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Björn van Roye

Personal Details

First Name:Björn
Middle Name:
Last Name:van Roye
Suffix:
RePEc Short-ID:pva435
[This author has chosen not to make the email address public]

Affiliation

European Central Bank

Frankfurt am Main, Germany
http://www.ecb.europa.eu/

: +49 69 1344 0
+49 69 1344 6000
D-60640 Frankfurt am Main
RePEc:edi:emieude (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Dieppe, Alistair & Georgiadis, Georgios & Ricci, Martino & Van Robays, Ine & van Roye, Björn, 2017. "ECB-Global: introducing ECB's global macroeconomic model for spillover analysis," Working Paper Series 2045, European Central Bank.
  2. Dieppe, Alistair & van Roye, Björn & Legrand, Romain, 2016. "The BEAR toolbox," Working Paper Series 1934, European Central Bank.
  3. Boysen-Hogrefe, Jens & Gern, Klaus-Jürgen & Groll, Dominik & Jannsen, Nils & Kooths, Stefan & Plödt, Martin & van Roye, Björn & Scheide, Joachim & Schwarzmüller, Tim, 2015. "Das europäische Verfahren zur Vermeidung und Korrektur makroökonomischer Ungleichgewichte: Auswertung der bisherigen Erfahrung und mögliche Reformansätze," Kieler Beiträge zur Wirtschaftspolitik 7, Kiel Institute for the World Economy (IfW).
  4. Floro, Danvee & van Roye, Björn, 2015. "Threshold Effects of Financial Stress on Monetary Policy Rules: A Panel Data Analysis," Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112840, Verein für Socialpolitik / German Economic Association.
  5. Boysen-Hogrefe, Jens & Gern, Klaus-Jürgen & Groll, Dominik & Jannsen, Nils & Kooths, Stefan & Plödt, Martin & Schwarzmüller, Tim & van Roye, Björn & Scheide, Joachim, 2014. "Finanz- und Wirtschaftspolitik bei einer anhaltenden monetären Expansion," Kieler Beiträge zur Wirtschaftspolitik 5, Kiel Institute for the World Economy (IfW).
  6. Kooths, Stefan & Plödt, Martin & van Roye, Björn & Scheide, Joachim, 2014. "Makroprudenzielle Finanzmarktpolitik: Nationale Handlungsoptionen im Euroraum," Kiel Discussion Papers 541/542, Kiel Institute for the World Economy (IfW).
  7. Snower, Dennis J. & Boysen-Hogrefe, Jens & Gern, Klaus-Jürgen & Klodt, Henning & Kooths, Stefan & Laaser, Claus-Friedrich & van Roye, Björn & Scheide, Joachim & Schrader, Klaus, 2013. "Kieler Krisen-Kompass: Ein Gesamtpaket zur Überwindung der Krise im Euroraum," Kiel Policy Brief 58, Kiel Institute for the World Economy (IfW).
  8. Bonciani, Dario & van Roye, Björn, 2013. "Uncertainty shocks, banking frictions, and economic activity," Kiel Working Papers 1843, Kiel Institute for the World Economy (IfW).
  9. Snower, Dennis J. & Boysen-Hogrefe, Jens & Gern, Klaus-Jürgen & Klodt, Henning & Kooths, Stefan & Laaser, Claus-Friedrich & Reicher, Christopher & van Roye, Björn & Scheide, Joachim & Schrader, Klaus, 2013. "The Kiel policy package to address the crisis in the euro area," Kiel Policy Brief 58a, Kiel Institute for the World Economy (IfW).
  10. Dovern, Jonas & van Roye, Björn, 2013. "International transmission of financial stress: Evidence from a GVAR," Kiel Working Papers 1844, Kiel Institute for the World Economy (IfW).
  11. Aboura, Sofiane & van Roye, Björn, 2013. "Financial stress and economic dynamics: An application to France," Kiel Working Papers 1834, Kiel Institute for the World Economy (IfW).
  12. Kooths, Stefan & van Roye, Björn, 2012. "Nationale Geldschöpfung im Euroraum: Mechanismen, Defekte, Therapie," Kiel Discussion Papers 508/509, Kiel Institute for the World Economy (IfW).
  13. Kooths, Stefan & van Roye, Björn, 2012. "Euroraum: Gemeinsame Währung - nationales Geld," Kiel Policy Brief 51, Kiel Institute for the World Economy (IfW).
  14. Kooths, Stefan & van Roye, Björn, 2012. "Euro area: Single currency - national money creation," Kiel Working Papers 1787, Kiel Institute for the World Economy (IfW).
  15. van Roye, Björn, 2011. "Financial stress and economic activity in Germany and the Euro Area," Kiel Working Papers 1743, Kiel Institute for the World Economy (IfW).
  16. Groll, Dominik & van Roye, Björn, 2011. "Price competitiveness divergence in the euro area: The level matters!," Kiel Policy Brief 24, Kiel Institute for the World Economy (IfW).
  17. Gern, Klaus-Jürgen & van Roye, Björn & Scheide, Joachim, 2011. "Higher inflation in China: Risks for inflation and output in advanced economies," Kiel Policy Brief 36, Kiel Institute for the World Economy (IfW).
  18. Utlaut, Johannes Friederich & van Roye, Björn, 2010. "The effects of external shocks to business cycles in emerging Asia: A Bayesian VAR approach," Kiel Working Papers 1668, Kiel Institute for the World Economy (IfW).
  19. Boysen-Hogrefe, Jens & Dovern, Jonas & Groll, Dominik & van Roye, Björn & Scheide, Joachim, 2010. "Droht in Deutschland eine Kreditklemme?," Kiel Discussion Papers 472/473, Kiel Institute for the World Economy (IfW).
  20. van Roye, Björn & Wesselbaum, Dennis, 2009. "Capital, endogenous separations, and the business cycle," Kiel Working Papers 1561, Kiel Institute for the World Economy (IfW).
  21. Boss, Alfred & Dovern, Jonas & Gern, Klaus-Jürgen & Jannsen, Nils & Meier, Carsten-Patrick & van Roye, Björn & Scheide, Joachim, 2009. "Ursachen der Wachstumsschwäche in Deutschland 1995-2005," Kieler Beiträge zur Wirtschaftspolitik 2, Kiel Institute for the World Economy (IfW).

