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Characterising the financial cycle: don't lose sight of the medium term!

Citations

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Cited by:

  1. Miroslav Plašil & Jakub Seidler & Petr Hlaváč, 2016. "A New Measure of the Financial Cycle: Application to the Czech Republic," Eastern European Economics, Taylor & Francis Journals, vol. 54(4), pages 296-318, July.
  2. Gerhard Rünstler & Marente Vlekke, 2018. "Business, housing, and credit cycles," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(2), pages 212-226, March.
  3. R. Barrell & D. Karim & C. Macchiarelli, 2020. "Towards an understanding of credit cycles: do all credit booms cause crises?," The European Journal of Finance, Taylor & Francis Journals, vol. 26(10), pages 978-993, July.
  4. Klein, Mathias & Polattimur, Hamza & Winkler, Roland, 2022. "Fiscal spending multipliers over the household leverage cycle," European Economic Review, Elsevier, vol. 141(C).
  5. Giacomo Rodano & Nicolas Serrano-Velarde & Emanuele Tarantino, 2018. "Lending Standards over the Credit Cycle," The Review of Financial Studies, Society for Financial Studies, vol. 31(8), pages 2943-2982.
  6. Leroy, Aurélien & Lucotte, Yannick, 2019. "Competition and credit procyclicality in European banking," Journal of Banking & Finance, Elsevier, vol. 99(C), pages 237-251.
  7. Krug, Sebastian, 2015. "The interaction between monetary and macroprudential policy: Should central banks "lean against the wind" to foster macrofinancial stability?," Economics Working Papers 2015-08, Christian-Albrechts-University of Kiel, Department of Economics.
  8. Aikman, David & Kiley, Michael & Lee, Seung Jung & Palumbo, Michael G. & Warusawitharana, Missaka, 2017. "Mapping heat in the U.S. financial system," Journal of Banking & Finance, Elsevier, vol. 81(C), pages 36-64.
  9. Lucia Alessi & Mark Kerssenfischer, 2019. "The response of asset prices to monetary policy shocks: Stronger than thought," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(5), pages 661-672, August.
  10. Tobias Adrian & Daniel Stackman & Erik Vogt, 2019. "Global Price of Risk and Stabilization Policies," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 67(1), pages 215-260, March.
  11. repec:spo:wpecon:info:hdl:2441/f6h8764enu2lskk9p5296ie95 is not listed on IDEAS
  12. Fernández-Amador, Octavio, 2016. "Finance-augmented business cycles: A robustness check," Papers 1038, World Trade Institute.
  13. Han-Liang Cheng & Nan-Kuang Chen, 2021. "A study of financial cycles and the macroeconomy in Taiwan," Empirical Economics, Springer, vol. 61(4), pages 1749-1778, October.
  14. Solomon Y. Deku & Alper Kara & Artur Semeyutin, 2021. "The predictive strength of MBS yield spreads during asset bubbles," Review of Quantitative Finance and Accounting, Springer, vol. 56(1), pages 111-142, January.
  15. Pancrazi, Roberto & Pietrunti, Mario, 2019. "Natural expectations and home equity extraction," Journal of Housing Economics, Elsevier, vol. 46(C).
  16. Jeroen Hessel, 2019. "Medium-term asymmetric fluctuations and EMU as an optimum currency area," DNB Working Papers 644, Netherlands Central Bank, Research Department.
  17. Nikolay Hristov & Markus Roth, 2019. "Uncertainty Shocks and Financial Crisis Indicators," CESifo Working Paper Series 7839, CESifo.
  18. Roberta Fiori & Claudia Pacella, 2019. "Should the CCYB be enhanced with a sectoral dimension? The case of Italy," Questioni di Economia e Finanza (Occasional Papers) 499, Bank of Italy, Economic Research and International Relations Area.
  19. Lang, Jan Hannes & Welz, Peter, 2018. "Semi-structural credit gap estimation," Working Paper Series 2194, European Central Bank.
  20. Pietrunti, Mario & Signoretti, Federico M., 2020. "Unconventional monetary policy and household debt: The role of cash-flow effects," Journal of Macroeconomics, Elsevier, vol. 64(C).
