Sinem Hacıoğlu Hoke
(Sinem Hacioglu Hoke)
Personal Details
First Name: | Sinem |
Middle Name: | |
Last Name: | Hacioglu Hoke |
Suffix: | |
RePEc Short-ID: | pha1082 |
[This author has chosen not to make the email address public] | |
http://www.sinemhaciogluhoke.com | |
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
- Jack Chylak & Leo Feler & Sinem Hacioglu Hoke, 2024. "A Better Way of Understanding the US Consumer: Decomposing Retail Sales by Household Income," FEDS Notes 2024-10-11, Board of Governors of the Federal Reserve System (U.S.).
- Robin Braun & Aaron Flaaen & Sinem Hacioglu Hoke, 2024. "Supply vs Demand Factors Influencing Prices of Manufactured Goods," FEDS Notes 2024-02-23-1, Board of Governors of the Federal Reserve System (U.S.).
- Surico, Paolo & Känzig, Diego & Hacıoğlu Hoke, Sinem, 2020. "Consumption in the time of Covid-19: Evidence from UK transaction data," CEPR Discussion Papers 14733, C.E.P.R. Discussion Papers.
- Miranda-Agrippino, Silvia & Hacıoğlu Hoke, Sinem & Bluwstein, Kristina, 2020. "Patents, News, and Business Cycles," CEPR Discussion Papers 15062, C.E.P.R. Discussion Papers.
- Surico, Paolo & Hacıoğlu Hoke, Sinem & Känzig, Diego, 2020.
"The Distributional Impact of the Pandemic,"
CEPR Discussion Papers
15101, C.E.P.R. Discussion Papers.
- Hacıoğlu-Hoke, Sinem & Känzig, Diego R. & Surico, Paolo, 2021. "The distributional impact of the pandemic," European Economic Review, Elsevier, vol. 134(C).
- Hacioglu Sinem & Diego R Känzig & Paolo Surico, 2020. "The Distributional Impact of the Pandemic," Working Papers halshs-03028702, HAL.
- Hacioglu Sinem & Diego R Känzig & Paolo Surico, 2020. "The Distributional Impact of the Pandemic," World Inequality Lab Working Papers halshs-03028702, HAL.
- Hacioglu Hoke, Sinem, 2019. "Macroeconomic effects of political risk shocks," Bank of England working papers 841, Bank of England.
- Miranda-Agrippino, Silvia & Hacioglu Hoke, Sinem & Bluwstein, Kristina, 2019.
"When creativity strikes: news shocks and business cycle fluctuations,"
Bank of England working papers
788, Bank of England.
- Silvia Miranda-Agrippino & Sinem Hacioglu Hoke & Kristina Bluwstein, 2018. "When Creativity Strikes: News Shocks and Business Cycle Fluctuations," Discussion Papers 1823, Centre for Macroeconomics (CFM).
- Miranda-Agrippino, Silvia & Hacıoglu Hoke, Sinem, 2018. "When creativity strikes: news shocks and business cycle fluctuations," LSE Research Online Documents on Economics 90381, London School of Economics and Political Science, LSE Library.
- Aikman, David & Bridges, Jonathan & Hacioglu Hoke, Sinem & O’Neill, Cian & Raja, Akash, 2019.
"Credit, capital and crises: a GDP-at-Risk approach,"
Bank of England working papers
824, Bank of England, revised 18 Oct 2019.
- Hacıoğlu Hoke, Sinem & Aikman, David & Bridges, Jonathan & O'Neill, Cian & Raja, Akash, 2021. "Credit, capital and crises: a GDP-at-Risk approach," CEPR Discussion Papers 15864, C.E.P.R. Discussion Papers.
- Demetrescu, Matei & Hacioglu Hoke, Sinem, 2018.
"Predictive regressions under asymmetric loss: factor augmentation and model selection,"
Bank of England working papers
723, Bank of England.
- Demetrescu, Matei & Hacıoğlu Hoke, Sinem, 2019. "Predictive regressions under asymmetric loss: Factor augmentation and model selection," International Journal of Forecasting, Elsevier, vol. 35(1), pages 80-99.
- Chatterjee, Somnath & Chiu, Jeremy & Hacioglu-Hoke, Sinem & Duprey, Thibaut, 2017. "A financial stress index for the United Kingdom," Bank of England working papers 697, Bank of England.
- Hacioglu Hoke, Sinem & Kapetanios, George, 2017. "Common correlated effect cross-sectional dependence corrections for non-linear conditional mean panel models," Bank of England working papers 683, Bank of England.
- Dent, Kieran & Hacioglu Hoke, Sinem & Panagiotopoulos, Apostolos, 2017.
"Solvency and wholesale funding cost interactions at UK banks,"
Bank of England working papers
681, Bank of England.
- Dent, Kieran & Hacıoğlu Hoke, Sinem & Panagiotopoulos, Apostolos, 2021. "Solvency and wholesale funding cost interactions at UK banks," Journal of Financial Stability, Elsevier, vol. 52(C).
- Hacioglu, Sinem & Tuzcuoglu, Kerem, 2016. "Interpreting the latent dynamic factors by threshold FAVAR model," Bank of England working papers 622, Bank of England.
- Chiu, Ching-Wai (Jeremy) & Hacioglu Hoke, Sinem, 2016. "Macroeconomic tail events with non-linear Bayesian VARs," Bank of England working papers 611, Bank of England.
Articles
- 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.
- Hacıoğlu-Hoke, Sinem & Känzig, Diego R. & Surico, Paolo, 2021.
"The distributional impact of the pandemic,"
European Economic Review, Elsevier, vol. 134(C).
- Hacioglu Sinem & Diego R Känzig & Paolo Surico, 2020. "The Distributional Impact of the Pandemic," Working Papers halshs-03028702, HAL.
- Surico, Paolo & Hacıoğlu Hoke, Sinem & Känzig, Diego, 2020. "The Distributional Impact of the Pandemic," CEPR Discussion Papers 15101, C.E.P.R. Discussion Papers.
- Hacioglu Sinem & Diego R Känzig & Paolo Surico, 2020. "The Distributional Impact of the Pandemic," World Inequality Lab Working Papers halshs-03028702, HAL.
- Sinem Hacıoğlu Hoke & George Kapetanios, 2021. "Common correlated effect cross‐sectional dependence corrections for nonlinear conditional mean panel models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(1), pages 125-150, January.
- Dent, Kieran & Hacıoğlu Hoke, Sinem & Panagiotopoulos, Apostolos, 2021.
"Solvency and wholesale funding cost interactions at UK banks,"
Journal of Financial Stability, Elsevier, vol. 52(C).
- Dent, Kieran & Hacioglu Hoke, Sinem & Panagiotopoulos, Apostolos, 2017. "Solvency and wholesale funding cost interactions at UK banks," Bank of England working papers 681, Bank of England.
- Demetrescu, Matei & Hacıoğlu Hoke, Sinem, 2019.
"Predictive regressions under asymmetric loss: Factor augmentation and model selection,"
International Journal of Forecasting, Elsevier, vol. 35(1), pages 80-99.
- Demetrescu, Matei & Hacioglu Hoke, Sinem, 2018. "Predictive regressions under asymmetric loss: factor augmentation and model selection," Bank of England working papers 723, Bank of England.
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:- Surico, Paolo & Känzig, Diego & Hacıoğlu Hoke, Sinem, 2020.
"Consumption in the time of Covid-19: Evidence from UK transaction data,"
CEPR Discussion Papers
14733, C.E.P.R. Discussion Papers.
Mentioned in:
- Surico, Paolo & Hacıoğlu Hoke, Sinem & Känzig, Diego, 2020.
"The Distributional Impact of the Pandemic,"
CEPR Discussion Papers
15101, C.E.P.R. Discussion Papers.
- Hacıoğlu-Hoke, Sinem & Känzig, Diego R. & Surico, Paolo, 2021. "The distributional impact of the pandemic," European Economic Review, Elsevier, vol. 134(C).
- Hacioglu Sinem & Diego R Känzig & Paolo Surico, 2020. "The Distributional Impact of the Pandemic," Working Papers halshs-03028702, HAL.
