Nothing Special   »   [go: up one dir, main page]
create a website
Calibrating Macroprudential Policy to Forecasts of Financial Stability. (2017). Lopez, Jose ; Brave, Scott.
In: Working Paper Series.
RePEc:fip:fedfwp:2017-17.

Full description at Econpapers || Download paper

Cited: 5

Citations received by this document

Cites: 50

References cited by this document

Cocites: 43

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Monitoring banking system connectedness with big data. (2019). Lopez, Jose A ; Hale, Galina.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:212:y:2019:i:1:p:203-220.

    Full description at Econpapers || Download paper

  2. A profit-to-provisioning approach to setting the countercyclical capital buffer: the Czech example. (2018). Hodula, Martin ; Pfeifer, Luka.
    In: ESRB Working Paper Series.
    RePEc:srk:srkwps:201882.

    Full description at Econpapers || Download paper

  3. Monitoring Banking System Fragility with Big Data. (2018). Lopez, Jose ; Hale, Galina.
    In: Working Paper Series.
    RePEc:fip:fedfwp:2018-01.

    Full description at Econpapers || Download paper

  4. A Profit-to-Provisioning Approach to Setting the Countercyclical Capital Buffer: The Czech Example. (2018). Hodula, Martin ; Pfeifer, Lukas.
    In: Working Papers.
    RePEc:cnb:wpaper:2018/5.

    Full description at Econpapers || Download paper

  5. Calibrating the Magnitude of the Countercyclical Capital Buffer Using Market-Based Stress Tests. (2018). van Oordt, Maarten.
    In: Staff Working Papers.
    RePEc:bca:bocawp:18-54.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Adrian, T., de Fontnouvelle, P., Yang, E., & Zlate, A. (2016). Macroprudential policy: Case study from a tabletop exercise. Federal Reserve Bank of New York Economic Policy Review, forthcoming.
    Paper not yet in RePEc: Add citation now

  2. Aikman, D., Kiley, M. T., Lee, S. J., Palumb, M. G., & Warusawitharana, M. N. (2015). Mapping heat in the U.S. financial system. Finance and Economics Discussion Series 2015-059. Washington: Board of Governors of the Federal Reserve System.

  3. Aikman, D., Lehnart, A., Liang, N., & Modugno, M. (2016). Financial vulnerabilities, macroeconomic dynamics, and monetary policy. Finance and Economics Discussion Series 2016-055. Washington: Board of Governors of the Federal Reserve System.

  4. Ajello, A., Laubach, T., Lopez-Salido, D., & Nakata, T. (2015). Financial stability and optimal interest-rate policy. Finance and Economics Discussion Series 2016-067. Washington: Board of Governors of the Federal Reserve System.

  5. Amisano, G., & Fagan, G. (2013). Money growth and inflation: A regime switching approach. International Journal of Money and Finance, 33, 118-145.

  6. Basel Committee on Banking Supervision. (2010a). An assessment of the long-term economic impact of stronger capital and liquidity requirements (Vol. August).
    Paper not yet in RePEc: Add citation now
  7. Basel Committee on Banking Supervision. (2010b). Guidance for national authorities operating the countercyclical capital buffer (Vol. December).
    Paper not yet in RePEc: Add citation now

  8. Bassett, W., Daigle, A., Edge, R., & Kara, G. (2015). Credit-to-GDP trends and gaps by lenderand credit-type. FEDS Notes. December 3.

  9. Bazelon, C., & Smetters, K. (1999). Discounting inside the Washington D.C. Beltway. Journal of Economic Perspective, 13, 213-228.
    Paper not yet in RePEc: Add citation now

  10. Berge, T. J., & Jorda, O. (2011). Evaluating the classification of economic activity into recessions and expansions. American Economic Journal: Macroeconomics, 97(3), 246-277.

