22
H index
26
i10 index
3992
Citations
Rensselaer Polytechnic Institute | 22 H index 26 i10 index 3992 Citations RESEARCH PRODUCTION: 29 Articles 27 Papers 1 Books 2 Chapters EDITOR: Books edited RESEARCH ACTIVITY: 36 years (1983 - 2019). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pes29 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Arturo Estrella. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Economic Policy Review | 4 |
The Review of Economics and Statistics | 3 |
Quarterly Review | 3 |
Journal of Banking & Finance | 2 |
Current Issues in Economics and Finance | 2 |
Working Papers Series with more than one paper published | # docs |
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Research Paper / Federal Reserve Bank of New York | 12 |
Staff Reports / Federal Reserve Bank of New York | 7 |
NBER Working Papers / National Bureau of Economic Research, Inc | 5 |
Year | Title of citing document |
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2024 | A Modified CTGAN-Plus-Features Based Method for Optimal Asset Allocation. (2023). Cifuentes, Arturo ; Ram, Domingo ; Larr, Omar ; Su, Fernando. In: Papers. RePEc:arx:papers:2302.02269. Full description at Econpapers || Download paper |
2023 | The shape of business cycles: a cross-country analysis of Friedman s plucking theory. (2023). Rees, Daniel ; Moessner, Richhild ; Kohlscheen, Emanuel. In: Papers. RePEc:arx:papers:2306.01552. Full description at Econpapers || Download paper |
2023 | Dynamics of the securities market in the information asymmetry context: developing a methodology for emerging securities markets. (2023). Anashkina, Marina Viktorovna ; Malyshenko, Vadim Anatolievich ; Shafiee, Majid Mohammad. In: Papers. RePEc:arx:papers:2307.04140. Full description at Econpapers || Download paper |
2023 | Predictability Tests Robust against Parameter Instability. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2307.15151. Full description at Econpapers || Download paper |
2023 | Can Machine Learning Catch Economic Recessions Using Economic and Market Sentiments?. (2023). Tehranian, Kian. In: Papers. RePEc:arx:papers:2308.16200. Full description at Econpapers || Download paper |
2024 | A time-varying finance-led model for U.S. business cycles. (2023). Santetti, Marcio. In: Papers. RePEc:arx:papers:2310.05153. Full description at Econpapers || Download paper |
2024 | Forecasting Recessions in Canada: An Autoregressive Probit Model Approach. (2024). Tuzcuoglu, Kerem ; Poulin-Moore, Antoine. In: Staff Working Papers. RePEc:bca:bocawp:24-10. Full description at Econpapers || Download paper |
2024 | Nowcasting Italian GDP growth: a Factor MIDAS approach. (2024). Silvestrini, Andrea ; Prifti, Orest ; Ceci, Donato. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1446_24. Full description at Econpapers || Download paper |
2023 | The Three Intelligible Factors of the Yield Curve in Mexico. (2023). Rocio, Elizondo. In: Working Papers. RePEc:bdm:wpaper:2023-13. Full description at Econpapers || Download paper |
2023 | The shape of business cycles: a cross-country analysis of Friedmans plucking theory. (2023). Rees, Daniel ; Moessner, Richhild ; Kohlscheen, Emanuel. In: BIS Working Papers. RePEc:bis:biswps:1076. Full description at Econpapers || Download paper |
2023 | Analyst Research Activity During the COVID?19 Pandemic. (2023). Bilinski, Pawel. In: Abacus. RePEc:bla:abacus:v:59:y:2023:i:4:p:1041-1073. Full description at Econpapers || Download paper |
2023 | Transmission of the 2007–2008 financial crisis in advanced countries of the European Union. (2023). Tomczak, Kamila. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:1:p:40-64. Full description at Econpapers || Download paper |
2023 | Moments of cross?sectional stock market returns and the German business cycle. (2023). Tegtmeier, Lars ; Muller, Karsten ; Dopke, Jorg. In: Economic Notes. RePEc:bla:ecnote:v:52:y:2023:i:2:n:e12219. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Uncertainty and the Term Structure of Interest Rates. (2023). Poon, Aubrey ; Zhu, Dan ; Cross, Jamie L. In: Working Papers. RePEc:bny:wpaper:0123. Full description at Econpapers || Download paper |
2023 | Kicking the Can Down the Road: Government Interventions in the European Banking Sector. (2023). Steffen, Sascha ; Jager, Maximilian ; Borchert, Lea ; Acharya, Viral V. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2023_446. Full description at Econpapers || Download paper |
