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Scott Anthony Brave

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.

RePEc Biblio mentions

As found on the RePEc Biblio, the curated bibliography of Economics:
  1. Scott Brave & R. Andrew Butters, 2012. "Diagnosing the Financial System: Financial Conditions and Financial Stress," International Journal of Central Banking, International Journal of Central Banking, vol. 8(2), pages 191-239, June.

    Mentioned in:

    1. > Econometrics > Time Series Models > Dynamic Factor Models
  2. Scott Brave & R. Andrew Butters & Alejandro Justiniano, 2016. "Forecasting Economic Activity with Mixed Frequency Bayesian VARs," Working Paper Series WP-2016-5, Federal Reserve Bank of Chicago.

    Mentioned in:

    1. > Econometrics > Forecasting > Nowcasting
    2. > Econometrics > Time Series Models > VAR Models > Bayesian Vector autoregressions (BVARs)

Working papers

  1. Daniel Aaronson & Scott A. Brave & Michael Fogarty & Ezra Karger & Spencer D. Krane, 2021. "Tracking U.S. Consumers in Real Time with a New Weekly Index of Retail Trade," Working Paper Series WP-2021-05, Federal Reserve Bank of Chicago, revised 18 Jun 2021.

    Cited by:

    1. Timo Wollmershäuser & Stefan Ederer & Maximilian Fell & Friederike Fourné & Max Lay & Robert Lehmann & Sebastian Link & Sascha Möhrle & Ann-Christin Rathje & Radek Šauer & Moritz Schasching & Marcus S, 2023. "ifo Konjunkturprognose Sommer 2023: Inflation flaut langsam ab – aber Konjunktur lahmt noch," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 76(Sonderaus), pages 01-53, June.

  2. Scott A. Brave & R. Andrew Butters & Michael Fogarty, 2020. "The perils of working with Big Data and a SMALL framework you can use to avoid them," Working Paper Series WP-2020-35, Federal Reserve Bank of Chicago, revised 02 Mar 2020.

    Cited by:

    1. Daniel Aaronson & Scott A. Brave & Michael Fogarty & Ezra Karger & Spencer D. Krane, 2021. "Tracking U.S. Consumers in Real Time with a New Weekly Index of Retail Trade," Working Paper Series WP-2021-05, Federal Reserve Bank of Chicago, revised 18 Jun 2021.

  3. Daniel Aaronson & Scott A. Brave & R. Andrew Butters & Daniel W. Sacks & Boyoung Seo, 2020. "Using the Eye of the Storm to Predict the Wave of Covid-19 UI Claims," Working Paper Series WP 2020-10, Federal Reserve Bank of Chicago.

    Cited by:

    1. VAN DER WIELEN Wouter & BARRIOS Salvador, 2020. "Fear and Employment During the COVID Pandemic: Evidence from Search Behaviour in the EU," JRC Working Papers on Taxation & Structural Reforms 2020-08, Joint Research Centre.
    2. O'Donnell, Niall & Shannon, Darren & Sheehan, Barry, 2023. "A vaccine for volatility? An empirical analysis of global stock markets and the impact of the COVID-19 vaccine," The Journal of Economic Asymmetries, Elsevier, vol. 28(C).
    3. Paul Ho, 2021. "Forecasting in the Absence of Precedent," Working Paper 21-10, Federal Reserve Bank of Richmond.
    4. Willem THORBECKE, 2020. "The Impact of the COVID-19 Pandemic on the U.S. Economy: Evidence from the Stock Market," Discussion papers 20068, Research Institute of Economy, Trade and Industry (RIETI).
    5. Christopher Foote & Tyler Hounshell & William D. Nordhaus & Douglas Rivers & Pamela Torola, 2021. "Measuring the U.S. Employment Situation Using Online Panels: The Yale Labor Survey," Cowles Foundation Discussion Papers 2282, Cowles Foundation for Research in Economics, Yale University.
    6. Magdalena Kozera-Kowalska & Jarosław Uglis, 2021. "Students’ Perception of Education as a Preparation to Enter the Labour Market: A Case Study from a Polish University," European Research Studies Journal, European Research Studies Journal, vol. 0(3B), pages 338-349.
    7. Larson, William D. & Sinclair, Tara M., 2022. "Nowcasting unemployment insurance claims in the time of COVID-19," International Journal of Forecasting, Elsevier, vol. 38(2), pages 635-647.
    8. Daniel Borup & David E. Rapach & Erik Christian Montes Schütte, 2021. "Now- and Backcasting Initial Claims with High-Dimensional Daily Internet Search-Volume Data," CREATES Research Papers 2021-02, Department of Economics and Business Economics, Aarhus University.
    9. Caperna, Giulio & Colagrossi, Marco & Geraci, Andrea & Mazzarella, Gianluca, 2020. "Googling Unemployment During the Pandemic: Inference and Nowcast Using Search Data," JRC Working Papers in Economics and Finance 2020-04, Joint Research Centre, European Commission.
    10. Asfaw, Abraham Abebe, 2021. "The effect of income support programs on job search, workplace mobility and COVID-19: International evidence," Economics & Human Biology, Elsevier, vol. 41(C).
    11. Caperna, Giulio & Colagrossi, Marco & Geraci, Andrea & Mazzarella, Gianluca, 2022. "A babel of web-searches: Googling unemployment during the pandemic," Labour Economics, Elsevier, vol. 74(C).

  4. Scott Brave & Charles S. Gascon & William Kluender & Thomas Walstrum, 2019. "Predicting Benchmarked US State Employment Data in Realtime," Working Paper Series WP 2019-11, Federal Reserve Bank of Chicago.

    Cited by:

    1. Daniel Aaronson & Scott A. Brave & Michael Fogarty & Ezra Karger & Spencer D. Krane, 2021. "Tracking U.S. Consumers in Real Time with a New Weekly Index of Retail Trade," Working Paper Series WP-2021-05, Federal Reserve Bank of Chicago, revised 18 Jun 2021.

  5. 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.

    Cited by:

    1. Pfeifer, Lukáš & Hodula, Martin, 2018. "A profit-to-provisioning approach to setting the countercyclical capital buffer: the Czech example," ESRB Working Paper Series 82, European Systemic Risk Board.
    2. Hale, Galina & Lopez, Jose A., 2019. "Monitoring banking system connectedness with big data," Journal of Econometrics, Elsevier, vol. 212(1), pages 203-220.
    3. Maarten van Oordt, 2018. "Calibrating the Magnitude of the Countercyclical Capital Buffer Using Market-Based Stress Tests," Staff Working Papers 18-54, Bank of Canada.
    4. Pfeifer, Lukáš & Hodula, Martin, 2021. "A profit-to-provisioning approach to setting the countercyclical capital buffer," Economic Systems, Elsevier, vol. 45(1).

  6. Scott Brave & R. Andrew Butters & Alejandro Justiniano, 2016. "Forecasting Economic Activity with Mixed Frequency Bayesian VARs," Working Paper Series WP-2016-5, Federal Reserve Bank of Chicago.

    Cited by:

    1. Miranda-Agrippino, Silvia & Ricco, Giovanni, 2018. "Bayesian vector autoregressions," LSE Research Online Documents on Economics 87393, London School of Economics and Political Science, LSE Library.
    2. Edward S. Knotek & Saeed Zaman, 2017. "Financial Nowcasts and Their Usefulness in Macroeconomic Forecasting," Working Papers (Old Series) 1702, Federal Reserve Bank of Cleveland.
    3. Lenza, Michele & Cimadomo, Jacopo & Giannone, Domenico & Monti, Francesca & Sokol, Andrej, 2021. "Nowcasting with Large Bayesian Vector Autoregressions," CEPR Discussion Papers 15854, C.E.P.R. Discussion Papers.
    4. Deborah Gefang & Gary Koop & Aubrey Poon, 2020. "Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers ESCoE DP-2020-07, Economic Statistics Centre of Excellence (ESCoE).
    5. Brandyn Bok & Daniele Caratelli & Domenico Giannone & Argia M. Sbordone & Andrea Tambalotti, 2018. "Macroeconomic Nowcasting and Forecasting with Big Data," Annual Review of Economics, Annual Reviews, vol. 10(1), pages 615-643, August.
    6. Gary Koop & Stuart McIntyre & James Mitchell & Aubrey Poon, 2018. "Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers ESCoE DP-2018-14, Economic Statistics Centre of Excellence (ESCoE).
    7. Gary Koop & Stuart McIntyre & James Mitchell & Aubrey Poon, 2020. "Regional output growth in the United Kingdom: More timely and higher frequency estimates from 1970," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(2), pages 176-197, March.
    8. Thomas B Götz & Klemens Hauzenberger, 2021. "Large mixed-frequency VARs with a parsimonious time-varying parameter structure," The Econometrics Journal, Royal Economic Society, vol. 24(3), pages 442-461.
    9. Gary Koop & Stuart McIntyre & James Mitchell, 2018. "UK Regional Nowcasting using a Mixed Frequency Vector Autoregressive Model," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers ESCoE DP-2018-07, Economic Statistics Centre of Excellence (ESCoE).
    10. Gary Koop & Stuart McIntyre & James Mitchell, 2020. "UK regional nowcasting using a mixed frequency vector auto‐regressive model with entropic tilting," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 183(1), pages 91-119, January.

  7. Scott Brave & Jeffrey R. Campbell & Jonas D. M. Fisher & Alejandro Justiniano, 2012. "The Chicago Fed DSGE model," Working Paper Series WP-2012-02, Federal Reserve Bank of Chicago.

    Cited by:

    1. Arias, Jonas E. & Erceg, Christopher & Trabandt, Mathias, 2016. "The macroeconomic risks of undesirably low inflation," European Economic Review, Elsevier, vol. 88(C), pages 88-107.
    2. Lindé, Jesper & Smets, Frank & Wouters, Rafael, 2016. "Challenges for Central Banks´ Macro Models," Working Paper Series 323, Sveriges Riksbank (Central Bank of Sweden).
    3. Nadav Ben Zeev & Christopher Gunn & Hashmat Khan, 2020. "Monetary News Shocks," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(7), pages 1793-1820, October.
    4. Giorgio Motta & Patrizio Tirelli, 2013. "Limited Asset Market Participation, Income Inequality and Macroeconomic Volatility," Working Papers 261, University of Milano-Bicocca, Department of Economics, revised Dec 2013.
    5. Christopher L. House & Christian Proebsting & Linda L. Tesar, 2019. "Austerity in the Aftermath of the Great Recession," Working Papers 672, Research Seminar in International Economics, University of Michigan.
    6. Mitsuru Katagiri, 2016. "Forward Guidance as a Monetary Policy Rule," Bank of Japan Working Paper Series 16-E-6, Bank of Japan.
    7. Jeffrey R. Campbell & Charles L. Evans & Jonas D.M. Fisher & Alejandro Justiniano, 2012. "Macroeconomic Effects of Federal Reserve Forward Guidance," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 43(1 (Spring), pages 1-80.
    8. Joshua Brault & Hashmat Khan, 2019. "The Real Interest Rate Channel is Structural in Contemporary New-Keynesian Models," Carleton Economic Papers 19-05, Carleton University, Department of Economics.
    9. Hess Chung & Edward Herbst & Michael T. Kiley, 2014. "Effective Monetary Policy Strategies in New Keynesian Models: A Re-examination," NBER Working Papers 20611, National Bureau of Economic Research, Inc.
    10. Jesper Lindé, 2018. "DSGE models: still useful in policy analysis?," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 34(1-2), pages 269-286.
    11. Sacha Gelfer, 2019. "Data-Rich DSGE Model Forecasts of the Great Recession and its Recovery," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 32, pages 18-41, April.
    12. Binder, Michael & Lieberknecht, Philipp & Quintana, Jorge & Wieland, Volker, 2017. "Model uncertainty in macroeconomics: On the implications of financial frictions," IMFS Working Paper Series 114, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
    13. Lindé, J. & Smets, F. & Wouters, R., 2016. "Challenges for Central Banks’ Macro Models," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 2185-2262, Elsevier.
    14. Francesco Sergi, 2020. "The Standard Narrative about DSGE Models in Central Banks’ Technical Reports," The European Journal of the History of Economic Thought, Taylor & Francis Journals, vol. 27(2), pages 163-193, March.

