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Financial predictors of real activity and the financial accelerator
Citations
RePEc Biblio mentions
As found on the RePEc Biblio, the curated bibliography for Economics:Citations
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Cited by:
- Mody, Ashoka & Taylor, Mark P., 2007.
"Regional vulnerability: The case of East Asia,"
Journal of International Money and Finance, Elsevier, vol. 26(8), pages 1292-1310, December.
- Mody, Ashoka & Taylor, Mark P., 2006. "Regional Vulnerability : The Case of East Asia," The Warwick Economics Research Paper Series (TWERPS) 776, University of Warwick, Department of Economics.
- Mody, Ashoka & Taylor, Mark P., 2006. "Regional Vulnerability: The Case of East Asia," Economic Research Papers 269746, University of Warwick - Department of Economics.
- de Bondt, Gabe & Maddaloni, Angela & Peydró, José-Luis & Scopel, Silvia, 2010. "The euro area Bank Lending Survey matters: empirical evidence for credit and output growth," Working Paper Series 1160, European Central Bank.
- Javier Gomez-Biscarri, 2009. "The predictive power of the term spread revisited: a change in the sign of the predictive relationship," Applied Financial Economics, Taylor & Francis Journals, vol. 19(14), pages 1131-1142.
- Johann Burgstaller, 2006. "Financial predictors of real activity and the propagation of aggregate shocks," Economics working papers 2006-16, Department of Economics, Johannes Kepler University Linz, Austria.
- Bassett, William F. & Chosak, Mary Beth & Driscoll, John C. & Zakrajšek, Egon, 2014.
"Changes in bank lending standards and the macroeconomy,"
Journal of Monetary Economics, Elsevier, vol. 62(C), pages 23-40.
- William F. Bassett & Mary Beth Chosak & John C. Driscoll & Egon Zakrajšek, 2012. "Changes in bank lending standards and the macroeconomy," Finance and Economics Discussion Series 2012-24, Board of Governors of the Federal Reserve System (U.S.).
- Ekaterina Pirozhkova, 2017. "Financial frictions and robust monetary policy in the models of New Keynesian framework," BCAM Working Papers 1701, Birkbeck Centre for Applied Macroeconomics.
- Okimoto, Tatsuyoshi & Takaoka, Sumiko, 2017. "The term structure of credit spreads and business cycle in Japan," Journal of the Japanese and International Economies, Elsevier, vol. 45(C), pages 27-36.
- Barnichon, Regis & Matthes, Christian & Ziegenbein, Alexander, 2016. "Assessing the Non-Linear Effects of Credit Market Shocks," CEPR Discussion Papers 11410, C.E.P.R. Discussion Papers.
- Aslanidis, Nektarios & Cipollini, Andrea, 2010.
"Leading indicator properties of US high-yield credit spreads,"
Journal of Macroeconomics, Elsevier, vol. 32(1), pages 145-156, March.
- Andrea Cipollini & Nektarios Aslanidis, 2007. "Leading indicator properties of US high-yield credit spreads," Center for Economic Research (RECent) 006, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
- Aslanidis, Nektarios & Cipollini, Andrea, 2009. "Leading indicator properties of US high-yield credit spreads," Working Papers 2072/15810, Universitat Rovira i Virgili, Department of Economics.
- Carabarín Aguirre Mauricio & Peláez Gómez Carlos D., 2021. "Financial Frictions in Mexico: Evidence from the Credit Spread and its Components," Working Papers 2021-20, Banco de México.
- Okimoto, Tatsuyoshi & Takaoka, Sumiko, 2022.
"The credit spread curve distribution and economic fluctuations in Japan,"
Journal of International Money and Finance, Elsevier, vol. 122(C).
- OKIMOTO Tatsuyoshi & TAKAOKA Sumiko, 2020. "The Credit Spread Curve Distribution and Economic Fluctuations in Japan," Discussion papers 20030, Research Institute of Economy, Trade and Industry (RIETI).
- Kiss, Tamás & Nguyen, Hoang & Österholm, Pär, 2022. "The Relation between the High-Yield Bond Spread and the Unemployment Rate in the Euro Area," Finance Research Letters, Elsevier, vol. 46(PA).
- Monica Billio & Anna Petronevich, 2017.
"Dynamical Interaction between Financial and Business Cycles,"
Post-Print
hal-01692239, HAL.
- Monica Billio & Anna Petronevich, 2017. "Dynamical Interaction Between Financial and Business Cycles," Working Papers 2017:24, Department of Economics, University of Venice "Ca' Foscari".
- Monica Billio & Anna Petronevich, 2017. "Dynamical Interaction between Financial and Business Cycles," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01692239, HAL.
- De Pace, Pierangelo & Weber, Kyle D., 2013. "High yield spreads, real economic activity, and the financial accelerator," Economics Letters, Elsevier, vol. 121(3), pages 346-355.
