Melting Down: Systemic Financial Instability and the Macroeconomy
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- Type
- article
- Published
- 2015-02-28
- Cited by
- 44
- References
- 82
- Access
- Open access
- OpenAlex
- https://openalex.org/W1811570333
- Semantic Scholar
- https://api.semanticscholar.org/CorpusID:4798345
Keywords
Systemic risk, Economics, Vector autoregression, Financial crisis, Financial stability
References
- Disentangling diverse measures: a survey of financial stress indexes
- Booms and Systemic Banking Crises
- A Macroeconomic Model of Endogenous Systemic Risk Taking
- Financial Imbalances and Financial Fragility
- Systemic Risk-Taking: Amplification Effects, Externalities, and Regulatory Responses
- Bayesian methods for dynamic multivariate models
- Intellectual challenges to financial stability analysis in the era of macroprudential oversight
- This Time Is Different: Eight Centuries of Financial Folly
- Hazards in Implementing a Monetary Conditions Index
- Credit, Prices, and Crashes: Business Cycles with a Sudden Stop
- Financial Conditions Indexes for Canada
- Regime switches, Agents’ Beliefs, and Post-World War II U.S. Macroeconomic Dynamics
- Financial Conditions Indexes: A Fresh Look after the Financial Crisis
- Bayesian Model Choice: Asymptotics and Exact Calculations
- What is Financial Contagion?
- Agency Costs, Net Worth, and Business Fluctuations
- Non-Monetary Effects of the Financial Crisis in the Propagation of the Great Depression
- The Credit Crunch
- Financial Conditions Indexes for the United States and Euro Area
- Credit Booms Gone Bust: Monetary Policy, Leverage Cycles and Financial Crises, 1870-2008
Cited by
- Macroeconomic effects of financial stress and the role of monetary policy: a VAR analysis for the euro area
- Financial stress regimes and the macroeconomy
- Financial Shocks and the Real Economy in a Nonlinear World: From Theory to Estimation
- Characterizing Very High Uncertainty Episodes
- Financial shocks and the real economy in a nonlinear world: a survey of the theoretical and empirical literature
- Financial Stability and Monetary Policy: How Closely Interlinked?
- Bayesian vector autoregressions and its applications in macroeconomics
- Barcelona GSE Summer Forum
- The Impact of Financial Variables on Czech Macroeconomic Developments: An Empirical Investigation
- Dating systemic financial stress episodes in the EU countries
- Lean-Against-the-Wind Monetary Policy: The Post-Crisis Shift in the Literature
- Low Inflation and Monetary Policy in the Euro Area
- Asymmetric Macro-Financial Spillovers
- Systemic Risk Impact on Economic Growth - The Case of the CEE Countries
- How to Predict Financial Stress? An Assessment of Markov Switching Models
- Financial Intermediaries’ Instability and Euro Area Macroeconomic Dynamics
- Calibrating Macroprudential Policy to Forecasts of Financial Stability
- MACRO-FINANCE LINKAGES: MACRO-FINANCE LINKAGES
- Macroeconomic implications of financial imperfections: a survey
- Frontiers of macrofinancial linkages
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