  8. Scott Brave & Hesna Genay, 2011. "Federal Reserve policies and financial market conditions during the crisis," Proceedings 1129, Federal Reserve Bank of Chicago.

    Cited by:

    1. Guidolin, Massimo & Tam, Yu Man, 2013. "A yield spread perspective on the great financial crisis: Break-point test evidence," International Review of Financial Analysis, Elsevier, vol. 26(C), pages 18-39.
    2. 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.
    3. Caterina Forti Grazzini & Massimo Guidolin, 2013. "Forecasting yield spreads under crisis-induced multiple breakpoints," Applied Economics Letters, Taylor & Francis Journals, vol. 20(18), pages 1656-1664, December.
    4. Scott Brave & R. Andrew Butters, 2012. "Diagnosing the Financial System: Financial Conditions and Financial Stress," International Journal of Central Banking, International Journal of Central Banking, vol. 8(2), pages 191-239, June.
    5. Contessi, Silvio & De Pace, Pierangelo & Guidolin, Massimo, 2014. "How did the financial crisis alter the correlations of U.S. yield spreads?," Journal of Empirical Finance, Elsevier, vol. 28(C), pages 362-385.
    6. Donald P. Morgan & Stavros Peristiani & Vanessa Savino, 2014. "The Information Value of the Stress Test," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(7), pages 1479-1500, October.
    7. Hatira Sadeghzadeh Emsen, 2021. "Effects of US Federal Reserve Monetary Policies on Financial Markets and Commodity Prices: An Econometric Analysis with a Structural Break for Developed and Developing Countries," Journal of Economy Culture and Society, Istanbul University, Faculty of Economics, vol. 64(64), pages 233-255, December.
    8. Berger, Allen N. & Black, Lamont K. & Bouwman, Christa H.S. & Dlugosz, Jennifer, 2017. "Bank loan supply responses to Federal Reserve emergency liquidity facilities," Journal of Financial Intermediation, Elsevier, vol. 32(C), pages 1-15.

  9. Scott Brave & R. Andrew Butters, 2010. "Gathering insights on the forest from the trees: a new metric for financial conditions," Working Paper Series WP-2010-07, Federal Reserve Bank of Chicago.

    Cited by:

    1. Scott Brave & Hesna Genay, 2011. "Federal Reserve policies and financial market conditions during the crisis," Working Paper Series WP-2011-04, Federal Reserve Bank of Chicago.
    2. Mr. Nombulelo Gumata & Mr. Eliphas Ndou & Nir Klein, 2012. "A Financial Conditions Index for South Africa," IMF Working Papers 2012/196, International Monetary Fund.
    3. Luke Hartigan & Michelle Wright, 2021. "Financial Conditions and Downside Risk to Economic Activity in Australia," RBA Research Discussion Papers rdp2021-03, Reserve Bank of Australia.
    4. Christian Glocker & Serguei Kaniovski, 2014. "A financial market stress indicator for Austria," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 41(3), pages 481-504, August.
    5. Meltem Gulenay Chadwick & Huseyin Ozturk, 2018. "Measuring Financial Systemic Stress for Turkey: A Search for the Best Composite Indicator," Working Papers 1816, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
    6. Pérez-Quirós, Gabriel & Poncela, Pilar & Camacho, Máximo, 2012. "Extracting nonlinear signals from several economic indicators," CEPR Discussion Papers 8865, C.E.P.R. Discussion Papers.
    7. Louzis, Dimitrios & Vouldis, Angelos, 2013. "A financial systemic stress index for Greece," Working Paper Series 1563, European Central Bank.
    8. Catherine Doz & Anna Petronevich, 2017. "On the consistency of the two-step estimates of the MS-DFM: a Monte Carlo study," PSE Working Papers halshs-01592863, HAL.
    9. Sirio Aramonte & Samuel Rosen & John W. Schindler, 2013. "Assessing and combining financial conditions indexes," Finance and Economics Discussion Series 2013-39, Board of Governors of the Federal Reserve System (U.S.).
    10. Indranarain Ramlall, 2015. "Mauritius Financial System Stress Index: Estimating the Costs of the Subprime Crisis," Journal of African Business, Taylor & Francis Journals, vol. 16(3), pages 235-271, September.
    11. 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.
    12. Hummaira Jabeen, 2023. "US-Financial Conditions and Macro-economy of Emerging Markets," Journal of Policy Research (JPR), Research Foundation for Humanity (RFH), vol. 9(1), pages 51-63, March.
    13. Louzis, Dimitrios P. & Vouldis, Angelos T., 2012. "A methodology for constructing a financial systemic stress index: An application to Greece," Economic Modelling, Elsevier, vol. 29(4), pages 1228-1241.
    14. Levanon, Gad & Manini, Jean-Claude & Ozyildirim, Ataman & Schaitkin, Brian & Tanchua, Jennelyn, 2015. "Using financial indicators to predict turning points in the business cycle: The case of the leading economic index for the United States," International Journal of Forecasting, Elsevier, vol. 31(2), pages 426-445.

Articles

  1. Aaronson, Daniel & Brave, Scott A. & Butters, R. Andrew & Fogarty, Michael & Sacks, Daniel W. & Seo, Boyoung, 2022. "Forecasting unemployment insurance claims in realtime with Google Trends," International Journal of Forecasting, Elsevier, vol. 38(2), pages 567-581.

    Cited by:

    1. Dergiades, Theologos & Milas, Costas & Panagiotidis, Theodore, 2022. "Unemployment claims during COVID-19 and economic support measures in the U.S," Economic Modelling, Elsevier, vol. 113(C).
    2. Liang, Xiaozhen & Hong, Chenxi & Chen, Jiaqi & Wang, Yingying & Yang, Mingge, 2024. "A hybrid forecasting architecture for air passenger demand considering search engine data and spatial effect," Journal of Air Transport Management, Elsevier, vol. 118(C).
    3. Andrius Grybauskas & Vaida Pilinkienė & Mantas Lukauskas & Alina Stundžienė & Jurgita Bruneckienė, 2023. "Nowcasting Unemployment Using Neural Networks and Multi-Dimensional Google Trends Data," Economies, MDPI, vol. 11(5), pages 1-23, April.
    4. Barbaglia, Luca & Frattarolo, Lorenzo & Onorante, Luca & Pericoli, Filippo Maria & Ratto, Marco & Tiozzo Pezzoli, Luca, 2022. "Testing big data in a big crisis: Nowcasting under COVID-19," JRC Working Papers in Economics and Finance 2022-06, Joint Research Centre, European Commission.
    5. Chen-Hao Xue & Yong-Ping Bai, 2023. "Spatiotemporal Characteristics and Factors Influencing Urban Tourism Market Network in Western China: Taking Chengdu as an Example," Sustainability, MDPI, vol. 15(10), pages 1-21, May.
    6. Bert Leysen & Pieter-Paul Verhaeghe, 2023. "Searching for migration: estimating Japanese migration to Europe with Google Trends data," Quality & Quantity: International Journal of Methodology, Springer, vol. 57(5), pages 4603-4631, October.
    7. Ioannis D. Vrontos & John Galakis & Ekaterini Panopoulou & Spyridon D. Vrontos, 2024. "Forecasting GDP growth: The economic impact of COVID‐19 pandemic," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(4), pages 1042-1086, July.
    8. Borup, Daniel & Rapach, David E. & Schütte, Erik Christian Montes, 2023. "Mixed-frequency machine learning: Nowcasting and backcasting weekly initial claims with daily internet search volume data," International Journal of Forecasting, Elsevier, vol. 39(3), pages 1122-1144.

  2. Brave, Scott A. & Gascon, Charles & Kluender, William & Walstrum, Thomas, 2021. "Predicting benchmarked US state employment data in real time," International Journal of Forecasting, Elsevier, vol. 37(3), pages 1261-1275.
    See citations under working paper version above.
  3. Daniel Aaronson & Scott A. Brave & R. Andrew Butters & Michael Fogarty, 2020. "The Stay-at-Home Labor Market: Google Searches, Unemployment Insurance, and Public Health Orders," Chicago Fed Letter, Federal Reserve Bank of Chicago, issue 436.

    Cited by:

    1. Diane Alexander & Ezra Karger, 2020. "Do Stay-at-Home Orders Cause People to Stay at Home? Effects of Stay-at-Home Orders on Consumer Behavior," Working Paper Series WP-2020-12, Federal Reserve Bank of Chicago, revised 19 Aug 2021.
    2. Nakamura, Nobuyuki & Suzuki, Aya, 2021. "COVID-19 and the intentions to migrate from developing countries: Evidence from online search activities in Southeast Asia," Journal of Asian Economics, Elsevier, vol. 76(C).
    3. Fayaz Farkhad, Bita & Albarracín, Dolores, 2021. "Insights on the implications of COVID-19 mitigation measures for mental health," Economics & Human Biology, Elsevier, vol. 40(C).
    4. Ezra Karger & Aastha Rajan, 2020. "Heterogeneity in the Marginal Propensity to Consume: Evidence from Covid-19 Stimulus Payments," Working Paper Series WP 2020-15, Federal Reserve Bank of Chicago.
    5. Wei Cheng & Patrick Carlin & Joanna Carroll & Sumedha Gupta & Felipe Lozano Rojas & Laura Montenovo & Thuy D. Nguyen & Ian M. Schmutte & Olga Scrivner & Kosali I. Simon & Coady Wing & Bruce Weinberg, 2020. "Back to Business and (Re)employing Workers? Labor Market Activity During State COVID-19 Reopenings," NBER Working Papers 27419, National Bureau of Economic Research, Inc.
    6. Sumedha Gupta & Laura Montenovo & Thuy Nguyen & Felipe Lozano‐Rojas & Ian Schmutte & Kosali Simon & Bruce A. Weinberg & Coady Wing, 2023. "Effects of social distancing policy on labor market outcomes," Contemporary Economic Policy, Western Economic Association International, vol. 41(1), pages 166-193, January.
    7. Sumedha Gupta & Kosali I. Simon & Coady Wing, 2020. "Mandated and Voluntary Social Distancing During The COVID-19 Epidemic: A Review," NBER Working Papers 28139, National Bureau of Economic Research, Inc.

