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Capital flow dynamics and the synchronization of financial cycles and business cycles in emerging market economies
16 references·0 citing·53 second hopsampled
Capital flow dynamics and the synchronization of financial cycles and business cycles in emerging market economies (2024)Capital flow dynamics and the synchroniza…U.S. Monetary Policy and the Global Financial Cycle (2020)U.S. Monetary Policy and the …Putting the Cycle Back into Business Cycle Analysis (2019)Putting the Cycle Back into B…Push factors and capital flows to emerging markets: why knowing your lender matters more than fundamentals (2019)Push factors and capital flow…Financial business cycles (2014)Financial business cyclesThe financial cycle and macroeconomics: What have we learnt? (2013)The financial cycle and macro…Gross capital flows: Dynamics and crises (2013)Gross capital flows: Dynamics…Characterising the financial cycle : don't lose sight of the medium term! (2012)Characterising the financial …Capital flows, push versus pull factors and the global financial crisis (2012)Capital flows, push versus pu…Capital flow waves: Surges, stops, flight, and retrenchment (2012)Capital flow waves: Surges, s…Size and power properties of structural break unit root tests (2011)Size and power properties of …Financial Cycles: What? How? When? (2011)Financial Cycles: What? How? …A new unit root test with two structural breaks in level and slope at unknown time (2010)A new unit root test with two…Synchronization of cycles (2006)Synchronization of cyclesMedium-Term Business Cycles (2006)Medium-Term Business CyclesDissecting the cycle: a methodological investigation (2002)Dissecting the cycle: a metho…The Band Pass Filter (1999)The Band Pass FilterTrends and random walks in macroeconmic time series (1982)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)The dynamic links between energy consumption, economic growth, financial development and trade in China: Fresh evidence from multivariate framework analysis (2013)The impact of economic complexity on carbon emissions: evidence from France (2017)Linking economic globalization, economic growth, financial development, and ecological footprint: Evidence from symmetric and asymmetric ARDL (2020)Rules Rather than Discretion: The Inconsistency of Optimal Plans (1977)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Rising inequality as a cause of the present crisis (2013)Fostering Green Investments and Tackling Climate-Related Financial Risks: Which Role for Macroprudential Policies? (2018)Finance, climate-change and radical uncertainty: Towards a precautionary approach to financial policy (2021)Measuring Business Cycles (1947)King Charles I (1981)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Growth Dynamics: The Myth of Economic Recovery (2008)When Credit Bites Back (2013)How Regions React to Recessions: Resilience and the Role of Economic Structure (2016)International Real Business Cycles (1992)Automatic Lag Selection in Covariance Matrix Estimation (1994)A Comparison of the Real-Time Performance of Business Cycle Dating Methods (2007)Similarities and convergence in G-7 cycles (2007)Business cycle synchronization and the Euro: A wavelet analysis (2011)A Positive Theory of Monetary Policy in a Natural Rate Model (1983)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series (1999)On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations (2002)Are Technology Improvements Contractionary? (2006)Fiscal Volatility Shocks and Economic Activity (2015)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)Determining the Number of Factors in Approximate Factor Models (2002)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)Cross-Border Banking and Global Liquidity (2014)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)Market Liquidity and Funding Liquidity (2008)The Global Crisis and Equity Market Contagion (2014)US Monetary Policy and the Global Financial Cycle (2015)Measuring Geopolitical Risk (2018)Currency crashes in emerging markets: An empirical treatment (1996)This Time Is Different (2009)Sovereign debt markets in turbulent times: Creditor discrimination and crowding-out effects (2013)WHAT DRIVES CAPITAL FLOWS TO EMERGING MARKETS? A SURVEY OF THE EMPIRICAL LITERATURE (2018)Endogenous Technological Change (1989)Endogenous Technological Change (1990)CREDIT CONSTRAINTS AND THE CYCLICALITY OF R&D INVESTMENT: EVIDENCE FROM FRANCE (2008)Volatility and growth: Credit constraints and the composition of investment (2010)
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References

  • 1999The Band Pass Filter1,909 cited
  • 2012Capital flow waves: Surges, stops, flight, and retrenchment1,579 cited
  • 2002Dissecting the cycle: a methodological investigation1,504 cited
  • 2013The financial cycle and macroeconomics: What have we learnt?1,136 cited
  • 2020U.S. Monetary Policy and the Global Financial Cycle1,074 cited
  • 2006Medium-Term Business Cycles797 cited
  • 2012Capital flows, push versus pull factors and the global financial crisis751 cited
  • 2010A new unit root test with two structural breaks in level and slope at unknown time725 cited
  • 2013Gross capital flows: Dynamics and crises712 cited
  • 2006Synchronization of cycles406 cited
  • 2012Characterising the financial cycle : don't lose sight of the medium term!324 cited
  • 2014Financial business cycles319 cited
  • 2011Size and power properties of structural break unit root tests237 cited
  • 2011Financial Cycles: What? How? When?220 cited
  • 2019Putting the Cycle Back into Business Cycle Analysis177 cited
  • 2019Push factors and capital flows to emerging markets: why knowing your lender matters more than fundamentals

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