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Early warning or too late? A (pseudo-)real-time identification of leading indicators of financial stress
16 references·0 citing·47 second hop
Early warning or too late? A (pseudo-)real-time identification of leading indicators of financial stress (2021)Early warning or too late? A (pseudo-)rea…Measuring Economic Policy Uncertainty* (2016)Measuring Economic Policy Unc…The financial cycle and macroeconomics: What have we learnt? (2013)The financial cycle and macro…Credit Booms Gone Bust: Monetary Policy, Leverage Cycles, and Financial Crises, 1870–2008 (2012)Credit Booms Gone Bust: Monet…SRISK: A Conditional Capital Shortfall Measure of Systemic Risk (2010)SRISK: A Conditional Capital …Systemic Banking Crises: A New Database (2008)Systemic Banking Crises: A Ne…Towards a new early warning system of financial crises (2006)Towards a new early warning s…Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure (2006)Estimation and Inference in L…A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series (2005)A comparison of direct and it…The Twin Crises: The Causes of Banking and Balance-of-Payments Problems (1999)The Twin Crises: The Causes o…The Determinants of Banking Crises in Developing and Developed Countries (1998)The Determinants of Banking C…Postwar U.S. Business Cycles: An Empirical Investigation (1997)Postwar U.S. Business Cycles:…Currency crashes in emerging markets: An empirical treatment (1996)Currency crashes in emerging …Business-Cycle Phases and Their Transitional Dynamics (1994)Business-Cycle Phases and The…A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A New Approach to the Economi…ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)ON THE PRICING OF CORPORATE D…On the Pricing of Corporate Debt: The Risk Structure of Interest Rates (1974)On the Pricing of Corporate D…Bank Runs, Deposit Insurance, and Liquidity (1983)Qualitative Response Models: A Survey (1994)Does deposit insurance increase banking system stability? An empirical investigation (2002)Bank concentration, competition, and crises: First results (2005)Hazardous Times for Monetary Policy: What Do Twenty-Three Million Bank Loans Say About the Effects of Monetary Policy on Credit Risk-Taking? (2014)A Model of Balance-of-Payments Crises (1979)Leading Indicators of Currency Crises (1998)The Modern History of Exchange Rate Arrangements: A Reinterpretation (2004)From Financial Crash to Debt Crisis (2011)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Trends and random walks in macroeconmic time series (1982)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)ARCH modeling in finance (1992)Introductory Econometrics for Finance (2008)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)Macroeconomics and Reality (1980)The Band Pass Filter (1999)On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations (2002)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Pricing of Options and Corporate Liabilities (1973)Option pricing when underlying stock returns are discontinuous (1976)The valuation of options for alternative stochastic processes (1976)An equilibrium characterization of the term structure (1977)New Indexes of Coincident and Leading Economic Indicators (1989)Does financial liberalization spur growth? (2005)Economic Freedom of the World: 2022 Annual Report (2022)Estimating long-run relationships from dynamic heterogeneous panels (1995)Macroeconomic Forecasting Using Diffusion Indexes (2002)General Diagnostic Tests for Cross Section Dependence in Panels (2004)A simple panel unit root test in the presence of cross‐section dependence (2007)Testing slope homogeneity in large panels (2007)General diagnostic tests for cross-sectional dependence in panels (2020)The Debt-Deflation Theory of Great Depressions (1933)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)Dilemma not Trilemma: The Global Financial Cycle and Monetary Policy Independence (2015)The cost of capital, corporation finance and the theory of investment (2008)The Role of Monetary Policy (1995)The Impact of Uncertainty Shocks (2009)Measuring Uncertainty (2015)COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach (2020)The Unprecedented Stock Market Reaction to COVID-19 (2020)Measuring Geopolitical Risk (2022)
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References

  • 2016Measuring Economic Policy Uncertainty*12,311 cited
  • 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
  • 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
  • 1997Postwar U.S. Business Cycles: An Empirical Investigation7,358 cited
  • 2006Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure5,067 cited
  • 1999The Twin Crises: The Causes of Banking and Balance-of-Payments Problems4,990 cited
  • 1974On the Pricing of Corporate Debt: The Risk Structure of Interest Rates2,752 cited
  • 2012Credit Booms Gone Bust: Monetary Policy, Leverage Cycles, and Financial Crises, 1870–20082,655 cited
  • 1996Currency crashes in emerging markets: An empirical treatment1,940 cited
  • 1998The Determinants of Banking Crises in Developing and Developed Countries1,799 cited
  • 2013The financial cycle and macroeconomics: What have we learnt?1,136 cited
  • 2008Systemic Banking Crises: A New Database1,112 cited
  • 1994Business-Cycle Phases and Their Transitional Dynamics883 cited
  • 2005A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series808 cited
  • 2006

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Towards a new early warning system of financial crises
714 cited
  • 2010SRISK: A Conditional Capital Shortfall Measure of Systemic Risk662 cited
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