create a website

International financial stress spillovers during times of unconventional monetary policy interventions. (2024). Giannellis, Nikolaos ; Apostolakis, George N.
In: Journal of Financial Stability.
RePEc:eee:finsta:v:72:y:2024:i:c:s1572308924000445.

Full description at Econpapers || Download paper

Cited: 1

Citations received by this document

Cites: 70

References cited by this document

Cocites: 60

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Macroeconomic responses to financial stress shocks: Evidence from the US and the Eurozone. (2025). Giannellis, Nikolaos ; Tzanaki, Maria-Anna.
    In: International Economics.
    RePEc:eee:inteco:v:181:y:2025:i:c:s2110701724000969.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Abbate, A. ; Eickmeier, S. ; Prieto, E. Financial shocks and inflation dynamics. 2023 Macroecon. Dyn.. 27 350-378
    Paper not yet in RePEc: Add citation now
  2. Agénor, P.-R. ; Pereira da Silva, L.A. Financial spillovers, spillbacks, and the scope for international macroprudential policy coordination. 2022 Int. Econ. Econ. Policy. 19 79-127

  3. Ahn, S.C. ; Horenstein, A.R. Eigenvalue ratio test for the number of factors. 2013 Econometrica. 81 1203-1227

  4. Antonakakis, N. ; Chatziantoniou, I. ; Gabauer, D. Refined measures of dynamic connectedness based on time-varying parameter vector autoregressions. 2020 J. Risk Financ. Manag.. 13 84-

  5. Apostolakis, G. ; Papadopoulos, A.P. Financial stability, monetary stability and growth: a PVAR analysis. 2018 Open Econ. Rev.. 1-22
    Paper not yet in RePEc: Add citation now
  6. Apostolakis, G. ; Papadopoulos, A.P. Financial stress spillovers in advanced economies. 2014 J. Int. Financ. Mark. Inst. Money. 32 128-149

  7. Apostolakis, G.N. ; Giannellis, N. ; Papadopoulos, A.P. Macro-financial effects of monetary policy easing. 2023 J. Forecast.. 42 715-738
    Paper not yet in RePEc: Add citation now
  8. Badarau, C. ; Levieuge, G. Financial heterogeneity in a monetary union. 2013 J. Econ. Integr.. 28 482-506

  9. Balakrishnan, R. ; Danninger, S. ; Elekdag, S. ; Tytell, I. The transmission of financial stress from advanced to emerging economies. 2011 Emerg. Mark. Financ. Trade. 47 40-68

  10. Boeck, M. ; Feldkircher, M. ; Huber, F. BGVAR: bayesian global vector autoregressions with shrinkage priors in R. 2022 J. Stat. Softw.. 104 1-28
    Paper not yet in RePEc: Add citation now
  11. Burriel, P. ; Galesi, A. Uncovering the heterogeneous effects of ECB unconventional monetary policies across euro area countries. 2018 Eur. Econ. Rev.. 101 210-229

  12. Busch, U. ; Scharnagl, M. ; Scheithauer, J. Loan supply in Germany during the financial crisis. 2010 Discuss. Pap. Ser. 1 Econ. Stud., Discuss. Pap. Ser. 1: Econ. Stud.. -

  13. Carlson, M.A. ; King, T. ; Lewis, K. Distress in the financial sector and economic activity. 2011 BE J. Econ. Anal. Policy. 11 -

  14. Cevik, E.I. ; Dibooglu, S. ; Kenc, T. Financial stress and economic activity in some emerging Asian economies. 2016 Res. Int. Bus. Financ.. 36 127-139

  15. Cevik, E.I. ; Dibooglu, S. ; Kutan, A.M. Measuring financial stress in transition economies. 2013 J. Financ. Stab.. 9 597-611

  16. Christiano, L.J. ; Motto, R. ; Rostagno, M. Financial factors in economic fluctuations. 2010 ECB Work. Pap.. -

  17. Ciccarelli, M., Maddaloni, A., Peydró, J.-L., 2010. Trusting the Bankers: A New Look at the Credit Channel of Monetary Policy. 〈https://doi.org/10.2139/ssrn.1641086〉.

