20
H index
29
i10 index
2399
Citations
Southern Methodist University | 20 H index 29 i10 index 2399 Citations RESEARCH PRODUCTION: 41 Articles 28 Papers 2 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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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: |
| 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 |
|---|---|
| 2025 | The Dynamic Persistence of Economic Shocks. (2023). Vacha, Lukas ; Baruník, Jozef ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2306.01511. Full description at Econpapers || Download paper |
| 2024 | Asymmetries in Financial Spillovers. (2024). Pfarrhofer, Michael ; onorante, luca ; Marcellino, Massimiliano ; Huber, Florian ; Klieber, Karin. In: Papers. RePEc:arx:papers:2410.16214. Full description at Econpapers || Download paper |
| 2024 | Machine Learning the Macroeconomic Effects of Financial Shocks. (2024). Marcellino, Massimiliano ; Huber, Florian ; Klieber, Karin ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2412.07649. Full description at Econpapers || Download paper |
| 2025 | Let the Tree Decide: FABART A Non-Parametric Factor Model. (2025). Velasco, Sofia. In: Papers. RePEc:arx:papers:2506.11551. Full description at Econpapers || Download paper |
| 2025 | Monetary Policy Shocks: A New Hope. Large Language Models and Central Bank Communication.. (2025). Fernndez-Fuertes, Rubn. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp25257. Full description at Econpapers || Download paper |
| 2024 | Measuring the Unmeasurable: Unraveling the complexities of real-time output gap estimation. (2024). Restrepo-Ángel, Sergio ; Pulido-Mahecha, Karen ; Galeano-Ramirez, Franky Juliano ; Restrepo-Angel, Sergio. In: Borradores de Economia. RePEc:bdr:borrec:1284. 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 | Moderation or indulgence? Effects of bank distribution restrictions during stress. (2024). Baruník, Jozef ; Katsoulis, Petros ; Barunik, Jozef ; Acosta-Smith, Jonathan ; Gerba, Eddie. In: Bank of England working papers. RePEc:boe:boeewp:1053. Full description at Econpapers || Download paper |
| 2024 | Non-linear Dynamics of Oil Supply News Shocks. (2024). Theodoridis, Konstantinos ; mumtaz, haroon ; Miescu, Mirela. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2024/18. Full description at Econpapers || Download paper |
| 2025 | Manufacturing Dispersion: How Data Cleaning Choices Affect Measured Misallocation and Productivity Growth in the Annual Survey of Manufactures. (2025). Kim, Hang ; White, Kirk T ; Rotemberg, Martin. In: Working Papers. RePEc:cen:wpaper:25-67. Full description at Econpapers || Download paper |
| 2024 | Extracting stock-market bubbles from dividend futures. (2024). Wilfling, Bernd ; Branger, Nicole ; Trede, Mark. In: CQE Working Papers. RePEc:cqe:wpaper:10724. Full description at Econpapers || Download paper |
| 2025 | Inequality along the European green transition. (2025). Waohrmauller, Stefan ; Haber, Timo ; Colciago, Andrea ; Ascari, Guido. In: Working Papers. RePEc:dnb:dnbwpp:830. 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 |
| 2024 | Gas price shocks and euro area inflation. (2024). Ferrari Minesso, Massimo ; Adolfsen, Jakob ; Mork, Jente Esther ; van Robays, Ine. In: Working Paper Series. RePEc:ecb:ecbwps:20242905. Full description at Econpapers || Download paper |
| 2024 | The nonlinear effects of banks’ vulnerability to capital depletion in euro area countries. (2024). Davidson, Sharada Nia ; Moccero, Diego Nicolas. 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 |
| 2024 | Asymmetries in the transmission of monetary policy shocks over the business cycle: a Bayesian Quantile Factor Augmented VAR. (2024). Velasco, Sofia. In: Working Paper Series. RePEc:ecb:ecbwps:20242983. Full description at Econpapers || Download paper |
| 2025 | Opening the black box of local projections. (2025). Klieber, Karin ; Coulombe, Philippe Goulet. In: Working Paper Series. RePEc:ecb:ecbwps:20253105. Full description at Econpapers || Download paper |
