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Norbert Metiu

Citations

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Working papers

  1. Metiu, Norbert, 2024. "A financial stress indicator for Germany," Technical Papers 10/2024, Deutsche Bundesbank.

    Cited by:

    1. Plaasch, Jannick & Röthig, Andreas, 2025. "A growth-at-risk model for the German economy," Technical Papers 05/2025, Deutsche Bundesbank.

  2. Metiu, Norbert & Prieto, Esteban, 2023. "The macroeconomic effects of inflation uncertainty," Discussion Papers 32/2023, Deutsche Bundesbank.

    Cited by:

    1. Christian Garciga & Randal J. Verbrugge & Saeed Zaman, 2024. "Improving the Median CPI: Maximal Disaggregation Isn't Necessarily Optimal," Working Papers 24-02R2, Federal Reserve Bank of Cleveland, revised 03 Feb 2026.

  3. Eickmeier, Sandra & Metiu, Norbert & Prieto, Esteban, 2023. "Time-varying volatility, financial intermediation and monetary policy," CEPR Discussion Papers 18388, C.E.P.R. Discussion Papers.

    Cited by:

    1. Drobetz, Wolfgang & El Ghoul, Sadok & Guedhami, Omrane & Janzen, Malte, 2018. "Policy uncertainty, investment, and the cost of capital," Journal of Financial Stability, Elsevier, vol. 39(C), pages 28-45.
    2. Schüler, Yves S. & Hiebert, Paul P. & Peltonen, Tuomas A., 2020. "Financial cycles: Characterisation and real-time measurement," Journal of International Money and Finance, Elsevier, vol. 100(C).
    3. Falck, Elisabeth & Hoffmann, Mathias & Hürtgen, Patrick, 2017. "Disagreement and monetary policy," Discussion Papers 29/2017, Deutsche Bundesbank.
    4. Shang, Fei, 2022. "The effect of uncertainty on the sensitivity of the yield curve to monetary policy surprises," Journal of Economic Dynamics and Control, Elsevier, vol. 137(C).
    5. Rünstler, Gerhard & Bräuer, Leonie, 2020. "Monetary policy transmission over the leverage cycle: evidence for the euro area," Working Paper Series 2421, European Central Bank.
    6. Efrem Castelnuovo, 2019. "Yield Curve and Financial Uncertainty: Evidence Based on US Data," Melbourne Institute Working Paper Series wp2019n05, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
    7. Herwartz, Helmut & Maxand, Simone & Rohloff, Hannes, 2018. "Lean against the wind or float with the storm? Revisiting the monetary policy asset price nexus by means of a novel statistical identification approach," University of Göttingen Working Papers in Economics 354, University of Goettingen, Department of Economics.
    8. Efrem Castelnuovo, 2019. "Domestic and Global Uncertainty: A Survey and Some New Results," CESifo Working Paper Series 7900, CESifo.
    9. Castelnuovo, Efrem & Pellegrino, Giovanni, 2018. "Uncertainty-dependent effects of monetary policy shocks: A new-Keynesian interpretation," Journal of Economic Dynamics and Control, Elsevier, vol. 93(C), pages 277-296.
    10. Caggiano, Giovanni & Castelnuovo, Efrem & Damette, Olivier & Parent, Antoine & Pellegrino, Giovanni, 2017. "Liquidity traps and large-scale financial crises," Journal of Economic Dynamics and Control, Elsevier, vol. 81(C), pages 99-114.
    11. Efrem Castelnuovo & Guay C. Lim, 2018. "What Do We Know about the Macroeconomic Effects of Fiscal Policy? A Brief Survey of the Literature on Fiscal Multipliers," CESifo Working Paper Series 7366, CESifo.
    12. Abbate, Angela & Eickmeier, Sandra & Prieto, Esteban, 2016. "Financial shocks and inflation dynamics," Discussion Papers 41/2016, Deutsche Bundesbank.
    13. Saygin Sahinoz & Evren Erdogan Cosar, 2020. "Quantifying uncertainty and identifying its impacts on the Turkish economy," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 47(2), pages 365-387, May.
    14. Quelhas, João, 2022. "Monetary Policy Uncertainty and its impact on the real economy: Empirical Evidence from the Euro area," MPRA Paper 113621, University Library of Munich, Germany, revised May 2022.
    15. Chevaughn van der Westhuizen & Renee van Eyden & Goodness C. Aye, 2023. "Monetary Policy Effectiveness in the Face of Uncertainty: The Real Macroeconomic Impact of a Monetary Policy Shock in South Africa during High and Low Uncertainty States," Working Papers 202331, University of Pretoria, Department of Economics.
    16. Giovanni Pellegrino, 2020. "Uncertainty and Monetary Policy in the US: A Journey into Non-Linear Territory," Economics Working Papers 2020-05, Department of Economics and Business Economics, Aarhus University.
    17. Giovanni Caggiano & Efrem Castelnuovo & Gabriela Nodari, 2017. "Uncertainty and Monetary Policy in Good and Bad Times," RBA Research Discussion Papers rdp2017-06, Reserve Bank of Australia.
    18. Li, Zehao, 2022. "Financial intermediary leverage and monetary policy transmission," European Economic Review, Elsevier, vol. 144(C).
    19. Corrêa, Wilson Luiz Rotatori & Lopes, Luckas Sabioni, 2023. "Monetary policy transmission, productive activity, and inflation in Brazil: Does uncertainty matter?," The Journal of Economic Asymmetries, Elsevier, vol. 27(C).
    20. Herwartz, Helmut & Rohloff, Hannes, 2018. "Less bang for the buck? Assessing the role of inflation uncertainty for U.S. monetary policy transmission in a data rich environment," University of Göttingen Working Papers in Economics 358, University of Goettingen, Department of Economics.
    21. Zulquar Nain & Bandi Kamaiah, 2020. "Uncertainty and Effectiveness of Monetary Policy: A Bayesian Markov Switching-VAR Analysis," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 9(special i), pages 237-265.
    22. Franz, Thorsten, 2019. "Monetary policy, housing, and collateral constraints," Discussion Papers 02/2019, Deutsche Bundesbank.
    23. Lu, Jiajun & Lv, Linying & Wang, Yizhong & Zhu, Yueteng, 2025. "The real effect of monetary policy under uncertainty: Evidence from the change in corporate financing purposes," Journal of Banking & Finance, Elsevier, vol. 172(C).

  4. Metiu, Norbert, 2022. "A composite indicator of financial conditions for Germany," Technical Papers 03/2022, Deutsche Bundesbank.

    Cited by:

    1. Sarah Vella, 2025. "Constructing a country-specific indicator for cyclical systemic risk," Economic Change and Restructuring, Springer, vol. 58(3), pages 1-63, June.
    2. Plaasch, Jannick & Röthig, Andreas, 2025. "A growth-at-risk model for the German economy," Technical Papers 05/2025, Deutsche Bundesbank.
    3. Metiu, Norbert, 2024. "A financial stress indicator for Germany," Technical Papers 10/2024, Deutsche Bundesbank.