- Johann Burgstaller, 2006. "Bank income and profits over the business and interest rate cycle," Economics working papers 2006-11, Department of Economics, Johannes Kepler University Linz, Austria.
- Angelos Kanas & Christos Ioannidis, 2010. "Causality from real stock returns to real activity: evidence of regime-dependence," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 15(2), pages 180-197.
- Stephanos Papadamou & Costas Siriopoulos, 2012. "Banks’ lending behavior and monetary policy: evidence from Sweden," Review of Quantitative Finance and Accounting, Springer, vol. 38(2), pages 131-148, February.
- Scopelliti, Alessandro Diego, 2013. "Off-balance sheet credit exposure and asset securitisation: what impact on bank credit supply?," MPRA Paper 43890, University Library of Munich, Germany.
- Oliveira, Fernando Nascimento, 2016.
"The External Finance Premium in Brazil: Empirical Analyses Using State Space Models,"
Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 36(1), March.
- Fernando Nascimento de Oliveira, 2012. "The External Finance Premium in Brazil: empirical analyses using state space models," Working Papers Series 295, Central Bank of Brazil, Research Department.
- Gross, Marco, 2011. "Corporate bond spreads and real activity in the euro area - Least Angle Regression forecasting and the probability of the recession," Working Paper Series 1286, European Central Bank.
- Carlson Mark A & King Thomas & Lewis Kurt, 2011.
"Distress in the Financial Sector and Economic Activity,"
The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 11(1), pages 1-31, June.
- Mark A. Carlson & Thomas B. King & Kurt F. Lewis, 2008. "Distress in the financial sector and economic activity," Finance and Economics Discussion Series 2008-43, Board of Governors of the Federal Reserve System (U.S.).
- Mark A. Carlson & Thomas B. King & Kurt F. Lewis, 2009. "Distress in the financial sector and economic activity," Finance and Economics Discussion Series 2009-01, Board of Governors of the Federal Reserve System (U.S.).
- Nektarios Aslanidis & Andrea Cipollini, 2007. "Leading indicator properties of the US corporate spreads," Money Macro and Finance (MMF) Research Group Conference 2006 115, Money Macro and Finance Research Group.
- Etoundi Atenga, Eric Martial & Abdo, Maman Hassan & Mougoué, Mbodja, 2021. "Financial Frictions and Macroeconomy During Financial Crises: A Bayesian DSGE Assessment," American Business Review, Pompea College of Business, University of New Haven, vol. 24(2), pages 62-99, November.
- Fernando N. de Oliveira, 2014. "Investment of Firms in Brazil: do financial restrictions, unexpected monetary shocks and BNDES play important roles?," Working Papers Series 366, Central Bank of Brazil, Research Department.
- Mizen, Paul & Tsoukas, Serafeim, 2012.
"The response of the external finance premium in Asian corporate bond markets to financial characteristics, financial constraints and two financial crises,"
Journal of Banking & Finance, Elsevier, vol. 36(11), pages 3048-3059.
- Paul Mizen & Serafeim Tsoukas, 2012. "The response of the external finance premium in Asian corporate bond markets to financial characteristics, financial constraints and two financial crises," Working Papers 2012_08, Business School - Economics, University of Glasgow.
- Paul Mizen & Veronica Veleanu, 2015. "On the Information Flow from Credit Derivatives to the Macroeconomy," Discussion Papers 2015/21, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
- Chen, Guojin & Liu, Yanzhen & Zhang, Yu, 2021. "Systemic risk measures and distribution forecasting of macroeconomic shocks," International Review of Economics & Finance, Elsevier, vol. 75(C), pages 178-196.
- Yutaka Kurihara, 2014. "Does High Yield Spread Dampen Economic Growth?: The Case of US-Japan," International Journal of Finance & Banking Studies, Center for the Strategic Studies in Business and Finance, vol. 3(2), pages 01-09, April.
- Mizenand, Paul & Tsoukasy, Serafeim, 2012. "The response of the external finance premium in Asian corporate bond markets to financial characteristics, financial constraints and two financial crises," SIRE Discussion Papers 2012-42, Scottish Institute for Research in Economics (SIRE).
- Deschamps, Bruno & Ioannidis, Christos & Ka, Kook, 2020. "High-frequency credit spread information and macroeconomic forecast revision," International Journal of Forecasting, Elsevier, vol. 36(2), pages 358-372.
- Gilchrist, Simon & Yankov, Vladimir & Zakrajsek, Egon, 2009.
"Credit market shocks and economic fluctuations: Evidence from corporate bond and stock markets,"
Journal of Monetary Economics, Elsevier, vol. 56(4), pages 471-493, May.
- Vladimir Yankov & Egon Zakrajsek & Simon Gilchrist, 2009. "Credit Market Shocks and Economic Fluctuations: Evidence from Corporate Bond and Stock Markets," 2009 Meeting Papers 514, Society for Economic Dynamics.
