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Title:Do institutions and culture matter for business cycles? Author(s):ALTUG, Sumru G.; CANOVA, Fabio
Date: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 ...
Date:2014Citation:
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 ...
; HUSSAIN, Syed J.; ARREOLA HERNANDEZ, Jose; REHMAN, Mobeen U.Date:2018Citation:
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 ...
; NILAVONGSE, Rachatar; UDDIN, Gazi SalahDate:2018Citation:
Title:The limits of forward guidance Author(s):CAMPBELL, Jeffrey R.; FERRONI, Filippo; FISHER, Jonas D. M.; MELOSI, LeonardoDate:2019Citation:
- Journal of monetary economics, 2019, Vol. 108, (SI), pp. 118-134
Type:ArticleAbstract:The viability of forward guidance as a monetary policy tool depends on the horizon over which it can be communicated and its influence on expectations over that horizon. This paper develops and estimates a model of imperfect ...
Date:2019Citation: