SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Financial Conditions Indexes for Canada
16 references·13 citing·45 second hop
Financial Conditions Indexes for Canada (2021)Financial Conditions Indexes for CanadaAssessing the predictive power of measures of financial conditions for macroeconomic variables (2005)Assessing the predictive powe…On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations (2002)On Adjusting the Hodrick-Pres…What Weight Should be Given to Asset Prices in the Measurement of Inflation? (2001)What Weight Should be Given t…MCIs and monetary policy (2000)MCIs and monetary policyPredicting U.S. Recessions: Financial Variables as Leading Indicators (1998)Predicting U.S. Recessions: F…Generalized impulse response analysis in linear multivariate models (1998)Generalized impulse response …HAZARDS IN IMPLEMENTING A MONETARY CONDITIONS INDEX (1996)HAZARDS IN IMPLEMENTING A MON…Empirical evidence on the strength of the monetary transmission mechanism in Canada (1994)Empirical evidence on the str…Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Tests for Parameter Instabili…The federal funds rate and the channels of monetary transmission (1989)The federal funds rate and th…New Indexes of Coincident and Leading Economic Indicators (1989)New Indexes of Coincident and…Forecasts of Economic Growth from the Bond and Stock Markets (1989)Forecasts of Economic Growth …Agency Costs, Net Worth, And Business Fluctuations (1988)Agency Costs, Net Worth, And …Agency Costs, Collateral, and Business Fluctuations (1986)Agency Costs, Collateral, and…Stock Returns, Real Activity, Inflation, and Money (1981)Stock Returns, Real Activity,…Post-War U.S. Business Cycles: An Empirical Investigation (1981)Post-War U.S. Business Cycles…The dynamic impact of monetary policy on financial stability in China after crises (2022)The dynamic impact of monetar…A Financial Conditions Index for the United States (2021)A Financial Conditions Index …MONETARY POLICY AND FINANCIAL CONDITIONS IN INDONESIA (2019)MONETARY POLICY AND FINANCIAL…Can Countries Manage Their Financial Conditions Amid Globalization? (2018)Can Countries Manage Their Fi…A Financial Conditions Index for the CEE Economies (2017)A Financial Conditions Index …Melting Down: Systemic Financial Instability and the Macroeconomy (2014)Melting Down: Systemic Financ…Building a financial conditions index for the euro area and selected euro area countries: What does it tell us about the crisis? (2014)Building a financial conditio…REGIONAL ECONOMIC OUTLOOK (2011)REGIONAL ECONOMIC OUTLOOKThe effect on the Swedish real economy of the financial crisis (2010)The effect on the Swedish rea…A Discussion of the Monetary Condition Index (2010)A Discussion of the Monetary …Real Implications of Financial Linkages Between Canada and the United States (2008)Real Implications of Financia…Quantifying the Effect of Financial Conditions on US Activity (2008)Quantifying the Effect of Fin…Indicator and boundaries of financial stability (2006)Indicator and boundaries of f…MONEY, INCOME, AND CAUSALITY (1972)Economic Forces and the Stock Market (1986)Efficient Capital Markets: II (1991)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Moral Hazard and Observability (1979)Time to Build and Aggregate Fluctuations (1982)Financial Intermediation and Delegated Monitoring (1984)Asymmetric Information and Financial Crises: A Historical Perspective (1990)Global Financial Instability: Framework, Events, Issues (1999)House Prices, Home Equity-Based Borrowing, and the U.S. Household Leverage Crisis (2009)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)Macroeconomics and Reality (1980)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)Inference About the Change-Point in a Sequence of Random Variables (1970)Testing for the Constancy of Parameters Over Time (1989)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (1992)What is an Oil Shock? (2000)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series (1999)The Band Pass Filter (1999)Stories of the Twentieth Century for the Twenty-First (2012)Uncertainty, Financial Frictions, and Investment Dynamics (2014)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)The Term Structure as a Predictor of Real Economic Activity (1991)The macroeconomy and the yield curve: a dynamic latent factor approach (2005)What does the yield curve tell us about GDP growth? (2005)Credit Spreads and Business Cycle Fluctuations (2012)The Conditional CAPM and the Cross-Section of Expected Returns (1996)The Twin Crises: The Causes of Banking and Balance-of-Payments Problems (1999)Measuring the Output Responses to Fiscal Policy (2012)Real Business Cycles (1983)Indivisible labor and the business cycle (1985)Bank-specific, industry-specific and macroeconomic determinants of bank profitability (2006)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)The Science of Monetary Policy: A New Keynesian Perspective (1999)What Do a Million Observations on Banks Say About the Transmission of Monetary Policy? (2000)
this work references cited by second hop

References

  • 1998Generalized impulse response analysis in linear multivariate models6,129 cited
  • 1988Agency Costs, Net Worth, And Business Fluctuations4,382 cited
  • 1993Tests for Parameter Instability and Structural Change With Unknown Change Point4,325 cited
  • 1989The federal funds rate and the channels of monetary transmission2,833 cited
  • 1981Stock Returns, Real Activity, Inflation, and Money2,632 cited
  • 2002On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations1,986 cited
  • 1989New Indexes of Coincident and Leading Economic Indicators1,795 cited
  • 1998Predicting U.S. Recessions: Financial Variables as Leading Indicators1,180 cited
  • 1986Agency Costs, Collateral, and Business Fluctuations884 cited
  • 1981Post-War U.S. Business Cycles: An Empirical Investigation636 cited
  • 1989Forecasts of Economic Growth from the Bond and Stock Markets424 cited
  • 2001What Weight Should be Given to Asset Prices in the Measurement of Inflation?178 cited
  • 1994Empirical evidence on the strength of the monetary transmission mechanism in Canada139 cited
  • 2000MCIs and monetary policy115 cited
  • 2005Assessing the predictive power of measures of financial conditions for macroeconomic variables

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

84 cited
  • 1996HAZARDS IN IMPLEMENTING A MONETARY CONDITIONS INDEX81 cited
  • Cited by

    • 2011REGIONAL ECONOMIC OUTLOOK122 cited
    • 2014Building a financial conditions index for the euro area and selected euro area countries: What does it tell us about the crisis?77 cited
    • 2006Indicator and boundaries of financial stability58 cited
    • 2008Quantifying the Effect of Financial Conditions on US Activity49 cited
    • 2019MONETARY POLICY AND FINANCIAL CONDITIONS IN INDONESIA42 cited
    • 2014Melting Down: Systemic Financial Instability and the Macroeconomy38 cited
    • 2021A Financial Conditions Index for the United States31 cited
    • 2018Can Countries Manage Their Financial Conditions Amid Globalization?30 cited
    • 2008Real Implications of Financial Linkages Between Canada and the United States29 cited
    • 2022The dynamic impact of monetary policy on financial stability in China after crises28 cited
    • 2010The effect on the Swedish real economy of the financial crisis27 cited
    • 2017A Financial Conditions Index for the CEE Economies22 cited
    • 2010A Discussion of the Monetary Condition Index20 cited