1. .

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2. Expecting the unexpected: Stressed scenarios for economic growth. (2024). Ruiz, Esther ; Rodriguezcaballero, Vladimir C ; Gonzalezrivera, Gloria.
   In: Journal of Applied Econometrics.
   RePEc:wly:japmet:v:39:y:2024:i:5:p:926-942.

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3. Constructing density forecasts from quantile regressions: Multimodality in macrofinancial dynamics. (2024). Poon, Aubrey ; Mitchell, James ; Zhu, Dan.
   In: Journal of Applied Econometrics.
   RePEc:wly:japmet:v:39:y:2024:i:5:p:790-812.

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4. Nonlinearities in macroeconomic tail risk through the lens of big data quantile regressions. (2024). Huber, Florian ; Pruser, Jan.
   In: Journal of Applied Econometrics.
   RePEc:wly:japmet:v:39:y:2024:i:2:p:269-291.

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5. China’s GDP-at-Risk: Real-Time Monitoring, Risk Tracing, and Macroeconomic Policy Effects. (2024). Gao, Xiang ; Lv, Wenqiang ; Koedijk, Kees G ; Sui, Jianli.
   In: Journal of International Money and Finance.
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6. Vulnerable funding in the global economy. (2024). Uribe, Jorge ; Chuliá, Helena ; Garrn, Ignacio.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:169:y:2024:i:c:s0378426624002280.

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7. Financial-cycle ratios and medium-term predictions of GDP: Evidence from the United States. (2024). Moramarco, Graziano.
   In: International Journal of Forecasting.
   RePEc:eee:intfor:v:40:y:2024:i:2:p:777-795.

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8. Daily growth at risk: Financial or real drivers? The answer is not always the same. (2024). Uribe, Jorge ; Chuliá, Helena ; Garron, Ignacio ; Chulia, Helena.
   In: International Journal of Forecasting.
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9. A time-varying skewness model for Growth-at-Risk. (2024). Iseringhausen, Martin.
   In: International Journal of Forecasting.
   RePEc:eee:intfor:v:40:y:2024:i:1:p:229-246.

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10. Reprint of: Out-of-sample tests for conditional quantile coverage: An application to Growth-at-Risk. (2024). Fosten, Jack ; Corradi, Valentina ; Gutknecht, Daniel.
    In: Journal of Econometrics.
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11. Reassessing the dependence between economic growth and financial conditions since 1973. (2023). Vahey, Shaun ; Coe, Patrick ; Chernis, Tony.
    In: Journal of Applied Econometrics.
    RePEc:wly:japmet:v:38:y:2023:i:2:p:260-267.

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12. Constructing Density Forecasts from Quantile Regressions: Multimodality in Macro-Financial Dynamics. (2023). Poon, Aubrey ; Mitchell, James ; Zhu, Dan.
    In: Working Papers.
    RePEc:fip:fedcwq:94160.

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13. Macroeconomic downside risk and the effect of monetary policy. (2023). Wu, Jian ; Deng, Chuang.
    In: Finance Research Letters.
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14. Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk. (2023). Corradi, Valentina ; Fosten, Jack ; Gutknecht, Daniel.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:236:y:2023:i:2:s0304407623002063.

