Angela Abbate
Personal Details
First Name: | Angela |
Middle Name: | |
Last Name: | Abbate |
Suffix: | |
RePEc Short-ID: | pab300 |
| |
https://sites.google.com/view/angela-abbate | |
Affiliation
Schweizerische Nationalbank (SNB)
Bern/Zürich, Switzerlandhttp://www.snb.ch/
RePEc:edi:snbgvch (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Dr. Angela Abbate & Dominik Thaler, 2021.
"Optimal monetary policy with the risk-taking channel,"
Working Papers
2021-09, Swiss National Bank.
- Abbate, Angela & Thaler, Dominik, 2023. "Optimal monetary policy with the risk-taking channel," European Economic Review, Elsevier, vol. 152(C).
- Angela Abbate & Dominik Thaler, 2021. "Optimal Monetary Policy with the Risk-Taking Channel," Working Papers 2137, Banco de España.
- Abbate, Angela & Thaler, Dominik, 2023. "Optimal monetary policy with the risk-taking channel," Working Paper Series 2772, European Central Bank.
- Angela Abbate & Massimiliano Marcellino, 2017. "Macroeconomic activity and risk indicators: an unstable relationship," BAFFI CAREFIN Working Papers 1756, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
- Angela Abbate & Sandra Eickmeier & Esteban Prieto, 2016.
"Financial shocks and inflation dynamics,"
CAMA Working Papers
2016-53, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Dr. Angela Abbate & Sandra Eickmeier & Esteban Prieto, 2020. "Financial shocks and inflation dynamics," Working Papers 2020-13, Swiss National Bank.
- Abbate, Angela & Eickmeier, Sandra & Prieto, Esteban, 2016. "Financial shocks and inflation dynamics," Discussion Papers 41/2016, Deutsche Bundesbank.
- Abbate, Angela & Marcellino, Massimiliano, 2016.
"Point, interval and density forecasts of exchange rates with time-varying parameter models,"
Discussion Papers
19/2016, Deutsche Bundesbank.
- Angela Abbate & Massimiliano Marcellino, 2018. "Point, interval and density forecasts of exchange rates with time varying parameter models," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 181(1), pages 155-179, January.
- Marcellino, Massimiliano & Abbate, Angela, 2016. "Point, interval and density forecasts of exchange rates with time-varying parameter models," CEPR Discussion Papers 11559, C.E.P.R. Discussion Papers.
- Abbate, Angela & Thaler, Dominik, 2015.
"Monetary policy and the asset risk-taking channel,"
Discussion Papers
48/2015, Deutsche Bundesbank.
- Angela Abbate & Dominik Thaler, 2019. "Monetary Policy and the Asset Risk‐Taking Channel," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(8), pages 2115-2144, December.
- Angela Abbate & Dominik Thaler, 2018. "Monetary policy and the asset risk-taking channel," Working Papers 1805, Banco de España.
- Abbate, Angela & Thaler, Dominik, 2014.
"Monetary policy effects on bank risk taking,"
Economics Working Papers
ECO2014/07, European University Institute.
- Angela Abbate & Dominik Thaler, 2015. "Monetary policy effects on bank risk taking," Working Paper Research 287, National Bank of Belgium.
- Angela Abbate & Luca De Benedictis & Giorgio Fagiolo & Lucia Tajoli, 2012. "The International Trade Network in Space and Time," LEM Papers Series 2012/17, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
Articles
- Angela Abbate & Dominik Thaler, 2019.
"Monetary Policy and the Asset Risk‐Taking Channel,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(8), pages 2115-2144, December.
- Angela Abbate & Dominik Thaler, 2018. "Monetary policy and the asset risk-taking channel," Working Papers 1805, Banco de España.
- Abbate, Angela & Thaler, Dominik, 2015. "Monetary policy and the asset risk-taking channel," Discussion Papers 48/2015, Deutsche Bundesbank.
- Abbate, Angela & De Benedictis, Luca & Fagiolo, Giorgio & Tajoli, Lucia, 2018. "Distance-varying assortativity and clustering of the international trade network–ADDENDUM," Network Science, Cambridge University Press, vol. 6(4), pages 633-633, December.
- Angela Abbate & Massimiliano Marcellino, 2018.
"Point, interval and density forecasts of exchange rates with time varying parameter models,"
Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 181(1), pages 155-179, January.
- Abbate, Angela & Marcellino, Massimiliano, 2016. "Point, interval and density forecasts of exchange rates with time-varying parameter models," Discussion Papers 19/2016, Deutsche Bundesbank.
- Marcellino, Massimiliano & Abbate, Angela, 2016. "Point, interval and density forecasts of exchange rates with time-varying parameter models," CEPR Discussion Papers 11559, C.E.P.R. Discussion Papers.
- Abbate, Angela & De Benedictis, Luca & Fagiolo, Giorgio & Tajoli, Lucia, 2018. "Distance-varying assortativity and clustering of the international trade network," Network Science, Cambridge University Press, vol. 6(4), pages 517-544, December.
- Angela Abbate & Sandra Eickmeier & Wolfgang Lemke & Massimiliano Marcellino, 2016.
"The Changing International Transmission of Financial Shocks: Evidence from a Classical Time‐Varying FAVAR,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(4), pages 573-601, June.
- Eickmeier, Sandra & Lemke, Wolfgang & Marcellino, Massimiliano, 2011. "The changing international transmission of financial shocks: evidence from a classical time-varying FAVAR," Discussion Paper Series 1: Economic Studies 2011,05, Deutsche Bundesbank.
- Marcellino, Massimiliano & Eickmeier, Sandra & Lemke, Wolfgang, 2011. "The Changing International Transmission of Financial Shocks: Evidence from a Classical Time-Varying FAVAR," CEPR Discussion Papers 8341, C.E.P.R. Discussion Papers.
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:- Dr. Angela Abbate & Dominik Thaler, 2021.
"Optimal monetary policy with the risk-taking channel,"
Working Papers
2021-09, Swiss National Bank.
- Abbate, Angela & Thaler, Dominik, 2023. "Optimal monetary policy with the risk-taking channel," European Economic Review, Elsevier, vol. 152(C).
- Angela Abbate & Dominik Thaler, 2021. "Optimal Monetary Policy with the Risk-Taking Channel," Working Papers 2137, Banco de España.
- Abbate, Angela & Thaler, Dominik, 2023. "Optimal monetary policy with the risk-taking channel," Working Paper Series 2772, European Central Bank.
Mentioned in:
- Optimal monetary policy with the risk-taking channel
by Christian Zimmermann in NEP-DGE blog on 2021-04-29 16:32:18
Working papers
- Dr. Angela Abbate & Dominik Thaler, 2021.
"Optimal monetary policy with the risk-taking channel,"
Working Papers
2021-09, Swiss National Bank.
- Abbate, Angela & Thaler, Dominik, 2023. "Optimal monetary policy with the risk-taking channel," European Economic Review, Elsevier, vol. 152(C).
- Angela Abbate & Dominik Thaler, 2021. "Optimal Monetary Policy with the Risk-Taking Channel," Working Papers 2137, Banco de España.
- Abbate, Angela & Thaler, Dominik, 2023. "Optimal monetary policy with the risk-taking channel," Working Paper Series 2772, European Central Bank.