  18. Cipollini, A. ; Mikaliunaite, I. Macro-uncertainty and financial stress spillovers in the Eurozone. 2020 Econ. Model.. 89 546-558

  19. Coman, A. ; Lloyd, S.P. In the face of spillovers: prudential policies in emerging economies. 2022 J. Int. Money Financ.. 122 -

  20. Cuaresma, J.C. ; Doppelhofer, G. ; Feldkircher, M. ; Huber, F. Spillovers from US monetary policy: evidence from a time varying parameter global vector auto-regressive model. 2019 J. R. Stat. Soc. Ser. A Stat. Soc.. 182 831-861
    Paper not yet in RePEc: Add citation now
  21. Davig, T. ; Hakkio, C. What is the effect of financial stress on economic activity?. 2010 Econ. Rev.. 35 62-

  22. Dees, J.G. Taking social entrepreneurship seriously. 2007 Society. 44 24-31
    Paper not yet in RePEc: Add citation now
  23. Diebold, F.X. ; Yilmaz, K. Better to give than to receive: predictive directional measurement of volatility spillovers. 2012 Int. J. Forecast.. 28 57-66

  24. Diebold, F.X. ; Yilmaz, K. On the network topology of variance decompositions: measuring the connectedness of financial firms. 2014 J. Econom., Causal, Predict., Specif. Anal.: Recent Adv. Future Dir.. 182 119-134

  25. Dovern, J. ; van Roye, B. International transmission and business-cycle effects of financial stress. 2014 J. Financ. Stab.. 13 1-17

  26. Eickmeier, S. ; Hofmann, B. Monetary policy, housing booms, and financial (im) balances. 2013 Macroecon. Dyn.. 17 830-860

  27. Eickmeier, S. ; Ng, T. How do US credit supply shocks propagate internationally? A GVAR approach. 2015 Eur. Econ. Rev.. 74 128-145
    Paper not yet in RePEc: Add citation now
  28. Eickmeier, S. ; Ng, T. How do US credit supply shocks propagate internationally? A GVAR approach. 2015 Eur. Econ. Rev.. 74 128-145

  29. Eller, M. ; Feldkircher, M. ; Huber, F. How would a fiscal shock in Germany affect other European countries? Evidence from a Bayesian GVAR model with sign restrictions. 2017 Focus Eur. Econ. Integr.. 54 77-

  30. Evgenidis, A. ; Tsagkanos, A. Asymmetric effects of the international transmission of US financial stress. A threshold-VAR approach. 2017 Int. Rev. Financ. Anal.. 51 69-81

  31. Feldkircher, M. ; Gruber, T. ; Huber, F. International effects of a compression of euro area yield curves. 2020 J. Bank. Financ.. 113 -

  32. Feldkircher, M. ; Huber, F. The international transmission of US shocks—Evidence from Bayesian global vector autoregressions. 2016 Eur. Econ. Rev., Model Uncertain. Econ.. 81 167-188

  33. Feldkircher, M. ; Siklos, P.L. Global inflation dynamics and inflation expectations. 2019 Int. Rev. Econ. Financ.. 64 217-241
    Paper not yet in RePEc: Add citation now
  34. Forbes, K.J. Are trade linkages important determinants of country vulnerability to crises?. 2002 En : Edwards, S. ; Frankel, J. Preventing Currency Crises in Emerging Markets. University of Chicago Press:

  35. Forbes, K.J. ; Chinn, M.D. A decomposition of global linkages in financial markets over time. 2004 Rev. Econ. Stat.. 86 705-722

  36. Gabauer, D. ; Gupta, R. On the transmission mechanism of country-specific and international economic uncertainty spillovers: evidence from a TVP-VAR connectedness decomposition approach. 2018 Econ. Lett.. 171 63-71

  37. George, E.I. ; Sun, D. ; Ni, S. Bayesian stochastic search for VAR model restrictions. 2008 J. Econom.. 142 553-580

  38. Georgiadis, G. Examining asymmetries in the transmission of monetary policy in the euro area: evidence from a mixed cross-section global VAR model. 2015 Eur. Econ. Rev.. 75 195-215

  39. Gerali, A. ; Neri, S. ; Sessa, L. ; Signoretti, F.M. Credit and Banking in a DSGE Model of the Euro Area. 2010 J. Money Credit Bank.. 42 107-141