  4. , 2020. "Looking down the road with ALEX: Forecasting U.S. GDP," Chicago Fed Letter, Federal Reserve Bank of Chicago, issue 447, pages 1-5, October.

    Cited by:

    1. Aaronson, Daniel & Brave, Scott A. & Butters, R. Andrew & Fogarty, Michael & Sacks, Daniel W. & Seo, Boyoung, 2022. "Forecasting unemployment insurance claims in realtime with Google Trends," International Journal of Forecasting, Elsevier, vol. 38(2), pages 567-581.

  5. Scott A. Brave & Richard H. Mattoon, 2020. "Explaining urban economic growth through cluster complementarity," Growth and Change, Wiley Blackwell, vol. 51(1), pages 4-33, March.

    Cited by:

    1. Reinhold Kosfeld & Timo Mitze, 2023. "Research and development intensive clusters and regional competitiveness," Growth and Change, Wiley Blackwell, vol. 54(4), pages 885-911, December.

  6. Scott A. Brave & R. Andrew Butters & David Kelley, 2019. "A New “Big Data” Index of U.S. Economic Activity," Economic Perspectives, Federal Reserve Bank of Chicago, issue 1, pages 1-30.

    Cited by:

    1. Gary Koop & Stuart McIntyre & James Mitchell & Aubrey Poon, 2022. "Reconciled Estimates of Monthly GDP in the US," Working Papers 22-01, Federal Reserve Bank of Cleveland.
    2. Chunya Bu & John Rogers & Wenbin Wu, 2019. "A Unified Measure of Fed Monetary Policy Shocks," Finance and Economics Discussion Series 2019-043, Board of Governors of the Federal Reserve System (U.S.).
    3. Michael D. Bauer & Eric T. Swanson, 2020. "The Fed's Response to Economic News Explains the “Fed Information Effect”," Working Paper Series 2020-06, Federal Reserve Bank of San Francisco.
    4. Michael T. Kiley, 2020. "Financial Conditions and Economic Activity: Insights from Machine Learning," Finance and Economics Discussion Series 2020-095, Board of Governors of the Federal Reserve System (U.S.).
    5. Meyer, Brent H. & Prescott, Brian & Sheng, Xuguang Simon, 2022. "The impact of the COVID-19 pandemic on business expectations," International Journal of Forecasting, Elsevier, vol. 38(2), pages 529-544.

  7. Scott A. Brave & Kevin A. Roberts, 2019. "The Competitive Effects of Performance-Enhancing Drugs: MLB in the Posttesting Era," Journal of Sports Economics, , vol. 20(6), pages 747-781, August.

    Cited by:

    1. Jeffrey Cisyk, 2020. "Impacts of Performance-Enhancing Drug Suspensions on the Demand for Major League Baseball," Journal of Sports Economics, , vol. 21(4), pages 391-419, May.

  8. Brave, Scott A. & Butters, R. Andrew & Justiniano, Alejandro, 2019. "Forecasting economic activity with mixed frequency BVARs," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1692-1707.

    Cited by:

    1. Gary Koop & Stuart McIntyre & James Mitchell & Aubrey Poon, 2022. "Using hierarchical aggregation constraints to nowcast regional economic aggregates," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers ESCoE DP-2022-04, Economic Statistics Centre of Excellence (ESCoE).
    2. Gary Koop & Stuart McIntyre & James Mitchell & Aubrey Poon, 2022. "Reconciled Estimates of Monthly GDP in the US," Working Papers 22-01, Federal Reserve Bank of Cleveland.
    3. Florian, Huber & Koop, Gary & Onorante, Luca & Pfarrhofer, Michael & Schreiner, Josef, 2021. "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs," JRC Working Papers in Economics and Finance 2021-01, Joint Research Centre, European Commission.
    4. Lenza, Michele & Cimadomo, Jacopo & Giannone, Domenico & Monti, Francesca & Sokol, Andrej, 2021. "Nowcasting with Large Bayesian Vector Autoregressions," CEPR Discussion Papers 15854, C.E.P.R. Discussion Papers.
    5. Bańbura, Marta & Belousova, Irina & Bodnár, Katalin & Tóth, Máté Barnabás, 2023. "Nowcasting employment in the euro area," Working Paper Series 2815, European Central Bank.
    6. Tino Berger & James Morley & Benjamin Wong, 2020. "Nowcasting the output gap," CAMA Working Papers 2020-78, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    7. Gary Koop & Stuart McIntyre & James Mitchell & Aubrey Poon, 2022. "Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates," Working Papers 22-06, Federal Reserve Bank of Cleveland.
    8. Markus Heinrich & Magnus Reif, 2020. "Real-Time Forecasting Using Mixed-Frequency VARS with Time-Varying Parameters," CESifo Working Paper Series 8054, CESifo.
    9. Aaronson, Daniel & Brave, Scott A. & Butters, R. Andrew & Fogarty, Michael & Sacks, Daniel W. & Seo, Boyoung, 2022. "Forecasting unemployment insurance claims in realtime with Google Trends," International Journal of Forecasting, Elsevier, vol. 38(2), pages 567-581.
    10. Alain Hecq & Marie Ternes & Ines Wilms, 2021. "Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions," Papers 2102.11780, arXiv.org, revised Mar 2022.
    11. Daniel Borup & David E. Rapach & Erik Christian Montes Schütte, 2021. "Now- and Backcasting Initial Claims with High-Dimensional Daily Internet Search-Volume Data," CREATES Research Papers 2021-02, Department of Economics and Business Economics, Aarhus University.
    12. Chan, Joshua C.C. & Poon, Aubrey & Zhu, Dan, 2023. "High-dimensional conditionally Gaussian state space models with missing data," Journal of Econometrics, Elsevier, vol. 236(1).
    13. Sebastian Ankargren & Paulina Jon'eus, 2019. "Estimating Large Mixed-Frequency Bayesian VAR Models," Papers 1912.02231, arXiv.org.
    14. Consolo, Agostino & Foroni, Claudia & Martínez Hernández, Catalina, 2021. "A mixed frequency BVAR for the euro area labour market," Working Paper Series 2601, European Central Bank.
    15. Borup, Daniel & Rapach, David E. & Schütte, Erik Christian Montes, 2023. "Mixed-frequency machine learning: Nowcasting and backcasting weekly initial claims with daily internet search volume data," International Journal of Forecasting, Elsevier, vol. 39(3), pages 1122-1144.

  9. 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.
    See citations under working paper version above.
  10. Scott A. Brave & David L. Kelly, 2017. "Introducing the Chicago Fed’s New Adjusted National Financial Conditions Index," Chicago Fed Letter, Federal Reserve Bank of Chicago.

    Cited by:

    1. Shiyi Wang, 2019. "Capital Flow Volatility: The Effects of Financial Development and Global Financial Conditions," 2019 Papers pwa945, Job Market Papers.
    2. Altunok, Fatih & Mitchell, Karlyn & Pearce, Douglas K., 2020. "The trade credit channel and monetary policy transmission: Empirical evidence from U.S. panel data," The Quarterly Review of Economics and Finance, Elsevier, vol. 78(C), pages 226-250.
    3. Ernest Gnan & Maria Teresa Valderrama & Walter Waschiczek, 2019. "Financing conditions in Austria since the introduction of the euro," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 19/Q1-Q2, pages 57-70.

  11. Daniel Aaronson & Scott Brave & David Kelley, 2016. "Is There Still Slack in the Labor Market?," Chicago Fed Letter, Federal Reserve Bank of Chicago.

    Cited by:

    1. John C. Williams, 2017. "Looking Back, Looking Ahead," Speech 172, Federal Reserve Bank of San Francisco.
    2. Anat Bracha & Mary A. Burke, 2016. "Who counts as employed?: informal work, employment status, and labor market slack," Working Papers 16-29, Federal Reserve Bank of Boston.
    3. John C. Williams, 2016. "Longview: The Economic Outlook. Speech to the Anchorage Economic Development Corporation, Anchorage, Alaska , August 18, 2016," Speech 168, Federal Reserve Bank of San Francisco.
    4. John C. Williams, 2016. "Assessing the New Normal(s). Speech to the Federal Home Loan Bank of San Francisco’s 2016 Member Conference, San Francisco, California, October 21, 2016," Speech 171, Federal Reserve Bank of San Francisco.
    5. John C. Williams, 2016. "Longview: The Economic Outlook," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
    6. John C. Williams, 2016. "Whither Inflation Targeting? Speech to the Hayek Group, Reno, Nevada, September 6, 2016," Speech 169, Federal Reserve Bank of San Francisco.

  12. Daniel Aaronson & Scott Brave, 2016. "Using Private Sector “Big Data” as an Economic Indicator: The Case of Construction Spending," Chicago Fed Letter, Federal Reserve Bank of Chicago.

    Cited by:

    1. d’Aspremont, Alexandre & Arous, Simon Ben & Bricongne, Jean-Charles & Lietti, Benjamin & Meunier, Baptiste, 2024. "Satellites turn “concrete”: tracking cement with satellite data and neural networks," Working Paper Series 2900, European Central Bank.
    2. Daniel Aaronson & Scott A. Brave & R. Andrew Butters & Daniel W. Sacks & Boyoung Seo, 2020. "Using the Eye of the Storm to Predict the Wave of Covid-19 UI Claims," Working Paper Series WP 2020-10, Federal Reserve Bank of Chicago.

  13. Jacob Berman & Scott Brave & Thomas Walstrum, 2015. "The Chicago Fed Survey of Business Conditions: Quantifying the Seventh District’s Beige Book Report," Economic Perspectives, Federal Reserve Bank of Chicago, issue Q III.

    Cited by:

    1. Pedro Elosegui & Mirta González & María Cecilia Pérez & Máximo Sangiácomo, 2022. "A Diffusion Index Analysis of the Argentinean Business Economic Cycle During the COVID-19 Pandemic," BCRA Working Paper Series 2022105, Central Bank of Argentina, Economic Research Department.
    2. Elosegui, Pedro & González, Mirta & Pérez, María Cecilia & Sangiácomo, Máximo, 2024. "A diffusion index analysis of the Argentinean business economic cycle based on the “Survey of Business Economic Perspectives”," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 5(2).
    3. Jesus Cañas & Amy Jordan, 2018. "Texas Service Sector Outlook Survey: Survey Methodology and Performance," Working Papers 1807, Federal Reserve Bank of Dallas.

  14. Scott Brave & Thomas Walstrum, 2014. "Estimating marginal treatment effects using parametric and semiparametric methods," Stata Journal, StataCorp LP, vol. 14(1), pages 191-217, March.

