10
H index
11
i10 index
432
Citations
Bank for International Settlements (BIS) | 10 H index 11 i10 index 432 Citations RESEARCH PRODUCTION: 12 Articles 60 Papers RESEARCH ACTIVITY: 11 years (2013 - 2024). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/ppi325 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Gabor Pinter. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Economics Letters | 2 |
Working Papers Series with more than one paper published | # docs |
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Discussion Papers / Centre for Macroeconomics (CFM) | 12 |
Year | Title of citing document |
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2023 | The Relative Effectiveness of Monetary Policy Transmission Channels in Tanzania: Empirical Lesson for Post COVID-19 Recovery. (2023). Mwamkonko, Mussa Ally. In: African Journal of Economic Review. RePEc:ags:afjecr:330411. Full description at Econpapers || Download paper |
2023 | A Sieve-SMM Estimator for Dynamic Models. (2019). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1902.01456. Full description at Econpapers || Download paper |
2023 | Bayesian Forecasting in the 21st Century: A Modern Review. (2022). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John . In: Papers. RePEc:arx:papers:2212.03471. Full description at Econpapers || Download paper |
2023 | Monetary Policy and Economic Growth in Developing Countries: A Literature Review. (2023). Daoui, Marouane. In: Papers. RePEc:arx:papers:2303.03162. Full description at Econpapers || Download paper |
2023 | Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks. (2023). Huber, Florian ; Koop, Gary. In: Papers. RePEc:arx:papers:2305.16827. Full description at Econpapers || Download paper |
2023 | BVARs and Stochastic Volatility. (2023). Chan, Joshua. In: Papers. RePEc:arx:papers:2310.14438. Full description at Econpapers || Download paper |
2024 | Modelling Opaque Bilateral Market Dynamics in Financial Trading: Insights from a Multi-Agent Simulation Study. (2024). Walsh, Toby ; Vidler, Alicia. In: Papers. RePEc:arx:papers:2405.02849. Full description at Econpapers || Download paper |
2024 | Non cooperative Liquidity Games and their application to bond market trading. (2024). Walsh, Toby ; Vidler, Alicia. In: Papers. RePEc:arx:papers:2405.02865. Full description at Econpapers || Download paper |
2023 | The effects of two-way lending between financial conglomerates in bilateral repo markets. (2023). Florez-Acosta, Jorge ; Caon, Carlos ; Gomez, Karoll. In: Borradores de Economia. RePEc:bdr:borrec:1246. Full description at Econpapers || Download paper |
2023 | Firm Balance Sheet Liquidity, Monetary Policy Shocks, and Investment Dynamics. (2023). Jeenas, Priit. In: Working Papers. RePEc:bge:wpaper:1409. Full description at Econpapers || Download paper |
2023 | Non-bank lending during crises. (2023). Doerr, Sebastian ; Zhou, Haonan ; Aldasoro, Iaki. In: BIS Working Papers. RePEc:bis:biswps:1074. Full description at Econpapers || Download paper |
2023 | Relationship discounts incorporate bond trading. (2023). Schrimpf, Andreas ; Jurkatis, Simon ; Vause, Nicholas ; Todorov, Karamfil. In: BIS Working Papers. RePEc:bis:biswps:1140. Full description at Econpapers || Download paper |
2023 | Structural change, global R* and the missing-investment puzzle. (2023). Harrison, Richard ; Piton, Sophie ; Sajedi, Rana ; McLaren, Nick ; Garofalo, Marco ; Cesa-Bianchi, Ambrogio ; Bailey, Andrew. In: Bank of England working papers. RePEc:boe:boeewp:0997. Full description at Econpapers || Download paper |
2023 | Nonbank lenders as global shock absorbers: evidence from US monetary policy spillovers. (2023). Peydro, Jose-Luis ; Meisenzah, Ralf R ; Elliott, David. In: Bank of England working papers. RePEc:boe:boeewp:1012. Full description at Econpapers || Download paper |
2023 | Leakages from macroprudential regulations: the case of household-specific tools and corporate credit. (2023). Xie, Peichu ; Grnicka, Lucyna ; Bhargava, Apoorv. In: Working Paper Series. RePEc:ecb:ecbwps:20232784. Full description at Econpapers || Download paper |
2023 | Regional financial technology and shadow banking activities of non-financial firms: Evidence from China. (2023). Que, Jiangjing ; Zhang, Qiuyue ; Qin, Xiuting. In: Journal of Asian Economics. RePEc:eee:asieco:v:86:y:2023:i:c:s104900782300026x. Full description at Econpapers || Download paper |
2024 | Can housing booms elevate financing costs of financial institutions?. (2024). ZHANG, SHUOXUN ; Ma, Chao. In: Journal of Development Economics. RePEc:eee:deveco:v:167:y:2024:i:c:s0304387823001864. Full description at Econpapers || Download paper |
