17
H index
19
i10 index
1661
Citations
European Central Bank | 17 H index 19 i10 index 1661 Citations RESEARCH PRODUCTION: 11 Articles 22 Papers 1 Books RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Carsten Detken. | Is cited by: | Cites to: |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Paper Series / European Central Bank | 11 |
| Occasional Paper Series / European Central Bank | 2 |
| ESRB Occasional Paper Series / European Systemic Risk Board | 2 |
| Year | Title of citing document |
|---|---|
| 2024 | Are Charter Value and Supervision Aligned? A Segmentation Analysis. (2024). Lozano-Vivas, Ana ; Duran, Miguel ; Aparicio, Juan ; Pastor, Jesus T. In: Papers. RePEc:arx:papers:2401.12274. Full description at Econpapers || Download paper |
| 2024 | Business Model Contributions to Bank Profit Performance: A Machine Learning Approach. (2024). Lozano-Vivas, Ana ; Duran, Miguel ; Bolivar, F. In: Papers. RePEc:arx:papers:2401.12334. Full description at Econpapers || Download paper |
| 2025 | Assessing consumer CBDC adoption in Luxembourg: A micro-simulation approach. (2025). Giordana, Gastón. In: BCL working papers. RePEc:bcl:bclwop:bclwp193. Full description at Econpapers || Download paper |
| 2024 | Detecting excessive credit growth: An approach based on structural counterfactuals. (2024). Sass, Magnus. In: Berlin School of Economics Discussion Papers. RePEc:bdp:dpaper:0046. Full description at Econpapers || Download paper |
| 2024 | Aggregate debt servicing and the limit on private credit. (2024). Quincy, Sarah ; Juselius, Mikael ; Drehmann, Mathias. In: BIS Working Papers. RePEc:bis:biswps:1235. Full description at Econpapers || Download paper |
| 2025 | Harnessing artificial intelligence for monitoring financial markets. (2025). Gelos, R. Gaston ; Perez-Cruz, Fernando ; Park, Taejin ; Godoy, Douglas Kiarelly ; Aquilina, Matteo. In: BIS Working Papers. RePEc:bis:biswps:1291. Full description at Econpapers || Download paper |
| 2024 | Transitory and permanent shock transmissions between real estate investment trusts and other assets: Evidence from time‐frequency decomposition and machine learning. (2024). Wang, Jinghua ; Ngene, Geoffrey M. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:1:p:539-573. Full description at Econpapers || Download paper |
| 2024 | Calibrating the countercyclical capital buffer using AUROCs. (2024). Bologna, Pierluigi ; Galardo, Maddalena. In: Economic Notes. RePEc:bla:ecnote:v:53:y:2024:i:1:n:e12230. Full description at Econpapers || Download paper |
| 2024 | Capital flow management and monetary policy to control credit growth. (2024). Madjdsadjadi, Zagros ; Zehri, Chokri. In: Economics and Politics. RePEc:bla:ecopol:v:36:y:2024:i:2:p:637-676. Full description at Econpapers || Download paper |
| 2024 | Loan‐to‐value limits as a macroprudential policy tool: Developments in theory and practice. (2024). Gatt, William. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:1:p:232-267. Full description at Econpapers || Download paper |
| 2025 | Housing and Credit Cycles in Ireland. (2025). Mugrabi, Farah ; Rnstler, Gerhard. In: Research Technical Papers. RePEc:cbi:wpaper:16/rt/25. Full description at Econpapers || Download paper |
| 2024 | Aim, focus, shoot. The choice of appropriate and effective macroprudential instruments. (2024). Azzone, Michele ; Pirovano, Mara. In: Working Paper Series. RePEc:ecb:ecbwps:20242979. Full description at Econpapers || Download paper |
| 2025 | From losses to buffer - calibrating the positive neutral CCyB rate in the euro area. (2025). Stammwitz, Florian ; Pirovano, Mara ; Pereira, Ana ; de Nora, Giorgia. In: Working Paper Series. RePEc:ecb:ecbwps:20253061. Full description at Econpapers || Download paper |
| 2024 | Does macroprudential policy leak? Evidence from shadow bank lending in EU countries. (2024). Ngo, Ngoc Anh ; Hodula, Martin. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999324000130. Full description at Econpapers || Download paper |
| 2024 | Financial cycle comovement with monetary and macroprudential policy and global factors: Evidence from India. (2024). Mundra, Sruti ; Bicchal, Motilal. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000457. Full description at Econpapers || Download paper |
| 2024 | Optimizing composite early warning indicators. (2024). Beltran, Daniel ; Dalal, Vihar M ; Jahan-Parvar, Mohammad R ; Paine, Fiona A. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s106294082400175x. Full description at Econpapers || Download paper |
