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Cross-Country Co-Movement in Long-Term Interest Rates: A DSGE Approach
16 references·3 citing·45 second hopsampled
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References

  • 2007Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach4,628 cited
  • 2010Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach1,507 cited
  • 2008Investment Shocks and Business Cycles887 cited
  • 2001Fiscal Requirements for Price Stability883 cited
  • 2007Bayesian estimation of an open economy DSGE model with incomplete pass-through852 cited
  • 2013Pricing the term structure with linear regressions703 cited
  • 2005Monetary Policy and Exchange Rate Volatility in a Small Open Economy566 cited
  • 2011Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset504 cited
  • 2012The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks314 cited
  • 2006Equilibrium Yield Curves306 cited
  • 2006Bayesian Analysis of DSGE Models178 cited
  • 2009The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks160 cited
  • 2013Measuring the effect of the zero lower bound on yields and exchange rates in the U.K. and Germany92 cited
  • 2004Tobin's Imperfect Asset Substitution in Optimizing General Equilibrium87 cited
  • 2009Can Structural Small Open Economy Models Account for the Influence of Foreign Disturbances?

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65 cited
  • 2012The International Transmission of Volatility Shocks: An Empirical Analysis15 cited
  • Cited by

    • 2020Switching volatility in a nonlinear open economy25 cited
    • 2020Financial globalisation, monetary policy spillovers and macro-modelling: Tales from 1001 shocks12 cited
    • 2017Financial Globalisation, Monetary Policy Spillovers and Macro-modelling: Tales from 1001 Shocks9 cited