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Asset Prices and Current Account Fluctuations in G-7 Economies
16 references·3 citing·55 second hopsampled
Asset Prices and Current Account Fluctuations in G-7 Economies (2009)Asset Prices and Current Account Fluctuat…Stocks, bonds, money markets and exchange rates: measuring international financial transmission (2010)Stocks, bonds, money markets …An Equilibrium Model of “Global Imbalances” and Low Interest Rates (2008)An Equilibrium Model of “Glob…Real-time price discovery in global stock, bond and foreign exchange markets (2007)Real-time price discovery in …Explaining the global pattern of current account imbalances (2007)Explaining the global pattern…Current account balances, financial development and institutions: Assaying the world “saving glut” (2007)Current account balances, fin…Stock Prices, News, and Economic Fluctuations (2006)Stock Prices, News, and Econo…What caused the early millennium slowdown? Evidence based on vector autoregressions (2005)What caused the early millenn…What are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)What are the effects of monet…International Financial Adjustment (2005)International Financial Adjus…Global Current Account Imbalances and Exchange Rate Adjustments (2005)Global Current Account Imbala…Exchange Rates, Equity Prices, and Capital Flows (2005)Exchange Rates, Equity Prices…Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption (2004)Understanding Trend and Cycle…Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model (2004)Modeling Regional Interdepend…Monetary disturbances matter for business fluctuations in the G-7 (2002)Monetary disturbances matter …Comparing Wealth Effects: The Stock Market Versus the Housing Market (2001)Comparing Wealth Effects: The…The forward discount anomaly and the risk premium: A survey of recent evidence (1996)The forward discount anomaly …Monetary policy analysis in Romania: A Bayesian VAR approach (2012)Monetary policy analysis in R…A Forensic Analysis of Global Imbalances (2011)A Forensic Analysis of Global…A Forensic Analysis of Global Imbalances (2011)A Forensic Analysis of Global…Econometric policy evaluation: A critique (1976)Macroeconomics and Reality (1980)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Understanding the Effects of Government Spending on Consumption (2007)Discretion versus policy rules in practice (1993)Dynamic Conditional Correlation (2002)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)The Spline-GARCH Model for Low-Frequency Volatility and Its Global Macroeconomic Causes (2008)Capital flows, push versus pull factors and the global financial crisis (2012)Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates (2012)Expectations and Exchange Rate Dynamics (1976)Empirical exchange rate models of the seventies (1983)Foundations of International Macroeconomics (1997)Global Rebalancing with Gravity: Measuring the Burden of Adjustment (2008)Do Global Banks Spread Global Imbalances? 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References

  • 2005What are the effects of monetary policy on output? Results from an agnostic identification procedure2,303 cited
  • 2004Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model1,461 cited
  • 2007Real-time price discovery in global stock, bond and foreign exchange markets1,127 cited
  • 1996The forward discount anomaly and the risk premium: A survey of recent evidence1,119 cited
  • 2008An Equilibrium Model of “Global Imbalances” and Low Interest Rates1,055 cited
  • 2006Stock Prices, News, and Economic Fluctuations873 cited
  • 2002Monetary disturbances matter for business fluctuations in the G-7749 cited
  • 2001Comparing Wealth Effects: The Stock Market Versus the Housing Market732 cited
  • 2005Exchange Rates, Equity Prices, and Capital Flows622 cited
  • 2005Global Current Account Imbalances and Exchange Rate Adjustments590 cited
  • 2004Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption569 cited
  • 2007Explaining the global pattern of current account imbalances450 cited
  • 2007Current account balances, financial development and institutions: Assaying the world “saving glut”450 cited
  • 2005International Financial Adjustment439 cited
  • 2005

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What caused the early millennium slowdown? Evidence based on vector autoregressions
389 cited
  • 2010Stocks, bonds, money markets and exchange rates: measuring international financial transmission370 cited
  • Cited by

    • 2011A Forensic Analysis of Global Imbalances35 cited
    • 2011A Forensic Analysis of Global Imbalances31 cited
    • 2012Monetary policy analysis in Romania: A Bayesian VAR approach15 cited