SZodixStudyAcademic Library
DashboardShelvesOpen accessMy libraryInboxNotesWriteLearnAlerts
More
Ask your libraryNotificationsQuick citeReview
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Measuring Financial Cycles with a Model-Based Filter: Empirical Evidence for the United States and the Euro Area
16 references·1 citing·38 second hop
Measuring Financial Cycles with a Model-Based Filter: Empirical Evidence for the United States and the Euro Area (2016)Measuring Financial Cycles with a Model-B…The financial cycle and macroeconomics: What have we learnt? (2013)The financial cycle and macro…How do business and financial cycles interact? (2012)How do business and financial…Credit Booms Gone Bust: Monetary Policy, Leverage Cycles, and Financial Crises, 1870–2008 (2012)Credit Booms Gone Bust: Monet…Financial Intermediaries and Monetary Economics (2010)Financial Intermediaries and …The fundamental principles of financial regulation (2009)The fundamental principles of…House prices, money, credit, and the macroeconomy (2008)House prices, money, credit, …Cross-Country Empirical Studies of Systemic Bank Distress: A Survey (2005)Cross-Country Empirical Studi…Asset Prices, Financial and Monetary Stability: Exploring the Nexus (2005)Asset Prices, Financial and M…The Band Pass Filter (1999)The Band Pass FilterMeasuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series (1999)Measuring Business Cycles: Ap…Leading Indicators of Currency Crises (1998)Leading Indicators of Currenc…Measuring Business Cycles Approximate Band-Pass Filters for Economic Time Series (1995)Measuring Business Cycles App…Forecasting, Structural Time Series Models and the Kalman Filter (1990)Forecasting, Structural Time …Stabilizing an Unstable Economy (1987)Stabilizing an Unstable Econo…Manias, Panics and Crashes (1978)Manias, Panics and CrashesThe Debt-Deflation Theory of Great Depressions (1933)The Debt-Deflation Theory of …Exploring BIS credit-to-GDP gap critiques: the Swiss case (2021)Exploring BIS credit-to-GDP g…The Financial Accelerator in a Quantitative Business Cycle Framework (1998)Chapter 21 The financial accelerator in a quantitative business cycle framework (1999)The Science of Monetary Policy: A New Keynesian Perspective (1999)Has Financial Development Made the World Riskier? (2005)Risk, uncertainty and monetary policy (2013)Hazardous Times for Monetary Policy: What Do Twenty-Three Million Bank Loans Say About the Effects of Monetary Policy on Credit Risk-Taking? (2014)Rules Rather than Discretion: The Inconsistency of Optimal Plans (1977)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Rising inequality as a cause of the present crisis (2013)Fostering Green Investments and Tackling Climate-Related Financial Risks: Which Role for Macroprudential Policies? (2018)Finance, climate-change and radical uncertainty: Towards a precautionary approach to financial policy (2021)A Positive Theory of Monetary Policy in a Natural Rate Model (1983)Postwar U.S. Business Cycles: An Empirical Investigation (1997)On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations (2002)Are Technology Improvements Contractionary? (2006)Fiscal Volatility Shocks and Economic Activity (2015)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)An Empirical Characterization of the Dynamic Effects of Changes in Government Spending and Taxes on Output (2002)Finance and Growth: Schumpeter Might Be Right (1993)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)This Time Is Different (2009)From Financial Crash to Debt Crisis (2011)Dilemma not Trilemma: The Global Financial Cycle and Monetary Policy Independence (2015)A Model of Balance-of-Payments Crises (1979)Currency crashes in emerging markets: An empirical treatment (1996)Economic Crises: Evidence and Insights from East Asia (1998)What caused the Asian currency and financial crisis? (1999)MACROPRUDENTIAL POLICY – A LITERATURE REVIEW (2010)FINANCIAL DEVELOPMENT AND ECONOMIC GROWTH: ASSESSING THE EVIDENCE* (1997)Debt, Deleveraging, and the Liquidity Trap: A Fisher-Minsky-Koo Approach* (2012)A Macroeconomic Model with a Financial Sector (2014)Structural causes and regime consequences: regimes as intervening variables (1982)Positive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)Inefficient Markets (2000)Market Liquidity and Funding Liquidity (2008)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Handbook on Constructing Composite Indicators (2005)Handbook on Constructing Composite Indicators: Methodology and User Guide (2008)
this work references cited by second hop

References

  • 1990Forecasting, Structural Time Series Models and the Kalman Filter4,101 cited
  • 1987Stabilizing an Unstable Economy3,337 cited
  • 1999Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series2,829 cited
  • 2012Credit Booms Gone Bust: Monetary Policy, Leverage Cycles, and Financial Crises, 1870–20082,655 cited
  • 1933The Debt-Deflation Theory of Great Depressions2,516 cited
  • 1999The Band Pass Filter1,909 cited
  • 1998Leading Indicators of Currency Crises1,857 cited
  • 1978Manias, Panics and Crashes1,800 cited
  • 2005Asset Prices, Financial and Monetary Stability: Exploring the Nexus1,287 cited
  • 2013The financial cycle and macroeconomics: What have we learnt?1,136 cited
  • 2009The fundamental principles of financial regulation1,116 cited
  • 2008House prices, money, credit, and the macroeconomy760 cited
  • 1995Measuring Business Cycles Approximate Band-Pass Filters for Economic Time Series729 cited
  • 2012How do business and financial cycles interact?700 cited
  • 2010Financial Intermediaries and Monetary Economics616 cited
  • 2005

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

Cross-Country Empirical Studies of Systemic Bank Distress: A Survey
463 cited

Cited by

  • 2021Exploring BIS credit-to-GDP gap critiques: the Swiss case16 cited