1. .

   Full description at Econpapers || Download paper

2. Capturing the nonlinear impact in distress state: Enhancing scenario design of stress test. (2021). Harun, Cicilia ; Taruna, Aditya Anta.
   In: Economic Analysis and Policy.
   RePEc:eee:ecanpo:v:69:y:2021:i:c:p:265-288.

   Full description at Econpapers || Download paper

3. .

   Full description at Econpapers || Download paper

4. Financial liability stress tests: an approach based on the use of a rating migration matrix. (2020). nehrebecka, natalia ; Natalia, Nehrebecka ; Klaudia, Kleszcz.
   In: Central European Economic Journal.
   RePEc:vrs:ceuecj:v:7:y:2020:i:54:p:12-32:n:2.

   Full description at Econpapers || Download paper

5. Macro Stress Testing Credit Risk: Case of Madagascar Banking Sector. (2020). Rakotonirainy, Miora ; Razafindravonona, Jean ; Rasolomanana, Christian.
   In: Journal of Central Banking Theory and Practice.
   RePEc:cbk:journl:v:9:y:2020:i:2:p:199-218.

   Full description at Econpapers || Download paper

6. Implications of Model Uncertainty for Bank Stress Testing. (2019). Poblacion, Javier ; Gross, Marco.
   In: Journal of Financial Services Research.
   RePEc:kap:jfsres:v:55:y:2019:i:1:d:10.1007_s10693-017-0275-4.

   Full description at Econpapers || Download paper

7. The switching impact of financial stability and economic growth in Qatar: Evidence from an oil-rich country. (2019). Barkat, Karim ; Jarallah, Shaif ; Mrabet, Zouhair ; Alsamara, Mouyad ; Al Samara, Mouyad .
   In: The Quarterly Review of Economics and Finance.
   RePEc:eee:quaeco:v:73:y:2019:i:c:p:205-216.

   Full description at Econpapers || Download paper

8. Macro stress testing and resilience assessment of Indian banking. (2018). Dua, Pami ; Kapur, Hema.
   In: Journal of Policy Modeling.
   RePEc:eee:jpolmo:v:40:y:2018:i:2:p:452-475.

   Full description at Econpapers || Download paper

9. Scenario-based stress tests: are they painful enough?. (2017). Ellis, Colin .
   In: Contemporary Economics.
   RePEc:wyz:journl:id:502.

   Full description at Econpapers || Download paper

10. Stress Testing Frameworks and Practices in Dual Banking System: A Preliminary Assessment. (2017). Ismail, Abdul Ghafar ; Zulkhibri, Muhamed.
    In: Policy Papers.
    RePEc:ris:irtipp:2017_006.

    Full description at Econpapers || Download paper

11. A Segmentation Study of Non-Performing Loans Rates in Turkish Credit Market. (2017). Vatansever, Metin ; Demir, Ibrahim.
    In: International Business Research.
    RePEc:ibn:ibrjnl:v:10:y:2017:i:11:p:29-41.

    Full description at Econpapers || Download paper

12. Liquidity creation through efficient M&As: A viable solution for vulnerable banking systems? Evidence from a stress test under a panel VAR methodology. (2017). Tsionas, Mike ; Izzeldin, Marwan ; Kapetanios, George ; Baltas, Konstantinos N.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:83:y:2017:i:c:p:36-56.

    Full description at Econpapers || Download paper

13. What Drives Systemic Bank Risk in Europe: the balance sheet effect. (2017). Wosser, Michael.
    In: Research Technical Papers.
    RePEc:cbi:wpaper:08/rt/17.

    Full description at Econpapers || Download paper

14. Rethinking Credit Risk under the Malinvestment Concept: The Case of Germany, Spain and Italy. (2016). Ekinci, Aykut .
    In: European Financial and Accounting Journal.
    RePEc:prg:jnlefa:v:2016:y:2016:i:1:id:152:p:39-64.

    Full description at Econpapers || Download paper

15. Macro-Financial Linkages and Heterogeneous Non-Performing Loans Projections; An Application to Ecuador. (2016). Saldias, Martin ; Grigoli, Francesco ; Mansilla, Mario.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2016/236.

    Full description at Econpapers || Download paper

16. A Macro Stress Test Model of Credit Risk for the Turkish Banking Sector. (2016). Baarir, Caatay .
    In: Asian Economic and Financial Review.
    RePEc:asi:aeafrj:2016:p:762-774.

    Full description at Econpapers || Download paper

17. The Pre- and Post-Crisis Stress Testing in the Banking Sector — A Literature Review. (2015). Hsiao, Kuo-Wei ; Jiang, Zhengyi.
    In: Global Credit Review (GCR).
    RePEc:wsi:gcrxxx:v:05:y:2015:i:01:n:s2010493615500075.

