Julia V. Giese
Personal Details
First Name: | Julia |
Middle Name: | V. |
Last Name: | Giese |
Suffix: | |
RePEc Short-ID: | pgi96 |
[This author has chosen not to make the email address public] | |
Affiliation
Bank of England
London, United Kingdomhttp://www.bankofengland.co.uk/
RePEc:edi:boegvuk (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Giese, Julia & Nelson, Benjamin & Tanaka, Misa & Tarashev, Nikola, 2013. "Financial Stability Paper No 21: How could macroprudential policy affect financial system resilience and credit? Lessons from the literature," Bank of England Financial Stability Papers 21, Bank of England.
- Giese, Julia V., 2008.
"Level, Slope, Curvature: Characterising the Yield Curve in a Cointegrated VAR Model,"
Economics Discussion Papers
2008-13, Kiel Institute for the World Economy (IfW Kiel).
- Giese, Julia V., 2008. "Level, Slope, Curvature: Characterising the Yield Curve in a Cointegrated VAR Model," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 2, pages 1-20.
Articles
- Julia Giese & Henrik Andersen & Oliver Bush & Christian Castro & Marc Farag & Sujit Kapadia, 2014. "The Credit‐To‐Gdp Gap And Complementary Indicators For Macroprudential Policy: Evidence From The Uk," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 19(1), pages 25-47, January.
- Dew, Ed & Martin, Jeremy & Giese, Julia & Zinna, Gabriele, 2011. "China's changing growth pattern," Bank of England Quarterly Bulletin, Bank of England, vol. 51(1), pages 49-56.
- Astley, Mark & Giese, Julia & Hume, Michael & Kubelec, Chris, 2009. "Global imbalances and the financial crisis," Bank of England Quarterly Bulletin, Bank of England, vol. 49(3), pages 178-190.
- Giese, Julia V., 2008.
"Level, Slope, Curvature: Characterising the Yield Curve in a Cointegrated VAR Model,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 2, pages 1-20.
- Giese, Julia V., 2008. "Level, Slope, Curvature: Characterising the Yield Curve in a Cointegrated VAR Model," Economics Discussion Papers 2008-13, Kiel Institute for the World Economy (IfW Kiel).
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
- Giese, Julia & Nelson, Benjamin & Tanaka, Misa & Tarashev, Nikola, 2013.
"Financial Stability Paper No 21: How could macroprudential policy affect financial system resilience and credit? Lessons from the literature,"
Bank of England Financial Stability Papers
21, Bank of England.
Cited by:
- Melchisedek Joslem Ngambou Djatche, 2021.
"Monetary policy, prudential policy and bank's risk-taking: a literature review,"
Post-Print
halshs-03419263, HAL.
- Melchisedek Joslem Ngambou Djatche, 2020. "Monetary policy, prudential policy and bank's risk-taking: a literature review," Working Papers halshs-03420209, HAL.
- Melchisedek Joslem Ngambou Djatche, 2020. "Monetary Policy, Prudential Policy, and Bank's Risk-Taking: A Literature Review," GREDEG Working Papers 2020-40, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
- Melchisedek Joslem Ngambou Djatche, 2022. "Monetary policy, prudential policy and bank's risk‐taking: A literature review," Journal of Economic Surveys, Wiley Blackwell, vol. 36(5), pages 1559-1590, December.
- Malovaná, Simona & Frait, Jan, 2017.
"Monetary policy and macroprudential policy: Rivals or teammates?,"
Journal of Financial Stability, Elsevier, vol. 32(C), pages 1-16.
- Simona Malovana & Jan Frait, 2016. "Monetary Policy and Macroprudential Policy: Rivals or Teammates?," Working Papers 2016/06, Czech National Bank.
- Simona Malovana & Jan Frait, 2016. "Monetary Policy and Macroprudential Policy: Rivals or Teammates?," Working Papers IES 2016/19, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Sep 2016.
- Nelson, Benjamin & Tanaka, Misa, 2014. "Dealing with a banking crisis: what lessons can be learned from Japan’s experience?," Bank of England Quarterly Bulletin, Bank of England, vol. 54(1), pages 36-48.
- Noss, Joseph & Toffano, Priscilla, 2014. "Estimating the impact of changes in aggregate bank capital requirements during an upswing," Bank of England working papers 494, Bank of England.
- David Martinez-Miera & Rafael Repullo, 2019.
"Monetary Policy, Macroprudential Policy, and Financial Stability,"
Working Papers
wp2019_1901, CEMFI.
- Martinez-Miera, David & Repullo, Rafael, 2019. "Monetary policy, macroprudential policy, and financial stability," Working Paper Series 2297, European Central Bank.
- David Martinez-Miera & Rafael Repullo, 2019. "Monetary Policy, Macroprudential Policy, and Financial Stability," Annual Review of Economics, Annual Reviews, vol. 11(1), pages 809-832, August.
- Repullo, Rafael & Martinez-Miera, David, 2019. "Monetary Policy, Macroprudential Policy, and Financial Stability," CEPR Discussion Papers 13530, C.E.P.R. Discussion Papers.
- Krug, Sebastian, 2018. "The interaction between monetary and macroprudential policy: Should central banks 'lean against the wind' to foster macro-financial stability?," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 12, pages 1-69.
