[go: up one dir, main page]
More Web Proxy on the site http://driver.im/
create a website
Spillovers at the Extremes: The Macroprudential Stance and Vulnerability to the Global Financial Cycle. (2021). Chari, Anusha ; Forbes, Kristin J ; Stedman, Karlye Dilts.
In: Research Working Paper.
RePEc:fip:fedkrw:93599.

Full description at Econpapers || Download paper

Cited: 3

Citations received by this document

Cites: 52

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Capital requirements and growth in an open economy. (2023). Agénor, Pierre-Richard ; Bayraktar, Nihal ; Agenor, Pierre-Richard.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:147:y:2023:i:c:s0165188923000015.

    Full description at Econpapers || Download paper

  2. Leaning against the global financial cycle. (2022). Stracca, Livio ; Venditti, Fabrizio ; Habib, Maurizio Michael ; Ferrero, Andrea.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20222763.

    Full description at Econpapers || Download paper

  3. Macroprudential Policy during COVID-19: The Role of Policy Space. (2021). Forbes, Kristin ; Bergant, Katharina.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:29346.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Adrian, Tobias, Nina Boyarchenko, and Domenico Giannone. (2019). Vulnerable Growth. American Economic Review 109(4), pp. 1263–89.

  2. Agénor, Pierre-Richard, and Luiz Pereira da Silva. (2018). Financial Spillovers, Spillbacks, and the Scope for International Macroprudential Policy Coordination. BIS Papers No. 97.

  3. Ahnert, Toni, Kristin Forbes, Christian Friedrich, and Dennis Reinhardt. (2021). Macroprudential FX Regulations: Shifting the Snowbanks of FX Vulnerability? Journal of Financial Economics 140:145174.

  4. Aikman, David, Jonathan Bridges, Anil Kashyap and Caspar Siegert. (2021). “Would Is a Macroprudential Reaction Function Emerging and Is It Sensible?” Bank of England, unpublished paper.
    Paper not yet in RePEc: Add citation now

  5. Alam, Zohair, Adrian Alter, Jesse Eiseman, Gaston Gelos, Heedon Kan, Machiko Narita, Erlend Nier, and Naixi Wang. (2019). Digging Deeper: Evidence on the Effects of Macroprudential Policies from a New Database. IMF Working Paper WP/19/66.

  6. Araujo, Juliana, Manasa Patnam, Adina Popescu, Fabian Valencia, and Weija Yao. (2020). Effects of Macroprudential Policy: Evidence from over 6,000 Estimates. IMF Working Paper WP/20/67.

  7. Avdjiev, Stefan, Catherine Koch, Patrick McGuire, and Goetz von Peter. (2016). International Prudential Policy Spillovers: A Global Perspective. BIS working papers 589 (October).

  8. Avdjiev, Stefan, Leonardo Gambacorta, Linda Goldberg, and Stefano Schiaffi. (2020). The Shifting Drivers of Global Liquidity. Journal of International Economics 125(July).

  9. Barro, Robert. (2009). Rare Disasters, Asset Prices, and Welfare Costs. American Economic Review 99 (1): 243–64.

  10. Bengui, Julien and Javier Bianchi. (2018). “Macroprudential Policy with Leakages.” Federal Reserve Bank of Minneapolis Working Paper 754.

  11. Bergant, Katherina, Francesco Grigoli, Niels-Jakob Hansen, and Damiano Sandri. (2020). Dampening Global Financial Shocks: Can Macroprudential Regulation Help (More than Capital Controls)? IMF Working Paper 20/106.

  12. Bianchi, Javier and Enrique Mendoza. (2018). Optimal Time-Consistent Macroprudential Policy. Journal of Political Economy 126:588-634.

  13. Borio, Claudio, Ilhyock Shim, and Hyun Song Shin. (2021). “Macro-financial Stability Frameworks: Experience and Challenges.” BIS mimeo.
    Paper not yet in RePEc: Add citation now

  14. Brunnermeier Markus, Thomas Eisenbach, and Yuliy Sannikov. (2013). “Macroeconomics with Financial Frictions: A Survey.” In Advances in Economics and Econometrics: Tenth World Congress of the Econometric Society, Vol. III, ed. D Acemoglu, M Arellano, E Dekel, pp. 3–94. Cambridge, UK: Cambridge Univ. Press.