2023 | Vector autoregression models with skewness and heavy tails. (2023). Karlsson, Sune ; Nguyen, Hoang ; Mazur, Stepan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002834. Full description at Econpapers || Download paper |
2023 | Taming the housing roller coaster: The impact of macroprudential policy on the house price cycle. (2023). Carro, Adrian. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:156:y:2023:i:c:s0165188923001598. Full description at Econpapers || Download paper |
2023 | Bank and non-bank balance sheet responses to monetary policy shocks. (2023). Mazelis, Falk ; Rast, Sebastian ; Holm-Hadulla, Federic. In: Economics Letters. RePEc:eee:ecolet:v:222:y:2023:i:c:s0165176522003925. Full description at Econpapers || Download paper |
2024 | Conventional monetary interventions through the credit channel and the rise of non-bank institutions. (2024). Rivolta, Giulia ; Cafiso, Gianluca. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:1:s0939362523000894. Full description at Econpapers || Download paper |
2023 | Macroprudential regulation and leakage to the shadow banking sector. (2023). Mazelis, Falk ; Gebauer, Stefan. In: European Economic Review. RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000338. Full description at Econpapers || Download paper |
2023 | What drives the growth of shadow banks? Evidence from emerging markets. (2023). Kashiramka, Smita ; Arora, Dhulika. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014122001108. Full description at Econpapers || Download paper |
2023 | Leasing and the allocation efficiency of finance. (2023). Xu, Yiming ; Li, Kai ; Hu, Weiwei. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000932. Full description at Econpapers || Download paper |
2023 | Nowcasting industrial production using linear and non-linear models of electricity demand. (2023). Galdi, Giulio ; Casarin, Roberto ; Ravazzolo, Francesco ; Fezzi, Carlo ; Ferrari, Davide. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323005042. Full description at Econpapers || Download paper |
2023 | Bank loans, trade credit, and liquidity shortages of small businesses during the global financial crisis. (2023). Tsuruta, Daisuke. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004210. Full description at Econpapers || Download paper |
2024 | Corporate bond price reversals. (2024). Ivashchenko, Alexey. In: Journal of Financial Markets. RePEc:eee:finmar:v:68:y:2024:i:c:s1386418123000782. Full description at Econpapers || Download paper |
2024 | How does the repo market behave under stress? Evidence from the COVID-19 crisis. (2024). Maria, Luitgard Anna ; Lepore, Caterina ; Huser, Anne-Caroline. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923000931. Full description at Econpapers || Download paper |
2023 | The COVID-19 shock and challenges for inflation modelling. (2023). Hartwig, Benny ; Bobeica, Elena. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:519-539. Full description at Econpapers || Download paper |
2023 | Forecasting extreme financial risk: A score-driven approach. (2023). Herrera, Rodrigo ; Clements, Adam ; Fuentes, Fernanda. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:720-735. Full description at Econpapers || Download paper |
2024 | Bayesian forecasting in economics and finance: A modern review. (2024). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:811-839. Full description at Econpapers || Download paper |
2023 | Does market design contribute to market stability? Indications from a corporate bond exchange during the COVID-19 crisis. (2023). Shust, Efrat ; Abudy, Menachem. In: Journal of Economics and Business. RePEc:eee:jebusi:v:123:y:2023:i:c:s0148619522000613. Full description at Econpapers || Download paper |
2023 | Collateral and bank screening as complements: A spillover effect. (2023). Biswas, Sonny. In: Journal of Economic Theory. RePEc:eee:jetheo:v:212:y:2023:i:c:s0022053123000996. Full description at Econpapers || Download paper |
2023 | The limits of multi-dealer platforms. (2023). Wang, Chaojun. In: Journal of Financial Economics. RePEc:eee:jfinec:v:149:y:2023:i:3:p:434-450. Full description at Econpapers || Download paper |
2023 | The housing boom and selection into entrepreneurship. (2023). Galindo da Fonseca, Joao ; Pannella, Pierluca. In: Labour Economics. RePEc:eee:labeco:v:85:y:2023:i:c:s0927537123001331. Full description at Econpapers || Download paper |
2023 | Building on fiscal policy: government consumption and the residential sector. When helping hurts. (2023). Herranz-Baez, Francisca ; Ferri, Javier. In: Working Papers. RePEc:fda:fdaddt:2023-01. Full description at Econpapers || Download paper |
