20
H index
28
i10 index
2331
Citations
Southern Methodist University | 20 H index 28 i10 index 2331 Citations RESEARCH PRODUCTION: 40 Articles 28 Papers 2 Chapters RESEARCH ACTIVITY: 35 years (1986 - 2021). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pba121 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Nathan Balke. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Economic and Financial Policy Review | 8 |
The Review of Economics and Statistics | 3 |
Journal of Macroeconomics | 2 |
International Economic Review | 2 |
Journal of Monetary Economics | 2 |
Journal of Applied Econometrics | 2 |
The Energy Journal | 2 |
Economics Letters | 2 |
Working Papers Series with more than one paper published | # docs |
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Working Papers / Federal Reserve Bank of Dallas | 21 |
Globalization Institute Working Papers / Federal Reserve Bank of Dallas | 2 |
NBER Working Papers / National Bureau of Economic Research, Inc | 2 |
Year | Title of citing document |
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2023 | Measuring price impact and information content of trades in a time-varying setting. (2022). Lillo, F ; Bormetti, G ; Campigli, F. In: Papers. RePEc:arx:papers:2212.12687. Full description at Econpapers || Download paper |
2023 | The Dynamic Persistence of Economic Shocks. (2023). Vacha, Lukas ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2306.01511. Full description at Econpapers || Download paper |
2023 | Risk Amplification Macro Model (RAMM). (2023). Tuzcuoglu, Kerem. In: Technical Reports. RePEc:bca:bocatr:123. Full description at Econpapers || Download paper |
2023 | Predicting Recessions in (almost) Real Time in a Big-data Setting. (2023). Gaglianone, Wagner ; Fialho, Artur Brasil ; Issler, Joo Victor ; Teixeira, Osmani ; Cavalcanti, Pedro ; Bonnet, Alexandre. In: Working Papers Series. RePEc:bcb:wpaper:587. Full description at Econpapers || Download paper |
2024 | Employment and technology: Creative creation or creative destruction? An asymmetric analysis. (2024). Irandoust, Manuchehr. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:2:p:201-219. Full description at Econpapers || Download paper |
2024 | Putting corona into hedge fund managers head. (2024). Philippas, Dionisis ; Siriopoulos, Costas. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00313. Full description at Econpapers || Download paper |
2023 | Macroeconomic effects of carbon transition policies: an assessment based on the ECB’s New Area-Wide Model with a disaggregated energy sector. (2023). Priftis, Romanos ; Lozej, Matija ; Coenen, Günter. In: Working Paper Series. RePEc:ecb:ecbwps:20232819. Full description at Econpapers || Download paper |
2023 | Energy supply shocks’ nonlinearities on output and prices. (2023). Tornese, Tommaso ; de Santis, Roberto A. In: Working Paper Series. RePEc:ecb:ecbwps:20232834. Full description at Econpapers || Download paper |
2024 | The nonlinear effects of banks’ vulnerability to capital depletion in euro area countries. (2024). Moccero, Diego Nicolas ; Davidson, Sharada Nia. In: Working Paper Series. RePEc:ecb:ecbwps:20242912. Full description at Econpapers || Download paper |
2024 | US monetary policy is more powerful in low economic growth regimes. (2024). Tornese, Tommaso ; de Santis, Roberto A. In: Working Paper Series. RePEc:ecb:ecbwps:20242919. Full description at Econpapers || Download paper |
2023 | Systemic Risk: A Comparative Study between Public and Private Banks. (2023). Mahmoud, Imen ; Mselmi, Aymen. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-03-12. Full description at Econpapers || Download paper |
2023 | Enter the MATRIX model:a Multi-Agent model for Transition Risks with application to energy shocks.. (2023). Bazzana, Davide ; Gurgone, Andrea ; Turco, Enrico ; Ciola, Emanuele ; Menoncin, Francesco ; Vergalli, Sergio. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002925. Full description at Econpapers || Download paper |
2023 | Impacts of social distancing policy and vaccination during the COVID-19 pandemic in the Republic of Korea. (2023). Park, Cyn-Young ; Lee, Donghyun ; Kim, Soyoung. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:150:y:2023:i:c:s0165188923000489. Full description at Econpapers || Download paper |