| 2024 | Revisiting the relationship between Oil Price and Food Prices in the US: Evidence from Threshold Cointegration with Asymmetric Adjustment. (2024). ben Hamouda, Abderrazek. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-02-3. Full description at Econpapers || Download paper |
| 2024 | Navigating Energy Market Cycles: Insights from a Comprehensive Analysis. (2024). Canepa, Alessandra ; Almajali, Awon ; Alqaralleh, Huthaifa. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-05-5. Full description at Econpapers || Download paper |
| 2025 | On the measurement of growth over the long run. (2025). Guthmann, Rafael. In: Revista CEPAL. RePEc:ecr:col070:82404. 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 |
| 2024 | The paradox of fossil fuel subsidies. (2024). Ginn, William. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:83:y:2024:i:c:p:333-358. 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 |
| 2024 | Wells or Welfare? Macroeconomic implications of the Canadian oil subsidy. (2024). zoundi, zakaria. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001500. Full description at Econpapers || Download paper |
| 2024 | Nonlinear transmission of international financial stress. (2024). Tuzcuoglu, Kerem. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001615. 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 ; Fu, QI ; So, Jacky Yuk-Chow. 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). Bordo, Michael D ; Haubrich, Joseph G. 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 |
| 2024 | Terms of trade or market power? Further evidence from dynamic spillovers in return and volatility between Malaysian crude palm oil and foreign exchange markets. (2024). Lau, Wee Yeap ; Go, You-How. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001037. Full description at Econpapers || Download paper |
| 2025 | Does oil price uncertainty affect corporate total factor productivity? Evidence from China. (2025). Chen, Leyi ; Wu, Ziqing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002274. Full description at Econpapers || Download paper |
| 2025 | Machine learning the macroeconomic effects of financial shocks. (2025). Marcellino, Massimiliano ; Hauzenberger, Niko ; Huber, Florian ; Klieber, Karin. In: Economics Letters. RePEc:eee:ecolet:v:250:y:2025:i:c:s0165176525000977. Full description at Econpapers || Download paper |
| 2025 | Delayed Monetary Policy Effects in a Multi-Regime Cointegrated VAR(MRCIVAR). (2025). Semmler, Willi ; Chen, PU ; Maurer, Helmut. In: Econometrics and Statistics. RePEc:eee:ecosta:v:33:y:2025:i:c:p:105-134. Full description at Econpapers || Download paper |
| 2024 | Macroeconomic effects of carbon transition policies: An assessment based on the ECB’s New Area-Wide Model with a disaggregated energy sector. (2024). Priftis, Romanos ; Lozej, Matija ; Coenen, Günter. In: European Economic Review. RePEc:eee:eecrev:v:167:y:2024:i:c:s0014292124001272. Full description at Econpapers || Download paper |
| 2024 | The welfare costs of business cycles unveiled: Measuring the extent of stabilization policies. (2024). Doherty Luduvice, André Victor ; Barros, Fernando ; Augusto, Fabio ; Victor, Andre. In: European Economic Review. RePEc:eee:eecrev:v:169:y:2024:i:c:s001429212400151x. Full description at Econpapers || Download paper |
| 2025 | Navigating the housing channel of monetary policy across euro area regions. (2025). Hackmann, Angelina ; Battistini, Niccolò ; Roma, Moreno ; Falagiarda, Matteo. In: European Economic Review. RePEc:eee:eecrev:v:171:y:2025:i:c:s0014292124002265. Full description at Econpapers || Download paper |
| 2025 | Energy supply shocks’ nonlinearities on output and prices. (2025). Tornese, Tommaso ; de Santis, Roberto A. In: European Economic Review. RePEc:eee:eecrev:v:176:y:2025:i:c:s001429212500087x. 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 |
| 2025 | Uncertainty shocks and financial conditions in Latin-American countries. (2025). Pérez Forero, Fernando ; Prez-Forero, Fernando J ; Llosa, Luis Gonzalo ; Tuesta, Vicente. In: Emerging Markets Review. RePEc:eee:ememar:v:68:y:2025:i:c:s1566014125000767. 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 |