  5. Beutel, Johannes & Metiu, Norbert & Stockerl, Valentin, 2021. "Toothless tiger with claws? Financial stability communication, expectations, and risk-taking," Discussion Papers 05/2021, Deutsche Bundesbank.

    Cited by:

    1. Hamdi Jbir, 2025. "Does financial stability communication affect financial asset prices? Evidence from the Bank of England's communication experiment," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 30(2), pages 1831-1855, April.
    2. Stolbov, Mikhail & Shchepeleva, Maria & Karminsky, Alexander, 2022. "When central bank research meets Google search: A sentiment index of global financial stress," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 81(C).
    3. Metiu, Norbert & Stockerl, Valentin, 2024. "What moves households' expectations during a crisis? Evidence from a randomized information experiment," Discussion Papers 42/2024, Deutsche Bundesbank.
    4. List, Sophia & Metiu, Norbert, 2025. "Monetary policy, central bank information, and bank lending: Evidence from German banks," Discussion Papers 06/2025, Deutsche Bundesbank.
    5. Brice Corgnet & Camille Cornand & Pauline Gandré, 2025. "Can Information Shape Macroeconomic Disaster Risk Perception and Stimulate Investment? An Experiment with Experts and Laypersons," Working Papers 2515, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon.
    6. Syngjoo Choi & Bongseob Kim & Young-Sik Kim & Ohik Kwon, 2023. "Central Bank Digital Currency and Privacy: A Randomized Survey Experiment," BIS Working Papers 1147, Bank for International Settlements.

  6. Metiu, Norbert, 2020. "Anticipation effects of protectionist U.S. trade policies," Discussion Papers 52/2020, Deutsche Bundesbank.

    Cited by:

    1. Jettawat Pattararangrong & Wisarut Suwanprasert, 2025. "Fast and Furious: Daily Export Responses to the Liberation Day Tariff Shock," PIER Discussion Papers 244, Puey Ungphakorn Institute for Economic Research, revised Mar 2026.
    2. Metiu, Norbert & Prieto, Esteban, 2025. "Time-varying stock return correlation, news shocks, and business cycles," European Economic Review, Elsevier, vol. 172(C).
    3. Metiu, Norbert & Prieto, Esteban, 2023. "The macroeconomic effects of inflation uncertainty," Discussion Papers 32/2023, Deutsche Bundesbank.
    4. Dainauskas, J. & Lastauskas, P., 2024. "Trade Shocks and the Transitional Dynamics of Markups," Cambridge Working Papers in Economics 2431, Faculty of Economics, University of Cambridge.
    5. Simon Lloyd & Ed Manuel, 2024. "Controls, Not Shocks: Estimating Dynamic Causal Effects in Macroeconomics," Discussion Papers 2422, Centre for Macroeconomics (CFM).
    6. Bonk, Alica Ida & Larkou, Chloe, 2025. "The macroeconomic impact of trade policy: a new identification approach," Working Paper Series 3102, European Central Bank.
    7. Beutel, Johannes & Emter, Lorenz & Metiu, Norbert & Prieto, Esteban & Schüler, Yves, 2025. "The global financial cycle and macroeconomic tail risks," Journal of International Money and Finance, Elsevier, vol. 156(C).
    8. Hayakawa,Kazunobu & Yamanouchi,Kenta, 2026. "Switching between Existing and New Trade Agreements: Evidence from Japan’s Imports from Vietnam," IDE Discussion Papers 988, Institute of Developing Economies, Japan External Trade Organization(JETRO).
    9. Shlomo Yedidia Tarba & Mohammad Faisal Ahammad & Ilan Alon & Jeremy Clegg & Ilan Vertinsky, 2024. "Protectionism in the International Business: Editorial to the Focused Issue," Management International Review, Springer, vol. 64(2), pages 337-341, April.
    10. HAYAKAWA,Kazunobu, 2025. "Trade Effects of US Tariffs under Trump 2.0," IDE Discussion Papers 976, Institute of Developing Economies, Japan External Trade Organization(JETRO).
    11. Wang, Mudan & Xie, Zeyu, 2025. "International trade barriers, export and industrial resilience: An empirical study based on the EU and USA antidumping and countervailing policies on photovoltaic products," Energy Policy, Elsevier, vol. 201(C).
    12. Maliar, Lilia & Taylor, John B., 2024. "Odyssean forward guidance in normal times," Journal of Economic Dynamics and Control, Elsevier, vol. 165(C).

  7. Hilberg, Björn & Grill, Michael & Metiu, Norbert, 2016. "Credit constraints and the international propagation of US financial shocks," Working Paper Series 1954, European Central Bank.

    Cited by:

    1. Natalya Zelenyuk & Robert Faff & Shams Pathan, 2020. "Size‐conditioned mandatory capital adequacy disclosure and bank intermediation," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 60(4), pages 4387-4417, December.
    2. Castelnuovo, Efrem & Pellegrino, Giovanni, 2018. "Uncertainty-dependent effects of monetary policy shocks: A new-Keynesian interpretation," Journal of Economic Dynamics and Control, Elsevier, vol. 93(C), pages 277-296.
    3. Andrejs Zlobins, 2021. "On the Time-varying Effects of the ECB's Asset Purchases," Working Papers 2021/02, Latvijas Banka.
    4. Stolbov, Mikhail & Shchepeleva, Maria & Karminsky, Alexander, 2022. "When central bank research meets Google search: A sentiment index of global financial stress," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 81(C).
    5. Beutel, Johannes & Emter, Lorenz & Metiu, Norbert & Prieto, Esteban & Schüler, Yves, 2025. "The global financial cycle and macroeconomic tail risks," Journal of International Money and Finance, Elsevier, vol. 156(C).
    6. Stolbov, Mikhail & Shchepeleva, Maria, 2022. "Modeling global real economic activity: Evidence from variable selection across quantiles," The Journal of Economic Asymmetries, Elsevier, vol. 25(C).

  8. Metiu, Norbert & Hilberg, Björn & Grill, Michael, 2015. "Financial frictions and global spillovers," Discussion Papers 04/2015, Deutsche Bundesbank.

    Cited by:

    1. Pierre-Richard Agénor & Luiz A. Pereira da Silva, 2022. "Financial spillovers, spillbacks, and the scope for international macroprudential policy coordination," International Economics and Economic Policy, Springer, vol. 19(1), pages 79-127, February.
    2. Francesco Corsello & Valerio Nispi Landi, 2018. "Labor market and financial shocks: a time varying analysis," Temi di discussione (Economic working papers) 1179, Bank of Italy, Economic Research and International Relations Area.
    3. Donal Smith, 2016. "The International Impact of Financial Shocks: A Global VAR and Connectedness Measures Approach," Discussion Papers 16/07, Department of Economics, University of York.
    4. Efrem Castelnuovo & Giovanni Pellegrino, 2018. "Uncertainty-dependent Effects of Monetary Policy Shocks: A New Keynesian Interpretation," "Marco Fanno" Working Papers 0219, Dipartimento di Scienze Economiche "Marco Fanno".
    5. David Aikman & Andreas Lehnert & J. Nellie Liang & Michele Modugno, 2016. "Financial Vulnerabilities, Macroeconomic Dynamics, and Monetary Policy," Finance and Economics Discussion Series 2016-055, Board of Governors of the Federal Reserve System (U.S.).