Articles

  1. Sofiane Aboura & Bjoern van Roye, 2017. "Financial stress and economic dynamics: The case of France," International Economics, CEPII research center, issue 149, pages 57-73.
  2. Floro, Danvee & van Roye, Björn, 2017. "Threshold effects of financial stress on monetary policy rules: A panel data analysis," International Review of Economics & Finance, Elsevier, vol. 51(C), pages 599-620.
  3. Bonciani, Dario & Roye, Björn van, 2016. "Uncertainty shocks, banking frictions and economic activity," Journal of Economic Dynamics and Control, Elsevier, vol. 73(C), pages 200-219.
  4. Dovern, Jonas & van Roye, Björn, 2014. "International transmission and business-cycle effects of financial stress," Journal of Financial Stability, Elsevier, vol. 13(C), pages 1-17.
  5. Björn Roye, 2014. "Financial stress and economic activity in Germany," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 41(1), pages 101-126, February.

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.

Working papers

  1. Dieppe, Alistair & van Roye, Björn & Legrand, Romain, 2016. "The BEAR toolbox," Working Paper Series 1934, European Central Bank.

    Cited by:

    1. Comunale, Mariarosaria, 2017. "A panel VAR analysis of macro-financial imbalances in the EU," Working Paper Series 2026, European Central Bank.
    2. Moder, Isabella, 2017. "Spillovers from the ECB's non-standard monetary policy measures on south-eastern Europe," Working Paper Series 2095, European Central Bank.

  2. Boysen-Hogrefe, Jens & Gern, Klaus-Jürgen & Groll, Dominik & Jannsen, Nils & Kooths, Stefan & Plödt, Martin & Schwarzmüller, Tim & van Roye, Björn & Scheide, Joachim, 2014. "Finanz- und Wirtschaftspolitik bei einer anhaltenden monetären Expansion," Kieler Beiträge zur Wirtschaftspolitik 5, Kiel Institute for the World Economy (IfW).

    Cited by:

    1. Boysen-Hogrefe, Jens, 2014. "Niedrige Zinsen und rasche monetäre Expansion: Was soll die Finanzpolitik tun?," Kiel Policy Brief 75, Kiel Institute for the World Economy (IfW).
    2. Kooths, Stefan & Plödt, Martin & van Roye, Björn & Scheide, Joachim, 2014. "Makroprudenzielle Finanzmarktpolitik: Nationale Handlungsoptionen im Euroraum," Kiel Discussion Papers 541/542, Kiel Institute for the World Economy (IfW).
    3. Gern, Klaus-Jürgen & Jannsen, Nils & Plödt, Martin & van Roye, Björn & Scheide, Joachim & Schwarzmüller, Tim & Boysen-Hogrefe, Jens & Groll, Dominik & Kooths, Stefan, 2014. "Weltkonjunktur und deutsche Konjunktur im Sommer 2014," Kiel Discussion Papers 539/540, Kiel Institute for the World Economy (IfW).
    4. Boysen-Hogrefe, Jens & Groll, Dominik & Jannsen, Nils & Kooths, Stefan & Scheide, Joachim, 2014. "Deutsche Konjunktur im Herbst 2014," Kiel Discussion Papers 545/546, Kiel Institute for the World Economy (IfW).
    5. Boysen-Hogrefe, Jens & Gern, Klaus-Jürgen & Plödt, Martin & van Roye, Björn & Scheide, Joachim & Schwarzmüller, Tim & Groll, Dominik & Kooths, Stefan, 2013. "Weltkonjunktur und deutsche Konjunktur im Winter 2013," Kiel Discussion Papers 530/531, Kiel Institute for the World Economy (IfW).
    6. Boysen-Hogrefe, Jens, 2017. "Steigende Grunderwerbsteuersätze, Verhaltensreaktionen und der Länderfinanzausgleich," Kiel Working Papers 2069, Kiel Institute for the World Economy (IfW).