  15. Buch, Claudia, Matthieu Bussière, Linda Goldberg and Robert Hills. (2019). “The International Transmission of Monetary Policy.” Journal of International Money and Finance 91(March): 29-48.

  16. Chari, Anusha, and Peter Henry. (2004). Risk Sharing and Asset Prices: Evidence from a Natural Experiment. Journal of Finance 59(3): 1295-1324.
    Paper not yet in RePEc: Add citation now

  17. Chari, Anusha, Karlye Dilts-Stedman, and Christian Lundblad. (2020). Capital Flows in Risky Times: Risk-on/Risk-off and Emerging Market Tail Risk. NBER Working Paper 27927.

  18. Chari, Anusha, Karlye Dilts-Stedman, and Christian Lundblad. (2021). Taper Tantrums: QE, its Aftermath and Emerging Market Capital Flows. Review of Financial Studies, 34 (3), :1445–1508.

  19. Chinn, Menzie, and Hiro Ito. (2008.) A New Measure of Financial Openness. Journal of Comparative Policy Analysis, 10(3): 309-322.
    Paper not yet in RePEc: Add citation now

  20. Cizel, Janko, Jon Frost, Aerdt Houben, and Peter Wierts. (2019). Effective Macroprudential Policy: Cross-Sector Substitution from Price and Quantity Measures. Journal of Money, Credit and Banking 51: 1209–235.

  21. Claessens, Stijn and Kristin Forbes. (2001). International Financial Contagion. Kluwer Academic Publishers.
    Paper not yet in RePEc: Add citation now
  22. Claessens, Stijn. (2015). “An Overview of Macroprudential Tools.” Annual Review of Financial Economics 7: 397-422.
    Paper not yet in RePEc: Add citation now
  23. Committee on the Global Financial System (CGFS). (2010). Macroprudential Instruments and Frameworks: Stocktaking of Issues and Experiences. CGFS Papers 38.
    Paper not yet in RePEc: Add citation now

  24. Eguren-Martin, Fernando, Cian ONeill, Andrej Sokol, and Lukas von dem Berge. (2020). Capital Flows-at-Risk: Push, Pull and the Role of Policy. Bank of England Staff Working Paper No. 881.

  25. Engel, Charles. (2016). “Macroprudential Policy in a World of High Capital Mobility: Policy Implications from an Academic Perspective.” Journal of the Japanese and International Economies 42(Dec): 162-172.
    Paper not yet in RePEc: Add citation now
  26. Fernández, Andrés, Michael W. Klein, Alessandro Rebucci, Martin Schindler and Martín Uribe. (2015).
    Paper not yet in RePEc: Add citation now

  27. Forbes, Kristin (2020). “Do Sounder Banks Make Calmer Waters? The Link Between Bank Regulations and Capital Flow Waves.” American Economic Review: Papers and Proceedings 110: 516-522.

  28. Forbes, Kristin and Francis Warnock. (2012). Capital Flow Waves: Surges, Stops, Flight and Retrenchment. Journal of International Economics 88 (2): 235–251.

  29. Forbes, Kristin and Francis Warnock. (2021). Capital Flow Waves—or Ripples? Extreme Capital Flow Movements Since the Crisis. Journal of International Money and Finance 116(Sept).

  30. Forbes, Kristin and Michael Klein. (2015). Pick Your Poison: The Choices and Consequences of Policy Responses to Crises. IMF Economic Review 63 (April): 197-237.

  31. Forbes, Kristin, Marcel Fratzscher, and Roland Straub. (2015). Capital-Flow Management Measures: What are They Good For? Journal of International Economics 96(S76-S97.

  32. Forbes, Kristin. (2007). The Microeconomic Evidence on Capital Controls: No Free Lunch. In Sebastian Edwards, ed. Capital Controls and Capital Flows in Emerging Economies: Policies, Practices, and Consequences. Chicago: University of Chicago Press, pgs. 171-199.