- János Kálmán, 2016. "Bank resolution as a new MNB function – resolution of MKB BankAdministrative law aspects of the macroprudential regulation and supervision of the financial intermediary system – normativity, organisat," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 15(3), pages 27-50.
- Marcin Jerzy Michalski & Michael Bowe & Olga Kolokolova, 2016. "Systemic risk, interbank market contagion, and the lender of last resort function," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Combining micro and macro data for financial stability analysis, volume 41, Bank for International Settlements.
- McInerney, Niall, 2019. "Macroprudential Policy, Banking and the Real Estate Sector," MPRA Paper 91777, University Library of Munich, Germany.
- Aikman, David & Nelson, Benjamin & Tanaka, Misa, 2012.
"Reputation, risk-taking and macroprudential policy,"
Bank of England working papers
462, Bank of England.
- Aikman, David & Nelson, Benjamin & Tanaka, Misa, 2015. "Reputation, risk-taking, and macroprudential policy," Journal of Banking & Finance, Elsevier, vol. 50(C), pages 428-439.
- David Aikman & Mirta Galesic & Gerd Gigerenzer & Sujit Kapadia & Konstantinos Katsikopoulos & Amit Kothiyal & Emma Murphy & Tobias Neumann, 2021.
"Taking uncertainty seriously: simplicity versus complexity in financial regulation [Uncertainty in macroeconomic policy-making: art or science?],"
Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 30(2), pages 317-345.
- Aikman, David & Galesic, Mirta & Gigerenzer, Gerd & Kapadia, Sujit & Katsikopolous, Konstantinos & Kothiyal, Amit & Murphy, Emma & Neumann, Tobias, 2014. "Taking Uncertainty Seriously: Simplicity versus Complexity in Financial Regulation," MPRA Paper 59908, University Library of Munich, Germany.
- Bluwstein, Kristina & Buckmann, Marcus & Joseph, Andreas & Kapadia, Sujit & Şimşek, Özgür, 2021.
"Credit growth, the yield curve and financial crisis prediction: evidence from a machine learning approach,"
Working Paper Series
2614, European Central Bank.
- Bluwstein, Kristina & Buckmann, Marcus & Joseph, Andreas & Kang, Miao & Kapadia, Sujit & Simsek, Özgür, 2020. "Credit growth, the yield curve and financial crisis prediction: evidence from a machine learning approach," Bank of England working papers 848, Bank of England.
- Bluwstein, Kristina & Buckmann, Marcus & Joseph, Andreas & Kapadia, Sujit & Şimşek, Özgür, 2023. "Credit growth, the yield curve and financial crisis prediction: Evidence from a machine learning approach," Journal of International Economics, Elsevier, vol. 145(C).
- Velauthapillai, Jeyakrishna, 2015. "Makroprudenzielle Regulierung – eine kurze Einführung und ein Überblick," EconStor Preprints 116781, ZBW - Leibniz Information Centre for Economics.
- Cristina Ruza & Marta de la Cuesta-González & Juandiego Paredes-Gazquez, 2019. "Banking system resilience: an empirical appraisal," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 46(6), pages 1241-1257, October.
- Krug, Sebastian, 2017.
"The interaction between monetary and macroprudential policy: Should central banks "lean against the wind" to foster macro-financial stability?,"
Economics Discussion Papers
2017-85, Kiel Institute for the World Economy (IfW Kiel).
- Krug, Sebastian, 2015. "The interaction between monetary and macroprudential policy: Should central banks "lean against the wind" to foster macrofinancial stability?," Economics Working Papers 2015-08, Christian-Albrechts-University of Kiel, Department of Economics.
- Noss, Joseph & Toffano, Priscilla, 2016. "Estimating the impact of changes in aggregate bank capital requirements on lending and growth during an upswing," Journal of Banking & Finance, Elsevier, vol. 62(C), pages 15-27.
- Harimohan, Rashmi & Nelson, Benjamin, 2014. "How might macroprudential capital policy affect credit conditions?," Bank of England Quarterly Bulletin, Bank of England, vol. 54(3), pages 287-303.
- Aikman, David & Galesic, Mirta & Gigerenzer, Gerd & Kapadia, Sujit & Katsikopoulos, Konstantinos & Kothiyal, Amit & Murphy, Emma & Neumann, Tobias, 2014. "Financial Stability Paper No 28: Taking uncertainty seriously - simplicity versus complexity in financial regulation," Bank of England Financial Stability Papers 28, Bank of England.
- Melchisedek Joslem Ngambou Djatche, 2021.
"Monetary policy, prudential policy and bank's risk-taking: a literature review,"
Post-Print
halshs-03419263, HAL.
- Giese, Julia V., 2008.
"Level, Slope, Curvature: Characterising the Yield Curve in a Cointegrated VAR Model,"
Economics Discussion Papers
2008-13, Kiel Institute for the World Economy (IfW Kiel).
- Giese, Julia V., 2008. "Level, Slope, Curvature: Characterising the Yield Curve in a Cointegrated VAR Model," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 2, pages 1-20.
Cited by:
- Katarina Juselius, 2011.
