Financial Conditions Index and Credit Supply Shocks for the Euro Area

Keywords

Index (typography), Finance, Business, Financial system, Economics

References

• Monitoring Financial Stability: A Financial Conditions Index ApproachScott A. Brave, R. Andrew Butters — 2011
• Loan Supply in Germany During the Financial CrisisUlrike Busch, Michael Scharnagl, Jan Scheithauer — 2010
• Loan Supply Shocks and the Business CycleLuca Gambetti, Alberto Musso — 2017
• A Financial Conditions Index for the United StatesKimberly Beaton, René Lalonde, Corinne Luu — 2009
• Bank Lending Shocks and the Euro Area Business CycleGert Peersman — 2011
• Determining the Number of Factors in Approximate Factor ModelsJushan Bai, Serena Ng — 2000
• Financial Conditions Indexes: A Fresh Look after the Financial CrisisJan Hatzius, Peter Hooper, Frederic S. Mishkin — 2010
• Financial Conditions Indexes for the United States and Euro AreaTroy Matheson — 2011
• Forecasting euro area manufacturing production with country-specific trade and survey dataMatthieu Darracq Pariès, Laurent Maurin — 2009
• What are the Effects of Monetary Policy on Output? : Results from an Agnostic Identification ProcedureHarald Uhlig — 2005
• Macroeconomic Forecasting Using Diffusion IndexesJames H. Stock, Mark W. Watson — 2002
• Forecasting Using Principal Components From a Large Number of PredictorsJames H. Stock, Mark W. Watson — 2002
• Combination forecasts of output growth in a seven-country data setJames H. Stock, Mark W. Watson — 2004
• Monetary Policy in Exceptional TimesMichèle Lenza, Huw Pill, Lucrezia Reichlin — 2012
• Financial Stress and economic activity in Germany and the Euro AreaBjörn van Roye — 2011
• Measuring Option Implied Degree of Distress in the Us Financial Sector Using the Entropy PrinciplePhilipp Matros, Johannes Vilsmeier — 2012
• Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009Tobias Adrian, Paolo Colla, Hyun Song Shin — 2013
• Monetary Disturbances Matter for Business Fluctuations in the G-7Fabio Canova, Gianni De Nicolò — 2002
• Quantifying the Effect of Financial Conditions in the Euro Area, Japan, United Kingdom and United StatesStéphanie Guichard, David Haugh, David D. Turner — 2009
• CISS - A Composite Indicator of Systemic Stress in the Financial SystemDániel Holló, Manfred Kremer, Marco Lo Duca — 2012

Cited by

• L’impact des chocs économiques sur la croissance dans les pays développés depuis 2011Éric Heyer, Raul Sampognaro — 2015
• Credit Supply Dynamics and Economic Activity in Euro Area Countries: A Time-Varying Parameter VAR AnalysisMartin Bijsterbosch, Matteo Falagiarda — 2014
• The macroeconomic impact of financial fragmentation in the euro area: Which role for credit supply?Martin Bijsterbosch, Matteo Falagiarda — 2015
• Financial Stability an Imperative Condition to Develop the Enterprise PhenomenonIsac Borş — 2015
• Output Gaps, Inflation and Financial Cycles in the United KingdomMarko Melolinna, MMtt TTth — 2016
• The Impact of Bank Capital on Economic Activity - Evidence from a Mixed-Cross-Section GVAR ModelMarco Gross, Christoffer Kok, Dawid Żochowski — 2016
• Gauging financial conditions in South AfricaNicolaas van der Wath — 2016
• The literature on the interaction of fiscal risk and financial stability – A surveyVictor Echévarria Icaza — 2016
• The Impact of the Euro Crisis on Corporate Capital Sources in France, Germany, Switzerland and the United KingdomF. G. G. Schmidt — 2016
• Predictive Macro-Impacts of PLS-based Financial Conditions Indices: An Application to the USADuo Qin, Qingchao Wang — 2016
• Estimating Financial Conditions Index for IndiaJeevan Kumar Khundrakpam, Rajesh Kavediya, Jessica M. Anthony — 2017
• The Political Economy of Transpositions: A Study of the Eurozone CrisisSascha Engel — 2016
• Linking Bank Crises and Sovereign Defaults: Evidence from Emerging MarketsIrina Balteanu, Aitor Erce — 2018
• A UK financial conditions index using targeted data reduction: Forecasting and structural identificationGeorge Kapetanios, Simon Price, Garry Young — 2018
• Dynamical Interaction Between Financial and Business CyclesMonica Billio, Anna Petronevich — 2017
• Assessing the effective stance of monetary policy: A factor-based approachChristiaan Pattipeilohy, Christina Brruning, Jan Willem van den End — 2017
• Developing a financial conditions index for a post-transition country: the case of CroatiaTanja Broz, Tajana Barbić, Petra Palić — 2018
• STRUCTURAL DIFFERENCES IN THE EUROZONE: MEASURING FINANCIAL STABILITY BY FCIMatteo Foglia, Alfredo Cartone, Cristiana Fiorelli — 2018
• Output gaps, inflation and financial cycles in the UKMarko Melolinna, Máté Tóth — 2018
• Challenges and Opportunities of Sustainable Economic Growth: The Case of MaltaAaron George Grech, Sandra Zerafa — 2017

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