  40. Gertler, M. ; Karadi, P. A model of unconventional monetary policy. 2011 J. Monet. Econ., Carne -Rochester Conf. Ser. Public Policy.: Future Cent. Bank.. 58 17-34

  41. Gil-Alana, L.A. ; Abakah, E.J.A. ; Abakah, M.K. Financial stress spillover across Asian Countries. 2021 Rev. Financ. Econ.. 39 146-162
    Paper not yet in RePEc: Add citation now
  42. Gilchrist, S. ; Schoenle, R. ; Sim, J. ; Zakrajšek, E. Financial heterogeneity and monetary union. 2023 J. Monet. Econ.. 139 21-40

  43. Gilchrist, S. ; Yankov, V. ; Zakrajšek, E. Credit market shocks and economic fluctuations: evidence from corporate bond and stock markets. 2009 J. Monet. Econ.. 56 471-493

  44. Glick, R. ; Rose, A.K. Contagion and trade: why are currency crises regional?. 1999 J. Int. Money Financ.. 18 603-617

  45. Haas, R.D. ; Horen, N.V. Running for the exit? International bank lending during a financial crisis. 2013 Rev. Financ. Stud.. 26 244-285
    Paper not yet in RePEc: Add citation now
  46. Hakkio, C.S. ; Keeton, W.R. Financial stress: what is it, how can it be measured, and why does it matter?. 2009 Econ. Rev.. 5 50-

  47. Hasan, I. ; Tunaru, R. ; Vioto, D. Herding behavior and systemic risk in global stock markets. 2023 J. Empir. Financ.. -

  48. Hollo, D. ; Kremer, M. ; Lo Duca, M. CISS - A Composite Indicator of Systemic Stress in the Financial System (SSRN Scholarly Paper No. ID 2018792). 2012 Soc. Sci. Res. Netw., Rochester, NY. -
    Paper not yet in RePEc: Add citation now
  49. Huber, F. Density forecasting using Bayesian global vector autoregressions with stochastic volatility. 2016 Int. J. Forecast.. 32 818-837

  50. Huber, F. ; Feldkircher, M. Adaptive shrinkage in bayesian vector autoregressive models. 2019 J. Bus. Econ. Stat.. 37 27-39

  51. Jacobson, T. ; Lindé, J. ; Roszbach, K. Exploring interactions between real activity and the financial stance. 2005 J. Financ. Stab.. 1 308-341

  52. Koop, G. ; Pesaran, M.H. ; Potter, S.M. Impulse response analysis in nonlinear multivariate models. 1996 J. Econom.. 74 119-147

  53. Kremer, M. Macroeconomic effects of financial stress and the role of monetary policy: a VAR analysis for the euro area. 2016 Int. Econ. Econ. Policy. 13 105-138

  54. Krippner, L. Measuring the stance of monetary policy in zero lower bound environments. 2013 Econ. Lett.. 118 135-138

  55. Krippner, L. Zero Lower Bound Term Structure Modeling: A Practitioner’s Guide, Applied Quantitative Finance. 2015 Palgrave Macmillan US:
    Paper not yet in RePEc: Add citation now
  56. Lanne, M. ; Nyberg, H. Generalized forecast error variance decomposition for linear and nonlinear multivariate models. 2016 Oxf. Bull. Econ. Stat.. 78 595-603

  57. Lewis, V. ; Roth, M. The financial market effects of the ECB’s asset purchase programs. 2019 J. Financ. Stab.. 43 40-52
    Paper not yet in RePEc: Add citation now
  58. Li, X. ; Liang, C. ; Ma, F. Financial stress spillover network across Asian countries in the context of COVID-19. 2022 Appl. Econ. Lett.. 0 1-10
    Paper not yet in RePEc: Add citation now
  59. Litterman, R. A Random Walk, Markov Model for the Distribution of Time Series. 1983 J. Bus. Econ. Stat.. 1 169-173

  60. Meinen, P. ; Roehe, O. To sign or not to sign? On the response of prices to financial and uncertainty shocks. 2018 Econ. Lett.. 171 189-192

  61. Peersman, G., 2011. Macroeconomic consequences of different types of credit market disturbances and non-conventional monetary policy in the euro area. 2011 Meet. Pap., 2011 Meeting Papers.