2024 | A theoretical framework for modeling dual-track granting orientation in green credit policy. (2024). Zhou, Xiaoyong ; Wu, Sheng. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:249-268. Full description at Econpapers || Download paper |
2023 | How do monetary shock, financial crisis, and quotation reform affect the long memory of exchange rate volatility? Evidence from major currencies. (2023). Huang, Jianglu ; Qi, Zikang ; Wang, Xinyu. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003923. Full description at Econpapers || Download paper |
2023 | Reforms in the natural gas sector and economic development. (2023). Zimmermann, Guilherme G ; Serrano-Quintero, Rafael ; Delalibera, Bruno R. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001700. Full description at Econpapers || Download paper |
2024 | Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? A nonlinear bivariate approach. (2024). Bosupeng, Mpho ; Naranpanawa, Athula. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s0264999323004042. Full description at Econpapers || Download paper |
2023 | Rushing through the clouds, or waiting to die? The effect of the green credit policy on heavily polluting firms. (2023). Wang, Yanxi ; Xiong, Jie ; Zhou, Ruodan ; Li, Qian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002042. Full description at Econpapers || Download paper |
2024 | Stable paretian distribution, return generating processes and habit formation—The implication for equity premium puzzle. (2024). Li, Xiaotong ; So, Jacky Yuk-Chow ; Fu, QI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001869. Full description at Econpapers || Download paper |
2024 | Low interest rates and the predictive content of the yield curve. (2024). Haubrich, Joseph G ; Bordo, Michael D. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000056. Full description at Econpapers || Download paper |
2023 | Central bank balance sheet, money and inflation. (2023). Reynard, Samuel. In: Economics Letters. RePEc:eee:ecolet:v:224:y:2023:i:c:s0165176523000538. Full description at Econpapers || Download paper |
2023 | Kicking the can down the road: A historical growth-at-risk perspective. (2023). Scharler, Johann ; Hasler, Elias ; Gachter, Martin. In: Economics Letters. RePEc:eee:ecolet:v:228:y:2023:i:c:s0165176523001581. Full description at Econpapers || Download paper |
2024 | Persistence in financial connectedness and systemic risk. (2024). Baruník, Jozef ; Ellington, Michael ; Barunik, Jozef. In: European Journal of Operational Research. RePEc:eee:ejores:v:314:y:2024:i:1:p:393-407. Full description at Econpapers || Download paper |
2023 | Dynamic effects and driving intermediations of oil price shocks on major economies. (2023). Chai, Jian ; Xiao, Hao ; Lin, Jie. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002773. Full description at Econpapers || Download paper |
2023 | The relationship between oil price changes and economic growth in Canadian provinces: Evidence from a quantile-on-quantile approach. (2023). Moghaddam, Mohsen Bakhshi. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323002876. Full description at Econpapers || Download paper |
2023 | The electric shock: Causes and consequences of electricity prices in the United Kingdom. (2023). Lee, Lillian ; Shubita, Moade ; Ganepola, Chanaka N. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323005285. Full description at Econpapers || Download paper |
2023 | Asymmetric influence of oil demand and supply shocks on meat commodities. (2023). Baek, Jungho ; Vatsa, Puneet. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006734. Full description at Econpapers || Download paper |
2024 | What is the difference between fossil fuel embargo and price shocks?. (2024). Clemens, Marius ; Roger, Werner. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001270. Full description at Econpapers || Download paper |
2023 | Is refined oil price regulation a “shock absorber” for crude oil price shocks?. (2023). Wang, Shouyang ; Jiao, Jianbin ; Hu, YI ; Zhang, QI. In: Energy Policy. RePEc:eee:enepol:v:173:y:2023:i:c:s0301421522005882. Full description at Econpapers || Download paper |
2023 | Energy price shocks and stabilization policies in the MATRIX model. (2023). Vergalli, Sergio ; Ciola, Emanuele ; Rizzati, Massimiliano ; Bazzana, Davide ; Turco, Enrico. In: Energy Policy. RePEc:eee:enepol:v:177:y:2023:i:c:s0301421523001520. Full description at Econpapers || Download paper |
