7
H index
6
i10 index
305
Citations
European Central Bank | 7 H index 6 i10 index 305 Citations RESEARCH PRODUCTION: 10 Articles 14 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Jan Hannes Lang. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Macroprudential Bulletin | 6 |
Financial Stability Review | 4 |
Working Papers Series with more than one paper published | # docs |
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Working Paper Series / European Central Bank | 8 |
ESRB Occasional Paper Series / European Systemic Risk Board | 2 |
Occasional Paper Series / European Central Bank | 2 |
Year | Title of citing document |
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2022 | Old age takes its toll: long-run projections of health-related public expenditure in Luxembourg. (2022). Pi, Maria Noel ; Giordana, Gaston A. In: BCL working papers. RePEc:bcl:bclwop:bclwp158. Full description at Econpapers || Download paper |
2022 | Using household-level data to guide borrower-based macro-prudential policy. (2022). Ziegelmeyer, Michael ; Giordana, Gaston. In: BCL working papers. RePEc:bcl:bclwop:bclwp161. Full description at Econpapers || Download paper |
2022 | Sectoral indicators for applying the Banco de España’s new macroprudential tools. (2022). Melnychuk, Mariya ; Caceres, Esther ; Broto, Carmen. In: Financial Stability Review. RePEc:bde:revisl:y:2022:i:5:n:5. Full description at Econpapers || Download paper |
2022 | Sectoral indicators for applying the Banco de España’s new macroprudential tools. (2022). Broto, Carmen ; Melnychuk, Mariya ; Caceres, Esther. In: Financial Stability Review. RePEc:bde:revisl:y:2022:i:spring:n:5. Full description at Econpapers || Download paper |
2022 | Calibrating the countercyclical capital buffer for Italy. (2022). Galardo, Maddalena ; Bologna, Pierluigi. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_679_22. Full description at Econpapers || Download paper |
2022 | When uncertainty decouples expected and unexpected losses. (2022). Juselius, John ; Tarashev, Nikola. In: BIS Working Papers. RePEc:bis:biswps:995. Full description at Econpapers || Download paper |
2022 | Monetary policy or macroprudential policies: What can tame the cycles?. (2022). Vollmer, Uwe. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:36:y:2022:i:5:p:1510-1538. Full description at Econpapers || Download paper |
2022 | Systemic Financial Stress and Macroeconomic Amplifications in the United Kingdom. (2022). Duprey, Thibaut ; Hacioluhoke, Sinem ; Chiu, Chingwai ; Chatterjee, Somnath. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:2:p:380-400. Full description at Econpapers || Download paper |
2022 | When uncertainty decouples expected and unexpected losses. (2022). Tarashev, Nikola ; Juselius, Mikael. In: Research Discussion Papers. RePEc:bof:bofrdp:2022_004. Full description at Econpapers || Download paper |
2022 | Assessing Structure-Related Systemic Risk in Advanced Economies. (2022). O'Brien, Martin ; Wosser, Michael. In: Research Technical Papers. RePEc:cbi:wpaper:3/rt/22. Full description at Econpapers || Download paper |
2022 | Estimating the Trend of the House Price to Income Ratio in Ireland. (2022). Yao, Fang. In: Research Technical Papers. RePEc:cbi:wpaper:8/rt/22. Full description at Econpapers || Download paper |
2022 | A tale of three crises: synergies between ECB tasks. (2022). Hobelsberger, Karin ; Mongelli, Francesco Paolo ; Paolomongelli, Francesco ; Kok, Christoffer. In: Occasional Paper Series. RePEc:ecb:ecbops:2022305. Full description at Econpapers || Download paper |
2023 | The role of financial stability considerations in monetary policy and the interaction with macroprudential policy in the euro area. (2023). Signoretti, Federico ; Nikolov, Kalin ; Ambrocio, Gene ; Heider, Florian ; Jovanovic, Mario ; Lewis, Vivien ; Miettinen, Pavo ; Policy, Monetary ; Bonatti, Guido ; Prieto, Esteban ; Redak, Vanessa ; Altavilla, Carlo ; Geiger, Felix ; Chalamandaris, Dimitrios ; Fourel, Valere ; Jan, Jansen David ; Kok, Christoffer ; Mazelis, Falk ; Balfoussia, Hiona ; Licak, Marek ; Patriek, Matic ; Pogulis, Armands ; Adolf, Petra ; Garabedian, Garo ; Cassar, Alan ; Weigert, Benjamin ; Fahr, Stephan ; Ioannidis, Michael ; Vlassopoulos, Thomas ; Maddaloni, Angela ; Klein, Melanie ; Papageorghiou, Maria ; Galati, Gabriele ; Fernandez, Luis ; Busch, Ulrike ; Valderrama, Maria ; Bussiere, Mat |
