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Measuring Financial Conditions using Equal Weights Combination
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Measuring Financial Conditions using Equal Weights Combination (2022)Measuring Financial Conditions using Equa…Systemic Banking Crises Database II (2020)Systemic Banking Crises Datab…American Economic Review (2019)American Economic ReviewCross-Border Banking and Global Liquidity (2014)Cross-Border Banking and Glob…Handbook of the Economics of Finance (2013)Handbook of the Economics of …Macroeconomic Effects of Financial Shocks (2012)Macroeconomic Effects of Fina…International Journal of Central Banking (2012)International Journal of Cent…Credit Spreads and Business Cycle Fluctuations (2012)Credit Spreads and Business C…Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism? (2011)Capital regulation, risk-taki…Financial Intermediation and Credit Policy in Business Cycle Analysis (2010)Financial Intermediation and …A model of unconventional monetary policy (2010)A model of unconventional mon…Chapter 4 Forecast Combinations (2006)Chapter 4 Forecast Combinatio…Forecasting Using Principal Components From a Large Number of Predictors (2002)Forecasting Using Principal C…The Generalized Dynamic-Factor Model: Identification and Estimation (2000)The Generalized Dynamic-Facto…Chapter 21 The financial accelerator in a quantitative business cycle framework (1999)Chapter 21 The financial acce…Saving and Liquidity Constraints (1991)Saving and Liquidity Constrai…The Combination of Forecasts (1969)The Combination of ForecastsEME Financial Conditions: Which Global Shocks Matter? (2019)EME Financial Conditions: Whi…An Intertemporal Capital Asset Pricing Model (1973)Bank Runs, Deposit Insurance, and Liquidity (1983)Financial Intermediation and Delegated Monitoring (1984)A Macroeconomic Model with a Financial Sector (2014)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)House Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle (2005)The Precision of National Income Estimates (1942)New Methods of Quality Control (1963)Short-Term Sales Forecasting (1965)Principles of Forecasting (2001)Time series forecasting using a hybrid ARIMA and neural network model (2003)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)Business Cycle Modeling Without Pretending to Have Too Much A Priori Economic Theory (1977)Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets (1983)Funds, Factors, and Diversification in Arbitrage Pricing Models (1983)New Indexes of Coincident and Leading Economic Indicators (1989)Determining the Number of Factors in Approximate Factor Models (2002)Macroeconomic Forecasting Using Diffusion Indexes (2002)Measuring Uncertainty (2015)Empirical Asset Pricing via Machine Learning (2020)Credit Cycles (1997)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Risk Shocks (2013)The Employment Effects of Credit Market Disruptions: Firm-level Evidence from the 2008–9 Financial Crisis * (2013)Monetary Policy Surprises, Credit Costs, and Economic Activity (2015)Corporate financing and investment decisions when firms have information that investors do not have (1984)The Capital Structure Puzzle (1984)Risk, Uncertainty and Monetary Policy (2011)Hazardous Times for Monetary Policy: What Do Twenty-Three Million Bank Loans Say About the Effects of Monetary Policy on Credit Risk-Taking? (2014)Dilemma not Trilemma: The Global Financial Cycle and Monetary Policy Independence (2015)Investor Psychology and Asset Pricing (2001)Presidential Address: Discount Rates (2011)… and the Cross-Section of Expected Returns (2015)Upper Echelons: The Organization as a Reflection of Its Top Managers (1984)The Promise of Enterpreneurship as a Field of Research (2000)The Economics of Climate Change (2007)
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References

  • 2019American Economic Review11,235 cited
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  • 1969The Combination of Forecasts3,438 cited
  • 2002Forecasting Using Principal Components From a Large Number of Predictors2,990 cited
  • 2010A model of unconventional monetary policy2,439 cited
  • 2012Credit Spreads and Business Cycle Fluctuations2,209 cited
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  • 2013Handbook of the Economics of Finance1,932 cited
  • 2011Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism?1,799 cited
  • 2000The Generalized Dynamic-Factor Model: Identification and Estimation1,735 cited
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  • 2012Macroeconomic Effects of Financial Shocks1,207 cited
  • 2020Systemic Banking Crises Database II1,183 cited
  • 2014Cross-Border Banking and Global Liquidity

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  • 2019EME Financial Conditions: Which Global Shocks Matter?16 cited