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2. Impact of External Shocks on Tax Revenue Stress in Russian Regions. (2024). Yu, M ; Balakin, R V.
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3. Systemic Financial Risk Forecasting: A Novel Approach with IGSA-RBFNN. (2024). Tian, Yishuai ; Wu, Yifan.
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4. What charge-off rates are predictable by macroeconomic latent factors?. (2024). Kim, Hyeongwoo ; Son, Jisoo.
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5. Predicting systemic financial risk with interpretable machine learning. (2024). Tang, Tiantian ; Lu, Chennuo.
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6. What Charge-Off Rates Are Predictable by Macroeconomic Latent Factors?. (2024). Kim, Hyeongwoo ; Son, Jisoo.
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7. Analysis of Systemic Risk Scenarios and Stabilization Effect of Monetary Policy under the COVID-19 Shock and Pharmaceutical Economic Recession. (2023). Zheng, Yingrong ; Li, NA ; Dong, Hao.
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8. Forecasting Net Charge-Off Rates of Large U.S. Bank Holding Companies using Macroeconomic Latent Factors. (2023). Son, Jisoo ; Kim, Hyeongwoo.
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9. Financial Stability Surveillance Tools: Evaluating the Performance of Stress Indices. (2022). Mtwaepelo, Kaelo ; Chiyaba, Grivas.
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1. Uncertainty and Growth Disasters. (2022). Ma, Sai ; Jovanovic, Boyan.
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2. Tail Forecasting with Multivariate Bayesian Additive Regression Trees. (2022). Pfarrhofer, Michael ; Marcellino, Massimiliano ; Koop, Gary ; Huber, Florian ; Clark, Todd.
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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.
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4. Growth-at-risk and macroprudential policy design. (2022). Suarez, Javier.
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5. Financial conditions and macroeconomic downside risks in the euro area. (2022). Lhuissier, Stéphane.
   In: European Economic Review.
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6. Latent fragility: conditioning banks’ joint probability of default on the financial cycle. (2022). Schüler, Yves ; Schuler, Yves S ; Hiebert, Paul ; Bochmann, Paul ; Segoviano, Miguel.
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7. 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.
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8. Financial Conditions and Macroeconomic Downside Risks in the Euro Area. (2022). Lhuissier, Stéphane.
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9. The simpler, the better: Measuring financial conditions for monetary policy and financial stability. (2021). Venditti, Fabrizio ; Arrigoni, Simone ; Bobasu, Alina.
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10. Quantiles of growth: Household debt and growth vulnerabilities in Finland. (2021). Voutilainen, Ville ; Nyholm, Juho.
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11. Measuring Systemic Risk in South African Banks. (2021). Sing, Marea ; Chatterjee, Somnath.
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12. Vulnerable Funding in the Global Economy.. (2021). Uribe, Jorge ; Garron, Ignacio ; Chuliá, Helena.
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13. 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.
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14. Downside risk, financial conditions and systemic risk in China. (2021). Li, Haoran ; Wang, BO.
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15. Backtesting global Growth-at-Risk. (2021). Brownlees, Christian.
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16. Local house-price vulnerability: Evidence from the U.S. and Canada. (2021). Alter, Adrian ; Mahoney, Elizabeth M.
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17. Identifying indicators of systemic risk. (2021). Schüler, Yves ; Meinerding, Christoph ; Schuler, Yves S ; Hartwig, Benny.
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18. 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.
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19. Emerging Economies Vulnerability to Changes in Capital Flows: The Role of Global and Local Factors. (2021). Ueda, Kazuki ; Norimasa, Yoshihiko ; Watanabe, Tomohiro.
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20. The COVID-19 Economic Crisis in Mexico through the Lens of a Financial Conditions Index. (2021). Carrillo, Julio ; Garca, Ana Laura.
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21. Financial condition indices for emerging market economies: can Google help?. (2021). Gazzani, Andrea Giovanni ; Ferriani, Fabrizio.
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22. Lessons from estimating the average option-implied volatility term structure for the Spanish banking sector. (2021). Gonzalez-Perez, Maria T..
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23. Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model. (2021). Pfarrhofer, Michael ; Marcellino, Massimiliano ; Koop, Gary ; Huber, Florian ; Clark, Todd.