    Full description at Econpapers || Download paper

18. A Method of Retail Mortgage Stress Testing: Based on Time‐Frame and Magnitude Analysis. (2015). Liu, Chang ; Guo, Min ; Nassar, Raja .
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:34:y:2015:i:4:p:261-274.

    Full description at Econpapers || Download paper

19. The Spectral Stress VaR (SSVaR). (2015). Li, Kehan ; Hassani, Bertrand ; Guegan, Dominique.
    In: Working Papers.
    RePEc:ven:wpaper:2015:17.

    Full description at Econpapers || Download paper

20. Liquidity Shocks Transmission to Lending Activity in the Romanian Banking System. A VAR Approach. (2015). Lovin, Horaiu .
    In: Journal for Economic Forecasting.
    RePEc:rjr:romjef:v::y:2015:i:2:p:48-60.

    Full description at Econpapers || Download paper

21. The Spectral Stress VaR (SSVaR). (2015). Guegan, Dominique ; Li, Kehan ; Hassani, Bertrand K.
    In: Documents de travail du Centre d'Economie de la Sorbonne.
    RePEc:mse:cesdoc:15052.

    Full description at Econpapers || Download paper

22. Stress Test of Banks in India: A VAR Approach. (2015). Murali, Divya ; Banerjee, Sreejata .
    In: Working Papers.
    RePEc:mad:wpaper:2015-102.

    Full description at Econpapers || Download paper

23. A long-run survival analysis of corporate liquidations in Ireland. (2015). Stuart, Rebecca ; Kelly, Robert ; Brien, Eoin .
    In: Small Business Economics.
    RePEc:kap:sbusec:v:44:y:2015:i:3:p:671-683.

    Full description at Econpapers || Download paper

24. The Spectral Stress VaR (SSVaR). (2015). Guegan, Dominique ; Li, Kehan ; Hassani, Bertrand K.
    In: Post-Print.
    RePEc:hal:journl:halshs-01169537.

    Full description at Econpapers || Download paper

25. The Spectral Stress VaR (SSVaR). (2015). Guegan, Dominique ; Li, Kehan ; Hassani, Bertrand K..
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
    RePEc:hal:cesptp:halshs-01169537.

    Full description at Econpapers || Download paper

26. Financial stress spillovers across the banking, securities and foreign exchange markets. (2015). Papadopoulos, Athanasios ; Apostolakis, George.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:19:y:2015:i:c:p:1-21.

    Full description at Econpapers || Download paper

27. US bank holding companies: Structure of activities and performance through the cycles. (2015). Albert, Stephane .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:42:y:2015:i:c:p:253-269.

    Full description at Econpapers || Download paper

28. Factors influencing bank risk in Europe: Evidence from the financial crisis. (2015). Baselga-Pascual, Laura ; Cardone-Riportella, Clara ; Trujillo-Ponce, Antonio.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:34:y:2015:i:c:p:138-166.

    Full description at Econpapers || Download paper

29. Robust Stress Testing. (2014). Bidder, Rhys ; McKenna, Andrew .
    In: 2014 Meeting Papers.
    RePEc:red:sed014:853.

    Full description at Econpapers || Download paper

30. The Irish macroeconomic response to an external shock with an application to stress testing. (2014). Conefrey, Thomas ; Bermingham, Colin .
    In: Journal of Policy Modeling.
    RePEc:eee:jpolmo:v:36:y:2014:i:3:p:454-470.

    Full description at Econpapers || Download paper

31. Macro-financial linkages in Egypt: A panel analysis of economic shocks and loan portfolio quality. (2014). Turk Ariss, Rima ; Love, Inessa.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:28:y:2014:i:c:p:158-181.

    Full description at Econpapers || Download paper

32. Bank lending procyclicality and credit quality during financial crises. (2014). Di Colli, Stefano ; Caporale, Guglielmo Maria ; Lopez, Juan Sergio .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:43:y:2014:i:c:p:142-157.

    Full description at Econpapers || Download paper

33. .

    Full description at Econpapers || Download paper

34. Real Sector and Banking System: Real and Feedback Effects. A Non-Linear VAR Approach. (2013). Puddu, Stefano.
    In: IRENE Working Papers.
    RePEc:irn:wpaper:13-01.

    Full description at Econpapers || Download paper

35. Macro-Financial Linkages in Egypt; A Panel Analysis of Economic Shocks and Loan Portfolio Quality. (2013). Turk Ariss, Rima ; Turk-Ariss, Rima ; Love, Inessa.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2013/271.

    Full description at Econpapers || Download paper

36. Macro-Financial Linkages in Egypt: A Panel Analysis of Economic Shocks and Loan Portfolio Quality. (2013). Turk Ariss, Rima ; Love, Inessa.
    In: Working Papers.
    RePEc:hai:wpaper:201310.

