create a website

The comovement of bubbles’ responses to monetary policy shocks. (2024). Caraiani, Petre ; Calin, Adrian Cantemir ; Clin, Adrian Cantemir.
In: The North American Journal of Economics and Finance.
RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001694.

Full description at Econpapers || Download paper

Cited: 1

Citations received by this document

Cites: 38

References cited by this document

Cocites: 21

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Introducing a novel fragility index for assessing financial stability amid asset bubble episodes. (2025). Dumitrescu, Dan Gabriel ; Lupu, Iulia ; Clin, Adrian Cantemir.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:75:y:2025:i:pa:s106294082400216x.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Bagliano, F. ; Morana, C. Business cycle comovement in the G-7: common shocks or common transmission mechanisms?. 2010 Applied Economics. 42 2327-2345

  2. Bernanke, B.S. ; Gertler, M. Monetary policy and asset price volatility. 1999 Economic Review. 1 7-51

  3. Bernanke, B.S. ; Kuttner, K.N. What explains the stock market’s reaction to federal reserve policy?. 2005 The Journal of Finance. 60 1221-1257

  4. Brunnermeier, M. K., & Schnabel, I. (2014). Bubbles and central banks: historical perspectives: Technical Report, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz.

  5. Caraiani, P. ; Călin, A.C. The effects of monetary policy on stock market bubbles at zero lower bound: Revisiting the evidence. 2018 Economics Letters. 169 55-58

  6. Cesa-Bianchi, A. ; Cespedes, L.F. ; Rebucci, A. Global liquidity, house prices, and the macroeconomy: Evidence from advanced and emerging economies. 2015 Journal of Money, Credit and Banking. 47 301-335

  7. Chatterjee, A. Globalization and monetary policy comovement: International evidence. 2016 Journal of International Money and Finance. 68 181-202

  8. Christiano, L.J. ; Eichenbaum, M. ; Evans, C.L. Nominal rigidities and the dynamic effects of a shock to monetary policy. 2005 Journal of Political Economy. 113 1-45

  9. Del Negro, M. ; Primiceri, G.E. Time varying structural vector autoregressions and monetary policy: A corrigendum. 2015 Review of Economic Studies. 82 1342-1345

  10. Fernández, A. ; González, A. ; Rodríguez, D. Sharing a ride on the commodities roller coaster: Common factors in business cycles of emerging economies. 2018 Journal of International Economics. 111 99-121
    Paper not yet in RePEc: Add citation now
  11. Gali, J. Monetary policy and rational asset price bubbles. 2014 American Economic Review. 104 721-752

  12. Gali, J. ; Gambetti, L. The effects of monetary policy on stock market bubbles: Some evidence. 2015 American Economic Journal: Macroeconomics. 7 233-257

  13. Gourio, F. ; Kashyap, A.K. ; Sim, J.W. The trade offs in leaning against the wind. 2018 IMF Economic Review. 66 70-115

  14. Gurkaynak, R.S. ; Sack, B. ; Swanson, E. Do actions speak louder than words? The response of asset prices to monetary policy actions and statements. 2005 International Journal of Central Banking. 1 00-

  15. Hatipoglu, O. ; Uyar, O. Do bubbles spill over? estimating financial bubbles in emerging markets. 2012 Emerging Markets Finance & Trade. 48 64-75

  16. Jackson, L.E. ; Kose, M.A. ; Otrok, C. ; Owyang, M.T. Specification and estimation of Bayesian dynamic factor models: A Monte Carlo analysis with an application to global house price comovement. 2016 En : Dynamic factor models. :

  17. Jordà, ; Schularick, M. ; Taylor, A.M. Leveraged bubbles. 2015 Journal of Monetary Economics. 76 1-20
    Paper not yet in RePEc: Add citation now
  18. Karadimitropoulou, A. Advanced economies and emerging markets: Dissecting the drivers of business cycle synchronization. 2018 Journal of Economic Dynamics & Control. 93 115-130

  19. Kim, C.J. ; Nelson, C. Business cycle turning points, a new coincident index, and tests of duration dependence based on a dynamic factor model with regime switching. 1998 The Review of Economics and Statistics. 80 188-201

  20. Kose, A.M. ; Otrok, C. ; Whiteman, C.H. Understanding the evolution of world business cycles. 2008 Journal of International Economics. 75 110-130

  21. Kose, M.A. ; Otrok, C. ; Whiteman, C.H. International business cycles: World, region, and country-specific factors. 2003 American Economic Review. 93 1216-1239

  22. Krippner, L. Measuring the stance of monetary policy in conventional and unconventional environments. 2014 En : CAMA working papers 2014-06. centre for applied macroeconomic analysis. Crawford School of Public Policy, The Australian National University:

  23. Lehwald, S. Has the euro changed business cycle synchronization? evidence from the core and the periphery. 2013 Empirica. 40 655-684

  24. Loisel, O., Pommeret, A., & Portier, T. (2012). Monetary policy and herd behavior: leaning against bubbles: Technical report, Banque de France.

