Nothing Special   »   [go: up one dir, main page]

create a website
The Irish Macroeconomic Response to an External Shock with an Application to Stress Testing. (2011). Conefrey, Thomas ; Birmingham, Colin .
In: Research Technical Papers.
RePEc:cbi:wpaper:10/rt/11.

Full description at Econpapers || Download paper

Cited: 1

Citations received by this document

Cites: 21

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Boosting Competitiveness to Grow Out of Debt; Can Ireland Find a Way Back to Its Future?. (2013). Nkusu, Mwanza.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2013/035.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Asberg, P., and H. Shahnazarian. 2008. âMacroeconomic Impact on Expected Default Frequency â, Sveriges Riksbank Working Paper No. 219 (January).
    Paper not yet in RePEc: Add citation now
  2. Banbura M., D. Giannone and L. Reichlin (2010). âLarge Bayesian VARsâ, Journal of Applied Econometrics, Vol. 25(1), pages 71-92,.

  3. Bank of Japan. 2007. âThe Framework for Macro Stress-Testing of Credit Risk: Incorporating Transition in Borrower Classiïcationsâ, Financial System Report (September).
    Paper not yet in RePEc: Add citation now
  4. Bergin, A., Conefrey, T., Kearney, I. and Fitz Gerald, J. (2010).âRecovery scenarios for Ireland: an updateâ, in ESRI Quarterly Economic Commentary, Summer.

  5. Bradley, J., J. Fitz Gerald, and I. Kearney, 1993. âModelling Supply in an Open Economy Using a Restricted Cost Functionâ, Economic Modelling, Vol. 10, No. 1, pp. 11-21, January.
    Paper not yet in RePEc: Add citation now
  6. Bradley, J., J. Fitz Gerald, D. Hurley, L. OSullivan and A. Storey, 1993. âHERMES: A Macrosectoral Model for the Irish Economyâ, in Commission of the European Communities (ed.), HERMES: Harmonised Econometric Research for Modelling Economic Systems, North Holland.
    Paper not yet in RePEc: Add citation now
  7. Castren, O., S. Dees, and F. Zaher. 2008. âGlobal Macro-ïnancial Shocks and Expected Default Frequencies in the Euro Areaâ, ECB Working Paper No. 875 (February).

  8. Central Bank of Ireland. 2011. âQuarterly Bulletin Q3 2011â, Central Bank of Ireland, Dublin.
    Paper not yet in RePEc: Add citation now
  9. Central Bank of Ireland. 2011. âThe Financial Measures Programme Reportâ, Central Bank of Ireland, Dublin.
    Paper not yet in RePEc: Add citation now
  10. Cushman, David O. Zha, Tao, 1997. Identifying monetary policy in a small open economy under ïexible exchange rates, Journal of Monetary Economics, Elsevier, vol. 39(3), pages 433448, August.

  11. Durkan, J. and OâSullivan, C. 2011. âQuarterly Economic Commentary, Springâ, Economic and Social Research Institute, Dublin.

  12. European Commission, 2011. âEuropean Economic forecast, Springâ, EC Directorate-General for Economic and Financial Aïairs, Brussels.
    Paper not yet in RePEc: Add citation now
  13. Hoggarth, G., Sorensen, S. and Zicchino, L. 2005. âStress tests of UK banks using a VAR approachâ, Working Paper 282, November.

  14. IBM, 2010. âGlobal Location Trends Reportâ, IBM Global Business Services.
    Paper not yet in RePEc: Add citation now
  15. International Monetary Fund. 2011. âWorld Economic Outlookâ, IMF, Washington.
    Paper not yet in RePEc: Add citation now
  16. Jimenez, G., and J. Mencya. 2007. âModelling the Distribution of Credit Losses with Observable and Latent Factorsâ, Banco de Espana Working Paper No. 0709.
    Paper not yet in RePEc: Add citation now
  17. Kelly, R., McQuinn, K. and Stuart, R. 2011. âExploring the Steady-State Relationship between Credit and GDP for a Small Open Economy - The Case of Irelandâ, Research Technical Papers 1/RT/11, Central Bank of Ireland.

  18. Kilian, L. (2009), Not all oil price shocks are alike: Disentangling demand and supply shocks in the crude oil market, American Economic Review 99(3), 105369.