2023 | Policies to reduce Indias crude oil import dependence amidst clean energy transition. (2023). Ghosh, Sajal ; Mishra, Brajesh ; Kanjilal, Kakali. In: Energy Policy. RePEc:eee:enepol:v:183:y:2023:i:c:s0301421523003890. Full description at Econpapers || Download paper |
2023 | Non-linear relationship between oil and cryptocurrencies: Evidence from returns and shocks. (2023). Shah, Adil Ahmad ; Yarovaya, Larisa ; Abrar, Afsheen ; Karim, Sitara ; Naeem, Muhammad Abubakr. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002855. Full description at Econpapers || Download paper |
2024 | Interpreting the effect of global economic risks on crude oil market: A supply-demand perspective. (2024). Xu, Pengfei ; Cao, Shijiao ; Hong, Yanran ; Pan, Zhigang. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005240. Full description at Econpapers || Download paper |
2024 | Energy shock, industrial transformation and macroeconomic fluctuations. (2024). Xu, Piaoyang ; Fu, Changluan ; Yu, Chenyang. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000012. Full description at Econpapers || Download paper |
2024 | The impact of the Russia–Ukraine war on volatility spillovers. (2024). Wang, Yizhi ; Lin, Yongjia ; Sio-Chong, Tony. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001261. Full description at Econpapers || Download paper |
2023 | Threshold cointegration and asymmetries between dividends and earnings news. (2023). Sephton, Peter. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323008061. Full description at Econpapers || Download paper |
2023 | Impacts of oil shocks on stock markets in Norway and Japan: Does monetary policys effectiveness matter?. (2023). Ahmadian-Yazdi, Farzaneh ; al Kharusi, Sami ; Mensi, Walid ; Roudari, Soheil. In: International Economics. RePEc:eee:inteco:v:173:y:2023:i:c:p:343-358. Full description at Econpapers || Download paper |
2024 | Reconciling interest rates evidence with theory: Rejecting unit roots when the HD(1) is a competing alternative. (2024). Palandri, Alessandro. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:161:y:2024:i:c:s0378426624000335. Full description at Econpapers || Download paper |
2024 | Wage – price dynamics and financial market in a disequilibrium macro model: A Keynes – Kaldor – Minsky modeling of recession and inflation using VECM. (2024). Semmler, Willi ; Chen, PU. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:220:y:2024:i:c:p:433-452. Full description at Econpapers || Download paper |
2023 | Climate royalty surcharges. (2023). Prest, Brian ; Stock, James H. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:120:y:2023:i:c:s0095069623000621. Full description at Econpapers || Download paper |
2023 | Monetary policy transmission, productive activity, and inflation in Brazil: Does uncertainty matter?. (2023). Lopes, Luckas Sabioni ; Rotatori, Wilson Luiz. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494922000457. Full description at Econpapers || Download paper |
2023 | Asymmetric effects of monetary policy and financial accelerator: Evidence from India. (2023). Bicchal, Motilal ; Mundra, Sruti. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494923000087. Full description at Econpapers || Download paper |
2023 | Does Indian economy asymmetrically respond to oil price shocks?. (2023). Ramachandran, M ; Deheri, Abdhut. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494923000117. Full description at Econpapers || Download paper |
2023 | Capital flow volatility regimes and monetary policy dilemma: Evidence from New Zealand. (2023). Mansur, Alfan. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:28:y:2023:i:c:s1703494923000269. Full description at Econpapers || Download paper |
2023 | On the transmission of oil supply and demand shocks to CO2 emissions in the US by considering uncertainty: A time-varying perspective. (2023). SAADAOUI, Zied ; Boufateh, Talel ; Jiao, Zhilun. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723007420. Full description at Econpapers || Download paper |
2024 | The potency of time series outliers in volatile models: An empirical analysis of fintech, and mineral resources. (2024). Maqsood, Arfa ; Yaqoob, Tanzeela. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420724000333. Full description at Econpapers || Download paper |