  3. Snower, Dennis J. & Boysen-Hogrefe, Jens & Gern, Klaus-Jürgen & Klodt, Henning & Kooths, Stefan & Laaser, Claus-Friedrich & van Roye, Björn & Scheide, Joachim & Schrader, Klaus, 2013. "Kieler Krisen-Kompass: Ein Gesamtpaket zur Überwindung der Krise im Euroraum," Kiel Policy Brief 58, Kiel Institute for the World Economy (IfW).

    Cited by:

    1. Kooths, Stefan & Plödt, Martin & van Roye, Björn & Scheide, Joachim, 2014. "Makroprudenzielle Finanzmarktpolitik: Nationale Handlungsoptionen im Euroraum," Kiel Discussion Papers 541/542, Kiel Institute for the World Economy (IfW).
    2. Boysen-Hogrefe, Jens & Gern, Klaus-Jürgen & Groll, Dominik & Jannsen, Nils & Kooths, Stefan & Plödt, Martin & Schwarzmüller, Tim & van Roye, Björn & Scheide, Joachim, 2014. "Finanz- und Wirtschaftspolitik bei einer anhaltenden monetären Expansion," Kieler Beiträge zur Wirtschaftspolitik 5, Kiel Institute for the World Economy (IfW).
    3. Schrader, Klaus & Bencek, David & Laaser, Claus-Friedrich, 2013. "IfW-Krisencheck: Alles wieder gut in Griechenland?," Kiel Discussion Papers 522/523, Kiel Institute for the World Economy (IfW).
    4. Projektgruppe Gemeinschaftsdiagnose, 2013. "Deutsche Konjunktur erholt sich – Wirtschaftspolitik stärker an der langen Frist ausrichten," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 66(08), pages 03-77, April.

  4. Bonciani, Dario & van Roye, Björn, 2013. "Uncertainty shocks, banking frictions, and economic activity," Kiel Working Papers 1843, Kiel Institute for the World Economy (IfW).

    Cited by:

    1. Gabriela Nodari, 2013. "Financial Regulation Policy Uncertainty and Credit Spreads in the U.S," "Marco Fanno" Working Papers 0170, Dipartimento di Scienze Economiche "Marco Fanno".
    2. Bonciani, Dario, 2015. "Estimating the effects of uncertainty over the business cycle," MPRA Paper 65921, University Library of Munich, Germany.
    3. Grimme, Christian, 2017. "Uncertainty and the Cost of Bank vs. Bond Finance," MPRA Paper 79852, University Library of Munich, Germany.
    4. Bas Aarle & Cindy Moons, 2017. "Sentiment and Uncertainty Fluctuations and Their Effects on the Euro Area Business Cycle," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 13(2), pages 225-251, November.
    5. Choi, Sangyup, 2017. "Variability in the effects of uncertainty shocks: New stylized facts from OECD countries," Journal of Macroeconomics, Elsevier, vol. 53(C), pages 127-144.
    6. 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.
    7. Boysen-Hogrefe, Jens & Gern, Klaus-Jürgen & Groll, Dominik & Jannsen, Nils & Kooths, Stefan & Plödt, Martin & Schwarzmüller, Tim & van Roye, Björn & Scheide, Joachim, 2014. "Finanz- und Wirtschaftspolitik bei einer anhaltenden monetären Expansion," Kieler Beiträge zur Wirtschaftspolitik 5, Kiel Institute for the World Economy (IfW).
    8. Armelius, Hanna & Hull, Isaiah & Stenbacka Köhler, Hanna, 2016. "The timing of uncertainty shocks in a small open economy," Working Paper Series 334, Sveriges Riksbank (Central Bank of Sweden).
    9. Stefano Fasani & Lorenza Rossi, 2018. "Are Uncertainty Shocks Aggregate Demand Shocks?," DEM Working Papers Series 148, University of Pavia, Department of Economics and Management.
    10. Peter Claeys & Borek Vasicek, 2017. "Transmission of Uncertainty Shocks: Learning from Heterogeneous Responses on a Panel of EU Countries," Working Papers 2017/13, Czech National Bank, Research Department.
    11. Anh Nguyen, 2015. "Financial frictions and the volatility of monetary policy in a DSGE model," Working Papers 75949436, Lancaster University Management School, Economics Department.
    12. Cesa-Bianchi, Ambrogio & Fernandez-Corugedo, Emilio, 2014. "Uncertainty in a model with credit frictions," Bank of England working papers 496, Bank of England.

  5. Dovern, Jonas & van Roye, Björn, 2013. "International transmission of financial stress: Evidence from a GVAR," Kiel Working Papers 1844, Kiel Institute for the World Economy (IfW).