  9. Meller, Barbara & Metiu, Norbert, 2015. "The synchronization of European credit cycles," Discussion Papers 20/2015, Deutsche Bundesbank.

    Cited by:

    1. Mariarosaria Comunale, 2017. "Synchronicity of real and financial cycles and structural characteristics in EU countries," Bank of Lithuania Occasional Paper Series 15, Bank of Lithuania.
    2. Miguel Angel Saldarriaga, 2017. "Credit Booms in Commodity Exporters," Working Papers 98, Peruvian Economic Association.
    3. Roberta Fiori & Claudia Pacella, 2019. "Should the CCYB be enhanced with a sectoral dimension? The case of Italy," Questioni di Economia e Finanza (Occasional Papers) 499, Bank of Italy, Economic Research and International Relations Area.
    4. Bruno De Backer & Hans Dewachter & Stijn Ferrari & Mara Pirovano & Christophe Van Nieuwenhuyze, 2016. "Credit gaps in Belgium : identification, characteristics and lessons for macroprudential policy," Financial Stability Review, National Bank of Belgium, vol. 14(1), pages 153-170, June.
    5. Samarina, Anna & Zhang, Lu & Bezemer, Dirk, 2017. "Credit cycle coherence in the eurozone: Was there a euro effect?," Journal of International Money and Finance, Elsevier, vol. 77(C), pages 77-98.
    6. Rünstler, Gerhard & Balfoussia, Hiona & Burlon, Lorenzo & Buss, Ginters & Comunale, Mariarosaria & De Backer, Bruno & Dewachter, Hans & Guarda, Paolo & Haavio, Markus & Hindrayanto, Irma & Iskrev, Nik, 2018. "Real and financial cycles in EU countries - Stylised facts and modelling implications," Occasional Paper Series 205, European Central Bank.
    7. Schüler, Yves S., 2018. "Detrending and financial cycle facts across G7 countries: mind a spurious medium term!," Working Paper Series 2138, European Central Bank.
    8. Dalia Mansour-Ibrahim, 2023. "Are the Eurozone Financial and Business Cycles Convergent Across Time and Frequency?," Computational Economics, Springer;Society for Computational Economics, vol. 61(1), pages 389-427, January.

  10. Bertrand Candelon & Norbert Metiu & Stefan Straetmans, 2014. "Disentangling economic recessions and depressions," Working Papers 2014-328, Department of Research, Ipag Business School.

    Cited by:

    1. Meller, Barbara & Metiu, Norbert, 2015. "The synchronization of European credit cycles," Discussion Papers 20/2015, Deutsche Bundesbank.
    2. Christian R. Proaño & Artur Tarassow, 2017. "Evaluating the predicting power of ordered probit models for multiple business cycle phases in the U.S. and Japan," IMK Working Paper 188-2017, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.

  11. Candelon, Bertrand & Metiu, Norbert, 2013. "A distribution-free test for outliers," Discussion Papers 02/2013, Deutsche Bundesbank.

    Cited by:

    1. Fricke, Christoph & Menkhoff, Lukas, 2015. "Financial conditions, macroeconomic factors and disaggregated bond excess returns," Journal of Banking & Finance, Elsevier, vol. 58(C), pages 80-94.
    2. Candelon, Bertrand & Metiu, Norbert & Straetmans, Stefan, 2013. "Disentangling economic recessions and depressions," Discussion Papers 43/2013, Deutsche Bundesbank.
    3. Namrata Chaudhary & Drimik Roy Chowdhury, 2019. "Data Preprocessing for Evaluation of Recommendation Models in E-Commerce," Data, MDPI, vol. 4(1), pages 1-22, January.

  12. Borsi, Mihály Tamás & Metiu, Norbert, 2013. "The evolution of economic convergence in the European Union," Discussion Papers 28/2013, Deutsche Bundesbank.

    Cited by:

    1. Ivana Rukavina, 2022. "Evaluation of macroeconomic outcomes and the seven-year membership of Croatia in the European Union," Public Sector Economics, Institute of Public Finance, vol. 46(1), pages 1-42.
    2. Gospodarowicz, Marcin & Grochowska, Renata & Judzińska, Agnieszka & Łopaciuk, Wiesław & Manko, Stanislaw & Oliński, Marian & Wasilewski, Adam & Wigier, Marek, 2013. "CAP implementation in Poland - state and perspectives," Multiannual Program Reports 179500, Institute of Agricultural and Food Economics - National Research Institute (IAFE-NRI).
    3. Smirnykh, Larisa & Wörgötter, Andreas, 2021. "Regional convergence in CEE before and after the Global Financial Crisis," ECON WPS - Working Papers in Economic Theory and Policy 03/2021, TU Wien, Institute of Statistics and Mathematical Methods in Economics, Economics Research Unit.
    4. Mattia Guerini & Duc Thi Luu & Mauro Napoletano, 2019. "Synchronization patterns in the European Union," Working Papers hal-03403185, HAL.
    5. CATTARUZZO Sebastiano, 2020. "On R&D sectoral intensities and convergence clubs," JRC Working Papers on Corporate R&D and Innovation 2020-01, Joint Research Centre.
    6. Gül Ertan Özgüzer & Ayla Ogus Binatli, 2015. "Economic Convergence in the EU: A Complexity Approach," Working Papers 1503, Izmir University of Economics.
    7. Cavallaro, Eleonora & Villani, Ilaria, 2022. "Beyond financial deepening: Rethinking the finance-growth relationship in an uneven world," Economic Modelling, Elsevier, vol. 116(C).
    8. Francesco Aiello & Fernanda Ricotta, 2016. "Firm heterogeneity in productivity across Europe: evidence from multilevel models," Economics of Innovation and New Technology, Taylor & Francis Journals, vol. 25(1), pages 57-89, January.
    9. Zuzanna Urbanowicz, 2015. "Nieadekwatność polityki pieniężnej Europejskiego Banku Centralnego w procesie stabilizacji makroekonomicznej w strefie euro," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 4, pages 5-25.
    10. Anna Busłowska & Jacek Marcinkiewicz, 2023. "Social Cohesion of Functional Urban Areas (Example of Eastern Poland)," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 167(1), pages 451-473, June.
    11. Desli, Evangelia & Gkoulgkoutsika, Alexandra, 2021. "Economic convergence among the world’s top-income economies," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 841-853.
    12. Bilge Eriş-Dereli & Mehmet Pinar, 2025. "Skilled labor convergence across Turkish regions: a club convergence algorithm approach," Empirical Economics, Springer, vol. 69(4), pages 2267-2309, October.
    13. Cutrini, Eleonora & Mendez, Carlos, 2023. "Convergence clubs and spatial structural change in the European Union," Structural Change and Economic Dynamics, Elsevier, vol. 67(C), pages 167-181.
    14. Strunz, Sebastian & Gawel, Erik & Lehmann, Paul & Söderholm, Patrik, 2015. "Policy convergence: A conceptual framework based on lessons from renewable energy policies in the EU," UFZ Discussion Papers 14/2015, Helmholtz Centre for Environmental Research (UFZ), Division of Social Sciences (ÖKUS).
    15. Pintera, Jan, 2024. "Regional convergence in the European Union – Factors of growth between the great recession and the COVID crisis," Economic Systems, Elsevier, vol. 48(1).
    16. Michał Bernardelli & Mariusz Pró chniak & Bartosz Witkowski, 2019. "Towards the similarity of the countries in terms of business cycle synchronization and income level equalization–empirical analysis," Journal of Administrative and Business Studies, Professor Dr. Usman Raja, vol. 5(5), pages 291-302.
    17. Fiaschi, Davide & Gianmoena, Lisa & Parenti, Angela, 2018. "Spatial club dynamics in European regions," Regional Science and Urban Economics, Elsevier, vol. 72(C), pages 115-130.
    18. Eleonora Cavallaro & Ilaria Villani, 2023. "Financial asymmetries, risk sharing and growth in the EU," Working Papers 2023.12, International Network for Economic Research - INFER.
    19. CRISTOVA-BALKANSKA, Iskra, 2014. "Economic Development Of Bulgaria And Romania In The Post Crisis Period," Journal of Financial and Monetary Economics, Centre of Financial and Monetary Research "Victor Slavescu", vol. 1(1), pages 2-9.
    20. Jacek Batog & Barbara Batog, 2021. "Marginal Vertical Convergence: New Approach in Real Convergence Analysis," European Research Studies Journal, European Research Studies Journal, vol. 0(1), pages 1073-1088.
    21. Lin, Yi-Chen & Deng, Wen-Shuenn, 2018. "Are per capita international tourist arrivals converging?," International Review of Economics & Finance, Elsevier, vol. 57(C), pages 274-290.
    22. Zhengzheng Li & Zhongyang Sun & Kaihua Wang & Oana-Ramona Lobonț, 2024. "Symphony or Solo: Does Convergence Exist in Environmental Taxation among EU Countries?," Sustainability, MDPI, vol. 16(17), pages 1-21, September.
    23. Abreha,Kaleb & Rafael Amaral Ornelas & Gabriel Roberto Zaourak, 2024. "Regional Convergence in Brazil," Policy Research Working Paper Series 10904, The World Bank.
    24. Cutrini, Eleonora, 2019. "Economic integration, structural change, and uneven development in the European Union," Structural Change and Economic Dynamics, Elsevier, vol. 50(C), pages 102-113.
    25. Michał Bernardelli & Mariusz Próchniak & Bartosz Witkowski, 2017. "Cycle and Income-Level Convergence in the EU Countries: An Identification of Turning Points Based on the Hidden Markov Models," Collegium of Economic Analysis Annals, Warsaw School of Economics, Collegium of Economic Analysis, issue 47, pages 27-42.
    26. Fulterer, Ruth & Lungu, Ioana, 2018. "The Speeds of Europe - An Analysis of Regional Disparities Across the EU," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, issue 2, pages 169-190.
    27. Debora Revoltella & Andrea Brasili & Rocco L. Bubbico & Annamária Tüske & Christoph Weiss, 2019. "Framework Conditions, Innovation and Productivity in European Regions," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 61(2), pages 235-259, June.
    28. Barrios, Candelaria & Flores, Esther, 2019. "Club convergence in innovation activity across European regions," MPRA Paper 123486, University Library of Munich, Germany.
    29. Domingo Rodríguez Benavides & Owen Eli Ceballos Minare, 2022. "Clubes de convergencia regional en Colombia 2000-2016: un análisis flexible por departamentos," INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH, Asociación Española de Ciencia Regional, issue 53, pages 47-65.
    30. Amendola, Marco, 2025. "Does economic convergence diverge along the income distribution? Evidence from a decile-based analysis," The Journal of Economic Asymmetries, Elsevier, vol. 32(C).
    31. Maximo Camacho & Angela Caro & German Lopez-Buenache, 2020. "The two-speed Europe in business cycle synchronization," Empirical Economics, Springer, vol. 59(3), pages 1069-1084, September.
    32. Vítor JPD Martinho, 2018. "A transversal perspective on global energy production and consumption: An approach based on convergence theory," Energy & Environment, , vol. 29(4), pages 556-575, June.
    33. Domingo Rodríguez Benavides & Owen Eli Ceballos Mina, 2024. "Pares de convergencia estocástica regional en Colombia: 2000-2016," Revista de Estudios Regionales, Universidades Públicas de Andalucía, vol. 0, pages 35-62.
    34. Siljak Dzenita, 2018. "Beta Convergence among Former Socialist Countries," South East European Journal of Economics and Business, Sciendo, vol. 13(2), pages 72-83, December.
    35. William Miles, 2021. "Convergence in the Eurozone: Progress Towards the Goal?," Economic Papers, The Economic Society of Australia, vol. 40(2), pages 116-133, June.
    36. Diego Aboal & Bibiana Lanzilotta & Martín Pereyra & María Paz Queraltó, 2020. "Regional economic development and convergence clubs in Uruguay," Documentos de Investigación 122, Universidad ORT Uruguay. Facultad de Administración y Ciencias Sociales.
    37. Isabel Abínzano & Francisco J. López‐Arceiz & Idoia Zabaleta, 2023. "Can tax regulations moderate revenue diversification and reduce financial distress in nonprofit organizations?," Annals of Public and Cooperative Economics, Wiley Blackwell, vol. 94(1), pages 301-342, March.
