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Global liquidity as an early warning indicator for asset price boom/bust cycles
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Cited by:
- Svatopluk Kapounek & Jana Kralova, 2014. "Financial Instability and Money Velocity - Evidence from the Financial Crisis," MENDELU Working Papers in Business and Economics 2014-44, Mendel University in Brno, Faculty of Business and Economics.
- Hans-Eggert Reimers, 2012.
"Early Warning Indicator Model of Financial Developments Using an Ordered Logit,"
Business and Economic Research, Macrothink Institute, vol. 2(2), pages 171-191, December.
- Reimers, Hans-Eggert, 2012. "Early warning indicator model of financial developments using an ordered logit," Wismar Discussion Papers 06/2012, Hochschule Wismar, Wismar Business School.
- Jeroen Hessel, 2019. "Medium-term asymmetric fluctuations and EMU as an optimum currency area," DNB Working Papers 644, Netherlands Central Bank, Research Department.
- Daniela Marchettini & Mr. Rodolfo Maino, 2015. "Systemic Risk Assessment in Low Income Countries: Balancing Financial Stability and Development," IMF Working Papers 2015/190, International Monetary Fund.
- Dieter Gerdesmeier & Andreja Lenarčič & Barbara Roffia, 2015.
"An alternative method for identifying booms and busts in the Euro area housing market,"
Applied Economics, Taylor & Francis Journals, vol. 47(5), pages 499-518, January.
- Gerdesmeier, Dieter & Roffia, Barbara & Lenarčič, Andreja, 2012. "An alternative method for identifying booms and busts in the euro area housing market," Working Paper Series 1493, European Central Bank.
- Bekaert, Geert & Hoerova, Marie & Lo Duca, Marco, 2013.
"Risk, uncertainty and monetary policy,"
Journal of Monetary Economics, Elsevier, vol. 60(7), pages 771-788.
- Geert Bekaert & Marie Hoerova, 2010. "Risk, uncertainty and monetary policy," Research Bulletin, European Central Bank, vol. 10, pages 11-13.
- Bekaert, Geert & Lo Duca, Marco & Hoerova, Marie, 2010. "Risk, Uncertainty and Monetary Policy," CEPR Discussion Papers 8154, C.E.P.R. Discussion Papers.
- Lo Duca, Marco & Hoerova, Marie & Bekaert, Geert, 2013. "Risk, uncertainty and monetary policy," Working Paper Series 1565, European Central Bank.
- Geert Bekaert & Marie Hoerova & Marco Lo Duca, 2012. "Risk, uncertainty and monetary policy," Working Paper Research 229, National Bank of Belgium.
- Geert Bekaert & Marie Hoerova & Marco Lo Duca, 2010. "Risk, Uncertainty and Monetary Policy," NBER Working Papers 16397, National Bureau of Economic Research, Inc.
- Judith Eidenberger & Benjamin Neudorfer & Michael Sigmund & Ingrid Stein, 2013. "Quantifying Financial Stability in Austria, New Tools for Macroprudential Supervision," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 26, pages 62-81.
- Dieter Gerdesmeier & Hans‐Eggert Reimers & Barbara Roffia, 2010.
"Asset Price Misalignments and the Role of Money and Credit,"
International Finance, Wiley Blackwell, vol. 13(3), pages 377-407, December.
- Gerdesmeier, Dieter & Roffia, Barbara & Reimers, Hans-Eggert, 2009. "Asset price misalignments and the role of money and credit," Working Paper Series 1068, European Central Bank.
- Aoki, Kosuke & Nikolov, Kalin, 2015.
"Bubbles, banks and financial stability,"
Journal of Monetary Economics, Elsevier, vol. 74(C), pages 33-51.
- Kalin Nikolov, 2012. "Bubbles, banks and financial stability," Research Bulletin, European Central Bank, vol. 15, pages 2-6.
- Kosuke Aoki & Kalin Nikolov, 2011. "Bubbles, Banks, and Financial Stability," CARF F-Series CARF-F-253, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Nikolov, Kalin & Aoki, Kosuke, 2012. "Bubbles, banks and financial stability," Working Paper Series 1495, European Central Bank.
- Nikolov, Kalin & Aoki, Kosuke, 2012. "Bubbles, banks and financial stability," Working Paper Series 232, European Central Bank.
