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The Great Financial Crisis: Setting priorities for new statistics
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- Melle Bijlsma & Jan Kakes & Eric Klaaijsen, 2017. "Measuring cross-sectoral shifts in credit provisioning: an enhanced framework," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Statistical implications of the new financial landscape, volume 43, Bank for International Settlements.
- Agustín Bénétrix & André Sanchez, 2023.
"Corporate Taxation and International Financial Integration: U.S. evidence from a consolidated perspective,"
Oxford Open Economics, Oxford University Press, vol. 2, pages 47-66.
- Agustin S. Benetrix & Andre Sanchez Pacheco, 2021. "Corporate Taxation and International Financial Integration: U.S. evidence from a consolidated perspective," Trinity Economics Papers tep0321, Trinity College Dublin, Department of Economics.
- Bruno Tissot, 2016. "Closing information gaps at the global level - what micro data can bring," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Combining micro and macro data for financial stability analysis, volume 41, Bank for International Settlements.
- Irving Fisher Committee, 2017. "Uses of central balance sheet data offices' information," IFC Bulletins, Bank for International Settlements, number 45.
- William R. White, 2014. "The Prudential Regulation of Financial Institutions: Why Regulatory Responses to the Crisis Might Not Prove Sufficient," OECD Economics Department Working Papers 1108, OECD Publishing.
- Amat Adarov, 2023.
"Financial cycles in Europe: dynamics, synchronicity and implications for business cycles and macroeconomic imbalances,"
Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 50(2), pages 551-583, May.
- Amat Adarov, 2019. "Financial Cycles in Europe: Dynamics, Synchronicity and Implications for Business Cycles and Macroeconomic Imbalances," wiiw Working Papers 166, The Vienna Institute for International Economic Studies, wiiw.
- 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.
- Ballarin, Giovanni & Dellaportas, Petros & Grigoryeva, Lyudmila & Hirt, Marcel & van Huellen, Sophie & Ortega, Juan-Pablo, 2024.
"Reservoir computing for macroeconomic forecasting with mixed-frequency data,"
International Journal of Forecasting, Elsevier, vol. 40(3), pages 1206-1237.
- Giovanni Ballarin & Petros Dellaportas & Lyudmila Grigoryeva & Marcel Hirt & Sophie van Huellen & Juan-Pablo Ortega, 2022. "Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data," Papers 2211.00363, arXiv.org, revised Jan 2024.
- Afonso, António & Alves, José & Jalles, João Tovar, 2022.
"The (non-)Keynesian effects of fiscal austerity: New evidence from a large sample,"
Economic Systems, Elsevier, vol. 46(2).
- António Afonso & José Alves & João Tovar Jalles, 2021. "(Non-) Keynesian Effects of Fiscal Austerity: New Evidence from a large sample," Working Papers REM 2021/0158, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- António Afonso & José Alves & João Tovar Jalles, 2021. "(Non-)Keynesian Effects of Fiscal Austerity: New Evidence from a Large Sample," EconPol Working Paper 55, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
- Antonio Bianco, 2015.
"Shadow banking, relationship banking, and the economics of depression,"
PSL Quarterly Review, Economia civile, vol. 68(275), pages 297-326.
- Antonio Bianco, 2015. "Shadow Banking, Relationship Banking, and the Economics of Depression," Working Papers 5/15, Sapienza University of Rome, DISS.
- Riccardo De Bonis & Matteo Piazza, 2021.
"A silent revolution. How central bank statistics have changed in the last 25 years,"
PSL Quarterly Review, Economia civile, vol. 74(299), pages 347-371.
- Riccardo De Bonis & Matteo Piazza, 2020. "A silent revolution: How central bank statistics have changed in the last 25 years," Questioni di Economia e Finanza (Occasional Papers) 579, Bank of Italy, Economic Research and International Relations Area.
- Emese Kuruc & Bruno Tissot & Philip Turner, 2017. "Looking at aggregate currency mismatches and beyond," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Uses of central balance sheet data offices' information, volume 45, Bank for International Settlements.
- Ezgi Deryol & Duygu Konukçu & Robert Szemere & Bruno Tissot, 2019. "Mind the data gap: commercial property prices for policy," IFC Reports 8, Bank for International Settlements.
- Amat Adarov, 2017. "Financial Cycles in Credit, Housing and Capital Markets: Evidence from Systemic Economies," wiiw Working Papers 140, The Vienna Institute for International Economic Studies, wiiw.
- Burcu Tunç & Burcu Çakmak & Cansu Gökçe Zeybek & Bruno Tissot, 2020. "Using financial accounts - a central banking perspective," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Using financial accounts, volume 51, Bank for International Settlements.
- McCauley, Robert N. & Bénétrix, Agustín S. & McGuire, Patrick M. & von Peter, Goetz, 2019.
"Financial deglobalisation in banking?,"
Journal of International Money and Finance, Elsevier, vol. 94(C), pages 116-131.
- Robert N. McCauley & Agust n S. B n trix & Patrick M. McGuire & Goetz von Peter, 2017. "Financial deglobalisation in banking?," Trinity Economics Papers tep1717, Trinity College Dublin, Department of Economics.
- Robert Neil McCauley & Agustín S Bénétrix & Patrick McGuire & Goetz von Peter, 2017. "Financial deglobalisation in banking?," BIS Working Papers 650, Bank for International Settlements.
- Philip Lane, 2013. "International Capital Flows and Domestic Financial Conditions: Lessons for Emerging Asia," The Institute for International Integration Studies Discussion Paper Series iiisdp438, IIIS.
