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Exploring interactions between real activity and the financial stance
16 references·16 citing·45 second hopsampled
Exploring interactions between real activity and the financial stance (2005)Exploring interactions between real activ…Nonmonetary Effects of the Financial Crisis in the Propagation of the Great Depression (2024)Nonmonetary Effects of the Fi…Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Nominal Rigidities and the Dy…Forecasting Bankruptcy More Accurately: A Simple Hazard Model (2001)Forecasting Bankruptcy More A…Collateral Damage: Effects of the Japanese Bank Crisis on Real Activity in the United States (2000)Collateral Damage: Effects of…Monetary Policy Shocks: What Have We Learned and to What End? (1998)Monetary Policy Shocks: What …Evaluating Interval Forecasts (1998)Evaluating Interval ForecastsCredit risk measurement: Developments over the last 20 years (1997)Credit risk measurement: Deve…The Financial Accelerator and the Flight to Quality (1996)The Financial Accelerator and…Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Inside the Black Box: The Cre…Monetary Policy, Business Cycles, and the Behavior of Small Manufacturing Firms (1994)Monetary Policy, Business Cyc…The Role of Credit Market Imperfections in the Monetary Transmission Mechanism: Arguments and Evidence (1993)The Role of Credit Market Imp…Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Some Tests of Specification f…Financial Fragility and Economic Performance (1990)Financial Fragility and Econo…Agency Costs, Net Worth, And Business Fluctuations (1988)Agency Costs, Net Worth, And …Introducing Recursive Partitioning for Financial Classification: The Case of Financial Distress (1985)Introducing Recursive Partiti…FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)FINANCIAL RATIOS, DISCRIMINAN…Financial connectedness and risk transmission among MENA countries: Evidence from connectedness network and clustering analysis (2022)Financial connectedness and r…Financial Stability, Monetary Stability and Growth: a PVAR Analysis (2018)Financial Stability, Monetary…Forecasting distress in European SME portfolios (2016)Forecasting distress in Europ…Financial stress spillovers across the banking, securities and foreign exchange markets (2015)Financial stress spillovers a…The Role of Financial, Macroeconomic, and Non-financial Information in Bank Loan Default Timing Prediction (2013)The Role of Financial, Macroe…Measuring financial stress in transition economies (2012)Measuring financial stress in…Macroeconomic Fluctuations and Corporate Financial Fragility (2011)Macroeconomic Fluctuations an…International Transmission of Bank and Corporate Distress (2010)International Transmission of…A Macroprudential Framework for Monitoring and Examining Financial Soundness (2010)A Macroprudential Framework f…Stress-testing euro area corporate default probabilities using a global macroeconomic model (2009)Stress-testing euro area corp…Shocks at large banks and banking sector distress: The Banking Granular Residual (2009)Shocks at large banks and ban…Macroeconomic stress-testing banks: a survey of methodologies (2009)Macroeconomic stress-testing …How resilient is the German banking system to macroeconomic shocks? (2009)How resilient is the German b…Contribution of financial market segments at different stages of development: Transition, cohesion and mature economies compared (2008)Contribution of financial mar…Monetary policy and financial (in)stability: An integrated micro–macro approach (2007)Monetary policy and financial…Macro Economic Factors and Probability of Default (2006)Macro Economic Factors and Pr…Corporate financing and investment decisions when firms have information that investors do not have (1984)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)Finance and Growth: Schumpeter Might Be Right (1993)Small Business Credit Availability and Relationship Lending: The Importance of Bank Organisational Structure (2002)Information Asymmetry and Financing Arrangements: Evidence from Syndicated Loans (2007)Hazardous Times for Monetary Policy: What Do Twenty-Three Million Bank Loans Say About the Effects of Monetary Policy on Credit Risk-Taking? (2014)Moral Hazard and Observability (1979)Optimal contracts and competitive markets with costly state verification (1979)Theory ahead of business-cycle measurement (1986)Financial Constraints Risk (2006)Market Liquidity and Funding Liquidity (2008)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Comparing Predictive Accuracy (1994)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)CAViaR (2004)CoVaR (2016)Specification Tests in Econometrics (1978)Another look at the instrumental variable estimation of error-components models (1995)Initial conditions and moment restrictions in dynamic panel data models (1998)Econometric Analysis of Cross Section and Panel Data (2001)Financing Constraints and Corporate Investment (1987)Consumption and Liquidity Constraints: An Empirical Investigation (1989)Debt, Liquidity Constraints, and Corporate Investment: Evidence from Panel Data (1992)Financial Intermediation, Loanable Funds, and The Real Sector (1997)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)The Role of Monetary Policy (1995)Staggered Prices in a Utility-Maximizing Framework (1996)The Science of Monetary Policy: A New Keynesian Perspective (1999)Estimation and Inference of Impulse Responses by Local Projections (2005)The Impact of Uncertainty Shocks (2009)Macroeconomics and Reality (1980)The federal funds rate and the channels of monetary transmission (1989)Chapter 21 The financial accelerator in a quantitative business cycle framework (1999)The Quarterly Journal of Economics (2024)Financial Ratios and the Probabilistic Prediction of Bankruptcy (1980)Methodological Issues Related to the Estimation of Financial Distress Prediction Models (1984)Modeling Term Structures of Defaultable Bonds (1999)Forecasting Default with the Merton Distance to Default Model (2008)In Search of Distress Risk (2008)What Do a Million Observations on Banks Say About the Transmission of Monetary Policy? (2000)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Managerial incentives and risk-taking☆ (2005)How does financial reporting quality relate to investment efficiency? (2009)
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References