"On the Role of Theory and Evidence in Macroeconomics,"
Chapters, in: John B. Davis & D. Wade Hands (ed.), The Elgar Companion to Recent Economic Methodology, chapter 17,
Edward Elgar Publishing.
- Katarina Juselius, 2010. "On the Role of Theory and Evidence in Macroeconomics," Discussion Papers 10-12, University of Copenhagen. Department of Economics.
- Cavaliere, Giuseppe & Rahbek, Anders & Taylor, A.M. Robert, 2010.
"Testing for co-integration in vector autoregressions with non-stationary volatility,"
Journal of Econometrics, Elsevier, vol. 158(1), pages 7-24, September.
- Giuseppe Cavaliere & Anders Rahbek & A. M. Robert Taylor, 2008. "Testing for Co-integration in Vector Autoregressions with Non-Stationary Volatility," Discussion Papers 08-34, University of Copenhagen. Department of Economics.
- Giuseppe Cavaliere & Anders Rahbek & A.M.Robert Taylor, 2008. "Testing for Co-integration in Vector Autoregressions with Non-Stationary Volatility," CREATES Research Papers 2008-50, Department of Economics and Business Economics, Aarhus University.
- Giuseppe Cavaliere & Anders Rahbek & A. M. Robert Taylor, 2007. "Testing for co-integration in vector autoregressions with non-stationary volatility," Discussion Papers 07/02, University of Nottingham, Granger Centre for Time Series Econometrics.
- Johansen, Søren & Juselius, Katarina, 2014. "An asymptotic invariance property of the common trends under linear transformations of the data," Journal of Econometrics, Elsevier, vol. 178(P2), pages 310-315.
- Cavaliere, Giuseppe & Rahbek, Anders & Taylor, A.M. Robert, 2010.
"Cointegration Rank Testing Under Conditional Heteroskedasticity,"
Econometric Theory, Cambridge University Press, vol. 26(6), pages 1719-1760, December.
- Giuseppe Cavaliere & Anders Rahbek & A.M.Robert Taylor, 2009. "Co-integration Rank Testing under Conditional Heteroskedasticity," CREATES Research Papers 2009-22, Department of Economics and Business Economics, Aarhus University.
- Katarina Juselius, 2009. "Time to reject the privileging of economic theory over empirical evidence? A Reply to Lawson (2009)," Discussion Papers 09-16, University of Copenhagen. Department of Economics.
- Søren Johansen & Katarina Juselius, 2010.
"An invariance property of the common trends under linear transformations of the data,"
CREATES Research Papers
2010-72, Department of Economics and Business Economics, Aarhus University.
- Søren Johansen & Katarina Juselius, 2010. "An Invariance Property of the Common Trends under Linear Transformations of the Data," Discussion Papers 10-30, University of Copenhagen. Department of Economics.
- Reade, J. James & Volz, Ulrich, 2011.
"Leader of the pack? German monetary dominance in Europe prior to EMU,"
Economic Modelling, Elsevier, vol. 28(1), pages 239-250.
- J. James ReadeUlrich Volz, 2009. "Leader of the Pack? German Monetary Dominance in Europe Prior to EMU," Economics Series Working Papers 419, University of Oxford, Department of Economics.
- Reade, J. James & Volz, Ulrich, 2011. "Leader of the pack? German monetary dominance in Europe prior to EMU," Economic Modelling, Elsevier, vol. 28(1-2), pages 239-250, January.
- Jennifer Castle & Takamitsu Kurita, 2022. "Structural relationships between cryptocurrency prices and monetary policy indicators," Economics Series Working Papers 972, University of Oxford, Department of Economics.
- Javier Gómez Biscarri & Javier Hualde, 2014.
"Regression-based analysis of cointegration systems,"
Working Papers
780, Barcelona School of Economics.
- Gomez-Biscarri, Javier & Hualde, Javier, 2015. "Regression-based analysis of cointegration systems," Journal of Econometrics, Elsevier, vol. 186(1), pages 32-50.
- David Bernstein & Bent Nielsen, 2014.
"Asymptotic theory for cointegration analysis when the cointegration rank is deficient,"
Economics Papers
2014-W06, Economics Group, Nuffield College, University of Oxford.
- David H. Bernstein & Bent Nielsen, 2019. "Asymptotic Theory for Cointegration Analysis When the Cointegration Rank Is Deficient," Econometrics, MDPI, vol. 7(1), pages 1-24, January.
- Søren Johansen, 2012. "The Analysis of Nonstationary Time Series Using Regression, Correlation and Cointegration," Contemporary Economics, University of Economics and Human Sciences in Warsaw., vol. 6(2), June.
- Sensarma, Rudra & Bhattacharyya, Indranil, 2015.
"Measuring monetary policy and its impact on the bond market of an emerging economy,"
MPRA Paper
81067, University Library of Munich, Germany.
- Rudra Sensarma & Indranil Bhattacharyya, 2016. "Measuring monetary policy and its impact on the bond market of an emerging economy," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 9(2), pages 109-130, July.
- Wilms, Ines & Croux, Christophe, 2016. "Forecasting using sparse cointegration," International Journal of Forecasting, Elsevier, vol. 32(4), pages 1256-1267.
