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Kermit L. Schoenholtz

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. Cecchetti, Stephen & Schoenholtz, Kermit L., 2019. "Improving U.S. Monetary Policy Communications," CEPR Discussion Papers 13915, C.E.P.R. Discussion Papers.

    Mentioned in:

    1. The Fed's Crystal Ball: Looking Beyond the COVID-19 Recession
      by Steve Cecchetti and Kim Schoenholtz in Money, Banking and Financial Markets on 2020-06-15 11:14:52
    2. Stopping central banks from being prisoners of financial markets
      by Steve Cecchetti and Kim Schoenholtz in Money, Banking and Financial Markets on 2021-04-19 12:12:24
  2. Cecchetti, Stephen & Schoenholtz, Kermit L., 2020. "Finance and Technology: What is changing and what is not," CEPR Discussion Papers 15352, C.E.P.R. Discussion Papers.

    Mentioned in:

    1. Big Tech, Fintech, and the Future of Credit
      by Steve Cecchetti and Kim Schoenholtz in Money, Banking and Financial Markets on 2020-12-21 15:06:54
  3. Cecchetti, Stephen & Schoenholtz, Kermit L., 2017. "Regulatory Reform: A Scorecard," CEPR Discussion Papers 12465, C.E.P.R. Discussion Papers.

    Mentioned in:

    1. From Basel to the Volcker Rule: A FinReg Glossary
      by Steve Cecchetti and Kim Schoenholtz in Money, Banking and Financial Markets on 2018-11-19 13:24:10
    2. Bank Capital and Stress Tests: The Foundation of a Thriving Economy
      by Steve Cecchetti and Kim Schoenholtz in Money, Banking and Financial Markets on 2018-07-23 11:26:07
    3. What Risk Professionals Want
      by Steve Cecchetti and Kim Schoenholtz in Money, Banking and Financial Markets on 2019-03-11 12:59:36
  4. Stephen G. Cecchetti & Kermit L. Schoenholtz, 2008. "How Central Bankers See It: The First Decade of ECB Policy and Beyond," NBER Working Papers 14489, National Bureau of Economic Research, Inc.

    Mentioned in:

    1. Coordinating financial stability in EU and price stability in Germany
      by Amol Agrawal in Mostly Economics on 2008-12-24 18:35:34
    2. ECB and Fed: Separated at Birth?
      by Steve Cecchetti and Kim Schoenholtz in Money, Banking and Financial Markets on 2014-09-22 17:24:16
    3. The Map is the Message: Regional Feds versus Euro-area NCBs
      by Steve Cecchetti and Kim Schoenholtz in Money, Banking and Financial Markets on 2016-04-18 17:15:44
  5. Robert J. Shiller & John Y. Campbell & Kermit L. Schoenholtz, 1983. "Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 14(1), pages 173-224.

    Mentioned in:

    1. Why Those Guys Won the Economics Nobels
      by Justin Fox in HBR Blog Network on 2014-04-02 19:00:40
  6. Cecchetti, Stephen & Feroli, Michael & Hooper, Peter & Kashyap, Anil & Schoenholtz, Kermit L., 2017. "Deflating Inflation Expectations: The Implications of Inflation’s Simple Dynamics," CEPR Discussion Papers 11925, C.E.P.R. Discussion Papers.

    Mentioned in:

    1. Inflation risks and inflation expectations
      by Steve Cecchetti and Kim Schoenholtz in Money, Banking and Financial Markets on 2019-02-25 13:49:59
    2. Patience vs FAIT: Which is key in the new FOMC strategy?
      by Steve Cecchetti and Kim Schoenholtz in Money, Banking and Financial Markets on 2020-09-10 11:56:35
    3. Is Inflation Coming?
      by Steve Cecchetti and Kim Schoenholtz in Money, Banking and Financial Markets on 2021-02-15 12:42:50
  7. Matthew Richardson & Kermit L. Schoenholtz & Lawrence J. White, 2018. "Deregulating Wall Street," Annual Review of Financial Economics, Annual Reviews, vol. 10(1), pages 199-217, November.