    Cited by:

    1. Giesecke, Matthias & Schuss, Eric, 2019. "Heterogeneity in marginal returns to language training of immigrants," Ruhr Economic Papers 812, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    2. Akabayashi, Hideo & Ruberg, Tim & Shikishima, Chizuru & Yamashita, Jun, 2023. "Education-oriented and care-oriented preschools: Implications on child development," Labour Economics, Elsevier, vol. 84(C).
    3. Mnasri, Mohamed & Dionne, Georges & Gueyie, Jean-Pierre, 2017. "The use of nonlinear hedging strategies by US oil producers: Motivations and implications," Energy Economics, Elsevier, vol. 63(C), pages 348-364.
    4. Thomas Cornelissen & Christian Dustmann & Anna Christina Raute & Uta Schönberg, 2016. "From Late to MTE: Alternative Methods for the Evaluation of Policy Interventions," CESifo Working Paper Series 5987, CESifo.
    5. Eric Schuss & Mohammed Azaouagh, 2021. "Combining parenthood and work: transmission channels and heterogeneous returns to early public childcare," Review of Economics of the Household, Springer, vol. 19(3), pages 641-676, September.
    6. Francetic Igor, 2022. "Selection on moral hazard in the Swiss market for mandatory health insurance: Empirical evidence from Swiss Household Panel data," Papers 2208.03815, arXiv.org, revised Sep 2023.
    7. Thomas Cornelissen & Christian Dustmann & Anna Raute & Uta Schönberg, 2018. "Who benefits from universal child care? Estimating marginal returns to early child care attendance," RF Berlin - CReAM Discussion Paper Series 1808, Rockwool Foundation Berlin (RF Berlin) - Centre for Research and Analysis of Migration (CReAM).
    8. Torres Franco, Nicolás Arturo & Dávalos, Eleonora & Morales, Leonardo Fabio, 2021. "Heterogeneous Effects of Agricultural Technical Assistance in Colombia," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 53(4), pages 459-481, November.
    9. Lauber, Verena & Thomas, Lampert, 2014. "The Effect of Early Universal Daycare on Child Weight Problems," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100399, Verein für Socialpolitik / German Economic Association.
    10. Dionne, Georges & Gueyie, Jean-Pierre & Mnasri, Mohamed, 2018. "Dynamic corporate risk management: Motivations and real implications," Journal of Banking & Finance, Elsevier, vol. 95(C), pages 97-111.
    11. Tomás Cortés & Nicolás Grau & Jorge Rivera, 2019. "Juvenile Incarceration and Adult Recidivism," Working Papers wp482, University of Chile, Department of Economics.
    12. Afzali, Mansoor, 2023. "Corporate culture and financial statement comparability," Advances in accounting, Elsevier, vol. 60(C).
    13. Cariappa, A.G. Adeeth & Chandel, B.S., 2020. "Interlink between factor and product markets: opportunity for the future of Indian agriculture," Agricultural Economics Research Review, Agricultural Economics Research Association (India), vol. 33(Conferenc), December.
    14. Amadu, Festus O. & Miller, Daniel C., 2024. "The impact of forest product collection and processing on household income in rural Liberia," Forest Policy and Economics, Elsevier, vol. 158(C).
    15. Dionne, Georges & Mnasri, Mohamed, 2018. "Real implications of corporate risk management: Evidence from U.S. oil producers," Working Papers 18-5, HEC Montreal, Canada Research Chair in Risk Management.
    16. Gerten, Elisa & Beckmann, Michael & Kräkel, Matthias, 2022. "Information and Communication Technology, Hierarchy, and Job Design," IZA Discussion Papers 15491, Institute of Labor Economics (IZA).
    17. Péron, M.; & Dormont, B.;, 2018. "Heterogeneous moral hazard in Supplementary Health Insurance," Health, Econometrics and Data Group (HEDG) Working Papers 18/27, HEDG, c/o Department of Economics, University of York.
    18. Rob J. M. Alessie & Viola Angelini & Jochen O. Mierau & Laura Viluma, 2020. "Moral hazard and selection for voluntary deductibles," Health Economics, John Wiley & Sons, Ltd., vol. 29(10), pages 1251-1269, October.
    19. Fentie, Amare & Beyene, Abebe D., 2019. "Climate-smart agricultural practices and welfare of rural smallholders in Ethiopia: Does planting method matter?," Land Use Policy, Elsevier, vol. 85(C), pages 387-396.
    20. Richard Dorsett & Lucy Stokes, 2022. "Pre‐apprenticeship training for young people: Estimating the marginal and average treatment effects," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 185(1), pages 37-60, January.
    21. Wang, Tong & Jin, Hailong, 2024. "Impact of cost share programs on conservation practice adoption: A new perspective," 2024 Annual Meeting, July 28-30, New Orleans, LA 343974, Agricultural and Applied Economics Association.
    22. Moscelli, Giuseppe & Siciliani, Luigi & Gutacker, Nils & Cookson, Richard, 2018. "Socioeconomic inequality of access to healthcare: Does choice explain the gradient?," Journal of Health Economics, Elsevier, vol. 57(C), pages 290-314.
    23. Fentie, Amare & Beyene, Abebe D., 2018. "Climate-Smart Agricultural Practices and Welfare of Rural Smallholders in Ethiopia: Does Planting Method Matter?," EfD Discussion Paper 18-8, Environment for Development, University of Gothenburg.
    24. Spanos, Yiannis E., 2021. "Exploring heterogeneous returns to collaborative R&D: A marginal treatment effects perspective," Research Policy, Elsevier, vol. 50(5).

  15. Scott Brave & R. Andrew Butters, 2014. "Nowcasting Using the Chicago Fed National Activity Index," Economic Perspectives, Federal Reserve Bank of Chicago, issue Q I, pages 19-37.

    Cited by:

    1. Abdalla, Ahmed & Carabias, Jose M. & Patatoukas, Panos N., 2021. "The real-time macro content of corporate financial reports: a dynamic factor model approach," LSE Research Online Documents on Economics 108539, London School of Economics and Political Science, LSE Library.
    2. Scott Brave & R. Andrew Butters & Alejandro Justiniano, 2016. "Forecasting Economic Activity with Mixed Frequency Bayesian VARs," Working Paper Series WP-2016-5, Federal Reserve Bank of Chicago.
    3. Brave, Scott A. & Butters, R. Andrew & Justiniano, Alejandro, 2019. "Forecasting economic activity with mixed frequency BVARs," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1692-1707.
    4. Carabias, Jose M., 2018. "The real-time information content of macroeconomic news: implications for firm-level earnings expectations," LSE Research Online Documents on Economics 86399, London School of Economics and Political Science, LSE Library.
    5. Sean P. Grover & Kevin L. Kliesen & Michael W. McCracken, 2016. "A Macroeconomic News Index for Constructing Nowcasts of U.S. Real Gross Domestic Product Growth," Review, Federal Reserve Bank of St. Louis, vol. 98(4), pages 277-296.
    6. Jose M. Carabias, 2018. "The real-time information content of macroeconomic news: implications for firm-level earnings expectations," Review of Accounting Studies, Springer, vol. 23(1), pages 136-166, March.
    7. Jiménez Polanco, Miguel Alejandro & López Hawa, Nabil & Ramírez Escoboza, Merlym, 2016. "Indicadores Compuestos de Actividad Económica por sectores para la República Dominicana [Composite Indicators of Economic Activity for the Dominican Republic]," MPRA Paper 75916, University Library of Munich, Germany.
    8. Heinrich, Markus, 2020. "Does the Current State of the Business Cycle matter for Real-Time Forecasting? A Mixed-Frequency Threshold VAR approach," EconStor Preprints 219312, ZBW - Leibniz Information Centre for Economics.
    9. Abdalla, Ahmed M. & Carabias, Jose M. & Patatoukas, Panos N., 2021. "The real-time macro content of corporate financial reports: A dynamic factor model approach," Journal of Monetary Economics, Elsevier, vol. 118(C), pages 260-280.

  16. Scott Brave & R. Andrew Butters, 2013. "Estimating the trend rate of economic growth using the CFNAI," Chicago Fed Letter, Federal Reserve Bank of Chicago, issue June.

    Cited by:

    1. Scott Brave & R. Andrew Butters, 2014. "Nowcasting Using the Chicago Fed National Activity Index," Economic Perspectives, Federal Reserve Bank of Chicago, issue Q I, pages 19-37.
    2. Kim, Myeong Hyeon & Kim, Baeho, 2014. "Systematic cyclicality of systemic bubbles: Evidence from the U.S. commercial banking system," Journal of Macroeconomics, Elsevier, vol. 42(C), pages 281-297.

  17. Daniel Aaronson & Scott Brave, 2013. "Estimating the trend in employment growth," Chicago Fed Letter, Federal Reserve Bank of Chicago, issue July.

    Cited by:

    1. Menzie Chinn & Laurent Ferrara & Valérie Mignon, 2014. "Explaining US employment growth after the Great Recession: the role of output-employment non-linearities," Post-Print hal-01385949, HAL.
    2. Julie L. Hotchkiss, 2022. "Millennials: Maligned or miscreants?," Southern Economic Journal, John Wiley & Sons, vol. 88(4), pages 1248-1276, April.
    3. Mark E. Schweitzer & Murat Tasci, 2013. "What constitutes substantial employment gains in today’s labor market?," Economic Commentary, Federal Reserve Bank of Cleveland, issue Jun.

  18. Scott Brave & R. Andrew Butters, 2012. "Diagnosing the Financial System: Financial Conditions and Financial Stress," International Journal of Central Banking, International Journal of Central Banking, vol. 8(2), pages 191-239, June.