- Kosuke Aoki & Kalin Nikolov, 2011. "Bubbles, Banks, and Financial Stability," IMES Discussion Paper Series 11-E-24, Institute for Monetary and Economic Studies, Bank of Japan.
- Helmut Herwartz & Konstantin A. Kholodilin, 2014.
"In‐Sample and Out‐of‐Sample Prediction of stock Market Bubbles: Cross‐Sectional Evidence,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 33(1), pages 15-31, January.
- Helmut Herwartz & Konstantin A. Kholodilin, 2011. "In-Sample and Out-of-Sample Prediction of Stock Market Bubbles: Cross-Sectional Evidence," Discussion Papers of DIW Berlin 1173, DIW Berlin, German Institute for Economic Research.
- Bunda, Irina & Ca' Zorzi, Michele, 2010.
"Signals from housing and lending booms,"
Emerging Markets Review, Elsevier, vol. 11(1), pages 1-20, March.
- Bunda, Irina & Ca' Zorzi, Michele, 2009. "Signals from housing and lending booms," Working Paper Series 1094, European Central Bank.
- Jean‐Claude Trichet, 2010. "State of the Union: The Financial Crisis and the ECB's Response between 2007 and 2009," Journal of Common Market Studies, Wiley Blackwell, vol. 48(s1), pages 7-19, September.
- Yong Ma & Yulu Chen, 2014. "Financial Imbalance Index as a New Early Warning Indicator: Methods and Applications in the Chinese Economy," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 22(6), pages 64-86, November.
- Olszak, Małgorzata & Pipień, Mateusz, 2013.
"Cross Country Linkages as Determinants of Procyclicality of Loan Loss Provisions – Empirical Importance of SURE Specification,"
MPRA Paper
53784, University Library of Munich, Germany.
- Malgorzata A. Olszak & Mateusz Pipien, 2013. "Cross country linkages as determinants of procyclicality of loan loss provisions – empirical importance of SURE specification," Faculty of Management Working Paper Series 22013, University of Warsaw, Faculty of Management.
- Mathias Drehmann & Claudio Borio & Kostas Tsatsaronis, 2012. "Characterising the financial cycle: don't lose sight of the medium term!," BIS Working Papers 380, Bank for International Settlements.
- Claudio Borio, 2011.
"Rediscovering the Macroeconomic Roots of Financial Stability Policy: Journey, Challenges, and a Way Forward,"
Annual Review of Financial Economics, Annual Reviews, vol. 3(1), pages 87-117, December.
- Claudio Borio, 2011. "Rediscovering the macroeconomic roots of financial stability policy: journey, challenges and a way forward," BIS Working Papers 354, Bank for International Settlements.
- Amisano, Gianni & Fagan, Gabriel, 2013.
"Money growth and inflation: A regime switching approach,"
Journal of International Money and Finance, Elsevier, vol. 33(C), pages 118-145.
- Amisano, Gianni & Fagan, Gabriel, 2010. "Money growth and inflation: a regime switching approach," Working Paper Series 1207, European Central Bank.
- Dieter Gramlich & Mikhail V. Oet & Stephen J. Ong, 2013. "Policy in adaptive financial markets—the use of systemic risk early warning tools," Working Papers (Old Series) 1309, Federal Reserve Bank of Cleveland.
- Francesco Simone Lucidi, 2019. "Real-time signals anticipating credit booms in Euro Area countries," Working Papers in Public Economics 189, Department of Economics and Law, Sapienza University of Roma.
- Marcin Łupiński, 2013. "Statistical Data and Models Used for Analysis and Management of Financial Stability at the Macro Level," Ekonomia journal, Faculty of Economic Sciences, University of Warsaw, vol. 32.
- André K. Anundsen & Karsten Gerdrup & Frank Hansen & Kasper Kragh‐Sørensen, 2016.
"Bubbles and Crises: The Role of House Prices and Credit,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(7), pages 1291-1311, November.
- André K. Anundsen & Frank Hansen & Karsten Gerdrup & Kasper Kragh-Sørensen, 2014. "Bubbles and crises: The role of house prices and credit," Working Paper 2014/14, Norges Bank.
