Francisco Nadal De Simone : Citation Profile


Are you Francisco Nadal De Simone?

Banque Centrale du Luxembourg (90% share)
Université du Luxembourg (10% share)

7

H index

5

i10 index

160

Citations

RESEARCH PRODUCTION:

13

Articles

20

Papers

RESEARCH ACTIVITY:

   30 years (1985 - 2015). See details.
   Cites by year: 5
   Journals where Francisco Nadal De Simone has often published
   Relations with other researchers
   Recent citing documents: 28.    Total self citations: 17 (9.6 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pna414
   Updated: 2017-09-16    RAS profile: 2016-06-13    
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Relations with other researchers


Works with:

Kabundi, Alain (3)

Jin, Xisong (2)

Tamirisa, Natalia (2)

Igan, Deniz (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Francisco Nadal De Simone.

Is cited by:

Punzi, Maria Teresa (9)

Kabundi, Alain (9)

Kauko, Karlo (7)

Igan, Deniz (5)

Peñaloza, Rodrigo Andrés (4)

Patnaik, Ila (3)

Tamirisa, Natalia (3)

Sutherland, Douglas (3)

Buckle, Robert (3)

Mayes, David (3)

Égert, Balázs (3)

Cites to:

Reichlin, Lucrezia (30)

Kose, Ayhan (24)

Giannone, Domenico (23)

Forni, Mario (19)

Prasad, Eswar (16)

Lippi, Marco (15)

Hallin, Marc (13)

Stock, James (13)

Terrones, Marco (13)

Gertler, Mark (12)

Sims, Christopher (12)

Main data


Where Francisco Nadal De Simone has published?


Journals with more than one article published# docs
Contemporary Economic Policy2

Working Papers Series with more than one paper published# docs
IMF Working Papers / International Monetary Fund10
BCL working papers / Central Bank of Luxembourg5
Working Papers / Economic Research Southern Africa2

Recent works citing Francisco Nadal De Simone (2017 and 2016)


YearTitle of citing document
2016Tracking Changes in the Intensity of Financial Sectors Systemic Risk. (2016). Jin, Xisong ; de Simone, Francisco Nadal . In: BCL working papers. RePEc:bcl:bclwop:bclwp102.

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2016An inquiry into the determinants of the profitability of Italian banks. (2016). Notarpietro, Alessandro ; Albertazzi, Ugo ; Siviero, Stefano . In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_364_16.

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2016International Transmission Mechanisms and Contagion in Housing Markets. (2016). Nanda, Anupam ; Yeh, Jia-Huey . In: The World Economy. RePEc:bla:worlde:v:39:y:2016:i:7:p:1005-1024.

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2016Firm investment and financial conditions in the euro area: evidence from firm-level data. (2016). Gibson, Heather ; Balfoussia, Hiona. In: Working Papers. RePEc:bog:wpaper:208.

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2016Measuring financial cycles with a model-based filter: Empirical evidence for the United States and the euro area. (2016). Koopman, Siem Jan ; Galati, Gabriele ; Vlekke, Marente ; Hindrayanto, Irma . In: DNB Working Papers. RePEc:dnb:dnbwpp:495.

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2016Generalized stability of monetary unions under regime switching in monetary and fiscal policies. (2016). Bonam, Dennis ; Hobijn, Bart . In: DNB Working Papers. RePEc:dnb:dnbwpp:524.

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2016Finance-augmented business cycles: A robustness check. (2016). Sindermann, Friedrich ; Gächter, Martin ; Fernández-Amador, Octavio ; Fernndez-Amador, Octavio ; Gchter, Martin . In: Economics Bulletin. RePEc:ebl:ecbull:eb-15-00136.

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2016Shadow banking in the euro area: risks and vulnerabilities in the investment fund sector. (2016). Weistroffer, Christian ; Molitor, Philippe ; Hermans, Lieven ; Doyle, Nicola . In: Occasional Paper Series. RePEc:ecb:ecbops:2016174.

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2016Measuring financial cycles in a model-based analysis: Empirical evidence for the United States and the euro area. (2016). Koopman, Siem Jan ; Galati, Gabriele ; Vlekke, Marente ; Hindrayanto, Irma . In: Economics Letters. RePEc:eee:ecolet:v:145:y:2016:i:c:p:83-87.