  62. Pellegrino, G. ; Ravenna, F. ; Züllig, G. The impact of pessimistic expectations on the effects of COVID-19-Induced Uncertainty in the Euro Area*. 2021 Oxf. Bull. Econ. Stat.. 83 841-869
    Paper not yet in RePEc: Add citation now
  63. Pesaran, H.H. ; Shin, Y. Generalized impulse response analysis in linear multivariate models. 1998 Econ. Lett.. 58 17-29

  64. Pesaran, M.H. ; Schuermann, T. ; Weiner, S.M. Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model. 2004 J. Bus. Econ. Stat.. 22 129-162

  65. Roncagliolo, V. ; Blas, V. Impact of financial stress in advanced and emerging economies. 2022 J. Econ. Financ. Adm. Sci.. -
    Paper not yet in RePEc: Add citation now
  66. Rubio-Ramírez, J.F. ; Waggoner, D.F. ; Zha, T. Structural vector autoregressions: theory of identification and algorithms for inference. 2010 Rev. Econ. Stud.. 77 665-696

  67. Stolbov, M. ; Shchepeleva, M. Financial stress in emerging markets: patterns, real effects, and cross-country spillovers. 2016 Rev. Dev. Financ.. 6 71-81
    Paper not yet in RePEc: Add citation now
  68. Van Rijckeghem, C. ; Weder, B. Sources of contagion: is it finance or trade?. 2001 J. Int. Econ.. 54 293-308

  69. van Roye, B. Financial stress and economic activity in Germany. 2014 Empirica. 41 101-126

  70. Zhang, D. ; Yan, M. ; Tsopanakis, A. Financial stress relationships among Euro area countries: an R-vine copula approach. 2018 Eur. J. Financ.. 24 1587-1608

Cocites

Documents in RePEc which have cited the same bibliography

  1. Assessing the financial interconnectedness between China and Russia: A dynamic approach. (2025). Vukovic, D ; Rogova, E ; Fefelov, D.
    In: Journal of the New Economic Association.
    RePEc:nea:journl:y:2025:i:67:p:110-137.

    Full description at Econpapers || Download paper

  2. Macroeconomic responses to financial stress shocks: Evidence from the US and the Eurozone. (2025). Giannellis, Nikolaos ; Tzanaki, Maria-Anna.
    In: International Economics.
    RePEc:eee:inteco:v:181:y:2025:i:c:s2110701724000969.

    Full description at Econpapers || Download paper

  3. Cross-border regulatory spillovers and macroprudential policy coordination. (2024). Pereira da Silva, Luiz Awazu ; Agénor, Pierre-Richard ; Jackson, Timothy P.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:146:y:2024:i:c:s0304393224000357.

    Full description at Econpapers || Download paper

  4. International financial stress spillovers during times of unconventional monetary policy interventions. (2024). Giannellis, Nikolaos ; Apostolakis, George N.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:72:y:2024:i:c:s1572308924000445.

    Full description at Econpapers || Download paper

  5. Monetary policy and uncertainty spillovers: Evidence from a wavelet and frequency connectedness analysis. (2024). Giannellis, Nikolaos ; Apostolakis, George N.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004459.

    Full description at Econpapers || Download paper

  6. Nowcasting services trade for the G7 economies. (2024). Mourougane, Annabelle ; Gonzales, Frederic ; Jaax, Alexander.
    In: The World Economy.
    RePEc:bla:worlde:v:47:y:2024:i:4:p:1336-1386.

    Full description at Econpapers || Download paper

  7. The effectiveness of macroprudential policies in managing extreme capital flow episodes. (2023). Hollander, Hylton ; van Lill, Dawie ; de Villiers, David.
    In: Working Papers.
    RePEc:sza:wpaper:wpapers382.

    Full description at Econpapers || Download paper

  8. The Eligibility of Green Bonds as Safe Haven Assets: A Systematic Review. (2023). Khamis, Munir ; Aassouli, Dalal.
    In: Sustainability.
    RePEc:gam:jsusta:v:15:y:2023:i:8:p:6841-:d:1126691.