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15. COVID-19 uncertainty, financial markets and monetary policy effects in case of two emerging Asian countries. (2023). Rath, Badri ; Behera, Harendra ; Gunadi, Iman.
    In: Economic Analysis and Policy.
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16. Medium-term growth-at-risk in the euro area. (2023). Rusnák, Marek ; Lang, Jan Hannes ; Greiwe, Moritz ; Rusnak, Marek.
    In: Working Paper Series.
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17. Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices. (2023). Ricco, Giovanni ; Reichlin, Lucrezia ; Hasenzagl, Thomas ; Pellegrino, Filippo.
    In: Papers.
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18. Nowcasting tail risk to economic activity at a weekly frequency. (2022). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea.
    In: Journal of Applied Econometrics.
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19. Measuring Financial Conditions using Equal Weights Combination. (2022). Venditti, Fabrizio ; Arrigoni, Simone ; Bobasu, Alina.
    In: IMF Economic Review.
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20. Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices. (2022). Ricco, Giovanni ; Reichlin, Lucrezia ; Hasenzagl, Thomas ; Pellegrino, Filippo.
    In: Working Papers.
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21. Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices. (2022). Ricco, Giovanni ; Reichlin, Lucrezia ; Hasenzagl, Thomas ; Pellegrino, Filippo.
    In: SciencePo Working papers Main.
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22. On the Real-Time Predictive Content of Financial Conditions Indices for Growth. (2022). McCracken, Michael ; Amburgey, Aaron.
    In: Working Papers.
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23. Tail Forecasting with Multivariate Bayesian Additive Regression Trees. (2022). Pfarrhofer, Michael ; Marcellino, Massimiliano ; Koop, Gary ; Huber, Florian ; Clark, Todd.
    In: Working Papers.
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24. The simpler, the better: Measuring financial conditions for monetary policy and financial stability. (2021). Venditti, Fabrizio ; Arrigoni, Simone ; Bobasu, Alina.
    In: EIB Working Papers.
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25. A time-varying skewness model for Growth-at-Risk. (2021). Iseringhausen, Martin.
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26. Evaluating Growth-at-Risk as a tool for monitoring macro-financial risks in the Peruvian economy. (2021). Nivin, Rafael ; Chicana, Diego.
    In: IHEID Working Papers.
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27. A risk management perspective on macroprudential policy. (2021). Schwaab, Bernd ; Manganelli, Simone ; Kremer, Manfred ; Chavleishvili, Sulkhan ; Fahr, Stephan.
    In: Working Paper Series.
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28. Expecting the unexpected: economic growth under stress. (2021). Rodriguez Caballero, Carlos ; Gonzalez-Rivera, Gloria ; Gonzalezrivera, Gloria ; Ortega, Esther Ruiz.
    In: DES - Working Papers. Statistics and Econometrics. WS.
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29. Modeling and forecasting macroeconomic downside risk. (2021). Petrella, Ivan ; Delle Monache, Davide ; De Polis, Andrea.
    In: Temi di discussione (Economic working papers).
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30. Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model. (2021). Pfarrhofer, Michael ; Marcellino, Massimiliano ; Koop, Gary ; Huber, Florian ; Clark, Todd.
    In: Papers.
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31. Nowcasting Tail Risks to Economic Activity with Many Indicators. (2020). Marcellino, Massimiliano ; Clark, Todd.
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32. Vulnerable growth in the euro area: Measuring the financial conditions. (2020). Jarociński, Marek ; Figueres, Juan ; Jarociski, Marek.
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33. Vulnerable growth in the Euro Area: Measuring the financial conditions. (2020). Jarociński, Marek ; Figueres, Juan ; Jarociski, Marek.
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1. Uncertainty and Growth Disasters. (2022). Ma, Sai ; Jovanovic, Boyan.
   In: Review of Economic Dynamics.
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2. Tail Forecasting with Multivariate Bayesian Additive Regression Trees. (2022). Pfarrhofer, Michael ; Marcellino, Massimiliano ; Koop, Gary ; Huber, Florian ; Clark, Todd.
   In: Working Papers.
   RePEc:fip:fedcwq:90366.

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3. Capital flows at risk: Taming the ebbs and flows. (2022). Sgherri, Silvia ; Gornicka, Lucyna ; Gelos, R. Gaston ; Koepke, Robin ; Sahay, Ratna.
   In: Journal of International Economics.
   RePEc:eee:inecon:v:134:y:2022:i:c:s0022199621001355.

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4. Latent fragility: conditioning banks’ joint probability of default on the financial cycle. (2022). Schüler, Yves ; Schuler, Yves S ; Hiebert, Paul ; Bochmann, Paul ; Segoviano, Miguel.
   In: Working Paper Series.
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5. The economic impact of the NPLcoverage expectations in the euro area. (2022). Volk, Matjaž ; Budnik, Katarzyna ; Lampe, Max ; Gross, Johannes ; Dimitrov, Ivan ; Vagliano, Gianluca ; Kusmierczyk, Piotr.
   In: Occasional Paper Series.
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6. Financial Conditions and Macroeconomic Downside Risks in the Euro Area. (2022). Lhuissier, Stéphane.
   In: Working papers.
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7. The simpler, the better: Measuring financial conditions for monetary policy and financial stability. (2021). Venditti, Fabrizio ; Arrigoni, Simone ; Bobasu, Alina.
   In: EIB Working Papers.
   RePEc:zbw:eibwps:202110.

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8. Quantiles of growth: Household debt and growth vulnerabilities in Finland. (2021). Voutilainen, Ville ; Nyholm, Juho.
   In: BoF Economics Review.
   RePEc:zbw:bofecr:22021.