- Hacioglu Sinem & Diego R Känzig & Paolo Surico, 2020. "The Distributional Impact of the Pandemic," World Inequality Lab Working Papers halshs-03028702, HAL.
Mentioned in:
Working papers
- Surico, Paolo & Känzig, Diego & Hacıoğlu Hoke, Sinem, 2020.
"Consumption in the time of Covid-19: Evidence from UK transaction data,"
CEPR Discussion Papers
14733, C.E.P.R. Discussion Papers.
Cited by:
- Arceo-Gomez, Eva O. & Campos-Vazquez, Raymundo M. & Esquivel, Gerardo & Alcaraz, Eduardo & Martinez, Luis A. & Lopez, Norma G., 2023. "The impact of COVID-19 infection on labor outcomes of Mexican formal workers," World Development Perspectives, Elsevier, vol. 29(C).
- O’Connell, Martin & Smith, Kate & Stroud, Rebekah, 2022.
"The dietary impact of the COVID-19 pandemic,"
Journal of Health Economics, Elsevier, vol. 84(C).
- O'Connell, Martin & Smith, Kate & Stroud, Rebekah, 2022. "The dietary impact of the COVID-19 pandemic," LSE Research Online Documents on Economics 115558, London School of Economics and Political Science, LSE Library.
- Martin O'Connell & Kate Smith & Rebekah Stroud, 2021. "The dietary impact of the COVID-19 pandemic," IFS Working Papers W21/18, Institute for Fiscal Studies.
- Martin O'Connell & Áureo de Paula & Kate Smith, 2021.
"Preparing for a pandemic: spending dynamics and panic buying during the COVID‐19 first wave,"
Fiscal Studies, John Wiley & Sons, vol. 42(2), pages 249-264, June.
- O'Connell, Martin & de Paula, Aureo & Smith, Kate, 2020. "Preparing for a pandemic: Spending dynamics and panic buying during the COVID-19 first wave," CEPR Discussion Papers 15371, C.E.P.R. Discussion Papers.
- Martin O'Connell & Áureo de Paula & Kate Smith, 2020. "Preparing for a pandemic: spending dynamics and panic buying during the COVID-19 first wave," IFS Working Papers W20/34, Institute for Fiscal Studies.
- Pichler, Anton & Pangallo, Marco & del Rio-Chanona, R. Maria & Lafond, François & Farmer, J. Doyne, 2022. "Forecasting the propagation of pandemic shocks with a dynamic input-output model," Journal of Economic Dynamics and Control, Elsevier, vol. 144(C).
- Barbara Baarsma & Jesse Groenewegen, 2021. "COVID-19 and the Demand for Online Grocery Shopping: Empirical Evidence from the Netherlands," De Economist, Springer, vol. 169(4), pages 407-421, November.
- Hindriks, Jean & Madio, Leonardo & Serse, Valerio, 2021.
"Promotion ban and heterogeneity in retail prices during the Great Lockdown,"
LIDAM Discussion Papers CORE
2021005, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Jean Hindriks & Leonardo Madio & Valerio Serse, 2021. "Promotion Ban and Heterogeneity in Retail Prices during the Great Lockdown," CESifo Working Paper Series 9074, CESifo.
- John Gathergood & Fabian Gunzinger & Benedict Guttman-Kenney & Edika Quispe-Torreblanca & Neil Stewart, 2020. "Levelling Down and the COVID-19 Lockdowns: Uneven Regional Recovery in UK Consumer Spending," Papers 2012.09336, arXiv.org, revised Dec 2020.
- Brown, Martin & Fengler, Matthias & Huwyler, Jonas & Koeniger, Winfried & Lalive, Rafael & Rohrkemper, Robert, 2023.
"Monitoring Consumption Switzerland: Data, Background, and Use Cases,"
Economics Working Paper Series
2301, University of St. Gallen, School of Economics and Political Science.
- Martin Brown & Matthias R. Fengler & Jonas Huwyler & Winfried Koeniger & Rafael Lalive & Robert Rohrkemper, 2023. "Monitoring consumption Switzerland: data, background, and use cases," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 159(1), pages 1-16, December.
- Hacioglu Sinem & Diego R Känzig & Paolo Surico, 2020.
"The Distributional Impact of the Pandemic,"
Working Papers
halshs-03028702, HAL.
- Hacıoğlu-Hoke, Sinem & Känzig, Diego R. & Surico, Paolo, 2021. "The distributional impact of the pandemic," European Economic Review, Elsevier, vol. 134(C).
- Surico, Paolo & Hacıoğlu Hoke, Sinem & Känzig, Diego, 2020. "The Distributional Impact of the Pandemic," CEPR Discussion Papers 15101, C.E.P.R. Discussion Papers.
- Hacioglu Sinem & Diego R Känzig & Paolo Surico, 2020. "The Distributional Impact of the Pandemic," World Inequality Lab Working Papers halshs-03028702, HAL.
- Seonghoon Kim & Kanghyock Koh & Xuan Zhang, 2022. "Short‐term impact of COVID‐19 on consumption spending and its underlying mechanisms: Evidence from Singapore," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 55(S1), pages 115-134, February.
- Mohammad Hoseini & Abolmohsen Valizadeh, 2021. "The effect of COVID-19 lockdown and the subsequent reopening on consumption in Iran," Review of Economics of the Household, Springer, vol. 19(2), pages 373-397, June.
- Greg Kaplan & Benjamin Moll & Giovanni Violante, 2020.
"The Great Lockdown and the Big Stimulus: Tracing the Pandemic Possibility Frontier for the U.S,"
Working Papers
2020-119, Becker Friedman Institute for Research In Economics.
- Moll, Benjamin & Kaplan, Greg & Violante, Giovanni, 2020. "The Great Lockdown and the Big Stimulus: Tracing the Pandemic Possibility Frontier for the U.S," CEPR Discussion Papers 15256, C.E.P.R. Discussion Papers.
- Greg Kaplan & Benjamin Moll & Giovanni L. Violante, 2020. "The Great Lockdown and the Big Stimulus: Tracing the Pandemic Possibility Frontier for the U.S," NBER Working Papers 27794, National Bureau of Economic Research, Inc.
- Xavier Jaravel & Martin O'Connell, 2020.
"Inflation spike and falling product variety during the Great Lockdown,"
IFS Working Papers
W20/17, Institute for Fiscal Studies.
- Jaravel, Xavier & O'Connell, Martin, 2020. "Inflation Spike and Falling Product Variety during the Great Lockdown," CEPR Discussion Papers 14880, C.E.P.R. Discussion Papers.
- Jaravel, Xavier & O'Connell, Martin, 2020. "Real-time price indices: Inflation spike and falling product variety during the Great Lockdown," Journal of Public Economics, Elsevier, vol. 191(C).
- Besley, Timothy & Stern, Nicholas, 2020.
"The economics of lockdown,"
LSE Research Online Documents on Economics
107073, London School of Economics and Political Science, LSE Library.
- Timothy Besley & Nicholas Stern, 2020. "The Economics of Lockdown," Fiscal Studies, John Wiley & Sons, vol. 41(3), pages 493-513, September.
- Hackethal, Andreas & Weber, Annika, 2020. "Fiscal policies and household consumption during the COVID-19 pandemic: A review of early evidence," SAFE White Paper Series 76, Leibniz Institute for Financial Research SAFE.
- Hansen, Stephen & Davis, Steven & Seminario-Amez, Cristhian, 2020.
"Firm-level Risk Exposures and Stock Returns in the Wake of COVID-19,"
CEPR Discussion Papers
15314, C.E.P.R. Discussion Papers.
- Steven J. Davis & Stephen Hansen & Cristhian Seminario-Amez, 2020. "Firm-Level Risk Exposures and Stock Returns in the Wake of COVID-19," NBER Working Papers 27867, National Bureau of Economic Research, Inc.
- Steven J. Davis & Stephen Hansen & Cristhian Seminario-Amez, 2020. "Firm-Level Risk Exposures and Stock Returns in the Wake of Covid-19," CESifo Working Paper Series 8594, CESifo.