Cited by:
- Ni, Jianhui & Ruan, Jia, 2024. "Contagion effects of external monetary shocks on systemic financial risk in China: Evidence from the Euro area and Japan," The North American Journal of Economics and Finance, Elsevier, vol. 70(C).
- Dossani, Asad, 2024. "Monetary policy and currency variance risk premia," Research in International Business and Finance, Elsevier, vol. 69(C).
- Angela Abbate & Massimiliano Marcellino, 2017.
"Macroeconomic activity and risk indicators: an unstable relationship,"
BAFFI CAREFIN Working Papers
1756, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
Cited by:
- Francesco Corsello & Valerio Nispi Landi, 2020.
"Labor Market and Financial Shocks: A Time‐Varying Analysis,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(4), pages 777-801, June.
- 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.
- Francesco Corsello & Valerio Nispi Landi, 2020.
"Labor Market and Financial Shocks: A Time‐Varying Analysis,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(4), pages 777-801, June.
- Angela Abbate & Sandra Eickmeier & Esteban Prieto, 2016.
"Financial shocks and inflation dynamics,"
CAMA Working Papers
2016-53, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Dr. Angela Abbate & Sandra Eickmeier & Esteban Prieto, 2020. "Financial shocks and inflation dynamics," Working Papers 2020-13, Swiss National Bank.
- Abbate, Angela & Eickmeier, Sandra & Prieto, Esteban, 2016. "Financial shocks and inflation dynamics," Discussion Papers 41/2016, Deutsche Bundesbank.
Cited by:
- Ellington, Michael & Milas, Costas, 2021. "On the economic impact of aggregate liquidity shocks: The case of the UK," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 737-752.
- Francesco Corsello & Valerio Nispi Landi, 2020.
"Labor Market and Financial Shocks: A Time‐Varying Analysis,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(4), pages 777-801, June.
- 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.
- Giovanni Caggiano & Efrem Castelnuovo & Silvia Delrio & Richard Kima, 2020.
"Financial Uncertainty and Real Activity: The Good, the Bad, and the Ugly,"
CESifo Working Paper Series
8426, CESifo.
- Caggiano, Giovanni & Castelnuovo, Efrem & Delrio, Silvia & Kima, Richard, 2021. "Financial uncertainty and real activity: The good, the bad, and the ugly," European Economic Review, Elsevier, vol. 136(C).
- Giovanni Caggiano & Efrem Castelnuovo & Richard Kima & Silvia Delrio, 2020. "Financial uncertainty and real activity: The good, the bad, and the ugly," CAMA Working Papers 2020-67, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Giovanni Caggiano & Efrem Castelnuovo & Silvia Delrio & Richard Kima, 2020. "Financial Uncertainty and Real Activity: The Good, the Bad, and the Ugly," "Marco Fanno" Working Papers 0255, Dipartimento di Scienze Economiche "Marco Fanno".
- Sandra Eickmeier & Benedikt Kolb & Esteban Prieto, 2018.
"The macroeconomic effects of bank capital requirement tightenings: Evidence from a narrative approach,"
CAMA Working Papers
2018-42, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Eickmeier, Sandra & Kolb, Benedikt & Prieto, Esteban, 2018. "Macroeconomic effects of bank capital regulation," Discussion Papers 44/2018, Deutsche Bundesbank.
- Baumeister, Christiane & Hamilton, James D., 2021. "Reprint: Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions," Journal of International Money and Finance, Elsevier, vol. 114(C).
- Tristani, Oreste & De Fiore, Fiorella, 2019.
"(Un)conventional Policy and the Effective Lower Bound,"
CEPR Discussion Papers
13585, C.E.P.R. Discussion Papers.
- Tristani, Oreste & De Fiore, Fiorella, 2019. "(Un)conventional policy and the effective lower bound," Journal of Economic Dynamics and Control, Elsevier, vol. 106(C), pages 1-1.
- Fiorella De Fiore & Oreste Tristani, 2019. "(Un)conventional policy and the effective lower bound," BIS Working Papers 804, Bank for International Settlements.
- De Fiore, Fiorella & Tristani, Oreste, 2018. "(Un)conventional policy and the effective lower bound," Working Paper Series 2183, European Central Bank.
- Melina, Giovanni & Villa, Stefania, 2023.
"Drivers of large recessions and monetary policy responses,"
Journal of International Money and Finance, Elsevier, vol. 137(C).
- Giovanni Melina & Stefania Villa, 2023. "Drivers of Large Recessions and Monetary Policy Responses," CESifo Working Paper Series 10590, CESifo.
- Giovanni Melina & Stefania Villa, 2023. "Drivers of large recessions and monetary policy responses," Temi di discussione (Economic working papers) 1425, Bank of Italy, Economic Research and International Relations Area.
- Olli Palm'en, 2020. "Inflation Dynamics of Financial Shocks," Papers 2006.03301, arXiv.org.
- Böhl, Gregor & Goy, Gavin & Strobel, Felix, 2021.
"A structural investigation of quantitative easing,"
Discussion Papers
01/2021, Deutsche Bundesbank.
- Gregor Boehl & Gavin Goy & Felix Strobel, 2020. "A Structural Investigation of Quantitative Easing," Working Papers 691, DNB.
- Böhl, Gregor & Goy, Gavin & Strobel, Felix, 2020. "A structural investigation of quantitative easing," IMFS Working Paper Series 142, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Gregor Boehl & Gavin Goy & Felix Strobel, 2024. "A Structural Investigation of Quantitative Easing," The Review of Economics and Statistics, MIT Press, vol. 106(4), pages 1028-1044, July.
- Gregor Boehl & Gavin Goy & Felix Strobel, 2020. "A Structural Investigation of Quantitative Easing," CRC TR 224 Discussion Paper Series crctr224_2020_193, University of Bonn and University of Mannheim, Germany.
- Brianti, Marco, 2021. "Financial Shocks, Uncertainty Shocks, and Monetary Policy Trade-Offs," Working Papers 2021-5, University of Alberta, Department of Economics.
- Böhl, Gregor & Lieberknecht, Philipp, 2021.
"The hockey stick Phillips curve and the zero lower bound,"
IMFS Working Paper Series
153, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Gregor Boehl & Philipp Lieberknecht, 2021. "The Hockey Stick Phillips Curve and the Zero Lower Bound," CRC TR 224 Discussion Paper Series crctr224_2021_266, University of Bonn and University of Mannheim, Germany.
- Andrea Giovanni Gazzani & Alejandro Vicondoa, 2019. "Proxy-SVAR as a Bridge for Identification with Higher Frequency Data," 2019 Meeting Papers 855, Society for Economic Dynamics.
- Mandler, Martin & Scharnagl, Michael, 2019.
"Bank loan supply shocks and alternative financing of non-financial corporations in the euro area,"
Discussion Papers
23/2019, Deutsche Bundesbank.
- Martin Mandler & Michael Scharnagl, 2020. "Bank loan supply shocks and alternative financing of non‐financial corporations in the euro area," Manchester School, University of Manchester, vol. 88(S1), pages 126-150, September.
- Conti, Antonio M., 2021. "Resurrecting the Phillips Curve in Low-Inflation Times," Economic Modelling, Elsevier, vol. 96(C), pages 172-195.