| 2024 | Estimating the emissions reductions from supply-side fossil fuel interventions. (2024). Prest, Brian ; Conway, TJ ; Fell, Harrison ; Gordon, Deborah. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004286. Full description at Econpapers || Download paper |
| 2024 | Exploring the sources of systemic risk and trading strategies in energy and stock markets. (2024). Wu, Lei ; Han, Liyan ; Jin, Jiayu ; Zeng, Hong Chao. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324005814. Full description at Econpapers || Download paper |
| 2025 | The dynamic connectedness between oil price shocks and emerging market economies stock markets: Evidence from new approaches. (2025). Tiwari, Aviral ; Bekun, Festus ; Dam, Mehmet Metin ; Altinta, Halil. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008107. Full description at Econpapers || Download paper |
| 2025 | Energy organization sentiment and oil return forecast. (2025). Ahn, Kwangwon ; Jeong, Minhyuk. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008144. Full description at Econpapers || Download paper |
| 2025 | Macroeconomic effects of fiscal policy under an energy supply shock. (2025). Vesterberg, Mattias ; Maih, Junior ; Gustafsson, Johan. In: Energy Policy. RePEc:eee:enepol:v:203:y:2025:i:c:s0301421525001235. Full description at Econpapers || Download paper |
| 2024 | Macro-financial transmission of global oil shocks to BRIC countries — International financial (uncertainty) conditions matter. (2024). Yildirim, Zekeriya ; Guloglu, Hasan. In: Energy. RePEc:eee:energy:v:306:y:2024:i:c:s0360544224020711. Full description at Econpapers || Download paper |
| 2024 | Interpreting the effect of global economic risks on crude oil market: A supply-demand perspective. (2024). Pan, Zhigang ; Hong, Yanran ; Cao, Shijiao ; Xu, Pengfei. 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 ; Yu, Chenyang ; Fu, Changluan. 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). Lin, Yongjia ; Wang, Yizhi ; 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 |
| 2024 | Oil price disaster risk, macroeconomic dynamics and monetary policy. (2024). Shi, Wenhui ; Liu, Zongming. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005064. Full description at Econpapers || Download paper |
| 2024 | Would macro policy promote green and low-carbon transformation of energy companies?. (2024). Li, Danna ; Ma, LI. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924007233. Full description at Econpapers || Download paper |
| 2024 | Substitutability of U.S. and Canadian softwood lumber: A threshold modeling approach. (2024). Goodwin, Barry K ; Zhang, Yifei. In: Forest Policy and Economics. RePEc:eee:forpol:v:169:y:2024:i:c:s1389934124001977. Full description at Econpapers || Download paper |
| 2025 | Return predictability, dividend growth, and the persistence of the price–dividend ratio. (2025). Rambaccussing, Dooruj ; Madeira, Joao ; Golinski, Adam ; Goliski, Adam. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:92-110. 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 |
| 2024 | Inspecting cross-border macro-financial mechanisms. (2024). Rubio, Margarita ; Leiva-Leon, Danilo ; Gerba, Eddie. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:145:y:2024:i:c:s0261560624000810. Full description at Econpapers || Download paper |
| 2024 | Gas price shocks and euro area inflation. (2024). Ferrari Minesso, Massimo ; Adolfsen, Jakob ; van Robays, Ine ; Mork, Jente Esther. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:149:y:2024:i:c:s0261560624001700. Full description at Econpapers || Download paper |
| 2024 | Is deflation cause for panic? Evidence from the National Banking era. (2024). Pender, Casey. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:82:y:2024:i:c:s0164070424000569. 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). Yaqoob, Tanzeela ; Maqsood, Arfa. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420724000333. Full description at Econpapers || Download paper |