- Steven J. Davis & Stephen Hansen & Cristhian Seminario-Amez, 2020. "Firm-Level Risk Exposures and Stock Returns in the Wake of COVID-19," Working Papers 2020-139, Becker Friedman Institute for Research In Economics.
- Horvath, Akos & Kay, Benjamin & Wix, Carlo, 2023. "The COVID-19 shock and consumer credit: Evidence from credit card data," Journal of Banking & Finance, Elsevier, vol. 152(C).
- Carvalho, V & Garcia, Juan R. & Hansen, S. & Ortiz, A. & Rodrigo, T. & More, J. V. R., 2020.
"Tracking the COVID-19 Crisis with High-Resolution Transaction Data,"
Cambridge Working Papers in Economics
2030, Faculty of Economics, University of Cambridge.
- Hansen, Stephen & Carvalho, Vasco & GarcÃa, Juan Ramón & Ortiz, Alvaro & Rodrigo, Tomasa & RodrÃguez Mora, José V & Ruiz, Pep, 2020. "Tracking the COVID-19 Crisis with High-Resolution Transaction Data," CEPR Discussion Papers 14642, C.E.P.R. Discussion Papers.
- David Finck & Peter Tillmann, 2020. "Pandemic Shocks and Household Spending," MAGKS Papers on Economics 202036, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Kim, Seonghoon & Koh, Kanghyock & Zhang, Xuan, 2020. "Short-Term Impact of COVID-19 on Consumption and Labor Market Outcomes: Evidence from Singapore," IZA Discussion Papers 13354, Institute of Labor Economics (IZA).
- Knut Are Aastveit & Tuva Marie Fastbø & Eleonora Granziera & Kenneth Sæterhagen Paulsen & Kjersti Næss Torstensen, 2020. "Nowcasting Norwegian household consumption with debit card transaction data," Working Paper 2020/17, Norges Bank.
- Serdar Kabaca & Kerem Tuzcuoglu, 2023. "Supply Drivers of US Inflation Since the COVID-19 Pandemic," Staff Working Papers 23-19, Bank of Canada.
- Cheng, Terence Chai & Kim, Seonghoon & Koh, Kanghyock, 2020. "The Impact of COVID-19 on Subjective Well-Being: Evidence from Singapore," IZA Discussion Papers 13702, Institute of Labor Economics (IZA).
- Ali B. Barlas & Seda Guler Mert & Berk Orkun Isa & Alvaro Ortiz & Tomasa Rodrigo & Baris Soybilgen & Ege Yazgan, 2021. "Big Data Information and Nowcasting: Consumption and Investment from Bank Transactions in Turkey," Papers 2107.03299, arXiv.org.
- Maximiliano Gómez Aguirre & Ariel David Krysa, 2023. "Consumer Loans Dynamics in 2020 in Argentina: An Approach Using Error Correction Models," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, vol. 1(81), pages 111-158, May.
- Chen, Zhuo & Li, Pengfei & Liao, Li & Liu, Lu & Wang, Zhengwei, 2024. "Assessing and addressing the coronavirus-induced economic crisis: Evidence from 1.5 billion sales invoices," China Economic Review, Elsevier, vol. 85(C).
- Pascal Seiler, 2020. "Weighting bias and inflation in the time of COVID-19: evidence from Swiss transaction data," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 156(1), pages 1-11, December.
- Pichler, Anton & Pangallo, Marco & del Rio-Chanona, R. Maria & Lafond, François & Farmer, J. Doyne, 2020.
"In and out of lockdown: Propagation of supply and demand shocks in a dynamic input-output model,"
INET Oxford Working Papers
2021-18, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford, revised Feb 2021.
- Anton Pichler & Marco Pangallo & R. Maria del Rio-Chanona & Franc{c}ois Lafond & J. Doyne Farmer, 2021. "In and out of lockdown: Propagation of supply and demand shocks in a dynamic input-output model," Papers 2102.09608, arXiv.org.
- John Gathergood & Benedict Guttman-Kenney, 2020. "The English Patient: Evaluating Local Lockdowns Using Real-Time COVID-19 & Consumption Data," Papers 2010.04129, arXiv.org, revised Jan 2021.
- Allen N. Berger & Christa H. S. Bouwman & Lars Norden & Raluca A. Roman & Gregory F. Udell & Teng Wang, 2024.
"Piercing through Opacity: Relationships and Credit Card Lending to Consumers and Small Businesses during Normal Times and the COVID-19 Crisis,"
Journal of Political Economy, University of Chicago Press, vol. 132(2), pages 484-551.
- Allen N. Berger & Christa H. S. Bouwman & Lars Norden & Raluca A. Roman & Gregory F. Udell & Teng Wang, 2021. "Piercing Through Opacity: Relationships and Credit Card Lending to Consumers and Small Businesses During Normal Times and the COVID-19 Crisis," Working Papers 21-19, Federal Reserve Bank of Philadelphia.
- Simone Emiliozzi & Concetta Rondinelli & Stefania Villa, 2023. "Consumption during the Covid-19 pandemic: evidence from Italian credit cards," Questioni di Economia e Finanza (Occasional Papers) 769, Bank of Italy, Economic Research and International Relations Area.
- Luigi Infante & Francesca Lilla & Francesco Vercelli, 2023. "The effects of the pandemic on households' financial savings: a Bayesian structural VAR analysis," Temi di discussione (Economic working papers) 1421, Bank of Italy, Economic Research and International Relations Area.
- David Finck & Peter Tillmann, 2022. "Pandemic Shocks and Household Spending," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(2), pages 273-299, April.
- Akos Horvath & Benjamin S. Kay & Carlo Wix, 2021. "The COVID-19 Shock and Consumer Credit: Evidence from Credit Card Data," Finance and Economics Discussion Series 2021-008, Board of Governors of the Federal Reserve System (U.S.).
- Miranda-Agrippino, Silvia & Hacıoğlu Hoke, Sinem & Bluwstein, Kristina, 2020.
"Patents, News, and Business Cycles,"
CEPR Discussion Papers
15062, C.E.P.R. Discussion Papers.
Cited by:
- Metiu, Norbert, 2021.
"Anticipation effects of protectionist U.S. trade policies,"
Journal of International Economics, Elsevier, vol. 133(C).
- Metiu, Norbert, 2020. "Anticipation effects of protectionist U.S. trade policies," Discussion Papers 52/2020, Deutsche Bundesbank.
- Danilo Cascaldi-Garcia & Marija Vukotić, 2020.
"Patent-Based News Shocks,"
International Finance Discussion Papers
1277, Board of Governors of the Federal Reserve System (U.S.).
- Danilo Cascaldi-Garcia & Marija Vukotic, 2022. "Patent-Based News Shocks," The Review of Economics and Statistics, MIT Press, vol. 104(1), pages 51-66, March.
- Cascaldi-Garcia, Danilo & Vukotic, Marija, 2019. "Patent-Based News Shocks," The Warwick Economics Research Paper Series (TWERPS) 1225, University of Warwick, Department of Economics.
- Klein, Mathias & Linnemann, Ludger, 2021. "Real exchange rate and international spillover effects of US technology shocks," Journal of International Economics, Elsevier, vol. 129(C).
- Oliver Holtemöller & Alexander Kriwoluzky & Boreum Kwak, 2020. "Exchange Rates and the Information Channel of Monetary Policy," Discussion Papers of DIW Berlin 1906, DIW Berlin, German Institute for Economic Research.
- Claudio, João C. & von Schweinitz, Gregor, 2020. "On the international dissemination of technology news shocks," IWH Discussion Papers 25/2020, Halle Institute for Economic Research (IWH).
- Pinchetti, Marco, 2020. "What Is Driving The TFP Slowdown? Insights From a Schumpeterian DSGE Model," MPRA Paper 98316, University Library of Munich, Germany.
- Hacioglu Hoke, Sinem, 2019. "Macroeconomic effects of political risk shocks," Bank of England working papers 841, Bank of England.