    Cited by:

    1. Xu, Qifa & Xu, Mengnan & Jiang, Cuixia & Fu, Weizhong, 2023. "Mixed-frequency Growth-at-Risk with the MIDAS-QR method: Evidence from China," Economic Systems, Elsevier, vol. 47(4).
    2. Margarita Debuque-Gonzales & Maria Socorro Gochoco-Bautista, 2017. "Financial Conditions Indexes and Monetary Policy in Asia," Asian Economic Papers, MIT Press, vol. 16(2), pages 83-117, Summer.
    3. Aaron J. Amburgey & Michael W. McCracken, 2023. "On the real‐time predictive content of financial condition indices for growth," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(2), pages 137-163, March.
    4. Office of Financial Research (ed.), 2012. "Office of Financial Research 2012 Annual Report," Reports, Office of Financial Research, US Department of the Treasury, number 12-1, May.
    5. Alejandro Justiniano, 2012. "Comment on "Structural and Cyclical Forces in the Labor Market during the Great Recession: Cross-Country Evidence"," NBER Chapters, in: NBER International Seminar on Macroeconomics 2012, pages 415-424, National Bureau of Economic Research, Inc.
    6. Hilde C. Bjørnland & Roberto Casarin & Marco Lorusso & Francesco Ravazzolo, 2023. "Fiscal Policy Regimes in Resource-Rich Economies," Working Papers No 13/2023, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
    7. Boyarchenko, Nina & Adrian, Tobias & Giannone, Domenico, 2020. "Multimodality in Macro-Financial Dynamics," CEPR Discussion Papers 15088, C.E.P.R. Discussion Papers.
    8. Eleni Angelopoulou & Hiona Balfoussia & Heather D. Gibson, 2012. "Building a financial conditions index for the euro area and selected euro area countries: what does it tell us about the crisis?," Working Papers 147, Bank of Greece.
    9. Rémy Charleroy & Michael A. Stemmer, 2014. "An Emerging Market Financial Conditions Index: A VAR Approach," Post-Print halshs-01110688, HAL.
    10. Scott Brave & R. Andrew Butters & Alejandro Justiniano, 2016. "Forecasting Economic Activity with Mixed Frequency Bayesian VARs," Working Paper Series WP-2016-5, Federal Reserve Bank of Chicago.
    11. Piergiorgio Alessandri & Haroon Mumtaz, 2014. "Financial regimes and uncertainty shocks," BCAM Working Papers 1404, Birkbeck Centre for Applied Macroeconomics.
    12. 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.
    13. Daniel Aaronson & Scott A. Brave & Michael Fogarty & Ezra Karger & Spencer D. Krane, 2021. "Tracking U.S. Consumers in Real Time with a New Weekly Index of Retail Trade," Working Paper Series WP-2021-05, Federal Reserve Bank of Chicago, revised 18 Jun 2021.
    14. Ana B. Galvão & Michael T. Owyang, 2014. "Financial stress regimes and the macroeconomy," Working Papers 2014-20, Federal Reserve Bank of St. Louis.
    15. Gloria Gonzalez-Rivera & Vladimir Rodriguez-Caballero & Esther Ruiz, 2023. "Expecting the unexpected: Stressed scenarios for economic growth," Working Papers 202314, University of California at Riverside, Department of Economics.
    16. Thibaut Duprey, 2020. "Canadian Financial Stress and Macroeconomic Condition," Canadian Public Policy, University of Toronto Press, vol. 46(S3), pages 236-260, October.
    17. Patrick A. Adams & Tobias Adrian & Nina Boyarchenko & Domenico Giannone, 2020. "Forecasting Macroeconomic Risks," Staff Reports 914, Federal Reserve Bank of New York.
    18. Petrella, Ivan & Venditti, Fabrizio & Delle Monache, Davide, 2016. "Adaptive state space models with applications to the business cycle and financial stress," CEPR Discussion Papers 11599, C.E.P.R. Discussion Papers.
    19. Schüler, Yves S. & Fink, Fabian, 2013. "The Transmission of US Financial Stress: Evidence for Emerging Market Economies," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79692, Verein für Socialpolitik / German Economic Association.
    20. Thi Huyen Tran & Robert Ślepaczuk, 2022. "Quantile regression analysis to predict GDP distribution using data from the US and UK," Working Papers 2022-30, Faculty of Economic Sciences, University of Warsaw.
    21. Fève, Patrick & Garcia, Pablo & Sahuc, Jean-Guillaume, 2017. "State-dependent risk taking and the transmission of monetary policy shocks," TSE Working Papers 17-872, Toulouse School of Economics (TSE).
    22. Jonathan Benchimol, 2016. "Money and monetary policy in Israel during the last decade," Post-Print hal-01272174, HAL.
    23. Klodiana Istrefi & Florens Odendahl & Giulia Sestieri, 2021. "Fed communication on financial stability concerns and monetary policy decisions: revelations from speeches," Working Papers 2110, Banco de España.
    24. Poncela, Pilar & Ruiz, Esther & Miranda, Karen, 2021. "Factor extraction using Kalman filter and smoothing: This is not just another survey," International Journal of Forecasting, Elsevier, vol. 37(4), pages 1399-1425.
    25. Hartwig, Benny & Meinerding, Christoph & Schüler, Yves S., 2021. "Identifying indicators of systemic risk," Journal of International Economics, Elsevier, vol. 132(C).
    26. Nam Gang Lee, 2020. "Vulnerable Growth: A Revisit," Working Papers 2020-22, Economic Research Institute, Bank of Korea.
    27. Gloria Gonzalez-Rivera & Vladimir Rodriguez-Caballero & Esther Ruiz, 2021. "Expecting the unexpected: economic growth under stress," Working Papers 202106, University of California at Riverside, Department of Economics.
    28. Noh-Sun Kwark & Changhyun Lee, 2020. "Asymmetric Effects of Financial Conditions on GDP Growth in Korea: A Quantile Regression Analysis," Working Papers 2005, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy).
    29. Hyeongwoo Kim & Wen Shi, 2020. "Forecasting Financial Vulnerability in the US: A Factor Model Approach," Auburn Economics Working Paper Series auwp2020-04, Department of Economics, Auburn University.
    30. Arrigoni, Simone & Bobasu, Alina & Venditti, Fabrizio, 2021. "The simpler, the better: Measuring financial conditions for monetary policy and financial stability," EIB Working Papers 2021/10, European Investment Bank (EIB).
    31. Stona, Filipe & Morais, Igor A.C. & Triches, Divanildo, 2018. "Economic dynamics during periods of financial stress: Evidences from Brazil," International Review of Economics & Finance, Elsevier, vol. 55(C), pages 130-144.
    32. Piergiorgio Alessandri & Haroon Mumtaz, 2014. "Financial indicators and density forecasts for US output and inflation," Temi di discussione (Economic working papers) 977, Bank of Italy, Economic Research and International Relations Area.
    33. Oet, Mikhail V. & Gramlich, Dieter & Sarlin, Peter, 2016. "Evaluating measures of adverse financial conditions," Journal of Financial Stability, Elsevier, vol. 27(C), pages 234-249.
    34. Leopoldo Catania & Alessandra Luati & Pierluigi Vallarino, 2021. "Economic vulnerability is state dependent," CREATES Research Papers 2021-09, Department of Economics and Business Economics, Aarhus University.
    35. Tobias Adrian & Nina Boyarchenko & Domenico Giannone, 2019. "Vulnerable Growth," American Economic Review, American Economic Association, vol. 109(4), pages 1263-1289, April.
    36. Wang, Bo & Li, Haoran, 2021. "Downside risk, financial conditions and systemic risk in China," Pacific-Basin Finance Journal, Elsevier, vol. 68(C).
    37. Nadav Ben Zeev, 2019. "Identification of Sign-Dependency of Impulse Responses," Working Papers 1907, Ben-Gurion University of the Negev, Department of Economics.
    38. George Kapetanios & Fotis Papailias, 2021. "UK Economic Conditions during the Pandemic: Assessing the Economy using ONS Faster Indicators," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers ESCoE DP-2021-10, Economic Statistics Centre of Excellence (ESCoE).
    39. A. Hakan Kara & Pinar Ozlu & Deren Unalmis, 2012. "Financial Conditions Indices for the Turkish Economy," CBT Research Notes in Economics 1231, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
    40. Renee Fry-McKibbin & Jasmine Zheng, 2016. "Effects of US monetary policy shocks during financial crises - A threshold vector autoregression approach," CAMA Working Papers 2016-25, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    41. Hakan Kara & Pinar Ozlu & Deren Unalmis, 2015. "Turkiye icin Finansal Kosullar Endeksi," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 15(3), pages 41-73.
    42. Lucrezia Reichlin & Giovanni Ricco & Thomas Hasenzagl, 2020. "Financial Variables as Predictors of Real Growth Vulnerability," Working Papers hal-03403077, HAL.
    43. Piergiorgio Alessandri & Haroon Mumtaz, 2014. "Financial Conditions and Density Forecasts for US Output and Inflation," Working Papers 715, Queen Mary University of London, School of Economics and Finance.
    44. Saad Ahmad, 2020. "Identifying a robust policy rule for the Fed's response to financial stress," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 25(4), pages 565-578, October.
    45. 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 Kiel).
    46. Davide Delle Monache & Andrea De Polis & Ivan Petrella, 2024. "Modeling and Forecasting Macroeconomic Downside Risk," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(3), pages 1010-1025, July.
    47. Jean-Pierre Allegret & Audrey Allegret, 2018. "The role of international reserves holding in buffering external shocks," Applied Economics, Taylor & Francis Journals, vol. 50(29), pages 3128-3147, June.
    48. Simone Arrigoni & Alina Bobasu & Fabrizio Venditti, 2022. "Measuring Financial Conditions using Equal Weights Combination," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 70(4), pages 668-697, December.
    49. Chavleishvili, Sulkhan & Kremer, Manfred, 2023. "Measuring systemic financial stress and its risks for growth," Working Paper Series 2842, European Central Bank.
    50. Peltonen, Tuomas A. & Klaus, Benjamin & Duprey, Thibaut, 2015. "Dating systemic financial stress episodes in the EU countries," Working Paper Series 1873, European Central Bank.
    51. Dunbar, Kwamie, 2022. "Impact of the COVID-19 event on U.S. banks’ financial soundness," Research in International Business and Finance, Elsevier, vol. 59(C).
    52. Umit Bulut, 2016. "Do Financial Conditions have a Predictive Power on Inflation in Turkey?," International Journal of Economics and Financial Issues, Econjournals, vol. 6(2), pages 621-628.
    53. Dooyeon Cho & Seunghwa Rho, 2024. "Reassessing growth vulnerability," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(1), pages 225-234, January.
    54. Leonardo Nogueira Ferreira, 2023. "Monetary Policy Surprises, Financial Conditions, and the String Theory Revisited," Working Papers Series 573, Central Bank of Brazil, Research Department.
    55. Adam, Tomáš & Benecká, Soňa & Matějů, Jakub, 2018. "Financial stress and its non-linear impact on CEE exchange rates," Journal of Financial Stability, Elsevier, vol. 36(C), pages 346-360.
    56. Kevin L. Kliesen & Michael T. Owyang & E. Katarina Vermann, 2012. "Disentangling diverse measures: a survey of financial stress indexes," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 369-398.
    57. Duprey, Thibaut & Klaus, Benjamin, 2022. "Early warning or too late? A (pseudo-)real-time identification of leading indicators of financial stress," Journal of Banking & Finance, Elsevier, vol. 138(C).
    58. Mr. Luis Brandão-Marques & Mrs. Esther Perez Ruiz, 2017. "How Financial Conditions Matter Differently across Latin America," IMF Working Papers 2017/218, International Monetary Fund.
    59. Francesco Corsello & Valerio Nispi Landi, 2020. "Labor Market and Financial Shocks: A Time‐Varying Analysis," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(4), pages 777-801, June.
    60. Michal Franta, 2015. "Rare Shocks vs. Non-linearities: What Drives Extreme Events in the Economy? Some Empirical Evidence," Working Papers 2015/04, Czech National Bank.
    61. Deng, Chuang & Wu, Jian, 2023. "Macroeconomic downside risk and the effect of monetary policy," Finance Research Letters, Elsevier, vol. 54(C).
    62. Gerba, Eddie & Leiva-León, Danilo & Rubio, Margarita, 2024. "Inspecting cross-border macro-financial mechanisms," Journal of International Money and Finance, Elsevier, vol. 145(C).
    63. Michelle L. Barnes & Giovanni P. Olivei, 2017. "Financial variables and macroeconomic forecast errors," Working Papers 17-17, Federal Reserve Bank of Boston.
    64. Piergiorgio Alessandri & Haroon Mumtaz, 2017. "Online Appendix to "Financial conditions and density forecasts for US output and inflation"," Online Appendices 14-103, Review of Economic Dynamics.
    65. Arianna Miglietta & Fabrizio Venditti, 2019. "An indicator of macro-financial stress for Italy," Questioni di Economia e Finanza (Occasional Papers) 497, Bank of Italy, Economic Research and International Relations Area.
    66. Fink, Fabian & Schüler, Yves S., 2015. "The transmission of US systemic financial stress: Evidence for emerging market economies," Journal of International Money and Finance, Elsevier, vol. 55(C), pages 6-26.
    67. Mary Chen & Matthew DeHaven & Isabel Kitschelt & Seung Jung Lee & Martin J. Sicilian, 2023. "Identifying Financial Crises Using Machine Learning on Textual Data," JRFM, MDPI, vol. 16(3), pages 1-28, March.
    68. Andisheh Saliminezhad & Pejman Bahramian, 2021. "The role of financial stress in the economic activity: Fresh evidence from a Granger‐causality in quantiles analysis for the UK and Germany," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 1670-1680, April.
    69. Tomas Adam & Sona Benecka & Jakub Mateju, 2014. "Risk Aversion, Financial Stress and Their Non-Linear Impact on Exchange Rates," Working Papers 2014/07, Czech National Bank.
    70. Kaelo Ntwaepelo & Grivas Chiyaba, 2022. "Financial Stability Surveillance Tools: Evaluating the Performance of Stress Indices," Economics Discussion Papers em-dp2022-06, Department of Economics, University of Reading.
    71. Mary Chen & Matthew DeHaven & Isabel Kitschelt & Seung Jung Lee & Martin Sicilian, 2023. "Identifying Financial Crises Using Machine Learning on Textual Data," International Finance Discussion Papers 1374, Board of Governors of the Federal Reserve System (U.S.).
    72. Kremer, Manfred & Chavleishvili, Sulkhan, 2021. "Measuring Systemic Financial Stress and its Impact on the Macroeconomy," VfS Annual Conference 2021 (Virtual Conference): Climate Economics 242346, Verein für Socialpolitik / German Economic Association.
    73. Karol Szafranek & Marek Kwas & Grzegorz Szafrański & Zuzanna Wośko, 2020. "Common Determinants of Credit Default Swap Premia in the North American Oil and Gas Industry. A Panel BMA Approach," Energies, MDPI, vol. 13(23), pages 1-23, November.
    74. Kappler, Marcus & Schleer, Frauke, 2017. "A financially stressed euro area," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 11, pages 1-37.
    75. Pavel Kapinos & Oscar A. Mitnik, 2016. "A Top-down Approach to Stress-testing Banks," Journal of Financial Services Research, Springer;Western Finance Association, vol. 49(2), pages 229-264, June.
    76. Rho, Caterina & Saenz, Manrique, 2021. "Financial stress and the probability of sovereign default," Journal of International Money and Finance, Elsevier, vol. 110(C).