    Full description at Econpapers || Download paper

  9. Capital requirements and growth in an open economy. (2023). Agénor, Pierre-Richard ; Agenor, Pierre-Richard ; Bayraktar, Nihal.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:147:y:2023:i:c:s0165188923000015.

    Full description at Econpapers || Download paper

  10. Global banking, financial spillovers and macroprudential policy coordination. (2023). Pereira da Silva, Luiz Awazu ; Jackson, Timothy P ; Agenor, Pierrerichard.
    In: Economica.
    RePEc:bla:econom:v:90:y:2023:i:359:p:1003-1040.

    Full description at Econpapers || Download paper

  11. Housing Demand Shocks and Households Balance Sheets. (2021). Anderes, Marc.
    In: KOF Working papers.
    RePEc:kof:wpskof:21-492.

    Full description at Econpapers || Download paper

  12. Quantile Factor Models. (2020). Gonzalo, Jesus ; Dolado, Juan ; Chen, Liang.
    In: Papers.
    RePEc:arx:papers:1911.02173.

    Full description at Econpapers || Download paper

  13. Sequential testing for structural stability in approximate factor models. (2020). Trapani, Lorenzo ; Barigozzi, Matteo.
    In: Papers.
    RePEc:arx:papers:1708.02786.

    Full description at Econpapers || Download paper

  14. How well can we learn large factor models without assuming strong factors?. (2019). Zhu, Yinchu.
    In: Papers.
    RePEc:arx:papers:1910.10382.

    Full description at Econpapers || Download paper

  15. Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics. (2016). Watson, M W ; Stock, J H.
    In: Handbook of Macroeconomics.
    RePEc:eee:macchp:v2-415.

    Full description at Econpapers || Download paper

  16. Generalized Efficient Inference on Factor Models with Long-Range Dependence. (2016). Ergemen, Yunus Emre.
    In: CREATES Research Papers.
    RePEc:aah:create:2016-05.

    Full description at Econpapers || Download paper

  17. Changes in the Factor Structure of the U.S. Economy: Permanent Breaks or Business Cycle Regimes?. (2015). Hartigan, Luke.
    In: Discussion Papers.
    RePEc:swe:wpaper:2015-17.

    Full description at Econpapers || Download paper

  18. Short-term forecasting with mixed-frequency data: A MIDASSO approach. (2015). Siliverstovs, Boriss.
    In: KOF Working papers.
    RePEc:kof:wpskof:15-375.

    Full description at Econpapers || Download paper

  19. A noisy principal component analysis for forward rate curves. (2015). Laurini, Márcio ; Ohashi, Alberto.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:246:y:2015:i:1:p:140-153.

    Full description at Econpapers || Download paper

  20. Asymptotic analysis of the squared estimation error in misspecified factor models. (2015). Onatski, Alexei.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:186:y:2015:i:2:p:388-406.

    Full description at Econpapers || Download paper

  21. Risks of large portfolios. (2015). Liao, Yuan ; Fan, Jianqing ; Shi, Xiaofeng.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:186:y:2015:i:2:p:367-387.

    Full description at Econpapers || Download paper

  22. Estimating the common break date in large factor models. (2015). Chen, Liang.
    In: Economics Letters.
    RePEc:eee:ecolet:v:131:y:2015:i:c:p:70-74.

    Full description at Econpapers || Download paper

  23. Analyzing business cycle asymmetries in a multi-level factor model. (2015). Eickmeier, Sandra ; Breitung, Jörg.
    In: Economics Letters.
    RePEc:eee:ecolet:v:127:y:2015:i:c:p:31-34.

    Full description at Econpapers || Download paper

  24. Empirical Analysis of Agricultural Commodity Prices, Crude Oil Prices and US Dollar Exchange Rates using Panel Data Econometric Methods. (2015). Rezitis, Anthony.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2015-03-28.

    Full description at Econpapers || Download paper

  25. The macroeconomic effects of the sovereign debt crisis in the euro area. (2015). Ropele, Tiziano ; Neri, Stefano.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_1007_15.

    Full description at Econpapers || Download paper

  26. Supervision in Factor Models Using a Large Number of Predictors. (2015). Hillebrand, Eric ; Boldrini, Lorenzo .
    In: CREATES Research Papers.
    RePEc:aah:create:2015-38.