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24. Corporate indebtedness and macroeconomic stabilisation from a long-term perspective. (2021). Schularick, Moritz.
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25. Tackling the Volatility Paradox: Spillover Persistence and Systemic Risk. (2021). Kubitza, Christian.
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26. The impact of uncertainty and certainty shocks. (2020). Schüler, Yves ; Schuler, Yves S.
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27. Financial variables as predictors of real growth vulnerability. (2020). Ricco, Giovanni ; Reichlin, Lucrezia ; Hasenzagl, Thomas.
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28. Forecasting financial stress indices in Korea: a factor model approach. (2020). Kim, Hyun Hak ; Shi, Wen.
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29. Financial Variables as Predictors of Real Growth Vulnerability. (2020). Ricco, Giovanni ; Reichlin, Lucrezia ; Hasenzagl, Thomas.
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30. Predictable Financial Crises. (2020). Shleifer, Andrei ; Hanson, Samuel ; Greenwood, Robin ; Sorensen, Jakob Ahm.
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31. Financial Variables as Predictors of Real Growth Vulnerability. (2020). Ricco, Giovanni ; Reichlin, Lucrezia ; Hasenzagl, Thomas.
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32. Zombies at Large? Corporate Debt Overhang and the Macroeconomy. (2020). Taylor, Alan ; Schularick, Moritz ; Jorda, Oscar ; Kornejew, Martin.
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33. Bank Capital and Real GDP Growth. (2020). Kovner, Anna ; Giannone, Domenico ; Boyarchenko, Nina.
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34. Uncertainty and Growth Disasters. (2020). Ma, Sai ; Jovanovic, Boyan.
    In: International Finance Discussion Papers.
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35. Financial Variables as Predictors of Real Growth Vulnerability. (2020). Ricco, Giovanni ; Reichlin, Lucrezia ; Hasenzagl, Thomas.
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36. Forecasting recessions: the importance of the financial cycle. (2020). Xia, Fan Dora ; Drehmann, Mathias ; BORIO, Claudio.
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37. The simpler the better: measuring financial conditions for monetary policy and financial stability. (2020). Venditti, Fabrizio ; Bobasu, Alina ; Arrigoni, Simone.
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38. Attention to the tail(s): global financial conditions and exchange rate risks. (2020). Sokol, Andrej ; Eguren Martin, Fernando ; Eguren-Martin, Fernando.
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39. Monetary policy and regional inequality. (2020). Holm-Hadulla, Fédéric ; Hauptmeier, Sebastian ; de Groot, Oliver ; Nikalexi, Katerina.
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40. Financial Variables as Predictors of Real Growth Vulnerability. (2020). Ricco, Giovanni ; Reichlin, Lucrezia ; Hasenzagl, Thomas.
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41. The benefits are at the tail: uncovering the impact of macroprudential policy on growth-at-risk. (2020). Galan, Jorge.
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42. Zombies at large? Corporate debt overhang and the macroeconomy. (2020). Taylor, Alan ; Schularick, Moritz ; Jorda, Oscar ; Kornejew, Martin.
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43. Macroeconomic and Financial Policies for Climate Change Mitigation: A Review of the Literature. (2019). Oman, William ; Krogstrup, Signe.
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44. Uncertainty as a Predictor of Economic Activity. (2019). Hengge, Martina.
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45. How Well Does Economic Uncertainty Forecast Economic Activity?. (2019). xu, jiawen ; Rogers, John.
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46. Credit, capital and crises: a GDP-at-Risk approach. (2019). O'Neill, Cian ; Hacioglu Hoke, Sinem ; Bridges, Jonathan ; Aikman, David ; Oneill, Cian ; Raja, Akash.
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47. Forecasting Financial Stress Indices in Korea: A Factor Model Approach. (2019). Shi, Wen ; Kim, Hyun Hak.
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48. Unemployment Risk. (2018). Kiley, Michael.
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49. Measuring financial cycle time. (2018). Raczko, Marek ; Lombardi, Marco ; Filardo, Andrew.
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50. The financial cycle and recession risk. (2018). Xia, Fan Dora ; Drehmann, Mathias ; BORIO, Claudio.
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