- Dimitrios Bisias & Mark Flood & Andrew W. Lo & Stavros Valavanis, 2012.
"A Survey of Systemic Risk Analytics,"
Annual Review of Financial Economics, Annual Reviews, vol. 4(1), pages 255-296, October.
- Dimitrios Bisias & Mark Flood & Andrew W. Lo & Stavros Valavanis, 2012. "A Survey of Systemic Risk Analytics," Working Papers 12-01, Office of Financial Research, US Department of the Treasury.
- Catullo, Ermanno & Gallegati, Mauro & Palestrini, Antonio, 2015. "Towards a credit network based early warning indicator for crises," Journal of Economic Dynamics and Control, Elsevier, vol. 50(C), pages 78-97.
- Malgorzata Olszak, 2012. "Macroprudential policy - aim, instruments and institutional architecture (Polityka ostroznosciowa w ujêciu makro - cel, instrumenty i architektura instytucjonalna)," Problemy Zarzadzania, University of Warsaw, Faculty of Management, vol. 10(39), pages 7-32.
- Taipalus, Katja, 2012. "Detecting asset price bubbles with time-series methods," Scientific Monographs, Bank of Finland, number 2012_047.
- Enrique Alberola & Carlos Trucharte & Juan Luis Vega, 2011. "Central banks and macroprudential policy. Some reflections from the Spanish experience," Occasional Papers 1105, Banco de España.
- Belke, Ansgar & Rees, Andreas, 2014. "Globalisation and monetary policy—A FAVAR analysis for the G7 and the eurozone," The North American Journal of Economics and Finance, Elsevier, vol. 29(C), pages 306-321.
- repec:cnb:ocpubc:fsr1011/1 is not listed on IDEAS
- Comunale, Mariarosaria & Simola, Heli, 2018.
"The pass-through to consumer prices in CIS economies: The role of exchange rates, commodities and other common factors,"
Research in International Business and Finance, Elsevier, vol. 44(C), pages 186-217.
- Mariarosaria Comunale & Heli Simola, 2016. "The Pass-Through to Consumer Prices in CIS Economies: the Role of Exchange Rates, Commodities and Other Common Factors," Bank of Lithuania Working Paper Series 35, Bank of Lithuania.
- Comunale, Mariarosaria & Simola, Heli, 2016. "The pass-through to consumer prices in CIS economies: The role of exchange rates, commodities and other common factors," BOFIT Discussion Papers 16/2016, Bank of Finland Institute for Emerging Economies (BOFIT).
- Michael Berlemann & Julia Freese & Sven Knoth, 2012.
"Eyes Wide Shut? The U.S. House Market Bubble through the Lense of Statistical Process Control,"
CESifo Working Paper Series
3962, CESifo.
- Berlemann, Michael & Freese, Julia & Knoth, Sven, 2012. "Eyes Wide Shut? The U.S. House Market Bubble through the Lense of Statistical Process Control," Working Paper 124/2012, Helmut Schmidt University, Hamburg.
- Mr. Alasdair Scott & Mr. Pau Rabanal & Mr. Prakash Kannan, 2009. "Macroeconomic Patterns and Monetary Policy in the Run-up to Asset Price Busts," IMF Working Papers 2009/252, International Monetary Fund.
- Kunovac, Davor & Mandler, Martin & Scharnagl, Michael, 2018.
"Financial cycles in euro area economies: A cross-country perspective,"
Discussion Papers
04/2018, Deutsche Bundesbank.
- Davor Kunovac & Martin Mandler & Michael Scharnagl, 2018. "Financial cycles in euro area economies: a cross-country perspective," Working Papers 55, The Croatian National Bank, Croatia.
- Borio, Claudio & Drehmann, Mathias & Tsatsaronis, Kostas, 2014.
"Stress-testing macro stress testing: Does it live up to expectations?,"
Journal of Financial Stability, Elsevier, vol. 12(C), pages 3-15.
- Claudio Borio & Mathias Drehmann & Kostas Tsatsaronis, 2012. "Stress-testing macro stress testing: does it live up to expectations?," BIS Working Papers 369, Bank for International Settlements.
- repec:zbw:bofism:2012_047 is not listed on IDEAS
- Comunale, Mariarosaria & Simola, Heli, 2018.