    Mentioned in:

    1. The Costs of Inefficient Regulation: The Volcker Rule
      by Kim Schoenholtz in Money, Banking and Financial Markets on 2019-09-23 12:54:49
  8. Cecchetti, Stephen & Feroli, Michael & Kashyap, Anil & Mann, Catherine L. & Schoenholtz, Kermit L., 2020. "Monetary Policy in the Next Recession?," CEPR Discussion Papers 15365, C.E.P.R. Discussion Papers.

    Mentioned in:

    1. The QE Ratchet
      by Steve Cecchetti and Kim Schoenholtz in Money, Banking and Financial Markets on 2021-07-26 11:56:27

Working papers

  1. Cecchetti, Stephen & Feroli, Michael & Kashyap, Anil & Mann, Catherine L. & Schoenholtz, Kermit L., 2020. "Monetary Policy in the Next Recession?," CEPR Discussion Papers 15365, C.E.P.R. Discussion Papers.

    Cited by:

    1. Thomas Palley, 2021. "Financialization revisited: the economics and political economy of the vampire squid economy," Review of Keynesian Economics, Edward Elgar Publishing, vol. 9(4), pages 461–492-4, October.

  2. Cecchetti, Stephen & Schoenholtz, Kermit L., 2020. "Finance and Technology: What is changing and what is not," CEPR Discussion Papers 15352, C.E.P.R. Discussion Papers.

    Cited by:

    1. Asror Nigmonov & Syed Shams, 2021. "COVID-19 pandemic risk and probability of loan default: evidence from marketplace lending market," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-28, December.
    2. Ines Abdelkafi & Sahar Loukil & YossraBen Romdhane, 2023. "Economic Uncertainty During COVID-19 Pandemic in Latin America and Asia," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 14(2), pages 1582-1601, June.

  3. Cecchetti, Stephen & Schoenholtz, Kermit L., 2019. "Improving U.S. Monetary Policy Communications," CEPR Discussion Papers 13915, C.E.P.R. Discussion Papers.

    Cited by:

    1. Troy Davig & Andrew T. Foerster, 2017. "Communicating Monetary Policy Rules," Research Working Paper RWP 17-4, Federal Reserve Bank of Kansas City.
    2. Michael Ehrmann & Sarah Holton & Danielle Kedan & Gillian Phelan, 2024. "Monetary Policy Communication: Perspectives from Former Policymakers at the ECB," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 56(4), pages 837-864, June.
    3. Anjali Karol, 2020. "A Decade After the Global Financial Crisis: Lessons and Policy for International Stability," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 11(2), pages 416-423, April.
    4. Schmeling, Maik & Schrimpf, Andreas & Steffensen, Sigurd A.M., 2022. "Monetary policy expectation errors," Journal of Financial Economics, Elsevier, vol. 146(3), pages 841-858.

  4. Cecchetti, Stephen & Berner, Richard & Schoenholtz, Kermit L., 2019. "Stress Testing Networks: The Case of Central Counterparties," CEPR Discussion Papers 13604, C.E.P.R. Discussion Papers.

    Cited by:

    1. Richard B. Berner & Stephen G. Cecchetti & Kermit L. Schoenholtz, 2019. "Stress Testing Networks: The Case of Central Counterparties," NBER Working Papers 25686, National Bureau of Economic Research, Inc.

  5. Cecchetti, Stephen & Schoenholtz, Kermit L., 2017. "Regulatory Reform: A Scorecard," CEPR Discussion Papers 12465, C.E.P.R. Discussion Papers.

    Cited by:

    1. Martin Hodula & Zlatuše Komárková & Lukáš Pfeifer, 2021. "The relationship between capital and liquidity prudential instruments," Journal of Regulatory Economics, Springer, vol. 59(1), pages 47-70, February.