  19. Scott Brave & Max Lichtenstein, 2012. "A different way to review the Chicago Fed National Activity Index," Chicago Fed Letter, Federal Reserve Bank of Chicago, issue May.

    Cited by:

    1. Scott A. Brave & R. Andrew Butters & David Kelley, 2019. "A New “Big Data” Index of U.S. Economic Activity," Economic Perspectives, Federal Reserve Bank of Chicago, issue 1, pages 1-30.

  20. Scott Brave & R. Andrew Butters, 2012. "Detecting early signs of financial instability," Chicago Fed Letter, Federal Reserve Bank of Chicago, issue Dec.

    Cited by:

    1. 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.

  21. Scott Brave & R. Andrew Butters, 2011. "Monitoring financial stability: a financial conditions index approach," Economic Perspectives, Federal Reserve Bank of Chicago, vol. 35(Q I), pages 22-43.

    Cited by:

    1. Dimitris, Korobilis, 2013. "Forecasting with Factor Models: A Bayesian Model Averaging Perspective," MPRA Paper 52724, University Library of Munich, Germany.
    2. Margarita Debuque-Gonzales & Maria Socorro Gochoco-Bautista, 2017. "Financial Conditions Indexes and Monetary Policy in Asia," Asian Economic Papers, MIT Press, vol. 16(2), pages 83-117, Summer.
    3. Chang, Chia-Lin, 2015. "Modelling a latent daily Tourism Financial Conditions Index," International Review of Economics & Finance, Elsevier, vol. 40(C), pages 113-126.
    4. Michele Modugno & Lucrezia Reichlin & Domenico Giannone & Marta Banbura, 2012. "Nowcasting with Daily Data," 2012 Meeting Papers 555, Society for Economic Dynamics.
    5. Matthieu Darracq Paries, 2018. "Financial frictions and monetary policy conduct," Erudite Ph.D Dissertations, Erudite, number ph18-01 edited by Ferhat Mihoubi.
    6. Hyeongwoo Kim & Wen Shi & Hyun Hak Kim, 2020. "Forecasting financial stress indices in Korea: a factor model approach," Empirical Economics, Springer, vol. 59(6), pages 2859-2898, December.
    7. Catalin DUMITRESCU, 2020. "Financial Stability Of Economic Agencies In Conditions Of Economic Crisis," Internal Auditing and Risk Management, Athenaeum University of Bucharest, vol. 57(1), pages 22-33, March.
    8. Nina Boyarchenko & Richard K. Crump & Anna Kovner & Or Shachar, 2021. "Corporate Bond Market Distress," Staff Reports 957, Federal Reserve Bank of New York.
    9. Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer, 2014. "A Tourism Conditions Index," Documentos de Trabajo del ICAE 2014-01, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    10. Mikhail V. Oet & John M. Dooley & Stephen J. Ong, 2015. "The Financial Stress Index: Identification of Systemic Risk Conditions," Risks, MDPI, vol. 3(3), pages 1-25, September.
    11. Scott Brave & Hesna Genay, 2011. "Federal Reserve policies and financial market conditions during the crisis," Working Paper Series WP-2011-04, Federal Reserve Bank of Chicago.
    12. Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer, 2014. "A Tourism Financial Conditions Index," Working Papers in Economics 14/13, University of Canterbury, Department of Economics and Finance.
    13. Musa, Umar & Jun, Wen, 2020. "Does inflation targeting cause financial instability?: An empirical test of paradox of credibility hypothesis," The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
    14. José De Gregorio, 2009. "Implementation of Inflation Targets in Emerging Markets," Chapters, in: Gill Hammond & Ravi Kanbur & Eswar Prasad (ed.), Monetary Policy Frameworks for Emerging Markets, chapter 3, Edward Elgar Publishing.
    15. Kirsten Thompson & Renee Van Eyden & Rangan Gupta, 2015. "Identifying an index of financial conditions for South Africa," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 32(2), pages 256-274, June.
    16. Simona Delle Chiaie & Laurent Ferrara & Domenico Giannone, 2022. "Common factors of commodity prices," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(3), pages 461-476, April.
    17. Akosah, Nana & Loloh, Francis & Lawson, Natalia & Kumah, Claudia, 2018. "Measuring Financial Stability in Ghana: A New Index-Based Approach," MPRA Paper 86634, University Library of Munich, Germany.
    18. Prieto, Esteban & Eickmeier, Sandra & Marcellino, Massimiliano, 2013. "Time variation in macro-financial linkages," Discussion Papers 13/2013, Deutsche Bundesbank.
    19. Scott Brave & R. Andrew Butters, 2012. "Diagnosing the Financial System: Financial Conditions and Financial Stress," International Journal of Central Banking, International Journal of Central Banking, vol. 8(2), pages 191-239, June.
    20. 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.
    21. Christian Glocker & Serguei Kaniovski, 2014. "A financial market stress indicator for Austria," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 41(3), pages 481-504, August.
    22. Schüler, Yves S. & Fink, Fabian, 2013. "The Transmission of US Financial Stress: Evidence for Emerging Market Economies," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79692, Verein für Socialpolitik / German Economic Association.
    23. Mansour Ishrakieh, Layal & Dagher, Leila & El Hariri, Sadika, 2018. "The Institute of Financial Economics Financial Stress Index (IFEFSI) for Lebanon," MPRA Paper 116054, University Library of Munich, Germany.
    24. Chang, C-L. & Hsu, H-K. & McAleer, M.J., 2017. "A Tourism Financial Conditions Index for Tourism Finance," Econometric Institute Research Papers TI 2017-071/III, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    25. Armendáriz Villarreal Thelma & Ramírez Claudia, 2015. "Estimation of a Financial Conditions Index for Mexico," Working Papers 2015-17, Banco de México.
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    27. Meltem Gulenay Chadwick & Huseyin Ozturk, 2018. "Measuring Financial Systemic Stress for Turkey: A Search for the Best Composite Indicator," Working Papers 1816, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
    28. Xiaochun Jiang & Wei Sun & Peng Su & Ting Wang, 2019. "The Synergy of Financial Volatility between China and the United States and the Risk Conduction Paths," Sustainability, MDPI, vol. 11(15), pages 1-22, August.
    29. Frederic Boissay & Fabrice Collard & Cristina Manea & Adam Hale Shapiro, 2023. "Monetary Tightening, Inflation Drivers and Financial Stress," Working Paper Series 2023-38, Federal Reserve Bank of San Francisco.
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    31. Stona, Filipe & Morais, Igor A.C. & Triches, Divanildo, 2018. "Economic dynamics during periods of financial stress: Evidences from Brazil," International Review of Economics & Finance, Elsevier, vol. 55(C), pages 130-144.
    32. Chun-Peng Zhang & Rong Kang & Chen Feng, 2016. "Financial Vulnerability, Capital Shocks and Economic Growth: Evidence from China (2005-2014)," European Journal of Business Science and Technology, Mendel University in Brno, Faculty of Business and Economics, vol. 2(1), pages 23-31.
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    34. Layal MansourIshrakieh & Leila Dagher & Sadika El Hariri, 2020. "A financial stress index for a highly dollarized developing country : The case of Lebanon," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 20(2), pages 43-52.
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    37. Caggiano, Giovanni & Castelnuovo, Efrem & Pellegrino, Giovanni, 2017. "Estimating the real effects of uncertainty shocks at the zero lower bound," Bank of Finland Research Discussion Papers 6/2017, Bank of Finland.
    38. Timothy Bianco & Dieter Gramlich & Mikhail V. Oet & Stephen J. Ong, 2012. "Financial stress index: a lens for supervising the financial system," Working Papers (Old Series) 12-37, Federal Reserve Bank of Cleveland.
    39. Mirna Dumičić & Ivo Krznar, 2013. "Financial Conditions and Economic Activity," Working Papers 37, The Croatian National Bank, Croatia.
    40. Rozite, Kristiana & Bezemer, Dirk J. & Jacobs, Jan P.A.M., 2019. "Towards a financial cycle for the U.S., 1973–2014," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
    41. Kirsten Thompson & Renee van Eyden & Rangan Gupta, 2013. "Identifying a financial conditions index for South Africa," Working Papers 201333, University of Pretoria, Department of Economics.
    42. Renee Fry-McKibbin & Jasmine Zheng, 2016. "Effects of US monetary policy shocks during financial crises - A threshold vector autoregression approach," CAMA Working Papers 2016-25, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    43. Wagner Piazza Gaglianone & Waldyr Dutra Areosa, 2016. "Financial Conditions Indicators for Brazil," Working Papers Series 435, Central Bank of Brazil, Research Department.
    44. Du, Ding, 2013. "Another look at the cross-section and time-series of stock returns: 1951 to 2011," Journal of Empirical Finance, Elsevier, vol. 20(C), pages 130-146.
    45. Sheng Zhu & Ella Kavanagh & Niall O'Sullivan, 2021. "Constructing a financial conditions index for the United Kingdom: A comparative analysis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 2976-2989, April.
    46. Gupta, Rangan & Ma, Jun & Risse, Marian & Wohar, Mark E., 2018. "Common business cycles and volatilities in US states and MSAs: The role of economic uncertainty," Journal of Macroeconomics, Elsevier, vol. 57(C), pages 317-337.
    47. Alessandro Bitetto & Paola Cerchiello & Charilaos Mertzanis, 2021. "A data-driven approach to measuring financial soundness throughout the world," DEM Working Papers Series 199, University of Pavia, Department of Economics and Management.
    48. Amat Adarov, 2017. "Financial Cycles in Credit, Housing and Capital Markets: Evidence from Systemic Economies," wiiw Working Papers 140, The Vienna Institute for International Economic Studies, wiiw.
    49. Saad Ahmad, 2020. "Identifying a robust policy rule for the Fed's response to financial stress," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 25(4), pages 565-578, October.
    50. Onur POLAT, 2018. "The Interaction between Oil Price and Financial Stress: Evidence from the U.S. Data," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue 3.
    51. Michael T. Kiley, 2020. "Financial Conditions and Economic Activity: Insights from Machine Learning," Finance and Economics Discussion Series 2020-095, Board of Governors of the Federal Reserve System (U.S.).
    52. Armand FOUEJIEU AZANGUE, 2013. "Inflation Targeters Do Not Care (Enough) about Financial Stability: A Myth? Investigation on a Sample of Emerging Market Economies," LEO Working Papers / DR LEO 2248, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
    53. Kubitza, Christian, 2024. "Tackling the volatility paradox: spillover persistence and systemic risk," Working Paper Series 2981, European Central Bank.
    54. Adegboro, Opeyemi Oluwole & Orekoya, Samuel & Adekunle, Wasiu, 2019. "An Assessment of the Stability and Diversity of the Nigerian Financial Service Sector," MPRA Paper 100995, University Library of Munich, Germany.
    55. Rachita Gulati, 2022. "Does regulatory under‐compliance with governance standards lead to bank instability? An exploration using Indian data," Australian Economic Papers, Wiley Blackwell, vol. 61(1), pages 138-180, March.
    56. Nadri , Kamran & Ebrahimi , Sajad & Fadaie , Abbas, 2018. "An Investigation of Co-Movement of Financial Stability Index with Macro-Prudential Indicator through Wavelet Analysis," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 13(2), pages 125-151, April.