2023 | Financial Integration and European Tourism Stocks. (2023). Wu, Jiaying ; Karanasos, Menelaos ; Yfanti, Stavroula ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10269. Full description at Econpapers || Download paper |
2023 | ROC and PRC Approaches to Evaluate Recession Forecasts. (2023). Lahiri, Kajal ; Yang, Cheng. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10449. Full description at Econpapers || Download paper |
2023 | The inverted yield curve: economic recession on the horizon. (2023). Motl, Martin. In: Occasional Publications - Chapters in Edited Volumes. RePEc:cnb:ocpubc:geo2023/4. Full description at Econpapers || Download paper |
2023 | Quantifying financial stability trade-offs for monetary policy: a quantile VAR approach. (2023). Lund-Thomsen, Frederik ; Kremer, Manfred ; Chavleishvili, Sulkhan. In: Working Paper Series. RePEc:ecb:ecbwps:20232833. Full description at Econpapers || Download paper |
2023 | Banks’ net interest rate spread and the transmission of monetary policy in Korea. (2023). Kim, Jinyong ; Jung, Yong-Gook. In: Journal of Asian Economics. RePEc:eee:asieco:v:89:y:2023:i:c:s104900782300074x. Full description at Econpapers || Download paper |
2024 | Dynamic industry uncertainty networks and the business cycle. (2024). faff, robert ; Baruník, Jozef ; Bevilacqua, Mattia. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923001999. Full description at Econpapers || Download paper |
2023 | Supply-side economics with AS-AD in Ramsey dynamic general equilibrium. (2023). Gillman, Max ; Csabafi, Tamas ; Benk, Szilard. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:80:y:2023:i:c:p:505-531. Full description at Econpapers || Download paper |
2023 | Dissecting the Moroccan business cycle: A trade-based identification of agricultural supply shocks. (2023). Ezzahid, Elhadj ; Elguellab, Ali. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003413. Full description at Econpapers || Download paper |
2023 | Low interest rates, bank’s search-for-yield behavior and financial portfolio management. (2023). Proao, Christian R ; Makarewicz, Tomasz ; Lojak, Benjamin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001747. Full description at Econpapers || Download paper |
2023 | The RP-PCA factors and stock return predictability: An aligned approach. (2023). Shi, QI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001978. Full description at Econpapers || Download paper |
2023 | On illiquidity of an emerging sovereign bond market. (2023). Soykok, Emre ; Karahan, Cenk C. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:2:s093936252300002x. Full description at Econpapers || Download paper |
2023 | Corporate credit risk counter-cyclical interdependence: A systematic analysis of cross-border and cross-sector correlation dynamics. (2023). Christopoulos, Apostolos ; Zopounidis, Constantin ; Karanasos, Menelaos ; Yfanti, Stavroula. In: European Journal of Operational Research. RePEc:eee:ejores:v:304:y:2023:i:2:p:813-831. Full description at Econpapers || Download paper |
2023 | The crucial role of the five-year Treasury in the US yield curve. (2023). Chen, Yu-Lun. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003447. Full description at Econpapers || Download paper |
2023 | Do yield curve inversions predict recessions in the euro area?. (2023). Sahuc, Jean-Guillaume ; Sabes, David. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005931. Full description at Econpapers || Download paper |
2023 | Regulatory capital and bank risk-resilience amid the Covid-19 pandemic: How are the Basel reforms faring?. (2023). Owusu, Felix ; Anani, Makafui. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s154461232200767x. Full description at Econpapers || Download paper |
2023 | How do noninterest income activities affect bank holding company performance?. (2023). Wilson, Craig ; Meier, Garrett ; Mamun, Abdullah. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000041. Full description at Econpapers || Download paper |
2023 | Forecasting Stock Market Crashes via Machine Learning. (2023). Otto, Tizian ; Drobetz, Wolfgang ; Dichtl, Hubert. In: Journal of Financial Stability. RePEc:eee:finsta:v:65:y:2023:i:c:s1572308922001206. Full description at Econpapers || Download paper |
