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Financial stress and economic dynamics: the transmission of crises. (2012). Tetlow, Robert ; Hubrich, Kirstin.
In: Finance and Economics Discussion Series.
RePEc:fip:fedgfe:2012-82.

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  1. Financial stress and economic dynamics: An application to France. (2017). van Roye, Björn ; Aboura, Sofiane.
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  2. Calibrating Macroprudential Policy to Forecasts of Financial Stability. (2017). Lopez, Jose ; Brave, Scott.
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  3. Systemic Risk Impact on Economic Growth - The Case of the CEE Countries. (2016). Barnea, Dinu ; Kubinschi, Matei.
    In: Journal for Economic Forecasting.
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  4. The Impact of the US and Euro Area Financial Systemic Stress to the Romanian Economy. (2016). Saman, Corina.
    In: Journal for Economic Forecasting.
    RePEc:rjr:romjef:v::y:2016:i:4:p:170-183.

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  5. Financial stress regimes and the macroeconomy. (2016). Owyang, Michael ; Galvão, Ana ; Galvo, Ana B..
    In: Working Papers.
    RePEc:fip:fedlwp:2014-020.

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  6. Financial Vulnerabilities, Macroeconomic Dynamics, and Monetary Policy. (2016). Modugno, Michele ; Aikman, David ; Liang, Nellie J ; Lehnert, Andreas .
    In: Finance and Economics Discussion Series.
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  7. VAR models with non-Gaussian shocks. (2016). Pinter, Gabor ; mumtaz, haroon ; Chiu, Ching-Wai (Jeremy).
    In: LSE Research Online Documents on Economics.
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  8. Estimating (Markov-Switching) VAR Models without Gibbs Sampling: A Sequential Monte Carlo Approach. (2015). Herbst, Edward ; Bognanni, Mark.
    In: Finance and Economics Discussion Series.
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  9. Time variation in U.S. monetary policy and credit spreads. (2015). Huang, Yu-Fan.
    In: Journal of Macroeconomics.
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  10. The transmission of US systemic financial stress: Evidence for emerging market economies. (2015). Schüler, Yves ; Fink, Fabian ; Schuler, Yves S..
    In: Journal of International Money and Finance.
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  11. Overleveraging, financial fragility and the banking-macro link: Theory and empirical evidence. (2014). Semmler, Willi ; Mittnik, Stefan.
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  12. Financial sector-output dynamics in the euro area: Non-linearities reconsidered. (2014). Semmler, Willi ; Schleer, Frauke.
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  13. The role of oil price shocks in causing U.S. recessions. (2014). Vigfusson, Robert ; Kilian, Lutz.
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  14. Asymmetric Effects of Uncertainty over the Business Cycle: A Quantile Structural Vector Autoregressive Approach. (2014). Schüler, Yves ; Schuler, Yves S..
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  15. The Role of Oil Price Shocks in Causing U.S. Recessions. (2014). Vigfusson, Robert ; Kilian, Lutz.
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  16. The Dynamic Striated Metropolis-Hastings Sampler for High-Dimensional Models. (2014). Zha, Tao ; Waggoner, Daniel ; Wu, Hongwei.
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  17. Financial Sector and Output Dynamics in the Euro Area: Non-linearities Reconsidered. (2014). Semmler, Willi ; Schleer, Frauke.
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  18. Have standard VARs remained stable since the crisis?. (2014). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea ; Aastveit, Knut Are.
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  19. Higher moments of MSVARs and the business cycle. (2014). Isaac, Alexander Karalis .
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  20. On the Relationship between Financial Instability and Economic Performance: Stressing the Business of Nonlinear Modelling. (2014). Ubilava, David.
    In: 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota.
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  21. How many factors and shocks cause financial stress?. (2013). Schleer, Frauke ; Kappler, Marcus.
    In: ZEW Discussion Papers.
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  22. Financial sector-output dynamics in the euro area: Non-linearities reconsidered. (2013). Semmler, Willi ; Schleer, Frauke.
    In: ZEW Discussion Papers.
    RePEc:zbw:zewdip:13068.

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  23. Melting down: Systemic financial instability and the macroeconomy. (2013). Tetlow, Robert ; Kremer, Manfred ; Philipp, Hartmann ; Hubrich, Kirstin ; Kirstin, Hubrich .
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  24. The Transmission of US Financial Stress: Evidence for Emerging Market Economies. (2013). Schüler, Yves ; Fink, Fabian ; Schuler, Yves S..
    In: Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order.
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  25. Time variation in macro-financial linkages. (2013). Prieto, Esteban ; Marcellino, Massimiliano ; Eickmeier, Sandra.
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  26. The Transmission of US Financial Stress: Evidence for Emerging Market Economies. (2013). Schüler, Yves ; Fink, Fabian ; Schuler, Yves S..
    In: Working Paper Series of the Department of Economics, University of Konstanz.
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  27. The Real Consequences of Financial Stress. (2013). Semmler, Willi ; Mittnik, Stefan.
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  28. Assessing and combining financial conditions indexes. (2013). Rosen, Samuel ; Schindler, John W. ; Aramonte, Sirio.
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  29. Effects of US Monetary Policy Shocks During Financial Crises - A Threshold Vector Autoregression Approach. (2013). Zheng, Jasmine.
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  30. Global House Price Fluctuations: Synchronization and Determinants. (2013). Terrones, Marco ; Otrok, Christopher ; Kose, Ayhan ; Hirata, Hideaki.
    In: CAMA Working Papers.
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  31. The Effect of Non-Linearity Between Credit Conditions and Economic Activity on Density Forecasts. (2013). Franta, Michal.
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  32. The Latvian financial stress index as an important element of the financial system stability monitoring framework. (2013). Titarenko, Deniss ; Sinenko, Nadeda ; Arin, Mikus .
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  33. Thresholds and Smooth Transitions in Vector Autoregressive Models. (2013). Teräsvirta, Timo ; Hubrich, Kirstin ; Terasvirta, Timo.
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  34. Global House Price Fluctuations: Synchronization and Determinants. (2012). Terrones, Marco ; Otrok, Christopher ; Kose, Ayhan ; Hirata, Hideaki.
    In: NBER Working Papers.
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  35. Comment on Global House Price Fluctuations: Synchronization and Determinants. (2012). Hubrich, Kirstin.
    In: NBER Chapters.
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  36. Global House Price Fluctuations: Synchronization and Determinants. (2012). Kose, Ayhan M. ; Terrones, Marco ; Hirata, Hideaki ; Otrok, Christopher.
    In: NBER Chapters.
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  37. Housing Cycles and Macroeconomic Fluctuations: A Global Perspective. (2012). Cesa-Bianchi, Ambrogio.
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  38. CISS - a composite indicator of systemic stress in the financial system. (2012). Lo Duca, Marco ; Kremer, Manfred ; Hollo, Daniel .
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  39. Some lessons from the financial crisis for the economic analysis. (2011). Morgan, Julian ; Kenny, Geoff.
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  40. VAR Models with Non-Gaussian Shocks. (0000). Pinter, Gabor ; mumtaz, haroon ; Chiu, Ching-Wai (Jeremy).
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    RePEc:agr:journl:v:xxi:y:2014:i:1(590):p:115-120.

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