2023 | Nonbank Lenders as Global Shock Absorbers: Evidence from US Monetary Policy Spillovers. (2023). Peydro, Jose-Luis ; Meisenzahl, Ralf R ; Elliott, David. In: Working Paper Series. RePEc:fip:fedhwp:96668. Full description at Econpapers || Download paper |
2024 | High-Dimensional DSGE Models: Pointers on Prior, Estimation, Comparison, and Prediction?. (2020). Tan, Fei ; Shin, Minchul ; Chib, Siddhartha. In: Working Papers. RePEc:fip:fedpwp:88714. Full description at Econpapers || Download paper |
2023 | DSGE-SVt: An Econometric Toolkit for High-Dimensional DSGE Models with SV and t Errors. (2023). Tan, Fei ; Shin, Minchul ; Chib, Siddhartha. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:1:d:10.1007_s10614-021-10200-y. Full description at Econpapers || Download paper |
2023 | Factors in Swiss franc corporate bond returns. (2023). Manser, Samuel. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:37:y:2023:i:3:d:10.1007_s11408-023-00432-3. Full description at Econpapers || Download paper |
2023 | ECB unconventional monetary policy and SME access to finance. (2023). Kapoor, Supriya ; Finnegan, Marie. In: Small Business Economics. RePEc:kap:sbusec:v:61:y:2023:i:3:d:10.1007_s11187-023-00730-0. Full description at Econpapers || Download paper |
2023 | Bayesian Forecasting in the 21st Century: A Modern Review. (2023). Maheu, John ; Panagiotelis, Anastasios ; Nibbering, Didier ; Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Frazier, David T ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-1. Full description at Econpapers || Download paper |
2023 | Data versus Collateral*. (2023). Huang, Yiping ; Gambacorta, Leonardo ; Chen, Shu ; Qiu, Han ; Li, Zhenhua. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:2:p:369-398.. Full description at Econpapers || Download paper |
2023 | Effectiveness of the Interest Rate Channel of Monetary Policy Transmission Mechanism in Sierra Leone. (2023). Tamuke, Edmund ; Barrie, Mohamed Samba ; Jackson, Emerson Abraham. In: MPRA Paper. RePEc:pra:mprapa:117478. Full description at Econpapers || Download paper |
2024 | Taxes, Innovation and Productivity. (2024). Surico, Paolo ; Mumtaz, Haroon ; Martinez, Joseba ; Cloyne, James. In: Working Papers. RePEc:qmw:qmwecw:979. Full description at Econpapers || Download paper |
2023 | Do credit supply shocks have asymmetric effects?. (2023). Rudel, Paul ; Finck, David. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:4:d:10.1007_s00181-022-02291-9. Full description at Econpapers || Download paper |
2023 | Modelling Okun’s law: Does non-Gaussianity matter?. (2023). Österholm, Pär ; Kiss, Tamas ; Osterholm, Par ; Nguyen, Hoang. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:5:d:10.1007_s00181-022-02309-2. Full description at Econpapers || Download paper |
2023 | Intermediation in US and EU bond and swap markets: stylised facts, trends and impact of the coronavirus (COVID-19) crisis in March 2020. (2023). Scheicher, Martin. In: ESRB Occasional Paper Series. RePEc:srk:srkops:202324. Full description at Econpapers || Download paper |
2023 | A panel threshold VAR with stochastic volatility-in-mean model: an application to the effects of financial and uncertainty shocks in emerging economies. (2023). Soave, Gian Paulo. In: Applied Economics. RePEc:taf:applec:v:55:y:2023:i:4:p:397-431. Full description at Econpapers || Download paper |
2023 | Impact of Monetary Policy and its Transmission Mechanism in Sudan. (2023). El-Maeia, Howida Adam ; Mohamed, Khalafalla Ahmed ; Arabi, Mahmoud Hamid. In: Technium Social Sciences Journal. RePEc:tec:journl:v:41:y:2023:i:1:p:97-129. Full description at Econpapers || Download paper |
2023 | Monetary policy, labor income redistribution and the credit channel: Evidence from matched employer-employee and credit registers. (2021). Peydro, Jose-Luis ; Supera, Dominik ; Panetti, Ettore ; Mendicino, Caterina ; Jasova, Martina. In: Economics Working Papers. RePEc:upf:upfgen:1832. Full description at Econpapers || Download paper |
2023 | Firm balance sheet liquidity, monetary policy shocks, and investment dynamics. (2023). Jeenas, Priit. In: Economics Working Papers. RePEc:upf:upfgen:1872. Full description at Econpapers || Download paper |
2023 | Credit supply, house prices, and financial stability. (2023). Wu, Nan ; Xu, Jiayu ; Wen, Fenghua ; Min, Feng. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:2088-2108. Full description at Econpapers || Download paper |
2023 | Understanding Bank and Nonbank Credit Cycles: A Structural Exploration. (2023). Zhong, Molin ; Durdu, Bora C. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:55:y:2023:i:1:p:103-142. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2020 | Home Values and Firm Behavior In: American Economic Review. [Full Text][Citation analysis] | article | 45 |