- Kevin Hoover & Katarina Juselius, 2012. "Experiments, Passive Observation and Scenario Analysis: Trygve Haavelmo and the Cointegrated Vector Autoregression," Discussion Papers 12-16, University of Copenhagen. Department of Economics.
- Sensarma, Rudra & Bhattacharyya, Indranil, 2016. "The impact of monetary policy on corporate bonds in India," Journal of Policy Modeling, Elsevier, vol. 38(3), pages 587-602.
- Mirkov, Nikola & Sutter, Barbara, 2012. "Central Bank Reserves and the Yield Curve at the ZLB," Working Papers on Finance 1208, University of St. Gallen, School of Finance.
- Jian Luo & Xiaoxia Ye & May Hu, 2016. "Counter-Credit-Risk Yield Spreads: A Puzzle in China's Corporate Bond Market," International Review of Finance, International Review of Finance Ltd., vol. 16(2), pages 203-241, June.
- Osmani Teixeira De Carvalho Guillen & José Valentim Machado Vicente, 2011. "Characterizing The Brazilian Termstructure Of Interest Rates In A Cointegrated Var Model," Anais do XXXVIII Encontro Nacional de Economia [Proceedings of the 38th Brazilian Economics Meeting] 041, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
- Giuseppe Cavaliere & Anders Rahbek & A. M. Robert Taylor, 2009. "Co-integration rank tests under conditional heteroskedasticity," Discussion Papers 09/02, University of Nottingham, Granger Centre for Time Series Econometrics.
- Rezitis, A.N. & Ahammad, S.M., 2015. "Investigating Agricultural Production Relations across Bangladesh, India and Pakistan Using Vector Error Correction and Markov-Switching Models," Agricultural Economics Research Review, Agricultural Economics Research Association (India), vol. 28(1).
Articles
- Julia Giese & Henrik Andersen & Oliver Bush & Christian Castro & Marc Farag & Sujit Kapadia, 2014.
"The Credit‐To‐Gdp Gap And Complementary Indicators For Macroprudential Policy: Evidence From The Uk,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 19(1), pages 25-47, January.
Cited by:
- Nyman, Rickard & Kapadia, Sujit & Tuckett, David & Gregory, David & Ormerod, Paul & Smith, Robert, 2018.
"News and narratives in financial systems: exploiting big data for systemic risk assessment,"
Bank of England working papers
704, Bank of England.
- Nyman, Rickard & Kapadia, Sujit & Tuckett, David, 2021. "News and narratives in financial systems: Exploiting big data for systemic risk assessment," Journal of Economic Dynamics and Control, Elsevier, vol. 127(C).
- Kalatie, Simo & Laakkonen, Helinä & Tölö, Eero, 2015. "Indicators used in setting the countercyclical capital buffer," Bank of Finland Research Discussion Papers 8/2015, Bank of Finland.
- Dragos Alexandru DIAMESCU, 2015. "Bank Capital Management – The Countercyclical Reserve," Management and Marketing Journal, University of Craiova, Faculty of Economics and Business Administration, vol. 0(2), pages 414-424, November.
- Leroi RAPUTSOANE, 2015.
"Alternative Measures of Credit Extension for Countercyclical Buffer Decisions in South Africa,"
Turkish Economic Review, KSP Journals, vol. 2(4), pages 210-221, December.
- Raputsoane, Leroi, 2015. "Alternative measures of credit extension for countercyclical buffer decisions in South Africa," MPRA Paper 67453, University Library of Munich, Germany.
- Krug, Sebastian & Wohltmann, Hans-Werner, 2016. "Shadow banking, financial regulation and animal spirits: An ACE approach," Economics Working Papers 2016-08, Christian-Albrechts-University of Kiel, Department of Economics.
- Maja Ivanovic & Marijana Mitrovic-Mijatovic & Milena Vucinic, 2017. "The Towards identification of gaps in data availability for maintaining financial stability – the case of Montenegro," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data needs and Statistics compilation for macroprudential analysis, volume 46, Bank for International Settlements.
- José Alves & Rita Pereira, 2017. "The Portuguese Households' Indebtedness," Working Papers Department of Economics 2017/07, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- R. Barrell & D. Karim & C. Macchiarelli, 2020.
"Towards an understanding of credit cycles: do all credit booms cause crises?,"
The European Journal of Finance, Taylor & Francis Journals, vol. 26(10), pages 978-993, July.
- Barrell, Ray & Karim, Dilly & Macchiarelli, Corrado, 2017. "Towards an understanding of credit cycles: do all credit booms cause crises?," LSE Research Online Documents on Economics 118943, London School of Economics and Political Science, LSE Library.
- R. Barrell & D. Karim & Corrado Macchiarelli, 2017. "Towards an understanding of credit cycles: do all credit booms cause crises?," Working Paper series 17-28, Rimini Centre for Economic Analysis.
- Scott A. Brave & Jose A. Lopez, 2019.
"Calibrating Macroprudential Policy to Forecasts of Financial Stability,"
International Journal of Central Banking, International Journal of Central Banking, vol. 15(1), pages 1-59, March.