  6. Cecchetti, Stephen & Feroli, Michael & Hooper, Peter & Kashyap, Anil & Schoenholtz, Kermit L., 2017. "Deflating Inflation Expectations: The Implications of Inflation’s Simple Dynamics," CEPR Discussion Papers 11925, C.E.P.R. Discussion Papers.

    Cited by:

    1. Bańbura, Marta & Leiva-Leon, Danilo & Menz, Jan-Oliver, 2021. "Do inflation expectations improve model-based inflation forecasts?," Working Paper Series 2604, European Central Bank.
    2. Mengheng Li & Siem Jan Koopman, 2021. "Unobserved components with stochastic volatility: Simulation‐based estimation and signal extraction," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(5), pages 614-627, August.
    3. James M. Nason & Gregor W. Smith, 2013. "Measuring The Slowly Evolving Trend In Us Inflation With Professional Forecasts," Working Paper 1316, Economics Department, Queen's University.
    4. Michael McLeay & Silvana Tenreyro, 2018. "Optimal Inflation and the Identification of the Phillips Curve," Discussion Papers 1815, Centre for Macroeconomics (CFM).
    5. Robert L. Hetzel, 2018. "The Evolution of U.S. Monetary Policy," Working Paper 18-1, Federal Reserve Bank of Richmond.
    6. Frédérique Bec & Patrick Kanda, 2019. "Is inflation driven by survey-based, VAR-based or myopic expectations?," Working Papers hal-02175836, HAL.
    7. Meeks, Roland & Monti, Francesca, 2023. "Heterogeneous beliefs and the Phillips curve," Journal of Monetary Economics, Elsevier, vol. 139(C), pages 41-54.
    8. Cuitiño, María Fernanda & Medina, Juan Pablo & Zacheo, Laura, 2022. "Conditional exchange rate pass-through and monetary policy credibility: Insights from Uruguay and Chile," Economic Modelling, Elsevier, vol. 114(C).
    9. Mengheng Li & Siem Jan (S.J.) Koopman, 2018. "Unobserved Components with Stochastic Volatility in U.S. Inflation: Estimation and Signal Extraction," Tinbergen Institute Discussion Papers 18-027/III, Tinbergen Institute.
    10. Peter Hooper & Frederic S. Mishkin & Amir Sufi, 2019. "Prospects for Inflation in a High Pressure Economy: Is the Phillips Curve Dead or is It Just Hibernating?," NBER Working Papers 25792, National Bureau of Economic Research, Inc.
    11. Peter Hooper, 2018. "The case against price-level targeting," Business Economics, Palgrave Macmillan;National Association for Business Economics, vol. 53(3), pages 145-155, July.
    12. Lasha Arevadze & Tamta Sopromadze & Giorgi Tsutskiridze & Shalva Mkhatrishvili, 2020. "Identifying the Phillips Curve in Georgia," NBG Working Papers 01/2020, National Bank of Georgia.
    13. Hooper, Peter & Mishkin, Frederic S. & Sufi, Amir, 2020. "Prospects for inflation in a high pressure economy: Is the Phillips curve dead or is it just hibernating?," Research in Economics, Elsevier, vol. 74(1), pages 26-62.
    14. Richard H. Clarida, 2019. "The Federal Reserve's Review of Its Monetary Policy Strategy, Tools, and Communication Practices, a speech at \"The Bank of Finland Conference on Monetary Policy and Future of EMU [Economic and M," Speech 1075, Board of Governors of the Federal Reserve System (U.S.).
    15. Hetzel, Robert, 2018. "Some Like the Economy Hot: Or, Reviving the Monetarist/Keynesian Debate," Studies in Applied Economics 110, The Johns Hopkins Institute for Applied Economics, Global Health, and the Study of Business Enterprise.
    16. Forbes, Kristin & Kirkham, Lewis & Theodoridis, Konstantinos, 2018. "A Trendy Approach to UK Inflation Dynamics," CEPR Discussion Papers 12652, C.E.P.R. Discussion Papers.
    17. Katerina Arnostova & Oxana Babecka Kucharcukova & Jan Babecky & Marek Benda & Sona Benecka & Jan Bruha & Michal Franta & Dana Hajkova & Eva Hromadkova & Lubos Komarek & Zlatuse Komarkova & Martin Kotl, 2022. "Analyses of the Czech Republic's Current Economic Alignment with the Euro Area 2022," Occasional Publications - Edited Volumes, Czech National Bank, Research and Statistics Department, number as22 edited by Katerina Arnostova & Vojtech Molnar.
    18. Bowen Fu, Ivan Mendieta-Muñoz, 2023. "Structural shocks and trend inflation," Working Paper Series, Department of Economics, University of Utah 2023_04, University of Utah, Department of Economics.
    19. Richard H. Clarida, 2019. "The Federal Reserve's Review of Its Monetary Policy Strategy, Tools, and Communication Practices : a speech at the \"Fed Listens: Distributional Consequences of the Cycle and Monetary Policy\&quo," Speech 1054, Board of Governors of the Federal Reserve System (U.S.).
    20. Lael Brainard, 2017. "Understanding the Disconnect between Employment and Inflation with a Low Neutral Rate : a speech at The Economic Club of New York New York, New York, September 5, 2017," Speech 969, Board of Governors of the Federal Reserve System (U.S.).