    Cited by:

    1. Paul Cashin & Kamiar Mohaddes & Mehdi Raissi, 2016. "China's Slowdown and Global Financial Market Volatility; Is World Growth Losing Out?," IMF Working Papers 16/63, International Monetary Fund.
    2. Park, Cyn-Young & Mercado, Jr., Rogelio V., 2013. "Determinants of Financial Stress in Emerging Market Economies," ADB Economics Working Paper Series 356, Asian Development Bank.
    3. Chudik, Alexander & Pesaran, M. Hashem, 2014. "Theory and practice of GVAR modeling," Globalization and Monetary Policy Institute Working Paper 180, Federal Reserve Bank of Dallas.
    4. Boysen-Hogrefe, Jens & Gern, Klaus-Jürgen & Groll, Dominik & Jannsen, Nils & Kooths, Stefan & Plödt, Martin & Schwarzmüller, Tim & van Roye, Björn & Scheide, Joachim, 2014. "Finanz- und Wirtschaftspolitik bei einer anhaltenden monetären Expansion," Kieler Beiträge zur Wirtschaftspolitik 5, Kiel Institute for the World Economy (IfW).
    5. 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.
    6. Boysen-Hogrefe, Jens & Gern, Klaus-Jürgen & Jannsen, Nils & Plödt, Martin & van Roye, Björn & Scheide, Joachim & Schwarzmüller, Tim & Groll, Dominik & Kooths, Stefan, 2013. "Weltkonjunktur und deutsche Konjunktur im Sommer 2013," Kiel Discussion Papers 524/525, Kiel Institute for the World Economy (IfW).

  6. Aboura, Sofiane & van Roye, Björn, 2013. "Financial stress and economic dynamics: An application to France," Kiel Working Papers 1834, Kiel Institute for the World Economy (IfW).

    Cited by:

    1. Frauke Schleer & Willi Semmler, 2014. "Financial Sector and Output Dynamics in the Euro Area: Non-linearities Reconsidered," SCEPA working paper series. SCEPA's main areas of research are macroeconomic policy, inequality and poverty, and globalization. 2014-5, Schwartz Center for Economic Policy Analysis (SCEPA), The New School.
    2. Schleer, Frauke & Semmler, Willi, 2014. "Financial sector-output dynamics in the euro area: Non-linearities reconsidered," ZEW Discussion Papers 13-068 [rev.], ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
    3. Bonciani, Dario & van Roye, Björn, 2013. "Uncertainty shocks, banking frictions, and economic activity," Kiel Working Papers 1843, Kiel Institute for the World Economy (IfW).
    4. Dovern, Jonas & van Roye, Björn, 2013. "International transmission of financial stress: Evidence from a GVAR," Kiel Working Papers 1844, Kiel Institute for the World Economy (IfW).
    5. Schrader, Klaus & Bencek, David & Laaser, Claus-Friedrich, 2013. "IfW-Krisencheck: Alles wieder gut in Griechenland?," Kiel Discussion Papers 522/523, Kiel Institute for the World Economy (IfW).
    6. Dovern, Jonas & van Roye, Björn, 2014. "International transmission and business-cycle effects of financial stress," Journal of Financial Stability, Elsevier, vol. 13(C), pages 1-17.
    7. Manfred Kremer, 2016. "Macroeconomic effects of financial stress and the role of monetary policy: a VAR analysis for the euro area," International Economics and Economic Policy, Springer, vol. 13(1), pages 105-138, January.

  7. Kooths, Stefan & van Roye, Björn, 2012. "Nationale Geldschöpfung im Euroraum: Mechanismen, Defekte, Therapie," Kiel Discussion Papers 508/509, Kiel Institute for the World Economy (IfW).

    Cited by:

    1. Smeets Heinz-Dieter & Schmid Anita, 2014. "Europäische Staatsschuldenkrise, Lender of last resort und Bankenunion / European sovereign debt crisis, lender of last resort and banking union," ORDO. Jahrbuch für die Ordnung von Wirtschaft und Gesellschaft, De Gruyter, vol. 65(1), pages 47-74, January.
    2. Boysen-Hogrefe, Jens & Gern, Klaus-Jürgen & Groll, Dominik & Jannsen, Nils & Kooths, Stefan & Plödt, Martin & van Roye, Björn & Scheide, Joachim & Schwarzmüller, Tim, 2015. "Das europäische Verfahren zur Vermeidung und Korrektur makroökonomischer Ungleichgewichte: Auswertung der bisherigen Erfahrung und mögliche Reformansätze," Kieler Beiträge zur Wirtschaftspolitik 7, Kiel Institute for the World Economy (IfW).
    3. Kooths, Stefan & Plödt, Martin & van Roye, Björn & Scheide, Joachim, 2014. "Makroprudenzielle Finanzmarktpolitik: Nationale Handlungsoptionen im Euroraum," Kiel Discussion Papers 541/542, Kiel Institute for the World Economy (IfW).
    4. Gern, Klaus-Jürgen & Jannsen, Nils & Plödt, Martin & van Roye, Björn & Scheide, Joachim & Boysen-Hogrefe, Jens & Groll, Dominik & Schwarzmüller, Tim, 2012. "Weltkonjunktur im Herbst 2012," Kiel Discussion Papers 510/511, Kiel Institute for the World Economy (IfW).
    5. Boysen-Hogrefe, Jens & Gern, Klaus-Jürgen & Jannsen, Nils & Plödt, Martin & van Roye, Björn & Scheide, Joachim & Groll, Dominik & Kooths, Stefan, 2012. "Weltkonjunktur und deutsche Konjunktur im Winter 2012," Kiel Discussion Papers 514/515, Kiel Institute for the World Economy (IfW).
    6. Niklas Potrafke & Markus Reischmann, 2014. "Explosive Target balances of the German Bundesbank," ifo Working Paper Series 185, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
    7. Boysen-Hogrefe, Jens & Gern, Klaus-Jürgen & Jannsen, Nils & Plödt, Martin & van Roye, Björn & Scheide, Joachim & Schwarzmüller, Tim & Groll, Dominik & Kooths, Stefan, 2013. "Weltkonjunktur und deutsche Konjunktur im Sommer 2013," Kiel Discussion Papers 524/525, Kiel Institute for the World Economy (IfW).

  8. van Roye, Björn, 2011. "Financial stress and economic activity in Germany and the Euro Area," Kiel Working Papers 1743, Kiel Institute for the World Economy (IfW).

    Cited by:

    1. Gilles Dufrénot & Karine Gente & Frédia Monsia, 2016. "Macroeconomic imbalances, financial stress and fiscal vulnerability in the euro area before the debt crises: A market view," Post-Print hal-01440301, HAL.
    2. Park, Cyn-Young & Mercado, Jr., Rogelio V., 2013. "Determinants of Financial Stress in Emerging Market Economies," ADB Economics Working Paper Series 356, Asian Development Bank.
    3. Darracq Pariès, Matthieu & Maurin, Laurent & Moccero, Diego, 2014. "Financial conditions index and credit supply shocks for the euro area," Working Paper Series 1644, European Central Bank.
    4. Huotari, Jarkko, 2015. "Measuring financial stress – A country specific stress index for Finland," Research Discussion Papers 7/2015, Bank of Finland.
    5. Kremer, Manfred & Lo Duca, Marco & Holló, Dániel, 2012. "CISS - a composite indicator of systemic stress in the financial system," Working Paper Series 1426, European Central Bank.
    6. Boysen-Hogrefe, Jens & Gern, Klaus-Jürgen & Jannsen, Nils & Plödt, Martin & van Roye, Björn & Scheide, Joachim & Groll, Dominik & Kooths, Stefan, 2012. "Weltkonjunktur und deutsche Konjunktur im Winter 2012," Kiel Discussion Papers 514/515, Kiel Institute for the World Economy (IfW).

  9. Groll, Dominik & van Roye, Björn, 2011. "Price competitiveness divergence in the euro area: The level matters!," Kiel Policy Brief 24, Kiel Institute for the World Economy (IfW).

    Cited by:

    1. Hubert Gabrisch & Karsten Staehr, 2014. "The Euro Plus Pact: Cost Competitiveness and External Capital Flows in the EU Countries," WWWforEurope Policy Paper series 15, WWWforEurope.
    2. Projektgruppe Gemeinschaftsdiagnose, 2011. "Gemeinschaftsdiagnose Frühjahr 2011: Aufschwung setzt sich fort - Europäische Schuldenkrise noch ungelöst," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 64(08), pages 03-63, April.
    3. Boysen-Hogrefe, Jens & Gern, Klaus-Jürgen & Groll, Dominik & Jannsen, Nils & Kooths, Stefan & Plödt, Martin & van Roye, Björn & Scheide, Joachim & Schwarzmüller, Tim, 2015. "Das europäische Verfahren zur Vermeidung und Korrektur makroökonomischer Ungleichgewichte: Auswertung der bisherigen Erfahrung und mögliche Reformansätze," Kieler Beiträge zur Wirtschaftspolitik 7, Kiel Institute for the World Economy (IfW).
    4. Hubert Gabrisch & Karsten Staehr, 2012. "The Euro Plus Pact: Competitiveness and external capital flows in the EU countries," Bank of Estonia Working Papers wp2012-5, Bank of Estonia, revised 10 Dec 2012.
    5. Schrader, Klaus & Laaser, Claus-Friedrich & Bencek, David, 2017. "Schwer zu retten: Griechenland im Krisenmodus," Kiel Policy Brief 103, Kiel Institute for the World Economy (IfW).
    6. Schrader, Klaus & Bencek, David & Laaser, Claus-Friedrich, 2013. "IfW-Krisencheck: Alles wieder gut in Griechenland?," Kiel Discussion Papers 522/523, Kiel Institute for the World Economy (IfW).

