create a website

Financial stress regimes and the macroeconomy. (2014). Owyang, Michael ; Galvão, Ana ; Galvo, Ana B..
In: Working Papers.
RePEc:fip:fedlwp:2014-020.

Full description at Econpapers || Download paper

Cited: 4

Citations received by this document

Cites: 26

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Factor-Driven Two-Regime Regression. (2020). Shin, Youngki ; SEO, MYUNG HWAN ; Lee, Sokbae (Simon) ; Liao, Yuan.
    In: Papers.
    RePEc:arx:papers:1810.11109.

    Full description at Econpapers || Download paper

  2. Factor-Driven Two-Regime Regression. (2018). Shin, Youngki ; SEO, MYUNG HWAN ; Liao, Yuan ; Lee, Sokbae (Simon).
    In: Department of Economics Working Papers.
    RePEc:mcm:deptwp:2018-14.

    Full description at Econpapers || Download paper

  3. How Financial Conditions Matter Differently across Latin America. (2017). Brandao Marques, Luis ; Brandao-Marques, Luis ; Ruiz, Esther Perez.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2017/218.

    Full description at Econpapers || Download paper

  4. Macroeconomic tail events with non-linear Bayesian VARs. (2016). Hacioglu Hoke, Sinem ; Chiu, Ching-Wai (Jeremy).
    In: Bank of England working papers.
    RePEc:boe:boeewp:0611.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Auerback, A. J. and Gorodnichenko, Y. (2012). Measuring the output responses to …scal policy, American Economic Journal: Economic Policy 4: 1– 27.

  2. Bachmann, R. and Sims, E. R. (2012). Con…dence and the transmission of government spending shock, Journal of Monetary Economics 59: 235– 249.
    Paper not yet in RePEc: Add citation now
  3. Balke, N. S. (2000). Credit and economic activity: Credit regimes and nonlinear propagation of shocks, Review of Economics and Statistics 82: 344– 349.

  4. Bernanke, B. S., Boivin, J. and Eliasz, P. (2005). Measuring the eects of monetary policy: A factor-augmented vector autoregressive (FAVAR) approach, Quarterly Journal of Economics 120(1): 387– 422.

  5. Brave, S. and Butters, R. A. (2012). Diagnosing the …nancial system: Financial conditions and …nancial stress, International Journal of Central Banking June 2012: 191– 239.

  6. Caggiano, G., Castelnuovo, E. and Groshenny, N. (2014). Uncertainty shocks and unemployment dynamics in U.S. recessions, Journal of Monetary forthcoming.

  7. Chib, S. (1993). Bayes estimation of regressions with autoregressive errors: A Gibbs sampling approach, Journal of Econometrics 58: 275– 294.

  8. Chib, S. and Greenberg, E. (1996). Markov chain monte carlo simulation methods in econometrics, Econometric Theory 12: 409– 431.

  9. Dahlhaus, T. (2014). Monetaring policy transmission during …nancial crisis: an empirical analysis, Bank of Canada, Working Paper n. 2014-21 .

  10. Del Negro, M., Hasegawa, R. B. and Schorfheide, F. (2013). Dynamic prediction pools: An investigation of …nancial frictions and forecasting performance, University of Pennsylvania, mimeo .
    Paper not yet in RePEc: Add citation now
  11. Galvao, A. B. and Marcellino, M. (2014). The eects of the monetary policy stance on the transmission mechanism., Studies on Nonlinear Dynamics and Econometrics 18: 217– 236.

  12. Gilchrist, S. and Zakrajsek, E. (2012). Credit spreads and business cycle ‡ uctuations, American Economic 102: 1692– 1720.

  13. Gilchrist, S., Schoenle, R., Sim, J. W. and Zakrajsek, E. (2014). In‡ ation dynamics during the …nancial crisis, Boston University (mimeo) .

  14. Hartmann, P., Hubrich, K., Kremer, M. and Telow, R. J. (2013). Melting down: systemic …nancial instability and the macroeconomy, mimeo .

  15. Hatzius, J., Hooper, P., Mishkin, F. S., Schoenholtz, K. L. and Watson, M. W. (2010). Financial conditions indexes: A fresh look after the …nancial crisis, NBER Working Paper n. 16150 .

  16. He, Z. and Krishnamurthy, A. (2014). A macroeconomic framework for quantifying systemic risk, NBER Working Paper n. 19885 .

  17. Hubrich, K. and Tetlow, R. J. (2011). Financial stress and economic dynamics: the transmission of crisis, Working Paper .

  18. Kaufmann, S. and Schumacher, C. (2012). Finding relevant variables in sparse bayesian factor models: economic applications and simulations results, Deutsche Bundesbank Discussion Paper 29/2012.