  7. Jan Hatzius & Peter Hooper & Frederic S. Mishkin & Kermit L. Schoenholtz & Mark W. Watson, 2010. "Financial Conditions Indexes: A Fresh Look after the Financial Crisis," NBER Working Papers 16150, National Bureau of Economic Research, Inc.

    Cited by:

    1. Mittnik, Stefan & Semmler, Willi, 2013. "The real consequences of financial stress," Journal of Economic Dynamics and Control, Elsevier, vol. 37(8), pages 1479-1499.
    2. Dimitris, Korobilis, 2013. "Forecasting with Factor Models: A Bayesian Model Averaging Perspective," MPRA Paper 52724, University Library of Munich, Germany.
    3. Margarita Debuque-Gonzales & Maria Socorro Gochoco-Bautista, 2017. "Financial Conditions Indexes and Monetary Policy in Asia," Asian Economic Papers, MIT Press, vol. 16(2), pages 83-117, Summer.
    4. Chang, Chia-Lin, 2015. "Modelling a latent daily Tourism Financial Conditions Index," International Review of Economics & Finance, Elsevier, vol. 40(C), pages 113-126.
    5. Matthieu Darracq Paries, 2018. "Financial frictions and monetary policy conduct," Erudite Ph.D Dissertations, Erudite, number ph18-01 edited by Ferhat Mihoubi, September.
    6. Shiyi Wang, 2019. "Capital Flow Volatility: The Effects of Financial Development and Global Financial Conditions," 2019 Papers pwa945, Job Market Papers.
    7. Eleni Angelopoulou & Hiona Balfoussia & Heather D. Gibson, 2012. "Building a financial conditions index for the euro area and selected euro area countries: what does it tell us about the crisis?," Working Papers 147, Bank of Greece.
    8. Rémy Charleroy & Michael A. Stemmer, 2014. "An Emerging Market Financial Conditions Index: A VAR Approach," Post-Print halshs-01110688, HAL.
    9. International Monetary Fund, 2019. "Malaysia: 2019 Article IV Consultation-Press Release; Staff Report; and Statement by the Executive Director for Malaysia," IMF Staff Country Reports 2019/071, International Monetary Fund.
    10. Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer, 2014. "A Tourism Conditions Index," Documentos de Trabajo del ICAE 2014-01, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    11. Matkovskyy, Roman, 2013. "To the Problem of Financial Safety Estimation: the Index of Financial Safety of Turkey," MPRA Paper 47673, University Library of Munich, Germany.
    12. Mikhail V. Oet & John M. Dooley & Stephen J. Ong, 2015. "The Financial Stress Index: Identification of Systemic Risk Conditions," Risks, MDPI, vol. 3(3), pages 1-25, September.
    13. Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer, 2014. "A Tourism Financial Conditions Index," Working Papers in Economics 14/13, University of Canterbury, Department of Economics and Finance.
    14. Kevin x.d. Huang & Jie Chen & Zhe Li & Jianfei Sun, 2014. "Financial Conditions and Slow Recoveries," Vanderbilt University Department of Economics Working Papers 14-00004, Vanderbilt University Department of Economics.
    15. Conrado Brum Civelli & Alejandro Fried Gindel & Alfredo Garcia-Hiernaux, 2023. "IFCI-SA. An International Financial Conditions Index for South American Economies," Documentos de trabajo 2023006, Banco Central del Uruguay.
    16. Mr. Nicolas Arregui & Mr. Selim A Elekdag & Mr. Gaston Gelos & Romain Lafarguette & Dulani Seneviratne, 2018. "Can Countries Manage Their Financial Conditions Amid Globalization?," IMF Working Papers 2018/015, International Monetary Fund.
    17. José De Gregorio, 2009. "Implementation of Inflation Targets in Emerging Markets," Chapters, in: Gill Hammond & Ravi Kanbur & Eswar Prasad (ed.), Monetary Policy Frameworks for Emerging Markets, chapter 3, Edward Elgar Publishing.
    18. Strohsal, Till & Proaño, Christian R. & Wolters, Jürgen, 2015. "Characterizing the Financial Cycle: Evidence from a Frequency Domain Analysis," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113143, Verein für Socialpolitik / German Economic Association.
    19. Xing, Victor, 2016. "Ultra-accommodative Monetary Policy and Unintentional Drags on Consumer Spending," MPRA Paper 77749, University Library of Munich, Germany.
