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49358 results
  • Classical time-varying FAVAR models – Estimation, forecasting and structural analysis Eickmeier S., Lemke W., Marcellino M.

    doi.org doi.org
  • How do US credit supply shocks propagate internationally? A GVAR approach Eickmeier S., Nq T.

    doi.org doi.org
  • U-MIDAS: MIDAS regressions with unrestricted lag polynomials Foroni C., Marcellino M., Schumacher C.

    doi.org doi.org
  • Constructing Cross-Sectional Weights for the German Panel on Household Finances Tzamourani P.

  • Distributional consequences of asset price inflation in the Eurozone Adam K., Tzamourani P.

    voxeu.org voxeu.org
  • Centrality-based capital allocations Alter A., Craig B., Raupach P.

  • Centrality-based capital allocations Alter A., Craig B., Raupach P.

    doi.org doi.org
  • Characterising the financial cycle: A multivariate and time-varying approach Schüler Y., Hiebert P., Peltonen T.

    ecb.europa.eu ecb.europa.eu
  • Capital Regulation in a Macroeconomic Model with Three Layers of Default Clerc L., Derviz A., Mendicino C., Moyen S., Nikolov K., Stracca L., Suarez J., Vardoulakis A.

    doi.org doi.org
  • The transmission of US systemic financial stress: Evidence for emerging market economies Fink, F., Schüler Y.

    doi.org doi.org