Björn van Roye : Citation Profile

Are you Björn van Roye?

European Central Bank

12

H index

13

i10 index

473

Citations

RESEARCH PRODUCTION:

10

Articles

25

Papers

RESEARCH ACTIVITY:

   9 years (2009 - 2018). See details.
   Cites by year: 52
   Journals where Björn van Roye has often published
   Relations with other researchers
   Recent citing documents: 88.    Total self citations: 14 (2.87 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pva435
   Updated: 2023-05-27    RAS profile: 2023-05-13    
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Relations with other researchers

Works with:

Van Robays, Ine (2)

Ricci, Martino (2)

Georgiadis, Georgios (2)

Aboura, Sofiane (2)

Dieppe, Alistair (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Björn van Roye.

Is cited by:

Boysen-Hogrefe, Jens (24)

Groll, Dominik (21)

Semmler, Willi (13)

Schleer, Frauke (12)

Gern, Klaus (12)

Ademmer, Martin (12)

Feldkircher, Martin (10)

Kooths, Stefan (10)

Stolbov, Mikhail (9)

Dovern, Jonas (8)

Plödt, Martin (8)

Cites to:

Giannone, Domenico (27)

Reichlin, Lucrezia (26)

Pesaran, Mohammad (22)

Gertler, Mark (22)

Galí, Jordi (17)

BORIO, Claudio (17)

Clarida, Richard (15)

Sinn, Hans-Werner (14)

Lenza, Michele (13)

Boysen-Hogrefe, Jens (13)

Kooths, Stefan (11)

Main data

Where Björn van Roye has published?

Journals with more than one article published# docs
Financial Stability Review2

Working Papers Series with more than one paper published# docs
Kiel Working Papers / Kiel Institute for the World Economy (IfW Kiel)7
Kiel Policy Brief / Kiel Institute for the World Economy (IfW Kiel)5
Working Paper Series / European Central Bank4
Kieler Beiträge zur Wirtschaftspolitik / Kiel Institute for the World Economy (IfW Kiel)3
Kiel Discussion Papers / Kiel Institute for the World Economy (IfW Kiel)3

Recent works citing Björn van Roye (2022 and 2021)

YearTitle of citing document
2022Bayesian Optimization of Hyperparameters when the Marginal Likelihood is Estimated by MCMC. (2020). Stockhammar, Par ; Villani, Mattias ; Gustafsson, Oskar. In: Papers. RePEc:arx:papers:2004.10092.

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2021Arctic Amplification of Anthropogenic Forcing: A Vector Autoregressive Analysis. (2020). Gobel, Maximilian ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2005.02535.

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2021Asymmetric Conjugate Priors for Large Bayesian VARs. (2021). Chan, Joshua. In: Papers. RePEc:arx:papers:2111.07170.

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2023Spillovers of US Interest Rates: Monetary Policy & Information Effects. (2021). Camara, Santiago. In: Papers. RePEc:arx:papers:2111.08631.

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2021A BVAR toolkit to assess macrofinancial risks in Brazil and Mexico. (2021). Molina, Luis ; Campos, Rodolfo ; Berganza, Juan Carlos ; Andres-Escayola, Erik. In: Occasional Papers. RePEc:bde:opaper:2114.

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2021The impact of heterogeneous unconventional monetary policies on the expectations of market crashes. (2021). Alonso Alvarez, Irma ; Vaello-Sebastia, Antoni ; Serrano, Pedro. In: Working Papers. RePEc:bde:wpaper:2127.

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2021Do Words Hurt More Than Actions? The Impact of Trade Tensions on Financial Markets. (2021). Pagliari, Maria Sole ; Ferrari, Massimo ; Kurcz, Frederik. In: Working papers. RePEc:bfr:banfra:802.

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2022Financial stress and economic growth: The moderating role of trust. (2022). Tasiou, Menelaos ; Pasiouras, Fotios ; Makrychoriti, Panagiota. In: Kyklos. RePEc:bla:kyklos:v:75:y:2022:i:1:p:48-74.

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2021The effects of external shocks on the business cycle in China: A structural change perspective. (2021). Wagner, Helmut ; Murach, Michael. In: Review of International Economics. RePEc:bla:reviec:v:29:y:2021:i:3:p:681-702.