    57. Pragidis, I.C. & Tsintzos, P. & Plakandaras, B., 2018. "Asymmetric effects of government spending shocks during the financial cycle," Economic Modelling, Elsevier, vol. 68(C), pages 372-387.
    58. Vadim Arzamasov & Henry Penikas, 2014. "Modeling Integral Financial Stability Index: A Cross-Country Study," HSE Working papers WP BRP 75/EC/2014, National Research University Higher School of Economics.
    59. Alain Kabundi & Asithandile Mbelu, 2021. "Estimating a time-varying financial conditions index for South Africa," Empirical Economics, Springer, vol. 60(4), pages 1817-1844, April.
    60. Chavleishvili, Sulkhan & Kremer, Manfred, 2023. "Measuring systemic financial stress and its risks for growth," Working Paper Series 2842, European Central Bank.
    61. Tomislav Globan, 2018. "Financial supply cycles in post-transition Europe – introducing a composite index for financial supply," Post-Communist Economies, Taylor & Francis Journals, vol. 30(4), pages 482-505, July.
    62. Jayantee SAHOO, 2020. "Financial stress index, growth and price stability in India: Some recent evidence," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 0(1(622), S), pages 105-124, Spring.
    63. Tamás Kiss & Stepan Mazur & Hoang Nguyen & Pär Österholm, 2023. "Modeling the relation between the US real economy and the corporate bond‐yield spread in Bayesian VARs with non‐Gaussian innovations," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(2), pages 347-368, March.
    64. Amat Adarov, 2018. "Financial Cycles Around the World," wiiw Working Papers 145, The Vienna Institute for International Economic Studies, wiiw.
    65. Koong, Seow Shin & Law, Siong Hook & Ibrahim, Mansor H., 2017. "Credit expansion and financial stability in Malaysia," Economic Modelling, Elsevier, vol. 61(C), pages 339-350.
    66. Xin-Zhou Qi & Zhong Ning & Meng Qin, 2022. "Economic policy uncertainty, investor sentiment and financial stability—an empirical study based on the time varying parameter-vector autoregression model," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 17(3), pages 779-799, July.
    67. Mansour-Ichrakieh, Layal & Zeaiter, Hussein, 2019. "The role of geopolitical risks on the Turkish economy opportunity or threat," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
    68. Timothy Bianco & Ryan Eiben & Dieter Gramlich & Mikhail V. Oet & Stephen J. Ong & Jing Wang, 2011. "SAFE: An early warning system for systemic banking risk," Working Papers (Old Series) 1129, Federal Reserve Bank of Cleveland.
    69. Peltonen, Tuomas A. & Klaus, Benjamin & Duprey, Thibaut, 2015. "Dating systemic financial stress episodes in the EU countries," Working Paper Series 1873, European Central Bank.
    70. Espino, Freddy, 2012. "Un Índice de Estabilidad Bancaria para Perú," Working Papers 2012-015, Banco Central de Reserva del Perú.
    71. Fabio Busetti & Michele Caivano & Davide Delle Monache & Claudia Pacella, 2020. "The time-varying risk of Italian GDP," Temi di discussione (Economic working papers) 1288, Bank of Italy, Economic Research and International Relations Area.
    72. Armand Fouejieu Azangue, 2014. "Inflation Targeters Do Not Care (Enough) about Financial Stability: A Myth?," Working Papers halshs-01012077, HAL.
    73. Giuseppe Ciccarone & Francesco Giuli & Enrico Marchetti, 2017. "Prospect Theory And Self-Fulfilling Market Sentiments," Departmental Working Papers of Economics - University 'Roma Tre' 0216, Department of Economics - University Roma Tre.
    74. Petr Jakubík & Tomáš Slacík, 2013. "Measuring Financial (In)Stability in Emerging Europe: A New Index-Based Approach," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 25, pages 102-117.
    75. Carrillo Julio A. & García Ana Laura, 2021. "The COVID-19 Economic Crisis in Mexico through the Lens of a Financial Conditions Index," Working Papers 2021-23, Banco de México.
    76. 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.
    77. Armand Fouejieu,, 2017. "Inflation targeting and financial stability in emerging markets," Economic Modelling, Elsevier, vol. 60(C), pages 51-70.
    78. Leonardo Nogueira Ferreira, 2023. "Monetary Policy Surprises, Financial Conditions, and the String Theory Revisited," Working Papers Series 573, Central Bank of Brazil, Research Department.
    79. Magdalena Petrovska & Elena Mucheva Mihajlovska, 2013. "Measures of Financial Stability in Macedonia," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 2(3), pages 85-110.
    80. 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.
    81. Schmeling, Maik & Schrimpf, Andreas & Steffensen, Sigurd A.M., 2022. "Monetary policy expectation errors," Journal of Financial Economics, Elsevier, vol. 146(3), pages 841-858.
    82. Kevin L. Kliesen & Michael T. Owyang & E. Katarina Vermann, 2012. "Disentangling diverse measures: a survey of financial stress indexes," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 369-398.
    83. Gary Koop & Dimitris Korobilis, 2013. "A new index of financial conditions," Working Papers 1307, University of Strathclyde Business School, Department of Economics.
    84. Paul Allin & David J. Hand, 2017. "New statistics for old?—measuring the wellbeing of the UK," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 180(1), pages 3-43, January.
    85. Mr. Luis Brandão-Marques & Mrs. Esther Perez Ruiz, 2017. "How Financial Conditions Matter Differently across Latin America," IMF Working Papers 2017/218, International Monetary Fund.
    86. Rosaria Rita Canale & Paul Grauwe & Pasquale Foresti & Oreste Napolitano, 2018. "Is there a trade-off between free capital mobility, financial stability and fiscal policy flexibility in the EMU?," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 154(1), pages 177-201, February.
    87. Francesco Corsello & Valerio Nispi Landi, 2020. "Labor Market and Financial Shocks: A Time‐Varying Analysis," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(4), pages 777-801, June.
    88. Andrea Cipollini & Ieva Mikaliunaite, 2021. "Financial distress and real economic activity in Lithuania: a Granger causality test based on mixed-frequency VAR," Empirical Economics, Springer, vol. 61(2), pages 855-881, August.
    89. DEHMEJ , Salim & MIKOU, Mohammed, 2020. "Indice agrégé de stabilité financière au Maroc," Document de travail 2020-2, Bank Al-Maghrib, Département de la Recherche.
    90. Somnath Chatterjee & Ching‐Wai (Jeremy) Chiu & Thibaut Duprey & Sinem Hacıoğlu‐Hoke, 2022. "Systemic Financial Stress and Macroeconomic Amplifications in the United Kingdom," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(2), pages 380-400, April.
    91. Hosszú, Zsuzsanna, 2018. "The impact of credit supply shocks and a new Financial Conditions Index based on a FAVAR approach," Economic Systems, Elsevier, vol. 42(1), pages 32-44.
    92. MacDonald, Ronald & Sogiakas, Vasilios & Tsopanakis, Andreas, 2015. "An investigation of systemic stress and interdependencies within the Eurozone and Euro Area countries," Economic Modelling, Elsevier, vol. 48(C), pages 52-69.
    93. Lawson, Jeremy & Watt, Abigail & Martinez, Carolina & Fu, Rong, 2019. "Chinese Financial Conditions and their Spillovers to the Global Economy and Markets," CEPR Discussion Papers 14065, C.E.P.R. Discussion Papers.
    94. Fink, Fabian & Schüler, Yves S., 2015. "The transmission of US systemic financial stress: Evidence for emerging market economies," Journal of International Money and Finance, Elsevier, vol. 55(C), pages 6-26.
    95. Thiago Revil T. Ferreira, 2018. "Stock Market Cross-Sectional Skewness and Business Cycle Fluctuations," International Finance Discussion Papers 1223, Board of Governors of the Federal Reserve System (U.S.).
    96. Bitetto, Alessandro & Cerchiello, Paola & Mertzanis, Charilaos, 2023. "On the efficient synthesis of short financial time series: A Dynamic Factor Model approach," Finance Research Letters, Elsevier, vol. 53(C).
    97. Deng, Chuang & Zhao, Xiuyi & Xu, Man, 2022. "Financial cycle and the effect of monetary policy," Finance Research Letters, Elsevier, vol. 47(PA).
    98. Mark A. Carlson & Kurt F. Lewis & William R. Nelson, 2012. "Using policy intervention to identify financial stress," Finance and Economics Discussion Series 2012-02, Board of Governors of the Federal Reserve System (U.S.).
    99. 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.
    100. Carpenter, Seth & Demiralp, Selva & Schlusche, Bernd & Senyuz, Zeynep, 2014. "Measuring stress in money markets: A dynamic factor approach," Economics Letters, Elsevier, vol. 125(1), pages 101-106.
    101. 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.
    102. Phillip Monin, 2017. "The OFR Financial Stress Index," Working Papers 17-04, Office of Financial Research, US Department of the Treasury.
    103. Nadri , Kamran & Ebrahimi , Sajad & Fadaie , Abbas, 2018. "Assessment of Financial Stability in the Banking Sector in Iran," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 13(4), pages 501-523, October.
    104. Phillip J. Monin, 2019. "The OFR Financial Stress Index," Risks, MDPI, vol. 7(1), pages 1-21, February.
    105. Adriana Soares Sales & Waldyr D. Areosa & Marta B. M. Areosa, 2012. "Some Financial Stability Indicators for Brazil," Working Papers Series 287, Central Bank of Brazil, Research Department.
    106. 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 Kiel).
    107. Kappler, Marcus & Schleer, Frauke, 2017. "A financially stressed euro area," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 11, pages 1-37.
    108. Gallegati, Marco & Delli Gatti, Domenico, 2018. "Macrofinancial imbalances in historical perspective: A global crisis index," Journal of Economic Dynamics and Control, Elsevier, vol. 91(C), pages 190-205.
    109. Mikhail V. Oet & John M. Dooley & Amanda C. Janosko & Dieter Gramlich & Stephen J. Ong, 2015. "Supervising System Stress in Multiple Markets," Risks, MDPI, vol. 3(3), pages 1-25, September.
    110. Pavel Kapinos & Oscar A. Mitnik, 2016. "A Top-down Approach to Stress-testing Banks," Journal of Financial Services Research, Springer;Western Finance Association, vol. 49(2), pages 229-264, June.
    111. Manamani SAHOO, 2017. "Financial conditions index (FCI), inflation and growth: Some evidence," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 0(3(612), A), pages 147-172, Autumn.
    112. Bitetto, Alessandro & Cerchiello, Paola & Mertzanis, Charilaos, 2023. "Measuring financial soundness around the world: A machine learning approach," International Review of Financial Analysis, Elsevier, vol. 85(C).
    113. Polat, Onur & Ozkan, Ibrahim, 2019. "Transmission mechanisms of financial stress into economic activity in Turkey," Journal of Policy Modeling, Elsevier, vol. 41(2), pages 395-415.
    114. Duo Qin & Qingchao Wang, 2016. "Predictive Macro-Impacts of PLS-based Financial Conditions Indices: An Application to the USA," Working Papers 201, Department of Economics, SOAS University of London, UK.
    115. Magdalena Ziolo & Beata Zofia Filipiak & Iwona Bąk & Katarzyna Cheba, 2019. "How to Design More Sustainable Financial Systems: The Roles of Environmental, Social, and Governance Factors in the Decision-Making Process," Sustainability, MDPI, vol. 11(20), pages 1-34, October.