  11. Berrospide, J. M., & Edge, R. (2016). The impact of Basel III capital regulation on bank lending. Manuscript.
    Paper not yet in RePEc: Add citation now

  12. Bisias, D., Flood, M., Lo, A. W., & Valavanis, S. (2012). A survey of systemic risk analytics. Office of Financial Research Working Paper #1.

  13. Brave, S. A., & Butters, R. A. (2012a). Detecting early signs of financial instability. Chicago Fed Letter. Federal Reserve Bank of Chicago(303).

  14. Brave, S. A., & Butters, R. A. (2012b). Diagnosing the financial system: Financial conditions and financial stress. International Journal of Central Banking.

  15. Brave, S. A., & Genay, H. (2011). Federal Reserve policies and financial market conditions during the crisis. Chicago Fed Letter. Federal Reserve Bank of Chicago(4).

  16. Carlson, M., Shan, H., & Warusawitharana, M. (2013). Capital ratios and bank lending: A matched bank approach. Journal of Financial Intermediation, 22, 663-687.

  17. Cerra, V., & Saxena, S. (2008). Growth dynamics: The myth of economic recovery. American Economic Review, 98, 439-457.

  18. Clyde, M., & George, E. I. (2004). Model uncertainty. Statistical Science, 19(1), 81-94.
    Paper not yet in RePEc: Add citation now

  19. Danielsson, J., Valenzuela, M., & Zer, I. (2016). Learning from history: Volatility and financial crises. Systemic Risk Center Discussion Paper(57).

  20. Diebold, F. X., Lee, J.-H., & Weinbach, G. C. (1994). Regime switching with time-varying transition probabilities. In Nonstationary time series analysis and cointegration (p. 283-302). Oxford: Oxford University Press.
    Paper not yet in RePEc: Add citation now
  21. Ding, Z. (2012). An implementation of Markov regime switching model with time varying transition probabilities in MATLAB. Manuscript.
    Paper not yet in RePEc: Add citation now

  22. Drehmann, M., & Juselius, M. (2013). Evaluating early warning indicators of banking crises: Satisfying policy requirements. Bank for International Settlements Working Papers #421.

  23. Drehmann, M., Borio, C., & Tsatsaronis, K. (2011). Anchoring countercyclical capital buffers: The role of credit aggregates. International Journal of Central Banking, 7, 189-240.

  24. Edge, R. M., & Meisenzahl, R. R. (2011). The unreliability of Credit-to-GDP ratio gaps in realtime: Implications for countercyclical capital buffers. International Journal of Central Banking, 7(4), 261-298.

  25. Financial Policy Committee. (2016). Record of the financial policy committee meetings (Vol. July).
    Paper not yet in RePEc: Add citation now
  26. Financial Policy Committee. (2017). Record of the financial policy committee meetings (Vol. June).
    Paper not yet in RePEc: Add citation now
  27. Firestone, S., Lorenc, A., & Ranish, B. (2017). An empirical economic assessment of the costs and benefits of bank capital in the u.s. Board of Governors of the Federal Reserve System, Finance and Economics Discussion Series(2017-034).
    Paper not yet in RePEc: Add citation now

  28. Frankel, J., & Rose, A. (1996). Currency crashes in emerging markets: An empirical treatment. Journal of International Economics, 41, 351-366.

  29. Furceri, D., & Mourougane, A. (2012). The effect of financial crises on potential output: New empirical evidence from OECD countries. Journal of Macroeconomics, 34, 822-832.

  30. Gadea Rivas, M. D., & Perez-Quiros, G. (2015). The failure to predict the Great Recession - a view through the role of credit. Journal of European Economic Association, 13, 534-559.

  31. Giese, J., Andersen, H., Bush, O., Castro, C., Farag, M., & Kapadia, S. (2014). The Credit-toGDP gap and complementary indicators for macroprudential policy: Evidence from the u.k. International Journal of Finance and Economics, 19, 25-47.

  32. Gilchrist, S., & Zakrajsek, E. (2012, June). Credit spreads and business cycle fluctuations. American Economic Review, 50(2).