  19. Kliesen, K. K., Owyang, M. T. and Vermann, E. K. (2012). Disentagling diverse measures: a survey of …nancial stress indices, Federal Reserve Bank of St. Louis Review 94: 369– 97.

  20. Koop, G. and Korobilis, D. (2013). A new index of …nancial conditions, Munich Personal RePEc Archive .

  21. Koop, G., Pesaran, M. H. and Potter, S. M. (1996). Impulse reponse analysis in nonlinear multivariate models., Journal of Econometrics 74: 119– 147.
    Paper not yet in RePEc: Add citation now
  22. Lopes, H. F. and Salazar, E. (2005). Bayesian model uncertainty in smooth transition autoregressions, Journal of Time Series Analysis 27: 99– 117.
    Paper not yet in RePEc: Add citation now
  23. Ng, S. and Wright, J. H. (2013). Facts and challenges from the great recession for forecasting and macroeconomic modelling, Journal of Economic Literature 51: 1120– 54.

  24. Ravn, M. O. and Sola, M. (2004). Asymmetric eects of monetary policy in the united states, Federal Reserve Bank of St. Louis Review 86: 41– 60.

  25. Van Dijk, D., Terasvirta, T. and Franses, P. H. (2002). Smooth transition autoregressive models - A survey of recent developments, Econometric Reviews 21: 1– 47.

  26. Weise, C. L. (1999). The asymmetric eects of monetary policy: A nonlinear vector autoregression approach., Journal of Money, Credit and Banking 31: 95–

Cocites

Documents in RePEc which have cited the same bibliography

  1. Is the Public Investment Multiplier Higher in Developing Countries? An Empirical Exploration. (2019). Vuletin, Guillermo ; Riera-Crichton, Daniel ; Puig, Jorge ; Medina, Juan ; Lama, Ruy ; Izquierdo, Alejandro ; Vegh, Carlos.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2019/289.

    Full description at Econpapers || Download paper

  2. U.S. Investment Since the Tax Cuts and Jobs Act of 2017. (2019). Mursula, Susanna ; Tambunlertchai, Suchanan ; Kopp, Emanuel ; Leigh, Daniel.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2019/120.

    Full description at Econpapers || Download paper

  3. Macroeconomic Consequences of Tariffs. (2019). Rose, Andrew ; Ostry, Jonathan ; Hannan, Swarnali ; Furceri, Davide.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2019/009.

    Full description at Econpapers || Download paper

  4. Fiscal Adjustment in the Gulf Countries: Less Costly than Previously Thought. (2018). Shahid, Sohaib ; Rodriguez, Sergio ; Fouejieu, Armand.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2018/133.

    Full description at Econpapers || Download paper

  5. Inequality, Redistributive Policies and Multiplier Dynamics in an Agent-based Model with Credit Rationing. (2017). Roventini, Andrea ; Napoletano, Mauro ; Gaffard, Jean-Luc ; Palagi, Elisa.
    In: Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti.
    RePEc:spr:italej:v:3:y:2017:i:3:d:10.1007_s40797-017-0055-1.

    Full description at Econpapers || Download paper

  6. Macroeconomic Regimes and Regime Shifts. (2016). Hamilton, James.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:21863.

    Full description at Econpapers || Download paper

  7. Macroeconomic regimes, technological shocks and employment dynamics. (2016). Semmler, Willi ; Roventini, Andrea ; Ferraresi, Tommaso.
    In: Documents de Travail de l'OFCE.
    RePEc:fce:doctra:1619.

    Full description at Econpapers || Download paper

  8. A critique to the expansionary austerity: Theoretical weaknesses and empirical counter evidence. (2015). Tori, Daniele ; Botta, Alberto.
    In: Working Papers.
    RePEc:pke:wpaper:pkwp1511.

    Full description at Econpapers || Download paper

  9. Sign Restrictions in Bayesian FaVARs with an Application to Monetary Policy Shocks. (2015). Uhlig, Harald ; Amir Ahmadi, Pooyan ; Amirahmadi, Pooyan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:21738.

    Full description at Econpapers || Download paper

  10. The macroeconomic effects of the Euro Area?s fiscal consolidation 2011-2013. (2015). Schoder, Christian ; Rannenberg, Ansgar ; Strasky, Jan.
    In: IMK Working Paper.
    RePEc:imk:wpaper:156-2015.

    Full description at Econpapers || Download paper

  11. Private Debt Overhang and the Government Spending Multiplier: Evidence for the United States. (2015). Peersman, Gert ; Bernardini, Marco.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_5284.

    Full description at Econpapers || Download paper

  12. The Asymmetric Cyclical Behavior of the U.S. Labor Market. (2014). Ferraro, Domenico.
    In: 2014 Meeting Papers.
    RePEc:red:sed014:1104.