- Baumeister, Christiane & Hamilton, James, 2020.
"Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions,"
CEPR Discussion Papers
14271, C.E.P.R. Discussion Papers.
- Baumeister, Christiane & Hamilton, James D., 2020. "Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions," Journal of International Money and Finance, Elsevier, vol. 109(C).
- Christiane Baumeister & James D. Hamilton, 2020. "Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions," NBER Working Papers 26606, National Bureau of Economic Research, Inc.
- Meinen, Philipp & Roehe, Oke, 2018.
"To sign or not to sign? On the response of prices to financial and uncertainty shocks,"
Economics Letters, Elsevier, vol. 171(C), pages 189-192.
- Meinen, Philipp & Röhe, Oke, 2018. "To sign or not to sign? On the response of prices to financial and uncertainty shocks," Discussion Papers 33/2018, Deutsche Bundesbank.
- Andrejs Zlobins, 2021. "On the Time-varying Effects of the ECB's Asset Purchases," Working Papers 2021/02, Latvijas Banka.
- Neri, Stefano & Nobili, Andrea & Conti, Antonio M., 2017. "Low inflation and monetary policy in the euro area," Working Paper Series 2005, European Central Bank.
- Antonio M. Conti & Andrea Nobili, 2019. "Wages and prices in the euro area: exploring the nexus," Questioni di Economia e Finanza (Occasional Papers) 518, Bank of Italy, Economic Research and International Relations Area.
- Böhl, Gregor & Lieberknecht, Philipp, 2021. "The hockey stick Phillips curve and the effective lower bound," Discussion Papers 55/2021, Deutsche Bundesbank.
- Palmén, Olli, 2020.
"Sovereign default risk and credit supply: Evidence from the euro area,"
Journal of International Money and Finance, Elsevier, vol. 109(C).
- Olli Palm'en, 2020. "Sovereign Default Risk and Credit Supply: Evidence from the Euro Area," Papers 2006.03592, arXiv.org.
- Antonio M. Conti & Concetta Gigante, 2018. "Weakness in Italy�s core inflation and the Phillips curve: the role of labour and financial indicators," Questioni di Economia e Finanza (Occasional Papers) 466, Bank of Italy, Economic Research and International Relations Area.
- Hacioglu Hoke, Sinem, 2019. "Macroeconomic effects of political risk shocks," Bank of England working papers 841, Bank of England.
- Ellington, Michael, 2018. "Financial market illiquidity shocks and macroeconomic dynamics: Evidence from the UK," Journal of Banking & Finance, Elsevier, vol. 89(C), pages 225-236.
- Abbate, Angela & Marcellino, Massimiliano, 2016.
"Point, interval and density forecasts of exchange rates with time-varying parameter models,"
Discussion Papers
19/2016, Deutsche Bundesbank.
- Angela Abbate & Massimiliano Marcellino, 2018. "Point, interval and density forecasts of exchange rates with time varying parameter models," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 181(1), pages 155-179, January.
- Marcellino, Massimiliano & Abbate, Angela, 2016. "Point, interval and density forecasts of exchange rates with time-varying parameter models," CEPR Discussion Papers 11559, C.E.P.R. Discussion Papers.
Cited by:
- Oguzhan Cepni & I. Ethem Guney & Norman R. Swanson, 2020. "Forecasting and nowcasting emerging market GDP growth rates: The role of latent global economic policy uncertainty and macroeconomic data surprise factors," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(1), pages 18-36, January.
- Huber, Florian & Zörner, Thomas O., 2019. "Threshold cointegration in international exchange rates:A Bayesian approach," International Journal of Forecasting, Elsevier, vol. 35(2), pages 458-473.
- Aristidou, Chrystalleni & Lee, Kevin & Shields, Kalvinder, 2022. "Fundamentals, regimes and exchange rate forecasts: Insights from a meta exchange rate model," Journal of International Money and Finance, Elsevier, vol. 123(C).
- Krystian Jaworski, 2021. "Forecasting exchange rates for Central and Eastern European currencies using country‐specific factors," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(6), pages 977-999, September.
- Anna Pajor & Justyna Wróblewska & Łukasz Kwiatkowski & Jacek Osiewalski, 2024. "Hybrid SV‐GARCH, t‐GARCH and Markov‐switching covariance structures in VEC models—Which is better from a predictive perspective?," International Statistical Review, International Statistical Institute, vol. 92(1), pages 62-86, April.
- Beckmann, J & Koop, G & Korobilis, D & Schüssler, R, 2017.
"Exchange rate predictability and dynamic Bayesian learning,"
Essex Finance Centre Working Papers
20781, University of Essex, Essex Business School.
- Joscha Beckmann & Gary Koop & Dimitris Korobilis & Rainer Alexander Schüssler, 2020. "Exchange rate predictability and dynamic Bayesian learning," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(4), pages 410-421, June.
- Schüssler, Rainer & Beckmann, Joscha & Koop, Gary & Korobilis, Dimitris, 2018. "Exchange rate predictability and dynamic Bayesian learning," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181523, Verein für Socialpolitik / German Economic Association.
- Adebayo Felix Adekoya & Isaac Kofi Nti & Benjamin Asubam Weyori, 2021. "Long Short-Term Memory Network for Predicting Exchange Rate of the Ghanaian Cedi," FinTech, MDPI, vol. 1(1), pages 1-19, December.
- Angela Abbate & Massimiliano Marcellino, 2017. "Macroeconomic activity and risk indicators: an unstable relationship," BAFFI CAREFIN Working Papers 1756, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
- Hauzenberger, Niko & Huber, Florian, 2018.
"Model instability in predictive exchange rate regressions,"
Working Papers in Economics
2018-8, University of Salzburg.
- Hauzenberger, Niko & Huber, Florian, 2018. "Model instability in predictive exchange rate regressions," Department of Economics Working Paper Series 276, WU Vienna University of Economics and Business.
- Niko Hauzenberger & Florian Huber, 2018. "Model instability in predictive exchange rate regressions," Papers 1811.08818, arXiv.org, revised Dec 2018.
- Niko Hauzenberger & Florian Huber, 2018. "Model instability in predictive exchange rate regressions," Department of Economics Working Papers wuwp276, Vienna University of Economics and Business, Department of Economics.
- Niko Hauzenberger & Florian Huber, 2020. "Model instability in predictive exchange rate regressions," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(2), pages 168-186, March.
- Yemba, Boniface P. & Otunuga, Olusegun Michael & Tang, Biyan & Biswas, Nabaneeta, 2023. "Nowcasting of the Short-run Euro-Dollar Exchange Rate with Economic Fundamentals and Time-varying Parameters," Finance Research Letters, Elsevier, vol. 52(C).
- Papahristodoulou, Christos, 2019. "Is there any theory that explains the SEK?," MPRA Paper 95072, University Library of Munich, Germany, revised 08 Jul 2019.
- Anna Pajor & Justyna Wróblewska, 2022. "Forecasting performance of Bayesian VEC-MSF models for financial data in the presence of long-run relationships," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 12(3), pages 427-448, September.
- Camba-Méndez, Gonzalo, 2020. "On the inflation risks embedded in sovereign bond yields," Working Paper Series 2423, European Central Bank.
