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MODELLING LARGE OPEN ECONOMIES WITH INTERNATIONAL LINKAGES: THE USA AND EURO AREA
16 references·4 citing·46 second hopsampled
MODELLING LARGE OPEN ECONOMIES WITH INTERNATIONAL LINKAGES: THE USA AND EURO AREA (2013)MODELLING LARGE OPEN ECONOMIES WITH INTER…EVOLVING INTERNATIONAL INFLATION DYNAMICS: WORLD AND COUNTRY-SPECIFIC FACTORS (2012)EVOLVING INTERNATIONAL INFLAT…Global Inflation (2010)Global InflationA Comparison of the Effects of Exogenous Oil Supply Shocks on Output and Inflation in the G7 Countries (2008)A Comparison of the Effects o…Exploring the international linkages of the euro area: a global VAR analysis (2007)Exploring the international l…ESTIMATING MULTICOUNTRY VAR MODELS* (2006)ESTIMATING MULTICOUNTRY VAR M…Understanding the Evolution of World Business Cycles (2005)Understanding the Evolution o…Monetary Policy in a Low Pass-Through Environment (2005)Monetary Policy in a Low Pass…Comparing shocks and frictions in US and euro area business cycles: a Bayesian DSGE Approach (2005)Comparing shocks and friction…An area-wide model for the euro area (2004)An area-wide model for the eu…An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)An Estimated Dynamic Stochast…An Area Wide Model (Awm) for the Euro Area (2003)An Area Wide Model (Awm) for …Monetary Policy and Exchange Rate Volatility in a Small Open Economy (2002)Monetary Policy and Exchange …Interest-rate smoothing and optimal monetary policy: a review of recent empirical evidence (2000)Interest-rate smoothing and o…Numerical distribution functions of likelihood ratio tests for cointegration (1999)Numerical distribution functi…Identifying monetary policy in a small open economy under flexible exchange rates (1997)Identifying monetary policy i…Stochastic trends and economic fluctuations in a small open economy (1992)Stochastic trends and economi…Choice with Limited Capacity (2019)Choice with Limited CapacityMacroeconomic consequences of the real-financial nexus: Imbalances and spillovers between China and the U.S. (2016)Macroeconomic consequences of…The influences of international output shocks from the US and China on ASEAN economies (2015)The influences of internation…International Transmissions to Australia: The Roles of the USA and Euro Area (2014)International Transmissions t…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Oil prices, inflation and interest rates in a structural cointegrated VAR model for the G-7 countries (2007)CO2 emissions, electricity consumption and output in ASEAN (2010)The contribution of foreign direct investment to clean energy use, carbon emissions and economic growth (2013)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)The Endogenity of the Optimum Currency Area Criteria (1998)The nature and growth of vertical specialization in world trade (2001)A Decomposition of Global Linkages in Financial Markets Over Time (2004)99 Luftballons: Monetary policy and the house price boom across U.S. states (2007)WILL BUSINESS CYCLES IN THE EURO AREA CONVERGE? A CRITICAL SURVEY OF EMPIRICAL RESEARCH (2007)Macroeconomics and Reality (1980)The federal funds rate and the channels of monetary transmission (1989)Interpreting the macroeconomic time series facts (1992)Distinguished Lecture on Economics in Government—Exchange Rate Regimes: Is the Bipolar View Correct? (2001)DOES MONETARY POLICY GENERATE RECESSIONS? (2006)Panel Vector Autoregressive Models: A Survey (2013)The Purchasing Power Parity Puzzle (1996)The Science of Monetary Policy: A New Keynesian Perspective (1999)Interest and Prices (2004)A Bayesian Look at New Open Economy Macroeconomics (2006)Monetary policy and uncertainty in an empirical small open‐economy model (2010)Optimal Monetary Policy in Open Economies (2010)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)Discretion versus policy rules in practice (1993)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)European inflation dynamics (2001)An Estimated Stochastic Dynamic General Equilibrium Model of the Euro Area (2003)Oil price shocks and real GDP growth: empirical evidence for some OECD countries (2005)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Generalizing the Taylor Principle (2007)Habit formation in consumption: A meta-analysis (2017)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Optimal simple and implementable monetary and fiscal rules (2006)Bayesian estimation of an open economy DSGE model with incomplete pass-through (2007)Monetary Policy, Inflation, and the Business Cycle: An Introduction to the New Keynesian Framework (2009)Econometric policy evaluation: A critique (1976)How Has the Monetary Transmission Mechanism Evolved Over Time? (2010)Time to Build and Aggregate Fluctuations (1982)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)
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References

  • 2003An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area3,519 cited
  • 1999Numerical distribution functions of likelihood ratio tests for cointegration2,028 cited
  • 2002Monetary Policy and Exchange Rate Volatility in a Small Open Economy1,278 cited
  • 2007Exploring the international linkages of the euro area: a global VAR analysis996 cited
  • 1997Identifying monetary policy in a small open economy under flexible exchange rates793 cited
  • 2003An Area Wide Model (Awm) for the Euro Area641 cited
  • 2005Understanding the Evolution of World Business Cycles541 cited
  • 2005Monetary Policy in a Low Pass-Through Environment502 cited
  • 2004An area-wide model for the euro area478 cited
  • 2005Comparing shocks and frictions in US and euro area business cycles: a Bayesian DSGE Approach419 cited
  • 2010Global Inflation399 cited
  • 2008A Comparison of the Effects of Exogenous Oil Supply Shocks on Output and Inflation in the G7 Countries394 cited
  • 2000Interest-rate smoothing and optimal monetary policy: a review of recent empirical evidence393 cited
  • 2006ESTIMATING MULTICOUNTRY VAR MODELS*292 cited
  • 2012EVOLVING INTERNATIONAL INFLATION DYNAMICS: WORLD AND COUNTRY-SPECIFIC FACTORS

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212 cited
  • 1992Stochastic trends and economic fluctuations in a small open economy203 cited
  • Cited by

    • 2014International Transmissions to Australia: The Roles of the USA and Euro Area26 cited
    • 2015The influences of international output shocks from the US and China on ASEAN economies23 cited
    • 2016Macroeconomic consequences of the real-financial nexus: Imbalances and spillovers between China and the U.S.19 cited
    • 2019Choice with Limited Capacity1 cited