    38. Iskra CHRISTOVA-BALKANSKA, 2016. "Bulgarian economic development and EU integration. How FDI and EU structural," Romanian Journal of Economics, Institute of National Economy, vol. 42(1(51)), pages 36-69, june.
    39. Cavallaro, Eleonora & Villani, Ilaria, 2024. "Financial resilience, growth and risk sharing in the EU," International Economics, Elsevier, vol. 180(C).
    40. Glawe, Linda & Wagner, Helmut, 2021. "Convergence, divergence, or multiple steady states? New evidence on the institutional development within the European Union," Journal of Comparative Economics, Elsevier, vol. 49(3), pages 860-884.
    41. Sebastian Blesse & Annika Havlik & Friedrich Heinemann, 2019. "Euro Area Reform Preferences of Central and Eastern European Economic Experts," EconPol Working Paper 37, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
    42. Michal Bernardelli & Mariusz Prochniak & Bartosz Witkowski, 2017. "The application of hidden Markov models to the analysis of real convergence," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 17, pages 59-80.
    43. Michał Bernardelli & Mariusz Próchniak & Bartosz Witkowski, 2018. "Przydatność ukrytych modeli Markowa do oceny podobieństwa krajów w zakresie synchronizacji wahań cyklicznych i wyrównywania się poziomów dochodu," Collegium of Economic Analysis Annals, Warsaw School of Economics, Collegium of Economic Analysis, issue 53, pages 77-96.
    44. Niţoi, Mihai & Pochea, Maria Miruna, 2016. "Testing financial markets convergence in Central and Eastern Europe: A non-linear single factor model," Economic Systems, Elsevier, vol. 40(2), pages 323-334.
    45. Philip Haynes & Jonathan Haynes, 2016. "Convergence and Heterogeneity in Euro Based Economies: Stability and Dynamics," Economies, MDPI, vol. 4(3), pages 1-16, August.
    46. Bianchini, Stefano & Llerena, Patrick & Martino, Roberto, 2019. "The impact of R&D subsidies under different institutional frameworks," Structural Change and Economic Dynamics, Elsevier, vol. 50(C), pages 65-78.
    47. Matkowski, Zbigniew & Prochniak, Mariusz & Rapacki, Ryszard, 2016. "Real Income Convergence between Central Eastern and Western Europe: Past, Present, and Prospects," EconStor Conference Papers 146992, ZBW - Leibniz Information Centre for Economics.
    48. Juan Ángel Lafuente & Amparo Marco & Mercedes Monfort & Javier Ordóñez, 2020. "Social Exclusion and Convergence in the EU: An Assessment of the Europe 2020 Strategy," Sustainability, MDPI, vol. 12(5), pages 1-22, February.
    49. Linda Glawe & Helmut Wagner, 2021. "Divergence Tendencies in the European Integration Process: A Danger for the Sustainability of the E(M)U?," JRFM, MDPI, vol. 14(3), pages 1-22, March.
    50. Dubravko Mihaljek, 2018. "Convergence in Central and Eastern Europe: Can All Get to EU Average?," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 60(2), pages 217-229, June.
    51. Sylvia Gottschalk, 2023. "From Black Wednesday to Brexit: Macroeconomic shocks and correlations of equity returns in France, Germany, Italy, Spain, and the United Kingdom," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(3), pages 2843-2873, July.
    52. Califano, Andrea & Gasperin, Simone, 2019. "Multi-speed Europe is already there: Catching up and falling behind," Structural Change and Economic Dynamics, Elsevier, vol. 51(C), pages 152-167.
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    54. Cieślik, Andrzej & Misiak, Tomasz, 2025. "A fragmented country: Regional income convergence in Germany," Structural Change and Economic Dynamics, Elsevier, vol. 75(C), pages 248-260.
    55. Valerio Mendoza, Octasiano Miguel & Borsi, Mihály Tamás & Comim, Flavio, 2022. "Human capital dynamics in China: Evidence from a club convergence approach," Journal of Asian Economics, Elsevier, vol. 79(C).
    56. Charles Shaaba Saba & Nicholas Ngepah & Christian Nsiah, 2020. "Convergence in military expenditure and economic growth in Africa and its regional economic communities: evidence from a club clustering algorithm," Cogent Economics & Finance, Taylor & Francis Journals, vol. 8(1), pages 1832344-183, January.
    57. Mateusz Tomal, 2024. "A review of Phillips‐Sul approach‐based club convergence tests," Journal of Economic Surveys, Wiley Blackwell, vol. 38(3), pages 899-930, July.
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    59. Riccardo Pozzi & Rosalba Rombaldoni & Edgar J.Sanchez Carrera, 2018. "Inequalities, spatial disparities and agglomeration of economic activity in European regions," Working Papers 1805, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, revised 2018.
    60. Strunz, Sebastian & Gawel, Erik & Lehmann, Paul & Söderholm, Patrik, 2018. "Policy convergence as a multifaceted concept: the case of renewable energy policies in the European Union," Journal of Public Policy, Cambridge University Press, vol. 38(3), pages 361-387, September.
    61. Cavallaro, Eleonora & Villani, Ilaria, 2021. "Real income convergence and the patterns of financial integration in the EU," The North American Journal of Economics and Finance, Elsevier, vol. 56(C).
    62. Agnieszka Głodowska & Bożena Pera, 2019. "On the Relationship between Economic Integration, Business Environment and Real Convergence: The Experience of the CEE Countries," Economies, MDPI, vol. 7(2), pages 1-19, June.
    63. Barrios, Candelaria & Flores, Esther & Martínez, M. Angeles & Ruiz-Martínez, Marta, 2019. "Is there convergence in international research collaboration? An exploration at the country level in the basic and applied science fields," MPRA Paper 123487, University Library of Munich, Germany.
    64. Matysiak, George & Olszewski, Krzysztof, 2019. "A Panel Analysis of Polish Regional Cities Residential Price Convergence in the Primary Market," MPRA Paper 94660, University Library of Munich, Germany.
    65. Mateusz Tomal & Agata Gumieniak, 2020. "Agricultural Land Price Convergence: Evidence from Polish Provinces," Agriculture, MDPI, vol. 10(5), pages 1-20, May.
    66. Kozlova, Olesia & de Jesus Noguera, Jose, 2018. "Achievers or slackers? Per capita income trends in European countries," Journal of Policy Modeling, Elsevier, vol. 40(6), pages 1332-1345.
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    68. Zhang, Dongyang & Bai, Dingchuan & Wang, Cao & He, Yurun, 2024. "Distribution dynamics and quantile dynamic convergence of the digital economy: Prefecture-level evidence in China," International Review of Financial Analysis, Elsevier, vol. 95(PA).
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    72. Fabio Mazzola & Pietro Pizzuto, 2020. "Great Recession and club convergence in Europe: A cross‐country, cross‐region panel analysis (2000–2015)," Growth and Change, Wiley Blackwell, vol. 51(2), pages 676-711, June.
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    75. Vasile Alecsandru STRAT & Oana Cristina POPOVICI, 2015. "FDI Convergence versus Real and Structural Convergence at the EU Level. An Approach Based on the GINI Coefficient," Economia. Seria Management, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, vol. 18(1), pages 150-162, June.
    76. Gustavo A. Marrero & Angel S. Marrero-Llinares & Luis Servén, 2022. "Poverty Convergence Clubs," Working Papers 619, ECINEQ, Society for the Study of Economic Inequality.
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    78. Pereira, Filipe & Aguiar-Conraria, Luís, 2025. "Eurozone Inflation Convergence: Deceptive Appearances," Structural Change and Economic Dynamics, Elsevier, vol. 74(C), pages 343-352.
    79. Mateusz Pipieñ & Sylwia Roszkowska, 2017. "The Heterogeneity of Convergence in Transition Countries," Lodz Economics Working Papers 7/2017, University of Lodz, Faculty of Economics and Sociology.
    80. Wild, Joerg, 2015. "Efficiency and Risk Convergence of Eurozone Financial Markets," MPRA Paper 68371, University Library of Munich, Germany.
    81. Sébastien BOURDIN, 2018. "Géographie de la résilience des régions européennes face à la crise (2008-2013)," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 48, pages 53-70.
    82. João Alcobia, 2023. "The Promised Land Or A Mirage? The Puzzling Divergence Of The European Union'S Periphery," Working Papers REM 2023/0273, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