  33. Granger, C. W., & Machina, M. J. (2006). Forecasting and decision theory. In Handbook of economic forecasting, Volume I. Elsevier B.V. Hamilton, J. D. (1989). A new approach to the economic analysis of nonstationary time series and the business cycle. Econometrica, 57, 357-384.

  34. Hamilton, J. D. (2016a). Macroeconomic regimes and regime shifts. NBER Working Paper #21863.

  35. Hamilton, J. D. (2016b). Why you should never use the Hodrick-Prescott filter. Manuscript, UCSD.
    Paper not yet in RePEc: Add citation now

  36. Hartmann, P., Hubrich, K., & Kremer, M. (2013). Melting down: Systemic financial instability and the macroeconomy. Leiniz Information Centre for Economics.

  37. Hubrich, K., & Tetlow, R. J. (2014). Financial stress and economic dynamics: The transmission of crises. European Central Bank Working Paper Series #1728.

  38. Jorda, O., Schularick, M., & Taylor, A. M. (2011). Financial crises, credit booms, and external imbalances: 140 years of lessons. IMF Economic Review, 59(2), 340-378.

  39. Kaminsky, G., & Reinhart, C. (1999). The twin crises: The causes of banking and balance of payments problems. American Economic Review, 89, 473-500.

  40. Khan, U., & Stinchcombe, M. B. (2015). The virtues of hesitation: Optimal timing in a nonstationary world. American Economic Review, 105, 1147-1176.

  41. Kowalik, M. (2011). Countercyclical capital regulation: Should bank regulators use rules or discretion? Federal Reserve Bank of Kansas City Economic Review, 2, 59-80.

  42. Lo Duca, M., & Peltonen, T. A. (2013). Assessing systemic risks and predicting systemic events.
    Paper not yet in RePEc: Add citation now
  43. Lopez-Salido, D., Stein, J. C., & Zakrajsek, E. (2015). Credit-market sentiment and the business cycle. Finance and Economics Discussion Series 2015-028. Washington: Board of Governors of the Federal Reserve System.
    Paper not yet in RePEc: Add citation now
  44. Macroeconomic Assessment Group. (2010a). Assessing the macroeconomic impact of the transition to stronger capital and liquidity requirements: Final report (Vol. December).
    Paper not yet in RePEc: Add citation now
  45. Macroeconomic Assessment Group. (2010b). Assessing the macroeconomic impact of the transition to stronger capital and liquidity requirements: Interim report (Vol. August).
    Paper not yet in RePEc: Add citation now
  46. Perlin, M. (2015). MS_Regress: The MATLAB package for Markov regime switching models. Manuscript.
    Paper not yet in RePEc: Add citation now
  47. Pesaran, M. H., & Skouras, S. (2002). Decision-based methods for forecast evaluation. In A companion to economic forecasting. Oxford, Basil Blackwell.
    Paper not yet in RePEc: Add citation now

  48. Reinhart, C. M., & Rogoff, K. S. (2009, May). The aftermath of financial crises. American Economic Review, 99(2), 466-472.

  49. Romer, C. D., & Romer, D. H. (2015, May). New evidence on the impact of financial crises in advanced countries. NBER Working Paper, 99(21021).