- Daniela Fantozzi & Alessio Muscarnera, 2021. "A News-based Policy Index for Italy: Expectations and Fiscal Policy," CEIS Research Paper 509, Tor Vergata University, CEIS, revised 11 Mar 2021.
- Sascha A. Keweloh & Mathias Klein & Jan Pruser, 2023. "Estimating Fiscal Multipliers by Combining Statistical Identification with Potentially Endogenous Proxies," Papers 2302.13066, arXiv.org, revised May 2024.
- Metiu, Norbert, 2021.
"Anticipation effects of protectionist U.S. trade policies,"
Journal of International Economics, Elsevier, vol. 133(C).
- Surico, Paolo & Hacıoğlu Hoke, Sinem & Känzig, Diego, 2020.
"The Distributional Impact of the Pandemic,"
CEPR Discussion Papers
15101, C.E.P.R. Discussion Papers.
- Hacıoğlu-Hoke, Sinem & Känzig, Diego R. & Surico, Paolo, 2021. "The distributional impact of the pandemic," European Economic Review, Elsevier, vol. 134(C).
- Hacioglu Sinem & Diego R Känzig & Paolo Surico, 2020. "The Distributional Impact of the Pandemic," Working Papers halshs-03028702, HAL.
- Hacioglu Sinem & Diego R Känzig & Paolo Surico, 2020. "The Distributional Impact of the Pandemic," World Inequality Lab Working Papers halshs-03028702, HAL.
Cited by:
- Regina Pleninger & Sina Streicher & Jan-Egbert Sturm, 2021.
"Do COVID-19 Containment Measures Work? Evidence from Switzerland,"
KOF Working papers
21-494, KOF Swiss Economic Institute, ETH Zurich.
- Regina Pleninger & Sina Streicher & Jan-Egbert Sturm, 2022. "Do COVID-19 containment measures work? Evidence from Switzerland," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 158(1), pages 1-24, December.
- Luisa Corrado & Daniela Fantozzi & Simona Giglioli, 2022. "Real-time ineuqalities and policies during the pandemic in the US," Temi di discussione (Economic working papers) 1396, Bank of Italy, Economic Research and International Relations Area.
- Augeraud-Véron, E. & Fabbri, G. & Schubert, K., 2020.
"Prevention and mitigation of epidemics:Biodiversity conservation and confinement policies,"
Working Papers
2020-11, Grenoble Applied Economics Laboratory (GAEL).
- Emmanuelle Augeraud-Véron & Giorgio Fabbri & Katheline Schubert, 2020. "Prevention and Mitigation of Epidemics: Biodiversity Conservation and Confinement Policies," CESifo Working Paper Series 8506, CESifo.
- Augeraud-Véron, Emmanuelle & Fabbri, Giorgio & Schubert, Katheline, 2021. "Prevention and mitigation of epidemics: Biodiversity conservation and confinement policies," Journal of Mathematical Economics, Elsevier, vol. 93(C).
- Emmanuelle Augeraud-Véron & Giorgio Fabbri & Katheline Schubert, 2020. "Prevention and mitigation of epidemics:Biodiversity conservation and confinement policies," Working Papers hal-03019636, HAL.
- Emmanuelle Augeraud-Véron & Giorgio Fabbri & Katheline Schubert, 2021. "Prevention and Mitigation of Epidemics: Biodiversity Conservation and Confinement Policies," Post-Print halshs-03038974, HAL.
- Emmanuelle Augeraud-Véron & Giorgio Fabbri & Katheline Schubert, 2020. "Prevention And Mitigation Of Epidemics: Biodiversity Conservation And Confinement Policies," LIDAM Discussion Papers IRES 2020026, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Emmanuelle Augeraud-Véron & Giorgio Fabbri & Katheline Schubert, 2021. "Prevention and Mitigation of Epidemics: Biodiversity Conservation and Confinement Policies," PSE-Ecole d'économie de Paris (Postprint) halshs-03038974, HAL.
- Martin O'Connell & Áureo de Paula & Kate Smith, 2021.
"Preparing for a pandemic: spending dynamics and panic buying during the COVID‐19 first wave,"
Fiscal Studies, John Wiley & Sons, vol. 42(2), pages 249-264, June.
- O'Connell, Martin & de Paula, Aureo & Smith, Kate, 2020. "Preparing for a pandemic: Spending dynamics and panic buying during the COVID-19 first wave," CEPR Discussion Papers 15371, C.E.P.R. Discussion Papers.
- Martin O'Connell & Áureo de Paula & Kate Smith, 2020. "Preparing for a pandemic: spending dynamics and panic buying during the COVID-19 first wave," IFS Working Papers W20/34, Institute for Fiscal Studies.
- Ainaa, Carmen & Brunetti, Irene & Mussida, Chiara & Scicchitano, Sergio, 2021. "Who lost the most? Distributive effects of COVID-19 pandemic," GLO Discussion Paper Series 829, Global Labor Organization (GLO).
- Fernandez-Navia, Tania & Polo-Muro, Eduardo & Tercero-Lucas, David, 2021. "Too afraid to vote? The effects of COVID-19 on voting behaviour," European Journal of Political Economy, Elsevier, vol. 69(C).
- Miescu, Mirela & Rossi, Raffaele, 2021.
"COVID-19-induced shocks and uncertainty,"
European Economic Review, Elsevier, vol. 139(C).
- Mirela Miescu & Raffaele Rossi, 2020. "COVID-19-Induced Shocks and Uncertainty," Economics Discussion Paper Series 2013, Economics, The University of Manchester, revised Aug 2021.
- Faqin Lin & Mengxun Liu & Mohan Zhou, 2024. "COVID‐19 and the distance effect," The World Economy, Wiley Blackwell, vol. 47(3), pages 1297-1323, March.
- Stantcheva, Stefanie, 2022.
"Inequalities in the Times of a Pandemic,"
CEPR Discussion Papers
16856, C.E.P.R. Discussion Papers.
- Stefanie Stantcheva, 2022. "Inequalities in the Times of a Pandemic," NBER Working Papers 29657, National Bureau of Economic Research, Inc.
- Stefanie Stantcheva, 2022. "Inequalities in the times of a pandemic," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 37(109), pages 5-41.
- John Gathergood & Fabian Gunzinger & Benedict Guttman-Kenney & Edika Quispe-Torreblanca & Neil Stewart, 2020. "Levelling Down and the COVID-19 Lockdowns: Uneven Regional Recovery in UK Consumer Spending," Papers 2012.09336, arXiv.org, revised Dec 2020.
- Rebelo, Sérgio & Eichenbaum, Martin & Trabandt, Mathias, 2021.
"Inequality in Life and Death,"
CEPR Discussion Papers
16366, C.E.P.R. Discussion Papers.
- Martin S. Eichenbaum & Sergio Rebelo & Mathias Trabandt, 2022. "Inequality in Life and Death," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 70(1), pages 68-104, March.
- Martin S. Eichenbaum & Sergio Rebelo & Mathias Trabandt, 2021. "Inequality in Life and Death," NBER Working Papers 29063, National Bureau of Economic Research, Inc.
- Thomas Crossley & Paul Fisher & Peter Levell & Hamish Low, 2021.
"A year of COVID: the evolution of labour market and financial inequalities through the crisis,"
IFS Working Papers
W21/39, Institute for Fiscal Studies.
- Thomas F Crossley & Paul Fisher & Hamish Low & Peter Levell, 2023. "A year of COVID: the evolution of labour market and financial inequalities through the crisis," Oxford Economic Papers, Oxford University Press, vol. 75(3), pages 589-612.
- Thomas F. Crossley & Paul Fisher & Peter Levell & Hamish Low, 2021. "A year of COVID: the evolution of labour market and financial inequalities through the crisis," Economics Series Working Papers 954 JEL classification: C, University of Oxford, Department of Economics.
- Robles Cariaga, Diego Orlando, 2021. "The impact of the COVID-19 pandemic on Labour Force Participation in Chile : Evidence from a Difference-in-Differences approach," Warwick-Monash Economics Student Papers 29, Warwick Monash Economics Student Papers.