| 2024 | The economic and fiscal transition costs of global climate mitigation in fossil fuel export dependent economies. (2024). Jensen, Lars. In: Resources Policy. RePEc:eee:jrpoli:v:96:y:2024:i:c:s0301420724006019. Full description at Econpapers || Download paper |
| 2024 | The long and variable lags of monetary policy: Evidence from disaggregated price indices. (2024). Drechsel, Thomas ; Aruoba, Boraan S. In: Journal of Monetary Economics. RePEc:eee:moneco:v:148:y:2024:i:s:s0304393224000886. Full description at Econpapers || Download paper |
| 2025 | On the time-varying responses of Fintech stock returns to geopolitical, financial and market sentiment shocks. (2025). SAADAOUI, Zied ; Boufateh, Talel ; Jiao, Zhilun. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:101:y:2025:i:c:s1062976924001571. Full description at Econpapers || Download paper |
| 2025 | Testing monetary neutrality with respect to relative price of oil using divisia M4. (2025). Miljkovic, Dragan ; Baek, Jungho ; Caton, James Lee. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:101:y:2025:i:c:s1062976925000195. 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 |
| 2025 | Re-assessment of sustainability of current account deficit in India: Insights from threshold cointegration and NARDL analysis. (2025). Mallick, Lingaraj. In: Research in Economics. RePEc:eee:reecon:v:79:y:2025:i:2:s109094432500016x. Full description at Econpapers || Download paper |
| 2024 | Crafting monetary policy beyond low carbon legacy. (2024). Apergis, Nicholas ; Shobande, Olatunji A ; Ogbeifun, Lawrence. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:764-781. Full description at Econpapers || Download paper |
| 2025 | Oil shocks and capital structure: Role of ESG across the globe. (2025). Bhattacherjee, Purba ; Mishra, Sibanjan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:99:y:2025:i:c:s1059056025001455. Full description at Econpapers || Download paper |
| 2025 | Comparative analysis of carbon emission reduction policies in Chinas manufacturing and transportation sectors. (2025). Yang, Hangjun ; Zhao, Lei ; Yuan, Hang. In: Transport Policy. RePEc:eee:trapol:v:160:y:2025:i:c:p:159-180. 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: Economic Commentary. RePEc:fip:fedcec:98247. Full description at Econpapers || Download paper |
| 2024 | Oil Price Fluctuations, US Banks, and Macroprudential Policy. (2024). Lorusso, Marco ; Gelain, Paolo. In: Working Papers. RePEc:fip:fedcwq:95098. 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 |
| 2024 | Recovery of 1933. (2023). Preston, Bruce ; Leeper, Eric ; Jacobson, Margaret. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2023-32. Full description at Econpapers || Download paper |
| 2024 | A Regional Indicator of Commercial Real Estate Activity: The KC Fed CRE Index. (2024). Sly, Nicholas ; Greene, Bethany. In: Economic Review. RePEc:fip:fedker:97759. Full description at Econpapers || Download paper |
| 2024 | The Beige Book and the Business Cycle: Using Beige Book Anecdotes to Construct Recession Probabilities. (2024). Gascon, Charles ; Martorana, Joseph. In: Working Papers. RePEc:fip:fedlwp:99162. Full description at Econpapers || Download paper |
| 2025 | Asymmetric Effects of Agricultural Input Prices on Farmgate Prices in Türkiye. (2025). Uzel, Gkhan ; Gler, Ahlem ; Grlk, Serkan ; Kuzu, Mustafa. In: Agriculture. RePEc:gam:jagris:v:15:y:2025:i:6:p:607-:d:1610869. Full description at Econpapers || Download paper |
| 2024 | How Financial Stress Can Impact Fiscal and Monetary Policies: Threshold VAR Analysis for Brazilian Economy. (2024). Wichmann, Roberta Moreira ; Caldeira, Joao F ; Cordeiro, Werley. In: Econometrics. RePEc:gam:jecnmx:v:12:y:2024:i:4:p:37-:d:1537259. Full description at Econpapers || Download paper |