    20. Bucacos, Elizabeth, 2017. "Financial Conditions and Monetary Policy in Uruguay: An MS-VAR Approach," IDB Publications (Working Papers) 8275, Inter-American Development Bank.
    21. Che, Ming & Zhu, Zixiang & Li, Yujia, 2023. "Geopolitical risk and economic policy uncertainty: Different roles in China's financial cycle," International Review of Financial Analysis, Elsevier, vol. 90(C).
    22. Lu, Yundi & Valcarcel, Victor J., 2024. "A tale of two tightenings," Journal of Economic Dynamics and Control, Elsevier, vol. 166(C).
    23. Richard K. Crump & Stefano Eusepi & Domenico Giannone & Eric Qian & Argia M. Sbordone, 2021. "A Large Bayesian VAR of the United States Economy," Staff Reports 976, Federal Reserve Bank of New York.
    24. Jun Gao & Sheng Zhu & Niall O’Sullivan & Meadhbh Sherman, 2019. "The Role of Economic Uncertainty in UK Stock Returns," JRFM, MDPI, vol. 12(1), pages 1-16, January.
    25. Nicolas Petrosky-Nadeau, "undated". "TFP during a Credit Crunch," GSIA Working Papers 2010-E70, Carnegie Mellon University, Tepper School of Business.
    26. Mr. Nombulelo Gumata & Mr. Eliphas Ndou & Nir Klein, 2012. "A Financial Conditions Index for South Africa," IMF Working Papers 2012/196, International Monetary Fund.
    27. Ana B. Galvão & Michael T. Owyang, 2014. "Financial stress regimes and the macroeconomy," Working Papers 2014-20, Federal Reserve Bank of St. Louis.
    28. Luke Hartigan & Michelle Wright, 2021. "Financial Conditions and Downside Risk to Economic Activity in Australia," RBA Research Discussion Papers rdp2021-03, Reserve Bank of Australia.
    29. Godfrey Akileng & Abbot Anthony Ogwang & Charles Ssendyona, 2018. "Determinants of performance of securities exchanges in East Africa," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, vol. 7(3), pages 1-3.
    30. Kirsten Thompson & Renee Van Eyden & Rangan Gupta, 2015. "Identifying an index of financial conditions for South Africa," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 32(2), pages 256-274, June.
    31. 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.
    32. Fredj Jawadi & Hachmi Ben Ameur & Stephanie Bigou & Alexis Flageollet, 2021. "Does the Real Business Cycle Help Forecast the Financial Cycle?," Post-Print hal-04478764, HAL.
    33. Indrajit Roy & Dipankar Biswas & Arti Sinha, 2015. "Financial Conditions Composite Indicator (FCCI) for India," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Indicators to support monetary and financial stability analysis: data sources and statistical methodologies, volume 39, Bank for International Settlements.
    34. Nicolaas van der Wath, 2016. "Gauging financial conditions in South Africa," Working Papers 10/2016, Stellenbosch University, Department of Economics.
    35. Gang Li & Ehsan Elahi & Xingshuai Wang, 2023. "Population age structure, asset price, and financial stability," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 44(4), pages 2041-2056, June.
    36. Miroslav Plasil & Tomas Konecny & Jakub Seidler & Petr Hlavac, 2015. "In the Quest of Measuring the Financial Cycle," Working Papers 2015/05, Czech National Bank, Research and Statistics Department.
    37. Alahverdi, Atefe & Daei-Karimzadeh, Saeed & Ghobadi, Sara, 2023. "Forecasting the Trend of Macroeconomic Variables in Terms of Financial Conditions Index in Iran: TVP-FAVAR Approach (in Persian)," The Journal of Planning and Budgeting (٠صلنامه برنامه ریزی و بودجه), Institute for Management and Planning studies, vol. 28(3), pages 161-185, December.
    38. Thanda Sithole & Beatrice D. Simo-Kengne & Modeste Some, 2017. "The role of financial conditions in transmitting external shocks to South Africa," International Economics, CEPII research center, issue 150, pages 36-56.
    39. Amat Adarov, 2019. "Financial Cycles in Europe: Dynamics, Synchronicity and Implications for Business Cycles and Macroeconomic Imbalances," wiiw Working Papers 166, The Vienna Institute for International Economic Studies, wiiw.
