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Evaluation of Macroeconomic Models for Financial Stability Analysis
16 references·3 citing·49 second hop
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1980Macroeconomics and Reality12,826 cited
  • 1981Credit Rationing in Markets with Imperfect Information12,762 cited
  • 1976Econometric policy evaluation: A critique6,104 cited
  • 1998The Financial Accelerator in a Quantitative Business Cycle Framework4,624 cited
  • 1988Agency Costs, Net Worth, And Business Fluctuations4,382 cited
  • 1979Optimal contracts and competitive markets with costly state verification3,201 cited
  • 1988Production, growth and business cycles2,193 cited
  • 2000Open-Economy Inflation Targeting1,428 cited
  • 2001Should Central Banks Respond to Movements in Asset Prices?1,166 cited
  • 1991Co-integration and Error Correction: Representation, Estimation, and Testing946 cited
  • 2000Asset prices and central bank policy584 cited
  • 1999The Financial Instability Hypothesis561 cited
  • 2004Priors from General Equilibrium Models for VARS*539 cited
  • 1991Statistical Analysis of Cointegration Vectors

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537 cited

Cited by

  • 2006An equilibrium approach to financial stability analysis: the Colombian case18 cited
  • 2010Detecting Ponzi Finance: An Evolutionary Approach to the Measure of Financial Fragility18 cited
  • 2008Asymmetric Information in the Interbank Foreign Exchange Market17 cited