| 2025 | Macroeconomic Effects of Oil Price Shocks in the Context of Geopolitical Events: Evidence from Selected European Countries. (2025). Piatowska, Mariola ; Geise, Andrzej. In: Energies. RePEc:gam:jeners:v:18:y:2025:i:15:p:4165-:d:1718530. 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). Valdés, Rodrigo ; Valdes, Rodrigo. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:10:p:3952-:d:1390876. Full description at Econpapers || Download paper |
| 2025 | Drivers of Global Wheat and Corn Price Dynamics: Implications for Sustainable Food Systems. (2025). Sobiecki, Roman ; Urakowska-Sawa, Joanna ; Perkowska, Aleksandra ; Krzyanowski, Julian ; Krupin, Vitaliy ; Kowalczyk, Stanisaw ; Zolotnytska, Yuliia. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:19:p:8581-:d:1757362. Full description at Econpapers || Download paper |
| 2025 | Capital Mobility Based on Onshore-Offshore Arbitrage: Empirical Evidence from India and China. (2025). Sengupta, Rajeswari ; Arora, Sanchit ; Aggarwal, Nidhi. In: Open Economies Review. RePEc:kap:openec:v:36:y:2025:i:4:d:10.1007_s11079-024-09787-0. Full description at Econpapers || Download paper |
| 2025 | Green finance, fossil energy, and institutional factors in the context of sustainable development. (2025). Nammouri, Hela ; Roudari, Soheil ; Sadeghi, Abdorasoul. In: MPRA Paper. RePEc:pra:mprapa:126836. 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). Behera, Smruti Ranjan ; Bhattacharya, Mita ; Mallick, Lingaraj. In: Foreign Trade Review. RePEc:sae:fortra:v:59:y:2024:i:2:p:279-308. Full description at Econpapers || Download paper |
| 2024 | Nexus Between Discount Rate and Industrial Performance. (2024). Khan, Ajab. In: Global Business Review. RePEc:sae:globus:v:25:y:2024:i:6:p:1590-1602. Full description at Econpapers || Download paper |
| 2024 | The nexus between black and digital gold: evidence from US markets. (2024). Shahbaz, Muhammad ; Nasir, Muhammad Ali ; Duc, Toan Luu ; Anh, Ngoc Quang ; Ahmed, Rizwan. In: Annals of Operations Research. RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-021-04192-z. Full description at Econpapers || Download paper |
| 2024 | Holding the economy by the tail: analysis of short- and long-run macroeconomic risks. (2024). Libich, Jan ; Franta, Michal. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:4:d:10.1007_s00181-023-02514-7. Full description at Econpapers || Download paper |
| 2024 | Heterogeneity in the volatility spillover of cryptocurrencies and exchanges. (2024). Wu, Meiyu ; Wang, LI ; Yang, Haijun. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00585-0. Full description at Econpapers || Download paper |
| 2025 | Monetary policy shocks and multi-scale positive and negative bubbles in an emerging country: the case of India. (2025). GUPTA, RANGAN ; Cepni, Oguzhan ; Nielsen, Joshua ; Nel, Jacobus. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00692-6. Full description at Econpapers || Download paper |
| 2024 | Quantification of the short-term impact of economic shock events on the gross domestic product of 31 provinces in China from 2005 to 2022. (2024). Zhang, Zhanyang ; Qiu, Xiaomeng ; Wang, Fengwei. In: SN Business & Economics. RePEc:spr:snbeco:v:4:y:2024:i:8:d:10.1007_s43546-024-00687-6. Full description at Econpapers || Download paper |
| 2024 | Uncertainty and the uncovered interest parity condition: How are they related?. (2024). Terrones, Marco ; Ramírez-Rondán, Nelson R. ; Ramrez-Rondn, Nelson R. In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:160:y:2024:i:4:d:10.1007_s10290-024-00539-3. Full description at Econpapers || Download paper |
| 2024 | Navigating Energy Market Cycles: Insights from a Comprehensive Analysis.. (2024). Canepa, Alessandra ; Mutah, Awon Almajali ; Alqaralleh, Huthaifa. In: Department of Economics and Statistics Cognetti de Martiis. Working Papers. RePEc:uto:dipeco:202422. Full description at Econpapers || Download paper |
| 2024 | Nonlinear Transmission of Financial Shocks: Some New Evidence. (2024). Gambetti, Luca ; Forni, Mario ; Maffeifaccioli, Nicolo ; Sala, Luca. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:56:y:2024:i:1:p:5-33. Full description at Econpapers || Download paper |