2022 | Credit market concentration and systemic risk in Europe. (2022). Paulus, Alari ; Kukk, Merike ; Reigl, Nicolas. In: Bank of Estonia Working Papers. RePEc:eea:boewps:wp2022-4. Full description at Econpapers || Download paper |
2022 | A multilayer approach for systemic risk in the insurance sector. (2022). Cornaro, Alessandra ; Clemente, Gian Paolo. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:162:y:2022:i:c:s0960077922006087. Full description at Econpapers || Download paper |
2022 | A new comprehensive database of financial crises: Identification, frequency, and duration. (2022). Wood, Justine ; Castro, Vitor ; Nguyen, Thanh Cong. In: Economic Modelling. RePEc:eee:ecmode:v:108:y:2022:i:c:s0264999322000165. Full description at Econpapers || Download paper |
2022 | Can monetary policy lean against housing bubbles?. (2022). GUPTA, RANGAN ; Caraiani, Petre ; André, Christophe ; Clin, Adrian Cantemir ; Andre, Christophe. In: Economic Modelling. RePEc:eee:ecmode:v:110:y:2022:i:c:s0264999322000475. Full description at Econpapers || Download paper |
2023 | Has monetary policy fueled the rise in shadow banking?. (2023). Hodula, Martin ; Libich, Jan. In: Economic Modelling. RePEc:eee:ecmode:v:123:y:2023:i:c:s0264999323000901. Full description at Econpapers || Download paper |
2022 | Do independent fiscal institutions cause better fiscal outcomes in the European Union?. (2022). Sprincean, Nicu ; Georgescu, George ; Capraru, Bogdan ; Cpraru, Bogdan. In: Economic Systems. RePEc:eee:ecosys:v:46:y:2022:i:2:s0939362522000358. Full description at Econpapers || Download paper |
2023 | Preventing financial disasters: Macroprudential policy and financial crises. (2023). Fernandez-Gallardo, Alvaro. In: European Economic Review. RePEc:eee:eecrev:v:151:y:2023:i:c:s0014292122002306. Full description at Econpapers || Download paper |
2022 | Measuring credit procyclicality: A new database. (2022). Rehault, Pierre-Nicolas ; Delatte, Anne-Laure ; Bouvatier, Vincent. In: Emerging Markets Review. RePEc:eee:ememar:v:52:y:2022:i:c:s1566014122000309. Full description at Econpapers || Download paper |
2023 | Measuring financial soundness around the world: A machine learning approach. (2023). Mertzanis, Charilaos ; Cerchiello, Paola ; Bitetto, Alessandro. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s105752192200401x. Full description at Econpapers || Download paper |
2023 | Heterogeneous effects of macroprudential policies on firm leverage and value. (2023). Suh, Hyunduk ; Yang, Jin Young. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000704. Full description at Econpapers || Download paper |
2022 | Economic sentiments and international risk sharing. (2022). Clancy, Daragh ; Ricci, Lorenzo. In: International Economics. RePEc:eee:inteco:v:169:y:2022:i:c:p:208-229. Full description at Econpapers || Download paper |
2022 | When central bank research meets Google search: A sentiment index of global financial stress. (2022). Stolbov, Mikhail ; Karminsky, Alexander ; Shchepeleva, Maria. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:81:y:2022:i:c:s1042443122001640. Full description at Econpapers || Download paper |
2022 | Early warning or too late? A (pseudo-)real-time identification of leading indicators of financial stress. (2022). Duprey, Thibaut ; Klaus, Benjamin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:138:y:2022:i:c:s0378426621001552. Full description at Econpapers || Download paper |
2023 | The more the merrier? Evidence on the value of multiple requirements in bank regulation. (2023). Rismanchi, Katie ; Kapadia, Sujit ; Gimpelewicz, Mariana ; Marquez, Paula Gallego ; Buckmann, Marcus. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426622003338. Full description at Econpapers || Download paper |
2022 | Singular spectrum analysis for real-time financial cycles measurement. (2022). Coussin, Maximilien. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:120:y:2022:i:c:s0261560621001832. Full description at Econpapers || Download paper |