| 2024 | European politicians and financial literacy activism: Does financial (in)stability matter?. (2024). Borghi, Elisa ; Papini, Alessia ; Masciandaro, Donato. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524004658. Full description at Econpapers || Download paper |
| 2024 | The asymmetric effects of monetary policy on stock price bubbles. (2024). Labondance, Fabien ; Hubert, Paul ; Blot, Christophe. In: European Economic Review. RePEc:eee:eecrev:v:168:y:2024:i:c:s0014292124001533. Full description at Econpapers || Download paper |
| 2025 | Non-stationary financial risk factors and macroeconomic vulnerability for the UK. (2025). Szendrei, Tibor ; Varga, Katalin. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007981. Full description at Econpapers || Download paper |
| 2024 | Credit guarantee, financing structure, and firm ESG performance. (2024). Jiang, Yihuo ; Guo, Xiaomei ; Lu, Xiaojian ; Zhang, Minqiang. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324003453. Full description at Econpapers || Download paper |
| 2024 | Sowing the seeds of financial imbalances: The role of macroeconomic performance. (2024). Modugno, Michele ; Afanasyeva, Elena ; Lee, Seung Jung ; Jerow, Sam. In: Journal of Financial Stability. RePEc:eee:finsta:v:74:y:2024:i:c:s157230892030142x. Full description at Econpapers || Download paper |
| 2025 | Sectoral credit allocation and systemic risk. (2025). Ongena, Steven ; Andrieș, Alin Marius ; Sprincean, Nicu. In: Journal of Financial Stability. RePEc:eee:finsta:v:76:y:2025:i:c:s1572308924001487. Full description at Econpapers || Download paper |
| 2024 | Macroprudential regulation and bank risk: The role of shareholders and creditors rights. (2024). Matos, Tiago ; Dutra, Tiago M. In: Global Finance Journal. RePEc:eee:glofin:v:59:y:2024:i:c:s1044028323001151. Full description at Econpapers || Download paper |
| 2025 | Financial connectivity in cross-border lending and crises: Role of financial and legislative integration. (2025). Nder, Zeynep ; Demir, Mge. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:101:y:2025:i:c:s1042443125000277. Full description at Econpapers || Download paper |
| 2024 | Latent fragility: Conditioning banks joint probability of default on the financial cycle. (2024). Schüler, Yves ; Schuler, Yves ; Hiebert, Paul ; Bochmann, Paul ; Segoviano, Miguel A. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:146:y:2024:i:c:s0261560624000949. Full description at Econpapers || Download paper |
| 2024 | Early warning models for systemic banking crises: Can political indicators improve prediction?. (2024). Uebelmesser, Silke ; Huynh, Tran. In: European Journal of Political Economy. RePEc:eee:poleco:v:81:y:2024:i:c:s0176268023001283. Full description at Econpapers || Download paper |
| 2024 | Corruption, lending and bank performance. (2024). Molyneux, Philip ; Al-Fayoumi, Nedal ; ben Ammar, Mouldi ; Abuzayed, Bana. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:802-830. Full description at Econpapers || Download paper |
| 2025 | Tailored microprudential recommendations for bank profit retention using a risk tolerance framework. (2025). Moinescu, Bogdan-Gabriel ; Jakubík, Petr. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025001145. Full description at Econpapers || Download paper |
| 2025 | Isolating financial cycles using the fractional cyclical model in selected economies: 1970–2019. (2025). Skare, Marinko ; Gil-Alana, Luis ; Porada-Rochon, Magorzata. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:72:y:2025:i:c:p:67-77. Full description at Econpapers || Download paper |
| 2025 | Determinants of Financial Stability and Development in South Africa: Insights from a Quantile ARDL Model of the South African Financial Cycle. (2025). Magubane, Khwazi. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:9:p:495-:d:1742444. Full description at Econpapers || Download paper |
| 2024 | Quantum Majorization in Market Crash Prediction. (2024). Oosterlee, Cornelis W ; Cirillo, Pasquale ; Souto, Luis A ; Montana, Rhet J. In: Risks. RePEc:gam:jrisks:v:12:y:2024:i:12:p:204-:d:1545469. Full description at Econpapers || Download paper |
| 2025 | Does ESG Performance Help Corporate Deleveraging? Based on an Analysis of Excessive Corporate Debt. (2025). Zhang, Lequan ; Liu, Dongjiao ; Zhu, Tao. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:3:p:1274-:d:1583907. Full description at Econpapers || Download paper |
| 2025 | Understanding the dynamics of financial and economic crises: a comprehensive analysis. (2025). Aroussi, Zohra ; Hamdaoui, Mekki ; ben Ahmed, Abderraouf ; Smida, Mounir. In: Post-Print. RePEc:hal:journl:hal-04950052. Full description at Econpapers || Download paper |