    Full description at Econpapers || Download paper

37. Macro-Financial Linkages in Egypt: A Panel Analysis of Economic Shocks and Loan Portfolio Quality. (2013). Turk Ariss, Rima ; Love, Inessa.
    In: Working Papers.
    RePEc:erg:wpaper:798.

    Full description at Econpapers || Download paper

38. Macroeconomic and bank?specific determinants of credit risk: evidence from Russia. (2013). Pestova, Anna ; Mamonov, Mikhail ; Anna, Pestova ; Mikhail, Mamonov .
    In: EERC Working Paper Series.
    RePEc:eer:wpalle:13/10e.

    Full description at Econpapers || Download paper

39. Optimal Bank Capital. (2013). Yang, Jing ; Miles, David ; Marcheggiano, Gilberto .
    In: Economic Journal.
    RePEc:ecj:econjl:v:123:y:2013:i:567:p:1-37.

    Full description at Econpapers || Download paper

40. Bank Lending Procyclicality and Credit Quality during Financial Crises. (2013). Di Colli, Stefano ; Caporale, Guglielmo Maria ; Lopez, Juan Sergio .
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp1309.

    Full description at Econpapers || Download paper

41. The Roots of the Banking Crisis in the New EU Member States: A Panel Regression Approach. (2012). Kavkler, Alenka ; Festic, Mejra .
    In: Journal for Economic Forecasting.
    RePEc:rjr:romjef:v::y:2012:i:1:p:20-40.

    Full description at Econpapers || Download paper

42. Assessing the Resilience of ASEAN Banking Systems: The Case of the Philippines. (2012). Ng, Thiam ; Albert, Jose Ramon .
    In: Working Papers on Regional Economic Integration.
    RePEc:ris:adbrei:0093.

    Full description at Econpapers || Download paper

43. Assessing the Resilience of ASEAN Banking Systems: the Case of the Philippines. (2012). Ng, Thiam ; Albert, Jose Ramon G., .
    In: Discussion Papers.
    RePEc:phd:dpaper:dp_2012-23.

    Full description at Econpapers || Download paper

44. A Macroprudential Framework for Monitoring and Examining Financial Soundness. (2012). Song, Lei Lei ; Albert, Jose Ramon G., ; Schou-Zibell, Lotte .
    In: Discussion Papers.
    RePEc:phd:dpaper:dp_2012-22.

    Full description at Econpapers || Download paper

45. An MVAR framework to capture extreme events in macro-prudential stress tests. (2012). Guarda, Paolo ; Rouabah, Abdelaziz ; Theal, John .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20121464.

    Full description at Econpapers || Download paper

46. Business cycles, monetary transmission and shocks to financial stability: empirical evidence from a new set of Danish quarterly national accounts 1948-2010. (2012). Abildgren, Kim.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20121458.

    Full description at Econpapers || Download paper

47. Macroeconomic Factors as Drivers of LGD Prediction: Empirical Evidence from the Czech Republic. (2012). Vojtek, Martin ; Seidler, Jakub ; Konecny, Tomas ; Belyaev, Konstantin ; Belyaeva, Aelita .
    In: Working Papers.
    RePEc:cnb:wpaper:2012/12.

    Full description at Econpapers || Download paper

48. Credit Risk Stress Testing: An Exercise for Colombian Banks. (2012). Mendoza, juan ; Gutiérrez Rueda, Javier ; Cabrera, Wilmar .
    In: Temas de Estabilidad Financiera.
    RePEc:bdr:temest:073.

    Full description at Econpapers || Download paper

49. Macroeconomic Stress Testing and the Resilience of the Indian Banking System: A Focus on Credit Risk. (2011). Niyogi Sinha Roy, Tanima ; Bhattacharya, Basabi ; Niyogi Sinha Roy, Tanima, .
    In: MPRA Paper.
    RePEc:pra:mprapa:30263.

    Full description at Econpapers || Download paper

50. Experience in Developing Early Warning System for Financial Crises and the Forecast of Russian Banking Sector Dynamic in 2012. (2011). Solntsev, Oleg ; Pestova, Anna ; Mamonov, Mikhail ; Magomedova, Z..
    In: Journal of the New Economic Association.
    RePEc:nea:journl:y:2011:i:12:p:41-76.

    Full description at Econpapers || Download paper

51. Optimal Bank Capital. (2011). Yang, Jing ; Miles, David ; Marcheggiano, Gilberto .
    In: Discussion Papers.
    RePEc:mpc:wpaper:0031.