- Legrand, Romain, 2018. "Time-Varying Vector Autoregressions: Efficient Estimation, Random Inertia and Random Mean," MPRA Paper 88925, University Library of Munich, Germany.
- Justyna Wróblewska & Anna Pajor, 2019. "One-period joint forecasts of Polish inflation, unemployment and interest rate using Bayesian VEC-MSF models," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 11(1), pages 23-45, March.
- Abbate, Angela & Thaler, Dominik, 2015.
"Monetary policy and the asset risk-taking channel,"
Discussion Papers
48/2015, Deutsche Bundesbank.
- Angela Abbate & Dominik Thaler, 2019. "Monetary Policy and the Asset Risk‐Taking Channel," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(8), pages 2115-2144, December.
- Angela Abbate & Dominik Thaler, 2018. "Monetary policy and the asset risk-taking channel," Working Papers 1805, Banco de España.
Cited by:
- Angela Abbate & Dominik Thaler, 2018.
"Monetary policy and the asset risk-taking channel,"
Working Papers
1805, Banco de España.
- Angela Abbate & Dominik Thaler, 2019. "Monetary Policy and the Asset Risk‐Taking Channel," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(8), pages 2115-2144, December.
- Abbate, Angela & Thaler, Dominik, 2015. "Monetary policy and the asset risk-taking channel," Discussion Papers 48/2015, Deutsche Bundesbank.
- Fanny Loux & Meixing Dai, 2017.
"Les taux d’intérêt nominaux négatifs sont-ils efficaces pour relancer la croissance des crédits et de l’économie ?,"
Post-Print
hal-04080478, HAL.
- Meixing Dai & Fanny Loux, 2017. "Les taux d’intérêt nominaux négatifs sont-ils efficaces pour relancer la croissance des crédits et de l’économie ?," Bulletin de l'Observatoire des politiques économiques en Europe, Observatoire des Politiques Économiques en Europe (OPEE), vol. 36(1), pages 9-20, June.
- Jin, Xisong & Nadal De Simone, Francisco, 2020. "Monetary policy and systemic risk-taking in the Euro area investment fund industry: A structural factor-augmented vector autoregression analysis," Journal of Financial Stability, Elsevier, vol. 49(C).
- Neuenkirch, Matthias & Nöckel, Matthias, 2018.
"The risk-taking channel of monetary policy transmission in the euro area,"
Journal of Banking & Finance, Elsevier, vol. 93(C), pages 71-91.
- Matthias Neuenkirch & Matthias Nöckel, 2018. "The Risk-Taking Channel of Monetary Policy Transmission in the Euro Area," CESifo Working Paper Series 6982, CESifo.
- Matthias Neuenkirch & Matthias Nöckel, 2017. "The Risk-Taking Channel of Monetary Policy Transmission in the Euro Area," Research Papers in Economics 2017-02, University of Trier, Department of Economics.
- Jean Francky Landry NGONO & Danielle Sonia KAMGUIA PONE, 2021. "Profitability and bank risk-taking in CEMAC," Journal of Academic Finance, RED research unit, university of Gabes, Tunisia, vol. 12(1), pages 2-11, June.
- Dong, Yan & Wang, Cong, 2021. "The effect of stimulus policy on lending behavior and bank risk: Evidence from the Chinese banking sector," Emerging Markets Review, Elsevier, vol. 49(C).
- Iwanicz-Drozdowska, Małgorzata & Rogowicz, Karol, 2022. "Does the choice of monetary policy tool matter for systemic risk? The curious case of negative interest rates," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 79(C).
- Carlos Pérez Montes & Jorge E. Galán & María Bru & Julio Gálvez & Alberto García & Carlos González & Samuel Hurtado & Nadia Lavín & Eduardo Pérez Asenjo & Irene Roibás, 2023. "Marco de análisis sistémico del impacto de los riesgos económicos y financieros," Occasional Papers 2311, Banco de España.
- Hodula Martin & Pfeifer Lukáš, 2018. "Fiscal-Monetary-Financial Stability Interactions in a Data-Rich Environment," Review of Economic Perspectives, Sciendo, vol. 18(3), pages 195-224, September.
- Igarashi, Yoske & Liu, Keqing, 2024. "Should macroprudential policy be countercyclical?," Journal of Economic Dynamics and Control, Elsevier, vol. 158(C).
- Kabundi, Alain & De Simone, Francisco Nadal, 2022. "Euro area banking and monetary policy shocks in the QE era," Journal of Financial Stability, Elsevier, vol. 63(C).
- Marcel Takoulac Kamta & Arsène Aurelien Njamen Kengdo & Alain Bertrand Ndzana Mekia & Franklin Dongmo Tsobjio, 2020. "Identification of risk-taking channel of monetary policy in Cameroon," Economic Research Guardian, Weissberg Publishing, vol. 10(2), pages 83-96, December.
- Abbate, Angela & Thaler, Dominik, 2023.
"Optimal monetary policy with the risk-taking channel,"
Working Paper Series
2772, European Central Bank.
- Angela Abbate & Dominik Thaler, 2021. "Optimal Monetary Policy with the Risk-Taking Channel," Working Papers 2137, Banco de España.
- Abbate, Angela & Thaler, Dominik, 2023. "Optimal monetary policy with the risk-taking channel," European Economic Review, Elsevier, vol. 152(C).
- Dr. Angela Abbate & Dominik Thaler, 2021. "Optimal monetary policy with the risk-taking channel," Working Papers 2021-09, Swiss National Bank.
- Kabundi, Alain & De Simone, Francisco Nadal, 2020. "Monetary policy and systemic risk-taking in the euro area banking sector," Economic Modelling, Elsevier, vol. 91(C), pages 736-758.
- Bruno de Menna, 2021. "Monetary Policy, Credit Risk, and Profitability: The Influence of Relationship Lending on Cooperative Banks' Performance," Working Papers hal-03138738, HAL.
- Abbate, Angela & Thaler, Dominik, 2014.
"Monetary policy effects on bank risk taking,"
Economics Working Papers
ECO2014/07, European University Institute.
- Angela Abbate & Dominik Thaler, 2015. "Monetary policy effects on bank risk taking," Working Paper Research 287, National Bank of Belgium.
Cited by:
- Leeper, Eric M. & Nason, James M., 2015.
"Bringing Financial Stability into Monetary Policy,"
Working Paper Series
305, Sveriges Riksbank (Central Bank of Sweden).
- Eric M. Leeper & James M. Nason, 2014. "Bringing Financial Stability into Monetary Policy," CAMA Working Papers 2014-72, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Eric Leeper & James Nason, 2014. "Bringing Financial Stability into Monetary Policy," CAEPR Working Papers 2014-003, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Angela Abbate & Luca De Benedictis & Giorgio Fagiolo & Lucia Tajoli, 2012.
"The International Trade Network in Space and Time,"
LEM Papers Series
2012/17, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
Cited by:
- SOHN Christophe & CHRISTOPOULOS Dimitris & KOSKINEN Johan, 2013. "Geography and social networks. Modelling the effects of territorial borders on policy networks," LISER Working Paper Series 2013-19, Luxembourg Institute of Socio-Economic Research (LISER).