2022 | Uncertainty 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. Full description at Econpapers || Download paper |
2023 | Global financial cycles since 1880. (2023). Wolters, Maik ; Potjagailo, Galina. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560623000025. Full description at Econpapers || Download paper |
2022 | Modeling global real economic activity: Evidence from variable selection across quantiles. (2022). Stolbov, Mikhail ; Shchepeleva, Maria. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:25:y:2022:i:c:s1703494921000438. Full description at Econpapers || Download paper |
2023 | Incorporating financial development indicators into early warning systems. (2023). Ponomarenko, Alexey ; Tatarintsev, Stas. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494922000445. Full description at Econpapers || Download paper |
2022 | Why have credit variables taken centre stage in predicting systemic banking crises?. (2022). Alam, Nafis ; Audit, Dooneshsingh. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:3:y:2022:i:1:s2666143822000023. Full description at Econpapers || Download paper |
2022 | Measuring financial cycles: Empirical evidence for Germany, United Kingdom and United States of America. (2022). , Joo ; Dias, Jose Carlos ; Dutra, Tiago Mota. In: International Review of Economics & Finance. RePEc:eee:reveco:v:79:y:2022:i:c:p:599-630. Full description at Econpapers || Download paper |
2022 | Predicting European Banks Distress Events: Do Financial Information Producers Matter?. (2022). de Comeres, Quentin Bro. In: Working Papers. RePEc:hal:wpaper:hal-03752678. Full description at Econpapers || Download paper |
2023 | How Do Regulators Set the Countercyclical Capital Buffer?. (2023). Keller, Jochen ; Herz, Bernhard. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2023:q:3:a:3. Full description at Econpapers || Download paper |
2023 | Introducing a composite indicator of cyclical systemic risk in Croatia: possibilities and limitations. (2023). Skrinjaric, Tihana. In: Public Sector Economics. RePEc:ipf:psejou:v:47:y:2023:i:1:p:1-39. Full description at Econpapers || Download paper |
2023 | Leading indicators of financial stress in Croatia: a regime switching approach. (2023). Skrinjaric, Tihana. In: Public Sector Economics. RePEc:ipf:psejou:v:47:y:2023:i:2:p:0-0. Full description at Econpapers || Download paper |
2022 | Early warning models for systemic banking crises: can political indicators improve prediction?. (2022). Uebelmesser, Silke ; Huynh, Tran. In: Jena Economic Research Papers. RePEc:jrp:jrpwrp:2022-007. Full description at Econpapers || Download paper |
2022 | Finance, growth and (macro)prudential policy: European evidence. (2022). Ngo, Ngoc Anh ; Hodula, Martin. In: Empirica. RePEc:kap:empiri:v:49:y:2022:i:2:d:10.1007_s10663-022-09537-w. Full description at Econpapers || Download paper |
2022 | Egy- és többváltozós szűrők a hitelrés alakulásának meghatározására. (2016). Hosszu, Zsuzsanna ; Mer, Bence ; Kormendi, Gyongyi . In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). RePEc:ksa:szemle:1616. Full description at Econpapers || Download paper |
2022 | Housing and credit misalignments in a two-market disequilibrium framework. (2022). Petrokait, Austja ; Mikalinait-Jouvanceau, Ieva ; Karmelaviius, Jaunius. In: Bank of Lithuania Occasional Paper Series. RePEc:lie:opaper:42. Full description at Econpapers || Download paper |
2022 | Early Warning Performance of Univariate Credit-to-GDP Gaps. (2022). Lakos, Gergely ; Hosszu, Zsuzsanna. In: MNB Occasional Papers. RePEc:mnb:opaper:2022/142. Full description at Econpapers || Download paper |
2022 | How Bad Can Financial Crises Be? A GDP Tail Risk Assessment for Portugal. (2022). Maia, Duarte ; Feliciano, Marina ; de Lorenzo, Ivan. In: Working Papers. RePEc:ptu:wpaper:w202204. Full description at Econpapers || Download paper |
2022 | Mind the Build-up: Quantifying Tail Risks for Credit Growth in Portugal. (2022). Maia, Duarte ; Feliciano, Marina ; de Lorenzo, Ivan. In: Working Papers. RePEc:ptu:wpaper:w202207. Full description at Econpapers || Download paper |
2022 | Housing and credit misalignments in a two-market disequilibrium framework. (2022). Petrokait, Austja Petrokait ; Mikalinait-Jouvanceau, Ieva ; Karmelaviius, Jaunius. In: ESRB Working Paper Series. RePEc:srk:srkwps:2022135. Full description at Econpapers || Download paper |
