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Systemic Risks and the Macroeconomy
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Systemic Risks and the Macroeconomy (2010)Systemic Risks and the MacroeconomyMethods for Applied Macroeconomic Research (2011)Methods for Applied Macroecon…Assessing the systemic risk of a heterogeneous portfolio of banks during the recent financial crisis (2011)Assessing the systemic risk o…Financial Factors in Economic Fluctuations (2010)Financial Factors in Economic…Banking Crises and Crisis Dating (2009)Banking Crises and Crisis Dat…Bank lending during the financial crisis of 2008 (2009)Bank lending during the finan…Sectoral vs. Aggregate Shocks: A Structural Factor Analysis of Industrial Production (2008)Sectoral vs. Aggregate Shocks…Looking Behind the Aggregates: A Reply to 'Facts and Myths About the Financial Crisis of 2008' (2008)Looking Behind the Aggregates…Facts and Myths about the Financial Crisis of 2008 (2008)Facts and Myths about the Fin…Stress-Testing Financial Systems: An Overview of Current Methodologies (2007)Stress-Testing Financial Syst…Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)Measuring the Effects of Mone…Implications of Dynamic Factor Models for VAR Analysis (2005)Implications of Dynamic Facto…Systemic risk and financial consolidation: Are they related? (2002)Systemic risk and financial c…Macroeconomic Forecasting Using Diffusion Indexes (2002)Macroeconomic Forecasting Usi…Determining the Number of Factors in Approximate Factor Models (2002)Determining the Number of Fac…On the Sources of Business Cycles in the G-7 (2000)On the Sources of Business Cy…The Financial Accelerator in a Quantitative Business Cycle Framework (1998)The Financial Accelerator in …The Cost of Capital, Corporation Finance and the Theory of Investment (1958)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)The Science of Monetary Policy: A New Keynesian Perspective (1999)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Tests for Unit Roots: A Monte Carlo Investigation (1989)Forecasting inflation (1999)Inferential Theory for Factor Models of Large Dimensions (2003)A PANIC Attack on Unit Roots and Cointegration (2004)Panel Data Models With Interactive Fixed Effects (2009)Forecasting Using Principal Components From a Large Number of Predictors (2002)Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure (2006)Measuring Uncertainty (2015)Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model (1990)Have Individual Stocks Become More Volatile? 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References

  • 1998The Financial Accelerator in a Quantitative Business Cycle Framework4,624 cited
  • 2002Determining the Number of Factors in Approximate Factor Models4,110 cited
  • 2009Bank lending during the financial crisis of 20082,777 cited
  • 2002Macroeconomic Forecasting Using Diffusion Indexes2,550 cited
  • 2005Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach1,852 cited
  • 2005Implications of Dynamic Factor Models for VAR Analysis870 cited
  • 2010Financial Factors in Economic Fluctuations709 cited
  • 2011Methods for Applied Macroeconomic Research573 cited
  • 2002Systemic risk and financial consolidation: Are they related?257 cited
  • 2007Stress-Testing Financial Systems: An Overview of Current Methodologies225 cited
  • 2011Assessing the systemic risk of a heterogeneous portfolio of banks during the recent financial crisis165 cited
  • 2008Facts and Myths about the Financial Crisis of 2008122 cited
  • 2009Banking Crises and Crisis Dating77 cited
  • 2008Sectoral vs. Aggregate Shocks: A Structural Factor Analysis of Industrial Production65 cited
  • 2008Looking Behind the Aggregates: A Reply to 'Facts and Myths About the Financial Crisis of 2008'

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61 cited
  • 2000On the Sources of Business Cycles in the G-712 cited
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