2023 | Credit growth, the yield curve and financial crisis prediction: Evidence from a machine learning approach. (2023). Bluwstein, Kristina ; Buckmann, Marcus ; Imek, Ozgur ; Kapadia, Sujit ; Joseph, Andreas. In: Journal of International Economics. RePEc:eee:inecon:v:145:y:2023:i:c:s0022199623000594. Full description at Econpapers || Download paper |
2023 | Predictability of bull and bear markets: A new look at forecasting stock market regimes (and returns) in the US. (2023). Neuenkirch, Matthias ; Haase, Felix. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:587-605. Full description at Econpapers || Download paper |
2024 | A time-varying skewness model for Growth-at-Risk. (2024). Iseringhausen, Martin. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:229-246. Full description at Econpapers || Download paper |
2024 | Predicting recessions using VIX–yield curve cycles. (2024). Hansen, Anne Lundgaard. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:409-422. Full description at Econpapers || Download paper |
2023 | Forecasting real activity using cross-sectoral stock market information. (2023). Stalla-Bourdillon, Arthur ; Chinn, Menzie D ; Chatelais, Nicolas. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560623000013. Full description at Econpapers || Download paper |
2023 | Conditional mean reversion of financial ratios and the predictability of returns. (2023). Tokpavi, S ; Jasinski, A ; Boucher, C. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623001080. Full description at Econpapers || Download paper |
2023 | Yield curve and the macroeconomy: Evidence from a DSGE model with housing. (2023). Tsang, Kwok Ping ; Sun, Xiaojin. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:75:y:2023:i:c:s0164070422000775. Full description at Econpapers || Download paper |
2024 | Household heterogeneity and the price puzzle in a new Keynesian model. (2024). Ida, Daisuke. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:79:y:2024:i:c:s0164070424000028. Full description at Econpapers || Download paper |
2023 | Recessions and flattening of the yield curve (1960–2021): A two-way road under a regime switching approach. (2023). Cendejas, Jose Luis. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:88:y:2023:i:c:p:8-20. Full description at Econpapers || Download paper |
2023 | Understanding growth and its policy implications for Canadian credit unions. (2023). Mamun, Abdullah. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:652-665. Full description at Econpapers || Download paper |
2024 | Do corporate credit spreads predict the real economy?. (2024). Bazzana, Flavio ; Chatterjee, Ujjal Kanti. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:272-286. Full description at Econpapers || Download paper |
2023 | Mergers and acquisitions in the financial industry: A bibliometric review and future research directions. (2023). Khan, Ashraf ; Pisera, Stefano ; Dreassi, Alberto ; Chiaramonte, Laura. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002239. Full description at Econpapers || Download paper |
2023 | Nominal Rigidities and the Term Structures of Equity and Bond Returns. (2023). Vazquez-Grande, Francisco ; Lopez-Salido, David J. In: Working Papers. RePEc:fip:fedcwq:96114. Full description at Econpapers || Download paper |
2023 | Recession Signals and Business Cycle Dynamics: Tying the Pieces Together. (2023). Kiley, Michael T. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2023-08. Full description at Econpapers || Download paper |
2023 | Why Does the Yield Curve Predict GDP Growth? The Role of Banks. (2023). Wei, Min ; Schneider, Andres ; Minoiu, Camelia. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:96648. Full description at Econpapers || Download paper |
2023 | Macroprudential and Monetary Policy Interactions and Coordination in South Africa: Evidence from Business and Financial Cycle Synchronisation. (2023). Muzindutsi, Paul-Francois ; Nyati, Malibongwe Cyprian ; Tipoy, Christian Kakese. In: Economies. RePEc:gam:jecomi:v:11:y:2023:i:11:p:272-:d:1272222. Full description at Econpapers || Download paper |