  21. Eugenio Caverzasi & Alberto Russo, 2018. "Toward a new microfounded macroeconomics in the wake of the crisis," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 27(6), pages 999-1014.
  22. Beutel, Johannes & List, Sophia & von Schweinitz, Gregor, 2018. "An evaluation of early warning models for systemic banking crises: Does machine learning improve predictions?," Discussion Papers 48/2018, Deutsche Bundesbank.
  23. Piti Disyatat, 2017. "Discussion of Exploring the Link between the Macroeconomic and Financial Cycles," RBA Annual Conference Volume (Discontinued), in: Jonathan Hambur & John Simon (ed.),Monetary Policy and Financial Stability in a World of Low Interest Rates, Reserve Bank of Australia.
  24. Malovaná Simona & Tesařová Žaneta, 2022. "Banks’ Credit Losses and Provisioning over the Business Cycle: Implications for IFRS," Review of Economic Perspectives, Sciendo, vol. 22(1), pages 53-74, March.
  25. Lu, Yao & Zhan, Shuwei & Zhan, Minghua, 2024. "Has FinTech changed the sensitivity of corporate investment to interest rates?—Evidence from China," Research in International Business and Finance, Elsevier, vol. 68(C).
  26. 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.
  27. Schüler, Yves Stephan & Hiebert, Paul P. & Peltonen, Tuomas A., 2015. "Characterising the financial cycle: A multivariate and time-varying approach," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112985, Verein für Socialpolitik / German Economic Association.
  28. Evgenia Passari & Hélène Rey, 2015. "Financial Flows and the International Monetary System," Economic Journal, Royal Economic Society, vol. 0(584), pages 675-698, May.
  29. Łukasz Kurowski & Paweł Smaga, 2018. "Monetary Policy and Cyclical Systemic Risk - Friends or Foes?," Prague Economic Papers, Prague University of Economics and Business, vol. 2018(5), pages 522-540.
  30. Basak, Deepal & Murray, Alexander & Zhao, Yunhui, 2017. "Does Financial Tranquility Call for More Stringent Regulation?," MPRA Paper 81373, University Library of Munich, Germany.
  31. Daniel O. Beltran & Mohammad R. Jahan-Parvar & Fiona A. Paine, 2021. "Optimizing Credit Gaps for Predicting Financial Crises: Modelling Choices and Tradeoffs," International Finance Discussion Papers 1307, Board of Governors of the Federal Reserve System (U.S.).
  32. Darne, O. & Levy-Rueff, O. & Pop, A., 2013. "Calibrating Initial Shocks in Bank Stress Test Scenarios: An Outlier Detection Based Approach," Working papers 426, Banque de France.
  33. Milan Christian de Wet, 2021. "Modelling the Australasian Financial Cycle: A Markov-Regime Switching Approach," International Journal of Business and Economic Sciences Applied Research (IJBESAR), International Hellenic University (IHU), Kavala Campus, Greece (formerly Eastern Macedonia and Thrace Institute of Technology - EMaTTech), vol. 14(1), pages 69-79, June.
  34. repec:spo:wpmain:info:hdl:2441/f6h8764enu2lskk9p4oqi4ibn is not listed on IDEAS
  35. Andrej Sokol & Michael Kumhof & Marco Pinchetti & Phurichai Rungcharoenkitkul, 2023. "CBDC policies in open economies," BIS Working Papers 1086, Bank for International Settlements.
  36. Dees, Stéphane, 2016. "Credit, asset prices and business cycles at the global level," Economic Modelling, Elsevier, vol. 54(C), pages 139-152.
  37. Eric M. Leeper & James M. Nason, 2014. "Bringing Financial Stability into Monetary Policy," CAMA Working Papers 2014-72, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  38. Verona, Fabio, 2016. "Time–frequency characterization of the U.S. financial cycle," Economics Letters, Elsevier, vol. 144(C), pages 75-79.
  39. Andrew Filardo & Marco Jacopo Lombardi & Marek Raczko, 2018. "Measuring financial cycle time," BIS Working Papers 755, Bank for International Settlements.
  40. Stijn Claessens & M Ayhan Kose, 2018. "Frontiers of macrofinancial linkages," BIS Papers, Bank for International Settlements, number 95.