  25. Lowe, P. ; Borio, C. Asset prices, financial and monetary stability: exploring the nexus. 2002 Bank for International Settlements:

  26. Manna, I. Can we still lean against the wind?. 2018 Open Economies Review. 29 223-259

  27. Martin, A. ; Ventura, J. The international transmission of credit bubbles: Theory and policy. 2015 Journal of Monetary Economics. 76 37-56

  28. Mathy, G.P. ; Meissner, C.M. Business cycle co-movement: Evidence from the great depression. 2011 Journal of Monetary Economics. 58 362-372

  29. Otrok, C. ; Whiteman, C.H. Bayesian leading indicators: Measuring and predicting economic conditions in iowa. 1998 International Economic Review. 39 997-1014

  30. Patelis, A.D. Stock return predictability and the role of monetary policy. 1997 The Journal of Finance. 52 1951-1972

  31. Primiceri, G.E. Time varying structural vector autoregressions and monetary policy. 2005 Review of Economic Studies. 72 821-852

  32. Rigobon, R. ; Sack, B. Measuring the reaction of monetary policy to the stock market. 2003 Quarterly Journal of Economics. 118 639-669

  33. Sargent, T.J. ; Sims, C.A. Business cycle modeling without pretending to have too much a priori economic theory. 1977 Federal Reserve Bank of Minneapolis:

  34. Stock, J.H. ; Watson, M.W. Macroeconomic forecasting using diffusion indexes. 2002 Journal of Business & Economic Statistics. 20 147-162

  35. Suda, J. ; Zervou, A.S. International great inflation and common monetary policy. 2018 Macroeconomic Dynamics. 22 1428-1461

  36. Svensson, L.E. Inflation targeting and & quot;leaning against the wind & quot. 2014 International Journal of Central Banking. 10 103-114
    Paper not yet in RePEc: Add citation now
  37. White, E.N. The stock market boom and crash of 1929 revisited. 1990 Journal of Economic Perspectives. 4 67-83

  38. Wu, J.C. ; Xia, F.D. Measuring the macroeconomic impact of monetary policy at the zero lower bound. 2016 Journal of Money, Credit and Banking. 48 253-291

Cocites

Documents in RePEc which have cited the same bibliography

  1. Linkages of International Business Cycle: An Euclidean Distance-Based Network Approach. (2024). Paramanik, Rajendra Narayan ; Mustafa, MD ; Ansari, Zeeshan Nezami.
    In: Economic Research Guardian.
    RePEc:wei:journl:v:14:y:2024:i:2:p:163-175.

    Full description at Econpapers || Download paper

  2. The comovement of bubbles’ responses to monetary policy shocks. (2024). Caraiani, Petre ; Calin, Adrian Cantemir ; Clin, Adrian Cantemir.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001694.

    Full description at Econpapers || Download paper

  3. Financial stress transmission between the U.S. and the Euro Area. (2022). Kutan, Ali ; Çevik, Emrah ; Dibooglu, Sel ; Cevik, Emrah Ismail ; Altinkeski, Buket Kirci.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:60:y:2022:i:c:s1572308922000328.

    Full description at Econpapers || Download paper

  4. The Transmission Mechanism of China-Japan Economic Co-Movement and Stabilizing Measures for China€™s Economy. (2021). Yang, Wanping ; Zhao, Bingyu.
    In: SAGE Open.
    RePEc:sae:sagope:v:11:y:2021:i:1:p:21582440211001372.

    Full description at Econpapers || Download paper

  5. The Impact of US Uncertainty Shocks on Small Open Economies. (2017). Österholm, Pär ; Stockhammar, Par ; Osterholm, Par.
    In: Open Economies Review.
    RePEc:kap:openec:v:28:y:2017:i:2:d:10.1007_s11079-016-9424-x.