- Bonaccorsi, Giovanni & Scotti, Francesco & Pierri, Francesco & Flori, Andrea & Pammolli, Fabio, 2024. "Targeted policies and household consumption dynamics: Evidence from high-frequency transaction data," Journal of Economic Behavior & Organization, Elsevier, vol. 224(C), pages 111-134.
- Besley, Timothy & Stern, Nicholas, 2020.
"The economics of lockdown,"
LSE Research Online Documents on Economics
107073, London School of Economics and Political Science, LSE Library.
- Timothy Besley & Nicholas Stern, 2020. "The Economics of Lockdown," Fiscal Studies, John Wiley & Sons, vol. 41(3), pages 493-513, September.
- Albuquerque, Bruno & Varadi, Alexandra, 2022. "Consumption effects of mortgage payment," Bank of England working papers 963, Bank of England.
- Bruno P. Carvalho & Susana Peralta & João Pereira dos Santos, 2022.
"Regional and sectorial impacts of the Covid‐19 crisis: Evidence from electronic payments,"
Journal of Regional Science, Wiley Blackwell, vol. 62(3), pages 757-798, June.
- Bruno Carvalho & Susana Peralta & Joao Pereira dos Santos, 2020. "Regional and Sectorial Impacts of the Covid-19 Crisis: Evidence from Electronic Payments," Working Papers ECARES 2020-48, ULB -- Universite Libre de Bruxelles.
- Johannesen, Niels & Andersen, Asger Lau & Toft Hansen, Emil & Sheridan, Adam, 2020.
"Consumer Responses to the COVID-19 Crisis: Evidence from Bank Account Transaction Data,"
CEPR Discussion Papers
14809, C.E.P.R. Discussion Papers.
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- Asger Lau Andersen & Emil Toft Hansen & Niels Johannesen & Adam Sheridan, 2020. "Consumer Responses to the COVID-19 Crisis: Evidence from Bank Account Transaction Data," CEBI working paper series 20-18, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI).
- Cristina Manteu & Sara Serra & Sónia Cabral & Cátia Silva, 2021. "Consumption expenditure during the COVID-19 pandemic: an analysis based on Portuguese card transaction data," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
- Hinterlang, Natascha & Moyen, Stephane & Röhe, Oke & Stähler, Nikolai, 2023.
"Gauging the effects of the German COVID-19 fiscal stimulus package,"
European Economic Review, Elsevier, vol. 154(C).
- Hinterlang, Natascha & Moyen, Stéphane & Röhe, Oke & Stähler, Nikolai, 2021. "Gauging the effects of the German COVID-19 fiscal stimulus package," Discussion Papers 43/2021, Deutsche Bundesbank.
- Stephen Malpezzi, 2023. "Housing affordability and responses during times of stress: A preliminary look during the COVID‐19 pandemic," Contemporary Economic Policy, Western Economic Association International, vol. 41(1), pages 9-40, January.
- Lucia Morosan-Danila & Otilia-Maria Bordeianu, 2021. "Tax Facilities for Romanian Companies in Combating the Crisis Generated by COVID-19," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 369-376, August.
- José Garcia Montalvo & Marta Reynal-Querol, 2020. "Distributional effects of COVID-19 on spending: A first look at the evidence from Spain," Economics Working Papers 1740, Department of Economics and Business, Universitat Pompeu Fabra.
- Francesco Scotti & Andrea Flori & Giovanni Bonaccorsi & Fabio Pammolli, 2023. "Do We Learn From Errors? The Economic Impact of Differentiated Policy Restrictions in Italy," International Regional Science Review, , vol. 46(5-6), pages 613-648, September.
- James (Jim) C. MacGee & Thomas Michael Pugh & Kurt See, 2020.
"The Heterogeneous Effects of COVID-19 on Canadian Household Consumption, Debt and Savings,"
Staff Working Papers
20-51, Bank of Canada.
- James MacGee & Thomas Michael Pugh & Kurt See, 2022. "The heterogeneous effects of COVID‐19 on Canadian household consumption, debt and savings," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 55(S1), pages 54-87, February.
- Brian Bell & Mihai Codreanu & Stephen Machin, 2020. "What can previous recessions tell us about the Covid-19 downturn?," CEP Covid-19 Analyses cepcovid-19-007, Centre for Economic Performance, LSE.
- Katja Zajc Kejžar & Alan Velić & Jože P. Damijan, 2022. "COVID‐19, trade collapse and GVC linkages: European experience," The World Economy, Wiley Blackwell, vol. 45(11), pages 3475-3506, November.
- Kubota, So & Onishi, Koichiro & Toyama, Yuta, 2021. "Consumption responses to COVID-19 payments: Evidence from a natural experiment and bank account data," Journal of Economic Behavior & Organization, Elsevier, vol. 188(C), pages 1-17.
- Ignacio Amate-Fortes & Almudena Guarnido-Rueda, 2023. "Inequality, public health, and COVID-19: an analysis of the Spanish case by municipalities," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 24(1), pages 99-110, February.
- Hurley, James & Walker, Daniel, 2021. "Did the Covid-19 local lockdowns reduce business activity? Evidence from UK SMEs," Bank of England working papers 943, Bank of England.
- Marina Yu. Malkina, 2021. "How the 2020 pandemic affected tax revenues in Russian regions?," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 16(2), pages 239-260, June.
- Bodea, Cristina & Houle, Christian & Kim, Hyunwoo, 2021. "Do financial crises increase income inequality?," World Development, Elsevier, vol. 147(C).
- Simone Emiliozzi & Concetta Rondinelli & Stefania Villa, 2023. "Consumption during the Covid-19 pandemic: evidence from Italian credit cards," Questioni di Economia e Finanza (Occasional Papers) 769, Bank of Italy, Economic Research and International Relations Area.
- Oriol Aspachs & Ruben Durante & Alberto Graziano & Josep Mestres & Marta Reynal-Querol & Jose G Montalvo, 2021. "Tracking the impact of COVID-19 on economic inequality at high frequency," PLOS ONE, Public Library of Science, vol. 16(3), pages 1-14, March.
- Carmen Aina & Irene Brunetti & Chiara Mussida & Sergio Scicchitano, 2023. "Distributional effects of COVID-19," Eurasian Business Review, Springer;Eurasia Business and Economics Society, vol. 13(1), pages 221-256, March.
- Hacioglu Hoke, Sinem, 2019.
"Macroeconomic effects of political risk shocks,"
Bank of England working papers
841, Bank of England.
Cited by:
- Beyer, Deborah B. & Fan, Zaifeng S., 2023. "The calming effects of conflict: The impact of partisan conflict on market volatility," International Review of Financial Analysis, Elsevier, vol. 85(C).
- Wang, Xiaoting & Hou, Siyuan & Shen, Jie, 2021. "Default clustering of the nonfinancial sector and systemic risk: Evidence from China," Economic Modelling, Elsevier, vol. 96(C), pages 196-208.
- Miranda-Agrippino, Silvia & Hacioglu Hoke, Sinem & Bluwstein, Kristina, 2019.
"When creativity strikes: news shocks and business cycle fluctuations,"
Bank of England working papers
788, Bank of England.
- Silvia Miranda-Agrippino & Sinem Hacioglu Hoke & Kristina Bluwstein, 2018. "When Creativity Strikes: News Shocks and Business Cycle Fluctuations," Discussion Papers 1823, Centre for Macroeconomics (CFM).
- Miranda-Agrippino, Silvia & Hacıoglu Hoke, Sinem, 2018. "When creativity strikes: news shocks and business cycle fluctuations," LSE Research Online Documents on Economics 90381, London School of Economics and Political Science, LSE Library.
Cited by:
- Bernard Dumas & Marcel R. Savioz, 2020.
"A theory of the nominal character of stock securities,"
Working Papers
2020-03, Swiss National Bank.
- Bernard Dumas & Marcel Savioz, 2020. "A Theory of the Nominal Character of Stock Securities," NBER Working Papers 28186, National Bureau of Economic Research, Inc.
