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The Global Financial Cycle
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The Global Financial Cycle (2021)The Global Financial CycleU.S. Monetary Policy and the Global Financial Cycle (2020)U.S. Monetary Policy and the …Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks (2019)Structural Interpretation of …Exchange Arrangements Entering the Twenty-First Century: Which Anchor will Hold?* (2019)Exchange Arrangements Enterin…Deconstructing Monetary Policy Surprises: The Role of Information Shocks (2018)Deconstructing Monetary Polic…International Liquidity and Exchange Rate Dynamics * (2015)International Liquidity and E…Risk, uncertainty and monetary policy (2013)Risk, uncertainty and monetar…Capital Flows and the Risk-Taking Channel of Monetary Policy (2013)Capital Flows and the Risk-Ta…Credit Booms Gone Bust: Monetary Policy, Leverage Cycles, and Financial Crises, 1870–2008 (2012)Credit Booms Gone Bust: Monet…Capital flow waves: Surges, stops, flight, and retrenchment (2012)Capital flow waves: Surges, s…Banking Globalization and Monetary Transmission (2012)Banking Globalization and Mon…This time is different: eight centuries of financial folly (2010)This time is different: eight…Financial Integration, Financial Development, and Global Imbalances (2009)Financial Integration, Financ…Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements (2004)Do Actions Speak Louder Than …Determining the Number of Factors in Approximate Factor Models (2002)Determining the Number of Fac…Inflows of Capital to Developing Countries in the 1990s (1996)Inflows of Capital to Develop…Manias, Panics and Crashes (1978)Manias, Panics and CrashesUnveiling the dance of commodity prices and the global financial cycle (2024)Unveiling the dance of commod…Tests 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)Capital Inflows and Real Exchange Rate Appreciation in Latin America: The Role of External Factors (1993)Why Doesn't Capital Flow from Rich to Poor Countries? An Empirical Investigation (2008)Cross-Border Banking and Global Liquidity (2014)Monetary policy surprises and interest rates: Evidence from the Fed funds futures market (2001)What Explains the Stock Market's Reaction to Federal Reserve Policy? (2005)Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence (2008)High Frequency Identification of Monetary Non-Neutrality: The Information Effect (2013)Monetary Policy Surprises, Credit Costs, and Economic Activity (2015)Macroeconomics and Reality (1980)Forward and spot exchange rates (1984)Dilemma not Trilemma: The Global Financial Cycle and Monetary Policy Independence (2015)Household Debt and Business Cycles Worldwide* (2017)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)U.S. Monetary Policy and International Risk Spillovers (2019)China's overseas lending (2021)The Time Variation in Risk Appetite and Uncertainty (2021)The external wealth of nations mark II: Revised and extended estimates of foreign assets and liabilities, 1970–2004 (2007)A New Measure of Financial Openness (2008)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Stories of the Twentieth Century for the Twenty-First (2012)The Debt-Deflation Theory of Great Depressions (1933)Finance and Growth: Schumpeter Might Be Right (1993)This Time Is Different (2009)From Financial Crash to Debt Crisis (2011)Discretion versus policy rules in practice (1993)The Impact of Uncertainty Shocks (2009)The VIX, the variance premium and stock market volatility (2014)Economic policy uncertainty: A literature review (2019)Trust and Growth (2001)Corporate Immunity to the COVID-19 Pandemic (2020)Structural causes and regime consequences: regimes as intervening variables (1982)Positive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)Inefficient Markets (2000)
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References

  • 2002Determining the Number of Factors in Approximate Factor Models4,110 cited
  • 2012Credit Booms Gone Bust: Monetary Policy, Leverage Cycles, and Financial Crises, 1870–20082,655 cited
  • 1978Manias, Panics and Crashes1,800 cited
  • 2010This time is different: eight centuries of financial folly1,776 cited
  • 2012Capital flow waves: Surges, stops, flight, and retrenchment1,579 cited
  • 2004Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements1,566 cited
  • 2013Capital Flows and the Risk-Taking Channel of Monetary Policy1,303 cited
  • 2013Risk, uncertainty and monetary policy1,237 cited
  • 1996Inflows of Capital to Developing Countries in the 1990s1,096 cited
  • 2020U.S. Monetary Policy and the Global Financial Cycle1,074 cited
  • 2018Deconstructing Monetary Policy Surprises: The Role of Information Shocks981 cited
  • 2019Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks917 cited
  • 2015International Liquidity and Exchange Rate Dynamics *821 cited
  • 2019Exchange Arrangements Entering the Twenty-First Century: Which Anchor will Hold?*802 cited
  • 2009Financial Integration, Financial Development, and Global Imbalances

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785 cited
  • 2012Banking Globalization and Monetary Transmission776 cited
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    • 2024Unveiling the dance of commodity prices and the global financial cycle20 cited