    Full description at Econpapers || Download paper

  6. Modelling the interdependence of tourism demand: The global vector autoregressive approach. (2017). Cao, Zheng ; Song, Haiyan ; Li, Gang.
    In: Annals of Tourism Research.
    RePEc:eee:anture:v:67:y:2017:i:c:p:1-13.

    Full description at Econpapers || Download paper

  7. Effects of US policy uncertainty on Swedish GDP growth. (2016). Österholm, Pär ; Stockhammar, Par ; Osterholm, Par.
    In: Empirical Economics.
    RePEc:spr:empeco:v:50:y:2016:i:2:d:10.1007_s00181-015-0934-y.

    Full description at Econpapers || Download paper

  8. The Impact of US Uncertainty Shocks on Small Open Economies. (2016). Österholm, Pär ; Stockhammar, Par ; Osterholm, Par.
    In: Working Papers.
    RePEc:hhs:oruesi:2016_005.

    Full description at Econpapers || Download paper

  9. International Comovement of Economic Fluctuations: A Spatial Analysis. (2015). Wang, Miao ; Wong, M. C. Sunny, ; Granato, Jim.
    In: World Development.
    RePEc:eee:wdevel:v:67:y:2015:i:c:p:186-201.

    Full description at Econpapers || Download paper

  10. The extreme-value dependence between the crude oil price and Chinese stock markets. (2015). Lv, Xin ; Chen, Qian.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:39:y:2015:i:c:p:121-132.

    Full description at Econpapers || Download paper

  11. The euro crisis and Swedish GDP growth - a study of spillovers. (2014). Österholm, Pär ; Stockhammar, Par ; Par Österholm, .
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:21:y:2014:i:16:p:1105-1110.

    Full description at Econpapers || Download paper

  12. Effects of US Policy Uncertainty on Swedish GDP Growth. (2014). Österholm, Pär ; Stockhammar, Par ; Osterholm, Par.
    In: Working Papers.
    RePEc:hhs:nierwp:0135.

    Full description at Econpapers || Download paper

  13. The Euro Crisis and Swedish GDP Growth — A Study of Spillovers. (2014). Österholm, Pär ; Stockhammar, Par ; Osterholm, Par.
    In: Working Papers.
    RePEc:hhs:nierwp:0134.

    Full description at Econpapers || Download paper

  14. The oil curse, institutional quality, and growth in MENA countries: Evidence from time-varying cointegration. (2014). Payne, James ; Apergis, Nicholas.
    In: Energy Economics.
    RePEc:eee:eneeco:v:46:y:2014:i:c:p:1-9.

    Full description at Econpapers || Download paper

  15. Business Cycles, International Trade and Capital Flows: Evidence from Latin America. (2013). Girardi, Alessandro ; Caporale, Guglielmo Maria.
    In: NCID Working Papers.
    RePEc:nva:unnvaa:wp06-2013.

    Full description at Econpapers || Download paper

  16. Business cycles and economic crisis in Greece (1960–2011): A long run equilibrium analysis in the Eurozone. (2013). Vouldis, Angelos ; Papageorgiou, Theofanis ; Michaelides, Panayotis.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:31:y:2013:i:c:p:804-816.

    Full description at Econpapers || Download paper

  17. Global and regional business cycles. Shocks and propagations. (2013). Thorsrud, Leif.
    In: Working Papers.
    RePEc:bny:wpaper:0012.

    Full description at Econpapers || Download paper

  18. Global and regional business cycles. Shocks and propagations. (2013). Thorsrud, Leif.
    In: Working Paper.
    RePEc:bno:worpap:2013_08.

    Full description at Econpapers || Download paper

  19. On the transmission of economic fluctuations from the USA to EU-15 (1960–2011). (2012). Papageorgiou, Theofanis ; Michaelides, Panayotis.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:64:y:2012:i:6:p:427-438.

    Full description at Econpapers || Download paper

  20. Business Cycles, International Trade and Capital Flows: Evidence from Latin America. (2012). Girardi, Alessandro ; Caporale, Guglielmo Maria.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp1254.

    Full description at Econpapers || Download paper

  21. Business Cycles, International Trade and Capital Flows: Evidence from Latin America. (2012). Girardi, Alessandro ; Caporale, Guglielmo Maria.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_4006.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-10-04 18:00:21 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.