| 2025 | Constructing a country-specific indicator for cyclical systemic risk. (2025). Vella, Sarah. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:58:y:2025:i:3:d:10.1007_s10644-025-09884-1. Full description at Econpapers || Download paper |
| 2025 | Asymmetric Shocks and the Role of Exchange Rate in Emerging Markets: Evidence from India. (2025). De, Kuhelika. In: Open Economies Review. RePEc:kap:openec:v:36:y:2025:i:2:d:10.1007_s11079-024-09773-6. Full description at Econpapers || Download paper |
| 2025 | Which Capital Flow Surge Methods Are Better at Predicting Reversals and Sudden Stops?: Balancing Type 1 and Type 2 Errors. (2025). Willett, Thomas D ; Sula, Ozan ; Choi, Yongseok ; Efremidze, Levan. In: Open Economies Review. RePEc:kap:openec:v:36:y:2025:i:3:d:10.1007_s11079-024-09779-0. Full description at Econpapers || Download paper |
| 2024 | Machine learning in accounting and finance research: a literature review. (2024). Alexandridis, Antonios ; Nerantzidis, Michail ; Liaras, Evangelos. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:63:y:2024:i:4:d:10.1007_s11156-024-01306-z. Full description at Econpapers || Download paper |
| 2024 | Household debt service ratio in a developing economy: borrower-based analytical tools and macroprudential policy overview in Kazakhstan. (2024). Ybrayev, Zhandos ; Kairullayev, Yerlan ; Zharkynbay, Talgat ; Talakin, Andrey. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:25:y:2024:i:1:d:10.1057_s41261-023-00218-7. Full description at Econpapers || Download paper |
| 2024 | Assessment of macroprudential strategy documents: Are they ready for the challenges ahead?. (2024). Dobrzaska, Anna ; Smaga, Pawe. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:25:y:2024:i:4:d:10.1057_s41261-024-00239-w. Full description at Econpapers || Download paper |
| 2024 | Using household-level data to guide borrower-based macro-prudential policy. (2024). Ziegelmeyer, Michael ; Giordana, Gastón. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:2:d:10.1007_s00181-023-02477-9. Full description at Econpapers || Download paper |
| 2024 | Modelling the economic effect of inbound birth tourism: a random forest algorithm approach. (2024). Özgür, Önder ; Gorus, Muhammed Sehid ; Ozgur, Onder ; Solarin, Sakiru Adebola. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:58:y:2024:i:5:d:10.1007_s11135-024-01852-7. Full description at Econpapers || Download paper |
| 2024 | Financial dollarization and its effects on inflation and output in Turkey: a machine learning approach. (2024). Özgür, Önder ; Aslan, Murat. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:58:y:2024:i:6:d:10.1007_s11135-024-01911-z. Full description at Econpapers || Download paper |
| 2024 | Predicting financial crises: an evaluation of machine learning algorithms and model explainability for early warning systems. (2024). Reimann, Chris. In: Review of Evolutionary Political Economy. RePEc:spr:revepe:v:5:y:2024:i:1:d:10.1007_s43253-024-00114-4. Full description at Econpapers || Download paper |
| 2025 | Asset Management Companies and the Global Financial Crisis in Ireland and Spain. (2025). Reynolds, Ciara ; Collins, Michel L. In: Working Papers. RePEc:ucd:wpaper:202502. Full description at Econpapers || Download paper |
| 2025 | New forecasting methods for an old problem: Predicting 147 years of systemic financial crises. (2025). Fritsche, Ulrich ; du Plessis, Emile. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:1:p:3-40. Full description at Econpapers || Download paper |
| 2024 | Constructing a composite indicator to assess cyclical systemic risks: An early warning approach. (2024). Koponen, Heidi. In: BoF Economics Review. RePEc:zbw:bofecr:294867. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2005 | On Prosperity and Posterity: The Need for Fiscal Discipline in a Monetary Union In: Working Papers de Economia (Economics Working Papers). [Full Text][Citation analysis] | paper | 18 |
| 2004 | On prosperity and posterity: the need for fiscal discipline in a monetary union.(2004) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
| 2002 | Determinants of the Effective Real Exchange Rate of the Synthetic Euro: Alternative Methodological Approaches In: Australian Economic Papers. [Full Text][Citation analysis] | article | 30 |
| 2000 | The Euro and International Capital Markets In: International Finance. [Full Text][Citation analysis] | article | 49 |
| 2000 | The Euro and International Capital Markets.(2000) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | paper | |
| 2000 | The euro and international capital markets.(2000) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | paper | |