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2016Assessing the credit risk of money market funds during the eurozone crisis. (2016). Gallagher, Emily ; Collins, Sean . In: Journal of Financial Stability. RePEc:eee:finsta:v:25:y:2016:i:c:p:150-165.

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2016What’s the contingency? A proposal for bank contingent capital triggered by systemic risk. (2016). Allen, Linda ; Tang, YI. In: Journal of Financial Stability. RePEc:eee:finsta:v:26:y:2016:i:c:p:1-14.

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2016Dealing with financial instability under a DSGE modeling approach with banking intermediation: A predictability analysis versus TVP-VARs. (2016). Villa, Stefania ; Paccagnini, Alessia ; Cardani, Roberta ; Bekiros, Stelios. In: Journal of Financial Stability. RePEc:eee:finsta:v:26:y:2016:i:c:p:216-227.

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2016How the euro-area sovereign-debt crisis led to a collapse in bank equity prices. (2016). Tavlas, George ; Gibson, Heather ; Hall, Stephen G. In: Journal of Financial Stability. RePEc:eee:finsta:v:26:y:2016:i:c:p:266-275.

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2017An analysis of the literature on systemic financial risk: A survey. (2017). Silva, Walmir ; Sobreiro, Vinicius Amorim ; Kimura, Herbert . In: Journal of Financial Stability. RePEc:eee:finsta:v:28:y:2017:i:c:p:91-114.

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2017Credit cycle coherence in the eurozone: Was there a euro effect?. (2017). Samarina, Anna ; Bezemer, Dirk ; Zhang, LU. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:77:y:2017:i:c:p:77-98.

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2017Monetary policy and balance sheets. (2017). Tamirisa, Natalia ; Kabundi, Alain ; Igan, Deniz ; de Simone, Francisco Nadal . In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:39:y:2017:i:1:p:169-184.

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2016Systemic risk measures. (2016). Tabak, Benjamin ; Silva, Thiago ; Peñaloza, Rodrigo Andrés ; Peñaloza, Rodrigo Andrés ; Peñaloza, Rodrigo Andrés ; Guerra, Solange ; de Castro, Rodrigo Cesar ; Pealoza, Rodrigo Andrs ; de Souza, Rodrigo Andres . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:442:y:2016:i:c:p:329-342.

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2017An early alarm system for housing bubbles. (2017). Huang, Meichi ; Chiang, Hsiu-Hsuan . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:63:y:2017:i:c:p:34-49.

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2016Contagion across Eurozone’s sovereign spreads and the Core-Periphery divide. (2016). Valentini, Enzo ; CROCI ANGELINI, Elisabetta ; Farina, Francesco . In: Empirica. RePEc:kap:empiri:v:43:y:2016:i:1:d:10.1007_s10663-015-9300-8.

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2016On the macroeconomic determinants of the housing market in Greece: a VECM approach. (2016). Panagiotidis, Theodore. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:13:y:2016:i:3:d:10.1007_s10368-016-0345-3.

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2017The Dynamic Relationship Between Housing Prices and the Macroeconomy: Evidence from OECD Countries. (2017). Kishor, N ; Marfatia, Hardik A. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:54:y:2017:i:2:d:10.1007_s11146-015-9546-8.

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2017The Knotty Interplay Between Credit and Housing. (2017). Lastauskas, Povilas ; Constantinescu, Mihnea. In: Bank of Lithuania Working Paper Series. RePEc:lie:wpaper:45.

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2017Assessing the effectiveness of the monetary policy instrument during the inflation targeting period in South Africa. (2017). Bonga-Bonga, Lumengo. In: MPRA Paper. RePEc:pra:mprapa:80794.

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2017The Effect of Economic Uncertainty on the Housing Market Cycle. (2017). GUPTA, RANGAN ; Clance, Matthew W ; Aye, Goodness C. In: Working Papers. RePEc:pre:wpaper:201757.

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2017Bank-sovereign ties against interbank market integration: the case of the Italian segment. (2017). Popoyan, Lilit ; Saroyan, Susanna . In: LEM Papers Series. RePEc:ssa:lemwps:2017/02.

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2016Essays on banking sector’s dynamics, expectations, preferences and impact. (2016). . In: Other publications TiSEM. RePEc:tiu:tiutis:d064f029-f91e-47bc-b6d3-0ffef7e3b761.