- Dumas, Bernard & Savioz, Marcel René, 2020. "A Theory of the Nominal Character of Stock Securities," CEPR Discussion Papers 15507, C.E.P.R. Discussion Papers.
- Metiu, Norbert, 2021.
"Anticipation effects of protectionist U.S. trade policies,"
Journal of International Economics, Elsevier, vol. 133(C).
- Metiu, Norbert, 2020. "Anticipation effects of protectionist U.S. trade policies," Discussion Papers 52/2020, Deutsche Bundesbank.
- Danilo Cascaldi-Garcia & Marija Vukotić, 2020.
"Patent-Based News Shocks,"
International Finance Discussion Papers
1277, Board of Governors of the Federal Reserve System (U.S.).
- Danilo Cascaldi-Garcia & Marija Vukotic, 2022. "Patent-Based News Shocks," The Review of Economics and Statistics, MIT Press, vol. 104(1), pages 51-66, March.
- Cascaldi-Garcia, Danilo & Vukotic, Marija, 2019. "Patent-Based News Shocks," The Warwick Economics Research Paper Series (TWERPS) 1225, University of Warwick, Department of Economics.
- Bernard Dumas & Marcel Savioz, 2023. "A Theory of the Nominal Character of Stock Securities," Review of Finance, European Finance Association, vol. 27(5), pages 1615-1657.
- Holtemöller, Oliver & Kriwoluzky, Alexander & Kwak, Boreum, 2024.
"Is there an information channel of monetary policy?,"
IWH Discussion Papers
17/2020, Halle Institute for Economic Research (IWH), revised 2024.
- Oliver Holtemöller & Alexander Kriwoluzky & Boreum Kwak, 2024. "Is There an Information Channel of Monetary Policy?," Discussion Papers of DIW Berlin 2084, DIW Berlin, German Institute for Economic Research.
- Claudio, João C. & von Schweinitz, Gregor, 2020. "On the international dissemination of technology news shocks," IWH Discussion Papers 25/2020, Halle Institute for Economic Research (IWH).
- Miranda-Agrippino, Silvia & Ricco, Giovanni, 2019. "Identification with External Instruments in Structural VARs under Partial Invertibility," The Warwick Economics Research Paper Series (TWERPS) 1213, University of Warwick, Department of Economics.
- Pinchetti, Marco, 2020. "What Is Driving The TFP Slowdown? Insights From a Schumpeterian DSGE Model," MPRA Paper 98316, University Library of Munich, Germany.
- Hacioglu Hoke, Sinem, 2019. "Macroeconomic effects of political risk shocks," Bank of England working papers 841, Bank of England.
- Silvia Miranda Agrippino & Giovanni Ricco, 2018.
"Identification with external instruments in structural VARs under partial invertibility,"
Working Papers
hal-03475454, HAL.
- Silvia Miranda-Agrippino & Giovanni Ricco, 2018. "Identification with External Instruments in Structual VARs under partial invertibility," Documents de Travail de l'OFCE 2018-24, Observatoire Francais des Conjonctures Economiques (OFCE).
- Ricco, Giovanni & ,, 2019. "Identification with External Instruments in Structural VARs under Partial Invertibility," CEPR Discussion Papers 13853, C.E.P.R. Discussion Papers.
- Jo, Karam, 2023. "The role of digital technology in climate technology innovation," KDI Journal of Economic Policy, Korea Development Institute (KDI), vol. 45(2), pages 21-50.
- Aikman, David & Bridges, Jonathan & Hacioglu Hoke, Sinem & O’Neill, Cian & Raja, Akash, 2019.
"Credit, capital and crises: a GDP-at-Risk approach,"
Bank of England working papers
824, Bank of England, revised 18 Oct 2019.
- Hacıoğlu Hoke, Sinem & Aikman, David & Bridges, Jonathan & O'Neill, Cian & Raja, Akash, 2021. "Credit, capital and crises: a GDP-at-Risk approach," CEPR Discussion Papers 15864, C.E.P.R. Discussion Papers.
Cited by:
- Jorge E. Galán, 2020. "The benefits are at the tail: uncovering the impact of macroprudential policy on growth-at-risk," Working Papers 2007, Banco de España.
- Aleksei Kipriyanov, 2022. "Comparison of Models for Growth-at-Risk Forecasting," Russian Journal of Money and Finance, Bank of Russia, vol. 81(1), pages 23-45, March.
- Eguren-Martin, Fernando & O'Neill, Cian & Sokol, Andrej & von dem Berge, Lukas, 2024.
"Capital flows-at-risk: Push, pull and the role of policy,"
Journal of International Money and Finance, Elsevier, vol. 147(C).
- Eguren-Martin, Fernando & O'Neill, Cian & Sokol, Andrej & von dem Berge, Lukas, 2020. "Capital flows-at-risk: push, pull and the role of policy," Bank of England working papers 881, Bank of England.
- Eguren-Martin, Fernando & O’Neill, Cian & Sokol, Andrej & Berge, Lukas von dem, 2021. "Capital flows-at-risk: push, pull and the role of policy," Working Paper Series 2538, European Central Bank.
- Lloyd, S. & Manuel, E. & Panchev, K., 2021.
"Foreign Vulnerabilities, Domestic Risks: The Global Drivers of GDP-at-Risk,"
Cambridge Working Papers in Economics
2156, Faculty of Economics, University of Cambridge.
- Lloyd, S. & Manuel, E. & Panchev, K., 2021. "Foreign Vulnerabilities, Domestic Risks: The Global Drivers of GDP-at-Risk," Janeway Institute Working Papers 2102, Faculty of Economics, University of Cambridge.
- Lloyd, Simon & Manuel, Ed & Panchev, Konstantin, 2021. "Foreign vulnerabilities, domestic risks: the global drivers of GDP-at-Risk," Bank of England working papers 940, Bank of England.
- Simon Lloyd & Ed Manuel & Konstantin Panchev, 2024. "Foreign Vulnerabilities, Domestic Risks: The Global Drivers of GDP-at-Risk," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 72(1), pages 335-392, March.
- Hristov, Nikolay & Hülsewig, Oliver & Kolb, Benedikt, 2024.
"Macroprudential capital regulation and fiscal balances in the euro area,"
Journal of International Money and Finance, Elsevier, vol. 143(C).
- Nikolay Hristov & Oliver Hülsewig & Benedikt Kolb, 2024. "Macroprudential Capital Regulation and Fiscal Balances in the Euro Area," CESifo Working Paper Series 10968, CESifo.
- Hristov, Nikolay & Hülsewig, Oliver & Kolb, Benedikt, 2024. "Macroprudential capital regulation and fiscal balances in the euro area," Discussion Papers 06/2024, Deutsche Bundesbank.
- Martin Gachter & Elias Hasler & Florian Huber, 2023.
"A tale of two tails: 130 years of growth-at-risk,"
Papers
2302.08920, arXiv.org.
- Gächter, Martin & Hasler, Elias & Huber, Florian, 2025. "A tale of two tails: 130 years of growth at risk," Macroeconomic Dynamics, Cambridge University Press, vol. 29, pages 1-1, January.
- Daisuke Ikeda & Hidehiko Matsumoto, 2021. "Procyclical Leverage and Crisis Probability in a Macroeconomic Model of Bank Runs," IMES Discussion Paper Series 21-E-01, Institute for Monetary and Economic Studies, Bank of Japan.
- Martin Gächter & Martin Geiger & Elias Hasler, 2022.
"On the structural determinants of growth-at-risk,"
Working Papers
2022-06, Faculty of Economics and Statistics, Universität Innsbruck.
- Martin Geiger & Elias Hasler & Martin Gächter, 2021. "On the structural determinants of growth-at-risk," Arbeitspapiere 70, Liechtenstein-Institut.
- Martin Gächter & Martin Geiger & Elias Hasler, 2023. "On the Structural Determinants of Growth-at-Risk," International Journal of Central Banking, International Journal of Central Banking, vol. 19(2), pages 251-293, June.
- Zhou, Yang, 2024. "Benefits and costs: The impact of capital control on growth-at-risk in China," International Review of Financial Analysis, Elsevier, vol. 93(C).