- Scott A. Brave & Jose A. Lopez, 2018. "Calibrating Macroprudential Policy to Forecasts of Financial Stability," Working Paper Series 2017-17, Federal Reserve Bank of San Francisco.
- John Muellbauer, 2016.
"Macroeconomics and Consumption,"
Economics Series Working Papers
Paper-811, University of Oxford, Department of Economics.
- Muellbauer, John, 2016. "Macroeconomics and Consumption," CEPR Discussion Papers 11588, C.E.P.R. Discussion Papers.
- Miroslav Plasil & Tomas Konecny & Jakub Seidler & Petr Hlavac, 2015. "In the Quest of Measuring the Financial Cycle," Working Papers 2015/05, Czech National Bank.
- Leroi Raputsoane, 2014.
"Disaggregated Credit Extension and Financial Distress in South Africa,"
Working Papers
435, Economic Research Southern Africa.
- Leroi RAPUTSOANE, 2016. "Disaggregated Credit Extension and Financial Distress in South Africa," Journal of Economics Library, KSP Journals, vol. 3(2), pages 226-240, June.
- Vincent Bouvatier & Anne-Laure Delatte & Pierre-Nicolas Rehault, 2022.
"Measuring credit procyclicality: A new database,"
Post-Print
hal-04286376, HAL.
- Bouvatier, Vincent & Delatte, Anne-Laure & Rehault, Pierre-Nicolas, 2022. "Measuring credit procyclicality: A new database," Emerging Markets Review, Elsevier, vol. 52(C).
- Delatte, Anne-Laure & Bouvatier, Vincent & Rehault, Pierre-Nicolas, 2021. "Measuring credit procyclicality: a new database," CEPR Discussion Papers 16519, C.E.P.R. Discussion Papers.
- Meller, Barbara & Metiu, Norbert, 2017. "The synchronization of credit cycles," Journal of Banking & Finance, Elsevier, vol. 82(C), pages 98-111.
- Ponomarenko, Alexey & Tatarintsev, Stas, 2023.
"Incorporating financial development indicators into early warning systems,"
The Journal of Economic Asymmetries, Elsevier, vol. 27(C).
- Alexey Ponomarenko & Stas Tatarintsev, 2020. "Incorporating financial development indicators into early warning systems," Bank of Russia Working Paper Series wps58, Bank of Russia.
- Klein, Paul-Olivier & Turk-Ariss, Rima, 2022. "Bank capital and economic activity," Journal of Financial Stability, Elsevier, vol. 62(C).
- Miroslav Plašil & Jakub Seidler & Petr Hlaváč, 2016. "A New Measure of the Financial Cycle: Application to the Czech Republic," Eastern European Economics, Taylor & Francis Journals, vol. 54(4), pages 296-318, July.
- Rünstler, Gerhard & Vlekke, Marente, 2016.
"Business, housing and credit cycles,"
Working Paper Series
1915, European Central Bank.
- Gerhard Rünstler & Marente Vlekke, 2018. "Business, housing, and credit cycles," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(2), pages 212-226, March.
- Levieuge, G. & Lucotte, Y. & Pradines-Jobet, F., 2019.
"Central banks’ preferences and banking sector vulnerability,"
Journal of Financial Stability, Elsevier, vol. 40(C), pages 110-131.
- Gregory Levieuge & Yannick Lucotte & Florian Pradines-Jobet, 2017. "Central banks preferences and banking sector vulnerability," Bank of Estonia Working Papers wp2017-3, Bank of Estonia, revised 25 May 2017.
- G. Farrell, 2016.
"Countercyclical Capital Buffers and Real-Time Credit-To-GDP Gap Estimates: A South African Perspective,"
Studies in Economics and Econometrics, Taylor & Francis Journals, vol. 40(1), pages 1-20, April.
- Farrell, Greg, 2014. "Countercyclical capital buffers and real-time credit-to-GDP gap estimates: A South African perspective," MPRA Paper 55368, University Library of Munich, Germany.
- Christian Castro & Ángel Estrada & Jorge Martínez, 2016. "The countercyclical capital buffer in spain: an analysis of key guiding indicators," Working Papers 1601, Banco de España.
- Levieuge, Grégory & Lucotte, Yannick & Pradines-Jobet, Florian, 2021.
"The cost of banking crises: Does the policy framework matter?,"
Journal of International Money and Finance, Elsevier, vol. 110(C).
- Grégory Levieuge & Yannick Lucotte & Florian Pradines-Jobet, 2021. "The cost of banking crises: Does the policy framework matter?," Post-Print hal-03493136, HAL.
- Grégory Levieuge & Yannick Lucotte & Florian Pradines-Jobet, 2019. "The Cost of Banking Crises: Does the Policy Framework Matter?," Working papers 712, Banque de France.
- Grégory Levieuge & Yannick Lucotte & Florian Pradines-Jobet, 2021. "Cost of Banking Crises: Does the Policy Framework Matter?," Post-Print hal-03533204, HAL.
- Ebrahimi Kahou, Mahdi & Lehar, Alfred, 2017.
"Macroprudential policy: A review,"
Journal of Financial Stability, Elsevier, vol. 29(C), pages 92-105.
