Dynamic industry uncertainty networks and the business cycle-Reference-Cited by-同舟云学术

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Dynamic industry uncertainty networks and the business cycle

Published:2024-02 Issue: Volume:159 Page:104793
ISSN:0165-1889
Container-title:Journal of Economic Dynamics and Control
language:en
Short-container-title:Journal of Economic Dynamics and Control

Author:

Baruník Jozef^ORCID,Bevilacqua Mattia,Faff Robert

Funder

Systemic Risk Centre

Economic and Social Research Council

Grantová Agentura České Republiky

Publisher

Elsevier BV

Subject

Applied Mathematics,Control and Optimization,Economics and Econometrics

Reference77 articles.

1. Endogenous production networks;Acemoglu;Econometrica,2020

2. The network origins of aggregate fluctuations;Acemoglu;Econometrica,2012

3. Microeconomic origins of macroeconomic tail risks;Acemoglu;Am. Econ. Rev.,2017

4. Monetary tightening cycles and the predictability of economic activity;Adrian;Econ. Lett.,2008

5. Financial frictions and fluctuations in volatility;Arellano;J. Polit. Econ.,2019

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Integration and risk transmission across supply, demand, and prices in China’s housing market;Economic Change and Restructuring;2024-05-13

2. Cross-industry contagion of systemic financial risks from the perspective of dynamic tail risk network: Evidence from China;International Journal of Financial Engineering;2024-03-08

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