"The pass-through to consumer prices in CIS economies: The role of exchange rates, commodities and other common factors,"
Research in International Business and Finance, Elsevier, vol. 44(C), pages 186-217.
- Mariarosaria Comunale & Heli Simola, 2016. "The Pass-Through to Consumer Prices in CIS Economies: the Role of Exchange Rates, Commodities and Other Common Factors," Bank of Lithuania Working Paper Series 35, Bank of Lithuania.
- Comunale, Mariarosaria & Simola, Heli, 2016. "The pass-through to consumer prices in CIS economies: The role of exchange rates, commodities and other common factors," BOFIT Discussion Papers 16/2016, Bank of Finland, Institute for Economies in Transition.
- Christian Menden & Christian R. Proaño, 2017.
"Dissecting the financial cycle with dynamic factor models,"
Quantitative Finance, Taylor & Francis Journals, vol. 17(12), pages 1965-1994, December.
- Menden, Christian & Proaño, Christian R., 2017. "Dissecting the financial cycle with dynamic factor models," BERG Working Paper Series 126, Bamberg University, Bamberg Economic Research Group.
- Christian Menden & Christian R. Proaño, 2017. "Dissecting the financial cycle with dynamic factor models," IMK Working Paper 183-2017, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
- Umberto Collodel, 2021. "Finding a needle in a haystack: Do Early Warning Systems for Sudden Stops work?," Working Papers halshs-03185520, HAL.
- repec:zbw:bofitp:2012_025 is not listed on IDEAS
- Daniel Gros, 2013. "Becoming Slimmer: Why Europe Needs to Cut Debt and Reduce Leverage," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 14(03), pages 17-24, October.
- Otmar Issing, 2013. "A New Paradigm for Monetary Policy?," International Finance, Wiley Blackwell, vol. 16(2), pages 273-288, June.
- repec:zbw:rwirep:0135 is not listed on IDEAS
- Lukáš Pfeifer & Zdeněk Pikhart, 2014. "Vztah finanční a cenové stability v podmínkách ČR [The Relationship of Financial and Price Stability in the Context of the Czech Republic]," Politická ekonomie, Prague University of Economics and Business, vol. 2014(1), pages 49-66.
- Setzer, Ralph & van den Noord, Paul & Wolff, Guntram B., 2011.
"Heterogeneity in money holdings across euro area countries: The role of housing,"
European Journal of Political Economy, Elsevier, vol. 27(4), pages 764-780.
- Setzer, Ralph & van den Noord, Paul & Wolff, Guntram B., 2010. "Heterogeneity in money holdings across euro area countries: The role of housing," Discussion Paper Series 1: Economic Studies 2010,04, Deutsche Bundesbank.
- Ralph Setzer & Paul van den Noord & Guntram B. Wolff, 2010. "Heterogeneity in money holdings across euro area countries: the role of housing," European Economy - Economic Papers 2008 - 2015 407, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Drakos, Anastassios A. & Kouretas, Georgios P., 2015. "Bank ownership, financial segments and the measurement of systemic risk: An application of CoVaR," International Review of Economics & Finance, Elsevier, vol. 40(C), pages 127-140.
- Lenarčič, Črt, 2021. "Estimating business and financial cycles in Slovenia," MPRA Paper 109977, University Library of Munich, Germany.
- Jan Babecky & Tomas Havranek & Jakub Mateju & Marek Rusnak & Katerina Smidkova & Borek Vasicek, 2011.
"Early Warning Indicators of Economic Crises: Evidence from a Panel of 40 Developed Countries,"
Working Papers
2011/08, Czech National Bank.
- Jan Babecký & Tomáš Havránek & Jakub Matìjù & Marek Rusnák & Kateøina Šmídková & Boøek Vašíèek, 2011. "Early Warning Indicators of Crisis Incidence: Evidence from a Panel of 40 Developed Countries," Working Papers IES 2011/36, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Nov 2011.
- Umberto Collodel, 2021. "Finding a needle in a haystack: Do Early Warning Systems for Sudden Stops work?," PSE Working Papers halshs-03185520, HAL.
- Martin Cihak & Sonia Munoz & Ryan Scuzzarella, 2012.
"The Bright and the Dark Side of Cross-Border Banking Linkages,"
Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 62(3), pages 200-225, July.
