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Labor Market and Financial Shocks: A Time‐Varying Analysis
16 references·7 citing·41 second hop
Labor Market and Financial Shocks: A Time‐Varying Analysis (2019)Labor Market and Financial Shocks: A Time…Risk Shocks (2013)Risk ShocksMacroeconomic Effects of Financial Shocks (2012)Macroeconomic Effects of Fina…Credit Spreads and Business Cycle Fluctuations (2012)Credit Spreads and Business C…Overborrowing and Systemic Externalities in the Business Cycle (2011)Overborrowing and Systemic Ex…Sudden Stops, Financial Crises, and Leverage (2010)Sudden Stops, Financial Crise…Credit and Banking in a DSGE Model of the Euro Area (2010)Credit and Banking in a DSGE …A model of unconventional monetary policy (2010)A model of unconventional mon…The Time-Varying Volatility of Macroeconomic Fluctuations (2008)The Time-Varying Volatility o…Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Time Varying Structural Vecto…Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)Measuring the Effects of Mone…Drifts and volatilities: monetary policies and outcomes in the post WWII US (2005)Drifts and volatilities: mone…Chapter 21 The financial accelerator in a quantitative business cycle framework (1999)Chapter 21 The financial acce…Chapter 2 Monetary policy shocks: What have we learned and to what end? 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this work references cited by second hop

References

  • 1997Credit Cycles5,254 cited
  • 1994Job Creation and Job Destruction in the Theory of Unemployment3,846 cited
  • 1999Chapter 21 The financial accelerator in a quantitative business cycle framework3,549 cited
  • 2005Time Varying Structural Vector Autoregressions and Monetary Policy3,044 cited
  • 2010A model of unconventional monetary policy2,439 cited
  • 1998Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models2,265 cited
  • 2012Credit Spreads and Business Cycle Fluctuations2,209 cited
  • 2005Drifts and volatilities: monetary policies and outcomes in the post WWII US1,955 cited
  • 2005Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach1,852 cited
  • 1999Chapter 2 Monetary policy shocks: What have we learned and to what end?1,484 cited
  • 2013Risk Shocks1,342 cited
  • 2010Credit and Banking in a DSGE Model of the Euro Area1,252 cited
  • 2012Macroeconomic Effects of Financial Shocks1,207 cited
  • 2010Sudden Stops, Financial Crises, and Leverage1,065 cited
  • 2011Overborrowing and Systemic Externalities in the Business Cycle952 cited

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2008
The Time-Varying Volatility of Macroeconomic Fluctuations
844 cited

Cited by

  • 2020Toward an Integrated Policy Framework55 cited
  • 2024Gender quotas, board diversity and spillover effects. Evidence from Italian banks40 cited
  • 2022Exchange Rate Pass-through in Small, Open, Commodity-exporting Economies: Lessons from Canada31 cited
  • 2022Public Guarantees and Credit Additionality During the Covid-19 Pandemic30 cited
  • 2024Inflation returns. Revisiting the role of external and domestic shocks with Bayesian structural VAR24 cited
  • 2025Monetary Policy in the Open Economy With Digital Currencies19 cited
  • 2020Bargaining Power and the Phillips Curve: A Micro-Macro Analysis17 cited