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9. Measuring Systemic Risk in South African Banks. (2021). Sing, Marea ; Chatterjee, Somnath.
   In: Working Papers.
   RePEc:rbz:wpaper:11004.

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10. Vulnerable Funding in the Global Economy.. (2021). Uribe, Jorge ; Garron, Ignacio ; Chuliá, Helena.
    In: IREA Working Papers.
    RePEc:ira:wpaper:202106.

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11. Modelling the Relation between the US Real Economy and the Corporate Bond-Yield Spread in Bayesian VARs with non-Gaussian Disturbances. (2021). Österholm, Pär ; Nguyen, Hoang ; Mazur, Stepan ; Kiss, Tamas ; Osterholm, Par.
    In: Working Papers.
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12. Downside risk, financial conditions and systemic risk in China. (2021). Li, Haoran ; Wang, BO.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x19304895.

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13. Backtesting global Growth-at-Risk. (2021). Brownlees, Christian.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:118:y:2021:i:c:p:312-330.

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14. Local house-price vulnerability: Evidence from the U.S. and Canada. (2021). Alter, Adrian ; Mahoney, Elizabeth M.
    In: Journal of Housing Economics.
    RePEc:eee:jhouse:v:54:y:2021:i:c:s1051137721000413.

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15. Identifying indicators of systemic risk. (2021). Schüler, Yves ; Meinerding, Christoph ; Schuler, Yves S ; Hartwig, Benny.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:132:y:2021:i:c:s0022199621000921.

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16. Capital flows-at-risk: push, pull and the role of policy. (2021). von dem Berge, Lukas ; Sokol, Andrej ; O'Neill, Cian ; Eguren Martin, Fernando ; Eguren-Martin, Fernando ; Oneill, Cian.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20212538.

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17. Emerging Economies Vulnerability to Changes in Capital Flows: The Role of Global and Local Factors. (2021). Ueda, Kazuki ; Norimasa, Yoshihiko ; Watanabe, Tomohiro.
    In: Bank of Japan Working Paper Series.
    RePEc:boj:bojwps:wp21e05.

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18. The COVID-19 Economic Crisis in Mexico through the Lens of a Financial Conditions Index. (2021). Carrillo, Julio ; Garca, Ana Laura.
    In: Working Papers.
    RePEc:bdm:wpaper:2021-23.

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19. Financial condition indices for emerging market economies: can Google help?. (2021). Gazzani, Andrea Giovanni ; Ferriani, Fabrizio.
    In: Questioni di Economia e Finanza (Occasional Papers).
    RePEc:bdi:opques:qef_653_21.

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20. Lessons from estimating the average option-implied volatility term structure for the Spanish banking sector. (2021). Gonzalez-Perez, Maria T..
    In: Working Papers.
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21. Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model. (2021). Pfarrhofer, Michael ; Marcellino, Massimiliano ; Koop, Gary ; Huber, Florian ; Clark, Todd.
    In: Papers.
    RePEc:arx:papers:2110.03411.

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22. Corporate indebtedness and macroeconomic stabilisation from a long-term perspective. (2021). Schularick, Moritz.
    In: ECONtribute Policy Brief Series.
    RePEc:ajk:ajkpbs:024.

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23. Tackling the Volatility Paradox: Spillover Persistence and Systemic Risk. (2021). Kubitza, Christian.
    In: ECONtribute Discussion Papers Series.
    RePEc:ajk:ajkdps:079.

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24. The impact of uncertainty and certainty shocks. (2020). Schüler, Yves ; Schuler, Yves S.
    In: Discussion Papers.
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25. Financial variables as predictors of real growth vulnerability. (2020). Ricco, Giovanni ; Reichlin, Lucrezia ; Hasenzagl, Thomas.
    In: Discussion Papers.
    RePEc:zbw:bubdps:052020.

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26. Forecasting financial stress indices in Korea: a factor model approach. (2020). Kim, Hyun Hak ; Shi, Wen.
    In: Empirical Economics.
    RePEc:spr:empeco:v:59:y:2020:i:6:d:10.1007_s00181-019-01744-y.

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27. Financial Variables as Predictors of Real Growth Vulnerability. (2020). Ricco, Giovanni ; Reichlin, Lucrezia ; Hasenzagl, Thomas.
    In: Sciences Po publications.
    RePEc:spo:wpmain:info:hdl:2441/4nn4ojjkth8qe9ci5b0hpu7ala.

