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The predictive content of financial cycle measures for output fluctuations
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The predictive content of financial cycle measures for output fluctuations (2011)The predictive content of financial cycle…The Leverage Cycle (2010)The Leverage CycleFinancial Conditions Indexes: A Fresh Look after the Financial Crisis (2010)Financial Conditions Indexes:…Countercyclical Capital Buffers: Exploring Options (2010)Countercyclical Capital Buffe…What happens during recessions, crunches and busts? (2009)What happens during recession…Evaluating Volatility and Correlation Forecasts (2009)Evaluating Volatility and Cor…Credit Spreads and Monetary Policy (2009)Credit Spreads and Monetary P…Credit market shocks and economic fluctuations: Evidence from corporate bond and stock markets (2009)Credit market shocks and econ…Liquidity and Financial Cycles (2008)Liquidity and Financial CyclesSecuring Sustainable Price Stability: Should Credit Come Back from the Wilderness? (2007)Securing Sustainable Price St…The Credit Cycle and the Business Cycle: New Findings Using the Loan Officer Opinion Survey (2006)The Credit Cycle and the Busi…Assessing the predictive power of measures of financial conditions for macroeconomic variables (2005)Assessing the predictive powe…International Business Cycles: World, Region, and Country-Specific Factors (2003)International Business Cycles…Forecasting Using Principal Components From a Large Number of Predictors (2002)Forecasting Using Principal C…Determining the Number of Factors in Approximate Factor Models (2002)Determining the Number of Fac…Comparing Predictive Accuracy (1994)Comparing Predictive AccuracyArbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets (1982)Arbitrage, Factor Structure, …Spillovers of the Conventional and Unconventional Monetary Policy from the US to South Africa (2020)Spillovers of the Conventiona…Financial cycles around the world (2020)Financial cycles around the w…Sentiment in Central Banks' Financial Stability Reports (2017)Sentiment in Central Banks' F…Analyzing the Synchronization between the Financial and Business Cycles in Turkey (2016)Analyzing the Synchronization…Determinants of Financial Stress in Emerging Market Economies (2015)Determinants of Financial Str…Capturing the Financial Cycle in Europe (2015)Capturing the Financial Cycle…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)Credit Rationing in Markets with Imperfect Information (1981)Monetary Policy, Business Cycles, and the Behavior of Small Manufacturing Firms (1994)Measuring Monetary Policy (1998)Lending Booms and Lending Standards (2006)Credit Booms and Lending Standards: Evidence from the Subprime Mortgage Market (2012)Climate Change, Financial Stability and Monetary Policy (2018)Macroeconomic Forecasting Using Diffusion Indexes (2002)Measuring Uncertainty (2015)Theory of Rational Option Pricing (1973)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of rational option pricing (2005)Stock Market Liquidity and the Business Cycle (2011)Financial crises, bank risk exposure and government financial policy (2012)Banking, Liquidity, and Bank Runs in an Infinite Horizon Economy (2015)The arbitrage theory of capital asset pricing (1976)An Empirical Investigation of the Arbitrage Pricing Theory (1980)The Role of Conditioning Information in Deducing Testable Restrictions Implied by Dynamic Asset Pricing Models (1987)Overconfidence, Arbitrage, and Equilibrium Asset Pricing (2001)Panels with Nonstationary Multifactor Error Structures (2006)Time to Build and Aggregate Fluctuations (1982)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Credit Cycles (1997)GLOBAL BUSINESS CYCLES: CONVERGENCE OR DECOUPLING?* (2008)Financial stress and economic contractions (2010)New Indexes of Coincident and Leading Economic Indicators (1989)Effects on Financial Globalization on Developing Countries: Some Empirical Evidence (2004)Exploring the international linkages of the euro area: a global VAR analysis (2007)U.S. Monetary Policy and the Global Financial Cycle (2020)Discretion versus policy rules in practice (1993)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)The Science of Monetary Policy: A New Keynesian Perspective (1999)Financial Factors in Economic Fluctuations (2010)A Macroeconomic Model with a Financial Sector (2014)Vulnerable Growth (2019)A Model of Shadow Banking (2013)Curbing the Credit Cycle (2013)Speculative Asset Prices (2014)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Strictly Proper Scoring Rules, Prediction, and Estimation (2007)
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References

  • 1994Comparing Predictive Accuracy5,495 cited
  • 2002Determining the Number of Factors in Approximate Factor Models4,110 cited
  • 2002Forecasting Using Principal Components From a Large Number of Predictors2,990 cited
  • 2003International Business Cycles: World, Region, and Country-Specific Factors1,234 cited
  • 1982Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets975 cited
  • 2009Credit Spreads and Monetary Policy766 cited
  • 2006The Credit Cycle and the Business Cycle: New Findings Using the Loan Officer Opinion Survey604 cited
  • 2009Credit market shocks and economic fluctuations: Evidence from corporate bond and stock markets575 cited
  • 2010The Leverage Cycle485 cited
  • 2009What happens during recessions, crunches and busts?434 cited
  • 2010Financial Conditions Indexes: A Fresh Look after the Financial Crisis395 cited
  • 2010Countercyclical Capital Buffers: Exploring Options361 cited
  • 2007Securing Sustainable Price Stability: Should Credit Come Back from the Wilderness?349 cited
  • 2009Evaluating Volatility and Correlation Forecasts244 cited
  • 2008Liquidity and Financial Cycles126 cited

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  • 2005Assessing the predictive power of measures of financial conditions for macroeconomic variables84 cited
  • Cited by

    • 2015Capturing the Financial Cycle in Europe38 cited
    • 2020Financial cycles around the world37 cited
    • 2017Sentiment in Central Banks' Financial Stability Reports36 cited
    • 2015Determinants of Financial Stress in Emerging Market Economies34 cited
    • 2016Analyzing the Synchronization between the Financial and Business Cycles in Turkey16 cited
    • 2020Spillovers of the Conventional and Unconventional Monetary Policy from the US to South Africa14 cited