  33. Forbes, Kristin. (2021). The International Aspects of Macroprudential Policy. Annual Review of Economics, vol. 13.

  34. Frost, Jon, Hiro Ito, and René van Stralen. (2020). The Effectiveness of Macroprudential Policies and Capital Controls against Volatile Capital Inflows. Unpublished mimeo.

  35. Gabaix, Xavier. (2012). Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance. Quarterly Journal of Economics 127 (2): 645–700.

  36. Gelos, Gelos, Lucyna Gornicka, Robin Koepke, Ratna Sahay, and Silvia Sgherri. (2019). Capital Flows at Risk: Taming the Ebbs and Flows. IMF Working Paper WP/19/279.

  37. Ghysels, Eric. (2016). Macroeconomics and the Reality of Mixed Frequency Data. Journal of Econometrics, 193 (2): 294-314.

  38. Goldberg, Linda and Signe Krogstrup. (2019). “International Capital Flow Pressures.” NBER Working Paper 24286.
    Paper not yet in RePEc: Add citation now

  39. Gourio, François. (2012). Disaster Risk and Business Cycles. American Economic Review 102 (6): 2734–66.

  40. Hofmann, Boris, Ilhyock Shim, and Hyun Song Shin. (2020). Emerging market economy exchange rates and local currency bond markets amid the Covid-19 pandemic. BIS Bulletin No. 5.

  41. Ilzetzki, Ethan, Carmen Reinhart, and Kenneth Rogoff. (2019). “Exchange Arrangements Entering the Twenty-first Century: Which Anchor will Hold? The Quarterly Journal of Economics 134(2): 599-646.

  42. IMF-FSB-BIS. (2016). Elements of Effective Macroprudential Policies: Lessons from International Experience. Available at: http://www.imf.org/external/np/g20/pdf/2016/083116.pdf.
    Paper not yet in RePEc: Add citation now
  43. Koepke, Robin and Simon Paetzold. (2020). Capital Flow Data—A Guide for Empirical Analysis and Real-Time Tracking. IMF Working Paper WP/20/171.
    Paper not yet in RePEc: Add citation now
  44. Krippner, Leo. (2015) Zero Lower Bound Term Structure Modeling: A Practitioners Guide. PalgraveMacmillan.
    Paper not yet in RePEc: Add citation now

  45. Laeven, Luc and Fabian Valencia (2020). Systemic banking crises database II. IMF Economic Review, 68(2), pp. 307-361, Mano, Rui and Silvia Sgherri. (2020). One Shock, Many Policy Responses. IMF Working Paper WP/20/10. January.

  46. Miranda-Agrippino, Silvia and Hélène Rey. (2015). “US Monetary Policy and the Global Financial Cycle.” NBER Working Paper 21722.

  47. Miranda-Agrippino, Silvia and Hélène Rey. (2020). “The Global Financial Cycle after Lehman.” American Economic Review: Papers and Proceedings 110: 523-528.

  48. Ostry, Jonathan, Atish Ghosh, Marcos Chamon, and Mahvash Qureshi. (2012). “Tools for Managing Financial-Stability Risks from Capital Inflows.” Journal of International Economics 88: 407-421.

  49. Rebucci, Alessandro and Chang Ma. (2019). Capital Controls: A Survey of the New Literature. NBER Working Paper 26558.

  50. Rey, Hélène. (2013). Dilemma not Trilemma: The Global Financial Cycle and Monetary Policy Independence. In Proceedings of the 2013 Federal Reserve Bank of Kansas City Economic Symposium at Jackson Hole, pgs. 285‐333.

  51. Romer, Christina and David Romer. (2019). Fiscal space and the aftermath of financial crises: how it matters and why. NBER Working Paper 25768.

  52. Shin, Hyun Song. (2013). The Second Phase of Global Liquidity and Its Impact on Emerging Markets. Speech at the Federal Reserve Bank of San Francisco Asia Economic Policy Conference, San Francisco.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Capital flows at risk: Taming the ebbs and flows. (2022). Sgherri, Silvia ; Gornicka, Lucyna ; Gelos, R. Gaston ; Koepke, Robin ; Sahay, Ratna.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:134:y:2022:i:c:s0022199621001355.