- Sultana, Nasrin & Turkina, Ekaterina, 2020. "Foreign direct investment, technological advancement, and absorptive capacity: A network analysis," International Business Review, Elsevier, vol. 29(2).
- Marco Dueñas & Giorgio Fagiolo, 2013.
"Modeling the International-Trade Network: a gravity approach,"
Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 8(1), pages 155-178, April.
- Marco Duenas & Giorgio Fagiolo, 2011. "Modeling the International-Trade Network: A Gravity Approach," Papers 1112.2867, arXiv.org.
- Marco Duenas & Giorgio Fagiolo, 2011. "Modeling the International-Trade Network: A Gravity Approach," LEM Papers Series 2011/25, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Dueñas, Marco & Mastrandrea, Rossana & Barigozzi, Matteo & Fagiolo, Giorgio, 2017.
"Spatio-temporal patterns of the international merger and acquisition network,"
LSE Research Online Documents on Economics
84092, London School of Economics and Political Science, LSE Library.
- Marcos Duenas & Rossana Mastrandrea & Matteo Barigozzi & Giorgio Fagiolo, 2017. "Spatio-Temporal Patterns of the International Merger and Acquisition Network," LEM Papers Series 2017/13, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Jorge Díaz-Lanchas & José Luis Zofío & Carlos Llano, 2022.
"A trade hierarchy of cities based on transport cost thresholds,"
Regional Studies, Taylor & Francis Journals, vol. 56(8), pages 1359-1376, August.
- Jorge Diaz-Lanchas & Carlos Llano & José Luis Zofio, 2019. "A trade hierarchy of cities based on transport cost thresholds," JRC Working Papers on Territorial Modelling and Analysis 2019-02, Joint Research Centre.
- Anna Maria Pinna & Rinaldo Brau & Vania Manuela Licio, 2016. "Broadening or jumping? An analysis of the first export market of European Union firms," Environment and Planning C, , vol. 34(4), pages 592-616, June.
- Carlo Piccardi & Lucia Tajoli, 2015. "Are Preferential Agreements Significant for the World Trade Structure? A Network Community Analysis," Kyklos, Wiley Blackwell, vol. 68(2), pages 220-239, May.
Articles
- Angela Abbate & Dominik Thaler, 2019.
"Monetary Policy and the Asset Risk‐Taking Channel,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(8), pages 2115-2144, December.
See citations under working paper version above.
- Angela Abbate & Dominik Thaler, 2018. "Monetary policy and the asset risk-taking channel," Working Papers 1805, Banco de España.
- Abbate, Angela & Thaler, Dominik, 2015. "Monetary policy and the asset risk-taking channel," Discussion Papers 48/2015, Deutsche Bundesbank.
- Abbate, Angela & De Benedictis, Luca & Fagiolo, Giorgio & Tajoli, Lucia, 2018.
"Distance-varying assortativity and clustering of the international trade network–ADDENDUM,"
Network Science, Cambridge University Press, vol. 6(4), pages 633-633, December.
Cited by:
- L. Blázquez & C. Díaz-Mora & B. González-Díaz, 2023. "Slowbalisation or a “New” type of GVC participation? The role of digital services," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, vol. 50(1), pages 121-147, March.
- Blázquez, Leticia & Díaz-Mora, Carmen & González-Díaz, Belén, 2023. "Hubs of embodied business services in a GVC world," International Economics, Elsevier, vol. 174(C), pages 28-43.
- Lucio Biggiero & Roberto Urbani, 2022. "Testing the convergence hypothesis: a longitudinal and cross-sectional analysis of the world trade web through social network and statistical analyses," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 17(3), pages 713-777, July.
- Angela Abbate & Massimiliano Marcellino, 2018.
"Point, interval and density forecasts of exchange rates with time varying parameter models,"
Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 181(1), pages 155-179, January.
See citations under working paper version above.
- Abbate, Angela & Marcellino, Massimiliano, 2016. "Point, interval and density forecasts of exchange rates with time-varying parameter models," Discussion Papers 19/2016, Deutsche Bundesbank.
- Marcellino, Massimiliano & Abbate, Angela, 2016. "Point, interval and density forecasts of exchange rates with time-varying parameter models," CEPR Discussion Papers 11559, C.E.P.R. Discussion Papers.
- Abbate, Angela & De Benedictis, Luca & Fagiolo, Giorgio & Tajoli, Lucia, 2018.
"Distance-varying assortativity and clustering of the international trade network,"
Network Science, Cambridge University Press, vol. 6(4), pages 517-544, December.
Cited by:
- L. Blázquez & C. Díaz-Mora & B. González-Díaz, 2023. "Slowbalisation or a “New” type of GVC participation? The role of digital services," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, vol. 50(1), pages 121-147, March.
- Matthew Smith & Yasaman Sarabi, 2021. "Trading patterns within and between regions: an analysis of Gould-Fernandez brokerage roles," Papers 2107.01696, arXiv.org, revised Dec 2021.
- Lucio Biggiero & Roberto Urbani, 2022. "Testing the convergence hypothesis: a longitudinal and cross-sectional analysis of the world trade web through social network and statistical analyses," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 17(3), pages 713-777, July.
- Angela Abbate & Sandra Eickmeier & Wolfgang Lemke & Massimiliano Marcellino, 2016.
"The Changing International Transmission of Financial Shocks: Evidence from a Classical Time‐Varying FAVAR,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(4), pages 573-601, June.
- Eickmeier, Sandra & Lemke, Wolfgang & Marcellino, Massimiliano, 2011. "The changing international transmission of financial shocks: evidence from a classical time-varying FAVAR," Discussion Paper Series 1: Economic Studies 2011,05, Deutsche Bundesbank.
- Marcellino, Massimiliano & Eickmeier, Sandra & Lemke, Wolfgang, 2011. "The Changing International Transmission of Financial Shocks: Evidence from a Classical Time-Varying FAVAR," CEPR Discussion Papers 8341, C.E.P.R. Discussion Papers.
Cited by:
- Sithole, Thanda & Simo-Kengne, Beatrice D. & Some, Modeste, 2017.
"The role of financial conditions in transmitting external shocks to South Africa,"
International Economics, Elsevier, vol. 150(C), pages 36-56.
- 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.
- Yamamoto, Shugo, 2014. "Transmission of US financial and trade shocks to Asian economies: Implications for spillover of the 2007–2009 US financial crisis," The North American Journal of Economics and Finance, Elsevier, vol. 27(C), pages 88-103.
- Eddie Gerba & Danilo Leiva-Leon, 2020. "Macro-financial interactions in a changing world," Working Papers 2018, Banco de España.
- Michal Franta & Jan Libich & Petr Stehlík, 2018.
"Tracking Monetary-Fiscal Interactions across Time and Space,"
International Journal of Central Banking, International Journal of Central Banking, vol. 14(3), pages 167-227, June.
- Michal Franta & Jan Libich & Petr Stehlik, 2012. "Tracking Monetary-Fiscal Interactions Across Time and Space," Working Papers 2012/06, Czech National Bank.
- Michal Franta & Jan Libich & Petr Stehlík, 2012. "Tracking Monetary-Fiscal Interactions across Time and Space," CAMA Working Papers 2012-40, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Matthew Greenwood‐Nimmo & Viet Hoang Nguyen & Eliza Wu, 2021.
