International Business Cycles: World, Region, and Country-Specific Factors

By M. Ayhan Kose, Christopher Otrok, Charles H. Whiteman, David Backus, Marianne Baxter, Mario J. Crucini, Michael A. Kouparitsas. 2003

1,249 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/78da8dd470c057dd3a786ec66ea4a56494616371

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Citations in the corpus

RISK OF BAYESIAN INFERENCE IN MISSPECIFIED MODELS, AND THE SANDWICH COVARIANCE MATRIX (2013, methodology): “discussion. The small sample results for a linear regression model are in Section 4, and Section 5 contains the empirical application to the Kose, Otrok, and Whiteman (2003) -”
Empirics of hills, plateaus, mountains and plains: A Markov-switching approach to growth (2006, neutral): “2 For example, see Barro (1991), Sachs and Warner (1995), Frankel and Romer (1999), Levine et al. (2000). For surveys, see Temple (1999).”
Conditional Forecasts and Scenario Analysis with Vector Autoregressions for Large Cross-Sections (2015, background): “5 between common and idiosyncratic sources of fluctuations is often employed in international, regional and sectorial studies and represents a useful device to study macroeconomic implications of microeconomic behavior (see e.g. Kose, Otrok, and Whiteman, 2003; Foerster, Sarte, and Watson, 2011).”
The Transmission of International Shocks: A Factor‐Augmented VAR Approach (2009, methodology): “Other contributions using large panel of international data include Miniane and Rogers (2003), Rüffer and Stracca (2006), and Sousa and Zaghini (2007).”
Global commodity cycles and linkages: a FAVAR approach (2011, positive): “Following the methodology of Kose et al. (2004) , Vansteenkiste (2008) estimates a dynamic factor model using more commodities and a longer estimation sample and tests which fundamentals can account for these common trends.”
Regional Inflation Dynamics within and Across Euro Area Countries and a Comparison with the Us (2006, background): “A similar effect has been found by Kose et al. (2003) for the importance of the global factor for national output volatility.”
Trends and Cycles in the Euro Area: How Much Heterogeneity and Should We Worry About it? (2006, neutral): “Kose et al., 2003; Canova et al., 2004).”
Understanding Changes in International Business Cycle Dynamics (2005, neutral): “(Doyle and Faust 2002, 2005; Kose, Prasad, and Terrones 2003 ; Heathcote and Perri 2004) .”
Sharing a Ride on the Commodities Roller Coaster: Common Factors in Business Cycles of Emerging Economies (2015, neutral): “[42] Kose, A.”