    83. Candelaria Barrios & Esther Flores & M. Ángeles Martínez & Marta Ruiz-Martínez, 2019. "Is there convergence in international research collaboration? An exploration at the country level in the basic and applied science fields," Scientometrics, Springer;Akadémiai Kiadó, vol. 120(2), pages 631-659, August.
    84. Paulo Caldas & Diogo Cunha Ferreira & Brian Dollery & Rui Cunha Marques, 2018. "Municipal Sustainability Influence by European Union Investment Programs on the Portuguese Local Government," Sustainability, MDPI, vol. 10(4), pages 1-23, March.
    85. Marta Christina Suciu & Adrian Petre & Laura Gabriela Istudor & Mircea Ovidiu Mituca & Gheorghe Alexandru Stativa & Diana Mardarovici & Oana Raluca Tofan & Razvan George Cotescu, 2021. "Testing Real Convergence as a Prerequisite for Long Run Sustainability," Sustainability, MDPI, vol. 13(17), pages 1-16, September.
    86. Cieślik, Andrzej & Wciślik, Dominika Róża, 2020. "Convergence among the CEE-8 economies and their catch-up towards the EU-15," Structural Change and Economic Dynamics, Elsevier, vol. 55(C), pages 39-48.
    87. Yeh, Kuo-chun & Ho, Tai-kuang & Lin, Ya-chi, 2025. "Measuring the onshore and offshore RMB markets: A test for CNY, CNH and CNT," Journal of Asian Economics, Elsevier, vol. 100(C).
    88. Weili Zhang & Jibin Fu & Quan Ju, 2020. "A study on the model of economic growth convergence in developing regions: an empirical analysis from Henan Province, China," Empirical Economics, Springer, vol. 59(2), pages 547-567, August.
    89. Aiello, Francesco & Ricotta, Fernanda, 2014. "Firm heterogeneity in productivity across Europe. What explains what?," MPRA Paper 63234, University Library of Munich, Germany, revised 25 Mar 2015.
    90. Ya-Chi Lin & Kuo-Chun Yeh, 2017. "Measuring the end of the European financial crisis," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 25(4), pages 663-680, October.
    91. Kashnitsky, Ilya, 2020. "Changing regional inequalities in ageing across Europe," OSF Preprints 6m4kg, Center for Open Science.
    92. Maciej Stefański, 2020. "To What Extent does Convergence Explain the Slowdown in Potential Growth of the CEE Countries Following the Global Financial Crisis?," KAE Working Papers 2020-058, Warsaw School of Economics, Collegium of Economic Analysis.
    93. Ovidiu Stoica & Angela Roman & Delia-Elena Diaconașu, 2019. "Real Convergence and European Integration with Focus on the New Member States," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 66(3), pages 215-228, December.
    94. Monica RĂILEANU SZELES & Carmen ANTON & Mirela BABA & Steliana BUSUIOCEANU & Adriana LITRĂ & Titus SUCIU, 2019. "Explaining The EU Regional Economic Growth upon Regional- and Country- Level Achievements in Education," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 143-157, March.
    95. Marcin Grela & Aleksandra Majchrowska & Tomasz Michałek & Jakub Mućk & Agnieszka Stążka-Gawrysiak & Grzegorz Tchorek & Marcin Wagner, 2017. "Is Central and Eastern Europe converging towards the EU-15?," NBP Working Papers 264, Narodowy Bank Polski.
    96. Weili Zhang & Wei Xu & Xiaoye Wang, 2019. "Regional convergence clubs in China: identification and conditioning factors," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 62(2), pages 327-350, April.
    97. Klaus Masuch & Edmund Moshammer & Beatrice Pierluigi, 2017. "Institutions, public debt and growth in Europe," Public Sector Economics, Institute of Public Finance, vol. 41(2), pages 159-205.
    98. Hui Hu & Weijun Ran & Yuchen Wei & Xiang Li, 2020. "Do Energy Resource Curse and Heterogeneous Curse Exist in Provinces? Evidence from China," Energies, MDPI, vol. 13(17), pages 1-26, August.
    99. Comunale, Mariarosaria & Mongelli, Francesco Paolo, 2021. "Tracking growth in the euro area subject to a dimensionality problem," Working Paper Series 2591, European Central Bank.
    100. Ignat Ignatov, 2023. "Convergence Determinants and Club Formation in the EU over 1999-2021," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 37-63.
    101. Masuch, Klaus & Moshammer, Edmund & Pierluigi, Beatrice, 2016. "Institutions and Growth in Europe," CEPS Papers 11482, Centre for European Policy Studies.
    102. Caro Navarro, Ángela & Peña, Daniel, 2018. "Estimation of the common component in Dynamic Factor Models," DES - Working Papers. Statistics and Econometrics. WS 27047, Universidad Carlos III de Madrid. Departamento de Estadística.
    103. Ryszard Rapacki & Mariusz Próchniak, 2014. "The Impact of EU Membership on Economic Growth and Real Convergence of the Central and Eastern European Countries," Ekonomia journal, Faculty of Economic Sciences, University of Warsaw, vol. 39.
    104. Qunxi Kong & Rongrong Li & Y. Ni & Dan Peng, 2022. "Does China’s green economic recovery generate a spatial convergence trend: an explanation using agglomeration effects and fiscal instruments," Economic Change and Restructuring, Springer, vol. 55(4), pages 2499-2526, November.
    105. Kashnitsky, Ilya & de Beer, Joop & van Wissen, Leo, 2017. "Economic convergence in ageing Europe," OSF Preprints uy8dn, Center for Open Science.
    106. Ferrentino, Rosa & Vota, Luca, 2024. "The development planning of the Italian Mezzogiorno: A statistical-mathematical analysis by a Real Business Cycle model," Socio-Economic Planning Sciences, Elsevier, vol. 96(C).
    107. Carrera, Edgar J. Sánchez & Rombaldoni, Rosalba & Pozzi, Riccardo, 2021. "Socioeconomic inequalities in Europe," Economic Analysis and Policy, Elsevier, vol. 71(C), pages 307-320.
    108. Andrzej Cieślik & Mehmet Burak Turgut, 2021. "Estimating the Growth Effects of 2004 Eastern Enlargement of the European Union," JRFM, MDPI, vol. 14(3), pages 1-15, March.
    109. Dzenita SILJAK & Sándor Gyula NAGY, 2018. "Economic convergence of the Eastern Partnership countries towards the EU-13," Eastern Journal of European Studies, Centre for European Studies, Alexandru Ioan Cuza University, vol. 9, pages 169-185, December.
    110. Mădălina AVRAM & Constantin POSTOIU, 2016. "Territorial patterns of development in the European Union," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 0(1(606), S), pages 77-88, Spring.
    111. Mindaugas Butkus & Diana Cibulskiene & Alma Maciulyte-Sniukiene & Kristina Matuzeviciute, 2018. "What Is the Evolution of Convergence in the EU? Decomposing EU Disparities up to NUTS 3 Level," Sustainability, MDPI, vol. 10(5), pages 1-37, May.
    112. María Candelaria Barrios‐González & Ana María García‐Pérez & Vanessa Yanes‐Estévez, 2024. "Cooperative employment in the regions of Spain (1999–2019): The convergence clubs," Annals of Public and Cooperative Economics, Wiley Blackwell, vol. 95(2), pages 305-325, June.
    113. Pontarollo, Nicola & Serpieri, Carolina, 2020. "A composite policy tool to measure territorial resilience capacity," Socio-Economic Planning Sciences, Elsevier, vol. 70(C).
    114. Paul Hare & Richard Stoneman, 2017. "The Evolving Architecture of Europe: Functioning or Dysfunctional for the Twenty-First Century?," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 59(4), pages 433-471, December.
    115. Goran Radosavljeviæ & Mihajlo Babin & Miloš Eriæ & Jelisaveta Lazareviæ, 2020. "Income convergence between Southeast Europe and the European Union," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, vol. 38(2), pages 499-519.
    116. Santos-Arteaga, Francisco J. & Di Caprio, Debora & Tavana, Madjid & O’Connor, Aidan, 2017. "Innovation dynamics and labor force restructuring with asymmetrically developed national innovation systems," International Business Review, Elsevier, vol. 26(1), pages 36-56.
    117. Diaz del Hoyo, Juan Luis & Dorrucci, Ettore & Heinz, Frigyes Ferdinand & Muzikarova, Sona, 2017. "Real convergence in the euro area: a long-term perspective," Occasional Paper Series 203, European Central Bank.
    118. Martí-Henneberg, Jordi, 2017. "The influence of the railway network on territorial integration in Europe (1870–1950)," Journal of Transport Geography, Elsevier, vol. 62(C), pages 160-171.
    119. Urbanowicz, Zuzanna, . "Nieadekwatność polityki pieniężnej Europejskiego Banku Centralnego w procesie stabilizacji makroekonomicznej w strefie euro," Gospodarka Narodowa-The Polish Journal of Economics, Szkoła Główna Handlowa w Warszawie / SGH Warsaw School of Economics, vol. 2015(4).

