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Managing GDP Tail Risk

Citations

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Cited by:

  1. Hristov, Nikolay & Hülsewig, Oliver & Kolb, Benedikt, 2024. "Macroprudential capital regulation and fiscal balances in the euro area," Journal of International Money and Finance, Elsevier, vol. 143(C).
  2. Suarez, Javier, 2022. "Growth-at-risk and macroprudential policy design," Journal of Financial Stability, Elsevier, vol. 60(C).
  3. Zhou, Yang, 2024. "Benefits and costs: The impact of capital control on growth-at-risk in China," International Review of Financial Analysis, Elsevier, vol. 93(C).
  4. Raluca Maran, 2023. "Impact of macroprudential policy on economic growth in Indonesia: a growth-at-risk approach," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 13(3), pages 575-613, December.
  5. Martin Gächter & Martin Geiger & Elias Hasler, 2023. "On the Structural Determinants of Growth-at-Risk," International Journal of Central Banking, International Journal of Central Banking, vol. 19(2), pages 251-293, June.
  6. Milan Szabo, 2020. "Growth-at-Risk: Bayesian Approach," Working Papers 2020/3, Czech National Bank, Research and Statistics Department.
  7. Chen, David Xiao & Friedrich, Christian, 2023. "The countercyclical capital buffer and international bank lending: Evidence from Canada," Journal of International Money and Finance, Elsevier, vol. 139(C).
  8. Chua, Yeow Hwee & Hong, Zu Yao, 2026. "Tail risk and expectations," Journal of Economic Behavior & Organization, Elsevier, vol. 242(C).
  9. Tihana Škrinjarić, 2023. "Macroprudential stance assessment: problems of measurement, literature review and some comments for the case of Croatia," Working Papers 72, The Croatian National Bank, Croatia.
  10. Tihana Skrinjaric, 2022. "Macroeconomic effects of systemic stress: a rolling spillover index approach," Public Sector Economics, Institute of Public Finance, vol. 46(1), pages 109-140.
  11. Chavleishvili, Sulkhan & Fahr, Stephan & Kremer, Manfred & Manganelli, Simone & Schwaab, Bernd, 2021. "A risk management perspective on macroprudential policy," Working Paper Series 2556, European Central Bank.
  12. Michal Franta & Jan Libich, 2024. "Holding the economy by the tail: analysis of short- and long-run macroeconomic risks," Empirical Economics, Springer, vol. 66(4), pages 1443-1489, April.
  13. Tihana Skrinjaric & Maja Sabol, 2024. "Easier Said than Done: Predicting Downside Risks to House Prices in Croatia," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 74(1), pages 43-72, March.
  14. Jan Hannes Lang & Marek Rusnák & Moritz Greiwe, 2026. "Medium-Term Growth-at-Risk in the Euro Area," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 74(2), pages 382-424, June.
  15. Tihana Škrinjarić, 2024. "Growth-at-risk for macroprudential policy stance assessment: a survey," Bank of England Staff Working Paper series 1075, Bank of England.
  16. Jorge E. Galán & María Rodríguez Moreno, 2020. "At-risk measures and financial stability," Revista de Estabilidad Financiera, Banco de España, issue Autumn.
  17. David Aikman & Kristina Bluwstein & Sudipto Karmakar, 2025. "A Tail of Three Occasionally Binding Constraints: A Modelling Approach to GDP-at-Risk," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 73(4), pages 1053-1089, December.
  18. Donald Coletti, 2023. "A Blueprint for the Fourth Generation of Bank of Canada Projection and Policy Analysis Models," Discussion Papers 2023-23, Bank of Canada.
  19. Sui, Jianli & Lv, Wenqiang & Gao, Xiang & Koedijk, Kees G., 2024. "China’s GDP-at-Risk: Real-Time Monitoring, Risk Tracing, and Macroeconomic Policy Effects," Journal of International Money and Finance, Elsevier, vol. 147(C).
  20. Carboni, Giacomo & Fonseca, Luís & Fornari, Fabio & Urrutia, Leonardo, 2026. "Structural drivers of growth at risk: insights from a VAR-quantile regression approach," Working Paper Series 3171, European Central Bank.
  21. Deng, Chuang & Wu, Jian, 2023. "Macroeconomic downside risk and the effect of monetary policy," Finance Research Letters, Elsevier, vol. 54(C).
  22. Coulier, Lara & De Schryder, Selien, 2024. "Assessing the effects of borrower-based macroprudential policy on credit in the EU using intensity-based indices," Journal of International Money and Finance, Elsevier, vol. 142(C).
  23. Galán, Jorge E., 2024. "The benefits are at the tail: Uncovering the impact of macroprudential policy on growth-at-risk," Journal of Financial Stability, Elsevier, vol. 74(C).
  24. Thibaut Duprey, 2020. "Canadian Financial Stress and Macroeconomic Condition," Canadian Public Policy, University of Toronto Press, vol. 46(S3), pages 236-260, October.
  25. Tuzcuoglu, Kerem, 2024. "Nonlinear transmission of international financial stress," Economic Modelling, Elsevier, vol. 139(C).
  26. Duprey, Thibaut & Tuzcuoglu, Kerem, 2025. "High-frequency effects of macroprudential policy announcements," Economics Letters, Elsevier, vol. 250(C).
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