    Full description at Econpapers || Download paper

52. The macroeconomic sources of systemic risk in the banking sectors of five new EU member states. (2011). Kavkler, Alenka ; Repina, Sebastijan ; Festic, Mejra .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:2:p:310-322.

    Full description at Econpapers || Download paper

53. Optimal Bank Capital. (2011). Yang, Jing ; Miles, David ; Marcheggiano, Gilberto .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8333.

    Full description at Econpapers || Download paper

54. Measuring and Managing Macrofinancial Risk and Financial Stability: A New Framework. (2011). Gray, Dale F. ; Bodie, Zvi ; Merton, Robert C..
    In: Central Banking, Analysis, and Economic Policies Book Series.
    RePEc:chb:bcchsb:v15c05pp000-000.

    Full description at Econpapers || Download paper

55. Toward an Operational Framework for Financial Stability: “Fuzzy” Measurement and Its Consequences. (2011). Borio, Claudio ; Drehmann, Mathias.
    In: Central Banking, Analysis, and Economic Policies Book Series.
    RePEc:chb:bcchsb:v15c04pp063-123.

    Full description at Econpapers || Download paper

56. The Irish Macroeconomic Response to an External Shock with an Application to Stress Testing. (2011). Conefrey, Thomas ; Birmingham, Colin .
    In: Research Technical Papers.
    RePEc:cbi:wpaper:10/rt/11.

    Full description at Econpapers || Download paper

57. Relación entre el riesgo sistémico del sistema financiero y el sector real. (2011). Melo-Velandia, Luis ; Mendoza, juan ; Gutiérrez Rueda, Javier ; Cabrera, Wilmar .
    In: Temas de Estabilidad Financiera.
    RePEc:bdr:temest:062.

    Full description at Econpapers || Download paper

58. An MVAR Framework to Capture Extreme Events in Macroprudential Stress Tests. (2011). Guarda, Paolo ; Rouabah, Abdelaziz ; Theal, John .
    In: BCL working papers.
    RePEc:bcl:bclwop:bclwp063.

    Full description at Econpapers || Download paper

59. Droht in Deutschland eine Kreditklemme?. (2010). van Roye, Björn ; Groll, Dominik ; Dovern, Jonas ; Boysen-Hogrefe, Jens ; Scheide, Joachim .
    In: Kiel Discussion Papers.
    RePEc:zbw:ifwkdp:472-473.

    Full description at Econpapers || Download paper

60. A Macroprudential Framework for Monitoring and Examining Financial Soundness. (2010). Song, Lei Lei ; Schou-Zibell, Lotte ; Albert, Jose Ramon .
    In: Working Papers on Regional Economic Integration.
    RePEc:ris:adbrei:0043.

    Full description at Econpapers || Download paper

61. An econometric model to quantify benchmark downturn LGD on residential mortgages. (2010). Cornaglia, Anna ; Morone, Marco .
    In: MPRA Paper.
    RePEc:pra:mprapa:25588.

    Full description at Econpapers || Download paper

62. How resilient is the German banking system to macroeconomic shocks?. (2010). Dovern, Jonas ; Meier, Carsten-Patrick ; Vilsmeier, Johannes.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:8:p:1839-1848.

    Full description at Econpapers || Download paper

63. Un análisis de riesgo de crédito de las empresas del sector real y sus determinantes. (2010). Gutiérrez Rueda, Javier.
    In: VNIVERSITAS ECONÓMICA.
    RePEc:col:000416:008291.

    Full description at Econpapers || Download paper

64. The Methodology of Stress Tests for the Kazakh Banking System. (2010). Illyasov, Didar ; Shaikh, Shynar ; Podlich, Natalia ; Tsoy, Elena .
    In: ifo Working Paper Series.
    RePEc:ces:ifowps:_85.

    Full description at Econpapers || Download paper

65. The Interaction of Financial Fragility and the Business Cycle in Determining Banks’ Loan Losses: An Investigation of the Italian Case. (2010). Torricelli, Costanza ; Castellani, Simona ; Pederzoli, Chiara.
    In: Economic Notes.
    RePEc:bla:ecnote:v:39:y:2010:i:3:p:129-146.

    Full description at Econpapers || Download paper

66. Un análisis de riesgo de crédito de las empresas del sector real y sus determinantes. (2010). Gutiérrez Rueda, Javier.
    In: Temas de Estabilidad Financiera.
    RePEc:bdr:temest:046.

    Full description at Econpapers || Download paper

67. Stress testing: The impact of shocks on the capital needs of the Luxembourg banking sector. (2010). Rouabah, Abdelaziz ; Theal, John .
    In: BCL working papers.
    RePEc:bcl:bclwop:bclwp047.

