[go: up one dir, main page]

create a website
Declining Output Volatility in Germany: Impulses, Propagation, and the Role of Monetary Policy. (2004). Fritsche, Ulrich ; Kuzin, Vladimir .
In: Discussion Papers of DIW Berlin.
RePEc:diw:diwwpp:dp433.

Full description at Econpapers || Download paper

Cited: 1

Citations received by this document

Cites: 20

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. The decline in German output volatility: a Bayesian analysis. (2009). Boysen-Hogrefe, Jens ; Aßmann, Christian ; Amann, Christian ; Liesenfeld, Roman.
    In: Empirical Economics.
    RePEc:spr:empeco:v:37:y:2009:i:3:p:653-679.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Ahmed, S., Levin, A., Wilson, B. A. (2002): Recent U.S. Macroeconomic Stability: Good Policies, Good Practices, or Good Luck? July 2002. (= Federal Reserve Board IFD Paper No. 730).

  2. Andrews, D. W. K. , Ploberger, Werner (1994), Optimal Tests When a Nuisance Parameter is Present Only Under the Alternative. In: Econometrica, Vol. 62, pp 1383-1414.

  3. Andrews, D. W. K. (1993), Tests for Parameter Instability and Structural Change with Unknown Change Point. In: Econometrica, Vol. 61, pp. 821-856.

  4. Bai J., Perron, P. (2003), Computation and Analysis of Multiple Structural Change Models, In: Journal of Applied Econometrics, pp 1-22.

  5. Barrell, R.; Gottschalk, S. (2004): The volatility of the output gap in the G7. National Institute Economic Review, No. 188, April 2004, pp. 100-107.

  6. Blanchard, O.; Simon, J. (2001): The Long and Large Decline in U.S. Output Volatility, In: Brookings Papers on Economic Activity, 2001:1, pp. 135-173.

  7. Boivon, J.; Giannoni, M. (2002): Assessing changes in the monetary transmission mechanism: A VAR approach. In: FRBNY Economic Review, May 2002, pp. 97-111.

  8. Buch, C.; Dopke, J.; Pierdzioch, C. (2002): Business Cycle Volatility in Germany. Kiel (= Kiel Working Paper. 1129).

  9. Burns, A. (1960): Progress towards economic stability. In: American Economic Review, Vol. 50, No. 1, pp. 2-19.
    Paper not yet in RePEc: Add citation now
  10. Clarida, R.; Gali, J.; Gertler, M. (1998): Monetary policy rules in practice: Some international evidence. In: European Economic Review, Vol 42, pp. 1033-1067.

  11. Hamilton, J. (1994): Time Series Analysis. Princeton: Princeton University Press.
    Paper not yet in RePEc: Add citation now
  12. Hansen, B. (1991), Parameter Instability in Linear Models, In: Journal of Policy Modeling, 14 (4), pp. 517-533.
    Paper not yet in RePEc: Add citation now
  13. Hansen, B. (1997), Approximate Asymptotic P-Values for Structural Change Tests. In: Journal of Business and Economic Statistics, pp 60-67.

  14. Hansen, B. (2001), The New Econometrics of Structural Change: Dating Changes in U.S. Labor Productivity. In: Journal of Economic Perspectives, Vol. 15, pp. 117-128.

  15. Klein, P. (2000), Using the generalized Schur form to solve a multivariate linear rational expectations model, In: Journal of Economic Dynamics and Control, Vol. 24, No. 10, pp. 1405-1423.

  16. Konig, H.; Wolters, J. (1972), Einfuhrung in die Spektralanalyse okonomischer Zeitreihen. Meisenheim am Glan.
    Paper not yet in RePEc: Add citation now
  17. Krolzig, H.-M. (1997): Markov-Switching Vector Autoregressions: Modelling, Statistical Inference and Application to Business Cycle Analysis. Lecture Notes in Economics and Mathematical Systems No. 454. Berlin.
    Paper not yet in RePEc: Add citation now
  18. McCallum, B. (1998): Solutions to linear rational expectations models: a compact exposition, In: Economics Letters Vol. 61, No. 2, pp. 143-147.

  19. Stock, J.; Watson, M. (2003b): Understanding Changes in International Business Cycle Dynamics. Cambridge, Mass. July 2003 (NBER Working Paper. 9859).