    Full description at Econpapers || Download paper

  2. Predictability of tail risks of Canada and the U.S. Over a Century: The role of spillovers and oil tail Risks?. (2022). Salisu, Afees ; Pierdzioch, Christian ; GUPTA, RANGAN.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821002163.

    Full description at Econpapers || Download paper

  3. Beautiful cycles: A theory and a model implying a curious role for interest. (2022). Gross, Marco.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:106:y:2022:i:c:s0264999321002674.

    Full description at Econpapers || Download paper

  4. General Bayesian time-varying parameter VARs for predicting government bond yields. (2021). Huber, Florian ; Hauzenberger, Niko ; Fischer, Manfred ; Pfarrhofer, Michael.
    In: Working Papers in Regional Science.
    RePEc:wiw:wus046:8006.

    Full description at Econpapers || Download paper

  5. Estimating a time-varying financial conditions index for South Africa. (2021). Kabundi, Alain ; Mbelu, Asithandile.
    In: Empirical Economics.
    RePEc:spr:empeco:v:60:y:2021:i:4:d:10.1007_s00181-020-01844-0.

    Full description at Econpapers || Download paper

  6. Predictability of Tail Risks of Canada and the U.S. Over a Century: The Role of Spillovers and Oil Tail Risks. (2021). Salisu, Afees ; Pierdzioch, Christian ; Gupta, Rangan.
    In: Working Papers.
    RePEc:pre:wpaper:202127.

    Full description at Econpapers || Download paper

  7. Geopolitical Risk and Forecastability of Tail Risk in the Oil Market: Evidence from Over a Century of Monthly Data. (2021). Salisu, Afees ; GUPTA, RANGAN ; Pierdzioch, Christian.
    In: Working Papers.
    RePEc:pre:wpaper:202122.

    Full description at Econpapers || Download paper

  8. Disaggregated Oil Shocks and Stock-Market Tail Risks: Evidence from a Panel of 48 Countries. (2021). GUPTA, RANGAN ; Sheng, Xin ; Ji, Qiang ; Pierdzioch, Christian.
    In: Working Papers.
    RePEc:pre:wpaper:202106.

    Full description at Econpapers || Download paper

  9. Vulnerable Funding in the Global Economy.. (2021). Uribe, Jorge ; Garron, Ignacio ; Chuliá, Helena.
    In: IREA Working Papers.
    RePEc:ira:wpaper:202106.

    Full description at Econpapers || Download paper

  10. Disaggregated oil shocks and stock-market tail risks: Evidence from a panel of 48 economics. (2021). GUPTA, RANGAN ; Ji, Qiang ; Pierdzioch, Christian ; Sheng, Xin.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921001367.

    Full description at Econpapers || Download paper

  11. Systemic risk measures and distribution forecasting of macroeconomic shocks. (2021). Zhang, YU ; Liu, Yanzhen ; Chen, Guojin.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:75:y:2021:i:c:p:178-196.

    Full description at Econpapers || Download paper

  12. Downside risk, financial conditions and systemic risk in China. (2021). Li, Haoran ; Wang, BO.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x19304895.

    Full description at Econpapers || Download paper

  13. Technological progress and monetary policy: Managing the fourth industrial revolution. (2021). Poloz, Stephen S.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:114:y:2021:i:c:s026156062100022x.

    Full description at Econpapers || Download paper

  14. Local house-price vulnerability: Evidence from the U.S. and Canada. (2021). Alter, Adrian ; Mahoney, Elizabeth M.
    In: Journal of Housing Economics.
    RePEc:eee:jhouse:v:54:y:2021:i:c:s1051137721000413.

    Full description at Econpapers || Download paper

  15. Does judgment improve macroeconomic density forecasts?. (2021). Mitchell, James ; Garratt, Anthony ; Galvo, Ana Beatriz.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:37:y:2021:i:3:p:1247-1260.

    Full description at Econpapers || Download paper

  16. Forecasting macroeconomic risks. (2021). Giannone, Domenico ; Boyarchenko, Nina ; Adrian, Tobias ; Adams, Patrick A.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:37:y:2021:i:3:p:1173-1191.