"On the International Spillover Effects of Country‐Specific Financial Sector Bailouts and Sovereign Risk Shocks,"
The Economic Record, The Economic Society of Australia, vol. 97(317), pages 285-309, June.
- Matthew Greenwood-Nimmo & Viet Hoang Nguyen & Eliza Wu, 2020. "On the International Spillover Effects of Country-Specific Financial Sector Bailouts and Sovereign Risk Shocks," Melbourne Institute Working Paper Series wp2020n22, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Baumeister, Christiane & Hamilton, James D., 2021. "Reprint: Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions," Journal of International Money and Finance, Elsevier, vol. 114(C).
- Maldonado, Javier & Ruiz Ortega, Esther, 2017. "Accurate Subsampling Intervals of Principal Components Factors," DES - Working Papers. Statistics and Econometrics. WS 23974, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Eickmeier, Sandra & Ng, Tim, 2015.
"How do US credit supply shocks propagate internationally? A GVAR approach,"
European Economic Review, Elsevier, vol. 74(C), pages 128-145.
- Eickmeier, Sandra & Ng, Tim, 2011. "How Do Credit Supply Shocks Propagate Internationally? A GVAR approach," CEPR Discussion Papers 8720, C.E.P.R. Discussion Papers.
- Eickmeier, Sandra & Ng, Tim, 2011. "How do credit supply shocks propagate internationally? A GVAR approach," Discussion Paper Series 1: Economic Studies 2011,27, Deutsche Bundesbank.
- Gent Bajraj & Jorge Lorca & Juan M. Wlasiuk, 2022. "On Foreign Drivers of EMEs Fluctuations," Working Papers Central Bank of Chile 951, Central Bank of Chile.
- Vespignani, Joaquin L. & Ratti, Ronald A., 2013.
"Not all international monetary shocks are alike for the Japanese economy,"
Working Papers
16920, University of Tasmania, Tasmanian School of Business and Economics, revised 05 Aug 2013.
- Vespignani, Joaquin L. & Ratti, Ronald A., 2013. "Not all international monetary shocks are alike for the Japanese economy," MPRA Paper 48709, University Library of Munich, Germany.
- Vespignani, Joaquin L. & Ratti, Ronald A., 2016. "Not all international monetary shocks are alike for the Japanese economy," Economic Modelling, Elsevier, vol. 52(PB), pages 822-837.
- Ronald A. Ratti & Joaquin L. Vespignani, 2014. "Not all international monetary shocks are alike for the Japanese economy," CAMA Working Papers 2014-14, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Knut Are Aastveit & Hilde C. Bjørnland & Leif Anders Thorsrud, 2011.
"The world is not enough! Small open economies and regional dependence,"
Working Paper
2011/16, Norges Bank.
- Knut Are Aastveit & Hilde C. Bjørnland & Leif Anders Thorsrud, 2016. "The World Is Not Enough! Small Open Economies and Regional Dependence," Scandinavian Journal of Economics, Wiley Blackwell, vol. 118(1), pages 168-195, January.
- Fink, Fabian & Schüler, Yves S., 2015. "The transmission of US systemic financial stress: Evidence for emerging market economies," Journal of International Money and Finance, Elsevier, vol. 55(C), pages 6-26.
- Antonakakis, Nikolaos & Badinger, Harald, 2012.
"Output Volatility, Economic Growth, and Cross-Country Spillovers: New Evidence for the G7 Countries,"
Department of Economics Working Paper Series
141, WU Vienna University of Economics and Business.
- Nikolaos Antonakakis & Harald Badinger, 2012. "Output Volatility, Economic Growth, and Cross-Country Spillovers: New Evidence for the G7 Countries," Department of Economics Working Papers wuwp141, Vienna University of Economics and Business, Department of Economics.
- Fonseca, Marcelo Gonçalves da Silva & Pereira, Pedro L. Valls, 2014.
"Credit shocks and monetary policy in Brazil: a structural FAVAR approach,"
Textos para discussão
358, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
- Valls Pereira, Pedro L. & da Silva Fonseca, Marcelo Gonçalves, 2012. "Credit Shocks and Monetary Policy in Brazil: A Structural Favar Approach," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 32(2), April.
- Marcellino, Massimiliano & Carriero, Andrea & Corsello, Francesco, 2019.
"The Global Component of Inflation Volatility,"
CEPR Discussion Papers
13470, C.E.P.R. Discussion Papers.
- Andrea Carriero & Francesco Corsello & Massimiliano Marcellino, 2018. "The global component of inflation volatility," Temi di discussione (Economic working papers) 1170, Bank of Italy, Economic Research and International Relations Area.
- Andrea Carriero & Francesco Corsello & Massimiliano Marcellino, 2022. "The global component of inflation volatility," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(4), pages 700-721, June.
- Karlsson, Sune & Österholm, Pär, 2018. "Is the US Phillips Curve Stable? Evidence from Bayesian VARs," Working Papers 2018:5, Örebro University, School of Business.
- Sungurtekin Hallam, Bahar, 2022. "Emerging market responses to external shocks: A cross-country analysis," Economic Modelling, Elsevier, vol. 115(C).
- Antonakakis, N. & Badinger, H., 2016. "Economic growth, volatility, and cross-country spillovers: New evidence for the G7 countries," Economic Modelling, Elsevier, vol. 52(PB), pages 352-365.
- Eickmeier, Sandra & Lemke, Wolfgang & Marcellino, Massimiliano, 2011.
"Classical time-varying FAVAR models - estimation, forecasting and structural analysis,"
Discussion Paper Series 1: Economic Studies
2011,04, Deutsche Bundesbank.
- Marcellino, Massimiliano & Eickmeier, Sandra & Lemke, Wolfgang, 2011. "Classical time-varying FAVAR models - Estimation, forecasting and structural analysis," CEPR Discussion Papers 8321, C.E.P.R. Discussion Papers.
- Boehl, Gregor, 2022.
"Monetary policy and speculative asset markets,"
European Economic Review, Elsevier, vol. 148(C).
- Gregor Boehl, 2020. "Monetary Policy and Speculative Asset Markets," CRC TR 224 Discussion Paper Series crctr224_2020_224, University of Bonn and University of Mannheim, Germany.
- Koester, Gerrit B. & Priesmeier, Christoph, 2015. "The Timing and Responsiveness of Fiscal Policy over the Business Cycle in Germany," MPRA Paper 68412, University Library of Munich, Germany.
- Koop, Gary & Korobilis, Dimitris, 2013.
"A New Index of Financial Conditions,"
MPRA Paper
45463, University Library of Munich, Germany.
- Gary Koop & Dimitris Korobilis, 2013. "A new index of financial conditions," Working Papers 1307, University of Strathclyde Business School, Department of Economics.
- Gary, Koop & Dimitris, Korobilis, 2013. "A New Index of Financial Conditions," SIRE Discussion Papers 2013-48, Scottish Institute for Research in Economics (SIRE).
- Gary Koop & Dimitris Korobilis, "undated". "A new index of financial conditions," Working Papers 2013_06, Business School - Economics, University of Glasgow.