  10. Utlaut, Johannes Friederich & van Roye, Björn, 2010. "The effects of external shocks to business cycles in emerging Asia: A Bayesian VAR approach," Kiel Working Papers 1668, Kiel Institute for the World Economy (IfW).

    Cited by:

    1. Dungey, Mardi & Vehbi, Tugrul & Martin, Charlton, 2014. "VAR modelling in the presence of China’s rise : an application to the Taiwanese economy," Working Papers 2014-09, University of Tasmania, Tasmanian School of Business and Economics.
    2. Mohamed BELHEDI & Ines SLAMA & Amine LAHIANI, 2015. "Tranmission Of International Shocks To An Emerging Small Open-Economy: Evidence From Tunisia," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 42, pages 231-258.

  11. Boysen-Hogrefe, Jens & Dovern, Jonas & Groll, Dominik & van Roye, Björn & Scheide, Joachim, 2010. "Droht in Deutschland eine Kreditklemme?," Kiel Discussion Papers 472/473, Kiel Institute for the World Economy (IfW).

    Cited by:

    1. Boysen-Hogrefe, Jens & Dovern, Jonas & Gern, Klaus-Jürgen & Jannsen, Nils & Van Roye, Björn & Scheide, Joachim & Boss, Alfred & Groll, Dominik & Meier, Carsten-Patrick, 2010. "Weltkonjunktur und deutsche Konjunktur im Winter 2009," Kiel Discussion Papers 470/471, Kiel Institute for the World Economy (IfW).
    2. Boss, Alfred & Dovern, Jonas & Groll, Dominik & Meier, Carsten-Patrick & Van Roye, Björn & Scheide, Joachim, 2010. "Deutsche Konjunktur im Frühjahr 2010," Kiel Discussion Papers 478, Kiel Institute for the World Economy (IfW).
    3. Kooths, Stefan & Plödt, Martin & van Roye, Björn & Scheide, Joachim, 2014. "Makroprudenzielle Finanzmarktpolitik: Nationale Handlungsoptionen im Euroraum," Kiel Discussion Papers 541/542, Kiel Institute for the World Economy (IfW).
    4. Boysen-Hogrefe, Jens & Gern, Klaus-Jürgen & Groll, Dominik & Jannsen, Nils & Kooths, Stefan & Plödt, Martin & Schwarzmüller, Tim & van Roye, Björn & Scheide, Joachim, 2014. "Finanz- und Wirtschaftspolitik bei einer anhaltenden monetären Expansion," Kieler Beiträge zur Wirtschaftspolitik 5, Kiel Institute for the World Economy (IfW).
    5. Boss, Alfred & Dovern, Jonas & Groll, Dominik & van Roye, Björn & Meier, Carsten-Patrick & Scheide, Joachim, 2010. "Moderate Erholung in Deutschland - Arbeitsmarkt in erstaunlich guter Verfassung," Open Access Publications from Kiel Institute for the World Economy 45584, Kiel Institute for the World Economy (IfW).
    6. Projektgruppe Gemeinschaftsdiagnose, 2010. "Gemeinschaftsdiagnose Frühjahr 2010: Erholung setzt sich fort – Risiken bleiben groß," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 63(08), pages 03-78, April.
    7. Boss, Alfred & Dovern, Jonas & Groll, Dominik & Meier, Carsten-Patrick & van Roye, Björn & Scheide, Joachim, 2010. "Aufschwung lässt auf sich warten," Open Access Publications from Kiel Institute for the World Economy 32954, Kiel Institute for the World Economy (IfW).
    8. Boysen-Hogrefe, Jens & Dovern, Jonas & Gern, Klaus-Jürgen & Jannsen, Nils & van Roye, Björn & Scheide, Joachim, 2010. "Erholung der Weltkonjunktur ohne große Dynamik," Open Access Publications from Kiel Institute for the World Economy 32955, Kiel Institute for the World Economy (IfW).
    9. Schmidt, Torsten & Zwick, Lina, 2012. "In Search for a Credit Crunch in Germany," Ruhr Economic Papers 361, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.

  12. van Roye, Björn & Wesselbaum, Dennis, 2009. "Capital, endogenous separations, and the business cycle," Kiel Working Papers 1561, Kiel Institute for the World Economy (IfW).

    Cited by:

    1. Dennis Wesselbaum, 2013. "Reciprocity and matching frictions," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), vol. 60(3), pages 247-268, September.
    2. Marek Antosiewicz & Piotr Lewandowski, 2014. "What if you were German? - DSGE approach to the Great Recession on labour markets," IBS Working Papers 1/2014, Instytut Badan Strukturalnych, revised Dec 2014.

  13. Boss, Alfred & Dovern, Jonas & Gern, Klaus-Jürgen & Jannsen, Nils & Meier, Carsten-Patrick & van Roye, Björn & Scheide, Joachim, 2009. "Ursachen der Wachstumsschwäche in Deutschland 1995-2005," Kieler Beiträge zur Wirtschaftspolitik 2, Kiel Institute for the World Economy (IfW).

