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A U.S. Financial Conditions Index
16 references·16 citing·39 second hopsampled
A U.S. Financial Conditions Index (2008)A U.S. Financial Conditions IndexMeasuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)Measuring the Effects of Mone…Does bank capital affect lending behavior? (2004)Does bank capital affect lend…Forecasting Output and Inflation: The Role of Asset Prices (2003)Forecasting Output and Inflat…What Do a Million Observations on Banks Say About the Transmission of Monetary Policy? (2000)What Do a Million Observation…The Financial Accelerator in a Quantitative Business Cycle Framework (1998)The Financial Accelerator in …Generalized impulse response analysis in linear multivariate models (1998)Generalized impulse response …The Effects of Monetary Policy Shocks: Evidence from the Flow of Funds (1996)The Effects of Monetary Polic…Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Inside the Black Box: The Cre…Monetary Policy, Business Cycles, and the Behavior of Small Manufacturing Firms (1994)Monetary Policy, Business Cyc…Interpreting the macroeconomic time series facts (1992)Interpreting the macroeconomi…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…Does Monetary Policy Matter? A New Test in the Spirit of Friedman and Schwartz (1989)Does Monetary Policy Matter? …Credit, Money, and Aggregate Demand (1988)Credit, Money, and Aggregate …Credit Rationing in Markets with Imperfect Information (1981)Credit Rationing in Markets w…Macroeconomics and Reality (1980)Macroeconomics and RealityRelationship between the financial and the real economy: A bibliometric analysis (2021)Relationship between the fina…Time Variation in Macro‐Financial Linkages (2016)Time Variation in Macro‐Finan…Measuring Market Liquidity in US Fixed Income Markets: A New Synthetic Indicator (2016)Measuring Market Liquidity in…Melting Down: Systemic Financial Instability and the Macroeconomy (2014)Melting Down: Systemic Financ…Financial Conditions Index's Construction and its Application on Financial Monitoring and Economic Forecasting (2014)Financial Conditions Index's …Supply Tightening or Lack of Demand? An Analysis of Credit Developments During the Lehman Brothers and the Sovereign Debt Crises (2013)Supply Tightening or Lack of …GPM6 (2013)GPM6A Financial Conditions Index for South Africa (2012)A Financial Conditions Index …INTERNATIONAL BUSINESS CYCLE SYNCHRONIZATION IN HISTORICAL PERSPECTIVE* (2011)INTERNATIONAL BUSINESS CYCLE …A Quantitative Assessment of Financial Conditions in Asia (2011)A Quantitative Assessment of …The Impact of Supply Constraints on Bank Lending in the Euro Area - Crisis Induced Crunching? (2010)The Impact of Supply Constrai…The Role of Financial Variables in Predicting Economic Activity (2009)The Role of Financial Variabl…Quantifying the Effect of Financial Conditions on US Activity (2008)Quantifying the Effect of Fin…Credit Matters: Empirical Evidence on U.S. Macro-Financial Linkages (2008)Credit Matters: Empirical Evi…Credit Matters (2008)Credit MattersA Small Quarterly Projection Model of the US Economy (2008)A Small Quarterly Projection …The Cost of Capital, Corporation Finance and the Theory of Investment (1958)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)The Science of Monetary Policy: A New Keynesian Perspective (1999)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Increases in risk and in risk aversion (1974)Risk Sharing and Incentives in the Principal and Agent Relationship (1979)Corporate financing and investment decisions when firms have information that investors do not have (1984)The Benefits of Lending Relationships: Evidence from Small Business Data (1994)Financial Dependence and Growth (1996)A Monetary History of the United States 1867-1960 (1964)MONEY, INCOME, AND CAUSALITY (1972)Monetary Theory and Policy (1999)Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound (2016)Pitfalls in Financial Model-Building (1968)Conditional logit analysis of qualitative choice behavior (1972)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Time to Build and Aggregate Fluctuations (1982)Postwar U.S. Business Cycles: An Empirical Investigation (1997)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)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Large Bayesian vector auto regressions (2009)High Frequency Identification of Monetary Non-Neutrality: The Information Effect (2013)Financing Constraints and Corporate Investment (1987)Consumption and Liquidity Constraints: An Empirical Investigation (1989)Debt, Liquidity Constraints, and Corporate Investment: Evidence from Panel Data (1992)Financial Intermediation, Loanable Funds, and The Real Sector (1997)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)Does function follow organizational form? 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References

  • 1980Macroeconomics and Reality12,826 cited
  • 1981Credit Rationing in Markets with Imperfect Information12,762 cited
  • 1998Generalized impulse response analysis in linear multivariate models6,129 cited
  • 1998The Financial Accelerator in a Quantitative Business Cycle Framework4,624 cited
  • 1989The federal funds rate and the channels of monetary transmission2,833 cited
  • 1994Monetary Policy, Business Cycles, and the Behavior of Small Manufacturing Firms2,546 cited
  • 2000What Do a Million Observations on Banks Say About the Transmission of Monetary Policy?2,505 cited
  • 1992Interpreting the macroeconomic time series facts1,858 cited
  • 2005Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach1,852 cited
  • 1989New Indexes of Coincident and Leading Economic Indicators1,795 cited
  • 1988Credit, Money, and Aggregate Demand1,436 cited
  • 1995Inside the Black Box: The Credit Channel of Monetary Policy Transmission1,418 cited
  • 1996The Effects of Monetary Policy Shocks: Evidence from the Flow of Funds1,209 cited
  • 2003Forecasting Output and Inflation: The Role of Asset Prices864 cited
  • 2004Does bank capital affect lending behavior?

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784 cited
  • 1989Does Monetary Policy Matter? A New Test in the Spirit of Friedman and Schwartz744 cited
  • Cited by

    • 2016Time Variation in Macro‐Financial Linkages83 cited
    • 2010The Impact of Supply Constraints on Bank Lending in the Euro Area - Crisis Induced Crunching?77 cited
    • 2009The Role of Financial Variables in Predicting Economic Activity77 cited
    • 2011INTERNATIONAL BUSINESS CYCLE SYNCHRONIZATION IN HISTORICAL PERSPECTIVE*66 cited
    • 2013GPM659 cited
    • 2016Measuring Market Liquidity in US Fixed Income Markets: A New Synthetic Indicator59 cited
    • 2008Credit Matters57 cited
    • 2008Credit Matters: Empirical Evidence on U.S. Macro-Financial Linkages56 cited
    • 2013Supply Tightening or Lack of Demand? An Analysis of Credit Developments During the Lehman Brothers and the Sovereign Debt Crises50 cited
    • 2008Quantifying the Effect of Financial Conditions on US Activity49 cited
    • 2012A Financial Conditions Index for South Africa46 cited
    • 2011A Quantitative Assessment of Financial Conditions in Asia40 cited
    • 2014Melting Down: Systemic Financial Instability and the Macroeconomy38 cited
    • 2021Relationship between the financial and the real economy: A bibliometric analysis36 cited
    • 2008A Small Quarterly Projection Model of the US Economy36 cited
    • 2014Financial Conditions Index's Construction and its Application on Financial Monitoring and Economic Forecasting31 cited