- Mahdi Ebrahimi Kahou & Alfred Lehar, 2015. "Macroprudential Policy: A Review," SPP Research Papers, The School of Public Policy, University of Calgary, vol. 8(34), October.
- Bluwstein, Kristina & Buckmann, Marcus & Joseph, Andreas & Kapadia, Sujit & Şimşek, Özgür, 2021.
"Credit growth, the yield curve and financial crisis prediction: evidence from a machine learning approach,"
Working Paper Series
2614, European Central Bank.
- Bluwstein, Kristina & Buckmann, Marcus & Joseph, Andreas & Kang, Miao & Kapadia, Sujit & Simsek, Özgür, 2020. "Credit growth, the yield curve and financial crisis prediction: evidence from a machine learning approach," Bank of England working papers 848, Bank of England.
- Bluwstein, Kristina & Buckmann, Marcus & Joseph, Andreas & Kapadia, Sujit & Şimşek, Özgür, 2023. "Credit growth, the yield curve and financial crisis prediction: Evidence from a machine learning approach," Journal of International Economics, Elsevier, vol. 145(C).
- Torsten Wezel, 2019. "Conceptual Issues in Calibrating the Basel III Countercyclical Capital Buffer," IMF Working Papers 2019/086, International Monetary Fund.
- Yıldırım Furkan, 2021. "Analysis of the relationship between countercyclical capital buffer and performance and risk indicators of the banking sector," Economics and Business Review, Sciendo, vol. 7(3), pages 103-123, September.
- Rünstler, Gerhard & Balfoussia, Hiona & Burlon, Lorenzo & Buss, Ginters & Comunale, Mariarosaria & De Backer, Bruno & Dewachter, Hans & Guarda, Paolo & Haavio, Markus & Hindrayanto, Irma & Iskrev, Nik, 2018. "Real and financial cycles in EU countries - Stylised facts and modelling implications," Occasional Paper Series 205, European Central Bank.
- Bank for International Settlements, 2016. "Experiences with the ex ante appraisal of macroprudential instruments," CGFS Papers, Bank for International Settlements, number 56, december.
- Jorge E. Galán, 2021. "CREWS: a CAMELS-based early warning system of systemic risk in the banking sector," Occasional Papers 2132, Banco de España.
- Paul-Olivier Klein & Rima Turk-Ariss, 2022. "Bank capital and economic activity," Post-Print hal-03955630, HAL.
- Sleibi, Yacoub & Casalin, Fabrizio & Fazio, Giorgio, 2020.
"Bank-specific shocks and aggregate leverage: Empirical evidence from a panel of developed countries,"
Journal of Financial Stability, Elsevier, vol. 49(C).
- Yacoub Sleibi & Fabrizio Casalin & Giorgio Fazio, 2020. "Bank-specific shocks and aggregate leverage: Empirical evidence from a panel of developed countries," Post-Print hal-03133033, HAL.
- Tihana Skrinjaric & Maja Bukovsak, 2022. "Improving The Calibration Of Countercyclical Capital Buffer: New Indicators Of Credit Gap In Croatia," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, vol. 31(2), pages 541-568, december.
- Jorge E. Galán, 2019. "Measuring credit-to-gdp gaps. The hodrick-prescott filter revisited," Occasional Papers 1906, Banco de España.
- Lenarčič, Črt, 2021. "Estimating business and financial cycles in Slovenia," MPRA Paper 109977, University Library of Munich, Germany.
- Eero Tölö & Helinä Laakkonen & Simo Kalatie, 2018. "Evaluating Indicators for Use in Setting the Countercyclical Capital Buffer," International Journal of Central Banking, International Journal of Central Banking, vol. 14(2), pages 51-112, March.
- Fendel Ralf & Stremmel Hanno, 2016. "Characteristics of Banking Crises: A Comparative Study with Geographical Contagion," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 236(3), pages 349-388, May.
- Tai-Hock Kuek & Chin-Hong Puah & M. Affendy Arip, 2020. "Financial Vulnerability and Economic Dynamics in Malaysia," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 9(special i), pages 55-73.
- Helene Olsen & Harald Wieslander, 2020. "The Impact of Monetary Policy on Leading Variables for Financial Stability in Norway," Working Papers No 02/2020, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Terhi Jokipii & Reto Nyffeler & Stéphane Riederer, 2021.
"Exploring BIS credit-to-GDP gap critiques: the Swiss case,"
Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 157(1), pages 1-19, December.
- Dr. Terhi Jokipii & Dr. Reto Nyffeler & Stéphane Riederer, 2020. "Exploring BIS credit-to-GDP gap critiques: the Swiss case," Working Papers 2020-19, Swiss National Bank.
- Aikman, David & Bridges, Jonathan & Burgess, Stephen & Galletly, Richard & Levina, Iren & O'Neill, Cian & Varadi, Alexandra, 2018. "Measuring risks to UK financial stability," Bank of England working papers 738, Bank of England.
- Mirjalili, Seyed Hossein & Nafiseh Keshtgar & Mosayeb Pahlavani, 2021. "Macro-prudential policies and financial cycle in Iran," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 13(1), pages 95-114.