2024 | Which Is Preferred between Electric or Hydrogen Cars for Carbon Neutrality in the Commercial Vehicle Transportation Sector of South Korea? Implications from a Public Opinion Survey. (2024). Yoo, Seung-Hoon ; Ahn, Hong-Su ; Hyun, Min-Ki. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:5:p:1098-:d:1345574. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2024 | Dynamic Capital Structure Adjustment: An Integrated Analysis of Firm-Specific and Macroeconomic Factors in Korean Firms. (2024). Lee, Miyoung ; Sauka, Kudzai ; Choi, Sungsup Brian. In: IJFS. RePEc:gam:jijfss:v:12:y:2024:i:1:p:26-:d:1355245. Full description at Econpapers || Download paper |
2024 | Analysis of Long-Term Bond Yields Using Deviations from Covered Interest Rate Parity. (2024). Jo, Gab-Je. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:3:p:117-:d:1355973. Full description at Econpapers || Download paper |
2024 | The Impact of Stock Price Crash Risk on Bank Dividend Payouts. (2024). Liu, YI ; Jin, Justin Yiqiang. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:5:p:209-:d:1395013. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | One size may not fit all: Financial fragmentation and European monetary policies. (2022). Gimet, Celine ; Gagnon, Mariehelene. In: Post-Print. RePEc:hal:journl:hal-03777950. Full description at Econpapers || Download paper |
2023 | Gold in a portfolio: Why, when, and where?. (2023). Williams, Benjamin ; Mai, Thi Ngoc ; Gomes, Mathieu. In: Post-Print. RePEc:hal:journl:hal-03925429. Full description at Econpapers || Download paper |
2023 | Towards a macroprudential regulatory framework for mutual funds?. (2023). Hasse, Jean-Baptiste ; Candelon, Bertrand ; Panopoulou, Ekaterini ; Argyropoulos, Christos. In: Post-Print. RePEc:hal:journl:hal-04103373. Full description at Econpapers || Download paper |
2023 | A Comparison of Fed Tightening Episodes since the 1980s. (2023). Kliesen, Kevin L. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2023:q:3:a:10. Full description at Econpapers || Download paper |
2023 | A Pitfall of Cautiousness in Monetary Policy?. (2023). Penalver, Adrian ; Guilloux-Nefussi, Sophie ; Dupraz, Stephane. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2023:q:3:a:7. Full description at Econpapers || Download paper |
2023 | A Combination Forecast for Nonparametric Models with Structural Breaks. (2023). , Gunawan ; Cai, Zongwu. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202310. Full description at Econpapers || Download paper |
2023 | Fundamentals, real-time uncertainty and CDS index spreads. (2023). Wang, XU ; Audzeyeva, Alena. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:1:d:10.1007_s11156-023-01127-6. Full description at Econpapers || Download paper |
2023 | Inflation, Business Cycle, and Monetary Policy: The Role of Inflationary Pressure. (2023). Shibamoto, Masahiko. In: Discussion Paper Series. RePEc:kob:dpaper:dp2023-04. Full description at Econpapers || Download paper |
2023 | Dynamic asset allocation strategy: an economic regime approach. (2023). Kwon, Dohyoung ; Kim, Minjeong. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:2:d:10.1057_s41260-022-00296-8. Full description at Econpapers || Download paper |
2023 | Predicting recessions, depth of recessions and monetary policy pivots: a new approach. (2023). Bullard, Sam ; Iqbal, Azhar ; Cervi, Nicole. In: Business Economics. RePEc:pal:buseco:v:58:y:2023:i:4:d:10.1057_s11369-023-00338-y. Full description at Econpapers || Download paper |
2023 | Inflation Dynamics and Quantitative Easing. (2023). Yu, Sherry ; Khemraj, Tarron. In: Eastern Economic Journal. RePEc:pal:easeco:v:49:y:2023:i:4:d:10.1057_s41302-023-00257-y. Full description at Econpapers || Download paper |
2024 | The Inverted Yield Curve in a 3-Equation Model. (2024). Michl, Thomas ; Davis, Leila. In: Eastern Economic Journal. RePEc:pal:easeco:v:50:y:2024:i:2:d:10.1057_s41302-024-00264-7. Full description at Econpapers || Download paper |
2023 | Text-Based Recession Probabilities. (2023). Mezo, Helena ; Lebastard, Laura ; Minesso, Massimo Ferrari. In: IMF Economic Review. RePEc:pal:imfecr:v:71:y:2023:i:2:d:10.1057_s41308-022-00177-5. Full description at Econpapers || Download paper |
2023 | Endogenous money supply, global liquidity and financial transactions: Panel evidence from OECD countries. (2023). Liwiski, Pawe. In: Equilibrium. Quarterly Journal of Economics and Economic Policy. RePEc:pes:ierequ:v:18:y:2023:i:1:p:121-152. Full description at Econpapers || Download paper |