| 2024 | The Impact of Credit Market Sentiment Shocks. (2024). Boeck, Maximilian ; Zrner, Thomas O. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:56:y:2024:i:7:p:1645-1673. Full description at Econpapers || Download paper |
| 2024 | Analysis of temporal evolution of tourist visits to the region of Morón de la Frontera (Spain). Two possible explanatory variables of this evolution. (2024). Camuez, Jose Antonio ; Campos, German Ramos. In: Operations Research and Decisions. RePEc:wut:journl:v:34:y:2024:i:2:p:17-31:id:2. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2002 | Oil Price Shocks and the U.S. Economy: Where Does the Asymmetry Originate? In: The Energy Journal. [Full Text][Citation analysis] | article | 177 |
| 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: 177 | paper | |
| 2002 | Oil Price Shocks and the U.S. Economy: Where Does the Asymmetry Originate?.(2002) In: The Energy Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 177 | article | |
| 2015 | Fuel Subsidies, the Oil Market and the World Economy In: The Energy Journal. [Full Text][Citation analysis] | article | 16 |
| 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: 16 | paper | |
| 2015 | Fuel Subsidies, the Oil Market and the World Economy.(2015) In: The Energy Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | 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 | 8 |
| 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 | 4 |
| 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 | 46 |
| 2013 | The contribution of economic fundamentals to movements in exchange rates In: Journal of International Economics. [Full Text][Citation analysis] | article | 50 |
| 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 | 43 |
| 2003 | The relative price effects of monetary shocks.(2003) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 43 | 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 | 54 |
| 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: 54 | 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 | 20 |
| 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 | 126 |
| 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 | 3 |
| 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 | 67 |
| 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: 67 | article | |
| 2010 | Oil price shocks and U.S. economic activity: an international perspective In: Working Papers. [Full Text][Citation analysis] | paper | 24 |
| 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: 24 | 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 | 3 |
| 2024 | The Shale Revolution and the Dynamics of the Oil Market.(2024) In: The Economic Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 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 | 626 |
| 1997 | Threshold Cointegration..(1997) In: International Economic Review. [Citation analysis] This paper has nother version. Agregated cites: 626 | 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 | 10 |
| 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 | 67 |
| 1998 | Nonlinear dynamics and covered interest rate parity.(1998) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 67 | article | |
| 1998 | How well does the Beige Book reflect economic activity? Evaluating qualitative information quantitatively In: Working Papers. [Full Text][Citation analysis] | paper | 33 |
| 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: 33 | 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 | 16 |
| 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 | 281 |
| 1989 | The Estimation of Prewar Gross National Product: Methodology and New Evidence. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 158 |
| 2017 | Incorporating the Beige Book into a Quantitative Index of Economic Activity In: Journal of Forecasting. [Full Text][Citation analysis] | article | 9 |
| 2006 | What Drives Stock Prices? Identifying the Determinants of Stock Price Movements In: Southern Economic Journal. [Full Text][Citation analysis] | article | 1 |
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