- Detken, Carsten & Weeken, Olaf & Alessi, Lucia & Bonfim, Diana & Boucinha, Miguel & Castro, Christian & Frontczak, Sebastian & Giordana, Gaston & Giese, Julia & Wildmann, Nadya & Kakes, Jan & Klaus, B, 2014. "Operationalising the countercyclical capital buffer: indicator selection, threshold identification and calibration options," ESRB Occasional Paper Series 5, European Systemic Risk Board.
- Ionut Mircea, 2015. "Macroprudential policies on banking system," Manager Journal, Faculty of Business and Administration, University of Bucharest, vol. 21(1), pages 86-105, May.
- Patrik Kupkovic & Martin Suster, 2020. "Identifying the Financial Cycle in Slovakia," Working and Discussion Papers WP 2/2020, Research Department, National Bank of Slovakia.
- Dutra, Tiago Mota & Dias, José Carlos & Teixeira, João C.A., 2022. "Measuring financial cycles: Empirical evidence for Germany, United Kingdom and United States of America," International Review of Economics & Finance, Elsevier, vol. 79(C), pages 599-630.
- Bridges, Jonathan & Jackson, Christopher & McGregor, Daisy, 2017. "Down in the slumps: the role of credit in five decades of recessions," Bank of England working papers 659, Bank of England.
- Karminsky, A. & Dyachkova, N., 2020. "Empirical study of the relationship between credit cycles and changes in credit ratings," Journal of the New Economic Association, New Economic Association, vol. 48(4), pages 138-160.
- Nelson, Benjamin & Pinter, Gabor, 2018. "Macroprudential capital regulation in general equilibrium," Bank of England working papers 770, Bank of England.
- Miroslav Plasil & Jakub Seidler & Petr Hlavac & Tomas Konecny, 2014. "An Indicator of the Financial Cycle in the Czech Economy," Occasional Publications - Chapters in Edited Volumes, in: CNB Financial Stability Report 2013/2014, chapter 0, pages 118-127, Czech National Bank.
- Geršl, Adam & Jašová, Martina, 2018. "Credit-based early warning indicators of banking crises in emerging markets," Economic Systems, Elsevier, vol. 42(1), pages 18-31.
- José Ricardo Borges Alves & Rita Maria Henriques Pereira, 2020. "The indebtedness of households up until the economic adjustment programme for Portugal: an empirical assessment," Public Sector Economics, Institute of Public Finance, vol. 44(4), pages 529-550.
- Tihana Skrinjaric, 2023. "Leading indicators of financial stress in Croatia: a regime switching approach," Public Sector Economics, Institute of Public Finance, vol. 47(2), pages 205-232.
- Jorge E. Galán & Javier Mencía, 2021. "Model-based indicators for the identification of cyclical systemic risk," Empirical Economics, Springer, vol. 61(6), pages 3179-3211, December.
- Nyman, Rickard & Kapadia, Sujit & Tuckett, David & Gregory, David & Ormerod, Paul & Smith, Robert, 2018.
"News and narratives in financial systems: exploiting big data for systemic risk assessment,"
Bank of England working papers
704, Bank of England.
- Dew, Ed & Martin, Jeremy & Giese, Julia & Zinna, Gabriele, 2011.
"China's changing growth pattern,"
Bank of England Quarterly Bulletin, Bank of England, vol. 51(1), pages 49-56.
Cited by:
- Sun Xuegong, . "China: Searching for a New Development Modal," Chapters, in: Zhang Yunling & Fukunari Kimura & Sothea Oum (ed.), Moving Toward A New Development Model For East Asia-The Role of Domestic Policy and Regional Cooperation, chapter 5, pages 159-190, Economic Research Institute for ASEAN and East Asia (ERIA).
- Hooley, John, 2013. "Bringing down the Great Wall? Global implications of capital account liberalisation in China," Bank of England Quarterly Bulletin, Bank of England, vol. 53(4), pages 304-315.
- Bush, Oliver & Farrant, Katie & Wright, Michelle, 2011. "Financial Stability Paper No 13: Reform of the International Monetary and Financial System," Bank of England Financial Stability Papers 13, Bank of England.
- Astley, Mark & Giese, Julia & Hume, Michael & Kubelec, Chris, 2009.
"Global imbalances and the financial crisis,"
Bank of England Quarterly Bulletin, Bank of England, vol. 49(3), pages 178-190.
Cited by:
- Bianca De Paoli & Hande Küçük-Tuger & Jens Søndergaard, 2010.
"Monetary Policy Rules and Foreign Currency Positions,"
CEP Discussion Papers
dp1022, Centre for Economic Performance, LSE.
- De Paoli, Bianca & Küçük-Tuğer, Hande & Søndergaard, Jens, 2010. "Monetary policy rules and foreign currency positions," Bank of England working papers 403, Bank of England.
- Guglielmo Maria Caporale & Abdurrahman Nazif Catik & Mohamad Husam Helmi & Faek Nemla Ali & Coskun Akdeniz, 2016.
"Monetary Policy Rules in Emerging Countries: Is there an Augmented Nonlinear Taylor Rule?,"
CESifo Working Paper Series
5965, CESifo.