    40. Petrella, Ivan & Venditti, Fabrizio & Delle Monache, Davide, 2016. "Adaptive state space models with applications to the business cycle and financial stress," CEPR Discussion Papers 11599, C.E.P.R. Discussion Papers.
    41. Iñaki Aldasoro & Peter Hördahl & Sonya Zhu, 2022. "Under pressure: market conditions and stress," BIS Quarterly Review, Bank for International Settlements, September.
    42. Opschoor, Anne & van Dijk, Dick & van der Wel, Michel, 2014. "Predicting volatility and correlations with Financial Conditions Indexes," Journal of Empirical Finance, Elsevier, vol. 29(C), pages 435-447.
    43. Guarata, Nora & Pagliacci, Carolina, 2017. "Understanding Financial Fluctuations and Their Relation to Macroeconomic Stability," IDB Publications (Working Papers) 8332, Inter-American Development Bank.
    44. Nima Nonejad, 2021. "An Overview Of Dynamic Model Averaging Techniques In Time‐Series Econometrics," Journal of Economic Surveys, Wiley Blackwell, vol. 35(2), pages 566-614, April.
    45. Fève, Patrick & Garcia, Pablo & Sahuc, Jean-Guillaume, 2017. "State-dependent risk taking and the transmission of monetary policy shocks," TSE Working Papers 17-872, Toulouse School of Economics (TSE).
    46. Christian Menden & Christian R. Proaño, 2017. "Dissecting the financial cycle with dynamic factor models," IMK Working Paper 183-2017, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
    47. Giovanni Ballarin & Petros Dellaportas & Lyudmila Grigoryeva & Marcel Hirt & Sophie van Huellen & Juan-Pablo Ortega, 2022. "Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data," Papers 2211.00363, arXiv.org, revised Jan 2024.
    48. Jiménez Polanco, Miguel A. & Ramírez de León, Francisco A., 2016. "Un Indicador de Condiciones Financieras para la República Dominicana [A Financial Condition Index for the Dominican Republic]," MPRA Paper 75859, University Library of Munich, Germany.
    49. Khwazi Magubane, 2024. "Financial cycles synchronisation in South Africa. A dynamic conditional correlation (DCC) Approach," Cogent Economics & Finance, Taylor & Francis Journals, vol. 12(1), pages 2321069-232, December.
    50. Chang, C-L. & Hsu, H-K. & McAleer, M.J., 2017. "A Tourism Financial Conditions Index for Tourism Finance," Econometric Institute Research Papers TI 2017-071/III, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    51. Nimantha Manamperi, 2015. "A Comparative Analysis on US Financial Stress Indicators," International Journal of Economics and Financial Issues, Econjournals, vol. 5(2), pages 613-623.
    52. Pär Stockhammar & Pär Österholm, 2016. "Effects of US policy uncertainty on Swedish GDP growth," Empirical Economics, Springer, vol. 50(2), pages 443-462, March.
    53. Gloria Gonzalez-Rivera & Vladimir Rodriguez-Caballero & Esther Ruiz, 2021. "Expecting the unexpected: economic growth under stress," Working Papers 202106, University of California at Riverside, Department of Economics.
    54. Meltem Gulenay Chadwick & Huseyin Ozturk, 2018. "Measuring Financial Systemic Stress for Turkey: A Search for the Best Composite Indicator," Working Papers 1816, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
    55. Akira Kohsaka & Jun-ichi Shinkai, 2014. "East Asian Financial Cycles: Asian vs. Global Financial Crises," OSIPP Discussion Paper 14E008, Osaka School of International Public Policy, Osaka University.
    56. Lodge, David & Manu, Ana-Simona, 2022. "EME financial conditions: Which global shocks matter?," Journal of International Money and Finance, Elsevier, vol. 120(C).
    57. Xiaochun Jiang & Wei Sun & Peng Su & Ting Wang, 2019. "The Synergy of Financial Volatility between China and the United States and the Risk Conduction Paths," Sustainability, MDPI, vol. 11(15), pages 1-22, August.
    58. Noh-Sun Kwark & Changhyun Lee, 2020. "Asymmetric Effects of Financial Conditions on GDP Growth in Korea: A Quantile Regression Analysis," Working Papers 2005, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy).
    59. 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.
