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THE FAILURE TO PREDICT THE GREAT RECESSION—A VIEW THROUGH THE ROLE OF CREDIT. (2015). Perez Quiros, Gabriel ; Gadea, María ; Perez-Quiros, Gabriel.
In: Journal of the European Economic Association.
RePEc:bla:jeurec:v:13:y:2015:i:3:p:534-559.

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  3. How to foresee crises? A new synthetic index of vulnerabilities for emerging economies. (2023). Molina, Luis ; Alonso-Alvarez, Irma.
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  4. Maximum Likelihood Estimation in Markov Regime?Switching Models With Covariate?Dependent Transition Probabilities. (2022). Sola, Martin ; Psaradakis, Zacharias ; Pouzo, Demian.
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  5. Early warning or too late? A (pseudo-)real-time identification of leading indicators of financial stress. (2022). Duprey, Thibaut ; Klaus, Benjamin.
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  7. Joint Decomposition of Business and Financial Cycles: Evidence from Eight Advanced Economies. (2022). Koopman, Siem Jan ; Hindrayanto, Irma ; de Winter, Jasper.
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  9. A profit-to-provisioning approach to setting the countercyclical capital buffer. (2021). Pfeifer, Lukáš ; Hodula, Martin.
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  14. Corporate yields and sovereign yields. (2020). Hale, Galina B ; Bevilaqua, Julia ; Tallman, Eric.
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  15. Growth-and-Risk Trade-off. (2020). Gadea, Maria Dolores ; Laeven, Luc ; Perez-Quiros, Gabriel.
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  18. Measuring real and financial cycles in Luxembourg: An unobserved components approach. (2019). Moura, Alban ; Guarda, Paolo.
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  19. A profit-to-provisioning approach to setting the countercyclical capital buffer: the Czech example. (2018). Hodula, Martin ; Pfeifer, Luka.
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  20. What Drives Gross Flows in Equity and Investment Fund Shares in Luxembourg?. (2018). di Filippo, Gabriele.
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  21. Is Fertility a Leading Economic Indicator?. (2018). Lugauer, Steven ; Hungerman, Daniel ; Buckles, Kasey.
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  22. Fiscal multipliers across the credit cycle. (2018). Borsi, Mihály.
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  23. Real and financial cycles in EU countries - Stylised facts and modelling implications. (2018). Welz, Peter ; Rots, Eyno ; Rünstler, Gerhard ; Rannenberg, Ansgar ; Perez Quiros, Gabriel ; Papageorgiou, Dimitris ; Mandler, Martin ; Lozej, Matija ; Lequien, Matthieu ; Lenarčič, Črt ; Jaccard, Ivan ; Iskrev, Nikolay ; Guarda, Paolo ; Dewachter, Hans ; De Backer, Bruno ; Comunale, Mariarosaria ; Burlon, Lorenzo ; Buss, Ginters ; Balfoussia, Hiona ; Haavio, Markus ; Perez-Quiros, Gabriel ; Pedersen, Jesper ; Runstler, Gerhard ; Lenarcic, Crt ; Kunovac, Davor ; Kulikov, Dmitry ; Scharnagl, Michael ; Hindrayanto, Irma.
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  24. A Profit-to-Provisioning Approach to Setting the Countercyclical Capital Buffer: The Czech Example. (2018). Hodula, Martin ; Pfeifer, Lukas.
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  25. Empirical assessment of alternative structural methods for identifying cyclical systemic risk in Europe. (2018). Mencia, Javier ; Galan, Jorge.
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  26. Calibrating the Magnitude of the Countercyclical Capital Buffer Using Market-Based Stress Tests. (2018). van Oordt, Maarten.
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  27. Time-Varying Role of Macroeconomic Shocks on House Prices in the US and UK: Evidence from Over 150 Years of Data. (2017). Wohar, Mark ; Plakandaras, Vasilios ; GUPTA, RANGAN ; Katrakilidis, Constantinos.
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  28. Calibrating Macroprudential Policy to Forecasts of Financial Stability. (2017). Lopez, Jose ; Brave, Scott.
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  30. How to predict financial stress? An assessment of Markov switching models. (2017). Klaus, Benjamin ; Duprey, Thibaut.
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  31. Modeling the business and financial cycle in a multivariate structural time series model. (2017). Koopman, Siem Jan ; de Winter, Jasper ; Chouhan, Anjali ; Hindrayanto, Irma.
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  32. What drives gross flows in equity and investment fund shares in Luxembourg?. (2017). di Filippo, Gabriele.
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    RePEc:ecb:ecbwps:20151766.

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  28. Robust Signals for Banking Crises. (2015). Pentecôte, Jean-Sébastien ; Jedidi, Ons ; Pentecote, Jean Sbastien .
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-14-00716.

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  29. Prédire les crises bancaires : un système d’alerte robuste. (2015). Pentecôte, Jean-Sébastien ; Jedidi, Ons ; Pentecote, Jean-Sebastien.
    In: Revue française d'économie.
    RePEc:cai:rferfe:rfe_153_0189.