    Full description at Econpapers || Download paper

68. Macroeconomic uncertainty and banks lending decisions: the case of Italy. (2009). Quagliariello, Mario.
    In: Applied Economics.
    RePEc:taf:applec:v:41:y:2009:i:3:p:323-336.

    Full description at Econpapers || Download paper

69. Cyprus; Financial Sector Assessment Program Update: Technical Note: Measuring Banking Stability in Cyprus. (2009). International Monetary Fund, .
    In: IMF Staff Country Reports.
    RePEc:imf:imfscr:2009/171.

    Full description at Econpapers || Download paper

70. Asymmetric effects of the business cycle on bank credit risk. (2009). Quagliariello, Mario ; Marcucci, Juri.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:33:y:2009:i:9:p:1624-1635.

    Full description at Econpapers || Download paper

71. Towards an Operational Framework for Financial Stability: Fuzzy Measurement and its Consequences. (2009). Drehmann, Mathias ; BORIO, Claudio.
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:544.

    Full description at Econpapers || Download paper

72. Towards an operational framework for financial stability: fuzzy measurement and its consequences. (2009). Drehmann, Mathias ; BORIO, Claudio.
    In: BIS Working Papers.
    RePEc:bis:biswps:284.

    Full description at Econpapers || Download paper

73. Macro stress testing with a macroeconomic credit risk model: Application to the French manufacturing sector.. (2009). Jardet, Caroline ; Avouyi-Dovi, Sanvi ; BARDOS, M. ; Kendaoui, L. ; Moquet, J..
    In: Working papers.
    RePEc:bfr:banfra:238.

    Full description at Econpapers || Download paper

74. Indebtedness, macroeconomic conditions and banks’ loan losses: evidence from Italy. (2008). Pederzoli, Chiara ; Castellani, Simona.
    In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance).
    RePEc:mod:wcefin:08014.

    Full description at Econpapers || Download paper

75. Is bank portfolio riskiness procyclical: Evidence from Italy using a vector autoregression. (2008). Quagliariello, Mario ; Marcucci, Juri.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:18:y:2008:i:1:p:46-63.

    Full description at Econpapers || Download paper

76. Banking Risk Exposure. (2008). Oda, Daniel ; Alfaro, Rodrigo ; Calvo, Daniel .
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:503.

    Full description at Econpapers || Download paper

77. Un Análisis de Cointegración para el Riesgo de Crédito.. (2008). Vásquez, Diego ; Gutiérrez Rueda, Javier ; Diego M. Vasquez E., .
    In: Temas de Estabilidad Financiera.
    RePEc:bdr:temest:035.

    Full description at Econpapers || Download paper

78. Dynamic Factor analysis of industry sector default rates and implication for Portfolio Credit Risk Modelling. (2007). cipollini, andrea ; missaglia, giuseppe.
    In: MPRA Paper.
    RePEc:pra:mprapa:3582.

    Full description at Econpapers || Download paper

79. Dynamic Factor analysis of industry sector default rates and implication for Portfolio Credit Risk Modelling. (2007). cipollini, andrea ; missaglia, giuseppe.
    In: Center for Economic Research (RECent).
    RePEc:mod:recent:007.

    Full description at Econpapers || Download paper

80. Stress testing of the stability of the Italian banking system: a VAR approach. (2007). Filosa, Renato .
    In: Heterogeneity and monetary policy.
    RePEc:mod:modena:0703.

    Full description at Econpapers || Download paper

81. Macroeconomic uncertainty and banks lending decisions: The case of Italy. (2007). Quagliariello, Mario.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_615_07.

    Full description at Econpapers || Download paper

82. Fundamentals-Based Estimation of Default Probabilities - A Survey. (2006). Chan-Lau, Jorge A.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2006/149.

    Full description at Econpapers || Download paper

83. Modelling Scenario Analysis and Macro Stress-testing. (2006). Hoeberichts, Marco ; End, Jan Willem.
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:119.

    Full description at Econpapers || Download paper

84. Stress Testing the Corporate Loans Portfolio of the Canadian Banking Sector. (2006). Misina, Miroslav ; Dey, Shubhasis ; Tessier, David .
    In: Staff Working Papers.
    RePEc:bca:bocawp:06-47.

    Full description at Econpapers || Download paper

1. Alves, I (2004), `Sectoral fragility: factors and dynamics, mimeo, ECB.
   Paper not yet in RePEc: Add citation now
   

2. Ball, L (1998), `Policy rules for open economies, NBER Working Paper no. 6760.

3. Bank of England (1999), Economic models at the Bank of England.
   Paper not yet in RePEc: Add citation now
   

4. Batini, N and Haldane, A (1999), `Forward-looking rules for monetary policy, Bank of England Working Paper no. 91.

5. Blake, A P and Westaway, P F (1996), `Credibility and the effectiveness of inflation targeting regimes, The Manchester School Supplement, Vol. 64, pages 28-50.