  22. Scott Brave & R. Andrew Butters, 2010. "Chicago Fed National Activity Index turns ten - analyzing its first decade of performance," Chicago Fed Letter, Federal Reserve Bank of Chicago, issue Apr.

    Cited by:

    1. Scott Brave & R. Andrew Butters & Alejandro Justiniano, 2016. "Forecasting Economic Activity with Mixed Frequency Bayesian VARs," Working Paper Series WP-2016-5, Federal Reserve Bank of Chicago.
    2. Brave, Scott A. & Butters, R. Andrew & Justiniano, Alejandro, 2019. "Forecasting economic activity with mixed frequency BVARs," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1692-1707.
    3. Heinrich, Markus, 2020. "Does the Current State of the Business Cycle matter for Real-Time Forecasting? A Mixed-Frequency Threshold VAR approach," EconStor Preprints 219312, ZBW - Leibniz Information Centre for Economics.

  23. Scott Brave & Chenfei Lu, 2010. "A snapshot of the Midwest economy: past and present," Chicago Fed Letter, Federal Reserve Bank of Chicago, issue Nov.

    Cited by:

    1. Maria A. Arias & Charles S. Gascon & David E. Rapach, 2014. "Metro Business Cycles," Working Papers 2014-46, Federal Reserve Bank of St. Louis.

  24. Daniel Aaronson & Scott Brave, 2009. "How does labor adjustment in this recession compare with the past?," Chicago Fed Letter, Federal Reserve Bank of Chicago, issue Jun.

    Cited by:

    1. Daniel Aaronson & Bhashkar Mazumder & Shani Schechter, 2010. "What is behind the rise in long-term unemployment?," Economic Perspectives, Federal Reserve Bank of Chicago, vol. 34(Q II), pages 28-51.
    2. Cazes, Sandrine., 2009. "Labour market policies in times of crisis," ILO Working Papers 994341633402676, International Labour Organization.

  25. Scott Brave, 2009. "The Chicago Fed National Activity Index and business cycles," Chicago Fed Letter, Federal Reserve Bank of Chicago, issue Nov.

    Cited by:

    1. Leopoldo Catania & Alessandra Luati & Pierluigi Vallarino, 2021. "Economic vulnerability is state dependent," CREATES Research Papers 2021-09, Department of Economics and Business Economics, Aarhus University.
    2. Sanjay R. Singh & Nicolas Caramp, 2020. "Bond Premium Cyclicality and Liquidity Traps," Working Papers 336, University of California, Davis, Department of Economics.
    3. Chava, Sudheer & Hsu, Alex & Zeng, Linghang, 2020. "Does history repeat itself? Business cycle and industry returns," Journal of Monetary Economics, Elsevier, vol. 116(C), pages 201-218.
    4. Nicholas Taylor, 2014. "Economic forecast quality: information timeliness and data vintage effects," Empirical Economics, Springer, vol. 46(1), pages 145-174, February.
    5. David Lang & Kevin J. Lansing, 2010. "Forecasting growth over the next year with a business cycle index," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue sep27.
    6. Heinrich, Markus, 2020. "Does the Current State of the Business Cycle matter for Real-Time Forecasting? A Mixed-Frequency Threshold VAR approach," EconStor Preprints 219312, ZBW - Leibniz Information Centre for Economics.
    7. Saleh Mothana Obadi & Kristina Gardonova, 2019. "How does the Production of Unconventional Resources of Energy Influence Energy Security: Empirical Approach," International Journal of Energy Economics and Policy, Econjournals, vol. 9(5), pages 46-54.
    8. Conefrey, Thomas & Walsh, Graeme, 2018. "A Monthly Indicator of Economic Activity for Ireland," Economic Letters 14/EL/18, Central Bank of Ireland.
    9. Van Son Lai & Xiaoxia Ye & Lu Zhao, 2018. "Are Market Views on Banking Industry Useful for Forecasting Economic Growth?," Working Papers 2018-001, Department of Research, Ipag Business School.

  26. Scott Brave, 2008. "Economic trends and the Chicago Fed National Activity Index," Chicago Fed Letter, Federal Reserve Bank of Chicago, issue May.

    Cited by:

    1. Scott Brave & R. Andrew Butters, 2014. "Nowcasting Using the Chicago Fed National Activity Index," Economic Perspectives, Federal Reserve Bank of Chicago, issue Q I, pages 19-37.
    2. Jose Asturias & William R. Bell & Rebecca Hutchinson & Tucker McElroy & Katherine J. Thompson, 2023. "Building the Census Bureau Index of Economic Activity (IDEA)," Working Papers 23-15, Center for Economic Studies, U.S. Census Bureau.
    3. Zhang Wu & Terence Tai-Leung Chong, 2021. "Does the macroeconomy matter to market volatility? Evidence from US industries," Empirical Economics, Springer, vol. 61(6), pages 2931-2962, December.

  27. Scott Brave & Jonas D. M. Fisher, 2004. "In search of a robust inflation forecast," Economic Perspectives, Federal Reserve Bank of Chicago, vol. 28(Q IV), pages 12-31.

    Cited by:

    1. Scott A. Brave & Charles S. Gascon & William Kluender & Thomas Walstrum, 2019. "Predicting Benchmarked US State Employment Data in Real Time," Working Papers 2019-037, Federal Reserve Bank of St. Louis, revised 11 Mar 2021.
    2. Lanne, Markku & Luoma, Arto & Luoto, Jani, 2008. "A Naïve Sticky Information Model of Households’ Inflation Expectations," MPRA Paper 8663, University Library of Munich, Germany.
    3. Chletsos, Michael & Drosou, Vasiliki & Roupakias, Stelios, 2016. "Can Phillips curve explain the recent behavior of inflation? Further evidence from USA and Canada," The Journal of Economic Asymmetries, Elsevier, vol. 14(PA), pages 20-28.
    4. Todd E. Clark & Michael W. McCracken, 2009. "Combining Forecasts from Nested Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(3), pages 303-329, June.
    5. Marie Diron & Benoit Mojon, 2008. "Are inflation targets good inflation forecasts?," Economic Perspectives, Federal Reserve Bank of Chicago, vol. 32(Q II), pages 33-45.
    6. Andrew Ang & Geert Bekaert & Min Wei, 2005. "Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better?," NBER Working Papers 11538, National Bureau of Economic Research, Inc.
    7. James H. Stock & Mark W. Watson, 2008. "Phillips Curve Inflation Forecasts," NBER Working Papers 14322, National Bureau of Economic Research, Inc.
    8. Doyle, Matthew, 2006. "Empirical Phillips Curves in OECD Countries: Has There Been A Common Breakdown?," Staff General Research Papers Archive 12684, Iowa State University, Department of Economics.
    9. McCracken, Michael W., 2007. "Asymptotics for out of sample tests of Granger causality," Journal of Econometrics, Elsevier, vol. 140(2), pages 719-752, October.
    10. Novikova Natalia & Volkov Dmitry, 2012. "Modelling core inflation in Ukraine in 2003-2012," EERC Working Paper Series 12/12e, EERC Research Network, Russia and CIS.
    11. Christian Gillitzer & Jonathan Kearns, 2007. "Forecasting with Factors: The Accuracy of Timeliness," RBA Research Discussion Papers rdp2007-03, Reserve Bank of Australia.

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