  50. Schularik, M., & Taylor, A. (2012, April). Credit booms gone bust: Monetary policy, leverage cycles, and financial crises, 1870-2008. American Economic Review, 102(2), 1029-1061. 1990Q1 1995Q1 2000Q1 2005Q1 2010Q1 2015Q1 -2 -1 Moodys Baa-10 yr. Treasury Spread AUC = 0.62 1990Q1 1995Q1 2000Q1 2005Q1 2010Q1 2015Q1 -2 GZ Spread AUC = 0.72 1990Q1 1995Q1 2000Q1 2005Q1 2010Q1 2015Q1 -2 -1 Excess Bond Premium AUC = 0.7 1990Q1 1995Q1 2000Q1 2005Q1 2010Q1 2015Q1 -2 NFCI AUC = 0.65 1990Q1 1995Q1 2000Q1 2005Q1 2010Q1 2015Q1 -2 -1 ANFCI AUC = 0.57 1990Q1 1995Q1 2000Q1 2005Q1 2010Q1 2015Q1 -2 -1 NFCI Nonfinancial Leverage Subindex AUC = 0.9 1990Q1 1995Q1 2000Q1 2005Q1 2010Q1 2015Q1 -1.5 -1 -0.5 0.5 1.5 Leverage Ratio (Y/Y Change) AUC =
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Evaluating financial fragility: a case study of Chinese banking and finance systems. (2024). Li, Jiannan ; Zhou, Biao ; Shang, LI ; Pan, Zhiwei ; Boamah, Valentina ; Tang, Decai.
    In: Palgrave Communications.
    RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-02932-7.

    Full description at Econpapers || Download paper

  2. Identifying Financial Crises Using Machine Learning on Textual Data. (2023). Sicilian, Martin J ; Lee, Seung Jung ; Kitschelt, Isabel ; Dehaven, Matthew ; Chen, Mary.
    In: JRFM.
    RePEc:gam:jjrfmx:v:16:y:2023:i:3:p:161-:d:1084784.

    Full description at Econpapers || Download paper

  3. Identifying Financial Crises Using Machine Learning on Textual Data. (2023). Sicilian, Martin ; Lee, Seung Jung ; Kitschelt, Isabel ; Dehaven, Matthew ; Chen, Mary.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1374.

    Full description at Econpapers || Download paper

  4. Unobserved components model estimates of credit cycles: Tests and predictions. (2023). Hessler, Andrew.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:66:y:2023:i:c:s1572308923000207.

    Full description at Econpapers || Download paper

  5. .

    Full description at Econpapers || Download paper

  6. COVID-19 as a stress test: Assessing the bank regulatory framework. (2022). Wang, KE ; Ranish, Ben ; Mooney, Timothy ; Martinez, Francis ; Maddrey, Alice ; Loudis, Bert ; Iercosan, Diana ; Horvath, Akos ; Duncan, Elizabeth ; Wix, Carlo ; Warusawitharana, Missaka.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:61:y:2022:i:c:s1572308922000419.

    Full description at Econpapers || Download paper

  7. Measuring systemic risk during the COVID-19 period: A TALIS3 approach. (2022). Jimenez-Martin, Juan ; Caporin, Massimiliano ; Garcia-Jorcano, Laura.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321003366.

    Full description at Econpapers || Download paper

  8. 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

  9. Structural risk indicators for the Spanish banking sector. (2022). Melnychuk, Mariya ; Broto, Carmen.
    In: Revista de Estabilidad Financiera.
    RePEc:bde:revist:y:2022:i:11:n:2.

    Full description at Econpapers || Download paper

  10. Structural risk indicators for the Spanish banking sector. (2022). Broto, Carmen ; Melnychuk, Mariya.
    In: Financial Stability Review.
    RePEc:bde:revisl:y:2022:i:autumn:n:2.

    Full description at Econpapers || Download paper

  11. Structural risk indicators for the Spanish banking sector. (2022). Melnychuk, Mariya ; Broto, Carmen.
    In: Financial Stability Review.
    RePEc:bde:revisl:y:2022:i:11:n:2.

    Full description at Econpapers || Download paper

  12. .

    Full description at Econpapers || Download paper

  13. A Bayesian panel stochastic volatility measure of financial stability. (2021). Tsionas, Mike G ; Mamatzakis, Emmanuel C.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:26:y:2021:i:4:p:5363-5384.

    Full description at Econpapers || Download paper

  14. Can Financial Soundness Indicators Help Predict Financial Sector Distress?. (2021). Pietrzak, Marcin.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2021/197.