2017 | Home values and firm behaviour.(2017) In: Bank of England working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 45 | paper | |
2017 | Home Values and Firm Behaviour.(2017) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 45 | paper | |
2017 | Home values and firm behaviour.(2017) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 45 | paper | |
2022 | What drives repo haircuts? Evidence from the UK market In: BIS Working Papers. [Full Text][Citation analysis] | paper | 12 |
2022 | What drives repo haircuts? Evidence from the UK market.(2022) In: Bank of England working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
2022 | Clients Connections: Measuring the Role of Private Information in Decentralized Markets In: Journal of Finance. [Full Text][Citation analysis] | article | 12 |
2019 | Clients Connections: Measuring the Role of Private Information in Decentralised Markets.(2019) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
2022 | Clients’ connections: measuring the role of private information in decentralized markets.(2022) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
2013 | Capital over the business cycle: renting versus ownership In: Bank of England working papers. [Full Text][Citation analysis] | paper | 5 |
2017 | Capital over the Business Cycle: Renting versus Ownership.(2017) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
2013 | Risk news shocks and the business cycle In: Bank of England working papers. [Full Text][Citation analysis] | paper | 15 |
2015 | Do contractionary monetary policy shocks expand shadow banking? In: Bank of England working papers. [Full Text][Citation analysis] | paper | 57 |
2018 | Do contractionary monetary policy shocks expand shadow banking?.(2018) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 57 | article | |
2015 | Forecasting with VAR models: fat tails and stochastic volatility In: Bank of England working papers. [Full Text][Citation analysis] | paper | 72 |
2017 | Forecasting with VAR models: Fat tails and stochastic volatility.(2017) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 72 | article | |
2015 | Forecasting with VAR Models: Fat Tails and Stochastic Volatility.(2015) In: CReMFi Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 72 | paper | |
2015 | House prices and job losses In: Bank of England working papers. [Full Text][Citation analysis] | paper | 8 |
2015 | House Prices and Job Losses.(2015) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2015 | House prices and job losses.(2015) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2019 | House Prices and Job Losses.(2019) In: The Economic Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
2016 | The macroeconomic shock with the highest price of risk In: Bank of England working papers. [Full Text][Citation analysis] | paper | 0 |
2017 | The Macroeconomic Shock with the Highest Price of Risk.(2017) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2018 | Lending relationships and the collateral channel In: Bank of England working papers. [Full Text][Citation analysis] | paper | 5 |
2018 | Lending Relationships and the Collateral Channel.(2018) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2018 | Lending relationships and the collateral channel.(2018) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2023 | Lending Relationships and the Collateral Channel*.(2023) In: Review of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
2018 | Macroprudential capital regulation in general equilibrium In: Bank of England working papers. [Full Text][Citation analysis] | paper | 6 |
2019 | Employment and the collateral channel of monetary policy In: Bank of England working papers. [Full Text][Citation analysis] | paper | 20 |
2018 | Employment and the Collateral Channel of Monetary Policy.(2018) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
2018 | Employment and the collateral channel of monetary policy.(2018) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
2022 | Informed trading and the dynamics of client-dealer connections in corporate bond markets In: Bank of England working papers. [Full Text][Citation analysis] | paper | 3 |
2020 | Informed Trading and the Dynamics of Client-Dealer Connections in Corporate Bond Markets.(2020) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2022 | Size discount and size penalty: trading costs in bond markets In: Bank of England working papers. [Full Text][Citation analysis] | paper | 5 |
2021 | Size Discount and Size Penalty Trading Costs in Bond Markets.(2021) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2024 | Size Discount and Size Penalty: Trading Costs in Bond Markets.(2024) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
