The predictive content of financial cycle measures for output fluctuations
Download full text from publisher
References listed on IDEAS
- Stéphanie Guichard & David Haugh & David Turner, 2009. "Quantifying the Effect of Financial Conditions in the Euro Area, Japan, United Kingdom and United States," OECD Economics Department Working Papers 677, OECD Publishing.
- Stijn Claessens & M. Ayhan Kose & Marco E. Terrones, 2009.
"What happens during recessions, crunches and busts?,"
CEPR;CES;MSH, vol. 24, pages 653-700, October.
- Marco Terrones & Ayhan Kose & Stijn Claessens, 2008. "What Happens During Recessions, Crunches and Busts?," IMF Working Papers 08/274, International Monetary Fund.
- Claessens, Stijn & Kose, Ayhan & Terrones, Marco E, 2008. "What Happens During Recessions, Crunches and Busts?," CEPR Discussion Papers 7085, C.E.P.R. Discussion Papers.
- Gilchrist, Simon & Yankov, Vladimir & Zakrajsek, Egon, 2009.
"Credit market shocks and economic fluctuations: Evidence from corporate bond and stock markets,"
Journal of Monetary Economics,
Elsevier, vol. 56(4), pages 471-493, May.
- Simon Gilchrist & Vladimir Yankov & Egon Zakrajsek, 2009. "Credit Market Shocks and Economic Fluctuations: Evidence from Corporate Bond and Stock Markets," NBER Working Papers 14863, National Bureau of Economic Research, Inc.
- Vladimir Yankov & Egon Zakrajsek & Simon Gilchrist, 2009. "Credit Market Shocks and Economic Fluctuations: Evidence from Corporate Bond and Stock Markets," 2009 Meeting Papers 514, Society for Economic Dynamics.
- Mathias Drehmann & Claudio Borio & Leonardo Gambacorta & Gabriel Jiminez & Carlos Trucharte, 2010. "Countercyclical capital buffers: exploring options," BIS Working Papers 317, Bank for International Settlements.
- M. Ayhan Kose & Christopher Otrok & Charles H. Whiteman, 2003. "International Business Cycles: World, Region, and Country-Specific Factors," American Economic Review, American Economic Association, vol. 93(4), pages 1216-1239, September.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Strohsal, Till & Proaño, Christian R. & Wolters, Jürgen, 2015.
"Characterizing the Financial Cycle: Evidence from a Frequency Domain Analysis,"
Annual Conference 2015 (Muenster): Economic Development - Theory and Policy
113143, Verein für Socialpolitik / German Economic Association.
- Strohsal, Till & Proaño, Christian R. & Wolters, Jürgen, 2015. "Characterizing the financial cycle: Evidence from a frequency domain analysis," Discussion Papers 22/2015, Deutsche Bundesbank.
- Till Strohsal & Christian R. Proaño & Jürgen Wolters, 2017. "Characterizing the financial cycle: evidence from a frequency domain analysis," IMK Working Paper 189-2017, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
- Till Strohsal & Christian R. Proaño & Jürgen Wolters, 2015. "Characterizing the Financial Cycle: Evidence from a Frequency Domain Analysis," SFB 649 Discussion Papers SFB649DP2015-021, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- van Roye, Björn, 2011. "Financial stress and economic activity in Germany and the Euro Area," Kiel Working Papers 1743, Kiel Institute for the World Economy (IfW).
- repec:tpr:asiaec:v:16:y:2017:i:2:p:83-117 is not listed on IDEAS
- Aboura, Sofiane & van Roye, Björn, 2013.
"Financial stress and economic dynamics: An application to France,"
Kiel Working Papers
1834, Kiel Institute for the World Economy (IfW).
- Sofiane Aboura & Björn Van Roye, 2017. "Financial stress and economic dynamics: An application to France," Working Papers hal-01526393, HAL.
- German Forero-Laverde, 2016. "Are All Booms and Busts Created Equal? A New Methodology for Understanding Bull and Bear Stock Markets," UB Economics Working Papers 2016/339, Universitat de Barcelona, Facultat d'Economia i Empresa, UB Economics.
- Park, Cyn-Young & Mercado, Rogelio V., 2014.
"Determinants of financial stress in emerging market economies,"
Journal of Banking & Finance,
Elsevier, vol. 45(C), pages 199-224.
- Park, Cyn-Young & Mercado, Jr., Rogelio V., 2013. "Determinants of Financial Stress in Emerging Market Economies," ADB Economics Working Paper Series 356, Asian Development Bank.
- Borio, Claudio, 2014.
"The financial cycle and macroeconomics: What have we learnt?,"
Journal of Banking & Finance,
Elsevier, vol. 45(C), pages 182-198.
- Claudio Borio, 2012. "The financial cycle and macroeconomics: What have we learnt?," BIS Working Papers 395, Bank for International Settlements.
- Björn Roye, 2014. "Financial stress and economic activity in Germany," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 41(1), pages 101-126, February.
- Sun, Lixin & Huang, Yuqin, 2016.
"Measuring the instability of China's financial system: Indices construction and an early warning system,"
Economics - The Open-Access, Open-Assessment E-Journal,
Kiel Institute for the World Economy (IfW), vol. 10, pages 1-41.
- Sun, Lixin & Huang, Yuqin, 2013. "Measuring the Instability of China’s Financial System: Indices Construction and an Early Warning System," MPRA Paper 68497, University Library of Munich, Germany, revised 2014.
- Sun, Lixin & Huang, Yuqin, 2016. "Measuring the instability of China's financial system: Indices construction and an early warning system," Economics Discussion Papers 2016-4, Kiel Institute for the World Economy (IfW).
- repec:rjr:romjef:v::y:2017:i:3:p:18-36 is not listed on IDEAS
- Mercè Sala-Rios & Teresa Torres-Solé & Mariona Farré-Perdiguer, 2016. "Credit and business cycles’ relationship: evidence from Spain," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 15(3), pages 149-171, December.
- Guido Bulligan & Lorenzo Burlon & Davide Delle Monache & Andrea Silvestrini, 2017. "Real and financial cycles: estimates using unobserved component models for the Italian economy," Questioni di Economia e Finanza (Occasional Papers) 382, Bank of Italy, Economic Research and International Relations Area.
- Olaolu Richard Olayeni, 2016. "Causality in Continuous Wavelet Transform Without Spectral Matrix Factorization: Theory and Application," Computational Economics, Springer;Society for Computational Economics, vol. 47(3), pages 321-340, March.
- Łukasz Lenart & Mateusz Pipień, 2015. "Empirical Properties of the Credit and Equity Cycle within Almost Periodically Correlated Stochastic Processes - the Case of Poland, UK and USA," Central European Journal of Economic Modelling and Econometrics, CEJEME, vol. 7(3), pages 169-186, September.
More about this item
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- E51 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Money Supply; Credit; Money Multipliers
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bis:bisqtr:1106g. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christian Beslmeisl). General contact details of provider: http://edirc.repec.org/data/bisssch.html .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.