    Full description at Econpapers || Download paper

  17. The effectiveness of currency intervention: Evidence from Mongolia. (2021). Pontines, Victor ; Luvsannyam, davaajargal ; Munkhtsetseg, Ulziikhutag ; Atarbaatar, Enkhjin.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121001517.

    Full description at Econpapers || Download paper

  18. Identifying indicators of systemic risk. (2021). Schüler, Yves ; Meinerding, Christoph ; Schuler, Yves S ; Hartwig, Benny.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:132:y:2021:i:c:s0022199621000921.

    Full description at Econpapers || Download paper

  19. Geopolitical risk and forecastability of tail risk in the oil market: Evidence from over a century of monthly data. (2021). Salisu, Afees ; Pierdzioch, Christian ; GUPTA, RANGAN.
    In: Energy.
    RePEc:eee:energy:v:235:y:2021:i:c:s0360544221015814.

    Full description at Econpapers || Download paper

  20. Boosting high dimensional predictive regressions with time varying parameters. (2021). Ng, Serena ; Yousuf, Kashif.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:224:y:2021:i:1:p:60-87.

    Full description at Econpapers || Download paper

  21. Bayesian MIDAS penalized regressions: Estimation, selection, and prediction. (2021). Mogliani, Matteo ; Simoni, Anna.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:222:y:2021:i:1:p:833-860.

    Full description at Econpapers || Download paper

  22. Asymmetric effects of financial conditions on GDP growth in Korea: A quantile regression analysis. (2021). Lee, Changhyun ; Kwark, Noh-Sun.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:94:y:2021:i:c:p:351-369.

    Full description at Econpapers || Download paper

  23. The time-varying risk of Italian GDP. (2021). Pacella, Claudia ; Busetti, Fabio ; delle Monache, Davide ; Caivano, Michele.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:101:y:2021:i:c:s0264999321001115.

    Full description at Econpapers || Download paper

  24. Economic policy uncertainty and China’s growth-at-risk. (2021). Deng, Xiang ; Zhu, Zixiang ; Cheng, Xiang ; Gu, Xin.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:70:y:2021:i:c:p:452-467.

    Full description at Econpapers || Download paper

  25. Impulse response analysis in conditional quantile models with an application to monetary policy. (2021). Mizen, Paul ; Kim, Tae-Hwan ; Lee, Dongjin.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:127:y:2021:i:c:s0165188921000373.

    Full description at Econpapers || Download paper

  26. Emerging Economies Vulnerability to Changes in Capital Flows: The Role of Global and Local Factors. (2021). Ueda, Kazuki ; Watanabe, Tomohiro ; Norimasa, Yoshihiko.
    In: Bank of Japan Working Paper Series.
    RePEc:boj:bojwps:wp21e05.

    Full description at Econpapers || Download paper

  27. The macroprudential toolkit: effectiveness and interactions. (2021). Rubio, Margarita ; Millard, Stephen ; Varadi, Alexandra.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0902.

    Full description at Econpapers || Download paper

  28. Una aplicación de la metodología Growth at Risk a Uruguay. (2021). Landaberry, Maria Victoria ; Vidal, Micaela ; Lluberas, Rodrigo.
    In: Documentos de trabajo.
    RePEc:bku:doctra:2021009.

    Full description at Econpapers || Download paper

  29. Measuring heterogeneity in banks interest rate setting in Russia. (2021). Sinyakov, Andrey ; Ponomarenko, Alexey ; Burova, Anna ; Ushakova, Yulia ; Popova, Svetlana.
    In: Bank of Russia Working Paper Series.
    RePEc:bkr:wpaper:wps77.

    Full description at Econpapers || Download paper

  30. Revisiting the Case for a Fiscal Union: the Federal Fiscal Channel of Downside-Risk Sharing in the United States. (2021). Rossi, Luca.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_1351_21.

    Full description at Econpapers || Download paper

  31. Tackling the Volatility Paradox: Spillover Persistence and Systemic Risk. (2021). Kubitza, Christian.
    In: ECONtribute Discussion Papers Series.
    RePEc:ajk:ajkdps:079.

