Foreign Vulnerabilities, Domestic Risks: The Global Drivers of GDP-at-Risk
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- Simon Lloyd & Ed Manuel & Konstantin Panchev, 2024. "Foreign Vulnerabilities, Domestic Risks: The Global Drivers of GDP-at-Risk," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 72(1), pages 335-392, March.
- Lloyd, S. & Manuel, E. & Panchev, K., 2021. "Foreign Vulnerabilities, Domestic Risks: The Global Drivers of GDP-at-Risk," Janeway Institute Working Papers 2102, Faculty of Economics, University of Cambridge.
- Lloyd, Simon & Manuel, Ed & Panchev, Konstantin, 2021. "Foreign vulnerabilities, domestic risks: the global drivers of GDP-at-Risk," Bank of England working papers 940, Bank of England.
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Cited by:
- Maximilian Grimm & Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2023.
"Loose Monetary Policy and Financial Instability,"
Working Paper Series
2023-06, Federal Reserve Bank of San Francisco.
- Taylor, Alan M. & Grimm, Maximilian & Jordà , Òscar & Schularick, Moritz, 2023. "Loose monetary policy and financial instability," CEPR Discussion Papers 17896, C.E.P.R. Discussion Papers.
- Maximilian Grimm & Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2023. "Loose Monetary Policy and Financial Instability," NBER Working Papers 30958, National Bureau of Economic Research, Inc.
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"Global financial cycles since 1880,"
Journal of International Money and Finance, Elsevier, vol. 131(C).
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- Potjagailo, Galina & Wolters, Maik H, 2020. "Global financial cycles since 1880," Bank of England working papers 867, Bank of England.
- Busetto, Filippo, 2024. "Asymmetric expectations of monetary policy," Bank of England working papers 1058, Bank of England.
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- Coman, Andra, 2023. "Monetary policy spillovers and the role of prudential policies in the European Union," Working Paper Series 2854, European Central Bank.
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More about this item
Keywords
Financial stability; GDP-at-Risk; International spillovers; Local projections; Quantile regression; Tail risk;All these keywords.
JEL classification:
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
- F30 - International Economics - - International Finance - - - General
- F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
- F44 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - International Business Cycles
- G01 - Financial Economics - - General - - - Financial Crises
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FDG-2021-08-16 (Financial Development and Growth)
- NEP-ISF-2021-08-16 (Islamic Finance)
- NEP-MAC-2021-08-16 (Macroeconomics)
- NEP-OPM-2021-08-16 (Open Economy Macroeconomics)
- NEP-RMG-2021-08-16 (Risk Management)
Statistics
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