    Full description at Econpapers || Download paper

  27. Efficient estimation of heterogeneous coefficients in panel data models with common shock. (2014). Lu, Lina ; Li, Kunpeng.
    In: MPRA Paper.
    RePEc:pra:mprapa:59312.

    Full description at Econpapers || Download paper

  28. Commodity-Price Comovement and Global Economic Activity. (2014). Coibion, Olivier ; Bhattarai, Saroj ; Alquist, Ron.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20003.

    Full description at Econpapers || Download paper

  29. Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities. (2014). Schorfheide, Frank ; Liao, Zhipeng ; Cheng, Xu.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19792.

    Full description at Econpapers || Download paper

  30. Asymptotic Efficiency in Factor Models and Dynamic Panel Data Models. (2014). Okui, Ryo ; Iwakura, Haruo .
    In: KIER Working Papers.
    RePEc:kyo:wpaper:887.

    Full description at Econpapers || Download paper

  31. The KOF Economic Barometer, Version 2014. (2014). Sturm, Jan-Egbert ; Siliverstovs, Boriss ; Graff, Michael ; Abberger, Klaus.
    In: KOF Working papers.
    RePEc:kof:wpskof:14-353.

    Full description at Econpapers || Download paper

  32. Das neue KOF Konjunkturbarometer – Version 2014. (2014). Sturm, Jan-Egbert ; Siliverstovs, Boriss ; Graff, Michael ; Abberger, Klaus.
    In: KOF Analysen.
    RePEc:kof:anskof:v:8:y:2014:i:1:p:91-106.

    Full description at Econpapers || Download paper

  33. Linear regression for panel with unknown number of factors as interactive fixed effects. (2014). Weidner, Martin ; Moon, Hyungsik.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:35/14.

    Full description at Econpapers || Download paper

  34. Understanding the Deviations of the Taylor Rule: A New Methodology with an Application to Australia. (2014). Vespignani, Joaquin ; Hudson, Kerry B..
    In: CAMA Working Papers.
    RePEc:een:camaaa:2014-78.

    Full description at Econpapers || Download paper

  35. Sufficient information in structural VARs. (2014). Gambetti, Luca ; Forni, Mario.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:66:y:2014:i:c:p:124-136.

    Full description at Econpapers || Download paper

  36. Detecting big structural breaks in large factor models. (2014). Gonzalo, Jesus ; Dolado, Juan ; Chen, Liang.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:180:y:2014:i:1:p:30-48.

    Full description at Econpapers || Download paper

  37. Selection of the number of factors in presence of structural instability: a Monte Carlo study. (2014). Stevanovic, Dalibor ; MAO TAKONGMO, Charles Olivier.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2014s-44.

    Full description at Econpapers || Download paper

  38. Dimensions of Macroeconomic Uncertainty: A Common Factor Analysis. (2014). Henzel, Steffen ; Rengel, Malte.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_4991.

    Full description at Econpapers || Download paper

  39. Commodity Price Co-Movement and Global Economic Activity. (2014). Coibion, Olivier ; Alquist, Ron.
    In: Staff Working Papers.
    RePEc:bca:bocawp:14-32.

    Full description at Econpapers || Download paper

  40. The Global Partnership for Sustainable Development. (2013). Huang, Yongfu ; Quibria, M. G..
    In: WIDER Working Paper Series.
    RePEc:unu:wpaper:wp2013-057.

    Full description at Econpapers || Download paper

  41. Global Currency Misalignments, Crash Sensitivity, and Downside Insurance Costs. (2013). Zhao, Yang ; MacDonald, Ronald ; Huang, Huichou.
    In: MPRA Paper.
    RePEc:pra:mprapa:53745.

    Full description at Econpapers || Download paper

  42. A Comparison of the Finite Sample Properties of Selection Rules of Factor Numbers in Large Datasets. (2013). Guo-Fitoussi, Liang.
    In: MPRA Paper.
    RePEc:pra:mprapa:50005.

    Full description at Econpapers || Download paper

  43. Detecting Big Structural Breaks in Large Factor Models. (2013). Gonzalo, Jesus ; Dolado, Juan ; Chen, Liang.
    In: Economics Series Working Papers.
    RePEc:oxf:wpaper:677.