  13. Metiu, N., 2011. "Financial contagion in developed sovereign bond markets," Research Memorandum 004, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).

    Cited by:

    1. Vasileios Siakoulis & Ioannis Venetis, 2015. "On inter-arrival times of bond market extreme events. An application to seven European markets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 39(4), pages 717-741, October.
    2. Franck Martin & Jiangxingyun Zhang, 2014. "Correlation and volatility on bond markets during the EMU crisis: does the OMT change the process ?," Economics Bulletin, AccessEcon, vol. 34(2), pages 1327-1349.

  14. Candelon, B. & Metiu, N., 2009. "Testing for exceptional bulls and bears: a non-parametric perspective," Research Memorandum 017, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).

    Cited by:

    1. Bertrand Candelon & Guillaume Gaulier & Christophe Hurlin, 2012. "Extreme Financial Cycles," Working Papers halshs-00769817, HAL.

Articles

  1. Beutel, Johannes & Metiu, Norbert & Stockerl, Valentin, 2021. "Toothless tiger with claws? Financial stability communication, expectations, and risk-taking," Journal of Monetary Economics, Elsevier, vol. 120(C), pages 53-69.
    See citations under working paper version above.
  2. Metiu, Norbert, 2021. "Anticipation effects of protectionist U.S. trade policies," Journal of International Economics, Elsevier, vol. 133(C).
    See citations under working paper version above.
  3. Meller, Barbara & Metiu, Norbert, 2017. "The synchronization of credit cycles," Journal of Banking & Finance, Elsevier, vol. 82(C), pages 98-111.

    Cited by:

    1. Saini, Seema & Ahmad, Wasim, 2024. "Credit creation, credit destruction and credit reallocation: Firm-level evidence from India," Journal of Asian Economics, Elsevier, vol. 92(C).
    2. Mariarosaria Comunale, 2017. "Synchronicity of real and financial cycles and structural characteristics in EU countries," Bank of Lithuania Occasional Paper Series 15, Bank of Lithuania.
    3. Skikiewicz Robert & Garczarczyk Józef, 2018. "Cyclical Fluctuations in the Banking Services Market and the Changes in the Situation of Entities from the Financial Services Sector," Central European Economic Journal, Sciendo, vol. 5(52), pages 118-129, January.
    4. Hertrich, Markus, 2019. "A novel housing price misalignment indicator for Germany," Discussion Papers 31/2019, Deutsche Bundesbank.
    5. Schüler, Yves S. & Hiebert, Paul P. & Peltonen, Tuomas A., 2020. "Financial cycles: Characterisation and real-time measurement," Journal of International Money and Finance, Elsevier, vol. 100(C).
    6. Wang, Mengjiao & Liu, Jianxu & Yang, Bing, 2024. "Does the strength of the US dollar affect the interdependence among currency exchange rates of RCEP and CPTPP countries?," Finance Research Letters, Elsevier, vol. 62(PA).
    7. Łukasz Kurowski, 2021. "Financial cycle − A critical analysis of the methodology for its identification," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 10(3), pages 99-116.
    8. Bartoletto, Silvana & Chiarini, Bruno & Marzano, Elisabetta & Piselli, Paolo, 2019. "Business cycles, credit cycles, and asymmetric effects of credit fluctuations: Evidence from Italy for the period of 1861–2013," Journal of Macroeconomics, Elsevier, vol. 61(C), pages 1-1.
    9. Stefano Grassi & Francesco Ravazzolo & Joaquin Vespignani & Giorgio Vocalelli, 2023. "Global money supply and energy and non-energy commodity prices: A MS-TV-VAR approach," BEMPS - Bozen Economics & Management Paper Series BEMPS100, Faculty of Economics and Management at the Free University of Bozen.
    10. Wan, Yang & He, Shi, 2021. "Dynamic connectedness of currencies in G7 countries: A Bayesian time-varying approach," Finance Research Letters, Elsevier, vol. 41(C).
    11. Mandler, Martin & Scharnagl, Michael, 2019. "Financial cycles across G7 economies: A view from wavelet analysis," Discussion Papers 22/2019, Deutsche Bundesbank.
    12. Davor Kunovac & Martin Mandler & Michael Scharnagl, 2018. "Financial cycles in euro area economies: a cross-country perspective," Working Papers 55, The Croatian National Bank, Croatia.
    13. Palenzuela, Diego Rodriguez & Saiz, Lorena & Stoevsky, Grigor & Tóth, Máté & Warmedinger, Thomas & Grigoraș, Veaceslav, 2024. "The euro area business cycle and its drivers," Occasional Paper Series 354, European Central Bank.
    14. David Gray, 2019. "Medium-term cycles and housing: Is regional integration different?," Urban Studies, Urban Studies Journal Limited, vol. 56(9), pages 1786-1800, July.
    15. Sadaba, Barbara & Vujić, Sunčica & Maier, Sofia, 2024. "Characterizing the schooling cycle," Economic Modelling, Elsevier, vol. 132(C).
    16. Taylor, Alan M. & Jordà , Òscar & Schularick, Moritz & Ward, Felix, 2018. "Global financial cycles and risk premiums," CEPR Discussion Papers 12969, C.E.P.R. Discussion Papers.
    17. Guido Bulligan & Lorenzo Burlon & Davide Delle Monache & Andrea Silvestrini, 2019. "Real and financial cycles: estimates using unobserved component models for the Italian economy," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 28(3), pages 541-569, September.
    18. Prateek Sharma, 2024. "Aggregate bank deposit flows in the U.S," Humanities and Social Sciences Communications, Palgrave Macmillan, vol. 11(1), pages 1-11, December.
    19. Minyahil Alemu & Jayamohan M.K. & Wondaferahu Mulugeta, 2025. "Structural dependencies in African economies: business cycle synchronization and spillover effects," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 161(4), pages 1527-1572, November.
    20. Potjagailo, Galina & Wolters, Maik H., 2019. "Global financial cycles since 1880," IMFS Working Paper Series 132, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
    21. Jursa, Lukáš & Janků, Jan, 2025. "From the core to the European periphery: Spillover effects of financial cycles," Emerging Markets Review, Elsevier, vol. 68(C).
    22. David Gray, 2020. "An international housing market in the British Isles: Evidence from business and medium-term cycles using a Friedman test," Urban Studies, Urban Studies Journal Limited, vol. 57(2), pages 307-322, February.
    23. Vipul Bhatt & N. Kundan Kishor, 2025. "(A)Synchronous Housing Markets of Global Cities," The Journal of Real Estate Finance and Economics, Springer, vol. 71(2), pages 178-208, August.
    24. Saini, Seema & Ahmad, Wasim & Bekiros, Stelios, 2021. "Understanding the credit cycle and business cycle dynamics in India," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 988-1006.
    25. Martin Mandler & Michael Scharnagl, 2022. "Financial Cycles in Euro Area Economies: A Cross‐Country Perspective Using Wavelet Analysis," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(3), pages 569-593, June.
    26. Vítor Castro & Pedro A. Cerqueira & Rodrigo Martins, 2024. "Is There a Pervasive World Real Credit Cycle?," Open Economies Review, Springer, vol. 35(1), pages 99-119, February.
    27. Xin Tian & Jan Jacobs & Jakob de Haan, 2022. "Alternative Measures for the Global Financial Cycle: Do They Make a Difference?," CESifo Working Paper Series 9730, CESifo.
    28. Beirne, John, 2020. "Financial cycles in asset markets and regions," Economic Modelling, Elsevier, vol. 92(C), pages 358-374.
    29. Fang, Yi & Wang, Yanru & Yuan, Yan & Zhang, Moyan, 2024. "Urban air pollution and systemic risk of the real estate market in China," International Review of Economics & Finance, Elsevier, vol. 96(PB).
    30. Mariarosaria Comunale, 2020. "New synchronicity indices between real and financial cycles: Is there any link to structural characteristics and recessions in European Union countries?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 25(4), pages 617-641, October.
    31. Beyer,Robert Carl Michael & Milivojevic,Lazar, 2020. "Dynamics and Synchronization of Global Equilibrium Interest Rates," Policy Research Working Paper Series 9489, The World Bank.
    32. Scharnagl Michael & Mandler Martin, 2019. "Real and Financial Cycles in Euro Area Economies: Results from Wavelet Analysis," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 239(5-6), pages 895-916, October.