  • 1991Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations33,089 cited
  • 1968FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY14,869 cited
  • 2005Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy5,868 cited
  • 1988Agency Costs, Net Worth, And Business Fluctuations4,382 cited
  • 1995Inside the Black Box: The Credit Channel of Monetary Policy Transmission4,205 cited
  • 1998Evaluating Interval Forecasts2,689 cited
  • 2001Forecasting Bankruptcy More Accurately: A Simple Hazard Model2,655 cited
  • 1994Monetary Policy, Business Cycles, and the Behavior of Small Manufacturing Firms2,546 cited
  • 1996The Financial Accelerator and the Flight to Quality2,351 cited
  • 1998Monetary Policy Shocks: What Have We Learned and to What End?2,186 cited
  • 2024Nonmonetary Effects of the Financial Crisis in the Propagation of the Great Depression1,701 cited
  • 2000Collateral Damage: Effects of the Japanese Bank Crisis on Real Activity in the United States1,189 cited
  • 1990Financial Fragility and Economic Performance928 cited
  • 1997Credit risk measurement: Developments over the last 20 years806 cited
  • 1985

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Introducing Recursive Partitioning for Financial Classification: The Case of Financial Distress
748 cited
  • 1993The Role of Credit Market Imperfections in the Monetary Transmission Mechanism: Arguments and Evidence736 cited
  • Cited by

    • 2012Measuring financial stress in transition economies115 cited
    • 2007Monetary policy and financial (in)stability: An integrated micro–macro approach98 cited
    • 2015Financial stress spillovers across the banking, securities and foreign exchange markets95 cited
    • 2008Contribution of financial market segments at different stages of development: Transition, cohesion and mature economies compared93 cited
    • 2016Forecasting distress in European SME portfolios78 cited
    • 2022Financial connectedness and risk transmission among MENA countries: Evidence from connectedness network and clustering analysis71 cited
    • 2011Macroeconomic Fluctuations and Corporate Financial Fragility67 cited
    • 2009Stress-testing euro area corporate default probabilities using a global macroeconomic model67 cited
    • 2009Macroeconomic stress-testing banks: a survey of methodologies56 cited
    • 2009Shocks at large banks and banking sector distress: The Banking Granular Residual44 cited
    • 2018Financial Stability, Monetary Stability and Growth: a PVAR Analysis40 cited
    • 2009How resilient is the German banking system to macroeconomic shocks?39 cited
    • 2010International Transmission of Bank and Corporate Distress39 cited
    • 2010A Macroprudential Framework for Monitoring and Examining Financial Soundness39 cited
    • 2013The Role of Financial, Macroeconomic, and Non-financial Information in Bank Loan Default Timing Prediction37 cited
    • 2006Macro Economic Factors and Probability of Default37 cited