    60. Kirstin Hubrich & Robert J. Tetlow, 2012. "Financial stress and economic dynamics: the transmission of crises," Finance and Economics Discussion Series 2012-82, Board of Governors of the Federal Reserve System (U.S.).
    61. Mr. Troy D Matheson, 2011. "Financial Conditions Indexes for the United States and Euro Area," IMF Working Papers 2011/093, International Monetary Fund.
    62. Kapetanios, George & Price, Simon & Young, Garry, 2017. "A UK financial conditions index using targeted data reduction: forecasting and structural identification," Bank of England working papers 699, Bank of England.
    63. Arrigoni, Simone & Bobasu, Alina & Venditti, Fabrizio, 2021. "The simpler, the better: Measuring financial conditions for monetary policy and financial stability," EIB Working Papers 2021/10, European Investment Bank (EIB).
    64. Chun-Peng Zhang & Rong Kang & Chen Feng, 2016. "Financial Vulnerability, Capital Shocks and Economic Growth: Evidence from China (2005-2014)," European Journal of Business Science and Technology, Mendel University in Brno, Faculty of Business and Economics, vol. 2(1), pages 23-31.
    65. Luke Hartigan & Michelle Wright, 2023. "Monitoring Financial Conditions and Downside Risk to Economic Activity in Australia," The Economic Record, The Economic Society of Australia, vol. 99(325), pages 253-287, June.
    66. Louzis, Dimitrios & Vouldis, Angelos, 2013. "A financial systemic stress index for Greece," Working Paper Series 1563, European Central Bank.
    67. Esteban Gómez & Andrés Murcia & Nancy Zamundio, 2011. "Financial Conditions Index: Early and Leading Indicator for Colombia," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 29(66), pages 174-220, December.
    68. Tim Ng, 2011. "The predictive content of financial cycle measures for output fluctuations," BIS Quarterly Review, Bank for International Settlements, June.
    69. Azamat Abdymomunov, 2013. "Regime-switching measure of systemic financial stress," Annals of Finance, Springer, vol. 9(3), pages 455-470, August.
    70. Luis Ceballos S. & Mario González F., 2012. "Indicador de Condiciones Económicas," Notas de Investigación Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 15(1), pages 105-117, April.
    71. Oet, Mikhail V. & Gramlich, Dieter & Sarlin, Peter, 2016. "Evaluating measures of adverse financial conditions," Journal of Financial Stability, Elsevier, vol. 27(C), pages 234-249.
    72. Byrne, Joseph P & Korobilis, Dimitris & Ribeiro, Pinho J, 2014. "On the Sources of Uncertainty in Exchange Rate Predictability," MPRA Paper 58956, University Library of Munich, Germany.
    73. Ralf Fendel & Nicola Mai & Oliver Mohr, 2020. "The Shape of Eurozone’s Uncertainty: Its Impact and Predictive Value on GDP," Applied Economics and Finance, Redfame publishing, vol. 7(6), pages 1-18, December.
    74. Gaurav Gupta & Jitendra Mahakud, 2019. "Alternative measure of financial development and investment-cash flow sensitivity: evidence from an emerging economy," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 5(1), pages 1-28, December.
    75. Wei Sun & Matthew S. Yiu, 2023. "Financial conditions and the well‐being of the real estate sector—A bottom‐up default analysis on five ASEAN economies," Contemporary Economic Policy, Western Economic Association International, vol. 41(1), pages 41-60, January.
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    276. Shen Chung-Hua, 1998. "The Term Structure of Taiwan Money Market Rates And Rational Expectation," International Economic Journal, Taylor & Francis Journals, vol. 12(1), pages 105-119.
    277. A. Mansur & M. Masih & Vicky Ryan, 2005. "The term structure of interest rates in Australia: an application of long run structural modelling," Applied Financial Economics, Taylor & Francis Journals, vol. 15(8), pages 557-573.
    278. Iichiro Uesugi & Guy M. Yamashiro, 2003. "On the Relationship Between the Very Short Forward and the Spot Interest Rate," Discussion papers 03013, Research Institute of Economy, Trade and Industry (RIETI).

