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Liquidity shocks and real GDP growth: Evidence from a Bayesian time-varying parameter VAR
16 references·1 citing·43 second hop
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References

  • 2002Illiquidity and stock returns: cross-section and time-series effects10,008 cited
  • 1985Continuous Auctions and Insider Trading9,626 cited
  • 2003Liquidity Risk and Expected Stock Returns5,362 cited
  • 2008Market Liquidity and Funding Liquidity5,007 cited
  • 2002Determining the Number of Factors in Approximate Factor Models4,110 cited
  • 1996Stock Markets, Banks, and Economic Growth3,889 cited
  • 2005Time Varying Structural Vector Autoregressions and Monetary Policy3,044 cited
  • 1999Stock Markets, Banks, and Economic Growth2,881 cited
  • 1984A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market2,748 cited
  • 1998Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models2,265 cited
  • 2012Credit Spreads and Business Cycle Fluctuations2,209 cited
  • 2009The Consequences of Mortgage Credit Expansion: Evidence from the U.S. Mortgage Default Crisis *2,088 cited
  • 2005Drifts and volatilities: monetary policies and outcomes in the post WWII US1,955 cited
  • 2010Housing Market Spillovers: Evidence from an Estimated DSGE Model1,500 cited
  • 1988Credit, Money, and Aggregate Demand1,436 cited

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  • 2009Do liquidity measures measure liquidity?☆1,425 cited
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    • 2021Stock market volatility and jumps in times of uncertainty62 cited