  4. Metiu, Norbert & Hilberg, Björn & Grill, Michael, 2016. "Credit constraints and the international propagation of US financial shocks," Journal of Banking & Finance, Elsevier, vol. 72(C), pages 67-80.
    See citations under working paper version above.
  5. Metiu, Norbert, 2016. "How does the stock market respond to changes in bank lending standards?," Economics Letters, Elsevier, vol. 144(C), pages 92-97.

    Cited by:

    1. Beutel, Johannes & Emter, Lorenz & Metiu, Norbert & Prieto, Esteban & Schüler, Yves, 2025. "The global financial cycle and macroeconomic tail risks," Journal of International Money and Finance, Elsevier, vol. 156(C).

  6. Mihály Borsi & Norbert Metiu, 2015. "The evolution of economic convergence in the European Union," Empirical Economics, Springer, vol. 48(2), pages 657-681, March.
    See citations under working paper version above.
  7. Metiu, Norbert, 2012. "Sovereign risk contagion in the Eurozone," Economics Letters, Elsevier, vol. 117(1), pages 35-38.

    Cited by:

    1. Tola, Albi & Wälti, Sébastien, 2012. "Deciphering financial contagion in the euro area during the crisis," MPRA Paper 49251, University Library of Munich, Germany.
    2. Claeys, Peter & Vašíček, Bořek, 2014. "Measuring bilateral spillover and testing contagion on sovereign bond markets in Europe," Working Paper Series 1666, European Central Bank.
    3. Marta Gómez-Puig & Simón Sosvilla-Rivero, 2014. "“Causality and Contagion in EMU Sovereign Debt Markets”," IREA Working Papers 201403, University of Barcelona, Research Institute of Applied Economics, revised Feb 2014.
    4. Shahzad, Syed Jawad Hussain & Nor, Safwan Mohd & Kumar, Ronald Ravinesh & Mensi, Walid, 2017. "Interdependence and contagion among industry-level US credit markets: An application of wavelet and VMD based copula approaches," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 466(C), pages 310-324.
    5. Bampinas, Georgios & Panagiotidis, Theodore & Politsidis, Panagiotis N., 2023. "Sovereign bond and CDS market contagion: A story from the Eurozone crisis," Journal of International Money and Finance, Elsevier, vol. 137(C).
    6. Michele Anelli & Michele Patanè & Stefano Zedda, 2022. "Are Banks Still a Risk Source for Stock Market? Some Empirical Evidences," JRFM, MDPI, vol. 15(7), pages 1-13, July.
    7. Pilar Abad & Helena Chulia, 2016. "European Government Bond Market Contagion in Turbulent Times," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 66(3), pages 263-276, June.
    8. Franck Martin & Jiangxingyun Zhang, 2017. "Impact of QE on European sovereign bond market," Economics Working Paper Archive (University of Rennes & University of Caen) 2017-04, Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS.
    9. Bertrand Candelon & Angelo Luisi & Francesco Roccazzella, 2021. "Fragmentation in the European Monetary Union: Is it really over?," GRU Working Paper Series GRU_2021_016, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
    10. B M, Lithin & chakraborty, Suman & iyer, Vishwanathan & M N, Nikhil & ledwani, Sanket, 2022. "Modeling asymmetric sovereign bond yield volatility with univariate GARCH models: Evidence from India," MPRA Paper 117067, University Library of Munich, Germany, revised 05 Jan 2023.
    11. T. Flavin & M.Dongey & L. Sheenan, 2020. "Banks and Sovereigns: Did adversity bring them closer?," Economics Department Working Paper Series n307-20.pdf, Department of Economics, National University of Ireland - Maynooth.
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Chapters

  1. Sandra Eickmeier & Norbert Metiu & Josefine Quast & Sabine Tanneberger, 2024. "Global financial stress and financial transmission channels," Chapters, in: Guglielmo M. Caporale (ed.), Handbook of Financial Integration, chapter 6, pages 134-171, Edward Elgar Publishing.

    Cited by:

    1. Jursa, Lukáš & Janků, Jan, 2025. "From the core to the European periphery: Spillover effects of financial cycles," Emerging Markets Review, Elsevier, vol. 68(C).

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