This document has not been cited yet.

1. Abrigo, M. R., & Love, I. (2015). Estimation of panel vector autoregression in Stata: A package of programs. University of Hawaii working paper, available on http://paneldataconference2015.ceu.hu/Program/Michael-Abrigo.pdf .

2. Ahlfeldt, G.M., Moeller, K., Wendland, N. (2015). Chicken or egg? The PVAR econometrics of transportation. Journal of Economic Geography, 15 (6), 1169–1193.

3. Ambrose, B. W., Buttimer Jr, R. J., & Capone, C. A. (1997). Pricing mortgage default and foreclosure delay. Journal of Money, Credit, and Banking, 29(3), 314-326.

4. Anenberg, E., & Kung, E. (2014). Estimates of the size and source of price declines due to nearby foreclosures. American Economic Review, 104(8), 2527-2551.

5. Bajari, P., Chu, C. S., & Park, M. (2008). An empirical model of subprime mortgage default from 2000 to 2007 (No. w14625). National Bureau of Economic Research working paper (No. w14625).

6. Bhutta, N., Shan, H., & Dokko, J. (2010). The depth of negative equity and mortgage default decisions. Board of Governors of the Federal Reserve System (US) working paper (No. 2010-35), available at http://dx.doi.org/10.2139/ssrn.1895493 Calomiris, C. W., Longhofer, S. D., and Miles, W. R. (2013). The foreclosure–house price nexus: a panel VAR model for US states, 1981–2009. Real Estate Economics, 41(4), 709-746.
   Paper not yet in RePEc: Add citation now
   

7. Campbell, J. Y., Giglio, S., & Pathak, P. (2011). Forced sales and house prices. American Economic Review, 101(5), 2108-2131.

8. Chauvet, M., Gabriel, S., & Lutz, C. (2016). Mortgage default risk: New evidence from internet search queries. Journal of Urban Economics, 96, 91-111.

9. Cui, L., & Walsh, R. (2015). Foreclosure, vacancy and crime. Journal of Urban Economics, 87, 72-84.

10. Ellen, I. G., Lacoe, J., & Sharygin, C. A. (2013). Do foreclosures cause crime? Journal of Urban Economics, 74, 59-70.

11. Elul, R., Souleles, N. S., Chomsisengphet, S., Glennon, D., & Hunt, R. M. (2010). What 'Triggers' Mortgage Default? American Economic Review, 100(2), 490-94.

12. Foote, C. L., Gerardi, K., & Willen, P. S. (2008). Negative equity and foreclosure: Theory and evidence. Journal of Urban Economics, 64(2), 234-245.

13. Gerardi, K., Rosenblatt, E., Willen, P. S., & Yao, V. (2015). Foreclosure externalities: New evidence. Journal of Urban Economics, 87, 42-56.

14. Gerardi, K., Shapiro, A. H., & Willen, P. (2007). Subprime outcomes: Risky mortgages, homeownership experiences, and foreclosures. Stanford working paper, available at http://dx.doi.org/10.2139/ssrn.1073182.

15. Ghent, A. C., & Kudlyak, M. (2011). Recourse and residential mortgage default: evidence from US states. Review of Financial Studies, 24(9), 3139-3186.

16. Glaeser, E. L., Gyourko, J., Morales, E., & Nathanson, C. G. (2014). Housing dynamics: An urban approach. Journal of Urban Economics, 81, 45-56.

17. Guiso, L., Sapienza, P., & Zingales, L. (2013). The determinants of attitudes toward strategic default on mortgages. Journal of Finance, 68(4), 1473-1515.

18. Holtz-Eakin, D., Newey, W., & Rosen, H. (1988). Estimating Vector Autoregressions with Panel Data. Econometrica, 56(6), 1371-1395. doi:10.2307/1913103 Love, I., & Zicchino, L. (2006). Financial development and dynamic investment behavior: Evidence from panel VAR. Quarterly Review of Economics and Finance, 46(2), 190-210.

19. Mian, A., Sufi, A., & Trebbi, F. (2015). Foreclosures, house prices, and the real economy.

1. THE DOMESTIC IMPACTS AND SPILLOVERS OF CAPITAL CONTROLS. (2020). Zehri, Chokri.
   In: Economic Annals.
   RePEc:beo:journl:v:65:y:2020:i:227:p:31-66.

   Full description at Econpapers || Download paper

2. Fiscal Implications of Government Wage Bill Spending. (2019). Dybczak, Kamil ; Garcia-Escribano, Mercedes.
   In: IMF Working Papers.
   RePEc:imf:imfwpa:2019/010.

