Title:Macroeconomic fluctuations and the labor market Author(s):MORTENSEN, Dale; NAGYPAL, Éva; GUERRIERI, Veronica; REITER, Michael; QUADRINI, Vincenzo; TRIGARI, Antonella; RAVN, Morten O.; SIMONELLI, Saverio; YASHIV, Eran; MOSCARINI, Giuseppe; THOMSSON, Kaj; ROCHETEAU, Guillaume; RUPERT, Peter; WRIGHT, Randall; DANTHINE, Jean-Pierre; KURMANN, André; BOONE, Johnathan; WATSON, JoelDate:2007Citation:
- Scandinavian journal of economics, 2007, 109, 4, 645-903
Title:A search for leading sectors over the business cycle: the case of Korea Author(s):YANG, J.M.; KIM, T.W.Date:2005Citation:
- Japan and the world economy, 2005, 17, 4, 480-495
Title:Do institutions and culture matter for business cycles? Author(s):ALTUG, Sumru G.; CANOVA, FabioDate:2014Citation:
- Open economies review, 2014, Vol. 25, No. 1, pp. 93-122
Type:ArticleAbstract:We examine the relationship between cyclical fluctuations and macroeconomic, institutional, and cultural indicators for 46 countries from Europe and the Mediterranean basin. In the Mediterranean cycles are different: the ...
Title:Directional predictability and time-varying spillovers between stock markets and economic cycles Author(s):BEKIROS, Stelios D.; HUSSAIN, Syed J.; ARREOLA HERNANDEZ, Jose; REHMAN, Mobeen U.Date:2018Citation:
- Economic modelling, 2018, Vol. 69, pp. 301-312
Type:ArticleAbstract:We examine the nonlinear dependence structure and causal nexus between business cycles, stock market returns and asset return volatility for the US economy. We implement two novel methodologies, namely quantile-on-quantile ...
Title:Bank capital shocks and countercyclical requirements : implications for banking stability and welfare Author(s):BEKIROS, Stelios D.; NILAVONGSE, Rachatar; UDDIN, Gazi SalahDate:2018Citation:
- Journal of economic dynamics & control, 2018, Vol. 93, pp. 315-331
Type:ArticleAbstract:This paper incorporates anticipated and unanticipated shocks to bank capital into a DSGE model with a banking sector. We apply this model to study Basel III countercyclical capital requirements and their implications for ...