  41. William Miles, 2023. "Regional house price co-movement in the USA: the medium cycle is not the business cycle," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 71(2), pages 437-462, October.
  42. Belke, Ansgar & Klose, Jens, 2018. "Equilibrium real interest rates, secular stagnation, and the financial cycle: Empirical evidence for euro-area member countries," Ruhr Economic Papers 743, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
  43. Matthieu Darracq Paries, 2018. "Financial frictions and monetary policy conduct," Erudite Ph.D Dissertations, Erudite, number ph18-01 edited by Ferhat Mihoubi.
  44. Claudio Borio, 2013. "On Time, Stocks and Flows: Understanding the Global Macroeconomic Challenges," National Institute Economic Review, National Institute of Economic and Social Research, vol. 225(1), pages 3-13, August.
  45. Terhi Jokipii & Reto Nyffeler & Stéphane Riederer, 2021. "Exploring BIS credit-to-GDP gap critiques: the Swiss case," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 157(1), pages 1-19, December.
  46. Claudio Borio & Piti Disyatat & Mikael Juselius & Phurichai Rungcharoenkitkul, 2019. "Monetary Policy in the Grip of a Pincer Movement," Central Banking, Analysis, and Economic Policies Book Series, in: Álvaro Aguirre & Markus Brunnermeier & Diego Saravia (ed.),Monetary Policy and Financial Stability: Transmission Mechanisms and Policy Implications, edition 1, volume 26, chapter 10, pages 311-356, Central Bank of Chile.
  47. Ádám Balog & Orsolya Csortos & Ágnes Torös & Márton Zsigó, 2015. "Interaction between monetary and macroprudential policies in practice - a Hungarian example," BIS Papers chapters, in: Bank for International Settlements (ed.), What do new forms of finance mean for EM central banks?, volume 83, pages 159-180, Bank for International Settlements.
  48. Herwartz, Helmut & Ochsner, Christian & Rohloff, Hannes, 2020. "The credit composition of global liquidity," University of Göttingen Working Papers in Economics 409, University of Goettingen, Department of Economics.
  49. Stefan Behrendt, 2016. "Taking Stock - Credit Measures in Monetary Transmission," Jena Economics Research Papers 2016-002, Friedrich-Schiller-University Jena.
  50. Claudio BorioBy & Piti Disyatat & Mikael Juselius, 2017. "Rethinking potential output: embedding information about the financial cycle," Oxford Economic Papers, Oxford University Press, vol. 69(3), pages 655-677.
  51. Borsi, Mihály Tamás, 2018. "Credit contractions and unemployment," International Review of Economics & Finance, Elsevier, vol. 58(C), pages 573-593.
  52. Klein, Mathias & Winkler, Roland, 2019. "Austerity, inequality, and private debt overhang," European Journal of Political Economy, Elsevier, vol. 57(C), pages 89-106.
  53. Amat Adarov, 2022. "Financial cycles around the world," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(3), pages 3163-3201, July.
  54. Paolo Gelain & Kevin J Lansing & Gisle James Natvik, 2018. "Leaning Against the Credit Cycle," Journal of the European Economic Association, European Economic Association, vol. 16(5), pages 1350-1393.
  55. Mundra, Sruti & Bicchal, Motilal, 2024. "Financial cycle comovement with monetary and macroprudential policy and global factors: Evidence from India," The North American Journal of Economics and Finance, Elsevier, vol. 71(C).
  56. Adina Criste, 2019. "The Financial Sight of the Post-crisis Economic Growth," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(2), pages 99-105, December.
  57. Guglielmo Maria Caporale & Luis A. Gil-Alana & Carlos Poza, 2021. "Cycles and Long-Range Behaviour in the European Stock Markets," Dynamic Modeling and Econometrics in Economics and Finance, in: Gilles Dufrénot & Takashi Matsuki (ed.), Recent Econometric Techniques for Macroeconomic and Financial Data, pages 293-302, Springer.
  58. Eyno Rots, 2018. "Business, Housing, and Credit Cycles – The Case of Hungary," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 17(4), pages 5-22.
  59. Lang, Jan Hannes & Forletta, Marco, 2020. "Cyclical systemic risk and downside risks to bank profitability," Working Paper Series 2405, European Central Bank.
