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1. Quantile-Covariance Three-Pass Regression Filter. (2025). Lee, Tae-Hwy ; Chavez-Lopez, Pedro Isaac.
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2. Variable selection in macroeconomic stress test: a Bayesian quantile regression approach. (2025). Nguyen, Lam ; Dao, Mai.
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3. Constructing a country-specific indicator for cyclical systemic risk. (2025). Vella, Sarah.
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4. Central bank independence and inflation tail risks—Evidence from emerging markets. (2025). Pienknagura, Samuel ; Jácome, Luis ; Jcome, Luis I.
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5. Foreign exchange intervention and capital flow measures under external tail risks. (2025). Pienknagura, Samuel ; Magud, Nicolas.
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6. Is growth at risk from natural disasters ? Evidence from quantile local projections. (2025). Daher, Nabil.
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7. Financial Constraints and the Micro Origins of Aggregate Equity Shocks in Capital Markets. (2025). König, Tobias ; Knig, Tobias.
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8. Whos at Risk? Effects of Inflation on Unemployment Risk. (2025). Ahn, Hie Joo ; Nguyen, Lam.
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9. Scenario Synthesis and Macroeconomic Risk. (2025). Giannone, Domenico ; Luciani, Matteo ; Adrian, Tobias ; West, Mike.
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10. Regressions under Adverse Conditions. (2025). Hoga, Yannick ; Dimitriadis, Timo.
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11. Expecting the unexpected: Stressed scenarios for economic growth. (2024). Ruiz, Esther ; Rodriguezcaballero, Vladimir C ; Gonzalezrivera, Gloria.
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12. Predicting Tail-Risks for the Italian Economy. (2024). Pfarrhofer, Michael ; Marcellino, Massimiliano ; Tornese, Tommaso ; Boeck, Maximilian.
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13. Holding the economy by the tail: analysis of short- and long-run macroeconomic risks. (2024). Libich, Jan ; Franta, Michal.
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14. Investigating the non-linear impacts of seven types of natural disasters on inbound tourism: Insights from the EM-DAT database. (2024). Sahli, Mondher ; Biardeau, Lopold T.
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15. Monetary policy and growth-at-risk: the role of institutional quality. (2024). Emter, Lorenz ; Moura, Afonso S ; Zorell, Nico ; Setzer, Ralph.
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16. Forecasting Growth-at-Risk of the United States: Housing Price versus Housing Sentiment or Attention. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Cepni, Oguzhan.
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17. Foreign Vulnerabilities, Domestic Risks: The Global Drivers of GDP-at-Risk. (2024). Manuel, Ed ; Lloyd, Simon ; Panchev, Konstantin.
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18. One Shock, Many Policy Responses. (2024). Sgherri, Silvia ; Mano, Rui.
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19. Does US financial uncertainty spill over through the (asymmetric) international credit channel? The role of market expectations. (2024). Huang, Yu-Fan ; Liao, Wenting ; Wang, Taining.
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20. China’s GDP-at-Risk: Real-Time Monitoring, Risk Tracing, and Macroeconomic Policy Effects. (2024). Gao, Xiang ; Lv, Wenqiang ; Koedijk, Kees G ; Sui, Jianli.
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21. Macroprudential capital regulation and fiscal balances in the euro area. (2024). Kolb, Benedikt ; Hülsewig, Oliver ; Hulsewig, Oliver ; Hristov, Nikolay.
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22. Financial-cycle ratios and medium-term predictions of GDP: Evidence from the United States. (2024). Moramarco, Graziano.
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23. Benefits and costs: The impact of capital control on growth-at-risk in China. (2024). Zhou, Yang.
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24. Assessing time-varying risk in China’s GDP growth. (2024). Ye, Wuyi ; Jiao, Shoukun ; Lv, Mengdi ; Xu, Jiexin ; Song, Hongmei.
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25. Monetary policy and growth-at-risk: the role of institutional quality. (2024). Emter, Lorenz ; Moura, Afonso S ; Zorell, Nico ; Setzer, Ralph.
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26. Tackling the volatility paradox: spillover persistence and systemic risk. (2024). Kubitza, Christian.
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27. Granular shocks to corporate leverage and the macroeconomic transmission of monetary policy. (2024). Holm-Hadulla, Federic ; Thurwachter, Claire.
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28. Growth at risk from climate change. (2024). Kiley, Michael.
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29. Real-time Nowcasting Growth-at-Risk using the Survey of Professional Forecasters. (2024). Schick, Manuel.
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30. Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications. (2024). Rossini, Luca ; Iacopini, Matteo ; Ravazzolo, Francesco.
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33. The transmission of macroprudential policy in the tails: evidence from a narrative approach. (2023). Manuel, Ed ; Lloyd, Simon ; Fernandez-Gallardo, Alvaro.
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35. The mean reversion/persistence of financial cycles: Empirical evidence for 24 countries worldwide. (2023). Skare, Marinko ; Qin, Yong ; Fan, Xuecheng ; Lv, Shengnan ; Xu, Zeshui.
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36. The term effect of financial cycle variables on GDP growth. (2023). Xiao, Yang ; Wang, BO.
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38. Global energy market connectedness and inflation at risk. (2023). Zheng, Tingguo ; Ye, Shiqi ; Gong, LU.
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40. Coordination and non-coordination risks of monetary and macroprudential authorities: A robust welfare analysis. (2023). Górajski, Mariusz ; Kuchta, Zbigniew ; Gorajski, Mariusz.
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41. Quantifying financial stability trade-offs for monetary policy: a quantile VAR approach. (2023). Kremer, Manfred ; Chavleishvili, Sulkhan ; Lund-Thomsen, Frederik.
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42. Medium-term growth-at-risk in the euro area. (2023). Rusnák, Marek ; Lang, Jan Hannes ; Greiwe, Moritz ; Rusnak, Marek.
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43. Tails of Foreign Exchange-at-Risk (FEaR). (2023). Ostry, Daniel.
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44. The transmission of macroprudential policy in the tails: evidence from a narrative approach. (2023). Manuel, Ed ; Lloyd, Simon ; Fernandez-Gallardo, Alvaro.
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45. Fiscal Policy Regimes in Resource-Rich Economies. (2023). Thorsrud, Leif ; Lorusso, Marco ; Casarin, Roberto ; Bjørnland, Hilde ; Labonne, Paul.
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46. The global financial cycle and macroeconomic tail risks. (2022). Schüler, Yves ; Prieto, Esteban ; Emter, Lorenz ; Schuler, Yves ; Metiu, Norbert ; Beutel, Johannes.
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47. Cross-Sectional Error Dependence in Panel Quantile Regressions. (2022). Rodrigues, Paulo ; Demetrescu, Matei ; Hosseinkouchack, Mehdi.
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48. Specification Choices in Quantile Regression for Empirical Macroeconomics. (2022). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea.
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49. The riskiness of credit allocation and financial stability. (2022). Brandao Marques, Luis ; Chen, Qianying ; Xie, Peichu ; Brando-Marques, Luis ; Vandenbussche, Jerome ; Raddatz, Claudio.
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50. Under pressure: market conditions and stress. (2022). Hördahl, Peter ; Aldasoro, Iñaki ; Zhu, Sonya ; Hordahl, Peter.
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