2023 | Consolidation of the US property and casualty insurance industry: Is climate risk a causal factor for mergers and acquisitions?. (2023). Dionne, Georges ; Mnasri, Mohamed ; Fenou, Akouete. In: Working Papers. RePEc:ris:crcrmw:2023_001. Full description at Econpapers || Download paper |
2024 | Insurers’ M&A in the United States during the 1990-2022 period: Is the Fed monetary policy a causal factor. (2024). Dionne, Georges ; Mnasri, Mohamed ; Fenou, Akouete. In: Working Papers. RePEc:ris:crcrmw:2024_002. Full description at Econpapers || Download paper |
2023 | Going public: evidence from stock and bond IPOs in Belgium, 1839–1935. (2023). Legierse, Wilco ; Jong, Abe ; Deloof, Marc. In: Cliometrica. RePEc:spr:cliomt:v:17:y:2023:i:3:d:10.1007_s11698-022-00258-5. Full description at Econpapers || Download paper |
2023 | Dissecting Brazilian agriculture business cycles in high-dimensional and time-irregular span contexts. (2023). Castro, Nicole Renno ; Maranho, Andre Nunes. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:4:d:10.1007_s00181-023-02391-0. Full description at Econpapers || Download paper |
2023 | ROC and PRC Approaches to Evaluate Recession Forecasts. (2023). Yang, Cheng ; Lahiri, Kajal. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:19:y:2023:i:2:d:10.1007_s41549-023-00082-4. Full description at Econpapers || Download paper |
2023 | Bank performance before and after the subprime crisis: Evidence from pooled data on big US banks. (2023). Theoret, Raymond ; Calmes, Christian. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:47:y:2023:i:2:d:10.1007_s12197-023-09618-x. Full description at Econpapers || Download paper |
2023 | Predicting economic growth: evidence from real-estate loans securitization. (2023). Chatterjee, Ujjal. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:3:d:10.1007_s43546-023-00456-x. Full description at Econpapers || Download paper |
2023 | Bank distress in the European Union 2008–2015: A closer look at capital, size and revenue diversification. (2023). Martzoukos, Spiros ; Ioannou, Panagiotis ; Markoulis, Stelios. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:792-820. Full description at Econpapers || Download paper |
2023 | Commodity price uncertainty as a leading indicator of economic activity. (2023). Bakas, Dimitrios ; Triantafyllou, Athanasios ; Ioakimidis, Marilou. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:4:p:4194-4219. Full description at Econpapers || Download paper |
2023 | An investigation into the probability that this is the last year of the economic expansion. (2023). Li, Yao ; Leamer, Edward ; Keil, Manfred. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:5:p:1228-1244. Full description at Econpapers || Download paper |
2023 | Nowcasting the state of the Italian economy: The role of financial markets. (2023). Silvestrini, Andrea ; Ceci, Donato. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:7:p:1569-1593. Full description at Econpapers || Download paper |
2023 | Yield spread selection in predicting recession probabilities. (2023). Ge, Desheng ; Choi, Jae Hyuk ; Sohn, Sungbin. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:7:p:1772-1785. Full description at Econpapers || Download paper |
2024 | Downturns and changes in the yield slope. (2024). Abbritti, Mirko ; Moreno, Antonio ; Equiza, Juan ; Trani, Tommaso. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:3:p:673-701. Full description at Econpapers || Download paper |
2023 | The effect of macroeconomic news announcements on the implied volatility of commodities: The role of survey releases. (2023). Lopez, Raquel ; Fernandezperez, Adrian. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:11:p:1499-1530. Full description at Econpapers || Download paper |
2023 | Calibrating the Magnitude of the Countercyclical Capital Buffer Using Market?Based Stress Tests. (2023). van Oordt, Maarten. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:55:y:2023:i:2-3:p:465-501. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2002 | Dynamic Inconsistencies: Counterfactual Implications of a Class of Rational-Expectations Models In: American Economic Review. [Full Text][Citation analysis] | article | 262 |
1998 | A New Measure of Fit for Equations with Dichotomous Dependent Variables. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 213 |