   Full description at Econpapers || Download paper

3. Innovation, Structural Change, and Inclusion. A Cross Country PVAR Analysis. (2018). Saha, Amrita ; Ciarli, Tommaso.
   In: SPRU Working Paper Series.
   RePEc:sru:ssewps:2018-01.

   Full description at Econpapers || Download paper

4. Interdependence between Monetary Policy and Stock Liquidity: A Panel VAR Approach. (2018). Debata, Byomakesh ; Mahakud, Jitendra.
   In: Margin: The Journal of Applied Economic Research.
   RePEc:sae:mareco:v:12:y:2018:i:4:p:387-413.

   Full description at Econpapers || Download paper

5. A model of the dynamics of household vegetarian and vegan rates in the U.K.. (2018). Waters, James.
   In: MPRA Paper.
   RePEc:pra:mprapa:87059.

   Full description at Econpapers || Download paper

6. Financial Globalisation and Economic Growth in South Asia.. (2018). Bhanumurthy, N R ; Kumawat, Lokendra.
   In: Working Papers.
   RePEc:npf:wpaper:18/233.

   Full description at Econpapers || Download paper

7. Innovation, Productivity Dispersion, and Productivity Growth. (2018). Wolf, Zoltán ; Haltiwanger, John ; Grim, Cheryl ; Foster, Lucia.
   In: NBER Working Papers.
   RePEc:nbr:nberwo:24420.

   Full description at Econpapers || Download paper

8. Innovation, Productivity Dispersion, and Productivity Growth. (2018). Foster, Lucia ; Wolf, Zoltan ; Haltiwanger, John ; Grim, Cheryl.
   In: NBER Chapters.
   RePEc:nbr:nberch:13889.

   Full description at Econpapers || Download paper

9. Systemic risk in Europe: deciphering leading measures, common patterns and real effects. (2018). Stolbov, Mikhail ; Shchepeleva, Maria.
   In: Annals of Finance.
   RePEc:kap:annfin:v:14:y:2018:i:1:d:10.1007_s10436-017-0310-3.

   Full description at Econpapers || Download paper

10. Financial Crises, Macroeconomic Shocks, and the Government Balance Sheet: A Panel Analysis. (2018). Ruzzante, Matteo.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2018/093.

    Full description at Econpapers || Download paper

11. Competition and Risk-Taking in Investment banking. (2018). Girardone, Claudia ; Fiordelisi, Franco ; Deglinnocenti, M ; Radi, N.
    In: Essex Finance Centre Working Papers.
    RePEc:esy:uefcwp:21268.

    Full description at Econpapers || Download paper

12. Bank diversification and liquidity creation: Panel Granger-causality evidence from China. (2018). Hou, Xiaohui ; Wang, Qing ; Li, Wanli.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:71:y:2018:i:c:p:87-98.

    Full description at Econpapers || Download paper

13. The implications of China’s slowdown for international trade. (2018). Blagrave, Patrick ; Vesperoni, Esteban.
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:56:y:2018:i:c:p:36-47.

    Full description at Econpapers || Download paper

14. Innovation, Productivity Dispersion, and Productivity Growth. (2018). Wolf, Zoltán ; Haltiwanger, John ; Grim, Cheryl ; Foster, Lucia.
    In: Working Papers.
    RePEc:cen:wpaper:18-08.

    Full description at Econpapers || Download paper

15. The Persistent Effects of Monsoon Rainfall Shocks in India: A Nonlinear VAR Approach. (2017). Hertweck, Matthias ; Brey, Björn.
    In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking.
    RePEc:zbw:vfsc17:168256.

    Full description at Econpapers || Download paper

16. Decomposing financial (in)stability in emerging economies. (2017). Sánchez Serrano, Antonio ; Lepers, Etienne.
    In: ESRB Working Paper Series.
    RePEc:srk:srkwps:201739.

    Full description at Econpapers || Download paper

17. Interrelations Between External and Internal Macroeconomic Factors: Empirical Evidence on Some OECD Countries. (2017). Ozcelebi, Oguzhan ; Yildirim, Nurtac.
    In: South-Eastern Europe Journal of Economics.
    RePEc:seb:journl:v:15:y:2017:i:2:p:147-174.

    Full description at Econpapers || Download paper

18. The broad credit and bank capital channels of monetary policy transmission in the core and peripheral Euro Area. (2017). Tica, Josip ; Dajcman, Silvo.
    In: Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics.
    RePEc:rfe:zbefri:v:35:y:2017:i:2:p:249-275.