- Koop, Gary & Korobilis, Dimitris, 2014. "A new index of financial conditions," European Economic Review, Elsevier, vol. 71(C), pages 101-116.
- Michal Franta & Roman Horvath & Marek Rusnak, 2014.
"Evaluating changes in the monetary transmission mechanism in the Czech Republic,"
Empirical Economics, Springer, vol. 46(3), pages 827-842, May.
- Michal Franta & Roman Horvath & Marek Rusnak, 2011. "Evaluating Changes in the Monetary Transmission Mechanism in the Czech Republic," Working Papers 2011/13, Czech National Bank.
- Roman Horváth & Michal Franta & Marek Rusnák, 2012. "Evaluating Changes in the Monetary Transmission Mechanism in the Czech Republic," Working Papers IES 2012/11, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Apr 2012.
- Paolo Gorgi & Siem Jan Koopman & Julia Schaumburg, 2021. "Vector Autoregressions with Dynamic Factor Coefficients and Conditionally Heteroskedastic Errors," Tinbergen Institute Discussion Papers 21-056/III, Tinbergen Institute.
- Eickmeier, Sandra & Lemke, Wolfgang & Marcellino, Massimiliano, 2011.
"The changing international transmission of financial shocks: evidence from a classical time-varying FAVAR,"
Discussion Paper Series 1: Economic Studies
2011,05, Deutsche Bundesbank.
- Angela Abbate & Sandra Eickmeier & Wolfgang Lemke & Massimiliano Marcellino, 2016. "The Changing International Transmission of Financial Shocks: Evidence from a Classical Time‐Varying FAVAR," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(4), pages 573-601, June.
- Marcellino, Massimiliano & Eickmeier, Sandra & Lemke, Wolfgang, 2011. "The Changing International Transmission of Financial Shocks: Evidence from a Classical Time-Varying FAVAR," CEPR Discussion Papers 8341, C.E.P.R. Discussion Papers.
- Ruch,Franz Ulrich, 2020. "Prospects, Risks, and Vulnerabilities in Emerging and Developing Economies : Lessons from the Past Decade," Policy Research Working Paper Series 9181, The World Bank.
- 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.
- Hilberg, Björn & Grill, Michael & Metiu, Norbert, 2016. "Credit constraints and the international propagation of US financial shocks," Working Paper Series 1954, European Central Bank.
- Cesa-Bianchi, Ambrogio & Sokol, Andrej, 2022.
"Financial shocks, credit spreads, and the international credit channel,"
Journal of International Economics, Elsevier, vol. 135(C).
- Cesa Bianchi, Ambrogio & Sokol, Andrej, 2017. "Financial shocks, credit spreads and the international credit channel," Bank of England working papers 693, Bank of England.
- Baumeister, Christiane & Hamilton, James, 2020.
"Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions,"
CEPR Discussion Papers
14271, C.E.P.R. Discussion Papers.
- Baumeister, Christiane & Hamilton, James D., 2020. "Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions," Journal of International Money and Finance, Elsevier, vol. 109(C).
- Christiane Baumeister & James D. Hamilton, 2020. "Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions," NBER Working Papers 26606, National Bureau of Economic Research, Inc.
- Kwon, Hyuck-Shin & Bang, Doo Won & Kim, Myeong Hyeon, 2017. "Korean Housing Cycle: Implications for Risk Management (Factor-augmented VAR Approach)," KDI Journal of Economic Policy, Korea Development Institute (KDI), vol. 39(3), pages 43-62.
- Liu, Wei & Garrett, Ian, 2023. "Regime-dependent effects of macroeconomic uncertainty on realized volatility in the U.S. stock market," Economic Modelling, Elsevier, vol. 128(C).
- Karlsson, Sune & Österholm, Pär, 2019.
"The Relation between the Corporate Bond-Yield Spread and the Real Economy: Stable or TimeVarying?,"
Working Papers
2019:7, Örebro University, School of Business.
- Karlsson, Sune & Österholm, Pär, 2020. "The relation between the corporate bond-yield spread and the real economy: Stable or time-varying?," Economics Letters, Elsevier, vol. 186(C).
- Hilde C. Bjørnland & Leif Anders Thorsrud, 2019.
"Commodity prices and fiscal policy design: Procyclical despite a rule,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(2), pages 161-180, March.
- Hilde C. Bjornland & Leif Anders Thorsrud, 2016. "Commodity prices and fiscal policy design: Procyclical despite a rule," CAMA Working Papers 2016-27, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Yves S. Schüler, 2014. "Asymmetric Effects of Uncertainty over the Business Cycle: A Quantile Structural Vector Autoregressive Approach," Working Paper Series of the Department of Economics, University of Konstanz 2014-02, Department of Economics, University of Konstanz.
- Marcellino, Massimiliano & Eickmeier, Sandra & Prieto, Esteban, 2013.
"Time Variation in Macro-Financial Linkages,"
CEPR Discussion Papers
9436, C.E.P.R. Discussion Papers.
- Prieto, Esteban & Eickmeier, Sandra & Marcellino, Massimiliano, 2013. "Time variation in macro-financial linkages," Discussion Papers 13/2013, Deutsche Bundesbank.
- Esteban Prieto & Sandra Eickmeier & Massimiliano Marcellino, 2016. "Time Variation in Macro‐Financial Linkages," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(7), pages 1215-1233, November.
- Knut Are Aastveit & Hilde C. Bjørnland & Leif Anders Thorsrud, 2015.
"What Drives Oil Prices? Emerging Versus Developed Economies,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(7), pages 1013-1028, November.
- Knut Are Aastveit & Hilde C. Bjornland, 2013. "What drives oil prices? Emerging versus developed economies," CAMA Working Papers 2013-11, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Knut Are Aastveit & Hilde C. Bjørnland & Leif Anders Thorsrud, 2012. "What drives oil prices? Emerging versus developed economies," Working Paper 2012/11, Norges Bank.
- Alexandra Born & Zeno Enders, 2019.
"Global Banking, Trade, and the International Transmission of the Great Recession,"
The Economic Journal, Royal Economic Society, vol. 129(623), pages 2691-2721.
- Enders, Zeno & Peter, Alexandra, 2015. "Global Banking, Trade, and the International Transmission of the Great Recession," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113022, Verein für Socialpolitik / German Economic Association.
- Alexandra Born & Zeno Enders, 2018. "Global Banking, Trade, and the International Transmission of the Great Recession," CESifo Working Paper Series 6912, CESifo.
- Jorge Lorca, 2021. "Capital Flows and Emerging Markets Fluctuations," Working Papers Central Bank of Chile 898, Central Bank of Chile.
- Doo Won Bang & HyuckShin Kwon, 2022. "Policy Impact Analysis of Housing Policies Using Housing Cycles," SAGE Open, , vol. 12(3), pages 21582440221, July.
- Carrillo Julio A. & García Ana Laura, 2021. "The COVID-19 Economic Crisis in Mexico through the Lens of a Financial Conditions Index," Working Papers 2021-23, Banco de México.
- Beutel, Johannes & Emter, Lorenz & Metiu, Norbert & Prieto, Esteban & Schüler, Yves, 2022. "The global financial cycle and macroeconomic tail risks," Discussion Papers 43/2022, Deutsche Bundesbank.