    Full description at Econpapers || Download paper

  13. The policy response to macroeconomic and fiscal imbalances in Italy in the last fifteen years. (2014). Sabbatini, Roberto ; momigliano, sandro ; BUGAMELLI, MATTEO ; Zollino, Francesco ; Bassanetti, Antonio.
    In: PSL Quarterly Review.
    RePEc:psl:pslqrr:2014:13.

    Full description at Econpapers || Download paper

  14. Secular Stagnation: Evidence and Implications for Economic Policy. (2014). Rawdanowicz, Lukasz ; Bouis, Romain ; Inaba, Kei-Ichiro ; Christensen, Ane Kathrine .
    In: OECD Economics Department Working Papers.
    RePEc:oec:ecoaaa:1169-en.

    Full description at Econpapers || Download paper

  15. Fiscal Multipliers in Japan. (2014). Gorodnichenko, Yuriy ; Auerbach, Alan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19911.

    Full description at Econpapers || Download paper

  16. Medium-Term Fiscal Multipliers during Protracted Recessions. (2014). Poplawski-Ribeiro, Marcos ; Koloskova, Ksenia ; Dell'Erba, Salvatore ; Poplawskiribeiro, Marcos.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2014/213.

    Full description at Econpapers || Download paper

  17. Regional Labor Market Adjustments in the United States. (2014). Loungani, Prakash ; Furceri, Davide ; Dao, Mai.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2014/211.

    Full description at Econpapers || Download paper

  18. A Simple Method to Compute Fiscal Multipliers. (2014). Weber, Anke ; Batini, Nicoletta ; Eyraud, Luc.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2014/093.

    Full description at Econpapers || Download paper

  19. Loss Aversion and the Asymmetric Transmission of Monetary Policy. (2014). Santoro, Emiliano ; Pfajfar, Damjan ; Petrella, Ivan ; Gaffeo, Edoardo.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10105.

    Full description at Econpapers || Download paper

  20. The unemployment effects of fiscal policy: recent evidence from Greece. (2013). Tagkalakis, Athanasios.
    In: IZA Journal of European Labor Studies.
    RePEc:spr:izaels:v:2:y:2013:i:1:p:1-32:10.1186/2193-9012-2-11.

    Full description at Econpapers || Download paper

  21. The Growth and Stabilization Properties of Fiscal Policy in Malaysia. (2013). Rafiq, Sohrab.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2013/149.

    Full description at Econpapers || Download paper

  22. Fiscal Policy and Lending Relationships. (2013). Villa, Stefania ; Melina, Giovanni.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2013/141.

    Full description at Econpapers || Download paper

  23. A Fiscal Stimulus and Jobless Recovery. (2013). Melina, Giovanni ; Levine, Paul ; Cantore, Cristiano.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2013/017.

    Full description at Econpapers || Download paper

  24. On the Size of the Government Spending Multiplier in the Euro Area. (2013). Sahuc, Jean-Guillaume ; Fève, Patrick.
    In: IDEI Working Papers.
    RePEc:ide:wpaper:27173.

    Full description at Econpapers || Download paper

  25. Fiscal consolidations and bank balance sheets. (2013). Zimmermann, Tom ; Hauptmeier, Sebastian ; Cimadomo, Jacopo.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20131511.

    Full description at Econpapers || Download paper

  26. Worker Identity, Employment Fluctuations and Stabilization Policy. (2013). Lechthaler, Wolfgang ; Snower, Dennis.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_4271.

    Full description at Econpapers || Download paper

  27. Does the European Semester deliver the right policy advice?. (2013). Darvas, Zsolt ; Vihril, Erkki.
    In: Bruegel Policy Contributions.
    RePEc:bre:polcon:793.

    Full description at Econpapers || Download paper

  28. Which size and evolution of the government expenditure multiplier in France (1980-2010)?. (2013). Lemoine, Matthieu ; Pionnier, P.-A., ; Cleaud, G..
    In: Working papers.
    RePEc:bfr:banfra:469.

    Full description at Econpapers || Download paper

  29. Roads to Prosperity or Bridges to Nowhere? Theory and Evidence on the Impact of Public Infrastructure Investment. (2012). Wilson, Daniel ; Leduc, Sylvain.
    In: 2012 Meeting Papers.
    RePEc:red:sed012:210.

    Full description at Econpapers || Download paper

  30. Fiscal consolidations and banking stability. (2012). Zimmermann, Tom ; Hauptmeier, Sebastian ; Cimadomo, Jacopo.
    In: MPRA Paper.
    RePEc:pra:mprapa:42229.

    Full description at Econpapers || Download paper

  31. Choosing the Pace of Fiscal Consolidation. (2012). Rawdanowicz, Lukasz.
    In: OECD Economics Department Working Papers.
    RePEc:oec:ecoaaa:992-en.