  60. Òscar Jordà & Moritz Schularick & Alan M. Taylor & Felix Ward, 2019. "Global Financial Cycles and Risk Premiums," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 67(1), pages 109-150, March.
  61. Malovaná, Simona & Kolcunová, Dominika & Brož, Václav, 2019. "Does monetary policy influence banks’ risk weights under the internal ratings-based approach?," Economic Systems, Elsevier, vol. 43(2), pages 1-1.
  62. Mikhail Mamonov & Vera Pankova & Renat Akhmetov & Anna Pestova, 2020. "Financial Shocks and Credit Cycles," Russian Journal of Money and Finance, Bank of Russia, vol. 79(4), pages 45-74, December.
  63. Zivile Zekaite & Gabe de Bondt & Elke Hahn, 2017. "Alice: A New Inflation Monitoring Tool," EcoMod2017 10414, EcoMod.
  64. Thomas Grjebine & Fabien Tripier, 2015. "Excess Finance and Growth: Don't Lose Sight of Expansions !," Working Papers 2015-31, CEPII research center.
  65. Claudio Borio & Mathias Drehmann & Dora Xia, 2018. "The financial cycle and recession risk," BIS Quarterly Review, Bank for International Settlements, December.
  66. 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).
  67. Monica Billio & Roberto Casarin & Enrica De Cian & Malcolm Mistry & Anthony Osuntuyi, 2020. "The impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach," Papers 2012.14693, arXiv.org.
  68. Rob Luginbuhl, 2020. "Estimation of the Financial Cycle with a Rank-Reduced Multivariate State-Space Model," CPB Discussion Paper 409, CPB Netherlands Bureau for Economic Policy Analysis.
  69. Alexander Herman & Ms. Deniz O Igan & Mr. Juan Sole, 2015. "The Macroeconomic Relevance of Credit Flows: An Exploration of U.S. Data," IMF Working Papers 2015/143, International Monetary Fund.
  70. Galati, Gabriele & Hindrayanto, Irma & Koopman, Siem Jan & Vlekke, Marente, 2016. "Measuring financial cycles in a model-based analysis: Empirical evidence for the United States and the euro area," Economics Letters, Elsevier, vol. 145(C), pages 83-87.
  71. Mariarosaria Comunale & Jeroen Hessel, 2014. "Current account imbalances in the Euro area: Competitiveness or financial cycle?," DNB Working Papers 443, Netherlands Central Bank, Research Department.
  72. Leroy, Aurélien & Lucotte, Yannick, 2019. "Competition and credit procyclicality in European banking," Journal of Banking & Finance, Elsevier, vol. 99(C), pages 237-251.
  73. repec:dgr:rugsom:14025-gem is not listed on IDEAS
  74. José Eduardo Gómez G. & Jair Ojeda Joya & Fernando Tenjo Galarza & Héctor Manuel Zárate Solano, 2013. "The Interdependence between Credit and Real Business Cycles in Latin American Economies," Borradores de Economia 768, Banco de la Republica de Colombia.
  75. Deng, Chuang & Zhao, Xiuyi & Xu, Man, 2022. "Financial cycle and the effect of monetary policy," Finance Research Letters, Elsevier, vol. 47(PA).
  76. Creel, Jérôme & Hubert, Paul & Labondance, Fabien, 2015. "Financial stability and economic performance," Economic Modelling, Elsevier, vol. 48(C), pages 25-40.
  77. Thomas Grjebine & Fabien Tripier, 2016. "Finance and Growth: From the Business Cycle to the Long Run," Working Papers 2016-28, CEPII research center.
  78. Mérő, Bence & Borsos, András & Hosszú, Zsuzsanna & Oláh, Zsolt & Vágó, Nikolett, 2023. "A high-resolution, data-driven agent-based model of the housing market," Journal of Economic Dynamics and Control, Elsevier, vol. 155(C).
  79. Nina Boyarchenko & Giovanni Favara & Moritz Schularick, 2022. "Financial Stability Considerations for Monetary Policy: Empirical Evidence and Challenges," Staff Reports 1003, Federal Reserve Bank of New York.