    Full description at Econpapers || Download paper

  15. What macroeconomic conditions lead financial crises?. (2021). Kiley, Michael.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:111:y:2021:i:c:s0261560620302722.

    Full description at Econpapers || Download paper

  16. Identifying indicators of systemic risk. (2021). Schüler, Yves ; Meinerding, Christoph ; Schuler, Yves S ; Hartwig, Benny.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:132:y:2021:i:c:s0022199621000921.

    Full description at Econpapers || Download paper

  17. State dependence of monetary policy across business, credit and interest rate cycles. (2021). Alpanda, Sami ; Zubairy, Sarah ; Granziera, Eleonora.
    In: European Economic Review.
    RePEc:eee:eecrev:v:140:y:2021:i:c:s001429212100235x.

    Full description at Econpapers || Download paper

  18. TrAffic LIght system for systemic Stress: TALIS3. (2021). Caporin, Massimiliano ; Jimenez-Martin, Juan-angel ; Garcia-Jorcano, Laura.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000772.

    Full description at Econpapers || Download paper

  19. The risk management approach to macro-prudential policy. (2021). Kremer, Manfred ; Engle, Robert ; Chavleishvili, Sulkhan ; Schwaab, Bernd ; Manganelli, Simone ; Fahr, Stephan.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20212565.

    Full description at Econpapers || Download paper

  20. Cross-border lending and the international transmission of banking crises. (2020). Dieckelmann, Daniel.
    In: Discussion Papers.
    RePEc:zbw:fubsbe:202013.

    Full description at Econpapers || Download paper

  21. Identifying indicators of systemic risk. (2020). Schüler, Yves ; Schuler, Yves ; Meinerding, Christoph ; Hartwig, Benny.
    In: Discussion Papers.
    RePEc:zbw:bubdps:332020.

    Full description at Econpapers || Download paper

  22. Financial Conditions and Economic Activity: Insights from Machine Learning. (2020). Kiley, Michael.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2020-95.

    Full description at Econpapers || Download paper

  23. What drives U.S. financial sector volatility? A Bayesian model averaging perspective. (2020). Lyócsa, Štefan ; Lyocsa, Tefan ; Koalova, Zuzana ; Gernat, Peter.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531919302697.

    Full description at Econpapers || Download paper

  24. Decomposing financial (in)stability in emerging economies. (2020). Sánchez Serrano, Antonio ; Lepers, Etienne.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531918309462.

    Full description at Econpapers || Download paper

  25. The anatomy of financial vulnerabilities and banking crises. (2020). Stebunovs, Viktors ; Posenau, Kelly E ; Lee, Seung Jung.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:112:y:2020:i:c:s0378426618300864.

    Full description at Econpapers || Download paper

  26. Winter is possibly not coming: Mitigating financial instability in an agent-based model with interbank market. (2020). Roventini, Andrea ; Napoletano, Mauro ; Popoyan, Lilit.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:117:y:2020:i:c:s0165188920301056.

    Full description at Econpapers || Download paper

  27. RegGae: a toolkit for macroprudential policy with DSGEs. (2020). Castro, Eduardo C.
    In: Working Papers Series.
    RePEc:bcb:wpaper:526.

    Full description at Econpapers || Download paper

  28. Does the Credit-to-GDP Gap Predict Financial Crisis in Nigeria?. (2020). Ihejirika, Peters O.
    In: International Journal of Social and Administrative Sciences.
    RePEc:asi:ijosaa:2020:p:109-126.

    Full description at Econpapers || Download paper

  29. Winter is possibly not coming : mitigating financial instability in an agent-based model with interbank market. (2019). Roventini, Andrea ; Napoletano, Mauro ; Popoyan, Lilit.
    In: Sciences Po publications.
    RePEc:spo:wpmain:info:hdl:2441/1j4v8sl4fc9a49ankmnhv6bb6a.