6. Boss, M (2002), `A macroeconomic credit risk model for stress testing the Austrian credit portfolio, Financial Stability Report 4, Oestereichische Nationalbank.
   Paper not yet in RePEc: Add citation now
   
7. Bunn, P, Cunningham, A and Drehmann, M (2005), `Stress testing as a tool for assessing systemic risk, Bank of England Financial Stability Review, June, pages 116-26.
   Paper not yet in RePEc: Add citation now
   

8. Elsinger, H, Lehar, A and Summer, M (2002), `Risk assessment for banking systems, Oestereichische Nationalbank Working Paper no. 79.

9. Hoggarth, G and Pain, D (2002), `Bank provisioning: the UK experience, Bank of England Financial Stability Review, June, pages 116-27.
   Paper not yet in RePEc: Add citation now
   
10. Hoggarth, G and Whitley, J (2003), `Assessing the strength of UK banks through macroeconomic stress tests, Bank of England Financial Stability Review, June, pages 91-103.
    Paper not yet in RePEc: Add citation now
    
11. International Monetary Fund (2003), `UK: Financial System Stability Assessment, February.
    Paper not yet in RePEc: Add citation now
    
12. Maddala, G S and Kim, I-M (1999), Unit roots, cointegration and structural changes, Cambridge University Press, re-print.
    Paper not yet in RePEc: Add citation now
    

13. Pain, D (2003), `The provisioning experience of the major UK banks: a small panel investigation, Bank of England Working Paper no. 177.

14. Pesaran, M H and Shin, Y (1998), `Generalized impulse response analysis in linear multivariate models, Economic Letters, Vol. 58, pages 17-29.

15. Pesaran, M H, Schuermann, T, Treutler, B J and Weiner, S M (2004), `Macroeconomic dynamics and credit risk: a global perspective, Wharton Financial Center Working Paper, pages 3-13.

16. Smith, P N and Wickens, M R (2001), `Macroeconomic sources of FOREX risk, Discussion Paper 13, University of York.

17. Sorge, M (2004), `Stress-testing financial systems: an overview of current methodologies, BIS Working Paper no. 164.

18. Tudela, M and Young, G (2003), `Predicting default among UK companies: a Merton approach, Bank of England Financial Stability Review, June, pages 104-14.
    Paper not yet in RePEc: Add citation now
    

19. Vlieghe, G (2001), `Indicators of fragility in the UK corporate sector, Bank of England Working Paper no. 146.

20. Whitley, J, Windram, R and Cox, P (2004), `An empirical model of household arrears, Bank of England WorkingPaperno. 214.

21. Zicchino, L (2005), `A model of bank capital, lending and the macroeconomy: Basel I versus Basel II, Bank of England Working Paper no. 270.

1. Monetary Policy and Determinacy: An Inquiry in Open Economy New Keynesian Framework. (2022). Eryilmaz, Unal ; Barnett, William A.
   In: MPRA Paper.
   RePEc:pra:mprapa:111567.

   Full description at Econpapers || Download paper

2. Monetary Policy and Determinacy: An Inquiry in Open Economy New Keynesian Framework. (2022). Barnett, William ; Eryilmaz, Unal.
   In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
   RePEc:kan:wpaper:202203.

   Full description at Econpapers || Download paper

3. Política monetaria de economías abiertas: el rol del tipo de cambio en México. (2020). Prez-Laurrabaquio, Oscar.
   In: Revista de Analisis Economico – Economic Analysis Review.
   RePEc:ila:anaeco:v:35:y:2020:i:1:p:27-53.

   Full description at Econpapers || Download paper

4. The New Drivers of Fear of Floating: Evidence from Latin America. (2019). Malagón, Jonathan ; Camila, Orbegozo ; Jonathan, Malagon.
   In: Journal of Globalization and Development.
   RePEc:bpj:globdv:v:10:y:2019:i:1:p:17:n:1.

   Full description at Econpapers || Download paper

5. THE MODIFIED TAYLOR RULE FOR BANK OF UZBEKISTAN ON THE BASIS OF MODE SWITCHING. (2018). Sadykov, Sardor.
   In: Economics and Management.
   RePEc:neo:journl:v:14:y:2018:i:2:p:100-110.

   Full description at Econpapers || Download paper

6. Monetary Policy Response to Exchange Rates: An Empirical Investigation. (2016). Yagmur, Mete.
   In: International Journal of Economics and Financial Issues.
   RePEc:eco:journ1:2016-04-14.

   Full description at Econpapers || Download paper

7. Terms of Trade Shocks and Inflation Targeting in Emerging Market Economies. (2016). Touna Mama, Albert ; Tchana Tchana, Fulbert ; Hove, Seedwell .
   In: South African Journal of Economics.
   RePEc:bla:sajeco:v:84:y:2016:i:1:p:81-108.

