IDEAS home Printed from https://ideas.repec.org/r/fip/fedgfn/2016-10-06.html

Updating the Recession Risk and the Excess Bond Premium

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Michael B. Devereux & Charles Engel & Giovanni Lombardo, 2020. "Implementable Rules for International Monetary Policy Coordination," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 68(1), pages 108-162, March.
  2. Travis Adams & Andrea Ajello & Diego Silva & Francisco Vazquez-Grande, 2023. "More than Words: Twitter Chatter and Financial Market Sentiment," Papers 2305.16164, arXiv.org.
  3. Artemova, Mariia, 2025. "An order-invariant score-driven dynamic factor model," Journal of Econometrics, Elsevier, vol. 251(C).
  4. David A. Mascio & Frank J. Fabozzi & J. Kenton Zumwalt, 2021. "Market timing using combined forecasts and machine learning," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(1), pages 1-16, January.
  5. Olli Palm'en, 2022. "Macroeconomic Effect of Uncertainty and Financial Shocks: a non-Gaussian VAR approach," Papers 2202.10834, arXiv.org.
  6. Lukas Hoesch & Barbara Rossi & Tatevik Sekhposyan, 2023. "Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence," American Economic Journal: Macroeconomics, American Economic Association, vol. 15(3), pages 355-387, July.
  7. Breitenlechner, Max & Scharler, Johann, 2021. "Monetary policy announcements and bank lending: Do banks’ refinancing markets matter?," Economic Modelling, Elsevier, vol. 102(C).
  8. Francesca Loria & Christian Matthes & Donghai Zhang, 2025. "Assessing Macroeconomic Tail Risk," The Economic Journal, Royal Economic Society, vol. 135(665), pages 264-284.
  9. Fackler, James S. & McMillin, W. Douglas, 2020. "Nominal GDP versus price level targeting: An empirical evaluation," Journal of Economics and Business, Elsevier, vol. 109(C).
  10. Massimo Ferrari Minesso & Laura Lebastard & Helena Mezo, 2023. "Text-Based Recession Probabilities," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 71(2), pages 415-438, June.
  11. Ibarra-Ramírez Raúl, 2021. "The Yield Curve as a Predictor of Economic Activity in Mexico: The Role of the Term Premium," Working Papers 2021-07, Banco de México.
  12. Breitenlechner, Max & Georgiadis, Georgios & Schumann, Ben, 2022. "What goes around comes around: How large are spillbacks from US monetary policy?," Journal of Monetary Economics, Elsevier, vol. 131(C), pages 45-60.
  13. Carabarín Aguirre Mauricio & Peláez Gómez Carlos D., 2021. "Financial Frictions in Mexico: Evidence from the Credit Spread and its Components," Working Papers 2021-20, Banco de México.
  14. Gardner, Ben & Scotti, Chiara & Vega, Clara, 2022. "Words speak as loudly as actions: Central bank communication and the response of equity prices to macroeconomic announcements," Journal of Econometrics, Elsevier, vol. 231(2), pages 387-409.
  15. Melina, Giovanni & Villa, Stefania, 2023. "Drivers of large recessions and monetary policy responses," Journal of International Money and Finance, Elsevier, vol. 137(C).
  16. Ben Zeev, Nadav, 2019. "Global credit supply shocks and exchange rate regimes," Journal of International Economics, Elsevier, vol. 116(C), pages 1-32.
  17. Breitenlechner, Max & Geiger, Martin & Scharler, Johann, 2022. "Bank liquidity and the propagation of uncertainty in the U.S," Finance Research Letters, Elsevier, vol. 46(PB).
  18. 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).
  19. Ercolani, Valerio & Natoli, Filippo, 2020. "Forecasting US recessions: The role of economic uncertainty," Economics Letters, Elsevier, vol. 193(C).
  20. Andrea Ajello & Diego Silva & Travis Adams & Francisco Vazquez-Grande, 2023. "More than Words: Twitter Chatter and Financial Market Sentiment," Finance and Economics Discussion Series 2023-034, Board of Governors of the Federal Reserve System (U.S.).