- Martínez-Jaramillo, Serafín & Montañez-Enríquez, Ricardo & Ossandon Busch, Matias & Ramos-Francia, Manuel & Rodríguez-Martínez, Anahí & Sánchez-Martínez, Manuel, 2022.
"Stress-ridden finance and growth losses: Does financial development break the link?,"
IWH Discussion Papers
3/2022, Halle Institute for Economic Research (IWH).
- Matias Ossandon Busch & Manuel Ramos-Francia & Ricardo Montañez & Serafín Martínez-Jaramillo & José Manuel Sánchez-Martínez & Anahí Rodríguez-Martínez, 2023. "Stress-ridden finance and growth losses: does financial development break the link?," CEMLA Working Paper Series 01/2023, CEMLA.
- Sui, Jianli & Lv, Wenqiang & Gao, Xiang & Koedijk, Kees G., 2024. "China’s GDP-at-Risk: Real-Time Monitoring, Risk Tracing, and Macroeconomic Policy Effects," Journal of International Money and Finance, Elsevier, vol. 147(C).
- Mikael Juselius & Nikola Tarashev, 2020.
"Forecasting expected and unexpected losses,"
BIS Working Papers
913, Bank for International Settlements.
- Juselius, Mikael & Tarashev, Nikola A., 2020. "Forecasting expected and unexpected losses," Bank of Finland Research Discussion Papers 18/2020, Bank of Finland.
- Millard, Stephen & Rubio, Margarita & Varadi, Alexandra, 2021.
"The macroprudential toolkit: effectiveness and interactions,"
Bank of England working papers
902, Bank of England.
- Stephen Millard & Margarita Rubio & Alexandra Varadi, 2024. "The Macroprudential Toolkit: Effectiveness and Interactions," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 86(2), pages 335-384, April.
- Busetto, Filippo, 2024. "Asymmetric expectations of monetary policy," Bank of England working papers 1058, Bank of England.
- King, Benjamin & Semark, James, 2022. "Reducing liquidity mismatch in open-ended funds: a cost-benefit analysis," Bank of England working papers 975, Bank of England.
- Bridges, Jonathan & Green, Georgina & Joy, Mark, 2021. "Credit, crises and inequality," Bank of England working papers 949, Bank of England.
- Bruno Albuquerque, 2024.
"Corporate debt booms, financial constraints, and the investment nexus,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(5), pages 766-789, August.
- Bruno Albuquerque, 2021. "Corporate debt booms, financial constraints, and the investment nexus," CeBER Working Papers 2021-08, Centre for Business and Economics Research (CeBER), University of Coimbra.
- Albuquerque, Bruno, 2021. "Corporate debt booms, financial constraints and the investment nexus," Bank of England working papers 935, Bank of England.
- 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).
- Stolbov, Mikhail & Shchepeleva, Maria, 2022. "Modeling global real economic activity: Evidence from variable selection across quantiles," The Journal of Economic Asymmetries, Elsevier, vol. 25(C).
- Milan Szabo, 2020. "Growth-at-Risk: Bayesian Approach," Working Papers 2020/3, Czech National Bank.
- Tihana Škrinjarić, 2023. "Credit-to-GDP Gap Estimates in Real Time: A Stable Indicator for Macroprudential Policy Making in Croatia," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 65(3), pages 582-614, September.
- Anil K Kashyap, 2020. "My Reflections on the FPC's Strategy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(S1), pages 63-75, October.
- Herbst, Tobias & Plaasch, Jannick & Stammwitz, Florian, 2024. "A price-at-risk approach for the German commercial real estate market," Technical Papers 08/2024, Deutsche Bundesbank.
- Franta, Michal & Gambacorta, Leonardo, 2020. "On the effects of macroprudential policies on Growth-at-Risk," Economics Letters, Elsevier, vol. 196(C).
- Ossandon Busch, Matias & Sánchez-Martínez, José Manuel & Rodríguez-Martínez, Anahí & Montañez-Enríquez, Ricardo & Martínez-Jaramillo, Serafín, 2022. "Growth at risk: Methodology and applications in an open-source platform," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 3(3).
- Stephen Millard, & Margarita Rubio & Alexandra Varadi, 2020. "The impact of Covid-19 on productivity," Discussion Papers 2020/14, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
- Demetrescu, Matei & Hacioglu Hoke, Sinem, 2018.
"Predictive regressions under asymmetric loss: factor augmentation and model selection,"
Bank of England working papers
723, Bank of England.
- Demetrescu, Matei & Hacıoğlu Hoke, Sinem, 2019. "Predictive regressions under asymmetric loss: Factor augmentation and model selection," International Journal of Forecasting, Elsevier, vol. 35(1), pages 80-99.
Cited by:
- Matteo Iacopini & Francesco Ravazzolo & Luca Rossini, 2020.
"Proper scoring rules for evaluating asymmetry in density forecasting,"
Working Papers
No 06/2020, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Matteo Iacopini & Francesco Ravazzolo & Luca Rossini, 2020. "Proper scoring rules for evaluating asymmetry in density forecasting," Papers 2006.11265, arXiv.org, revised Sep 2020.
- Karen Miranda & Pilar Poncela & Esther Ruiz, 2022. "Dynamic factor models: Does the specification matter?," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 13(1), pages 397-428, May.
- Chatterjee, Somnath & Chiu, Jeremy & Hacioglu-Hoke, Sinem & Duprey, Thibaut, 2017.
"A financial stress index for the United Kingdom,"
Bank of England working papers
697, Bank of England.
Cited by:
- Mehmet Balcilar & Rangan Gupta & Theshne Kisten, 2020.
"The Impact of Uncertainty Shocks in South Africa: The Role of Financial Regimes,"
Working Papers
202046, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Theshne Kisten, 2021. "The impact of uncertainty shocks in South Africa: The role of financial regimes," Review of Financial Economics, John Wiley & Sons, vol. 39(4), pages 442-454, October.
- Thibaut Duprey, 2020.
"Canadian Financial Stress and Macroeconomic Condition,"
Canadian Public Policy, University of Toronto Press, vol. 46(S3), pages 236-260, October.
- Thibaut Duprey, 2020. "Canadian Financial Stress and Macroeconomic Conditions," Discussion Papers 2020-4, Bank of Canada.
- Theshne Kisten, 2020.
"A Financial Stress Index for South Africa: A Time-Varying Correlation Approach,"
Working Papers
202011, University of Pretoria, Department of Economics.
- Theshne Kisten, 2019. "A financial stress index for South Africa: A time-varying correlation approach," Working Papers 805, Economic Research Southern Africa.
- Vladyslav Filatov, 2020. "A New Financial Stress Index for Ukraine," IHEID Working Papers 15-2020, Economics Section, The Graduate Institute of International Studies.
- 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).
- 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.
- DEHMEJ , Salim & MIKOU, Mohammed, 2020. "Indice agrégé de stabilité financière au Maroc," Document de travail 2020-2, Bank Al-Maghrib, Département de la Recherche.
- Thibaut Duprey, 2018. "Asymmetric Risks to the Economic Outlook Arising from Financial System Vulnerabilities," Staff Analytical Notes 2018-6, Bank of Canada.
- Mehmet Balcilar & Rangan Gupta & Theshne Kisten, 2020.
"The Impact of Uncertainty Shocks in South Africa: The Role of Financial Regimes,"
Working Papers
202046, University of Pretoria, Department of Economics.
- Dent, Kieran & Hacioglu Hoke, Sinem & Panagiotopoulos, Apostolos, 2017.
"Solvency and wholesale funding cost interactions at UK banks,"
Bank of England working papers
681, Bank of England.
- Dent, Kieran & Hacıoğlu Hoke, Sinem & Panagiotopoulos, Apostolos, 2021. "Solvency and wholesale funding cost interactions at UK banks," Journal of Financial Stability, Elsevier, vol. 52(C).
Cited by:
- Vittoria Cerasi & Paola Galfrascoli, 2021. "Bail-in and Bank Funding Costs," Working Papers 472, University of Milano-Bicocca, Department of Economics, revised Jul 2021.