  19. Lane, P. and Ruane, F., 2006. âGlobalisation and the Irish Economyâ, Institute for International Integration Studies, Occasional Paper, No. 1.
    Paper not yet in RePEc: Add citation now
  20. Linde, J. 2002. âMonetary Policy Shocks and Business Cycle Fluctuations in a Small Open Economy: Sweden 1986-2002â, Sveriges Riksbank Working Paper Series, No. 153.
    Paper not yet in RePEc: Add citation now
  21. Lydon, R. and Y. McCarthy 2011. âWhat lies beneath? Understanding recent trends in Irish mortgage arrearsâ, Research Technical Paper, Central Bank of Ireland, forthcoming. A Appendix: Sensitivity Analysis In this appendix, we examine the robustness of the impulse response functions obtained in the previous sections to changes in the sample period, the number of lags in the VAR, alternative ordering of the variables and changes in the degree of diïerencing. We also report results from standard VAR estimation. Overall, while the magnitude of the estimated impulse functions change in some cases, changes in model speciïcation do not have a major eïect on the benchmark model. A.1 Sample Period

Cocites

Documents in RePEc which have cited the same bibliography

  1. Was the Recent Downturn in US GDP Predictable?. (2013). Miller, Stephen ; Majumdar, Anandamayee ; GUPTA, RANGAN ; Balcilar, Mehmet.
    In: Working papers.
    RePEc:uct:uconnp:2012-38.

    Full description at Econpapers || Download paper

  2. Transmission Lags of Monetary Policy: A Meta-Analysis. (2013). Rusnák, Marek ; Havranek, Tomas.
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2013:q:4:a:2.

    Full description at Econpapers || Download paper

  3. The Macroeconomic Effects of Reserve Requirements. (2012). Towbin, Pascal ; Glocker, Christian.
    In: WIFO Working Papers.
    RePEc:wfo:wpaper:y:2012:i:420.

    Full description at Econpapers || Download paper

  4. Was the Recent Downturn in US GDP Predictable?. (2012). Miller, Stephen ; Majumdar, Anandamayee ; GUPTA, RANGAN ; Balcilar, Mehmet.
    In: Working Papers.
    RePEc:pre:wpaper:201230.

    Full description at Econpapers || Download paper

  5. Real-time forecasting in a data-rich environment. (2012). Liebermann, Joëlle.
    In: MPRA Paper.
    RePEc:pra:mprapa:39452.

    Full description at Econpapers || Download paper

  6. The ECB and the interbank market. (2012). Reichlin, Lucrezia ; Pill, Huw ; Lenza, Michele ; Giannone, Domenico.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20121496.

    Full description at Econpapers || Download paper

  7. Prior selection for vector autoregressions. (2012). Primiceri, Giorgio ; Lenza, Michele ; Giannone, Domenico.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20121494.

    Full description at Econpapers || Download paper

  8. The ECB and the Interbank Market. (2012). Reichlin, Lucrezia ; Pill, Huw ; Lenza, Michele ; Giannone, Domenico.
    In: Working Papers ECARES.
    RePEc:eca:wpaper:2013/108100.

    Full description at Econpapers || Download paper

  9. Prior Selection for Vector Autoregressions. (2012). Primiceri, Giorgio ; Lenza, Michele ; Giannone, Domenico.
    In: Working Papers ECARES.
    RePEc:eca:wpaper:2013/106648.

    Full description at Econpapers || Download paper

  10. Transmission Lags of Monetary Policy: A Meta-Analysis. (2012). Rusnák, Marek ; Havranek, Tomas.
    In: Working Papers.
    RePEc:cnb:wpaper:2012/10.

    Full description at Econpapers || Download paper

  11. Macroeconomic transmission of eurozone shocks to emerging economies. (2012). Erten, Bilge.
    In: Working Papers.
    RePEc:cii:cepidt:2012-12.

    Full description at Econpapers || Download paper

  12. Real-time forecasting in a data-rich environment. (2012). Liebermann, Joëlle.
    In: Research Technical Papers.
    RePEc:cbi:wpaper:07/rt/12.

    Full description at Econpapers || Download paper

  13. Hierarchical Shrinkage in Time-Varying Parameter Models. (2011). Koop, Gary ; Korobilis, Dimitris ; Miguel A. G. Belmonte, .
    In: Working Paper series.
    RePEc:rim:rimwps:35_11.

    Full description at Econpapers || Download paper

  14. Forecasting Key Macroeconomic Variables of the South African Economy Using Bayesian Variable Selection. (2011). Tlotlego, Naomi ; GUPTA, RANGAN ; Chama-Chiliba, Mirriam Chitalu ; Nkambule, Nonophile .
    In: Working Papers.
    RePEc:pre:wpaper:201132.

