Björn van Roye : Citation Profile

European Central Bank

12

H index

14

i10 index

527

Citations

RESEARCH PRODUCTION:

10

Articles

25

Papers

RESEARCH ACTIVITY:

   9 years (2009 - 2018). See details.
   Cites by year: 58
   Journals where Björn van Roye has often published
   Relations with other researchers
   Recent citing documents: 28.    Total self citations: 14 (2.59 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pva435
   Updated: 2025-12-20    RAS profile: 2023-05-13    
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Relations with other researchers

Works with:

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)

Gern, Klaus (12)

Ademmer, Martin (12)

Schleer, Frauke (12)

Plödt, Martin (11)

Kooths, Stefan (10)

Feldkircher, Martin (10)

Stolbov, Mikhail (9)

Huber, Florian (8)

Cites to:

Giannone, Domenico (27)

Reichlin, Lucrezia (26)

Gertler, Mark (22)

Pesaran, Mohammad (22)

BORIO, Claudio (17)

Galí, Jordi (17)

Clarida, Richard (15)

Sinn, Hans-Werner (14)

Lenza, Michele (13)

Boysen-Hogrefe, Jens (13)

Basu, Susanto (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 Briefs / Kiel Institute for the World Economy (IfW Kiel)5
Working Paper Series / European Central Bank4
Kiel Discussion Papers / Kiel Institute for the World Economy (IfW Kiel)3
Kieler Beitrge zur Wirtschaftspolitik / Kiel Institute for the World Economy (IfW Kiel)3

Recent works citing Björn van Roye (2025 and 2024)

YearTitle of citing document
2024Asymmetries in Financial Spillovers. (2024). Pfarrhofer, Michael ; onorante, luca ; Marcellino, Massimiliano ; Huber, Florian ; Klieber, Karin. In: Papers. RePEc:arx:papers:2410.16214.

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2025Trade Uncertainty, Economic Policy Uncertainty and Shipping Costs. (2025). Kyriaki, Louca ; Nektarios, Michail ; Konstantinos, Melas. In: German Economic Review. RePEc:bpj:germec:v:26:y:2025:i:1:p:15-33:n:1001.

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2024Heterogeneity in the effects of uncertainty shocks on labor market dynamics and extensive vs. intensive margins of adjustment. (2024). Furceri, Davide ; Choi, Sangyup ; Yoo, Seung Yong. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:162:y:2024:i:c:s0165188924000514.

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2024Nonlinear transmission of international financial stress. (2024). Tuzcuoglu, Kerem. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001615.

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2024Contagion effects of external monetary shocks on systemic financial risk in China: Evidence from the Euro area and Japan. (2024). Ruan, Jia ; Ni, Jianhui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s106294082300178x.

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2024US uncertainty shocks on real and financial markets: A multi-country perspective. (2024). Uribe, Jorge ; Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:3:s0939362524000025.

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2025From the core to the European periphery: Spillover effects of financial cycles. (2025). Jursa, Luk ; Jank, Jan. In: Emerging Markets Review. RePEc:eee:ememar:v:68:y:2025:i:c:s1566014125000548.

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2025Oil market uncertainty and Chinas macroeconomy: Causality-in-quantiles test and quantile spillover effects analysis. (2025). Zhou, Jinlan ; Li, Zhensheng ; Liu, Zhuang. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325004451.

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2024Global uncertainties and Australian financial markets: Quantile time-frequency connectedness. (2024). Sheikh, Umaid A ; Hammoudeh, Shawkat ; Asadi, Mehrad ; Roubaud, David. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000309.

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2024Quantifying the volatility spillover dynamics between financial stress and US financial sectors: Evidence from QVAR connectedness. (2024). Billah, Syed ; Naeem, Muhammad Abubakr ; Hoque, Mohammad Enamul ; Kapar, Burcu. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003661.

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2024International financial stress spillovers during times of unconventional monetary policy interventions. (2024). Giannellis, Nikolaos ; Apostolakis, George N. In: Journal of Financial Stability. RePEc:eee:finsta:v:72:y:2024:i:c:s1572308924000445.

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2024US trade policy and the US dollar. (2024). Strobel, Felix ; Khalil, Makram. In: Journal of International Economics. RePEc:eee:inecon:v:151:y:2024:i:c:s0022199624000977.