- Iñaki Aldasoro & Kyounghoon Park, 2018. "Bank solvency risk and funding cost interactions in a small open economy: evidence from Korea," BIS Working Papers 738, Bank for International Settlements.
- Cerasi, Vittoria & Galfrascoli, Paola, 2023. "Bail-in and bank funding costs," Journal of International Money and Finance, Elsevier, vol. 137(C).
- Arnould, Guillaume & Pancaro, Cosimo & Żochowski, Dawid, 2020.
"Bank funding costs and solvency,"
Bank of England working papers
853, Bank of England.
- Guillaume Arnould & Giuseppe Avignone & Cosimo Pancaro & Dawid Żochowski, 2022. "Bank funding costs and solvency," The European Journal of Finance, Taylor & Francis Journals, vol. 28(10), pages 931-963, July.
- Pancaro, Cosimo & Żochowski, Dawid & Arnould, Guillaume, 2020. "Bank funding costs and solvency," Working Paper Series 2356, European Central Bank.
- Gimber, Andrew & Rajan, Aniruddha, 2019. "Bank funding costs and capital structure," Bank of England working papers 805, Bank of England.
- Hacioglu Hoke, Sinem & Kapetanios, George, 2017. "Common correlated effect cross-sectional dependence corrections for non-linear conditional mean panel models," Bank of England working papers 683, Bank of England.
- Aikman, David & Beale, Daniel & Brinley-Codd, Adam & Covi, Giovanni & Hüser, Anne‑Caroline & Lepore, Caterina, 2023.
"Macroprudential stress‑test models: a survey,"
Bank of England working papers
1037, Bank of England.
- David Aikman & Daniel Beale & Adam Brinley-Codd & Anne-Caroline Hüser & Giovanni Covi & Caterina Lepore, 2023. "Macro-Prudential Stress Test Models: A Survey," IMF Working Papers 2023/173, International Monetary Fund.
- Aldasoro, Iñaki & Cho, Chun Hee & Park, Kyounghoon, 2022. "Bank solvency risk and funding cost interactions: Evidence from Korea," Journal of Banking & Finance, Elsevier, vol. 134(C).
- Gao, Haoyu & Li, Jinxuan & Wen, Huiyu, 2023. "Bank funding costs during the COVID-19 pandemic: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 79(C).
- Hacioglu, Sinem & Tuzcuoglu, Kerem, 2016.
"Interpreting the latent dynamic factors by threshold FAVAR model,"
Bank of England working papers
622, Bank of England.
Cited by:
- Elena Pelinescu & Mihaela Simionescu, 2017. "The Effects of the Recent Economic and Financial Crisis on the Romanian Economy," Working papers Globalization - Economic, Social and Moral Implications, April 2017 15, Research Association for Interdisciplinary Studies.
- Hodula Martin & Pfeifer Lukáš, 2018. "Fiscal-Monetary-Financial Stability Interactions in a Data-Rich Environment," Review of Economic Perspectives, Sciendo, vol. 18(3), pages 195-224, September.
- Francesca Di Iorio & Stefano Fachin, 2017.
"Evaluating Restricted Common Factor models for non-stationary data,"
DSS Empirical Economics and Econometrics Working Papers Series
2017/2, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.
- Di Iorio, Francesca & Fachin, Stefano, 2021. "Evaluating restricted common factor models for non-stationary data," Econometrics and Statistics, Elsevier, vol. 17(C), pages 64-75.
- Martin Hodula & Lukas Pfeifer, 2018. "The Impact of Credit Booms and Economic Policy on Labour Productivity: A Sectoral Analysis," ACTA VSFS, University of Finance and Administration, vol. 12(1), pages 10-42.
- Chiu, Ching-Wai (Jeremy) & Hacioglu Hoke, Sinem, 2016.
"Macroeconomic tail events with non-linear Bayesian VARs,"
Bank of England working papers
611, Bank of England.
Cited by:
- Salzmann, Leonard, 2020. "The Impact of Uncertainty and Financial Shocks in Recessions and Booms," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224588, Verein für Socialpolitik / German Economic Association.
- Knotek, Edward S. & Zaman, Saeed, 2021.
"Asymmetric responses of consumer spending to energy prices: A threshold VAR approach,"
Energy Economics, Elsevier, vol. 95(C).
- Edward S. Knotek & Saeed Zaman, 2020. "Asymmetric Responses of Consumer Spending to Energy Prices: A Threshold VAR Approach," Working Papers 20-17, Federal Reserve Bank of Cleveland.
- Harun, Cicilia A. & Taruna, Aditya Anta & Ramdani,, 2021. "Capturing the nonlinear impact in distress state: Enhancing scenario design of stress test," Economic Analysis and Policy, Elsevier, vol. 69(C), pages 265-288.
- Zulquar Nain & Bandi Kamaiah, 2020. "Uncertainty and Effectiveness of Monetary Policy: A Bayesian Markov Switching-VAR Analysis," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 9(special i), pages 237-265.
- Salzmann, Leonard, 2019. "The Impact of Uncertainty and Financial Shocks in Recessions and Booms," EconStor Preprints 206691, ZBW - Leibniz Information Centre for Economics.
Articles
- 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.
Cited by:
- Tuzcuoglu, Kerem, 2024. "Nonlinear transmission of international financial stress," Economic Modelling, Elsevier, vol. 139(C).
- Katalin Varga & Tibor Szendrei, 2024. "Non-stationary Financial Risk Factors and Macroeconomic Vulnerability for the UK," Papers 2404.01451, arXiv.org.
- Hacıoğlu-Hoke, Sinem & Känzig, Diego R. & Surico, Paolo, 2021.
"The distributional impact of the pandemic,"
European Economic Review, Elsevier, vol. 134(C).
See citations under working paper version above.
- Hacioglu Sinem & Diego R Känzig & Paolo Surico, 2020. "The Distributional Impact of the Pandemic," Working Papers halshs-03028702, HAL.
- Surico, Paolo & Hacıoğlu Hoke, Sinem & Känzig, Diego, 2020. "The Distributional Impact of the Pandemic," CEPR Discussion Papers 15101, C.E.P.R. Discussion Papers.
- Hacioglu Sinem & Diego R Känzig & Paolo Surico, 2020. "The Distributional Impact of the Pandemic," World Inequality Lab Working Papers halshs-03028702, HAL.
- Sinem Hacıoğlu Hoke & George Kapetanios, 2021.
"Common correlated effect cross‐sectional dependence corrections for nonlinear conditional mean panel models,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(1), pages 125-150, January.
Cited by:
- Mariam Camarero & Alejandro Muñoz & Cecilio Tamarit, 2022. "The rise and fall of global financial flows in EU 15: new evidence using dynamic panels with common correlated effects," Working Papers 2212, Department of Applied Economics II, Universidad de Valencia.
- Dent, Kieran & Hacıoğlu Hoke, Sinem & Panagiotopoulos, Apostolos, 2021.
"Solvency and wholesale funding cost interactions at UK banks,"
Journal of Financial Stability, Elsevier, vol. 52(C).
See citations under working paper version above.
- Dent, Kieran & Hacioglu Hoke, Sinem & Panagiotopoulos, Apostolos, 2017. "Solvency and wholesale funding cost interactions at UK banks," Bank of England working papers 681, Bank of England.
- Demetrescu, Matei & Hacıoğlu Hoke, Sinem, 2019.
"Predictive regressions under asymmetric loss: Factor augmentation and model selection,"
International Journal of Forecasting, Elsevier, vol. 35(1), pages 80-99.
See citations under working paper version above.
- Demetrescu, Matei & Hacioglu Hoke, Sinem, 2018. "Predictive regressions under asymmetric loss: factor augmentation and model selection," Bank of England working papers 723, Bank of England.
More information
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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 5 papers 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-BAN: Banking (3) 2017-10-29 2019-11-18 2021-05-10. Author is listed
- NEP-CBA: Central Banking (2) 2019-11-18 2021-05-10. Author is listed
- NEP-ECM: Econometrics (2) 2016-10-16 2017-10-29. Author is listed
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