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  30. THE FAILURE TO PREDICT THE GREAT RECESSION—A VIEW THROUGH THE ROLE OF CREDIT. (2015). Perez Quiros, Gabriel ; Gadea, María ; Perez-Quiros, Gabriel.
    In: Journal of the European Economic Association.
    RePEc:bla:jeurec:v:13:y:2015:i:3:p:534-559.

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  31. Explaining and forecasting bank loans. Good times and crisis. (2015). LEVIEUGE, Gregory.
    In: Working papers.
    RePEc:bfr:banfra:566.

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  32. Introducing a New Early Warning System Indicator (EWSI) of banking crises. (2015). Ortiz Vidal-Abarca, Alvaro ; Ruiz, Alfonso Ugarte .
    In: Working Papers.
    RePEc:bbv:wpaper:1502.

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  33. Financial crisis and monetary policy. (2014). Karatas, Bilge.
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:41e463f0-e122-4379-8db5-6547713486d4.

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  34. Early Warning Indicators of Banking Crises: Exploring new Data and Tools. (2014). Rodrigues, Paulo ; Bonfim, Diana ; Antunes, António ; Paulo M. M. Rodrigues, ; Paulo M. M. Rodrigues, ; Paulo M. M. Rodrigues, ; Monteiro, Nuno .
    In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies.
    RePEc:ptu:bdpart:b201404.

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  35. Dating banking crises using incidence and size of bank failures: Four crises reconsidered. (2014). de Haan, Jakob ; Chaudron, Raymond.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:15:y:2014:i:c:p:63-75.

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  36. Identifying excessive credit growth and leverage. (2014). Detken, Carsten ; Alessi, Lucia.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20141723.

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  37. Explaining the Strength and Efficiency of Monetary Policy Transmission: A Panel of Impulse Responses from a Time-Varying Parameter Model. (2014). Matějů, Jakub.
    In: Working Papers.
    RePEc:cnb:wpaper:2014/04.

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  38. New Financial Activity Indexes: Early Warning System for Financial Imbalances in Japan. (2014). Nakamura, Koji ; Ito, Yuichiro ; Kitamura, Tomiyuki ; Nakazawa, Takashi .
    In: Bank of Japan Working Paper Series.
    RePEc:boj:bojwps:wp14e07.

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  39. Ending over-lending : Assessing systemic risk with debt to cash flow. (2014). Sarlin, Peter ; Ramsay, Bruce A.
    In: Research Discussion Papers.
    RePEc:bof:bofrdp:2014_011.

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  40. Bubbles and crises: The role of house prices and credit. (2014). Anundsen, Andre ; Kragh-Sorensen, Kasper ; Gerdrup, Karsten ; Hansen, Frank.
    In: Working Paper.
    RePEc:bno:worpap:2014_14.

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  41. Early Warning for Currency Crises: What Is the Role of Financial Openness?. (2014). Saiki, Ayako ; Frost, Jon.
    In: Review of International Economics.
    RePEc:bla:reviec:v:22:y:2014:i:4:p:722-743.

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  42. Bank Capital Adjustment Process and Aggregate Lending.. (2014). Lé, Mathias ; Duprey, Thibaut ; Le, M..
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    RePEc:bfr:banfra:499.

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  43. Does the contagion effect of the Balance of Payment crisis exist? Ukrainian case. (2013). Khomiak, Vasyl .
    In: Review of Applied Socio-Economic Research.
    RePEc:rse:wpaper:v:6:y:2013:i:2:p:151-159.

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  44. The implementation of the countercyclical capital buffer: rules versus discretion. (2013). Bonfim, Diana ; Monteiro, Nuno .
    In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies.
    RePEc:ptu:bdpart:r201306.

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  45. Explaining the Strength and the Efficiency of Monetary Policy Transmission: A Panel of Impulse Responses from a Time-Varying Parameter Model. (2013). Matějů, Jakub ; Mateju, Jakub .
    In: Working Papers IES.
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  46. Leading indicators of crisis incidence: Evidence from developed countries. (2013). Vašíček, Bořek ; Smidkova, Katerina ; Rusnák, Marek ; Matějů, Jakub ; Havranek, Tomas ; Babecký, Jan ; Vaiek, Boek ; Rusnak, Marek ; Matj, Jakub .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:35:y:2013:i:c:p:1-19.

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  47. Setting countercyclical capital buffers based on early warning models: would it work?. (2013). Peltonen, Tuomas ; Detken, Carsten ; Schudel, Willem ; Behn, Markus.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20131604.

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  48. Three Sisters: The Interlinkage between Sovereign Debt, Currency and Banking Crises. (2013). Karatas, Bilge ; Eijffinger, Sylvester ; Eijffinger, Sylvester C W, .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9369.

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  49. Measuring Systemic Risk in a Post-Crisis World. (2013). DE BANDT, OLIVIER ; Labonne, C. ; Tavolaro, S. ; J.-C. Heam, .
    In: Débats économiques et financiers.
    RePEc:bfr:decfin:6.

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  50. Leading indicators of crisis incidence: evidence from developed countries. (2012). Vašíček, Bořek ; Smidkova, Katerina ; Rusnák, Marek ; Matějů, Jakub ; Havranek, Tomas ; Babecký, Jan ; Vaiek, Boek ; Matj, Jakub .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20121486.

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