Europe and the Euro: Comment on "Business Cycles in the Euro Area"

136 citations recorded by the source corpus.

Citations in the corpus

The Role of Financial Variables in Predicting Economic Activity (2009, unknown): “Several explanations have been put forward to rationalize the importance of the US-euro area common cycle (e.g. Giannone and Reichlin, 2004, Giannone et al., 2008, and Favero and Giavazzi, 2008).”
Conditional Forecasts and Scenario Analysis with Vector Autoregressions for Large Cross-Sections (2015, unknown): “The algorithm is based on Kalman filtering methods and is computationally viable for large vector autoregressions (VAR) and dynamic factor models (DFM).”
Hazardous Times for Monetary Policy: What Do Twenty‐Three Million Bank Loans Say About the Effects of Monetary Policy on Credit Risk‐Taking? (2014, unknown): “Moreover, interest rate changes and GDP growth are not highly correlated in Spain because of the relatively low level of synchronization of economic activity in Spain vis-à-vis the largest Euro area countries, even after 1999 (Giannone, Lenza, and Reichlin (2010)).”