  20. Terasvirta, T. (1998): Chapter 15, Modeling Economic Relationships with STR, In: Aman Ullah, David E. A. Giles (eds.): Handbook of Applied Economic Statistics, 1998 (Marcel Dekker, Inc).
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Expectations of future income and real exchange rate movements. (2013). Tang, Xueli ; Ganiev, Bahodir ; Hayat, Aziz .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:4:p:1274-1285.

    Full description at Econpapers || Download paper

  2. Changing patterns of fiscal policy multipliers in Germany, the UK and the US. (2012). Cimadomo, Jacopo ; Benassy-Quere, Agnès.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:34:y:2012:i:3:p:845-873.

    Full description at Econpapers || Download paper

  3. Has the Fed been a failure?. (2012). White, Lawrence ; Lastrapes, William ; Selgin, George.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:34:y:2012:i:3:p:569-596.

    Full description at Econpapers || Download paper

  4. Are structural parameters of DSGE models stable in Korea?. (2012). Lee, Jiho.
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:23:y:2012:i:1:p:50-59.

    Full description at Econpapers || Download paper

  5. Have cyclical movements in the unemployment rate become more persistent?. (2011). Figura, Andrew .
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2011-33.

    Full description at Econpapers || Download paper

  6. Inflation, unemployment, and the time consistency of the US monetary policy. (2011). Sachsida, Adolfo ; Divino, Jose Angelo ; Cajueiro, Daniel.
    In: Structural Change and Economic Dynamics.
    RePEc:eee:streco:v:22:y:2011:i:2:p:173-179.

    Full description at Econpapers || Download paper

  7. Business cycle stylized facts and inventory behaviour: New evidence for the Euro area. (2011). Malgarini, Marco ; Maccini, Louis ; Cesaroni, Tatiana.
    In: International Journal of Production Economics.
    RePEc:eee:proeco:v:133:y:2011:i:1:p:12-24.

    Full description at Econpapers || Download paper

  8. Noisy information, interest rate shocks and the Great Moderation. (2011). Scharler, Johann ; Mayer, Eric.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:33:y:2011:i:4:p:568-581.

    Full description at Econpapers || Download paper

  9. Born under a lucky star?. (2011). Kirman, Alan ; Hanaki, Nobuyuki ; Marsili, Matteo.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:77:y:2011:i:3:p:382-392.

    Full description at Econpapers || Download paper

  10. High-growth recoveries, inventories and the Great Moderation. (2011). Rodriguez Mendizabal, Hugo ; Perez Quiros, Gabriel ; Camacho, Maximo ; Perezquiros, Gabriel .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:35:y:2011:i:8:p:1322-1339.

    Full description at Econpapers || Download paper

  11. The not-so-great moderation? Evidence on changing volatility from Australian regions. (2010). Dixon, Robert ; Shepherd, David.
    In: Department of Economics - Working Papers Series.
    RePEc:mlb:wpaper:1090.

    Full description at Econpapers || Download paper

  12. Financial Development, Shocks, and Growth Volatility. (2009). Mallick, Debdulal.
    In: MPRA Paper.
    RePEc:pra:mprapa:17799.

    Full description at Econpapers || Download paper

  13. Empirical evidence on the stabilizing role of fiscal and monetary policies in the US. (2009). Pereira, Manuel.
    In: MPRA Paper.
    RePEc:pra:mprapa:17474.

    Full description at Econpapers || Download paper

  14. Business cycle volatility and inventories behavior:new evidence for the Euro Area. (2009). Malgarini, Marco ; Maccini, Louis ; Cesaroni, Tatiana.
    In: ISAE Working Papers.
    RePEc:isa:wpaper:108.

    Full description at Econpapers || Download paper

  15. Learning and the Great Moderation. (2009). Singh, Aarti ; Bullard, James.
    In: Working Papers.
    RePEc:fip:fedlwp:2007-027.

    Full description at Econpapers || Download paper

  16. Political institutions and economic volatility. (2009). de Haan, Jakob ; Klomp, Jeroen.
    In: European Journal of Political Economy.
    RePEc:eee:poleco:v:25:y:2009:i:3:p:311-326.