    Full description at Econpapers || Download paper

  15. Forecasting house price inflation: a model combination approach. (2011). McDonald, Chris ; Drought, Sarah .
    In: Reserve Bank of New Zealand Discussion Paper Series.
    RePEc:nzb:nzbdps:2011/07.

    Full description at Econpapers || Download paper

  16. New Indicators for Tracking Growth in Real Time. (2011). Matheson, Troy.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2011/043.

    Full description at Econpapers || Download paper

  17. Estimating VARs sampled at mixed or irregular spaced frequencies : a Bayesian approach. (2011). Kim, Tae Bong ; Foerster, Andrew ; Chiu, Ching-Wai (Jeremy) ; Seoane, Hernan D. ; Eraker, Bjorn .
    In: Research Working Paper.
    RePEc:fip:fedkrw:rwp11-11.

    Full description at Econpapers || Download paper

  18. Exploring the core factors and its dynamic effects on oil price: An application on path analysis and BVAR-TVP model. (2011). Guo, Ju-E., ; Wang, Shou-Yang ; Meng, Lei ; Chai, Jian.
    In: Energy Policy.
    RePEc:eee:enepol:v:39:y:2011:i:12:p:8022-8036.

    Full description at Econpapers || Download paper

  19. Macroeconomics, finance, commodities: Interactions with carbon markets in a data-rich model. (2011). Chevallier, Julien.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:28:y:2011:i:1-2:p:557-567.

    Full description at Econpapers || Download paper

  20. Forecasting economic growth in the euro area during the Great Moderation and the Great Recession. (2011). Maier, Philipp ; Lombardi, Marco.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20111379.

    Full description at Econpapers || Download paper

  21. Understanding and forecasting aggregate and disaggregate price dynamics. (2011). D'Agostino, Antonello ; Bermingham, Colin ; Dagostino, Antonello .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20111365.

    Full description at Econpapers || Download paper

  22. Bayesian VARs: Specification Choices and Forecast Accuracy. (2011). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8273.

    Full description at Econpapers || Download paper

  23. Hierarchical shrinkage in time-varying parameter models. (2011). Koop, Gary ; Korobilis, Dimitris ; BELMONTE, Miguel A. G., .
    In: CORE Discussion Papers.
    RePEc:cor:louvco:2011036.

    Full description at Econpapers || Download paper

  24. The Irish Macroeconomic Response to an External Shock with an Application to Stress Testing. (2011). Conefrey, Thomas ; Birmingham, Colin .
    In: Research Technical Papers.
    RePEc:cbi:wpaper:10/rt/11.

    Full description at Econpapers || Download paper

  25. Analysing shock transmission in a data-rich environment: a large BVAR for New Zealand. (2010). Matheson, Troy ; Bloor, Chris.
    In: Empirical Economics.
    RePEc:spr:empeco:v:39:y:2010:i:2:p:537-558.

    Full description at Econpapers || Download paper

  26. Forecasting with Medium and Large Bayesian VARs. (2010). Koop, Gary.
    In: Working Paper series.
    RePEc:rim:rimwps:43_10.

    Full description at Econpapers || Download paper

  27. Business Cycles in the Euro Area. (2010). Giannone, Domenico ; Lenza, Michele ; Reichlin, Lucrezia.
    In: NBER Chapters.
    RePEc:nbr:nberch:11669.

    Full description at Econpapers || Download paper

  28. A comparison of forecast performance between Federal Reserve staff forecasts, simple reduced-form models, and a DSGE model. (2010). Laforte, Jean-Philippe ; Kiley, Michael ; Edge, Rochelle M..
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:25:y:2010:i:4:p:720-754.

    Full description at Econpapers || Download paper

  29. Monetary policy in exceptional times. (2010). Reichlin, Lucrezia ; Pill, Huw ; Lenza, Michele.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20101253.

    Full description at Econpapers || Download paper

  30. Global commodity cycles and linkages a FAVAR approach. (2010). Schnatz, Bernd ; Osbat, Chiara ; Lombardi, Marco.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20101170.

    Full description at Econpapers || Download paper

  31. Short-term inflation projections: a Bayesian vector autoregressive approach. (2010). onorante, luca ; Momferatou, Daphne ; Lenza, Michele ; Giannone, Domenico ; Momferatu, Daphne .
    In: Working Papers ECARES.
    RePEc:eca:wpaper:2010_011.