- Ms. Sònia Muñoz & Mr. Ryan Scuzzarella & Mr. Martin Cihak, 2011. "The Bright and the Dark Side of Cross-Border Banking Linkages," IMF Working Papers 2011/186, International Monetary Fund.
- Gertler, Pavel & Hofmann, Boris, 2018.
"Monetary facts revisited,"
Journal of International Money and Finance, Elsevier, vol. 86(C), pages 154-170.
- Pavel Gertler & Boris Hofmann, 2016. "Monetary facts revisited," BIS Working Papers 566, Bank for International Settlements.
- Ralf Fendel & Nicola Mai & Oliver Mohr, 2021. "Recession probabilities for the Eurozone at the zero lower bound: Challenges to the term spread and rise of alternatives," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(6), pages 1000-1026, September.
- Dieter Gerdesmeier & Hans-Eggert Reimers & Barbara Roffia, 2011. "Early Warning Indicators for Asset Price Booms," Review of Economics & Finance, Better Advances Press, Canada, vol. 1, pages 1-19, June.
- Ionut Mircea, 2015. "Title A New Architecture Of The Banking System," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, vol. 2(43), pages 182-188.
- repec:cnb:ocpubc:fsr1112/2 is not listed on IDEAS
- Belke, Ansgar & Rees, Andreas, 2009.
"The Importance of Global Shocks for National Policy Makers - Rising Challenges for Central Banks,"
Ruhr Economic Papers
135, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Ansgar Belke & Andreas Rees, 2009. "The Importance of Global Shocks for National Policymakers: Rising Challenges for Central Banks," Discussion Papers of DIW Berlin 922, DIW Berlin, German Institute for Economic Research.
- Bryan Ball & Mark D. Flood & H.V. Jagadish & Joe Langsam & Louiqa Raschid & Peratham Wiriyathammabhum, 2014. "A Flexible and Extensible Contract Aggregation Framework for Financial Data Stream Analytics," Staff Discussion Papers 14-03, Office of Financial Research, US Department of the Treasury.
- Arteaga Cabrales, Carolina & Huertas-Campos, Carlos Alfonso & Olarte Armenta, Sergio, 2013.
"Índice de desbalance macroeconómico,"
Chapters, in: Rincón-Castro, Hernán & Velasco, Andrés M. (ed.), Flujos de capitales, choques externos y respuestas de política en países emergentes, chapter 8, pages 301-336,
Banco de la Republica de Colombia.
- Carolina Arteaga & Carlos Huertas Campos & Sergio Olarte Armenta, 2012. "Índice de Desbalance Macroeconómico," Borradores de Economia 10077, Banco de la Republica.
- Carolina Arteaga cabrales & Carlos Huertas Campos & Sergio Olarte Armenta, 2012. "Índice de Desbalance Macroeconómico," Borradores de Economia 744, Banco de la Republica de Colombia.
- Gros, Daniel & Alcidi, Cinzia, 2014. "The Global Economy in 2030: Trends and Strategies for Europe," CEPS Papers 9142, Centre for European Policy Studies.
- Fendel Ralf & Stremmel Hanno, 2016. "Characteristics of Banking Crises: A Comparative Study with Geographical Contagion," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 236(3), pages 349-388, May.
- Sylvester Eijffinger, 2011.
"Defining and Measuring Systemic Risk,"
Chapters, in: Sylvester Eijffinger & Donato Masciandaro (ed.), Handbook of Central Banking, Financial Regulation and Supervision, chapter 11,
Edward Elgar Publishing.
- Eijffinger, S.C.W., 2010. "Defining and measuring systematic risk," Other publications TiSEM b05368eb-3a26-4fdd-a914-4, Tilburg University, School of Economics and Management.
- Musso, Alberto & Neri, Stefano & Stracca, Livio, 2011.
"Housing, consumption and monetary policy: How different are the US and the euro area?,"
Journal of Banking & Finance, Elsevier, vol. 35(11), pages 3019-3041, November.
- Musso, Alberto & Neri, Stefano & Stracca, Livio, 2010. "Housing, consumption and monetary policy: how different are the US and the euro area?," Working Paper Series 1161, European Central Bank.