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2016Finance-augmented business cycles: A robustness check. (2016). Fernandez-Amador, Octavio . In: Papers. RePEc:wti:papers:1038.

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2017Liquidity premia in CDS markets. (2017). Kamga, Merlin Kuate ; Wilde, Christian . In: SAFE Working Paper Series. RePEc:zbw:safewp:173.

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Works by Francisco Nadal De Simone:


YearTitleTypeCited
2010Market and Funding Liquidity Stress Testing of the Luxembourg Banking Sector In: BCL working papers.
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paper1
2011Market- and Book-Based Models of Probability of Default for Developing Macroprudential Policy Tools In: BCL working papers.
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paper1
2012An Early-warning and Dynamic Forecasting Framework of Default Probabilities for the Macroprudential Policy Indicators Arsenal In: BCL working papers.
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paper0
2013Banking Systemic Vulnerabilities: A Tail-risk Dynamic CIMDO Approach In: BCL working papers.
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paper9
2014Banking systemic vulnerabilities: A tail-risk dynamic CIMDO approach.(2014) In: Journal of Financial Stability.
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This paper has another version. Agregated cites: 9
article
2015Investment funds? vulnerabilities: A tail-risk dynamic CIMDO approach In: BCL working papers.
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paper1
1995A MACROECONOMIC PERSPECTIVE OF AFTAS PROBLEMS AND PROSPECTS In: Contemporary Economic Policy.
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article1
2001INFLATION TARGETERS IN PRACTICE: A LUCKY LOT? In: Contemporary Economic Policy.
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article6
2001Inflation Forecasting in Chile In: Journal Economía Chilena (The Chilean Economy).
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article0
2011Does the GARCH Structural Credit Risk Model Make a Difference? In: LSF Research Working Paper Series.
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paper1
1985A money demand equation for Brazil : Comments and additional evidence In: Journal of Development Economics.
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article7
2012Recent French relative export performance: Is there a competitiveness problem? In: Economic Modelling.
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article0
2014A framework for tracking changes in the intensity of investment funds systemic risk In: Journal of Empirical Finance.
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article2
2011Housing, credit, and real activity cycles: Characteristics and comovement In: Journal of Housing Economics.
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article19
2007Asymmetry in business fluctuations: International evidence on Friedmans plucking model In: Journal of International Money and Finance.
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article6
2000Forecasting Inflation in Chile Using State-Space and Regime-Switching Models In: IMF Working Papers.
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paper9
2001An Investigation of Output Variance Before and During Inflation Targeting In: IMF Working Papers.
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paper6
2002Common and Idiosyncratic Components in Real Output; Further International Evidence In: IMF Working Papers.
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paper12
2003Capital Operating Time and total Factor Productivity Growth in France In: IMF Working Papers.
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paper4
2007France in the Global Economy; A Structural Approximate Dynamic Factor Model Analysis In: IMF Working Papers.
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paper3
2011France in the global economy: a structural approximate dynamic factor model analysis.(2011) In: Empirical Economics.
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article
2009Recent French Export Performance; Is There a Competitiveness Problem? In: IMF Working Papers.
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paper4
2009Three Cycles; Housing, Credit, and Real Activity In: IMF Working Papers.
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paper10
2010Three Cycles: Housing, Credit and Real Activity.(2010) In: Working Papers.
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This paper has another version. Agregated cites: 10
paper
2013Monetary Policy and Balance Sheets In: IMF Working Papers.
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paper5
2013Monetary Policy and Balance Sheets.(2013) In: Working Papers.
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This paper has another version. Agregated cites: 5
paper
1999Nominal Exchange Rates and Nominal Interest Rate Differentials In: IMF Working Papers.
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paper4
1999A Review of Capital Account Restrictions in Chile in the 1990s In: IMF Working Papers.
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paper15
1997Is there a business cycle in Singapore? Is there a Singaporean business cycle? In: Atlantic Economic Journal.
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article1
1998The current account balance: an analysis of the issues In: Reserve Bank of New Zealand Bulletin.
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article7
1997Current account and exchange rate behaviour under inflation targeting in a small open economy In: Reserve Bank of New Zealand Discussion Paper Series.
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paper1
2011The impact of sovereign credit risk on bank funding conditions In: MPRA Paper.
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paper22
2001Inflation targeting in a small open economy: The behaviour of price variables In: New Zealand Economic Papers.
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article3

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