1997 | A new measure of fit for equations with dichotomous dependent variables.(1997) In: Research Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 213 | paper | |
2005 | Productivity, monetary policy and financial indicators In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 1 |
2019 | Risk?taking channel of monetary policy In: Financial Management. [Full Text][Citation analysis] | article | 18 |
2018 | Risk-Taking Channel of Monetary Policy.(2018) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
1991 | The Term Structure as a Predictor of Real Economic Activity. In: Journal of Finance. [Full Text][Citation analysis] | article | 931 |
1989 | The term structure as a predictor of real economic activity.(1989) In: Research Paper. [Citation analysis] This paper has nother version. Agregated cites: 931 | paper | |
2003 | CRITICAL VALUES AND P VALUES OF BESSEL PROCESS DISTRIBUTIONS: COMPUTATION AND APPLICATION TO STRUCTURAL BREAK TESTS In: Econometric Theory. [Full Text][Citation analysis] | article | 28 |
2015 | THE PRICE PUZZLE AND VAR IDENTIFICATION In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 20 |
2005 | Why Does the Yield Curve Predict Output and Inflation? In: Economic Journal. [Full Text][Citation analysis] | article | 172 |
2008 | Monetary tightening cycles and the predictability of economic activity In: Economics Letters. [Full Text][Citation analysis] | article | 27 |
2009 | Monetary tightening cycles and the predictability of economic activity.(2009) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | paper | |
1997 | The predictive power of the term structure of interest rates in Europe and the United States: Implications for the European Central Bank In: European Economic Review. [Full Text][Citation analysis] | article | 340 |
2001 | Mixing and matching: Prospective financial sector mergers and market valuation In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 41 |
2004 | The cyclical behavior of optimal bank capital In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 135 |
1997 | Is there a role for monetary aggregates in the conduct of monetary policy? In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 224 |
1996 | Is There a Role for Monetary Aggregates in the Conduct of Monetary Policy?.(1996) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 224 | paper | |
1999 | Are \deep\ parameters stable? the Lucas critique as an empirical hypothesis In: Working Papers. [Full Text][Citation analysis] | paper | 59 |
1999 | Are Deep Parameters Stable? The Lucas Critique as an Empirical Hypothesis.(1999) In: Computing in Economics and Finance 1999. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 59 | paper | |
1996 | The yield curve as a predictor of U.S. recessions In: Current Issues in Economics and Finance. [Full Text][Citation analysis] | article | 88 |
2006 | The yield curve as a leading indicator: some practical issues In: Current Issues in Economics and Finance. [Full Text][Citation analysis] | article | 97 |
1995 | A prolegomenon to future capital requirements In: Economic Policy Review. [Full Text][Citation analysis] | article | 9 |
1998 | Formulas or supervision? Remarks on the future of regulatory capital In: Economic Policy Review. [Full Text][Citation analysis] | article | 7 |
2000 | Capital ratios as predictors of bank failure In: Economic Policy Review. [Full Text][Citation analysis] | article | 127 |
2002 | Securitization and the efficacy of monetary policy In: Economic Policy Review. [Full Text][Citation analysis] | article | 71 |
1990 | Corporate leverage and taxes in the U.S. economy In: Monograph. [Citation analysis] | book | 0 |
1990 | Corporate leverage and taxes in the U.S. economy.(1990) In: Research Paper. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
1988 | Estimating the funding gap of the Pension Benefit Guaranty Corporation In: Quarterly Review. [Full Text][Citation analysis] | article | 0 |
1988 | Consistent margin requirements: are they feasible? In: Quarterly Review. [Full Text][Citation analysis] | article | 2 |
1994 | The price risk of options positions: measurement and capital requirements In: Quarterly Review. [Full Text][Citation analysis] | article | 7 |
1988 | Interest rate swaps: an alternative explanation In: Research Paper. [Citation analysis] | paper | 13 |
