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Financial cycles: Characterisation and real-time measurement
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Cited by:
- Potjagailo, Galina & Wolters, Maik H., 2023.
"Global financial cycles since 1880,"
Journal of International Money and Finance, Elsevier, vol. 131(C).
- Potjagailo, Galina & Wolters, Maik H., 2019. "Global financial cycles since 1880," Kiel Working Papers 2122, Kiel Institute for the World Economy (IfW Kiel).
- Potjagailo, Galina & Wolters, Maik H, 2020. "Global financial cycles since 1880," Bank of England working papers 867, Bank of England.
- Potjagailo, Galina & Wolters, Maik H., 2019. "Global financial cycles since 1880," IMFS Working Paper Series 132, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- 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.
- Kohler, Karsten & Tippet, Ben & Stockhammer, Engelbert, 2022. "House price cycles, housing systems, and growth models," IPE Working Papers 194/2022, Berlin School of Economics and Law, Institute for International Political Economy (IPE).
- Bochmann, Paul & Hiebert, Paul & Schüler, Yves & Segoviano, Miguel A., 2024.
"Latent fragility: Conditioning banks' joint probability of default on the financial cycle,"
Journal of International Money and Finance, Elsevier, vol. 146(C).
- Bochmann, Paul & Hiebert, Paul & Schüler, Yves S. & Segoviano, Miguel, 2022. "Latent fragility: conditioning banks’ joint probability of default on the financial cycle," Working Paper Series 2698, European Central Bank.
- Iñaki Aldasoro & Stefan Avdjiev & Claudio Borio & Piti Disyatat, 2023.
"Global and Domestic Financial Cycles: Variations on a Theme,"
International Journal of Central Banking, International Journal of Central Banking, vol. 19(5), pages 49-98, December.
- Iñaki Aldasoro & Stefan Avdjiev & Claudio Borio & Piti Disyatat, 2020. "Global and domestic financial cycles: variations on a theme," BIS Working Papers 864, Bank for International Settlements.
- Hartwig, Benny & Meinerding, Christoph & Schüler, Yves S., 2021.
"Identifying indicators of systemic risk,"
Journal of International Economics, Elsevier, vol. 132(C).
- Hartwig, Benny & Meinerding, Christoph & Schüler, Yves, 2020. "Identifying indicators of systemic risk," Discussion Papers 33/2020, Deutsche Bundesbank.
- Schüler, Yves S., 2020.
"On the credit-to-GDP gap and spurious medium-term cycles,"
Economics Letters, Elsevier, vol. 192(C).
- Schüler, Yves, 2020. "On the credit-to-GDP gap and spurious medium-term cycles," Discussion Papers 28/2020, Deutsche Bundesbank.
- Łukasz Kurowski, 2021. "Financial cycle − A critical analysis of the methodology for its identification," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 10(3), pages 99-116.
- 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).
- Sánchez Serrano, Antonio, 2021. "The impact of non-performing loans on bank lending in Europe: An empirical analysis," The North American Journal of Economics and Finance, Elsevier, vol. 55(C).
- repec:ecb:ecbdps:202113 is not listed on IDEAS
- 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).
- Bentes, Sónia R., 2021. "On the hysteresis of financial crises in the US: Evidence from S&P 500," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 565(C).
- Sánchez Serrano, Antonio, 2022. "Loan renegotiation and the long-term impact on total factor productivity," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 3(4).
- Mandler, Martin & Scharnagl, Michael, 2022.
"Financial cycles across G7 economies: A view from wavelet analysis,"
The Journal of Economic Asymmetries, Elsevier, vol. 26(C).
- Mandler, Martin & Scharnagl, Michael, 2019. "Financial cycles across G7 economies: A view from wavelet analysis," Discussion Papers 22/2019, Deutsche Bundesbank.
- Gronwald, Marc & Jin, Xin, 2024. "Measuring world oil market integration with a Thick Pen," Energy Economics, Elsevier, vol. 130(C).
- Ilias Tsiakas & Haibin Zhang, 2023. "On the Direction of Causality between Business and Financial Cycles," JRFM, MDPI, vol. 16(10), pages 1-26, September.
- Hessler, Andrew, 2023. "Unobserved components model estimates of credit cycles: Tests and predictions," Journal of Financial Stability, Elsevier, vol. 66(C).
- Borio, Claudio & Drehmann, Mathias & Xia, Fan Dora, 2020. "Forecasting recessions: the importance of the financial cycle," Journal of Macroeconomics, Elsevier, vol. 66(C).
- Hwang, Sun Ho & Kim, Yun Jung, 2021. "International output synchronization at different frequencies," Economic Modelling, Elsevier, vol. 104(C).
- Chavleishvili, Sulkhan & Kremer, Manfred, 2023. "Measuring systemic financial stress and its risks for growth," Working Paper Series 2842, European Central Bank.
- Marc Gronwald & Xin Jin, 2023. "Macroeconomics with a Thick Pen," CESifo Working Paper Series 10430, CESifo.
- Metiu, Norbert, 2022. "A composite indicator of financial conditions for Germany," Technical Papers 03/2022, Deutsche Bundesbank.
- Xin Tian & Jan Jacobs & Jakob de Haan, 2022. "Alternative Measures for the Global Financial Cycle: Do They Make a Difference?," CESifo Working Paper Series 9730, CESifo.
- Chavleishvili, Sulkhan & Fahr, Stephan & Kremer, Manfred & Manganelli, Simone & Schwaab, Bernd, 2021. "A risk management perspective on macroprudential policy," Working Paper Series 2556, European Central Bank.
- Fernandez-Gallardo, Alvaro, 2023. "Preventing financial disasters: Macroprudential policy and financial crises," European Economic Review, Elsevier, vol. 151(C).
- Lukas Menkhoff, 2022. "Der antizyklische Kapitalpuffer: Reformoptionen [Reform Options for the Countercyclical Capital Buffer]," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, vol. 102(1), pages 59-63, January.
- 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.
- Dutra, Tiago Mota & Dias, José Carlos & Teixeira, João C.A., 2022. "Measuring financial cycles: Empirical evidence for Germany, United Kingdom and United States of America," International Review of Economics & Finance, Elsevier, vol. 79(C), pages 599-630.
- policy, Work stream on macroprudential & Albertazzi, Ugo & Martin, Alberto & Assouan, Emmanuelle & Tristani, Oreste & Galati, Gabriele & Vlassopoulos, Thomas, 2021. "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.
- Chavleishvili, Sulkhan & Engle, Robert F. & Fahr, Stephan & Kremer, Manfred & Manganelli, Simone & Schwaab, Bernd, 2021. "The risk management approach to macro-prudential policy," Working Paper Series 2565, European Central Bank.
- Wang, Bo & Xiao, Yang, 2023. "The term effect of financial cycle variables on GDP growth," Journal of International Money and Finance, Elsevier, vol. 139(C).
- Coussin, Maximilien, 2022. "Singular spectrum analysis for real-time financial cycles measurement," Journal of International Money and Finance, Elsevier, vol. 120(C).
- Wolf, Elias & Mokinski, Frieder & Schüler, Yves, 2020. "On adjusting the one-sided Hodrick-Prescott filter," Discussion Papers 11/2020, Deutsche Bundesbank.