| 2000 | The Euro and International Capital Markets.(2000) In: EUI-RSCAS Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | paper | |
| 2000 | The euro and international capital markets.(2000) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | paper | |
| 2006 | CNB Economic Research Bulletin: Research Priorities and Central Banks In: Occasional Publications - Edited Volumes. [Full Text][Citation analysis] | book | 0 |
| 2025 | Macroprudential and monetary policy interaction: the role of early activation of the countercyclical capital buffer In: Macroprudential Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2017 | A new database for financial crises in European countries In: Occasional Paper Series. [Full Text][Citation analysis] | paper | 111 |
| 2017 | A new database for financial crises in European countries.(2017) In: ESRB Occasional Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 111 | paper | |
| 2019 | Macroprudential policy at the ECB: Institutional framework, strategy, analytical tools and policies In: Occasional Paper Series. [Full Text][Citation analysis] | paper | 23 |
| 2009 | Global liquidity as an early warning indicator for asset price boom/bust cycles In: Research Bulletin. [Full Text][Citation analysis] | article | 115 |
| 1999 | Fiscal policy effectiveness and neutrality results in a non-Ricardian world In: Working Paper Series. [Full Text][Citation analysis] | paper | 9 |
| 2001 | Monetary policy and fears of financial instability In: Working Paper Series. [Full Text][Citation analysis] | paper | 19 |
| 2002 | Model uncertainty and the equilibrium value of the real effective euro exchange rate In: Working Paper Series. [Full Text][Citation analysis] | paper | 51 |
| 2003 | Maintaining price stability under free-floating: a fearless way out of the corner? In: Working Paper Series. [Full Text][Citation analysis] | paper | 19 |
| 2004 | Asset price booms and monetary policy In: Working Paper Series. [Full Text][Citation analysis] | paper | 216 |
| 2010 | Asset Price Booms and Monetary Policy.(2010) In: EcoMod2003. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 216 | paper | |
| 2007 | Liquidity shocks and asset price boom/bust cycles In: Working Paper Series. [Full Text][Citation analysis] | paper | 122 |
| 2009 | Real timeearly warning indicators for costly asset price boom/bust cycles: a role for global liquidity In: Working Paper Series. [Full Text][Citation analysis] | paper | 153 |
| 2013 | Setting countercyclical capital buffers based on early warning models: would it work? In: Working Paper Series. [Full Text][Citation analysis] | paper | 95 |
| 2014 | Identifying excessive credit growth and leverage In: Working Paper Series. [Full Text][Citation analysis] | paper | 160 |
| 2018 | Identifying excessive credit growth and leverage.(2018) In: Journal of Financial Stability. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 160 | article | |
| 2018 | Predicting the likelihood and severity of financial crises over the medium term with a cyclical systemic risk indicator In: Financial Stability Review. [Full Text][Citation analysis] | article | 3 |
| 2014 | On policymakers’ loss functions and the evaluation of early warning systems: Comment In: Economics Letters. [Full Text][Citation analysis] | article | 8 |
| 2011 | Quasi real time early warning indicators for costly asset price boom/bust cycles: A role for global liquidity In: European Journal of Political Economy. [Full Text][Citation analysis] | article | 298 |
| 2017 | Predicting Vulnerabilities in the EU Banking Sector: The Role of Global and Domestic Factors In: International Journal of Central Banking. [Full Text][Citation analysis] | article | 8 |
| 2016 | Predicting vulnerabilities in the EU banking sector: the role of global and domestic factors.(2016) In: ESRB Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 1992 | Governments, Trade Unions and the Macroeconomy: An Expository Analysis of the Political Business Cycle. In: Public Choice. [Citation analysis] | article | 10 |
| 2002 | Features of the euros role in international financial markets In: Economic Policy. [Full Text][Citation analysis] | article | 11 |
| 2015 | Comparing different early warning systems: Results from a horse race competition among members of the Macro-prudential Research Network In: MPRA Paper. [Full Text][Citation analysis] | paper | 30 |
| 2014 | Operationalising the countercyclical capital buffer: indicator selection, threshold identification and calibration options In: ESRB Occasional Paper Series. [Full Text][Citation analysis] | paper | 103 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team