2023 | Propagation of shocks in an input-output economy: Evidence from disaggregated prices. (2023). Villar, Daniel ; Luo, Shaowen. In: Journal of Monetary Economics. RePEc:eee:moneco:v:137:y:2023:i:c:p:26-46. Full description at Econpapers || Download paper |
2023 | Financial stability and monetary policy reaction: Evidence from the GCC countries. (2023). Elsayed, Ahmed ; Nasreen, Samia ; Naifar, Nader. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:396-405. Full description at Econpapers || Download paper |
2023 | Asymmetric effects of oil price shocks on the demand for money in Algeria. (2023). Alsamara, Mouyad ; Boumimez, Fayal ; Chelghoum, Amirouche. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:1-11. Full description at Econpapers || Download paper |
2024 | The relationship between Chinese and FOB prices of rare earth elements – Evidence in the time and frequency domain. (2024). Seiler, Volker. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:160-179. Full description at Econpapers || Download paper |
2023 | Connectedness among El Niño-Southern Oscillation, carbon emission allowance, crude oil and renewable energy stock markets: Time- and frequency-domain evidence based on TVP-VAR model. (2023). Wang, Yizhi ; Bai, Lan ; Zhang, Jiahao ; Wei, YU. In: Renewable Energy. RePEc:eee:renene:v:202:y:2023:i:c:p:289-309. Full description at Econpapers || Download paper |
2023 | Analyses for the effects of investor sentiment on the price adjustment behaviors for stock market and REIT market. (2023). Tsai, Ming Shann ; Chiang, Shu Ling. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:425-439. Full description at Econpapers || Download paper |
2023 | Volatility spillover between oil and stock prices: Structural connectedness based on a multi-sector DSGE model approach with Bayesian estimation. (2023). Qiao, Hui ; Chan, Ying Tung. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:265-286. Full description at Econpapers || Download paper |
2024 | Crafting monetary policy beyond low carbon legacy. (2024). Apergis, Nicholas ; Ogbeifun, Lawrence ; Shobande, Olatunji A. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:764-781. Full description at Econpapers || Download paper |
2024 | Regional Economic Sentiment: Constructing Quantitative Estimates from the Beige Book and Testing Their Ability to Forecast Recessions. (2024). Nguyen, My T ; Mitchell, James ; Garciga, Christian ; Filippou, Ilias. In: Economic Commentary. RePEc:fip:fedcec:98247. Full description at Econpapers || Download paper |
2023 | The FOMC versus the Staff: Do Policymakers Add Value in Their Tales?. (2023). Nguyen, My T ; Mitchell, James ; Filippou, Ilias. In: Working Papers. RePEc:fip:fedcwq:96636. Full description at Econpapers || Download paper |
2024 | Regional Economic Sentiment: Constructing Quantitative Estimates from the Beige Book and Testing Their Ability to Forecast Recessions. (2024). Mitchell, James ; Garciga, Christian ; Filippou, Ilias ; Nguyen, My T. In: Working Papers. RePEc:fip:fedcwq:98080. Full description at Econpapers || Download paper |
2023 | Recovery of 1933. (2023). Preston, Bruce ; Leeper, Eric M ; Jacobson, Margaret M. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2023-32. Full description at Econpapers || Download paper |
2024 | Sustainable Food Value Chains: Approaches to Transaction Costs in Agro-Alimentary Systems of Developing Countries—A Chile Case Study. (2024). Valdes, Rodrigo. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:10:p:3952-:d:1390876. Full description at Econpapers || Download paper |
2023 | On the relationship between Jorda?s IRF local projection and Dufour et al.?s robust (p,h)-autoregression multihorizon causality: a note. (2023). Tessierc, David ; Racicota, Franois-Eric. In: Working Papers. RePEc:ipg:wpaper:2023-001. Full description at Econpapers || Download paper |
2023 | Euro area inflation and a new measure of core inflation. (2022). Morana, Claudio. In: Working Papers. RePEc:mib:wpaper:505. Full description at Econpapers || Download paper |
2023 | Estimating and Testing for Functional Coefficient Quantile Cointegrating Regression. (2023). Zheng, Chaowen ; Zhang, Jing ; Li, Haiqi. In: Economics Discussion Papers. RePEc:rdg:emxxdp:em-dp2023-07. Full description at Econpapers || Download paper |