    Full description at Econpapers || Download paper

  32. Is U.S. real output growth really non-normal? Testing distributional assumptions in time-varying location-scale models. (2021). Kruse-Becher, Robinson ; Demetrescu, Matei.
    In: CREATES Research Papers.
    RePEc:aah:create:2021-07.

    Full description at Econpapers || Download paper

  33. .

    Full description at Econpapers || Download paper

  34. Essays on Forecasting. (2020). Pacella, Claudia.
    In: ULB Institutional Repository.
    RePEc:ulb:ulbeco:2013/307579.

    Full description at Econpapers || Download paper

  35. Design of Methods for Long-Term Forecasting of Development Trends in the Russian Economy (Methodology and Model Toolkit). (2020). Beletskii, Yu V ; Treshchina, S V ; Suvorov, N V.
    In: Studies on Russian Economic Development.
    RePEc:spr:sorede:v:31:y:2020:i:6:d:10.1134_s107570072006012x.

    Full description at Econpapers || Download paper

  36. Uncertainty and Exchange Rates: Global Dynamics (Well, I Dont Quite Know Anymore). (2020). Suah, Jing Lian.
    In: MPRA Paper.
    RePEc:pra:mprapa:109087.

    Full description at Econpapers || Download paper

  37. The impact of Covid-19 on productivity. (2020). Varadi, Alexandra ; Rubio, Margarita ; Millard, Stephen.
    In: Discussion Papers.
    RePEc:not:notcfc:2020/14.

    Full description at Econpapers || Download paper

  38. The Economics of the Fed Put. (2020). Vissing-Jorgensen, Annette ; Cieslak, Anna.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:26894.

    Full description at Econpapers || Download paper

  39. One Shock, Many Policy Responses. (2020). Mano, Rui ; Sgherri, Silvia.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2020/010.

    Full description at Econpapers || Download paper

  40. Vulnerable growth in the euro area: Measuring the financial conditions. (2020). Jarociński, Marek ; Figueres, Juan ; Jarociski, Marek.
    In: Economics Letters.
    RePEc:eee:ecolet:v:191:y:2020:i:c:s016517652030104x.

    Full description at Econpapers || Download paper

  41. Financial conditions, business cycle fluctuations and growth at risk. (2020). Manganelli, Simone ; Falconio, Andrea .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20202470.

    Full description at Econpapers || Download paper

  42. Growth-and-risk trade-off. (2020). Perez Quiros, Gabriel ; Laeven, Luc ; Gadea, Maria Dolores ; Perez-Quiros, Gabriel.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20202397.

    Full description at Econpapers || Download paper

  43. Growth-and-Risk Trade-off. (2020). Gadea, Maria Dolores ; Laeven, Luc ; Perez-Quiros, Gabriel.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:14492.

    Full description at Econpapers || Download paper

  44. Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2020). Rossi, Barbara.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:14472.

    Full description at Econpapers || Download paper

  45. Risk Pooling, Leverage, and the Business Cycle. (2019). Pelizzon, Loriana ; Dindo, Pietro ; Modena, Andrea.
    In: Working Papers.
    RePEc:ven:wpaper:2019:21.

    Full description at Econpapers || Download paper

  46. Macrofinancial Linkages and Growth at Risk in the Dominican Republic. (2019). Rousset, Marina V ; Bespalova, Olga.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2019/246.

    Full description at Econpapers || Download paper

  47. Tractable Rare Disaster Probability and Options-Pricing. (2019). Barro, Robert ; Liao, Gordon Y.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2019-73.

    Full description at Econpapers || Download paper

  48. Growth in stress. (2019). Ruiz, Esther ; Gonzalez-Rivera, Gloria ; Maldonado, Javier.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:35:y:2019:i:3:p:948-966.

    Full description at Econpapers || Download paper

  49. Forecasting and stress testing with quantile vector autoregression. (2019). Manganelli, Simone ; Chavleishvili, Sulkhan.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20192330.

    Full description at Econpapers || Download paper

  50. Risk Pooling, Leverage, and the Business Cycle. (2019). Pelizzon, Loriana ; Dindo, Pietro ; Modena, Andrea.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_7772.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-01-17 04:38:16 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.