- Alberto Musso & Stefano Neri & Livio Stracca, 2011. "Housing, consumption and monetary policy: how different are the U.S. and the euro area?," Temi di discussione (Economic working papers) 807, Bank of Italy, Economic Research and International Relations Area.
- Koivu, Tuuli, 2012. "Monetary policy, asset prices and consumption in China," Economic Systems, Elsevier, vol. 36(2), pages 307-325.
- repec:zbw:bofitp:2010_018 is not listed on IDEAS
- Luiz Awazu Pereira da Silva & Adriana Soares Sales & Wagner Piazza Gaglianone, 2013.
"Financial stability in Brazil,"
Chapters, in: Andreas Dombret & Otto Lucius (ed.), Stability of the Financial System, chapter 4,
Edward Elgar Publishing.
- Luiz Awazu Pereira da Silva & Ricardo Eyer Harris, 2012. "Financial Stability in Brazil," Working Papers Series 289, Central Bank of Brazil, Research Department.
- Otmar Issing, 2011. "Lessons for monetary policy: what should the consensus be?," Globalization Institute Working Papers 81, Federal Reserve Bank of Dallas.
- Seo Joon Choi & Kanghyun Kim & Sunyoung Park, 2020. "Is systemic risk systematic? Evidence from the U.S. stock markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 25(4), pages 642-663, October.
- Johannes Hermanus Kemp, 2015.
"Measuring Potential Output for the South African Economy: Embedding Information About the Financial Cycle,"
South African Journal of Economics, Economic Society of South Africa, vol. 83(4), pages 549-568, December.
- Harri Kemp, 2014. "Measuring potential output for the South African economy: Embedding information about the financial cycle," Working Papers 03/2014, Stellenbosch University, Department of Economics.
- Gernát, Peter & Košťálová, Zuzana & Lyócsa, Štefan, 2020. "What drives U.S. financial sector volatility? A Bayesian model averaging perspective," Research in International Business and Finance, Elsevier, vol. 51(C).
- Dungey, Mardi & Islam, Raisul & Volkov, Vladimir, 2020.
"Crisis transmission: Visualizing vulnerability,"
Pacific-Basin Finance Journal, Elsevier, vol. 59(C).
- Dungey, Mardi & Islam, Raisul & Volkov, Vladimir, 2019. "Crisis transmission: visualizing vulnerability," Working Papers 2019-07, University of Tasmania, Tasmanian School of Business and Economics.
- Donal Smith, 2016. "The International Impact of Financial Shocks: A Global VAR and Connectedness Measures Approach," Discussion Papers 16/07, Department of Economics, University of York.
- Eidenberger, Judith & Neudorfer, Benjamin & Sigmund, Michael & Stein, Ingrid, 2014. "What predicts financial (in)stability? A Bayesian approach," Discussion Papers 36/2014, Deutsche Bundesbank.
- Borio, Claudio, 2014.
"The financial cycle and macroeconomics: What have we learnt?,"
Journal of Banking & Finance, Elsevier, vol. 45(C), pages 182-198.
- Claudio Borio, 2012. "The financial cycle and macroeconomics: What have we learnt?," BIS Working Papers 395, Bank for International Settlements.
- Jean-Claude Trichet, 2009. "Credible alertness revisited," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 437-460.
- 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.
- Issing, Otmar, 2011. "Lessons for monetary policy: What should the consensus be?," CFS Working Paper Series 2011/13, Center for Financial Studies (CFS).
- Moisă ALTĂR & Matei KUBINSCHI & Dinu BARNEA, 2017. "Measuring Financial Cycle Length and Assessing Synchronization using Wavelets," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 18-36, September.
- Kaushik Jayaram & Blaise Gadanecz, 2016. "Macroprudential policy frameworks, instruments and indicators: a review," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Combining micro and macro data for financial stability analysis, volume 41, Bank for International Settlements.
- Karl Whelan, 2009.
"Containing systemic risk,"
Open Access publications
10197/1672, School of Economics, University College Dublin.
- Karl Whelan, 2009. "Containing Systemic Risk," Working Papers 200927, School of Economics, University College Dublin.
- Maria Siranova & Marek Radvanský, 2018. "Performance of the Macroeconomic Imbalance Procedure in light of historical experience in the CEE region," Journal of Economic Policy Reform, Taylor & Francis Journals, vol. 21(4), pages 335-352, October.