   Full description at Econpapers || Download paper

8. Monetary Development and Transmission in the Eurosystem. (2015). Anton, Roman.
   In: MPRA Paper.
   RePEc:pra:mprapa:67323.

   Full description at Econpapers || Download paper

9. Monetary Development and Transmission in the Eurosystem. (2015). Anton, Roman .
   In: MPRA Paper.
   RePEc:pra:mprapa:67187.

   Full description at Econpapers || Download paper

10. Financial integration in the euro area: Pro-cyclical effects and economic convergence. (2015). de Vries-van Ewijk, Saskia ; Arnold, Ivo ; Arnold, Ivo J. M., .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:44:y:2015:i:c:p:335-342.

    Full description at Econpapers || Download paper

11. Is CPI a suitable tool for inflation targeting? A critical view. (2015). Sahbaz, Ahmet ; Kar, Muhsin ; Kayhan, Selim.
    In: Theoretical and Applied Economics.
    RePEc:agr:journl:v:xxii:y:2015:i:3(604):p:21-38.

    Full description at Econpapers || Download paper

12. Is CPI a suitable tool for inflation targeting? A critical view. (2015). Ahbaz, Ahmet ; Kar, Muhsin ; Kayhan, Selim.
    In: Theoretical and Applied Economics.
    RePEc:agr:journl:v:3(604):y:2015:i:3(604):p:21-38.

    Full description at Econpapers || Download paper

13. Terms-of-Trade Volatility and Inflation in Pakistan. (2014). Fida, Bashir A. ; Zakaria, Muhammad ; Ijaz, Kiran .
    In: Lahore Journal of Economics.
    RePEc:lje:journl:v:19:y:2014:i:1:p:111-132.

    Full description at Econpapers || Download paper

14. Monetary Policy Rules in Some Transition Economies. (2014). Mukhamediyev, Bulat ; El-Hodiri, Mohamed .
    In: Eurasian Journal of Economics and Finance.
    RePEc:ejn:ejefjr:v:2:y:2014:i:3:p:26-44.

    Full description at Econpapers || Download paper

15. A New Keynesian IS curve for Australia: is it forward looking or backward looking?. (2013). Paradiso, Antonio ; kumar, saten ; Rao, Bhaskara B..
    In: Applied Economics.
    RePEc:taf:applec:v:45:y:2013:i:26:p:3691-3700.

    Full description at Econpapers || Download paper

16. El modelo de objetivos de inflación y el efecto pass-through en América Latina. (2013). Muoz, Ivan Mendieta .
    In: Revista de Economía Crítica.
    RePEc:ret:ecocri:rec15_01.

    Full description at Econpapers || Download paper

17. Taylor rules and equilibrium determinacy in a two-country model with non-traded goods. (2013). Fujisaki, Seiya .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:35:y:2013:i:c:p:597-603.

    Full description at Econpapers || Download paper

18. The Welfare Effects of Inflation Volatility and Institutions. (2012). Emara, Noha.
    In: Global Journal of Emerging Market Economies.
    RePEc:sae:emeeco:v:4:y:2012:i:1:p:5-27.

    Full description at Econpapers || Download paper

19. ¿Responde el Banco de la República a los movimientos en la tasa de cambio real?. (2012). Egberto Alexander Riveros Saavedra, .
    In: Revista ESPE - ENSAYOS SOBRE POLÍTICA ECONÓMICA.
    RePEc:col:000107:010875.

    Full description at Econpapers || Download paper

20. ¿Responde el Banco de la República a los movimientos en la tasa de cambio real?. (2012). Riveros, Edgberto Alexander .
    In: Revista ESPE - Ensayos sobre Política Económica.
    RePEc:bdr:ensayo:v:30:y:2012:i:69:p:150-194.

    Full description at Econpapers || Download paper

21. Optimal monetary policy in the monetary union: effects on business cycles. (2011). Pedram, Mehdi.
    In: OPEC Energy Review.
    RePEc:bla:opecrv:v:35:y:2011:i:1:p:90-117.

    Full description at Econpapers || Download paper

22. Crédibilité des autorités monétaires et transparence – Quelle complémentarité dans le cas de la Tunisie? Une contribution au débat. (2008). Miniaoui, Hela ; Smida, Mounir.
    In: L'Actualité Economique.
    RePEc:ris:actuec:v:84:y:2008:i:2:p:205-234.

    Full description at Econpapers || Download paper

23. A No-Arbitrage Analysis of Macroeconomic Determinants of Term Structures and the Exchange Rate. (2007). Yang, Jun ; Chabi-Yo, Fousseni.
    In: Staff Working Papers.
    RePEc:bca:bocawp:07-21.