    Cited by:

    1. van Treeck, Till. & Sturn, Simon., 2012. "Income inequality as a cause of the Great Recession? : A survey of current debates," ILO Working Papers 994709343402676, International Labour Organization.
    2. Boss, Alfred & Boysen-Hogrefe, Jens & Dovern, Jonas & Groll, Dominik & Meier, Carsten-Patrick & van Roye, Björn & Scheide, Joachim, 2009. "Schleppende Erholung der Konjunktur in Deutschland, kein Einbruch auf dem Arbeitsmarkt," Open Access Publications from Kiel Institute for the World Economy 32977, Kiel Institute for the World Economy (IfW).

Articles

  1. Bonciani, Dario & Roye, Björn van, 2016. "Uncertainty shocks, banking frictions and economic activity," Journal of Economic Dynamics and Control, Elsevier, vol. 73(C), pages 200-219.
    See citations under working paper version above.
  2. Dovern, Jonas & van Roye, Björn, 2014. "International transmission and business-cycle effects of financial stress," Journal of Financial Stability, Elsevier, vol. 13(C), pages 1-17.

    Cited by:

    1. Jonas Dovern & Martin Feldkircher & Florian Huber, 2015. "Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR," Working Papers 200, Oesterreichische Nationalbank (Austrian Central Bank).
    2. Jesús Crespo Cuaresma & Martin Feldkircher & Florian Huber, 2016. "Forecasting with Global Vector Autoregressive Models: a Bayesian Approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(7), pages 1371-1391, November.
    3. van Roye, Björn & Floro, Danvee, 2017. "Threshold effects of financial stress on monetary policy rules: a panel data analysis," Working Paper Series 2042, European Central Bank.
    4. Flores, Jairo, 2015. "Transmisión de Choques de Política Monetaria de Estados Unidos sobre América Latina: Un Enfoque GVAR," Working Papers 2015-018, Banco Central de Reserva del Perú.
    5. Cai, Charlie X. & Mobarek, Asma & Zhang, Qi, 2017. "International stock market leadership and its determinants," Journal of Financial Stability, Elsevier, vol. 33(C), pages 150-162.
    6. Magkonis, Georgios & Tsopanakis, Andreas, 2016. "The financial and fiscal stress interconnectedness: The case of G5 economies," International Review of Financial Analysis, Elsevier, vol. 46(C), pages 62-69.
    7. Fadejeva, Ludmila & Feldkircher, Martin & Reininger, Thomas, 2017. "International spillovers from Euro area and US credit and demand shocks: A focus on emerging Europe," Journal of International Money and Finance, Elsevier, vol. 70(C), pages 1-25.
    8. Nazlioglu, Saban & Soytas, Ugur & Gupta, Rangan, 2015. "Oil prices and financial stress: A volatility spillover analysis," Energy Policy, Elsevier, vol. 82(C), pages 278-288.
    9. Boysen-Hogrefe, Jens & Groll, Dominik & Jannsen, Nils & Kooths, Stefan & Scheide, Joachim, 2014. "Deutsche Konjunktur im Herbst 2014," Kiel Discussion Papers 545/546, Kiel Institute for the World Economy (IfW).
    10. Manfred Kremer, 2016. "Macroeconomic effects of financial stress and the role of monetary policy: a VAR analysis for the euro area," International Economics and Economic Policy, Springer, vol. 13(1), pages 105-138, January.
    11. Feldkircher, Martin & Huber, Florian, 2016. "The international transmission of US shocks—Evidence from Bayesian global vector autoregressions," European Economic Review, Elsevier, vol. 81(C), pages 167-188.
    12. Reboredo, Juan C. & Uddin, Gazi Salah, 2016. "Do financial stress and policy uncertainty have an impact on the energy and metals markets? A quantile regression approach," International Review of Economics & Finance, Elsevier, vol. 43(C), pages 284-298.
    13. Haitham A. Al-Zoubi & Jennifer A. O’Sullivan & Abdulaziz M. Alwathnani, 2018. "Business cycles, financial cycles and capital structure," Annals of Finance, Springer, vol. 14(1), pages 105-123, February.

  3. Björn Roye, 2014. "Financial stress and economic activity in Germany," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 41(1), pages 101-126, February.