  80. repec:hal:spmain:info:hdl:2441/3eg9t5b1sb8phpnt79jr73qjr7 is not listed on IDEAS
  81. Floro, Danvee, 2019. "Testing the predictive ability of house price bubbles for macroeconomic performance: A meta-analytic approach," International Review of Financial Analysis, Elsevier, vol. 62(C), pages 164-181.
  82. Marius Clemens & Konstantin A. Kholodilin & Claus Michelsen, 2020. "Fortschreibung der Kapazitätsauslastung in der TFP-Berechnung: Endbericht; Kurzexpertise im Auftrag des Bundesfinanzministeriums (fe 3/19)," DIW Berlin: Politikberatung kompakt, DIW Berlin, German Institute for Economic Research, volume 127, number pbk160.
  83. Michela Scatigna & Robert Szemere & Kostas Tsatsaronis, 2014. "Residential property price statistics across the globe," BIS Quarterly Review, Bank for International Settlements, September.
  84. Ignacio Lozano-Espitia & Alexander Guarín-López, 2015. "Fragilidad bancaria en Colombia: un análisis basado en las hojas de balance," Chapters, in: Jose E. Gomez-Gonzalez & Jair N. Ojeda-Joya (ed.), Política monetaria y estabilidad financiera en economías pequeñas y abiertas, chapter 10, pages 301-338, Banco de la Republica de Colombia.
  85. Martin Mandler & Michael Scharnagl, 2022. "Financial Cycles in Euro Area Economies: A Cross‐Country Perspective Using Wavelet Analysis," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(3), pages 569-593, June.
  86. Claudio Borio, 2014. "The financial cycle and macroeconomics: what have we learned and what are the policy implications?," Chapters, in: Ewald Nowotny & Doris Ritzberger-Grünwald & Peter Backé (ed.), Financial Cycles and the Real Economy, chapter 2, pages 10-35, Edward Elgar Publishing.
  87. Amador-Torres, Juan S. & Gomez-Gonzalez, Jose Eduardo & Ojeda-Joya, Jair N. & Jaulin-Mendez, Oscar F. & Tenjo-Galarza, Fernando, 2016. "Mind the gap: Computing finance-neutral output gaps in Latin-American economies," Economic Systems, Elsevier, vol. 40(3), pages 444-452.
  88. Jaimes Caruana, 2013. "Measuring Systemic Risk," Chapters, in: Andreas Dombret & Otto Lucius (ed.), Stability of the Financial System, chapter 9, Edward Elgar Publishing.
  89. Krug, Sebastian & Wohltmann, Hans-Werner, 2016. "Shadow banking, financial regulation and animal spirits: An ACE approach," Economics Working Papers 2016-08, Christian-Albrechts-University of Kiel, Department of Economics.
  90. David Martinez-Miera & Rafael Repullo, 2019. "Monetary Policy, Macroprudential Policy, and Financial Stability," Annual Review of Economics, Annual Reviews, vol. 11(1), pages 809-832, August.
  91. repec:hal:wpspec:info:hdl:2441/f6h8764enu2lskk9p5296ie95 is not listed on IDEAS
  92. Paolo Gelain & Kevin J. Lansing & Caterina Mendicino, 2013. "House Prices, Credit Growth, and Excess Volatility: Implications for Monetary and Macroprudential Policy," International Journal of Central Banking, International Journal of Central Banking, vol. 9(2), pages 219-276, June.
  93. Berger, Tino & Richter, Julia & Wong, Benjamin, 2022. "A unified approach for jointly estimating the business and financial cycle, and the role of financial factors," Journal of Economic Dynamics and Control, Elsevier, vol. 136(C).
  94. Esti Kemp & Rene van Stralen & Alexandros Vardoulakis & Peter J. Wierts, 2018. "The Non-Bank Credit Cycle," Finance and Economics Discussion Series 2018-076, Board of Governors of the Federal Reserve System (U.S.).
  95. Schüler, Yves S., 2018. "On the cyclical properties of Hamilton's regression filter," Discussion Papers 03/2018, Deutsche Bundesbank.
  96. Jose Eduardo Gomez-Gonzalez & Mauricio Villamizar-Villegas & Hector Manuel Zarate & Juan Sebastian Amador & Celina Gaitan-Maldonado, 2015. "Credit and business cycles: Causal effects in the frequency domain," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 33(78), pages 176-189, December.