  21. Georgiadis, Georgios & Müller, Gernot J. & Schumann, Ben, 2024. "Global risk and the dollar," Journal of Monetary Economics, Elsevier, vol. 144(C).
  22. Daisuke Ikeda & Mayumi Ojima & Koji Takahashi, 2019. "Financial Interconnectedness, Amplification, and Cross-Border Activity," Bank of Japan Working Paper Series 19-E-11, Bank of Japan.
  23. Bowen Fu & Chenghan Hou & Jan Pruser, 2025. "Assessing the Effects of Monetary Shocks on Macroeconomic Stars: A SMUC-IV Framework," Papers 2510.05802, arXiv.org, revised Dec 2025.
  24. Breitenlechner, Max & Gründler, Daniel & Scharler, Johann, 2021. "Unconventional monetary policy announcements and information shocks in the U.S," Journal of Macroeconomics, Elsevier, vol. 67(C).
  25. Nadav Ben Zeev, 2019. "Identification of Sign-Dependency of Impulse Responses," Working Papers 1907, Ben-Gurion University of the Negev, Department of Economics.
  26. Kuester, Keith & Corsetti, Giancarlo & Müller, Gernot & Schmidt, Sebastian, 2021. "The Exchange Rate Insulation Puzzle," CEPR Discussion Papers 15689, C.E.P.R. Discussion Papers.
  27. Horn, Carl-Wolfram & Fischer, Johannes J., 2021. "Does Monetary Policy Affect Mergers and Acquisitions?," VfS Annual Conference 2021 (Virtual Conference): Climate Economics 242445, Verein für Socialpolitik / German Economic Association.
  28. Boeck, Maximilian & Feldkircher, Martin, 2021. "The Impact of Monetary Policy on Yield Curve Expectations," Journal of Economic Behavior & Organization, Elsevier, vol. 191(C), pages 887-901.
  29. Boysen-Hogrefe, Jens & Fiedler, Salomon & Gern, Klaus-Jürgen & Groll, Dominik & Jannsen, Nils & Kooths, Stefan, 2021. "Vermögenspreise, Zinseffekte und die Robustheit der öffentlichen Finanzen in Deutschland - eine Szenario-Analyse," Kieler Beiträge zur Wirtschaftspolitik 36, Kiel Institute for the World Economy (IfW Kiel).
  30. Georgiadis, Georgios & Jarociński, Marek, 2025. "Global spillovers from multi-dimensional US monetary policy," Journal of International Economics, Elsevier, vol. 158(C).
  31. Müller, Gernot & Georgiadis, Georgios & Schumann, Ben, 2023. "Dollar Trinity and the Global Financial Cycle," CEPR Discussion Papers 18427, C.E.P.R. Discussion Papers.
  32. Danilo Cascaldi-Garcia, 2022. "Pandemic Priors," International Finance Discussion Papers 1352, Board of Governors of the Federal Reserve System (U.S.).
  33. Iwasaki, Yuto & Kubota, Hiroyuki & Muto, Ichiro & Shintani, Mototsugu, 2025. "Monetary policy, labor force participation, and wage rigidity," Journal of Economic Dynamics and Control, Elsevier, vol. 175(C).
  34. López-Salido, David & Loria, Francesca, 2024. "Inflation at risk," Journal of Monetary Economics, Elsevier, vol. 145(S).
  35. Beutel, Johannes & Emter, Lorenz & Metiu, Norbert & Prieto, Esteban & Schüler, Yves, 2025. "The global financial cycle and macroeconomic tail risks," Journal of International Money and Finance, Elsevier, vol. 156(C).
  36. Loipersberger, Florian & Matschke, Johannes, 2022. "Financial cycles and domestic policy choices," European Economic Review, Elsevier, vol. 143(C).
  37. CHANG, Shian & ARAI, Natsuki, 2025. "US Credit Spillovers to Small Open Economies : A Proxy-VAR Approach," Hitotsubashi Journal of Economics, Hitotsubashi University, vol. 66(1), pages 46-60, June.
  38. 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.
  39. Stéphane Lhuissier & Benoit Nguyen, 2021. "The Dynamic Effects of the ECB s Asset Purchases: a Survey-Based Identification," Working papers 806, Banque de France.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.