2023 | Estimating the Emissions Reductions from Supply-side Fossil Fuel Interventions. (2023). Prest, Brian ; Conway, TJ ; Gordon, Deborah ; Fell, Harrison. In: RFF Working Paper Series. RePEc:rff:dpaper:dp-23-11. Full description at Econpapers || Download paper |
2023 | Euro area inflation and a new measure of core inflation. (2022). Morana, Claudio. In: Working Paper series. RePEc:rim:rimwps:22-14. Full description at Econpapers || Download paper |
2024 | Impact of Exchange Rate on Trade Balance of India: Evidence from Threshold Cointegration with Asymmetric Error Correction Approach. (2024). Mallick, Lingaraj ; Behera, Smruti Ranjan ; Bhattacharya, Mita. In: Foreign Trade Review. RePEc:sae:fortra:v:59:y:2024:i:2:p:279-308. Full description at Econpapers || Download paper |
2023 | Mixing mixed frequency and diffusion indices in good times and in bad: an assessment based on historical data around the great recession of 2008. (2023). Kim, Hyun Hak ; Swanson, Norman R. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:3:d:10.1007_s00181-022-02289-3. Full description at Econpapers || Download paper |
2023 | A new quadratic asymmetric error correction model: does size matter?. (2023). Alsamara, Mouyad ; Mrabet, Zouhair ; Mnasri, Ayman. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:1:d:10.1007_s00181-022-02323-4. Full description at Econpapers || Download paper |
2023 | The optimal environmental regulation policy combination for high-quality economic development based on spatial Durbin and threshold regression models. (2023). Wang, Liwen ; Wu, Hecheng ; Lu, Weixue. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:25:y:2023:i:7:d:10.1007_s10668-022-02372-w. Full description at Econpapers || Download paper |
2023 | Upside and downside correlated jump risk premia of currency options and expected returns. (2023). Lin, Shih-Kuei ; Chen, Ting-Fu ; Chang, Hsing-Hua. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00493-3. Full description at Econpapers || Download paper |
2023 | Oil Demand and Supply Shocks in Canada’s Economy. (2023). Some, Juste. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:21:y:2023:i:2:d:10.1007_s40953-023-00339-w. Full description at Econpapers || Download paper |
2023 | Synchronization in Cycles of China and India During Recent Crises: A Markov Switching Analysis. (2023). Tuteja, Divya ; Dua, Pami. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:21:y:2023:i:2:d:10.1007_s40953-023-00343-0. Full description at Econpapers || Download paper |
2023 | Official Intervention, Reserve Accumulation and Exchange Rate Volatility. (2023). Ramachandran, M. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:21:y:2023:i:2:d:10.1007_s40953-023-00344-z. Full description at Econpapers || Download paper |
2023 | Robust and efficient specification tests in Markov-switching autoregressive models. (2023). Chiba, Masaru. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:26:y:2023:i:1:d:10.1007_s11203-022-09277-5. Full description at Econpapers || Download paper |
2023 | Gibson’s Paradox and the Natural Rate of Interest. (2023). Benigno, Pierpaolo ; Benati, Luca. In: Diskussionsschriften. RePEc:ube:dpvwib:dp2303. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2002 | Oil Price Shocks and the U.S. Economy: Where Does the Asymmetry Originate? In: The Energy Journal. [Full Text][Citation analysis] | article | 171 |
1999 | Oil price shocks and the U.S. economy: where does the asymmetry originate?.(1999) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 171 | paper | |
.() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 171 | article | ||
2015 | Fuel Subsidies, the Oil Market and the World Economy In: The Energy Journal. [Full Text][Citation analysis] | article | 13 |
2014 | Fuel subsidies, the oil market and the world economy.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
.() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | article | ||
1993 | Detecting Level Shifts in Time Series. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 38 |
2010 | Stochastic Volatility, Long Run Risks, and Aggregate Stock Market Fluctuations In: BIS Working Papers. [Full Text][Citation analysis] | paper | 2 |
2013 | Credit demand, credit supply, and economic activity In: The B.E. Journal of Macroeconomics. [Full Text][Citation analysis] | article | 7 |