  97. Christian Friedrich & Pierre Guérin & Danilo Leiva-Leon, 2020. "Monetary Policy Independence and the Strength of the Global Financial Cycle," Staff Working Papers 20-25, Bank of Canada.
  98. Narayan, Paresh Kumar & Thuraisamy, Kannan S. & Wagner, Niklas F., 2017. "How do bond, equity and commodity cycles interact?," Finance Research Letters, Elsevier, vol. 21(C), pages 151-156.
  99. Gregory Sutton & Dubravko Mihaljek & Agnė Subelytė, 2017. "Interest rates and house prices in the United States and around the world," BIS Working Papers 665, Bank for International Settlements.
  100. repec:zbw:bofrdp:2013_035 is not listed on IDEAS
  101. Svensson, Lars E.O., 2017. "Cost-benefit analysis of leaning against the wind," Journal of Monetary Economics, Elsevier, vol. 90(C), pages 193-213.
  102. Harendra Behera & Saurabh Sharma, 2022. "Characterizing India’s Financial Cycle," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 21(2), pages 152-183, June.
  103. policy, Work stream on macroprudential & Policy, Monetary & Stability, Financial & Albertazzi, Ugo & Martin, Alberto & Assouan, Emmanuelle & Tristani, Oreste & Galati, Gabriele & Vlassopoulos, Thomas , 2023. "The role of financial stability considerations in monetary policy and the interaction with macroprudential policy in the euro area," Occasional Paper Series 272, European Central Bank.
  104. Max Breitenlechner & Johann Scharler, 2020. "Private Sector Debt, Financial Constraints, and the Effects of Monetary Policy: Evidence from the US," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 82(4), pages 889-915, August.
  105. Agur, Itai & Chan, Melissa & Goswami, Mangal & Sharma, Sunil, 2019. "On international integration of emerging sovereign bond markets," Emerging Markets Review, Elsevier, vol. 38(C), pages 347-363.
  106. James Wood & Engelbert Stockhammer, 2020. "House prices, private debt and the macroeconomics of comparative political economy," Working Papers PKWP2005, Post Keynesian Economics Society (PKES).
  107. De Schryder, Selien & Opitz, Frederic, 2021. "Macroprudential policy and its impact on the credit cycle," Journal of Financial Stability, Elsevier, vol. 53(C).
  108. Stijn Claessens & M Ayhan Kose, 2017. "Asset prices and macroeconomic outcomes: a survey," BIS Working Papers 676, Bank for International Settlements.
  109. Borio, Claudio, 2014. "The financial cycle and macroeconomics: What have we learnt?," Journal of Banking & Finance, Elsevier, vol. 45(C), pages 182-198.
  110. Velauthapillai, Jeyakrishna, 2015. "Makroprudenzielle Regulierung – eine kurze Einführung und ein Überblick," EconStor Preprints 116781, ZBW - Leibniz Information Centre for Economics.
  111. Ko Munakata & Koji Nakamura & Yuki Teranishi, 2013. "Optimal Macroprudential Policy," CAMA Working Papers 2013-51, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  112. Christophe Blot & Paul Hubert & Fabien Labondance, 2018. "Monetray policy and asset price bubbles," Working Papers hal-03471562, HAL.
  113. Piergiorgio Alessandri & Pierluigi Bologna & Roberta Fiori & Enrico Sette, 2015. "A note on the implementation of the countercyclical capital buffer in Italy," Questioni di Economia e Finanza (Occasional Papers) 278, Bank of Italy, Economic Research and International Relations Area.
  114. Claudio BorioBy & Piti Disyatat & Mikael Juselius, 2017. "Rethinking potential output: embedding information about the financial cycle," Oxford Economic Papers, Oxford University Press, vol. 69(3), pages 655-677.
  115. Karsten Kohler & Benjamin Tippet & Engelbert Stockhammer, 2023. "House price cycles, housing systems, and growth models," European Journal of Economics and Economic Policies: Intervention, Edward Elgar Publishing, vol. 20(3), pages 461-490, December.
  116. Hiroshi Kawata & Yoshiyuki Kurachi & Koji Nakamura & Yuki Teranishi, 2013. "Impact of Macroprudential Policy Measures on Economic Dynamics: Simulation Using a Financial Macro-econometric Model," Bank of Japan Working Paper Series 13-E-3, Bank of Japan.