    Full description at Econpapers || Download paper

19. The Impact of the Exchange Rate and Trade Composition on China’s Trade Balance Vis-à-Vis Selected Partner Countries. (2017). Banerjee, Biswajit ; Li, Xin ; Sheng, Yingying ; Radovan, Jan ; Shi, Haiyan .
    In: Comparative Economic Studies.
    RePEc:pal:compes:v:59:y:2017:i:3:d:10.1057_s41294-017-0025-5.

    Full description at Econpapers || Download paper

20. Co-worker networks, labour mobility and productivity growth in regions. (2017). Lengyel, Balázs ; Eriksson, Rikard H.
    In: Journal of Economic Geography.
    RePEc:oup:jecgeo:v:17:y:2017:i:3:p:635-660..

    Full description at Econpapers || Download paper

21. Effectiveness of monetary policy in stabilising food inflation: Evidence from advanced and emerging economies.. (2017). Bhattacharya, Rudrani.
    In: Working Papers.
    RePEc:npf:wpaper:17/209.

    Full description at Econpapers || Download paper

22. A proposal for a micro-territorial well-being index: the WIT. (2017). Pacicco, Fausto ; Serati, Massimiliano.
    In: LIUC Papers in Economics.
    RePEc:liu:liucec:307.

    Full description at Econpapers || Download paper

23. A panel VAR analysis of macro-financial imbalances in the EU. (2017). Comunale, Mariarosaria.
    In: Bank of Lithuania Working Paper Series.
    RePEc:lie:wpaper:40.

    Full description at Econpapers || Download paper

24. The Determinants of Country Risk Premium Volatility: Evidence from a Panel VAR Model. (2017). Vizek, Maruška ; Simovic, Petra Posedel ; Palic, Petra .
    In: Croatian Economic Survey.
    RePEc:iez:survey:ces-v19_1-2017_palic-posedelsimovic-vizek.

    Full description at Econpapers || Download paper

25. Is Scientific Performance a Function of Funds?. (2017). Lessmann, Stefan ; Hardle, Wolfgang K ; Zharova, Alona.
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2017-028.

    Full description at Econpapers || Download paper

26. A new empirical test of the infant-industry argument : the case of Switzerland protectionism during the 19th century. (2017). Charles, Léo.
    In: Cahiers du GREThA.
    RePEc:grt:wpegrt:2017-11.

    Full description at Econpapers || Download paper

27. Urbanization, democracy, bureaucratic quality, and environmental degradation. (2017). Adams, Samuel ; Mensah, Edem Kwame.
    In: Journal of Policy Modeling.
    RePEc:eee:jpolmo:v:39:y:2017:i:6:p:1035-1051.

    Full description at Econpapers || Download paper

28. Mutual funds and stock market volatility: An empirical analysis of Asian emerging markets. (2017). Kutan, Ali ; Chan, Sok-Gee ; Gee, Chan Sok ; Ismail, Izlin ; Qureshi, Fiza.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:31:y:2017:i:c:p:176-192.

    Full description at Econpapers || Download paper

29. Efficiency, growth and market power in the banking industry: New approach to efficient structure hypothesis. (2017). Kutan, Ali ; Qureshi, Fiza ; Naz, Iram ; Khan, Habib Hussain.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:42:y:2017:i:c:p:531-545.

    Full description at Econpapers || Download paper

30. The importance of being special: repo markets during the crisis. (2017). Maddaloni, Angela ; Corradin, Stefano.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20172065.

    Full description at Econpapers || Download paper

31. A panel VAR analysis of macro-financial imbalances in the EU. (2017). Comunale, Mariarosaria.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20172026.

    Full description at Econpapers || Download paper

32. The Size of Fiscal Multipliers and the Stance of Monetary Policy in Developing Economies. (2017). Ojeda-Joya, Jair ; Guzman, Oscar E.
    In: Borradores de Economia.
    RePEc:bdr:borrec:1010.

    Full description at Econpapers || Download paper

33. Bank Credit Allocation and Sectorial Concentration in Mexico: Some Empirical Evidence. (2017). Garcia-Verdu, Santiago ; Santiago, Garcia-Verdu ; Manuel, Ramos Francia.
    In: Working Papers.
    RePEc:bdm:wpaper:2017-14.

    Full description at Econpapers || Download paper

34. Importance of housing wealth effect in selected European countries: evidence from panel VAR model. (2017). Casni, Anita Ceh .
    In: ERES.
    RePEc:arz:wpaper:eres2017_138.

