…A state-dependent model for inflation forecasting (2015)A state-dependent model for i…Structural Vector Autoregressive Analysis in a Data Rich Environment: A Survey (2014)Structural Vector Autoregress…The World is Not Enough! Small Open Economies and Regional Dependence (2013)The World is Not Enough! Smal…Dynamic Factor Models: A Review of the Literature (2013)Dynamic Factor Models: A Revi…Three Cycles: Housing, Credit, and Real Activity (2009)Three Cycles: Housing, Credit…International Business Cycle Spillovers (2009)International Business Cycle …The Global Dimension of Inflation - Evidence from Factor-Augmented Phillips Curves (2008)The Global Dimension of Infla…Common Stationary and Non-Stationary Factors in the Euro Area Analyzed in a Large-Scale Factor Model (2005)Common Stationary and Non-Sta…Tests for Unit Roots: A Monte Carlo Investigation (1989)Forecasting inflation (1999)Inferential Theory for Factor Models of Large Dimensions (2003)A PANIC Attack on Unit Roots and Cointegration (2004)Panel Data Models With Interactive Fixed Effects (2009)Business Cycle Modeling Without Pretending to Have Too Much A Priori Economic Theory (1977)Panels with Nonstationary Multifactor Error Structures (2006)U.S. Monetary Policy and the Global Financial Cycle (2020)Forecasting Using Principal Components From a Large Number of Predictors (2002)Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure (2006)Measuring Uncertainty (2015)Time to Build and Aggregate Fluctuations (1982)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Some Evidence on the Importance of Sticky Prices (2004)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2010)When Is the Government Spending Multiplier Large? (2011)Macroeconomics and Reality (1980)Generalized impulse response analysis in linear multivariate models (1998)Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure (2004)General Diagnostic Tests for Cross Section Dependence in Panels (2004)Unit Roots and Cointegration in Panels (2008)Panel Vector Autoregressive Models: A Survey (2013)Trends and random walks in macroeconomic time series (1988)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Costly capital reallocation and the effects of government spending (1998)What are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)Uncertainty and Economic Activity: Evidence from Business Survey Data (2013)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)Statistical analysis of cointegration vectors (1988)Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)New Indexes of Coincident and Leading Economic Indicators (1989)Effects on Financial Globalization on Developing Countries: Some Empirical Evidence (2004)Discretion versus policy rules in practice (1993)The Science of Monetary Policy: A New Keynesian Perspective (1999)House Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Understanding the Effects of Government Spending on Consumption (2007)The Institutional Dynamics of International Political Orders (1998)What Makes the World Hang Together? 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References

  • 2002Determining the Number of Factors in Approximate Factor Models4,110 cited
  • 2003An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area3,519 cited
  • 2002Macroeconomic Forecasting Using Diffusion Indexes2,550 cited
  • 1998The Endogenity of the Optimum Currency Area Criteria2,542 cited
  • 1996Technology, Employment, and the Business Cycle: Do Technology Shocks Explain Aggregate Fluctuations1,731 cited
  • 2000The Generalized Dynamic-Factor Model: Identification and Estimation1,709 cited
  • 2004Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model1,461 cited
  • 2003International Business Cycles: World, Region, and Country-Specific Factors1,234 cited
  • 2007Exploring the international linkages of the euro area: a global VAR analysis996 cited
  • 1998Small-sample Confidence Intervals for Impulse Response Functions919 cited
  • 1996The Endogeneity of the Optimum Currency Area Criteria829 cited
  • 2000Contagion: Understanding How It Spreads812 cited
  • 2004Trade, Finance, Specialization, and Synchronization764 cited
  • 2003Monetary policy in a data-rich environment702 cited
  • 2003A Primer on Financial Contagion

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696 cited
  • 2005Understanding Changes in International Business Cycle Dynamics685 cited
  • Cited by

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    • 2005Common Stationary and Non-Stationary Factors in the Euro Area Analyzed in a Large-Scale Factor Model41 cited
    • 2015A state-dependent model for inflation forecasting39 cited
    • 2016The Changing International Transmission of Financial Shocks: Evidence from a Classical Time-Varying FAVAR33 cited
    • 2015Tests for serial dependence in static, non-Gaussian factor models31 cited
    • 2013Dynamic Factor Models: A Review of the Literature27 cited
    • 2008The Global Dimension of Inflation - Evidence from Factor-Augmented Phillips Curves23 cited
    • 2009International Business Cycle Spillovers23 cited
    • 2009Three Cycles: Housing, Credit, and Real Activity19 cited
    • 2013The World is Not Enough! Small Open Economies and Regional Dependence17 cited
    • 2014Structural Vector Autoregressive Analysis in a Data Rich Environment: A Survey15 cited
    • 2015To Bi, or not to Bi? Differences in Spillover Estimates from Bilateral and Multilateral Multi-country Models11 cited
    • 2018International Propagation of Shocks: A Dynamic Factor Model Using Survey Forecasts10 cited