    Full description at Econpapers || Download paper

  30. FLIGHTS TO SAFETY. (2019). Wei, Min ; Inghelbrecht, Koen ; Bekaert, Geert ; Baele, Lieven.
    In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
    RePEc:rug:rugwps:19/968.

    Full description at Econpapers || Download paper

  31. FINANCIAL VULNERABILITY AND INCOME INEQUALITY: NEW EVIDENCE FROM OECD COUNTRIES. (2019). Apergis, Nicholas.
    In: Bulletin of Monetary Economics and Banking.
    RePEc:idn:journl:v:21:y:2019:i:3f:p:1-14.

    Full description at Econpapers || Download paper

  32. Winter is possibly not coming: mitigating financial instability in an agent-based model with interbank market. (2019). Napoletano, Mauro ; Popoyan, Lilit ; Roventini, Andrea.
    In: Working Papers.
    RePEc:hal:wpaper:hal-03403274.

    Full description at Econpapers || Download paper

  33. Tracking Financial Fragility. (2019). Kwan, Simon ; Giordani, Paolo .
    In: Working Paper Series.
    RePEc:fip:fedfwp:2019-06.

    Full description at Econpapers || Download paper

  34. Winter is possibly not coming : mitigating financial instability in an agent-based model with interbank market. (2019). Roventini, Andrea ; Napoletano, Mauro ; Popoyan, Lilit.
    In: Documents de Travail de l'OFCE.
    RePEc:fce:doctra:1914.

    Full description at Econpapers || Download paper

  35. Towards a financial cycle for the U.S., 1973–2014. (2019). Jacobs, Jan ; An, J ; Bezemer, Dirk J ; Rozite, Kristiana .
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818305643.

    Full description at Econpapers || Download paper

  36. EARLY WARNING INDICATORS FOR MACROFINANCIAL ACTIVITY IN ROMANIA. (2019). Sprincean, Nicu.
    In: Review of Economic and Business Studies.
    RePEc:aic:revebs:y:2019:j:23:sprinceann.

    Full description at Econpapers || Download paper

  37. The OFR Financial System Vulnerabilities Monitor. (2018). Palmer, Nathan ; Parolin, Eric ; Minson, Adam ; McLaughlin, Joe.
    In: Working Papers.
    RePEc:ofr:wpaper:18-01.

    Full description at Econpapers || Download paper

  38. Characterization of the Chilean Financial Cycle, Early Warning Indicators and Implications for Macro-Prudential Policies. (2018). Oda, Daniel ; Martinez, Juan Francisco.
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:823.

    Full description at Econpapers || Download paper

  39. Decomposing financial (in)stability in emerging economies. (2017). Sánchez Serrano, Antonio ; Lepers, Etienne.
    In: ESRB Working Paper Series.
    RePEc:srk:srkwps:201739.

    Full description at Econpapers || Download paper

  40. An Assessment of Financial Stability in the United States : a speech at the IMF Workshop on Financial Surveillance and Communication: Best Practices from Latin America, the Caribbean, and Advanced Eco. (2017). Fischer, Stanley.
    In: Speech.
    RePEc:fip:fedgsq:960.

    Full description at Econpapers || Download paper

  41. Calibrating Macroprudential Policy to Forecasts of Financial Stability. (2017). Lopez, Jose ; Brave, Scott.
    In: Working Paper Series.
    RePEc:fip:fedfwp:2017-17.

    Full description at Econpapers || Download paper

  42. Real Estate and the Great Crisis: Lessons for Macro-Prudential Policy. (2016). wachter, susan ; Popoyan, Lilit ; Duca, John.
    In: LEM Papers Series.
    RePEc:ssa:lemwps:2016/30.

    Full description at Econpapers || Download paper

  43. Assessing vulnerabilities to financial shocks in some key global economies. (2016). Rachel, Lukasz ; Fisher, Jack ; Lukasz, Rachel .
    In: Bank of England working papers.
    RePEc:boe:boeewp:0636.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-11-25 20:57:01 || 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.