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2025Impact of financial stress on the REIT market stability. (2025). Ozcelebi, Oguzhan ; Yoon, Seong-Min. In: International Review of Economics & Finance. RePEc:eee:reveco:v:100:y:2025:i:c:s1059056025002771.

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2024The labor market impact of inflation uncertainty: Evidence from Sub-Saharan Africa. (2024). Kassouri, Yacouba. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1514-1528.

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2024Business and financial cycle across regimes: Does financial stress matter?. (2024). Cucculelli, Marco ; Sullo, Valerio ; Giampaoli, Noemi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pb:s1059056024006373.

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2025An enquiry into the monetary policy and stock market shocks in the US. (2025). Sharif, Taimur ; Cotturone, Saulo ; Abedin, Mohammad Zoynul ; Bouteska, Ahmed. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000887.

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2025Wavelet and Deep Learning Framework for Predicting Commodity Prices Under Economic and Financial Uncertainty. (2025). Doroshenko, Lyubov ; Mastroeni, Loretta ; Mazzoccoli, Alessandro. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:8:p:1346-:d:1638516.

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2025A Financial Stress Index for a Small Open Economy: The Australian Case. (2025). Gomis-Porqueras, Pedro ; Li, Xiaoyang ; Ruprecht, Romina ; Zhou, Xuan. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2025:q:4:a:4.

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2024G3MOD: A Multi-Country Global Forecasting Model. (2024). Miller, Iaroslav ; Karam, Philippe D ; Baksa, Daniel ; Vehbi, Tugrul. In: IMF Working Papers. RePEc:imf:imfwpa:2024/254.

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2024Monitoring time-varying systemic risk in sovereign debt and currency markets with generative AI. (2024). Uribe, Jorge ; Chuliá, Helena ; Khalili, Sabuhi ; Chulia, Helena. In: IREA Working Papers. RePEc:ira:wpaper:202402.

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2025Financial markets stress indicator for Slovenia (FIMSIS). (2025). Lenarčič, Črt ; Drenkovska, Marija ; Lenari, RT. In: MPRA Paper. RePEc:pra:mprapa:125551.

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2025The effects of macro uncertainty shocks in the euro area: a FAVAR approach. (2025). Cañizares Martínez, Carlos ; Gieseck, Arne ; Martnez, Carlos Caizares. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:6:d:10.1007_s00181-025-02717-0.

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2024The effect of financial stress on renewable energy consumption: evidence from US data. (2024). Shafiullah, Muhammad ; Alam, Md Samsul ; Miah, Mohammad Dulal. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:26:y:2024:i:10:d:10.1007_s10668-023-03747-3.

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2024Role of Institutional Quality in Green Technology-Carbon Emissions Nexus. (2024). Asongu, Simplice ; Mensah, Barbara Deladem ; Ofoeda, Isaac. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:4:d:10.1007_s13132-024-01777-4.

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2025Designing a Financial Stress Index Based on the GHARCH-DCC Approach and Machine Learning Models. (2025). Fallahshams, Mirfeiz ; Gol, Reza Ghafari ; Pourmansouri, Rezvan. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:16:y:2025:i:1:d:10.1007_s13132-024-02075-9.

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2025Regime-Specific Spillover Effects Between Financial Stress, GCC Stock Markets, Brent Crude Oil, and the Gold Market. (2025). Abbes, Mouna Boujelbne ; Soltani, Hayet. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:16:y:2025:i:2:d:10.1007_s13132-024-02209-z.

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2024The effects of macro uncertainty shocks in the euro area: A FAVAR approach. (2024). Cañizares Martínez, Carlos ; Gieseck, Arne ; Martinez, Carlos Canizares. In: Working and Discussion Papers. RePEc:svk:wpaper:1109.

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2024Expecting the unexpected: Stressed scenarios for economic growth. (2024). Ruiz, Esther ; Rodriguezcaballero, Vladimir C ; Gonzalezrivera, Gloria. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:5:p:926-942.