2015 | A BAYESIAN ANALYSIS OF WEAK IDENTIFICATION IN STOCK PRICE DECOMPOSITIONS In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 1 |
2021 | In no uncertain terms: The effect of uncertainty on credit frictions and monetary policy In: Economic Modelling. [Full Text][Citation analysis] | article | 3 |
2021 | Identifying credit demand, financial intermediation, and supply of funds shocks: A structural VAR approach In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 3 |
1991 | Infrequent permanent shocks and the finite-sample performance of unit root tests In: Economics Letters. [Full Text][Citation analysis] | article | 7 |
1992 | Are deep recessions followed by strong recoveries? In: Economics Letters. [Full Text][Citation analysis] | article | 35 |
1992 | Are deep recessions followed by strong recoveries?.(1992) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 35 | paper | |
2018 | Oil supply shocks and the U.S. economy: An estimated DSGE model In: Energy Policy. [Full Text][Citation analysis] | article | 37 |
2013 | The contribution of economic fundamentals to movements in exchange rates In: Journal of International Economics. [Full Text][Citation analysis] | article | 49 |
1994 | The algebra of price stability In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 10 |
1991 | The algebra of price stability.(1991) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
1993 | The algebra of price stability.(1993) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2007 | The relative price effects of monetary shocks In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 38 |
2003 | The relative price effects of monetary shocks.(2003) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 38 | paper | |
1991 | Shifting trends, segmented trends, and infrequent permanent shocks In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 84 |
2000 | An equilibrium analysis of relative price changes and aggregate inflation In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 56 |
1996 | An equilibrium analysis of relative price changes and aggregate inflation.(1996) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 56 | paper | |
2012 | Sectoral Effects of Aggregate Shocks In: Advances in Econometrics. [Full Text][Citation analysis] | chapter | 0 |
1991 | Modeling trends in macroeconomic time series In: Economic and Financial Policy Review. [Citation analysis] | article | 8 |
1993 | Recessions and recoveries In: Economic and Financial Policy Review. [Full Text][Citation analysis] | article | 6 |
1994 | The federal funds rate as an indicator of monetary policy: evidence from the 1980s In: Economic and Financial Policy Review. [Full Text][Citation analysis] | article | 6 |
1994 | Understanding the price puzzle In: Economic and Financial Policy Review. [Full Text][Citation analysis] | article | 19 |
1996 | Supply shocks and the distribution of price changes In: Economic and Financial Policy Review. [Full Text][Citation analysis] | article | 10 |
1998 | Crude oil and gasoline prices: an asymmetric relationship? In: Economic and Financial Policy Review. [Full Text][Citation analysis] | article | 125 |
2000 | Evaluating the Eleventh Districts Beige Book In: Economic and Financial Policy Review. [Full Text][Citation analysis] | article | 4 |
2001 | Explaining stock price movements: is there a case for fundamentals? In: Economic and Financial Policy Review. [Full Text][Citation analysis] | article | 21 |
2008 | An international perspective on oil price shocks and U.S. economic activity In: Globalization Institute Working Papers. [Full Text][Citation analysis] | paper | 2 |
2017 | Understanding the Aggregate Effects of Credit Frictions and Uncertainty In: Globalization Institute Working Papers. [Full Text][Citation analysis] | paper | 6 |
1995 | Inflation and monetary restraint: too little, too late? In: Southwest Economy. [Full Text][Citation analysis] | article | 0 |
2000 | Low frequency movements in stock prices: a state space decomposition In: Working Papers. [Full Text][Citation analysis] | paper | 65 |
2002 | Low-Frequency Movements in Stock Prices: A State-Space Decomposition.(2002) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 65 | article | |
2010 | Oil price shocks and U.S. economic activity: an international perspective In: Working Papers. [Full Text][Citation analysis] | paper | 22 |
