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Country Spreads and Emerging Countries: Who Drives Whom?
14 references·16 citing·40 second hop
Country Spreads and Emerging Countries: Who Drives Whom? (2003)Country Spreads and Emerging Countries: W…The price–consumption puzzle of currency pegs (2002)The price–consumption puzzle …Closing Small Open Economy Models (2002)Closing Small Open Economy Mo…Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2001)Nominal Rigidities and the Dy…The Evolution and Determinants of Emerging Market Credit Spreads in the 1990s (1999)The Evolution and Determinant…What Explains Changing Spreads on Emerging-Market Debt: Fundamentals or Market Sentiment? (1998)What Explains Changing Spread…Business Cycle Fluctuations in U.S. Macroeconomic Time Series (1998)Business Cycle Fluctuations i…Determinants and Impact of Sovereign Credit Ratings (1996)Determinants and Impact of So…International debt reexamined (1995)International debt reexaminedExchange-Rate Based Inflation Stabilization: The Initial Real Effects of Credible Plans (1995)Exchange-Rate Based Inflation…Asset Pricing Lessons for Modeling Business Cycles (1995)Asset Pricing Lessons for Mod…Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Some Tests of Specification f…Real Business Cycles in a Small Open Economy (1991)Real Business Cycles in a Sma…Asset Prices under Habit Formation and Catching up with the Joneses (1990)Asset Prices under Habit Form…Estimation of Dynamic Models with Error Components (1981)Estimation of Dynamic Models …The Pass-Through of Sovereign Risk (2016)The Pass-Through of Sovereign…WHY DO EMERGING ECONOMIES BORROW SHORT TERM? (2013)WHY DO EMERGING ECONOMIES BOR…The impact of uncertainty shocks in emerging economies (2013)The impact of uncertainty sho…Maturity, Indebtedness, and Default Risk (2012)Maturity, Indebtedness, and D…Risk Matters: The Real Effects of Volatility Shocks (2011)Risk Matters: The Real Effect…Sudden Stops, Financial Crises, and Leverage (2010)Sudden Stops, Financial Crise…Real Business Cycles in Emerging Countries? (2010)Real Business Cycles in Emerg…Determinants of Sovereign Risk: Macroeconomic Fundamentals and the Pricing of Sovereign Debt (2010)Determinants of Sovereign Ris…Sovereign default and debt renegotiation (2009)Sovereign default and debt re…Long-duration bonds and sovereign defaults (2009)Long-duration bonds and sover…Default Risk and Income Fluctuations in Emerging Economies (2008)Default Risk and Income Fluct…Sovereign debt crises and credit to the private sector (2007)Sovereign debt crises and cre…Country spreads and emerging countries: Who drives whom? (2005)Country spreads and emerging …Business cycles in emerging economies: the role of interest rates (2005)Business cycles in emerging e…Are External Shocks Responsible For The Instability Of Output In Low Income Countries? (2005)Are External Shocks Responsib…Business Cycles in Emerging Economies: The Role of Interest Rates (2004)Business Cycles in Emerging E…Time to Build and Aggregate Fluctuations (1982)Debt, Deficits, and Finite Horizons (1985)Production, growth and business cycles (1988)International Real Business Cycles (1992)Emerging Market Business Cycles: The Cycle Is the Trend (2007)Debt with Potential Repudiation: Theoretical and Empirical Analysis (1981)Agency Costs, Net Worth, And Business Fluctuations (1988)Credit Cycles (1997)Overborrowing and Systemic Externalities in the Business Cycle (2011)Sovereign Default, Domestic Banks, and Financial Institutions (2013)Inequality, Leverage, and Crises (2015)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)A model of unconventional monetary policy (2010)Macroeconomic Effects of Financial Shocks (2012)A Macroeconomic Model with a Financial Sector (2014)Specification Tests in Econometrics (1978)Formulation and estimation of dynamic models using panel data (1982)Estimating Vector Autoregressions with Panel Data (1988)Another look at the instrumental variable estimation of error-components models (1995)Initial conditions and moment restrictions in dynamic panel data models (1998)Econometric Analysis of Cross Section and Panel Data (2001)Habit Formation: A Resolution of the Equity Premium Puzzle (1990)By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)Pooling Cross Section and Time Series Data in the Estimation of a Dynamic Model: The Demand for Natural Gas (1966)The Use of Error Components Models in Combining Cross Section with Time Series Data (1969)On the Pooling of Time Series and Cross Section Data (1978)Initial conditions and moment restrictions in dynamic panel data models (1995)Business Cycles and the Asset Structure of Foreign Trade (1994)Transition Modeling and Econometric Convergence Tests (2007)Impulse response analysis in nonlinear multivariate models (1996)The Impact of Uncertainty Shocks (2009)Fluctuations in Uncertainty (2014)Really Uncertain Business Cycles (2014)Measuring Uncertainty (2015)Statistical analysis of cointegration vectors (1988)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Investment, Capacity Utilization and the Real Business Cycle (1986)Default Risk and Income Fluctuations in Emerging Economies (2007)
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References

  • 1991Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations33,662 cited
  • 2002Closing Small Open Economy Models2,432 cited
  • 1981Estimation of Dynamic Models with Error Components2,414 cited
  • 1990Asset Prices under Habit Formation and Catching up with the Joneses2,021 cited
  • 1991Real Business Cycles in a Small Open Economy1,093 cited
  • 2001Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy544 cited
  • 1998What Explains Changing Spreads on Emerging-Market Debt: Fundamentals or Market Sentiment?505 cited
  • 1996Determinants and Impact of Sovereign Credit Ratings471 cited
  • 1998Business Cycle Fluctuations in U.S. Macroeconomic Time Series419 cited
  • 1995International debt reexamined329 cited
  • 1999The Evolution and Determinants of Emerging Market Credit Spreads in the 1990s228 cited
  • 1995Asset Pricing Lessons for Modeling Business Cycles78 cited
  • 2002The price–consumption puzzle of currency pegs60 cited
  • 1995Exchange-Rate Based Inflation Stabilization: The Initial Real Effects of Credible Plans27 cited

Cited by

  • 2005Business cycles in emerging economies: the role of interest rates

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1,360 cited
  • 2008Default Risk and Income Fluctuations in Emerging Economies1,280 cited
  • 2010Sudden Stops, Financial Crises, and Leverage1,065 cited
  • 2011Risk Matters: The Real Effects of Volatility Shocks811 cited
  • 2005Country spreads and emerging countries: Who drives whom?714 cited
  • 2005Are External Shocks Responsible For The Instability Of Output In Low Income Countries?641 cited
  • 2010Real Business Cycles in Emerging Countries?577 cited
  • 2010Determinants of Sovereign Risk: Macroeconomic Fundamentals and the Pricing of Sovereign Debt530 cited
  • 2013The impact of uncertainty shocks in emerging economies517 cited
  • 2009Sovereign default and debt renegotiation439 cited
  • 2004Business Cycles in Emerging Economies: The Role of Interest Rates438 cited
  • 2009Long-duration bonds and sovereign defaults411 cited
  • 2016The Pass-Through of Sovereign Risk389 cited
  • 2012Maturity, Indebtedness, and Default Risk382 cited
  • 2007Sovereign debt crises and credit to the private sector309 cited
  • 2013WHY DO EMERGING ECONOMIES BORROW SHORT TERM?299 cited