- Guglielmo Maria Caporale & Abdurrahman Nazif Catik & Mohamad Husam Helmi & Faek Menla Ali & Coskun Akdeniz, 2016. "Monetary Policy Rules in Emerging Countries: Is There an Augmented Nonlinear Taylor Rule?," Discussion Papers of DIW Berlin 1588, DIW Berlin, German Institute for Economic Research.
- Caporale, Guglielmo Maria & Helmi, Mohamad Husam & Çatık, Abdurrahman Nazif & Menla Ali, Faek & Akdeniz, Coşkun, 2018. "Monetary policy rules in emerging countries: Is there an augmented nonlinear taylor rule?," Economic Modelling, Elsevier, vol. 72(C), pages 306-319.
- Tomasz Serwach, 2013. "Renminbi jako waluta miedzynarodowa - stan obecny oraz ocena perspektyw / Renminbi as international currency - current state and potential perspectives," International Economics, University of Lodz, Faculty of Economics and Sociology, issue 4, pages 39-53, December.
- Dew, Ed & Martin, Jeremy & Giese, Julia & Zinna, Gabriele, 2011. "China's changing growth pattern," Bank of England Quarterly Bulletin, Bank of England, vol. 51(1), pages 49-56.
- Abdala Rioja, Yamile E, 2011. "All Things Considered: The Interaction of the Reasons for the Financial Crisis," MPRA Paper 33408, University Library of Munich, Germany.
- Riccardo Fiorentini, 2011. "Global Imbalances, the International Crisis and the Role of the Dollar," Working Papers 18/2011, University of Verona, Department of Economics.
- Joseph Joyce & Raul Razo-Garcia, 2011. "Reserves, quotas and the demand for international liquidity," The Review of International Organizations, Springer, vol. 6(3), pages 393-413, September.
- Andrzej Wojtyna, 2010. "Gospodarki wschodzące w obliczu kryzysu finansowego: duża odporność czy podatność?," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 9, pages 25-45.
- Hills, Robert & Hoggarth, Glenn, 2013. "Cross-border bank credit and global financial stability," Bank of England Quarterly Bulletin, Bank of England, vol. 53(2), pages 126-136.
- Speller, William & Thwaites, Gregory & Wright, Michelle, 2011. "Financial Stability Paper No 12: The Future of International Capital Flows," Bank of England Financial Stability Papers 12, Bank of England.
- Riccardo Fiorentini & Guido Montani, 2012. "The New Global Political Economy," Books, Edward Elgar Publishing, number 14443.
- Fiorentini, Riccardo, 2020.
"The Persisting US Trade Deficit: Is Protectionistm the Right Answer?,"
Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 73(2), pages 155-186.
- Riccardo Fiorentini, 2019. "The persisting US trade deficit Is protectionism the right answer?," Working Papers 03/2019, University of Verona, Department of Economics.
- Sun Xuegong, . "China: Searching for a New Development Modal," Chapters, in: Zhang Yunling & Fukunari Kimura & Sothea Oum (ed.), Moving Toward A New Development Model For East Asia-The Role of Domestic Policy and Regional Cooperation, chapter 5, pages 159-190, Economic Research Institute for ASEAN and East Asia (ERIA).
- Chowla, Shiv & Quaglietti, Lucia & Rachel, Lukasz, 2014. "How have world shocks affected the UK economy?," Bank of England Quarterly Bulletin, Bank of England, vol. 54(2), pages 167-179.
- Verick, Sher & Islam, Iyanatul, 2010.
"The Great Recession of 2008-2009: Causes, Consequences and Policy Responses,"
IZA Discussion Papers
4934, Institute of Labor Economics (IZA).
- Verick, Sher. & Islam, Iyanatul,, 2010. "The great recession of 2008-2009 : causes, consequences and policy responses," ILO Working Papers 994576933402676, International Labour Organization.
- Haberis, Alex & Markovic, Bojan & Mayhew, Karen & Zabczyk, Pawel, 2011. "Global rebalancing: the macroeconomic impact on the United Kingdom," Bank of England working papers 421, Bank of England.
- Mr. Il Houng Lee & Woon Gyu Choi, 2010. "Monetary Transmission of Global Imbalances in Asian Countries," IMF Working Papers 2010/214, International Monetary Fund.
- Julia Giese & Henrik Andersen & Oliver Bush & Christian Castro & Marc Farag & Sujit Kapadia, 2014. "The Credit‐To‐Gdp Gap And Complementary Indicators For Macroprudential Policy: Evidence From The Uk," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 19(1), pages 25-47, January.
- Bianca De Paoli & Hande Küçük-Tuger & Jens Søndergaard, 2010.
"Monetary Policy Rules and Foreign Currency Positions,"
CEP Discussion Papers
dp1022, Centre for Economic Performance, LSE.
- Giese, Julia V., 2008.
"Level, Slope, Curvature: Characterising the Yield Curve in a Cointegrated VAR Model,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 2, pages 1-20.
See citations under working paper version above.
- Giese, Julia V., 2008. "Level, Slope, Curvature: Characterising the Yield Curve in a Cointegrated VAR Model," Economics Discussion Papers 2008-13, Kiel Institute for the World Economy (IfW Kiel).
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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 1 paper 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 (1) 2008-04-29
- NEP-MON: Monetary Economics (1) 2008-04-29
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