- Qin, Duo & He, Xinhua, 2012. "Modelling the impact of aggregate financial shocks external to the Chinese economy," BOFIT Discussion Papers 25/2012, Bank of Finland, Institute for Economies in Transition.
- Issing, Otmar, 2013. "A new paradigm for monetary policy?," CFS Working Paper Series 2013/02, Center for Financial Studies (CFS).
- Peter Spahn, 2010. "Asset Prices, Inflation and Monetary Control - Re-inventing Money as a Policy Tool," Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim 323/2010, Department of Economics, University of Hohenheim, Germany.
- Claudio Borio, 2011. "Central banking post-crisis: What compass for uncharted waters?," BIS Working Papers 353, Bank for International Settlements.
- Mr. Otmar Issing, 2011. "Lessons for Monetary Policy: What Should the Consensus Be?," IMF Working Papers 2011/097, International Monetary Fund.
- Bradley Jones, 2014. "Identifying Speculative Bubbles: A Two-Pillar Surveillance Framework," IMF Working Papers 2014/208, International Monetary Fund.
- Ansgar Belke & Andreas Rees, 2009. "The Importance of Global Shocks for National Policy Makers - Rising Challenges for Central Banks," Ruhr Economic Papers 0135, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
- Bracke, Thierry & Fidora, Michael, 2012. "The macro-financial factors behind the crisis: Global liquidity glut or global savings glut?," The North American Journal of Economics and Finance, Elsevier, vol. 23(2), pages 185-202.
- Lukas Scheffknecht, 2013. "Contextualizing Systemic Risk," ROME Working Papers 201317, ROME Network.
- Christophe André, 2016.
"Household debt in OECD countries: stylised facts and policy issues,"
Chapters from NBP Conference Publications, in: Hanna Augustyniak & Jacek Łaszek & Krzysztof Olszewski & Joanna Waszczuk (ed.), Papers presented during the Narodowy Bank Polski Workshop: Recent trends in the real estate market and its analysis - 2015 edition, chapter 2, pages v1, 33-85,
Narodowy Bank Polski.
- Christophe André, 2016. "Household debt in OECD countries: Stylised facts and policy issues," OECD Economics Department Working Papers 1277, OECD Publishing.
- repec:zbw:bofitp:2016_016 is not listed on IDEAS
- Kim Ristolainen, 2018. "Predicting Banking Crises with Artificial Neural Networks: The Role of Nonlinearity and Heterogeneity," Scandinavian Journal of Economics, Wiley Blackwell, vol. 120(1), pages 31-62, January.
- Koivu, Tuuli, 2010. "Monetary policy, asset prices and consumption in China," BOFIT Discussion Papers 18/2010, Bank of Finland, Institute for Economies in Transition.
- Borio Claudio, 2011. "Implementing a Macroprudential Framework: Blending Boldness and Realism," Capitalism and Society, De Gruyter, vol. 6(1), pages 1-25, August.
- Adél Bosch & Steven F. Koch, 2020. "The South African Financial Cycle and its Relation to Household Deleveraging," South African Journal of Economics, Economic Society of South Africa, vol. 88(2), pages 145-173, June.
- Mercè Sala-Rios & Teresa Torres-Solé & Mariona Farré-Perdiguer, 2016. "Credit and business cycles’ relationship: evidence from Spain," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 15(3), pages 149-171, December.
- Paul De Grauwe & Daniel Gros, 2009. "A New Two-Pillar Strategy for the ECB," CESifo Working Paper Series 2818, CESifo.
- Bernd Schwaab & Andre Lucas & Siem Jan Koopman, 2010. "Systemic Risk Diagnostics," Tinbergen Institute Discussion Papers 10-104/2/DSF 2, Tinbergen Institute, revised 29 Nov 2010.
- 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.
- Michael Berlemann & Julia Freese & Sven Knoth, 2020. "Dating the start of the US house price bubble: an application of statistical process control," Empirical Economics, Springer, vol. 58(5), pages 2287-2307, May.
- José Manuel González-Páramo, 2009. "Financial market failures and public policies," Hacienda Pública Española / Review of Public Economics, IEF, vol. 190(3), pages 127-156, September.
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