  117. Duo Qin & Sophie van Huellen & Qing Chao Wang & Thanos Moraitis, 2022. "Algorithmic Modelling of Financial Conditions for Macro Predictive Purposes: Pilot Application to USA Data," Econometrics, MDPI, vol. 10(2), pages 1-22, April.
  118. Silvana Bartoletto & Bruno Chiarini & Elisabetta Marzano & Paolo Piselli, 2015. "Business Cycles, Credit Cycles and Bank Holdings of Sovereign Bonds: Historical Evidence for Italy 1861-2013," CESifo Working Paper Series 5318, CESifo.
  119. Lukasz Lenart & Blazej Mazur & Mateusz Pipien, 2016. "Statistical Analysis Of Business Cycle Fluctuations In Poland Before And After The Crisis," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 11(4), pages 769-783, December.
  120. Mikhail Stolbov, 2014. "International Credit Cycles: A Regional Perspective," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 21-47.
  121. Ademmer, Martin & Boysen-Hogrefe, Jens & Carstensen, Kai & Hauber, Philipp & Jannsen, Nils & Kooths, Stefan & Rossian, Thies & Stolzenburg, Ulrich, 2019. "Schätzung von Produktionspotenzial und -lücke: Eine Analyse des EU-Verfahrens und mögliche Verbesserungen," Open Access Publications from Kiel Institute for the World Economy 193965, Kiel Institute for the World Economy (IfW).
  122. Dieckelmann, Daniel, 2020. "Cross-border lending and the international transmission of banking crises," Discussion Papers 2020/13, Free University Berlin, School of Business & Economics.
  123. Spinola, Danilo, 2023. "Instability constraints and development traps: an empirical analysis of growth cycles and economic volatility in Latin America," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), April.
  124. Natasha Kang, Da & Marmer, Vadim, 2024. "Modeling long cycles," Journal of Econometrics, Elsevier, vol. 242(1).
  125. Pontines, Victor, 2017. "The financial cycles in four East Asian economies," Economic Modelling, Elsevier, vol. 65(C), pages 51-66.
  126. Kollar, Miroslav & Schmieder, Christian, 2019. "Macro-based asset allocation: An empirical analysis," EIB Working Papers 2019/11, European Investment Bank (EIB).
  127. Beirne, John, 2020. "Financial cycles in asset markets and regions," Economic Modelling, Elsevier, vol. 92(C), pages 358-374.
  128. Ahmed, Rashad & Borio, Claudio & Disyatat, Piti & Hofmann, Boris, 2024. "Losing traction? The real effects of monetary policy when interest rates are low," Journal of International Money and Finance, Elsevier, vol. 141(C).
  129. Ademmer, Martin & Boysen-Hogrefe, Jens & Carstensen, Kai & Hauber, Philipp & Jannsen, Nils & Kooths, Stefan & Rossian, Thies & Stolzenburg, Ulrich, 2019. "Schätzung von Produktionspotenzial und -lücke: Eine Analyse des EU-Verfahrens und mögliche Verbesserungen," Kieler Beiträge zur Wirtschaftspolitik 19, Kiel Institute for the World Economy (IfW Kiel).
  130. Schüler, Yves S. & Peltonen, Tuomas A. & Hiebert, Paul, 2017. "Coherent financial cycles for G-7 countries: Why extending credit can be an asset," ESRB Working Paper Series 43, European Systemic Risk Board.
  131. Andrew Lee-Poy, 2018. "Characterizing the Canadian Financial Cycle with Frequency Filtering Approaches," Staff Analytical Notes 2018-34, Bank of Canada.
  132. Junichi Fujimoto & Ko Munakata & Koji Nakamura & Yuki Teranishi, 2017. "Optimal Policy Analysis in a New Keynesian Economy with Credit Market Search," GRIPS Discussion Papers 16-30, National Graduate Institute for Policy Studies.
  133. Andreea Maria Muraru, 2020. "The Impact of Global Tensions on the Economic and Financial Cycle in Romania," Postmodern Openings, Editura Lumen, Department of Economics, vol. 11(3), pages 115-128, October.
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