- Vacca, Valerio Paolo & Bichlmeier, Fabian & Biraschi, Paolo & Boschi, Natalie & Álvarez, Antonio J. Bravo & Di Primio, Luciano & Ebner, André & Hoeretzeder, Silvia & Ballesteros, Elisa Llorente & Mian, 2021.
"Measuring the impact of a bank failure on the real economy: an EU-wide analytical framework,"
ESRB Working Paper Series
122, European Systemic Risk Board.
- Valerio Paolo Vacca & Fabian Bichlmeier & Paolo Biraschi & Natalie Boschi & Antonio J. Bravo Alvarez & Luciano Di Primio & André Ebner & Silvia Hoeretzeder & Elisa Llorente Ballesteros & Claudia Mian, 2021. "Measuring the impact of a bank failure on the real economy. An EU-wide analytical framework," Questioni di Economia e Finanza (Occasional Papers) 626, Bank of Italy, Economic Research and International Relations Area.
- Guesmi, Khaled & Makrychoriti, Panagiota & Spyrou, Spyros, 2023. "The relationship between climate risk, climate policy uncertainty, and CO2 emissions: Empirical evidence from the US," Journal of Economic Behavior & Organization, Elsevier, vol. 212(C), pages 610-628.
- Philippe Goulet Coulombe, 2021. "The Macroeconomy as a Random Forest," Working Papers 21-05, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management.
- M. Ayhan Kose & Csilla Lakatos & Franziska Ohnsorge & Marc Stocker, 2017.
"The global role of the US economy: Linkages, policies and spillovers,"
CAMA Working Papers
2017-13, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Kose, M. Ayhan & Ohnsorge, Franziska & Lakatos, Csilla & Stocker, Marc, 2017. "The Global Role of the U.S. Economy: Linkages, Policies and Spillovers," CEPR Discussion Papers 11836, C.E.P.R. Discussion Papers.
- Kose,Ayhan & Lakatos,Csilla & Ohnsorge,Franziska Lieselotte & Stocker,Marc, 2017. "The global role of the U.S. economy: linkages, policies and spillovers," Policy Research Working Paper Series 7962, The World Bank.
- M. Ayhan Kose & Csilla Lakatos & Franziska Ohnsorge & Marc Stocker, 2017. "The Global Role of the U.S. Economy: Linkages, Policies and Spillovers," Koç University-TUSIAD Economic Research Forum Working Papers 1706, Koc University-TUSIAD Economic Research Forum.
- Goodness C. Aye & Mehmet Balcilar & Rangan Gupta, 2020.
"The Effectiveness Of Monetary Policy In South Africa Under Inflation Targeting: Evidence from a Time-Varying Factor-Augmented Vector Autoregressive Model,"
Journal of Developing Areas, Tennessee State University, College of Business, vol. 54(4), pages 55-73, October-D.
- Goodness C. Aye & Mehmet Balcilar & Rangan Gupta, 2016. "The Effectiveness of Monetary Policy in South Africa under Inflation Targeting: Evidence from a Time-Varying Factor-Augmented Vector Autoregressive Model," Working Papers 201653, University of Pretoria, Department of Economics.
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"International risk sharing and financial shocks,"
Journal of International Money and Finance, Elsevier, vol. 82(C), pages 26-44.
- Jean-François Rouillard, 2015. "International Risk Sharing and Financial Shocks," Cahiers de recherche 15-13, Departement d'économique de l'École de gestion à l'Université de Sherbrooke.
- Marcel Förster & Markus Jorra & Peter Tillmann, 2012.
"The Dynamics of International Capital Flows: Results from a Dynamic Hierarchical Factor Model,"
MAGKS Papers on Economics
201221, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Förster, Marcel & Jorra, Markus & Tillmann, Peter, 2014. "The dynamics of international capital flows: Results from a dynamic hierarchical factor model," Journal of International Money and Finance, Elsevier, vol. 48(PA), pages 101-124.
- Takao Asano & Xiaojing Cai & Ryuta Sakemoto, 2023. "Time-varying ambiguity shocks and business cycles," KIER Working Papers 1094, Kyoto University, Institute of Economic Research.
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"Liquidity Shocks and Real GDP Growth: Evidence from a Bayesian Time-varying Parameter VAR,"
Working Paper series
16-28, Rimini Centre for Economic Analysis.
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- Tonzer, Lena, 2015. "Cross-border interbank networks, banking risk and contagion," Journal of Financial Stability, Elsevier, vol. 18(C), pages 19-32.
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"Stock market volatility and jumps in times of uncertainty,"
Journal of International Money and Finance, Elsevier, vol. 113(C).
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- Andrej Sokol & Ambrogio Cesa-Bianchi, 2017. "The International Credit Channel of U.S. Monetary Policy and Financial Shocks," 2017 Meeting Papers 724, Society for Economic Dynamics.
- Kumar, Ankit & Dash, Pradyumna, 2020. "Changing transmission of monetary policy on disaggregate inflation in India," Economic Modelling, Elsevier, vol. 92(C), pages 109-125.
- Anastasios Evgenidis & Costas Siriopoulos, 2015. "What are the International Channels Through Which a US Policy Shock is Transmitted to The World Economies? Evidence from a Time Varying FAVAR," Working Papers 190, Bank of Greece.
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"The impact of conventional and unconventional monetary policy on expectations and sentiment,"
Journal of Banking & Finance, Elsevier, vol. 86(C), pages 1-20.
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- Andrea Carriero & Francesco Corsello & Massimiliano Marcellino, 2020. "The economic drivers of volatility and uncertainty," Temi di discussione (Economic working papers) 1285, Bank of Italy, Economic Research and International Relations Area.
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- Hosszú, Zsuzsanna, 2018. "The impact of credit supply shocks and a new Financial Conditions Index based on a FAVAR approach," Economic Systems, Elsevier, vol. 42(1), pages 32-44.
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 13 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-MAC: Macroeconomics (10) 2014-06-14 2015-09-18 2016-03-06 2016-09-11 2016-10-30 2018-03-12 2018-06-25 2020-08-17 2021-04-26 2021-11-22. Author is listed
- NEP-MON: Monetary Economics (9) 2014-06-14 2015-09-18 2016-03-06 2016-09-11 2016-10-30 2018-03-12 2020-08-17 2021-04-26 2021-11-22. Author is listed
- NEP-CBA: Central Banking (8) 2014-06-14 2015-09-18 2016-03-06 2016-09-11 2016-10-30 2018-03-12 2020-08-17 2021-04-26. Author is listed
- NEP-DGE: Dynamic General Equilibrium (5) 2014-06-14 2016-03-06 2018-03-12 2021-04-26 2021-11-22. Author is listed
- NEP-BAN: Banking (3) 2014-06-14 2015-09-18 2021-11-22
- NEP-FOR: Forecasting (2) 2016-07-16 2016-10-23
- NEP-ETS: Econometric Time Series (1) 2016-10-23
- NEP-FDG: Financial Development and Growth (1) 2016-10-30
- NEP-GER: German Papers (1) 2016-07-16
- NEP-INT: International Trade (1) 2012-11-03
- NEP-NET: Network Economics (1) 2012-11-03
- NEP-RMG: Risk Management (1) 2014-06-14
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