    Full description at Econpapers || Download paper

  32. Non-standard Monetary Policy Measures and Monetary Developments. (2010). Reichlin, Lucrezia ; Pill, Huw ; Lenza, Michele ; Giannone, Domenico.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8125.

    Full description at Econpapers || Download paper

  33. Learning the Wealth of Nations. (2010). Primiceri, Giorgio ; Monge-Naranjo, Alexander ; Buera, Francisco.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8030.

    Full description at Econpapers || Download paper

  34. Nowcasting. (2010). Reichlin, Lucrezia ; Giannone, Domenico ; Banbura, Marta.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7883.

    Full description at Econpapers || Download paper

  35. Short-Term Inflation Projections: a Bayesian Vector Autoregressive approach. (2010). onorante, luca ; Momferatou, Daphne ; Lenza, Michele ; Giannone, Domenico.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7746.

    Full description at Econpapers || Download paper

  36. Monetary policy in exceptional times. (2010). Reichlin, Lucrezia ; Pill, Huw ; Lenza, Michele.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7669.

    Full description at Econpapers || Download paper

  37. Bayesian Multivariate Time Series Methods for Empirical Macroeconomics. (2009). Koop, Gary ; Korobilis, Dimitris.
    In: MPRA Paper.
    RePEc:pra:mprapa:20125.

    Full description at Econpapers || Download paper

  38. Comment on How Has the Euro Changed the Monetary Transmission Mechanism?. (2009). Reichlin, Lucrezia.
    In: NBER Chapters.
    RePEc:nbr:nberch:7275.

    Full description at Econpapers || Download paper

  39. Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach. (2009). Bork, Lasse.
    In: Finance Research Group Working Papers.
    RePEc:hhb:aarbfi:2009-03.

    Full description at Econpapers || Download paper

  40. The local effects of monetary policy. (2009). Sekhposyan, Tatevik ; Owyang, Michael ; Francis, Neville.
    In: Working Papers.
    RePEc:fip:fedlwp:2009-048.

    Full description at Econpapers || Download paper

  41. A comparison of forecast performance between Federal Reserve staff forecasts, simple reduced-form models, and a DSGE model. (2009). Laforte, Jean-Philippe ; Kiley, Michael ; Edge, Rochelle M..
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2009-10.

    Full description at Econpapers || Download paper

  42. A COMPARISON OF FORECAST PERFORMANCE BETWEEN FEDERAL RESERVE STAFF FORECASTS, SIMPLE REDUCED-FORM MODELS, AND A DSGE MODEL. (2009). Kiley, Michael ; Laforte, Jean-Philippe ; Edge, Rochelle M..
    In: CAMA Working Papers.
    RePEc:een:camaaa:2009-03.

    Full description at Econpapers || Download paper

  43. Business cycles in the euro area. (2009). Giannone, Domenico ; Lenza, Michele ; Reichlin, Lucrezia.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20091010.

    Full description at Econpapers || Download paper

  44. Does the Fed Respond to Oil Price Shocks?. (2009). Lewis, Logan ; Kilian, Lutz.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7594.

    Full description at Econpapers || Download paper

  45. Do Local Projections Solve the Bias Problem in Impulse Response Inference?. (2009). Kim, Yun Jung ; Kilian, Lutz.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7266.

    Full description at Econpapers || Download paper

  46. Business Cycles in the Euro Area. (2009). Reichlin, Lucrezia ; Lenza, Michele ; Giannone, Domenico.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7124.

    Full description at Econpapers || Download paper

  47. Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach. (2009). Bork, Lasse.
    In: CREATES Research Papers.
    RePEc:aah:create:2009-11.

    Full description at Econpapers || Download paper

  48. Business Cycles in the Euro Area. (2008). Reichlin, Lucrezia ; Lenza, Michele ; Giannone, Domenico.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14529.

    Full description at Econpapers || Download paper

  49. Phillips Curve Inflation Forecasts. (2008). Watson, Mark ; Stock, James.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14322.

    Full description at Econpapers || Download paper

  50. Business Cycles in the euro Area. (2008). Reichlin, Lucrezia ; Lenza, Michele ; Giannone, Domenico.
    In: Working Papers ECARES.
    RePEc:eca:wpaper:2008_040.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-02-26 16:52:48 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.