2022 | Information chasing versus adverse selection In: Bank of England working papers. [Full Text][Citation analysis] | paper | 0 |
2022 | Comparing search and intermediation frictions across markets In: Bank of England working papers. [Full Text][Citation analysis] | paper | 2 |
2022 | Bond supply, price drifts and liquidity provision before central bank announcements In: Bank of England working papers. [Full Text][Citation analysis] | paper | 0 |
2023 | An anatomy of the 2022 gilt market crisis In: Bank of England working papers. [Full Text][Citation analysis] | paper | 6 |
2023 | Price formation in markets with trading delays In: Bank of England working papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Hedging, market concentration and monetary policy: a joint analysis of gilt and derivatives exposures In: Bank of England working papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Mispricing in inflation markets In: Bank of England working papers. [Full Text][Citation analysis] | paper | 0 |
2023 | The liquidity state-dependence of monetary policy transmission In: Bank of England working papers. [Full Text][Citation analysis] | paper | 0 |
2024 | Fire sales of safe assets In: Bank of England working papers. [Full Text][Citation analysis] | paper | 0 |
2016 | The Residential Collateral Channel In: Discussion Papers. [Full Text][Citation analysis] | paper | 28 |
2017 | Home values and firm behaviour.(2017) In: Bank of England working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
2017 | Home Values and Firm Behaviour.(2017) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
2017 | Home values and firm behaviour.(2017) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
2016 | The residential collateral channel.(2016) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
2016 | The Residential Collateral Channel.(2016) In: 2016 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
2016 | VAR Models with Non-Gaussian Shocks In: Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
2016 | VAR models with non-Gaussian shocks.(2016) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
0000 | VAR Models with Non-Gaussian Shocks.(0000) In: CReMFi Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2018 | Macroeconomic Shocks and Risk Premia In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2018 | Macroeconomic shocks and risk premia.(2018) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2018 | Private Information and Client Connections in Government Bond Markets In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | Private information and client connections in government bond markets.(2019) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2019 | Private Information and Client Connections in Government Bond Markets.(2019) In: 2019 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2022 | The procyclicality of inflation-linked debt In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
2023 | Inflation and uncertainty in New Keynesian models: A note In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
2022 | Employment and the residential collateral channel of monetary policy In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 4 |
2019 | Clients connections In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 0 |
2013 | Monetary Transmission Mechanism in the East African Community: An Empirical Investigation In: IMF Working Papers. [Full Text][Citation analysis] | paper | 60 |
0000 | Bayesian Vector Autoregressions with Non-Gaussian Shocks In: CReMFi Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2014 | Fat-tails in VAR Models In: Working Papers. [Full Text][Citation analysis] | paper | 7 |
2014 | What do VARs Tell Us about the Impact of a Credit Supply Shock? An Empirical Analysis In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2015 | What do VARs Tell Us about the Impact of a Credit Supply Shock? In: Working Papers. [Full Text][Citation analysis] | paper | 37 |
2018 | WHAT DO VARS TELL US ABOUT THE IMPACT OF A CREDIT SUPPLY SHOCK?.(2018) In: International Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 37 | article | |
2014 | Fat-tails in VAR Models In: Working Papers. [Full Text][Citation analysis] | paper | 7 |
2014 | What do VARs Tell Us about the Impact of a Credit Supply Shock? An Empirical Analysis In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2015 | What do VARs Tell Us about the Impact of a Credit Supply Shock? In: Working Papers. [Full Text][Citation analysis] | paper | 10 |
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