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Economic growth, volatility, and cross-country spillovers: New evidence for the G7 countries
16 references·1 citing·36 second hop
Economic growth, volatility, and cross-country spillovers: New evidence for the G7 countries (2015)Economic growth, volatility, and cross-co…Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Better to give than to receiv…Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Measuring Financial Asset Ret…Identifying the interdependence between US monetary policy and the stock market (2008)Identifying the interdependen…Appropriate Growth Policy: A Unifying Framework (2006)Appropriate Growth Policy: A …The Case for Restricting Fiscal Policy Discretion (2003)The Case for Restricting Fisc…International Business Cycles: World, Region, and Country-Specific Factors (2003)International Business Cycles…The Long and Large Decline in U.S. Output Volatility (2001)The Long and Large Decline in…Generalized impulse response analysis in linear multivariate models (1998)Generalized impulse response …Impulse response analysis in nonlinear multivariate models (1996)Impulse response analysis in …Cross-Country Evidence on the Link Between Volatility and Growth (1994)Cross-Country Evidence on the…The Cleansing Effect of Recessions (1991)The Cleansing Effect of Reces…Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Heteroskedasticity and Autoco…An empirical analysis of cross-national economic growth, 1951–1980 (1989)An empirical analysis of cros…Macroeconomic determinants of growth: Cross-country evidence (1985)Macroeconomic determinants of…Macroeconomics and Reality (1980)Macroeconomics and RealityIrreversibility, Uncertainty, and Cyclical Investment (1980)Irreversibility, Uncertainty,…Volatility spillovers and connectedness among credit default swap sector indexes (2018)Volatility spillovers and con…Stochastic Simulation (1987)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)Expectations and the neutrality of money (1972)Some International Evidence on Output-Inflation Tradeoffs. (1973)Economic Reform and the Process of Global Integration (1995)Democracy and growth (1996)Political instability and economic growth (1996)61. Capitalism and Freedom (2002)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)Time to Build and Aggregate Fluctuations (1982)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Dynamic Conditional Correlation (2002)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)Understanding business cycles (1977)The Value of Waiting to Invest (1982)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Policy Uncertainty and Corporate Investment (2015)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Time Series Regression with a Unit Root (1987)Automatic Lag Selection in Covariance Matrix Estimation (1994)Emerging equity market volatility (1997)Bayesian Analysis of Stochastic Volatility Models (2002)The robustness of identified VAR conclusions about money (1998)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)New Indexes of Coincident and Leading Economic Indicators (1989)Effects on Financial Globalization on Developing Countries: Some Empirical Evidence (2004)Exploring the international linkages of the euro area: a global VAR analysis (2007)U.S. Monetary Policy and the Global Financial Cycle (2020)Chapter 8 Growth Econometrics (2005)Financial Globalization: A Reappraisal (2006)Too much finance? (2015)
this work references cited by second hop

References

  • 1980Macroeconomics and Reality12,826 cited
  • 1998Generalized impulse response analysis in linear multivariate models6,129 cited
  • 2011Better to give than to receive: Predictive directional measurement of volatility spillovers5,798 cited
  • 1996Impulse response analysis in nonlinear multivariate models5,071 cited
  • 1980Irreversibility, Uncertainty, and Cyclical Investment4,130 cited
  • 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation4,039 cited
  • 2008Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets3,131 cited
  • 1985Macroeconomic determinants of growth: Cross-country evidence1,569 cited
  • 1994Cross-Country Evidence on the Link Between Volatility and Growth1,415 cited
  • 2003International Business Cycles: World, Region, and Country-Specific Factors1,234 cited
  • 1989An empirical analysis of cross-national economic growth, 1951–19801,125 cited
  • 2001The Long and Large Decline in U.S. Output Volatility995 cited
  • 2003The Case for Restricting Fiscal Policy Discretion772 cited
  • 2006Appropriate Growth Policy: A Unifying Framework721 cited
  • 1991The Cleansing Effect of Recessions

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602 cited
  • 2008Identifying the interdependence between US monetary policy and the stock market441 cited
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    • 2018Volatility spillovers and connectedness among credit default swap sector indexes19 cited