- Simon Gilchrist & Vladimir Yankov & Egon Zakrajsek, 2009. "Credit Market Shocks and Economic Fluctuations: Evidence from Corporate Bond and Stock Markets," NBER Working Papers 14863, National Bureau of Economic Research, Inc.
- Ujjal Chatterjee, 2023. "Predicting economic growth: evidence from real-estate loans securitization," SN Business & Economics, Springer, vol. 3(3), pages 1-20, March.
- Paul Mizen & Serafeim Tsoukas, 2006.
"Evidence on the external finance premium from the US and emerging Asian corporate bond markets,"
Discussion Papers
06/04, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
- Paul Mizen & Serafeim Tsoukas, 2008. "Evidence on the External Finance Premium from the US and Emerging Asian Corporate Bond Markets," Working Papers 142008, Hong Kong Institute for Monetary Research.
- Narayan Kundan Kishor, 2021. "Forecasting real‐time economic activity using house prices and credit conditions," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(2), pages 213-227, March.
- Régis Barnichon & Christian Matthes & Alexander Ziegenbein, 2016. "Theory Ahead of Measurement? Assessing the Nonlinear Effects of Financial Market Disruptions," Working Paper 16-15, Federal Reserve Bank of Richmond.
- Mr. Martin Cihak & Ms. Petya Koeva Brooks, 2009. "From Subprime Loans to Subprime Growth? Evidence for the Euro Area," IMF Working Papers 2009/069, International Monetary Fund.
- Alfred V Guender & Bernard Tolan, 2013. "The Centre Matters for the Periphery of Europe: The Predictive Ability of a GZ-Type Spread for Economic Activity in Europe," Working Papers in Economics 13/29, University of Canterbury, Department of Economics and Finance.
- Peter Broer & Jürgen Antony, 2013. "Financial Shocks and Economic Activity in the Netherlands," CPB Discussion Paper 260.rdf, CPB Netherlands Bureau for Economic Policy Analysis.
- Michael Bleaney & Paul Mizen & Veronica Veleanu, 2012. "Bond Spreads as Predictors of Economic Activity in Eight European Economies," Discussion Papers 12/11, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
- Österholm, Pär, 2018. "The relation between treasury yields and corporate bond yield spreads in Australia: Evidence from VARs," Finance Research Letters, Elsevier, vol. 24(C), pages 186-192.
- De Pace, Pierangelo & Weber, Kyle D., 2016. "The time-varying leading properties of the high yield spread in the United States," International Journal of Forecasting, Elsevier, vol. 32(1), pages 203-230.
- Takeshi Kobayashi, 2021. "Common Factors in the Term Structure of Credit Spreads and Predicting the Macroeconomy in Japan," IJFS, MDPI, vol. 9(2), pages 1-12, April.
- Johann Burgstaller, 2006. "The cyclicality of interest rate spreads in Austria: Evidence for a financial decelerator?," Economics working papers 2006-02, Department of Economics, Johannes Kepler University Linz, Austria.
- Michael Bleaney & Paul Mizen & Veronica Veleanu, 2016.
"Bond Spreads and Economic Activity in Eight European Economies,"
Economic Journal, Royal Economic Society, vol. 126(598), pages 2257-2291, December.
- Michael Bleaney & Paul Mizen & Veronica Veleanu, 2013. "Bond Spreads and Economic Activity in Eight European Economies," Discussion Papers 2013/09, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
- Peter Broer & Jürgen Antony, 2013. "Financial Shocks and Economic Activity in the Netherlands," CPB Discussion Paper 260, CPB Netherlands Bureau for Economic Policy Analysis.
- Kühl, Michael, 2014. "The financial accelerator and market-based debt instruments: A role for maturities?," Discussion Papers 08/2014, Deutsche Bundesbank.
- Mark Thompson, 2007. "Are adjustments in the default risk premium asymmetric?," Applied Economics, Taylor & Francis Journals, vol. 39(21), pages 2693-2698.
- Chatterjee, Ujjal Kanti & Bazzana, Flavio, 2024. "Do corporate credit spreads predict the real economy?," International Review of Economics & Finance, Elsevier, vol. 91(C), pages 272-286.
- Masashi Hasegawa & Yuichi Fukuta, 2011. "An empirical analysis of information in the yield spread on future recessions in Japan," Applied Economics, Taylor & Francis Journals, vol. 43(15), pages 1865-1881.
- Alfred Guender & Bernard Tolan, 2017. "The predictive ability of a risk-adjusted yield spread for economic activity in Europe," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 44(1), pages 1-27, February.
- Jürgen Antony & D. Broer, 2015. "Euro area financial shocks and economic activity in The Netherlands," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 42(3), pages 571-595, August.