    Full description at Econpapers || Download paper

35. Do FDI inflows and energy price affect the food import dependency in developing countries? Evidence from panel VAR Models. (2016). Ben Slimane, Mehdi ; Huchet-Bourdon, Marilyne ; Zitouna, Habib.
    In: Working Papers SMART - LERECO.
    RePEc:rae:wpaper:201604.

    Full description at Econpapers || Download paper

36. Measuring the Financial Shocks of Natural Disasters: A Panel Study of U.S. States. (2016). Abrigo, Michael Ralph ; Hou, Yilin ; Miao, Qing.
    In: Center for Policy Research Working Papers.
    RePEc:max:cprwps:199.

    Full description at Econpapers || Download paper

37. The Pass-Through to Consumer Prices in CIS Economies: the Role of Exchange Rates, Commodities and Other Common Factors. (2016). Simola, Heli ; Comunale, Mariarosaria.
    In: Bank of Lithuania Working Paper Series.
    RePEc:lie:wpaper:35.

    Full description at Econpapers || Download paper

38. Cross-Country Report on Spillovers; Selected Issues. (2016). International Monetary Fund, .
    In: IMF Staff Country Reports.
    RePEc:imf:imfscr:2016/212.

    Full description at Econpapers || Download paper

39. Iceland; Selected Issues. (2016). International Monetary Fund, .
    In: IMF Staff Country Reports.
    RePEc:imf:imfscr:2016/180.

    Full description at Econpapers || Download paper

40. On Corporate Borrowing, Credit Spreads and Economic Activity in Emerging Economies: An Empirical Investigation. (2016). Park, Jongho ; Fernandez, Andres.
    In: IDB Publications (Working Papers).
    RePEc:idb:brikps:95296.

    Full description at Econpapers || Download paper

41. Dynamics in rail infrastructure provision: maintenance and renewal costs in Sweden. (2016). Odolinski, Kristofer ; Wheat, Phillip .
    In: Working papers in Transport Economics.
    RePEc:hhs:ctswps:2016_023.

    Full description at Econpapers || Download paper

42. Investment, growth, and defense expenditure in the EU15: Revisiting the nexus using SIPRI’s new consistent dataset. (2016). Paleologou, Suzanna ; Kollias, Christos ; Suzanna- Maria Paleologou, .
    In: Economics of Peace and Security Journal.
    RePEc:epc:journl:v:11:y:2016:i:2:p:28-37.

    Full description at Econpapers || Download paper

43. Public Debt, Economic Growth and the Real Interest Rate:A Panel VAR Approach to EU and OECD Countries. (2016). Sterken, Elmer ; Ogawa, Kazuo ; Tokutsu, Ichiro .
    In: ISER Discussion Paper.
    RePEc:dpr:wpaper:0955.

    Full description at Econpapers || Download paper

44. The pass-through to consumer prices in CIS economies: The role of exchange rates, commodities and other common factors. (2016). Simola, Heli ; Comunale, Mariarosaria.
    In: BOFIT Discussion Papers.
    RePEc:bof:bofitp:2016_016.

    Full description at Econpapers || Download paper

45. Financial Crisis Transmission: Foreign Ownership vs. Foreign Funding?. (2016). Feyen, Erik .
    In: Review of Economics & Finance.
    RePEc:bap:journl:160405.

    Full description at Econpapers || Download paper

46. The Determinants of Country´s Risk Premium Volatility: Evidence from Panel VAR Model. (2015). Vizek, Maruška ; Posedel, Petra ; Simovic, Petra Posedel ; Palic, Petra .
    In: Working Papers.
    RePEc:iez:wpaper:1505.

    Full description at Econpapers || Download paper

47. Co-worker networks, labour mobility, and productivity growth in regions. (2015). Lengyel, Balázs ; Eriksson, Rikard.
    In: IEHAS Discussion Papers.
    RePEc:has:discpr:1550.

    Full description at Econpapers || Download paper

48. Current Account Determinats in Central Eastern European Countries. (2015). Bollano, Jonida ; Ibrahimaj, Delina .
    In: IHEID Working Papers.
    RePEc:gii:giihei:iheidwp22-2015.

    Full description at Econpapers || Download paper

49. Patterns of Total Factor Productivity Growth in Mexico: 1991-2011. (2015). Leonardo, Torre Cepeda ; Luis, Colunga Ramos .
    In: Working Papers.
    RePEc:bdm:wpaper:2015-24.

    Full description at Econpapers || Download paper

50. .

    Full description at Econpapers || Download paper

Report date: 2025-02-28 20:17:38 || Missing content? Let us know