2010 | Oil Price Shocks and U.S. Economic Activity: An International Perspective.(2010) In: RFF Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | paper | |
1988 | Augmented information in a theory of ambiguity, credibility and inflation In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | The Shale Revolution and the Dynamics of the Oil Market In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
1989 | Asymmetric information and the role of FED watching In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
1991 | Large shocks, small shocks, and economic fluctuations: outliers in macroeconomic times series In: Working Papers. [Full Text][Citation analysis] | paper | 108 |
1994 | Large Shocks, Small Shocks, and Economic Fluctuations: Outliers in Macroeconomic Time Series..(1994) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 108 | article | |
1991 | Detecting level shifts in time series: misspecification and a proposed solution In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
1992 | Threshold cointegration In: Working Papers. [Full Text][Citation analysis] | paper | 621 |
1997 | Threshold Cointegration..(1997) In: International Economic Review. [Citation analysis] This paper has nother version. Agregated cites: 621 | article | |
1993 | Recessions and recoveries in real business cycle models: do real business cycle models generate cyclical behavior? In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
1994 | The dynamics of recoveries In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
1995 | Are deep recessions followed by strong recoveries? Results for the G-7 countries In: Working Papers. [Full Text][Citation analysis] | paper | 9 |
1995 | Credit and economic activity: shocks or propagation mechanism? In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
1997 | Nonlinear dynamics and covered interest rate parity In: Working Papers. [Full Text][Citation analysis] | paper | 66 |
1998 | Nonlinear dynamics and covered interest rate parity.(1998) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 66 | article | |
1998 | How well does the Beige Book reflect economic activity? Evaluating qualitative information quantitatively In: Working Papers. [Full Text][Citation analysis] | paper | 32 |
2002 | How Well Does the Beige Book Reflect Economic Activity? Evaluating Qualitative Information Quantitatively..(2002) In: Journal of Money, Credit and Banking. [Citation analysis] This paper has nother version. Agregated cites: 32 | article | |
1992 | A Theory of Fed Watching in a Macroeconomic Policy Game. In: International Economic Review. [Full Text][Citation analysis] | article | 7 |
2009 | Market fundamentals versus rational bubbles in stock prices: a Bayesian perspective In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 14 |
1990 | The Rational Timing of Parliamentary Elections. In: Public Choice. [Citation analysis] | article | 20 |
1986 | Appendix B: Historical Data In: NBER Chapters. [Full Text][Citation analysis] | chapter | 123 |
1986 | The Estimation of Prewar GNP Volatility, 1869-1938 In: NBER Working Papers. [Full Text][Citation analysis] | paper | 11 |
1988 | The Estimation of Prewar GNP: Methodology and New Evidence In: NBER Working Papers. [Full Text][Citation analysis] | paper | 6 |
1995 | Recessions and Recoveries in Real Business Cycle Models. In: Economic Inquiry. [Citation analysis] | article | 23 |
2006 | Sectoral Price Changes and Output Growth: Supply and Demand in General Equilibrium In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
1993 | Poverty and Change in the Macroeconomy: A Dynamic Macroeconometric Model. In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 11 |
2000 | Credit and Economic Activity: Credit Regimes and Nonlinear Propagation of Shocks In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 263 |
1989 | The Estimation of Prewar Gross National Product: Methodology and New Evidence. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 154 |
2017 | Incorporating the Beige Book into a Quantitative Index of Economic Activity In: Journal of Forecasting. [Full Text][Citation analysis] | article | 7 |
2006 | What Drives Stock Prices? Identifying the Determinants of Stock Price Movements In: Southern Economic Journal. [Full Text][Citation analysis] | article | 0 |
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