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Measurement errors and monetary policy : then and now
Amir Ahmadi, Pooyan; Matthes, Christian; Wang, Mu-Chun - In: Journal of economic dynamics & control 79 (2017), pp. 66-78
Persistent link: https://www.econbiz.de/10011817602
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Financial stress, regime switching and spillover effects : evidence from a multi-regime global VAR model
Chen, Pu; Semmler, Willi - In: Journal of economic dynamics & control 91 (2018), pp. 318-348
Persistent link: https://www.econbiz.de/10011974207
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On fiscal and monetary policy-induced macroeconomic volatility dynamics
Liu, Xiaochun - In: Journal of economic dynamics & control 127 (2021), pp. 1-21
Persistent link: https://www.econbiz.de/10012668875
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News shocks and asset price volatility in general equilibrium
Matsumoto, Akito; Cova, Pietro; Pisani, Massimiliano; … - In: Journal of economic dynamics & control 35 (2011) 12, pp. 2132-2149
Persistent link: https://www.econbiz.de/10009413511
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Shifts in volatility driven by large stock market shocks
Dendramis, Yiannis; Kapetanios, George; Tzavalis, Elias - In: Journal of economic dynamics & control 55 (2015), pp. 130-147
Persistent link: https://www.econbiz.de/10011587216
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The stock-bond comovements and cross-market trading
Mengling Li; Zheng, Huanhuan; Chong, Terence Tai-Leung; … - In: Journal of economic dynamics & control 73 (2016), pp. 417-438
Persistent link: https://www.econbiz.de/10011709117
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Fiscal news and macroeconomic volatility
Born, Benjamin; Peter, Alexandra; Pfeifer, Johannes - In: Journal of economic dynamics & control 37 (2013) 12, pp. 2582-2601
Persistent link: https://www.econbiz.de/10010348116
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Financial development, unemployment volatility, and sectoral dynamics
Epstein, Brendan; Finkelstein Shapiro, Alan - In: Journal of economic dynamics & control 99 (2019), pp. 82-102
Persistent link: https://www.econbiz.de/10012130829
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Endogenous credit standards and aggregate fluctuations
Ravn, Søren Hove - In: Journal of economic dynamics & control 69 (2016), pp. 89-111
Persistent link: https://www.econbiz.de/10011708430
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The macroeconomic effects of uncertainty shocks : the role of the financial channel
Popp, Aaron; Zhang, Fang - In: Journal of economic dynamics & control 69 (2016), pp. 319-349
Persistent link: https://www.econbiz.de/10011708586