- Blaise Gadanecz & Bruno Tissot & Mariagnese Branchi & Mario Ascolese, 2016. "The sharing of micro data – a central bank perspective," IFC Reports 6, Bank for International Settlements.
- Bruno Tissot, 2016. "Globalisation and financial stability risks: is the residency-based approach of the national accounts old-fashioned?," BIS Working Papers 587, Bank for International Settlements.
- Kaushik Jayaram & Bruno Tissot, 2016. "Combining micro and macro data for financial stability analysis - Overview," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Combining micro and macro data for financial stability analysis, volume 41, Bank for International Settlements.
- Amat Adarov, 2022.
"Financial cycles around the world,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(3), pages 3163-3201, July.
- Amat Adarov, 2018. "Financial Cycles Around the World," wiiw Working Papers 145, The Vienna Institute for International Economic Studies, wiiw.
- Amat Adarov, 2019. "Dynamic Interactions Between Financial and Macroeconomic Imbalances: A Panel VAR Analysis," wiiw Working Papers 162, The Vienna Institute for International Economic Studies, wiiw.
- Stijn Claessens & M Ayhan Kose, 2018. "Frontiers of macrofinancial linkages," BIS Papers, Bank for International Settlements, number 95.
- Jean-Marc Israel & Bruno Tissot, 2021. "Incorporating micro data into macro policy decision-making," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Micro data for the macro world, volume 53, Bank for International Settlements.
- Stefan Avdjiev & Patrick McGuire & Philip Wooldridge, 2015. "Enhancements to the BIS international banking statistics," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Indicators to support monetary and financial stability analysis: data sources and statistical methodologies, volume 39, Bank for International Settlements.
- Thierry Warin & Aleksandar Stojkov, 2021. "Banks’ Foreign Claims in the Aftermath of the 2008 Crisis: Institutional Response, Financial Efficiency, and Integration of Cross-Border Banking in the Euro Area," JRFM, MDPI, vol. 14(2), pages 1-17, February.
- Adarov, Amat, 2021. "Dynamic interactions between financial cycles, business cycles and macroeconomic imbalances: A panel VAR analysis," International Review of Economics & Finance, Elsevier, vol. 74(C), pages 434-451.
- Barbic, Gaia & Borgioli, Stefano & Klacso, Jan, 2017. "The journey from micro supervisory data to aggregate macroprudential statistics," Statistics Paper Series 20, European Central Bank.
- Bruno Tissot, 2016. "Development of financial sectoral accounts: new opportunities and challenges for supporting financial stability analysis," IFC Working Papers 15, Bank for International Settlements.
- Evelyn Truong & Bruno Tissot, 2019. "Are the post-crisis statistical initiatives complete? – An overview," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Are post-crisis statistical initiatives completed?, volume 49, Bank for International Settlements.
- Irving Fisher Committee, 2016. "Combining micro and macro statistical data for financial stability analysis," IFC Bulletins, Bank for International Settlements, number 41.
- André Sanchez Pacheco, .
"Consolidated foreign wealth of nations: Nationality-based measures of international exposure,"
UNCTAD Transnational Corporations Journal, United Nations Conference on Trade and Development.
- Andre Sanchez Pacheco, 2023. "Consolidated Foreign Wealth of Nations: Nationality-based measures of international exposure," Trinity Economics Papers tep0623, Trinity College Dublin, Department of Economics.
- Krzysztof Olszewski, 2013.
"The Commercial Real Estate Market, Central Bank Monitoring and Macroprudential Policy,"
Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, vol. 5(2), pages 213-250, December.
- Olszewski, Krzysztof, 2012. "The impact of commercial real estate on the financial sector, its tracking by central banks and some recommendations for the macro-financial stability policy of central banks," MPRA Paper 41059, University Library of Munich, Germany.
- Krzysztof Olszewski, 2012. "The impact of commercial real estate on the financial sector, its tracking by central banks and some recommendations for the macro-financial stability policy of central banks," NBP Working Papers 132, Narodowy Bank Polski.
- 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.
- Yao Axel Ehouman, 2020. "Do oil-market shocks drive global liquidity?," EconomiX Working Papers 2020-33, University of Paris Nanterre, EconomiX.
- Coates, Dermot & Moloney, Aoife, 2015. "Locational Banking Statistics in Ireland: Introducing the Enhanced Quarterly Statistics," Quarterly Bulletin Articles, Central Bank of Ireland, pages 73-86, October.
- Sophie van Huellen & Duo Qin & Shan Lu & Huiwen Wang & Qing Chao Wang & Thanos Moraitis, 2022.
"Modelling opportunity cost effects in money demand due to openness,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 697-744, January.
- Sophie van Huellen & Duo Qin & Shan Lu & Huiwen Wang & Qingchao Wang & Thanos Moraitis, 2019. "Modelling Opportunity Cost Effects in Money Demand due to Openness," Working Papers 225, Department of Economics, SOAS University of London, UK.
- Bruno Tissot & Burcu Tunç, 2017. "Statistical implications of the new financial landscape - Overview," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Statistical implications of the new financial landscape, volume 43, Bank for International Settlements.
- Stefan Avdjiev & Patrick McGuire & Philip Wooldridge, 2015. "Enhanced data to analyse international banking," BIS Quarterly Review, Bank for International Settlements, September.
- José María Serena Garralda & Bruno Tissot, 2018. "Central banks and trade repositories derivatives data," IFC Reports 7, Bank for International Settlements.
- Duo Qin & Qingchao Wang, 2016. "Predictive Macro-Impacts of PLS-based Financial Conditions Indices: An Application to the USA," Working Papers 201, Department of Economics, SOAS University of London, UK.