2022 | The effect of structural risks on financial downturns. (2022). Jank, Jan ; Pfeifer, Luka ; Hodula, Martin. In: ESRB Working Paper Series. RePEc:srk:srkwps:2022138. Full description at Econpapers || Download paper |
2022 | Predicting financial crises with machine learning methods. (2022). Wang, BO ; Chen, Chen ; Liu, Lanbiao. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:5:p:871-910. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2022 | Capital requirements, market structure, and heterogeneous banks. (2022). Müller, Carola ; Muller, Carola. In: IWH Discussion Papers. RePEc:zbw:iwhdps:152022. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2018 | The leverage ratio, risk-taking and bank stability In: Bank of England working papers. [Full Text][Citation analysis] | paper | 21 |
2017 | The leverage ratio, risk-taking and bank stability.(2017) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
2016 | A bank-level early warning model and its uses in macroprudential policy In: Macroprudential Bulletin. [Full Text][Citation analysis] | article | 1 |
2019 | Bank capital-at-risk: measuring the impact of cyclical systemic risk on future bank losses In: Macroprudential Bulletin. [Full Text][Citation analysis] | article | 3 |
2022 | Real estate markets, financial stability and macroprudential policy In: Macroprudential Bulletin. [Full Text][Citation analysis] | article | 0 |
2022 | The analytical toolkit for the assessment of residential real estate vulnerabilities In: Macroprudential Bulletin. [Full Text][Citation analysis] | article | 0 |
2022 | The transmission and effectiveness of macroprudential policies for residential real estate In: Macroprudential Bulletin. [Full Text][Citation analysis] | article | 0 |
2023 | Implications for macroprudential policy as the financial cycle turns 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 | 99 |
2017 | A new database for financial crises in European countries.(2017) In: ESRB Occasional Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 99 | paper | |
2019 | Anticipating the bust: a new cyclical systemic risk indicator to assess the likelihood and severity of financial crises In: Occasional Paper Series. [Full Text][Citation analysis] | paper | 40 |
2018 | Cross-country linkages and spill-overs in early warning models for financial crises In: Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
2018 | A framework for early-warning modeling with an application to banks In: Working Paper Series. [Full Text][Citation analysis] | paper | 10 |
2018 | Semi-structural credit gap estimation In: Working Paper Series. [Full Text][Citation analysis] | paper | 16 |
2020 | Cyclical systemic risk and downside risks to bank profitability In: Working Paper Series. [Full Text][Citation analysis] | paper | 6 |
2023 | House prices and ultra-low interest rates: exploring the non-linear nexus In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2023 | Medium-term growth-at-risk in the euro area In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2023 | The state-dependent impact of changes in bank capital requirements In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2023 | The state-dependent impact of changes in bank capital requirements.(2023) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2015 | The Impact of the Basel III Leverage Ratio on Risk-Taking and Bank Stability In: Financial Stability Review. [Full Text][Citation analysis] | article | 4 |
2017 | Measuring Credit Gaps for Macroprudential Policy In: Financial Stability Review. [Full Text][Citation analysis] | article | 7 |
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 |
2020 | Trends in residential real estate lending standards and implications for financial stability In: Financial Stability Review. [Full Text][Citation analysis] | article | 4 |
2014 | Operationalising the countercyclical capital buffer: indicator selection, threshold identification and calibration options In: ESRB Occasional Paper Series. [Full Text][Citation analysis] | paper | 90 |
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