Articles

  1. Matthew Richardson & Kermit L. Schoenholtz & Lawrence J. White, 2018. "Deregulating Wall Street," Annual Review of Financial Economics, Annual Reviews, vol. 10(1), pages 199-217, November.

    Cited by:

    1. Alexander, Gordon J. & Baptista, Alexandre M. & Yan, Shu, 2021. "Regulation of bank proprietary trading post 2007–09 crisis: An examination of the Basel framework and Volcker rule," Journal of International Money and Finance, Elsevier, vol. 119(C).
    2. Natalya Zelenyuk & Robert Faff, 2022. "Effects of incentive pay on systemic risk: evidence from CEO compensation and CoVar," Empirical Economics, Springer, vol. 63(6), pages 3289-3311, December.

  2. Robert J. Shiller & John Y. Campbell & Kermit L. Schoenholtz, 1983. "Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 14(1), pages 173-224.
    See citations under working paper version above.

Chapters

  1. Stephen G. Cecchetti & Kermit L. Schoenholtz, 2010. "How Central Bankers See It: The First Decade of European Central Bank Policy and Beyond," NBER Chapters, in: Europe and the Euro, pages 327-374, National Bureau of Economic Research, Inc.

    Cited by:

    1. Anton, Roman, 2015. "Monetary Development and Transmission in the Eurosystem," MPRA Paper 67323, University Library of Munich, Germany, revised 08 Oct 2015.

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