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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]		article31
2017Financial stress and economic dynamics: The case of France.(2017) In: International Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 31		article
2018Macroeconomic implications of increasing protectionism In: Economic Bulletin Boxes.
[Full Text][Citation analysis]		article13
2015Uncertainty shocks, banking frictions and economic activity In: Working Paper Series.
[Full Text][Citation analysis]		paper76
2016Uncertainty shocks, banking frictions and economic activity.(2016) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 76		article
2013Uncertainty shocks, banking frictions, and economic activity.(2013) In: Kiel Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 76		paper
2016The BEAR toolbox In: Working Paper Series.
[Full Text][Citation analysis]		paper124
2017Threshold effects of financial stress on monetary policy rules: a panel data analysis In: Working Paper Series.
[Full Text][Citation analysis]		paper13
2017Threshold effects of financial stress on monetary policy rules: A panel data analysis.(2017) In: International Review of Economics & Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		article
2015Threshold Effects of Financial Stress on Monetary Policy Rules: A Panel Data Analysis.(2015) In: VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
[Citation analysis]
This paper has nother version. Agregated cites: 13		paper
2017ECB-Global: introducing ECBs global macroeconomic model for spillover analysis In: Working Paper Series.
[Full Text][Citation analysis]		paper22
2018ECB-Global: Introducing the ECBs global macroeconomic model for spillover analysis.(2018) In: Economic Modelling.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 22		article
2017Assessing the Decoupling of Economic Policy Uncertainty and Financial Conditions In: Financial Stability Review.
[Full Text][Citation analysis]		article6
2018The resurgence of protectionism: potential implications for global financial stability In: Financial Stability Review.
[Full Text][Citation analysis]		article3
2014International transmission and business-cycle effects of financial stress In: Journal of Financial Stability.
[Full Text][Citation analysis]		article53
2017Financial stress and economic dynamics: An application to France In: Working Papers.
[Full Text][Citation analysis]		paper40
2013Financial stress and economic dynamics: An application to France.(2013) In: Kiel Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 40		paper
2014Financial stress and economic activity in Germany In: Empirica.
[Full Text][Citation analysis]		article37
2009Ursachen der Wachstumsschwäche in Deutschland 1995-2005 In: Kieler Beiträge zur Wirtschaftspolitik.
[Full Text][Citation analysis]		paper2
2009Ursachen der Wachstumsschwäche in Deutschland 1995-2005.(2009) In: Open Access Publications from Kiel Institute for the World Economy.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2014Finanz- und Wirtschaftspolitik bei einer anhaltenden monetären Expansion In: Kieler Beiträge zur Wirtschaftspolitik.
[Full Text][Citation analysis]		paper8
2015Das europäische Verfahren zur Vermeidung und Korrektur makroökonomischer Ungleichgewichte: Auswertung der bisherigen Erfahrung und mögliche Reformansätze In: Kieler Beiträge zur Wirtschaftspolitik.
[Full Text][Citation analysis]		paper7
2010Droht in Deutschland eine Kreditklemme? In: Kiel Discussion Papers.
[Full Text][Citation analysis]		paper9
2012Nationale Geldschöpfung im Euroraum: Mechanismen, Defekte, Therapie In: Kiel Discussion Papers.
[Full Text][Citation analysis]		paper12
2014Makroprudenzielle Finanzmarktpolitik: Nationale Handlungsoptionen im Euroraum In: Kiel Discussion Papers.
[Full Text][Citation analysis]		paper0
2011Price competitiveness divergence in the euro area: The level matters! In: Kiel Policy Briefs.
[Full Text][Citation analysis]		paper11
2011Higher inflation in China: Risks for inflation and output in advanced economies In: Kiel Policy Briefs.
[Full Text][Citation analysis]		paper0
2012Euroraum: Gemeinsame Währung - nationales Geld In: Kiel Policy Briefs.
[Full Text][Citation analysis]		paper0
2013Kieler Krisen-Kompass: Ein Gesamtpaket zur Überwindung der Krise im Euroraum In: Kiel Policy Briefs.
[Full Text][Citation analysis]		paper2
2013The Kiel policy package to address the crisis in the euro area In: Kiel Policy Briefs.
[Full Text][Citation analysis]		paper0
2009Capital, endogenous separations, and the business cycle In: Kiel Working Papers.
[Full Text][Citation analysis]		paper2
2010The effects of external shocks to business cycles in emerging Asia: A Bayesian VAR approach In: Kiel Working Papers.
[Full Text][Citation analysis]		paper13
2011Financial stress and economic activity in Germany and the Euro Area In: Kiel Working Papers.
[Full Text][Citation analysis]		paper30
2012Euro area: Single currency - national money creation In: Kiel Working Papers.
[Full Text][Citation analysis]		paper1
2013International transmission of financial stress: Evidence from a GVAR In: Kiel Working Papers.
[Full Text][Citation analysis]		paper12

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