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28. Predictable Financial Crises. (2020). Shleifer, Andrei ; Hanson, Samuel ; Greenwood, Robin ; Sorensen, Jakob Ahm.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:27396.

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29. Financial Variables as Predictors of Real Growth Vulnerability. (2020). Ricco, Giovanni ; Reichlin, Lucrezia ; Hasenzagl, Thomas.
    In: Working Papers.
    RePEc:hal:wpaper:hal-03403077.

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30. Zombies at Large? Corporate Debt Overhang and the Macroeconomy. (2020). Taylor, Alan ; Schularick, Moritz ; Jorda, Oscar ; Kornejew, Martin.
    In: Staff Reports.
    RePEc:fip:fednsr:89124.

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31. Bank Capital and Real GDP Growth. (2020). Kovner, Anna ; Giannone, Domenico ; Boyarchenko, Nina.
    In: Staff Reports.
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32. Uncertainty and Growth Disasters. (2020). Ma, Sai ; Jovanovic, Boyan.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1279.

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33. Financial Variables as Predictors of Real Growth Vulnerability. (2020). Ricco, Giovanni ; Reichlin, Lucrezia ; Hasenzagl, Thomas.
    In: Documents de Travail de l'OFCE.
    RePEc:fce:doctra:2006.

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34. Forecasting recessions: the importance of the financial cycle. (2020). Xia, Fan Dora ; Drehmann, Mathias ; BORIO, Claudio.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:66:y:2020:i:c:s016407042030183x.

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35. The simpler the better: measuring financial conditions for monetary policy and financial stability. (2020). Venditti, Fabrizio ; Bobasu, Alina ; Arrigoni, Simone.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20202451.

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36. Attention to the tail(s): global financial conditions and exchange rate risks. (2020). Sokol, Andrej ; Eguren Martin, Fernando ; Eguren-Martin, Fernando.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20202387.

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37. Monetary policy and regional inequality. (2020). Holm-Hadulla, Fédéric ; Hauptmeier, Sebastian ; de Groot, Oliver ; Nikalexi, Katerina.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20202385.

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38. Financial Variables as Predictors of Real Growth Vulnerability. (2020). Ricco, Giovanni ; Reichlin, Lucrezia ; Hasenzagl, Thomas.
    In: CEPR Discussion Papers.
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39. Capital flows-at-risk: push, pull and the role of policy. (2020). von dem Berge, Lukas ; Sokol, Andrej ; O'Neill, Cian ; Eguren Martin, Fernando ; Eguren-Martin, Fernando.
    In: Bank of England working papers.
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40. The benefits are at the tail: uncovering the impact of macroprudential policy on growth-at-risk. (2020). Galan, Jorge.
    In: Working Papers.
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41. Zombies at large? Corporate debt overhang and the macroeconomy. (2020). Taylor, Alan ; Schularick, Moritz ; Jorda, Oscar ; Kornejew, Martin.
    In: ECONtribute Discussion Papers Series.
    RePEc:ajk:ajkdps:042.

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42. Macroeconomic and Financial Policies for Climate Change Mitigation: A Review of the Literature. (2019). Oman, William ; Krogstrup, Signe.
    In: IMF Working Papers.
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43. Uncertainty as a Predictor of Economic Activity. (2019). Hengge, Martina.
    In: IHEID Working Papers.
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44. How Well Does Economic Uncertainty Forecast Economic Activity?. (2019). xu, jiawen ; Rogers, John.
    In: Finance and Economics Discussion Series.
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45. Credit, capital and crises: a GDP-at-Risk approach. (2019). O'Neill, Cian ; Hacioglu Hoke, Sinem ; Bridges, Jonathan ; Aikman, David ; Oneill, Cian ; Raja, Akash.
    In: Bank of England working papers.
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46. Forecasting Financial Stress Indices in Korea: A Factor Model Approach. (2019). Shi, Wen ; Kim, Hyun Hak.
    In: Auburn Economics Working Paper Series.
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47. Unemployment Risk. (2018). Kiley, Michael.
    In: Finance and Economics Discussion Series.
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48. The Procyclicality of Expected Credit Loss Provisions. (2018). Suarez, Javier ; Abad, Jorge.
    In: CEPR Discussion Papers.
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49. The Procyclicality of Expected Credit Loss Provisions. (2018). Suarez, Javier ; Abad, Jorge.
    In: Working Papers.
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50. The financial cycle and recession risk. (2018). Xia, Fan Dora ; Drehmann, Mathias ; BORIO, Claudio.
    In: BIS Quarterly Review.
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