    Full description at Econpapers || Download paper

  17. Stabilized business cycles with increased output volatility at high frequencies. (2009). Kimura, Takeshi ; Shiotani, Kyosuke.
    In: Journal of the Japanese and International Economies.
    RePEc:eee:jjieco:v:23:y:2009:i:1:p:1-19.

    Full description at Econpapers || Download paper

  18. Modeling the volatility of real GDP growth: The case of Japan revisited. (2009). Miller, Stephen ; Fang, WenShwo .
    In: Japan and the World Economy.
    RePEc:eee:japwor:v:21:y:2009:i:3:p:312-324.

    Full description at Econpapers || Download paper

  19. The welfare economics of macroeconomics and chooser-dependent, non-expected utility preferences: A Senian critique with an application to the costs of the business cycle. (2008). Hannsgen, Greg.
    In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics).
    RePEc:eee:soceco:v:37:y:2008:i:5:p:1980-1993.

    Full description at Econpapers || Download paper

  20. A state-level analysis of the Great Moderation. (2008). Wall, Howard ; Piger, Jeremy ; Owyang, Michael.
    In: Regional Science and Urban Economics.
    RePEc:eee:regeco:v:38:y:2008:i:6:p:578-589.

    Full description at Econpapers || Download paper

  21. Production stability in a supply-chain environment. (2008). Bivin, David.
    In: International Journal of Production Economics.
    RePEc:eee:proeco:v:114:y:2008:i:1:p:265-275.

    Full description at Econpapers || Download paper

  22. Production management, output volatility, and good luck. (2008). Bivin, David.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:32:y:2008:i:7:p:2118-2136.

    Full description at Econpapers || Download paper

  23. Explaining the Great Moderation: it is not the shocks. (2008). Reichlin, Lucrezia ; Lenza, Michele ; Giannone, Domenico.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2008865.

    Full description at Econpapers || Download paper

  24. Monetary Policy, Oil Shocks, and TFP: Accounting for the Decline in U.S. Volatility. (2007). Sill, Keith ; Leduc, Sylvain.
    In: Review of Economic Dynamics.
    RePEc:red:issued:05-13.

    Full description at Econpapers || Download paper

  25. Technology Shocks, Statistical Models, and The Great Moderation. (2007). Fuentes-Albero, Cristina.
    In: MPRA Paper.
    RePEc:pra:mprapa:3589.

    Full description at Econpapers || Download paper

  26. Globalisation and Inflation in OECD Countries. (2007). Pehnelt, Gernot .
    In: Jena Economic Research Papers.
    RePEc:jrp:jrpwrp:2007-055.

    Full description at Econpapers || Download paper

  27. First-time home buyers and residential investment volatility. (2007). Gervais, Martin ; Fisher, Jonas.
    In: Working Paper Series.
    RePEc:fip:fedhwp:wp-07-15.

    Full description at Econpapers || Download paper

  28. Sales persistence and the reduction in GDP volatility. (2007). Irvine, Owen F..
    In: International Journal of Production Economics.
    RePEc:eee:proeco:v:108:y:2007:i:1-2:p:22-30.

    Full description at Econpapers || Download paper

  29. U.S. evolving macroeconomic dynamics: a structural investigation. (2007). mumtaz, haroon ; Benati, Luca.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2007746.

    Full description at Econpapers || Download paper

  30. Inventories, Fluctuations and Business Cycles. Working paper #4. (2006). pagan, adrian ; Maccini, Louis.
    In: NCER Working Paper Series.
    RePEc:qut:auncer:2006-4.

    Full description at Econpapers || Download paper

  31. Assessing the Sources of Changes in the Volatility of Real Growth. (2006). Krause Montalbert, Stefan ; Flores-Lagunes, Alfonso ; Cecchetti, Stephen.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11946.

    Full description at Econpapers || Download paper

  32. Structural changes in Central and Eastern European economies: breaking news or breaking the ice?. (2006). Kočenda, Evžen ; Jiménez-Rodríguez, Rebeca ; Égert, Balázs.
    In: Economic Change and Restructuring.
    RePEc:kap:ecopln:v:39:y:2006:i:1:p:85-103.

    Full description at Econpapers || Download paper

  33. Industry evidence of enhanced production stability since 1984. (2006). Bivin, David.
    In: International Journal of Production Economics.
    RePEc:eee:proeco:v:103:y:2006:i:1:p:438-448.

