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Business cycle, interest rate and money in the euro area : a common factor model

Cendejas Bueno, José Luis; Castañeda, Juan E.; … - In: Economic modelling 43 (2014), pp. 136-141

Persistent link: https://www.econbiz.de/10010502193

Recessions and flattening of the yield curve (1960-2021) : A two-way road under a regime switching approach

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Convergencia presupuestaria y ciclo económico en la Unión Europea

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Convergence of inflation with a common cycle : estimating and modelling Spanish historical inflation from the 16th to the 18th centuries

Cendejas Bueno, José Luis; Villanueva, Cecilia Font de - In: Empirical economics : a journal of the Institute for … 48 (2015) 4, pp. 1643-1665

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A contribution to the analysis of historical economic fluctuations (1870-2010) : filtering, spurious cycles, and unobserved component modeling

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Persistent link: https://www.econbiz.de/10011758358

When money matters : some policy lessons from the business cycle in Spain, 1998 - 2013

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Confronting financial crises under different monetary regimes : Spain in the Great Depression years

Castañeda, Juan E.; Schwartz, Pedro - In: Money, currency and crisis : in search of trust, 2000 …, (pp. 285-312). 2018

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Business cycle, interest rate and money in the euro area: A common factor model

Cendejas, José Luis; Castañeda, Juan E.; Muñoz, … - In: Economic Modelling 43 (2014) C, pp. 136-141

In this paper we model and analyze the contemporaneous correlation between interest rate, monetary aggregates, production and prices (of consumer goods, financial assets and real estate) of the euro area. To do this, firstly we estimate a common cyclical factor by means of an unobserved...

Persistent link: https://www.econbiz.de/10011048909