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An investigation of systemic stress and interdependencies within the Eurozone and Euro Area countries
16 references·2 citing·44 second hop
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References

  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root26,976 cited
  • 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods23,139 cited
  • 1988Testing for a Unit Root in Time Series Regression19,420 cited
  • 1980Macroeconomics and Reality12,826 cited
  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,637 cited
  • 1997Postwar U.S. Business Cycles: An Empirical Investigation7,358 cited
  • 1998Generalized impulse response analysis in linear multivariate models6,129 cited
  • 1996Impulse response analysis in nonlinear multivariate models5,071 cited
  • 1998Leading Indicators of Currency Crises1,866 cited
  • 1998The Determinants of Banking Crises in Developing and Developed Countries1,831 cited
  • 2011Macroeconomic and bank-specific determinants of non-performing loans in Greece: A comparative study of mortgage, business and consumer loan portfolios1,461 cited
  • 1998Predicting U.S. Recessions: Financial Variables as Leading Indicators1,180 cited
  • 2011Methods for Applied Macroeconomic Research573 cited
  • 2006Measuring financial stress in a developed country: An application to Canada571 cited
  • 2007

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Methods for Applied Macroeconomic Research
515 cited
  • 2009Financial Stress: What Is It, How Can It Be Measured, and Why Does It Matter?440 cited
  • Cited by

    • 2017Interactions between financial stress and economic activity for the U.S.: A time- and frequency-varying analysis using wavelets56 cited
    • 2017Sovereign debt and systemic risk in the eurozone16 cited