    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. Sebastian Ankargren & Mårten Bjellerup & Hovick Shahnazarian, 2017. "The importance of the financial system for the real economy," Empirical Economics, Springer, vol. 53(4), pages 1553-1586, December.
    3. Mirna Dumičić, 2014. "Financial Stress Indicators for Small, Open, Highly Euroised Countries – the Case of Croatia," Working Papers 41, The Croatian National Bank, Croatia.
    4. Frauke Schleer & Willi Semmler, 2014. "Financial Sector and Output Dynamics in the Euro Area: Non-linearities Reconsidered," SCEPA working paper series. SCEPA's main areas of research are macroeconomic policy, inequality and poverty, and globalization. 2014-5, Schwartz Center for Economic Policy Analysis (SCEPA), The New School.
    5. Mittnik, Stefan & Semmler, Willi, 2018. "Overleveraging, Financial Fragility, And The Banking–Macro Link: Theory And Empirical Evidence," Macroeconomic Dynamics, Cambridge University Press, vol. 22(01), pages 4-32, January.
    6. van Roye, Björn & Floro, Danvee, 2017. "Threshold effects of financial stress on monetary policy rules: a panel data analysis," Working Paper Series 2042, European Central Bank.
    7. Schleer, Frauke & Semmler, Willi, 2014. "Financial sector-output dynamics in the euro area: Non-linearities reconsidered," ZEW Discussion Papers 13-068 [rev.], ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
    8. Simone Auer, 2017. "A Financial Conditions Index for the CEE economies," Temi di discussione (Economic working papers) 1145, Bank of Italy, Economic Research and International Relations Area.
    9. Hussin Abdullah & Jauhari Dahalan & Khaw Lee Hwei & Mohammed Umar & Md Mohan Uddin, 2017. "Malaysian Financial Stress Index and Assessing its Impacts on the Economy," International Journal of Economics and Financial Issues, Econjournals, vol. 7(2), pages 227-235.
    10. Bonciani, Dario & van Roye, Björn, 2013. "Uncertainty shocks, banking frictions, and economic activity," Kiel Working Papers 1843, Kiel Institute for the World Economy (IfW).
    11. Berg, Tim Oliver, 2014. "Time Varying Fiscal Multipliers in Germany," MPRA Paper 57223, University Library of Munich, Germany.
    12. Boysen-Hogrefe, Jens & Gern, Klaus-Jürgen & Groll, Dominik & Jannsen, Nils & Kooths, Stefan & Plödt, Martin & Schwarzmüller, Tim & van Roye, Björn & Scheide, Joachim, 2014. "Finanz- und Wirtschaftspolitik bei einer anhaltenden monetären Expansion," Kieler Beiträge zur Wirtschaftspolitik 5, Kiel Institute for the World Economy (IfW).
    13. Salomon Fiedler & Isabel Hanisch & Dr. Nils Jannsen Hanisch & Prof. Dr. Maik Wolters, 2017. "Effectiveness of Unconventional Monetary Policy in the Euro Area: An Assessment Based on a Literature Survey," Credit and Capital Markets, Credit and Capital Markets, vol. 50(4), pages 455-488.
    14. Dovern, Jonas & van Roye, Björn, 2013. "International transmission of financial stress: Evidence from a GVAR," Kiel Working Papers 1844, Kiel Institute for the World Economy (IfW).
    15. Sofiane Aboura & Björn Van Roye, 2017. "Financial stress and economic dynamics: An application to France," Working Papers hal-01526393, HAL.
    16. Boysen-Hogrefe, Jens & Gern, Klaus-Jürgen & Plödt, Martin & van Roye, Björn & Scheide, Joachim & Schwarzmüller, Tim & Groll, Dominik & Kooths, Stefan, 2013. "Weltkonjunktur und deutsche Konjunktur im Winter 2013," Kiel Discussion Papers 530/531, Kiel Institute for the World Economy (IfW).
    17. Dimitrios P. Louzis, 2015. "Steady-state priors and Bayesian variable selection in VAR forecasting," Working Papers 195, Bank of Greece.
    18. Mikhail Stolbov & Maria Shchepeleva, 2018. "Systemic risk in Europe: deciphering leading measures, common patterns and real effects," Annals of Finance, Springer, vol. 14(1), pages 49-91, February.
    19. Dovern, Jonas & van Roye, Björn, 2014. "International transmission and business-cycle effects of financial stress," Journal of Financial Stability, Elsevier, vol. 13(C), pages 1-17.
    20. Kappler, Marcus & Schleer, Frauke, 2017. "A financially stressed euro area," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy (IfW), vol. 11, pages 1-37.
    21. Manfred Kremer, 2016. "Macroeconomic effects of financial stress and the role of monetary policy: a VAR analysis for the euro area," International Economics and Economic Policy, Springer, vol. 13(1), pages 105-138, January.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 12 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.
  1. NEP-GER: German Papers (5) 2012-07-23 2013-06-24 2014-05-09 2014-12-24 2015-06-13. Author is listed
  2. NEP-MAC: Macroeconomics (4) 2015-09-18 2016-02-17 2017-04-23 2017-05-07. Author is listed
  3. NEP-MON: Monetary Economics (3) 2013-06-24 2016-02-17 2017-04-23. Author is listed
  4. NEP-CBA: Central Banking (2) 2016-02-17 2017-04-23
  5. NEP-DGE: Dynamic General Equilibrium (1) 2015-09-18
  6. NEP-EEC: European Economics (1) 2017-09-03

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