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Sectoral vs. Aggregate Shocks: A Structural Factor Analysis of Industrial Production
16 references·16 citing·37 second hopsampled
Sectoral vs. Aggregate Shocks: A Structural Factor Analysis of Industrial Production (2008)Sectoral vs. Aggregate Shocks: A Structur…The Granular Origins of Aggregate Fluctuations (2011)The Granular Origins of Aggre…The Granular Origins of Aggregate Fluctuations (2009)The Granular Origins of Aggre…Inferential Theory for Factor Models of Large Dimensions (2003)Inferential Theory for Factor…Forecasting Using Principal Components From a Large Number of Predictors (2002)Forecasting Using Principal C…Determining the Number of Factors in Approximate Factor Models (2002)Determining the Number of Fac…The Generalized Factor Model: Identification and Estimation (2000)The Generalized Factor Model:…Sectoral shocks and aggregate fluctuations (2000)Sectoral shocks and aggregate…Aggregation and irrelevance in multi-sector models (1999)Aggregation and irrelevance i…Cyclicality and Sectoral Linkages: Aggregate Fluctuations from Independent Sectoral Shocks (1998)Cyclicality and Sectoral Link…Risk and Return in an Equilibrium APT: Application of a New Test Methodology (1988)Risk and Return in an Equilib…Sectoral vs. Aggregate Shocks in the Business Cycle (1987)Sectoral vs. Aggregate Shocks…Performance measurement with the arbitrage pricing theory (1986)Performance measurement with …Indivisible labor and the business cycle (1985)Indivisible labor and the bus…Real Business Cycles (1983)Real Business CyclesArbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets (1983)Arbitrage, Factor Structure, …Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets (1982)Arbitrage, Factor Structure, …Stock Market Spillovers via the Global Production Network: Transmission of U.S. Monetary Policy (2021)Stock Market Spillovers via t…Foreign Shocks as Granular Fluctuations (2020)Foreign Shocks as Granular Fl…May's instability in large economies (2019)May's instability in large ec…International Comovement in the Global Production Network (2019)International Comovement in t…International Inflation Spillovers Through Input Linkages (2017)International Inflation Spill…Supply Chain Disruptions: Evidence from the Great East Japan Earthquake (2016)Supply Chain Disruptions: Evi…Networks, Shocks, and Systemic Risk (2016)Networks, Shocks, and Systemi…Microeconomic Origins of Macroeconomic Tail Risks (2015)Microeconomic Origins of Macr…Firm dynamics and the origins of aggregate fluctuations (2015)Firm dynamics and the origins…How Important are Sectoral Shocks? 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References

  • 2002Determining the Number of Factors in Approximate Factor Models4,110 cited
  • 2002Forecasting Using Principal Components From a Large Number of Predictors2,990 cited
  • 1983Real Business Cycles2,076 cited
  • 1985Indivisible labor and the business cycle2,011 cited
  • 2003Inferential Theory for Factor Models of Large Dimensions1,688 cited
  • 2011The Granular Origins of Aggregate Fluctuations1,373 cited
  • 1983Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets1,097 cited
  • 1982Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets975 cited
  • 1986Performance measurement with the arbitrage pricing theory715 cited
  • 2000Sectoral shocks and aggregate fluctuations559 cited
  • 2009The Granular Origins of Aggregate Fluctuations494 cited
  • 1998Cyclicality and Sectoral Linkages: Aggregate Fluctuations from Independent Sectoral Shocks337 cited
  • 1999Aggregation and irrelevance in multi-sector models254 cited
  • 2000The Generalized Factor Model: Identification and Estimation176 cited
  • 1988Risk and Return in an Equilibrium APT: Application of a New Test Methodology156 cited

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

  • 1987Sectoral vs. Aggregate Shocks in the Business Cycle147 cited
  • Cited by

    • 2015Microeconomic Origins of Macroeconomic Tail Risks102 cited
    • 2016Supply Chain Disruptions: Evidence from the Great East Japan Earthquake99 cited
    • 2019May's instability in large economies74 cited
    • 2011Systemic Risks and the Macroeconomy60 cited
    • 2019International Comovement in the Global Production Network58 cited
    • 2014How Important are Sectoral Shocks?51 cited
    • 2016Networks, Shocks, and Systemic Risk50 cited
    • 2012Factor Demand Linkages, Technology Shocks, and the Business Cycle45 cited
    • 2015Firm dynamics and the origins of aggregate fluctuations39 cited
    • 2020Foreign Shocks as Granular Fluctuations37 cited
    • 2012Trade in Intermediate Inputs and Business Cycle Comovement27 cited
    • 2017International Inflation Spillovers Through Input Linkages27 cited
    • 2014Firms, Destinations, and Aggregate Fluctuations26 cited
    • 2010Systemic Risks and the Macroeconomy24 cited
    • 2010The Great Diversification and its Undoing22 cited
    • 2021Stock Market Spillovers via the Global Production Network: Transmission of U.S. Monetary Policy19 cited