    Full description at Econpapers || Download paper

  44. Bond Spreads and Economic Activity in Eight European Economies. (2013). Mizen, Paul ; Bleaney, Michael ; Veleanu, Veronica.
    In: Discussion Papers.
    RePEc:not:notcfc:13/09.

    Full description at Econpapers || Download paper

  45. The Comovement in Commodity Prices: Sources and Implications. (2013). Coibion, Olivier ; Alquist, Ron.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2013/140.

    Full description at Econpapers || Download paper

  46. Testing for Factor Loading Structural Change under Common Breaks. (2013). Yamamoto, Yohei ; Tanaka, Shinya.
    In: Discussion Papers.
    RePEc:hit:econdp:2013-17.

    Full description at Econpapers || Download paper

  47. Shrinkage estimation of high-dimensional factor models with structural instabilities. (2013). Schorfheide, Frank ; Liao, Zhipeng ; Cheng, Xu.
    In: Working Papers.
    RePEc:fip:fedpwp:14-4.

    Full description at Econpapers || Download paper

  48. Large panel data models with cross-sectional dependence: a survey. (2013). Pesaran, Mohammad ; Chudik, Alexander.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:153.

    Full description at Econpapers || Download paper

  49. Group Invariance, Likelihood Ratio Tests, and the Incidental Parameter Problem in a High-Dimensional Linear Model. (2013). Onatski, Alexei ; Moreira, Marcelo ; Hallin, Marc ; Marcelo Moreira J., .
    In: Working Papers ECARES.
    RePEc:eca:wpaper:2013/137736.

    Full description at Econpapers || Download paper

  50. Dimensions of macroeconomic uncertainty: A common factor analysis. (2013). Henzel, Steffen ; Rengel, Malte.
    In: ifo Working Paper Series.
    RePEc:ces:ifowps:_167.

    Full description at Econpapers || Download paper

  51. Large Panel Data Models with Cross-Sectional Dependence: A Survey. (2013). Pesaran, Mohammad ; Chudik, Alexander.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_4371.

    Full description at Econpapers || Download paper

  52. Model Selection for Factor Analysis: Some New Criteria and Performance Comparisons. (2012). Choi, In.
    In: Working Papers.
    RePEc:sgo:wpaper:1209.

    Full description at Econpapers || Download paper

  53. Bond Spreads as Predictors of Economic Activity in Eight European Economies. (2012). Mizen, Paul ; Bleaney, Michael ; Veleanu, Veronica.
    In: Discussion Papers.
    RePEc:not:notcfc:12/11.

    Full description at Econpapers || Download paper

  54. Factor models. (2011). Choi, In ; Breitung, Jörg.
    In: Working Papers.
    RePEc:sgo:wpaper:1121.

    Full description at Econpapers || Download paper

  55. Principal Components and Factor Analysis. A Comparative Study.. (2011). Travaglini, Guido.
    In: MPRA Paper.
    RePEc:pra:mprapa:35486.

    Full description at Econpapers || Download paper

  56. Panel Data Models with Unobserved Multiple Time- Varying Effects to Estimate Risk Premium of Corporate Bonds. (2010). Bada, Oualid ; Kneip, Alois.
    In: MPRA Paper.
    RePEc:pra:mprapa:26006.

    Full description at Econpapers || Download paper

  57. Supervised Principal Components and Factor Instrumental Variables. An Application to Violent CrimeTrends in the US, 1982-2005.. (2010). Travaglini, Guido.
    In: MPRA Paper.
    RePEc:pra:mprapa:22077.

    Full description at Econpapers || Download paper

  58. Cross-sectional Dependence in Panel Data Analysis. (2010). Sarafidis, Vasilis ; Wansbeek, Tom.
    In: MPRA Paper.
    RePEc:pra:mprapa:20367.

    Full description at Econpapers || Download paper

  59. A Robust Criterion for Determining the Number of Factors in Approximate Factor Models. (2009). Capasso, Marco ; Barigozzi, Matteo ; Alessi, Lucia.
    In: Working Papers ECARES.
    RePEc:eca:wpaper:2009_023.

    Full description at Econpapers || Download paper

  60. Too much cocited documents. This list is not complete

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-09-28 11:08:06 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.