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2021Externalities of economic sanctions on performance of intra?industry non?sanctioned firms: Evidence from Zimbabwe. (2021). Bonga, Wellington Garikai ; Jachi, Moses ; Yin, Fangyuan ; Yang, Jinkun ; Makosa, Lewis ; Sun, Jie. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:68:y:2021:i:5:p:643-664.

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2021External imbalances from a GVAR perspective. (2021). Tamarit, Cecilio ; Carrion-i-Silvestre, Josep ; Camarero, Mariam ; Carrionisilvestre, Josep Lluis. In: The World Economy. RePEc:bla:worlde:v:44:y:2021:i:11:p:3202-3245.

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2022Turning in the widening gyre: monetary and fiscal policy in interwar Britain. (2022). Ronicle, David. In: Bank of England working papers. RePEc:boe:boeewp:0968.

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2021Exchange rate fluctuations and the financial channel in emerging economies. (2021). Comunale, Mariarosaria ; Beckmann, Joscha. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2021_011.

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2022Inflationary household uncertainty shocks. (2022). Ambrocio, Gene. In: Research Discussion Papers. RePEc:bof:bofrdp:2022_005.

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2021The Real Effects of Uncertainty Shocks: New Evidence from Linear and Nonlinear SVAR Models. (2021). Tsasa, Jean-Paul K ; Diwambuena, Josue. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps87.

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2022Sovereign Uncertainty. (2022). Silgado-Gomez, Edgar. In: Research Technical Papers. RePEc:cbi:wpaper:10/rt/22.

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2023.

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2021ECB-Global 2.0: a global macroeconomic model with dominant-currency pricing, tariffs and trade diversion. (2021). Georgiadis, Georgios ; Schumann, Ben ; Ricci, Martino ; Hildebrand, Sebastian ; van Roye, Bjorn. In: Working Paper Series. RePEc:ecb:ecbwps:20212530.

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2021Financial Stability and Economic Growth Nexus: Evidence from Sub-Saharan Africa using Panel Data. (2021). Muda, Paul ; MacCarthy, John ; Ahulu, Helena. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2021-04-2.

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2021The effects of fiscal policy shocks in Bangladesh: An agnostic identification procedure. (2021). Leon-Gonzalez, Roberto ; Rahaman, Ataur. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:71:y:2021:i:c:p:626-644.

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2022Uncertainty shocks and business cycles in the US: New insights from the last three decades. (2022). Houari, Oussama. In: Economic Modelling. RePEc:eee:ecmode:v:109:y:2022:i:c:s0264999322000086.

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2022A model of the Euro area, China, and the United States: Trade links and trade wars. (2022). Audzei, Volha ; Brha, Jan. In: Economic Modelling. RePEc:eee:ecmode:v:111:y:2022:i:c:s0264999322000773.

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2022Connectedness of commodity, exchange rate and categorical economic policy uncertainties — Evidence from China. (2022). Jiang, Yonghong ; Tian, Gengyu ; Song, LU. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s106294082200016x.

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2022A time-varying copula approach for constructing a daily financial systemic stress index. (2022). Yeap, Xiu Wei ; Li, Changtai ; Tan, Sook-Rei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001565.

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2022Foreign direct investment and economic growth in Sub-Saharan Africa: A nonlinear analysis. (2022). Kodongo, Odongo ; Asafo-Agyei, George. In: Economic Systems. RePEc:eee:ecosys:v:46:y:2022:i:4:s0939362522000656.

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2021Financial uncertainty and real activity: The good, the bad, and the ugly. (2021). Kima, Richard ; Delrio, Silvia ; Castelnuovo, Efrem ; Caggiano, Giovanni. In: European Economic Review. RePEc:eee:eecrev:v:136:y:2021:i:c:s0014292121001033.

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2021Good policy or good luck? Analyzing the effects of fiscal policy and oil revenue shocks in Ecuador. (2021). González-Astudillo, Manuel ; Garcia-Alban, Freddy ; Vera-Avellan, Cristhian ; Gonzalez-Astudillo, Manuel. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002279.

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2021Financial stress, economic policy uncertainty, and oil price uncertainty. (2021). Apostolakis, George ; Wohar, Mark ; Gkillas, Konstantinos ; Floros, Christos. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321005405.

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2021The role of oil price uncertainty shocks on oil-exporting countries. (2021). Rubaszek, Michał ; Śmiech, Sławomir ; Papie, Monika ; Snarska, Magorzata. In: Energy Economics. RePEc:eee:eneeco:v:93:y:2021:i:c:s0140988320303686.