1989 | The implicit liabilities of the Pension Benefit Guaranty Corporation In: Research Paper. [Citation analysis] | paper | 0 |
1994 | Options positions: risk management and capital requirements In: Research Paper. [Citation analysis] | paper | 3 |
1995 | Taylor, Black and Scholes: series approximations and risk management pitfalls In: Research Paper. [Full Text][Citation analysis] | paper | 9 |
1995 | The term structure of interest rates and its role in monetary policy for the European Central Bank In: Research Paper. [Full Text][Citation analysis] | paper | 53 |
1995 | The Term Structure of Interest Rates and Its Role in Monetary Policy for The European Central Bank.(1995) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 53 | paper | |
1996 | Predicting U.S. recessions: financial variables as leading indicators In: Research Paper. [Full Text][Citation analysis] | paper | 473 |
1995 | Predicting U.S. Recessions: Financial Variables as Leading Indicators.(1995) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 473 | paper | |
1998 | Predicting U.S. Recessions: Financial Variables As Leading Indicators.(1998) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 473 | article | |
1997 | Why do interest rates predict macro outcomes?: A unified theory of inflation, output, interest and policy In: Research Paper. [Full Text][Citation analysis] | paper | 5 |
1997 | Aggregate supply and demand shocks: a natural rate approach. In: Research Paper. [Full Text][Citation analysis] | paper | 3 |
1998 | Rethinking the role of NAIRU in monetary policy: implications of model formulation and uncertainty In: Research Paper. [Full Text][Citation analysis] | paper | 145 |
1999 | Rethinking the Role of NAIRU in Monetary Policy: Implications of Model Formulation and Uncertainty.(1999) In: NBER Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 145 | chapter | |
2000 | Rethinking the Role of NAIRU in Monetary Policy: Implications of Model Formulation and Uncertainty.(2000) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 145 | paper | |
2000 | How stable is the predictive power of the yield curve? evidence from Germany and the United States In: Staff Reports. [Full Text][Citation analysis] | paper | 210 |
2003 | How Stable is the Predictive Power of the Yield Curve? Evidence from Germany and the United States.(2003) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 210 | article | |
2005 | One-sided test for an unknown breakpoint: theory, computation, and application to monetary theory In: Staff Reports. [Full Text][Citation analysis] | paper | 4 |
2007 | Generalized canonical regression In: Staff Reports. [Full Text][Citation analysis] | paper | 0 |
2007 | Extracting business cycle fluctuations: what do time series filters really do? In: Staff Reports. [Full Text][Citation analysis] | paper | 4 |
1998 | Consistent covariance matrix estimation in probit models with autocorrelated errors In: Staff Reports. [Full Text][Citation analysis] | paper | 26 |
2010 | Monetary cycles, financial cycles, and the business cycle In: Staff Reports. [Full Text][Citation analysis] | paper | 29 |
2004 | Bank Capital and Risk: Is Voluntary Disclosure Enough? In: Journal of Financial Services Research. [Full Text][Citation analysis] | article | 14 |
2015 | Valuing guaranteed bank debt: Role of strength and size of the bank and the guarantor In: Journal of Economic and Financial Studies (JEFS). [Full Text][Citation analysis] | article | 2 |
1996 | Comment on The Behavior of Interest Rates Implied by the Term Structure of Eurodollar Futures. In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 1 |
1983 | Average Marginal Tax Rates U.S. Household Interest and Dividend Income 1954-80 In: NBER Working Papers. [Full Text][Citation analysis] | paper | 6 |
2012 | Sovereign and Banking Sector Debt: Interconnections through Guarantees In: OECD Journal: Financial Market Trends. [Full Text][Citation analysis] | article | 5 |
1998 | The Future of Regulatory Capital: General Principles and Specific Proposals In: Swiss Journal of Economics and Statistics (SJES). [Full Text][Citation analysis] | article | 1 |
2003 | Monetary Policy Shifts and the Stability of Monetary Policy Models In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 107 |
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