    Full description at Econpapers || Download paper

  32. The Output Effect of Fiscal Consolidations. (2012). Giavazzi, Francesco ; Favero, Carlo ; Alesina, Alberto.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18336.

    Full description at Econpapers || Download paper

  33. Roads to Prosperity or Bridges to Nowhere? Theory and Evidence on the Impact of Public Infrastructure Investment. (2012). Wilson, Daniel ; Leduc, Sylvain.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18042.

    Full description at Econpapers || Download paper

  34. Government Spending and Private Activity. (2012). Ramey, Valerie.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17787.

    Full description at Econpapers || Download paper

  35. Roads to Prosperity or Bridges to Nowhere? Theory and Evidence on the Impact of Public Infrastructure Investment. (2012). Leduc, Sylvain ; Wilson, Daniel.
    In: NBER Chapters.
    RePEc:nbr:nberch:12750.

    Full description at Econpapers || Download paper

  36. Fiscal Multipliers in Recession and Expansion. (2012). Gorodnichenko, Yuriy ; Auerbach, Alan.
    In: NBER Chapters.
    RePEc:nbr:nberch:12634.

    Full description at Econpapers || Download paper

  37. Government Spending and Private Activity. (2012). Ramey, Valerie.
    In: NBER Chapters.
    RePEc:nbr:nberch:12632.

    Full description at Econpapers || Download paper

  38. The output effect of fiscal consolidations. (2012). Favero, Carlo ; Giavazzi, Francesco ; Alesina, Alberto.
    In: Working Papers.
    RePEc:igi:igierp:450.

    Full description at Econpapers || Download paper

  39. Roads to prosperity or bridges to nowhere? theory and evidence on the impact of public infrastructure investment. (2012). Wilson, Daniel ; Leduc, Sylvain.
    In: Working Paper Series.
    RePEc:fip:fedfwp:2012-04.

    Full description at Econpapers || Download paper

  40. Is Fiscal Stimulus a Good Idea. (2012). Fair, Ray C..
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1861.

    Full description at Econpapers || Download paper

  41. Fiscal Policy in an Unemployment Crisis. (2012). .
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:1211.

    Full description at Econpapers || Download paper

  42. How Does the US Government Finance Fiscal Shocks?. (2012). Yeltekin, Sevin ; Lustig, Hanno ; Berndt, Antje.
    In: American Economic Journal: Macroeconomics.
    RePEc:aea:aejmac:v:4:y:2012:i:1:p:69-104.

    Full description at Econpapers || Download paper

  43. Effects of Fiscal Stimulus in Structural Models. (2012). Trabandt, Mathias ; Snudden, Stephen ; Roberts, John ; Muir, Dirk ; Mourougane, Annabelle ; Lindé, Jesper ; Laxton, Douglas ; Kumhof, Michael ; in 't Veld, Jan ; Furceri, Davide ; Freedman, Charles ; Erceg, Christopher ; de Resende, Carlos ; Coenen, Günter ; Roeger, Werner ; Mursula, Susanna ; Lalonde, Rene ; Linde, Jesper ; Jan in 't Veld, .
    In: American Economic Journal: Macroeconomics.
    RePEc:aea:aejmac:v:4:y:2012:i:1:p:22-68.

    Full description at Econpapers || Download paper

  44. A Fiscal Stimulus and Jobless Recovery. (2011). Melina, Giovanni ; Levine, Paul ; Cantore, Cristiano.
    In: School of Economics Discussion Papers.
    RePEc:sur:surrec:1111.

    Full description at Econpapers || Download paper

  45. Fiscal Multipliers in Recession and Expansion. (2011). Gorodnichenko, Yuriy ; Auerbach, Alan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17447.

    Full description at Econpapers || Download paper

  46. Fiscal Stimulus in a Monetary Union: Evidence from U.S. Regions. (2011). Steinsson, Jon ; Nakamura, Emi.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17391.

    Full description at Econpapers || Download paper

  47. Country Heterogeneity and the International Evidence on the Effects of Fiscal Policy. (2011). Giavazzi, Francesco ; Favero, Carlo ; Perego, Jacopo.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17272.

    Full description at Econpapers || Download paper

  48. Confidence and the Transmission of Government Spending Shocks. (2011). Sims, Eric ; Bachmann, Ruediger.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17063.

    Full description at Econpapers || Download paper

  49. Country Heterogeneity and the International Evidence on the Effects of Fiscal Policy. (2011). Favero, Carlo ; Perego, Jacopo ; Giavazzi, Francesco.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8517.

    Full description at Econpapers || Download paper

  50. The Effects of Fiscal Stimulus: Evidence from the 2009 Cash for Clunkers Program. (2010). Sufi, Amir ; Mian, Atif.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16351.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-10-04 03:36:35 || 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.