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2022Fiscal decentralization and public budgets for energy RD&D: A race to the bottom?. (2022). Kassouri, Yacouba. In: Energy Policy. RePEc:eee:enepol:v:161:y:2022:i:c:s0301421521006273.

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2022International financial stress spillovers to bank lending: Do internal characteristics matter?. (2022). Haddou, Samira . In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002459.

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2022Financial stress transmission between the U.S. and the Euro Area. (2022). Kutan, Ali M ; Dibooglu, Sel ; Cevik, Emrah Ismail ; Altinkeski, Buket Kirci. In: Journal of Financial Stability. RePEc:eee:finsta:v:60:y:2022:i:c:s1572308922000328.

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2021Economic policy uncertainty and bank stability: Does bank regulation and supervision matter in major European economies?. (2021). Nguyen, Thanh Cong. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121001062.

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2021Bayesian VAR forecasts, survey information, and structural change in the euro area. (2021). Ganics, Gergely ; Odendahl, Florens. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:971-999.

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2023U.K. economic policy uncertainty and innovation activities: A firm-level analysis. (2023). Trinh, Vu Quang ; Nguyen, Minh Hong. In: Journal of Economics and Business. RePEc:eee:jebusi:v:123:y:2023:i:c:s0148619522000492.

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2022A panel VAR analysis of macro-financial imbalances in the EU. (2022). Comunale, Mariarosaria. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:121:y:2022:i:c:s0261560621001625.

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2022Uncertainty shocks and systemic-risk indicators. (2022). Roth, Markus ; Hristov, Nikolay. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:122:y:2022:i:c:s0261560621002242.

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2021Fed and ECB monetary policy spillovers to Emerging Market Economies. (2021). Wesołowski, Grzegorz ; Walerych, Małgorzata ; Wesoowski, Grzegorz. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:70:y:2021:i:c:s0164070421000483.

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2021Macroeconomic imbalances in Europe: How to overcome the fallacy of unit labour costs. (2021). Esposito, Piero ; Collignon, Stefan. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:43:y:2021:i:3:p:673-691.

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2022The role of financial stress, oil, gold and natural gas prices on clean energy stocks: Global evidence from extreme quantile approach. (2022). Fu, Zheng ; Chen, Zhiguo ; Sharif, Arshian ; Razi, Ummara. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003063.

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2021Downside risk, financial conditions and systemic risk in China. (2021). Li, Haoran ; Wang, BO. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x19304895.

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2022Structural news shock, financial market uncertainty and Chinas business fluctuations. (2022). Liu, Dayu ; Ding, Yibing. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:76:y:2022:i:c:s0927538x22001846.

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2021Time-frequency dependencies of financial and economic risks in South American countries. (2021). Kirikkaleli, Dervis ; Athari, Seyed Alireza ; Kondoz, Mehmet. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:79:y:2021:i:c:p:170-181.

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2021Does Bitcoin or gold react to financial stress alike? Evidence from the U.S. and China. (2021). Wang, Peijin ; Zhang, Hongwei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:629-648.

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2021Dynamic interactions between financial cycles, business cycles and macroeconomic imbalances: A panel VAR analysis. (2021). Adarov, Amat. In: International Review of Economics & Finance. RePEc:eee:reveco:v:74:y:2021:i:c:p:434-451.

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2022Economic policy uncertainty, financial development, and financial constraints: Evidence from China. (2022). Hao, Dapeng ; Ma, Huanyu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:79:y:2022:i:c:p:368-386.

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2022Monetary policy uncertainty, debt financing cost and real economic activities: Evidence from China. (2022). Li, LI ; Xiang, Jingjie. In: International Review of Economics & Finance. RePEc:eee:reveco:v:80:y:2022:i:c:p:1025-1044.

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2023Oil market shocks and financial instability in Asian countries. (2023). Dagher, Leila ; Hasanov, Fakhri J. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:182-195.

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2022How Does Financial Market Stress Respond to Shocks in Global Economic Activity and Exchange Rate Stability? A Structural VAR Approach. (2022). Qeqe, Bekithemba ; Naape, Baneng. In: Eurasian Journal of Social Sciences. RePEc:ejn:ejssjr:v:10:y:2022:i:1:p:25-36.