    Full description at Econpapers || Download paper

  34. Decomposing the contribution of smaller shocks to the stabilization of GDP. (2006). Bivin, David.
    In: Economics Letters.
    RePEc:eee:ecolet:v:91:y:2006:i:3:p:444-449.

    Full description at Econpapers || Download paper

  35. (Un)Predictability and macroeconomic stability. (2006). Surico, Paolo ; Giannone, Domenico ; D'Agostino, Antonello.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2006605.

    Full description at Econpapers || Download paper

  36. Long-term Patterns in Australia’s Terms of Trade. (2005). Kearns, Jonathan ; Gillitzer, Christian.
    In: RBA Research Discussion Papers.
    RePEc:rba:rbardp:rdp2005-01.

    Full description at Econpapers || Download paper

  37. Assessing the Sources of Changes in the Volatility of Real Growth. (2005). Flores-Lagunes, Alfonso ; Cecchetti, Stephen G ; Krause, Stefan.
    In: RBA Annual Conference Volume.
    RePEc:rba:rbaacv:acv2005-06.

    Full description at Econpapers || Download paper

  38. Introduction to The Changing Nature of the Business Cycle. (2005). Kent, Christopher ; Norman, David .
    In: RBA Annual Conference Volume.
    RePEc:rba:rbaacv:acv2005-01.

    Full description at Econpapers || Download paper

  39. Declining Output Volatility in Germany: Impulses, Propagation, and the Role of the Monetary Policy. (2005). Fritsche, Ulrich ; Kuzin, Vladimir .
    In: Money Macro and Finance (MMF) Research Group Conference 2005.
    RePEc:mmf:mmfc05:70.

    Full description at Econpapers || Download paper

  40. The roles of comovement and inventory investment in the reduction of output volatility. (2005). Schuh, Scott ; Irvine, Owen F..
    In: Working Papers.
    RePEc:fip:fedbwp:05-9.

    Full description at Econpapers || Download paper

  41. Breaks in the mean of inflation: how they happen and what to do with them. (2005). Mojon, Benoit ; Corvoisier, Sandrine .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2005451.

    Full description at Econpapers || Download paper

  42. Technology Shocks and Monetary Policy in an Estimated Sticky Price Model of the US Economy. (2005). Matheron, Julien ; Avouyi-Dovi, Sanvi.
    In: Working papers.
    RePEc:bfr:banfra:123.

    Full description at Econpapers || Download paper

  43. Reaching Inflation Stability. (2004). Moreno, Antonio.
    In: Econometric Society 2004 North American Summer Meetings.
    RePEc:ecm:nasm04:269.

    Full description at Econpapers || Download paper

  44. Declining Output Volatility in Germany: Impulses, Propagation, and the Role of Monetary Policy. (2004). Fritsche, Ulrich ; Kuzin, Vladimir .
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp433.

    Full description at Econpapers || Download paper

  45. Evolving post-World War II UK economic performance. (2004). Benati, Luca.
    In: Bank of England working papers.
    RePEc:boe:boeewp:232.

    Full description at Econpapers || Download paper

  46. Reaching Inflation Stability. (2003). Moreno, Antonio.
    In: Faculty Working Papers.
    RePEc:una:unccee:wp1303.

    Full description at Econpapers || Download paper

  47. The Output Composition Puzzle: A Difference in the Monetary Transmission Mechanism in the Euro Area and U.S.. (2003). terlizzese, daniele ; Mojon, Benoit ; Kashyap, Anil ; Angeloni, Ignazio.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9985.

    Full description at Econpapers || Download paper

  48. Have National Business Cycles Become More Synchronized?. (2003). Bordo, Michael ; Helbling, Thomas .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10130.

    Full description at Econpapers || Download paper

  49. Monetary policy, oil shocks, and TFP: accounting for the decline in U.S. volatility. (2003). Sill, Keith ; Leduc, Sylvain.
    In: Working Papers.
    RePEc:fip:fedpwp:03-22.

    Full description at Econpapers || Download paper

  50. The less volatile U.S. economy: a Bayesian investigation of timing, breadth, and potential explanations. (2001). Piger, Jeremy ; Nelson, Charles ; Kim, Chang-Jin.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:707.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-24 01:05:14 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.