SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Real sectoral spillovers: A dynamic factor analysis of the great recession
16 references·0 citing·42 second hop
Real sectoral spillovers: A dynamic factor analysis of the great recession (2018)Real sectoral spillovers: A dynamic facto…How Important Are Sectoral Shocks? (2017)How Important Are Sectoral Sh…From Micro to Macro via Production Networks (2014)From Micro to Macro via Produ…Firms, Destinations, and Aggregate Fluctuations (2014)Firms, Destinations, and Aggr…A Macroeconomic Model with a Financial Sector (2014)A Macroeconomic Model with a …The Network Origins of Aggregate Fluctuations (2012)The Network Origins of Aggreg…The Granular Origins of Aggregate Fluctuations (2011)The Granular Origins of Aggre…Sectoral versus Aggregate Shocks: A Structural Factor Analysis of Industrial Production (2011)Sectoral versus Aggregate Sho…The Granular Origins of Aggregate Fluctuations (2009)The Granular Origins of Aggre…Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Measuring Financial Asset Ret…The impact of monetary policy on asset prices (2004)The impact of monetary policy…Measuring The Reaction of Monetary Policy to the Stock Market (2003)Measuring The Reaction of Mon…No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)No Contagion, Only Interdepen…Determining the Number of Factors in Approximate Factor Models (2002)Determining the Number of Fac…Let's Get Real: A Factor Analytical Approach to Disaggregated Business Cycle Dynamics (1998)Let's Get Real: A Factor Anal…Real Business Cycles and the Animal Spirits Hypothesis (1994)Real Business Cycles and the …Real Business Cycles (1983)Real Business CyclesTests 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)Understanding business cycles (1977)Time to Build and Aggregate Fluctuations (1982)Trends and random walks in macroeconmic time series (1982)Agency Costs, Collateral, and Business Fluctuations (1986)Noise (1986)The Value Premium (2005)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Increasing Returns and Long-Run Growth (1986)Sudden Stops, Financial Crises, and Leverage (2010)Intermediary Asset Pricing (2013)CoVaR (2016)Monetary policy surprises and interest rates: Evidence from the Fed funds futures market (2001)Identification Through Heteroskedasticity (2003)What Explains the Stock Market's Reaction to Federal Reserve Policy? (2005)Real-time price discovery in global stock, bond and foreign exchange markets (2007)Uncertainty about Government Policy and Stock Prices (2012)Risk, uncertainty and monetary policy (2013)Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market (2014)The Quarterly Journal of Economics (2024)Generalized impulse response analysis in linear multivariate models (1998)The robustness of identified VAR conclusions about money (1998)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Who's Who in Networks. Wanted: The Key Player (2006)Naïve Learning in Social Networks and the Wisdom of Crowds (2010)An Illustrated User Guide to the World Input–Output Database: the Case of Global Automotive Production (2015)Systemic Risk and Stability in Financial Networks (2015)Corporate Immunity to the COVID-19 Pandemic (2020)Indeterminacy and Sector-Specific ExternalitiesBalanced‐Budget Rules, Distortionary Taxes, and Aggregate Instability (1997)A Toolkit for Analysing Nonlinear Dynamic Stochastic Models Easily (2001)Power Laws in Economics and Finance (2009)The Rise of Market Power and the Macroeconomic Implications (2017)The Rise of Market Power and the Macroeconomic Implications* (2020)Extreme Correlation of International Equity Markets (2001)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)
this work references cited by second hop

References

  • 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements4,647 cited
  • 2002Determining the Number of Factors in Approximate Factor Models4,110 cited
  • 2008Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets3,131 cited
  • 2012The Network Origins of Aggregate Fluctuations2,310 cited
  • 1983Real Business Cycles2,076 cited
  • 2014A Macroeconomic Model with a Financial Sector1,976 cited
  • 2011The Granular Origins of Aggregate Fluctuations1,373 cited
  • 2004The impact of monetary policy on asset prices956 cited
  • 2003Measuring The Reaction of Monetary Policy to the Stock Market744 cited
  • 1994Real Business Cycles and the Animal Spirits Hypothesis575 cited
  • 2009The Granular Origins of Aggregate Fluctuations494 cited
  • 2014From Micro to Macro via Production Networks476 cited
  • 2011Sectoral versus Aggregate Shocks: A Structural Factor Analysis of Industrial Production431 cited
  • 2017How Important Are Sectoral Shocks?411 cited
  • 1998Let's Get Real: A Factor Analytical Approach to Disaggregated Business Cycle Dynamics384 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

2014
Firms, Destinations, and Aggregate Fluctuations
372 cited

Cited by

No citing works inside the corpus for this window.