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2023A Financial Stress Index for a Small Open Economy: The Australian Case. (2023). Gomis-Porqueras, Pedro ; Zhou, Xuan ; Ruprecht, Romina. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2023-29.

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2021A Hitchhiker’s Guide to Empirical Macro Models. (2021). ferroni, filippo ; Canova, Fabio. In: Working Paper Series. RePEc:fip:fedhwp:93029.

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2022How Effective Are Macroprudential Policy Instruments? Evidence from Turkey. (2022). Ogus Binatli, Ayla ; Ou, Ayla ; Elik, Mahmut. In: Economies. RePEc:gam:jecomi:v:10:y:2022:i:4:p:76-:d:778687.

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2021Uncovering the Dynamic Relationship between Credit and Sustainable Economic Growth in Selected CEE Countries. (2021). Zaharia, Alina ; Kubinschi, Matei Nicolae ; Altr, Adam. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:11:p:6349-:d:568274.

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2021Research on the Effectiveness of China’s Macro Control Policy on Output and Technological Progress under Economic Policy Uncertainty. (2021). Zhu, Songping ; Zheng, Ganwen. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:12:p:6844-:d:576680.

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2022Financial Stability and Economic Activity in China: Based on Mixed-Frequency Spillover Method. (2022). Lv, Xuan ; Li, Menggang ; Zhang, Yingjie. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:19:p:12926-:d:937982.

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2021A BVAR Model for Forecasting Ukrainian Inflation. (2021). Shapovalenko, Nadiia. In: IHEID Working Papers. RePEc:gii:giihei:heidwp05-2021.

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2021Economic Growth with Public and Foreign Investment in Vietnam. (2021). Hung, Ly. In: Working Papers. RePEc:hal:wpaper:hal-03241846.

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2022Macroeconomic effects of systemic stress: a rolling spillover index approach. (2022). Škrinjarić, Tihana ; Skrinjaric, Tihana. In: Public Sector Economics. RePEc:ipf:psejou:v:46:y:2022:i:1:p:109-140.

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2023US uncertainty shocks, credit, production, and prices: The case of fourteen Latin American countries.. (2023). Uribe, Jorge ; Gomez-Gonzalez, Jose ; Giraldo, Iader. In: IREA Working Papers. RePEc:ira:wpaper:202302.

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2021International interdependency of macroeconomic activities: a multivariate empirical analysis. (2021). ROUT, SANJAY ; Mallick, Hrushikesh. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:18:y:2021:i:2:d:10.1007_s10368-020-00483-1.

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2022Financial spillovers, spillbacks, and the scope for international macroprudential policy coordination. (2022). Pereira da Silva, Luiz Awazu ; Agénor, Pierre-Richard ; Agenor, Pierre-Richard. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:19:y:2022:i:1:d:10.1007_s10368-021-00522-5.

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2021Foreign and Domestic Uncertainty Shocks in Four Open Economies. (2021). Uddin, Gazi ; Staehr, Karsten ; Rubaszek, Michał ; Nilavongse, Rachatar. In: Open Economies Review. RePEc:kap:openec:v:32:y:2021:i:5:d:10.1007_s11079-021-09656-0.

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2021A View from Outside: Sovereign CDS Volatility as an Indicator of Economic Uncertainty. (2021). Feldkircher, Martin ; Böck, Maximilian ; Raunig, Burkhard ; Bock, Maximilian. In: Working Papers. RePEc:onb:oenbwp:233.

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2022Uncertainty Before and During COVID-19: A Survey. (2022). Castelnuovo, Efrem. In: Marco Fanno Working Papers. RePEc:pad:wpaper:0279.

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2021A data-driven approach to measuring financial soundness throughout the world. (2021). Mertzanis, Charilaos ; Cerchiello, Paola ; Bitetto, Alessandro. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0199.

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2022Understanding the impact of travel on wellbeing: evidence for Great Britain during the pandemic.. (2022). mamatzakis, emmanuel. In: MPRA Paper. RePEc:pra:mprapa:112974.

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2022Oil Market Shocks and Financial Instability in Asian Countries. (2022). Dagher, Leila ; Hasanov, Fakhri. In: MPRA Paper. RePEc:pra:mprapa:116079.

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2021Monetary Policy and House Price Volatility. (2021). Wesołowski, Grzegorz ; Wesoowski, Grzegorz. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:13:y:2021:i:4:p:359-379.

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2022Spillovers in the Presence of Financial Stress – An Application to Romania. (2022). Horobet, Alexandra ; Copaciu, Anca Mihaela. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2022:i:2:p:29-43.

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2021THE IMPACT OF ECONOMIC UNCERTAINTY ON HOUSEHOLD CONSUMPTION CHOICES. EVIDENCE FROM EUROPE. (2021). Anton, George. In: Proceedings of the INTERNATIONAL MANAGEMENT CONFERENCE. RePEc:rom:mancon:v:15:y:2021:i:1:p:622-628.

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2021Output-inflation Trade-off in the Presence of Foreign Capital: Evidence for Vietnam. (2021). Hung, Ly. In: South Asian Journal of Macroeconomics and Public Finance. RePEc:sae:smppub:v:10:y:2021:i:2:p:179-192.

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2021The Misalignment of Fiscal Multipliers in Italian Regions. (2021). Lucidi, Francesco Simone. In: Working Papers. RePEc:sap:wpaper:wp204.

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2021Macroeconomic effects of the ECB’S forward guidance. (2021). Zlobins, Andrejs. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:5:d:10.1007_s00181-020-01981-6.

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2022The ever-evolving trade pattern: a global VAR approach. (2022). Zahedi, Razieh ; Taiebnia, Ali ; Shahmoradi, Asghar. In: Empirical Economics. RePEc:spr:empeco:v:63:y:2022:i:3:d:10.1007_s00181-021-02182-5.

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2021The Impact of the Global Financial Crisis on Investment in Finland and South Korea. (2021). Ambrocio, Gene ; Jang, Tae-Seok. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:17:y:2021:i:3:d:10.1007_s41549-021-00056-4.

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2021The role of systemic risk spillovers in the transmission of Euro Area monetary policy. (2021). Skouralis, Alexandros. In: ESRB Working Paper Series. RePEc:srk:srkwps:2021129.

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2021The impact of COVID-19 on economic growth: evidence from a Bayesian Panel Vector Autoregressive (BPVAR) model. (2021). Apergis, Nicholas. In: Applied Economics. RePEc:taf:applec:v:53:y:2021:i:58:p:6739-6751.

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2021Monetary and Fiscal Spillovers Across the Atlantic: The Role of Financial Markets. (2021). Fracasso, Andrea ; Bonatti, Luigi ; Tamborini, Roberto. In: DEM Working Papers. RePEc:trn:utwprg:2021/09.

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2022.

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2021The role of financial stress in the economic activity: Fresh evidence from a Granger?causality in quantiles analysis for the UK and Germany. (2021). Bahramian, Pejman ; Saliminezhad, Andisheh. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:1670-1680.

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2021Determinants of financial stress in emerging market economies: Are spatial effects important?. (2021). Onder, Ozlem A ; Kosedali, Begum Yurteri. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:3:p:4653-4669.

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2021Macrofinancial linkages in Europe: Evidence from quantile local projections. (2021). Shchepeleva, Maria ; Stolbov, Mikhail. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:4:p:5557-5569.

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2021Common correlated effect cross?sectional dependence corrections for nonlinear conditional mean panel models. (2021). Hacioglu Hoke, Sinem ; Kapetanios, George. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:36:y:2021:i:1:p:125-150.

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2022Do words hurt more than actions? The impact of trade tensions on financial markets. (2022). Pagliari, Maria Sole ; Ferrari Minesso, Massimo ; Kurcz, Frederik. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:37:y:2022:i:6:p:1138-1159.

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2021The effects of the ECBs pandemic-related monetary policy measures. (2021). Laine, Olli-Matti ; Nelimarkka, Jaakko. In: BoF Economics Review. RePEc:zbw:bofecr:42021.

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2021What drives the German TARGET balances? Evidence from a BVAR approach. (2021). JOCHEM, Axel ; Bettendorf, Timo. In: Discussion Papers. RePEc:zbw:bubdps:122021.

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2021US trade policy and the US dollar. (2021). Khalil, Makram ; Strobel, Felix. In: Discussion Papers. RePEc:zbw:bubdps:492021.

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2021.

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Works by Björn van Roye:

YearTitleTypeCited
2017Financial stress and economic dynamics: The case of France In: International Economics.
[Full Text][Citation analysis]		article26
2017Financial stress and economic dynamics: The case of France.(2017) In: International Economics.
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This paper has another version. Agregated cites: 26		article
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