    Full description at Econpapers || Download paper

24. La experiencia colombiana bajo un régimen de fluctuación controlada del tipo de cambio: el papel de las intervenciones bancarias. (2006). Hernández Monsalve, Mauricio ; Mauricio Alberto Hernandez Monsalve, ; Mesa, Ramon Javier .
    In: Lecturas de Economía.
    RePEc:lde:journl:y:2006:i:65:p:37-72.

    Full description at Econpapers || Download paper

25. A magyar monetáris politikai reakciófüggvény becslése. (2006). Hidi, Janos .
    In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences).
    RePEc:ksa:szemle:889.

    Full description at Econpapers || Download paper

26. La experiencia colombiana bajo un régimen de fluctuación controlada del tipo de cambio: el papel de las intervenciones bancarias. (2006). Mesa Callejas, Ramón ; Hernandez Monsalve, Mauricio A., .
    In: REVISTA LECTURAS DE ECONOMÍA.
    RePEc:col:000174:005533.

    Full description at Econpapers || Download paper

27. Monetary Policy and the Taylor Principle in Open Economies. (2006). Schabert, Andreas ; Linnemann, Ludger.
    In: International Finance.
    RePEc:bla:intfin:v:9:y:2006:i:3:p:343-367.

    Full description at Econpapers || Download paper

28. Asymmetric Monetary Policy in Australia. (2005). Sheen, Jeffrey ; Leu, Shawn.
    In: Working Papers.
    RePEc:trb:wpaper:2005.02.

    Full description at Econpapers || Download paper

29. Cross-country asymmetries in monetary policy transmission: evidence from EMU members. (2005). Altavilla, Carlo ; Landolfo, Luigi .
    In: International Review of Applied Economics.
    RePEc:taf:irapec:v:19:y:2005:i:1:p:87-106.

    Full description at Econpapers || Download paper

30. Monetary policy rules for Russia. (2005). Vinhas de Souza, Lucio ; Merkl, Christian ; Esanov, Akram .
    In: Journal of Comparative Economics.
    RePEc:eee:jcecon:v:33:y:2005:i:3:p:484-499.

    Full description at Econpapers || Download paper

31. A preliminary evaluation of monetary policy rules for Russia. (2004). Vinhas de Souza, Lucio ; Merkl, Christian ; Esanov, Akram .
    In: Kiel Working Papers.
    RePEc:zbw:ifwkwp:1201.

    Full description at Econpapers || Download paper

32. Systematická složka měnové politiky ČNB v režimu cílování inflace. (2004). Navratil, David ; NAVRTIL, David .
    In: Politická ekonomie.
    RePEc:prg:jnlpol:v:2004:y:2004:i:5:id:479:p:623-636.

    Full description at Econpapers || Download paper

33. Growth, competitiveness and employment in Peru, 1990-2003. (2004). Garcia, Norberto E.
    In: Revista CEPAL.
    RePEc:ecr:col070:11024.

    Full description at Econpapers || Download paper

34. Monetary policy rules for Russia. (2004). Vinhas de Souza, Lucio ; Merkl, Christian ; Esanov, Akram .
    In: BOFIT Discussion Papers.
    RePEc:bof:bofitp:2004_011.

    Full description at Econpapers || Download paper

35. Efficient Policy Rule for Inflation Targeting in Colombia. (2004). Martha Lopez P., .
    In: Revista ESPE - Ensayos sobre Política Económica.
    RePEc:bdr:ensayo:v:22:y:2004:i:45:p:80-115.

    Full description at Econpapers || Download paper

36. Optimal monetary rules: the case of Brazil. (2003). Tabak, Benjamin ; De Almeida, Charles Lima.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:10:y:2003:i:5:p:299-302.

    Full description at Econpapers || Download paper

37. Optimum Currency Areas Under Inflation Targeting. (2003). Torvik, Ragnar ; Røisland, Øistein ; Risland, istein .
    In: Open Economies Review.
    RePEc:kap:openec:v:14:y:2003:i:2:p:99-118.

    Full description at Econpapers || Download paper

38. Monetary Policy, Real Exchange Rate, and the Current Account in a Small Open Economy. (2003). Soto, Claudio.
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:253.

    Full description at Econpapers || Download paper

39. An Evaluation of Monetary Regime Options for Latin America. (2002). Mauro, Paolo ; Berg, Andrew ; Borensztein, Eduardo.
    In: Working Papers.
    RePEc:onb:oenbwp:67.

    Full description at Econpapers || Download paper

40. Asset Prices and the Conduct of Monetary Policy. (2002). Hofmann, Boris ; Goodhart, Charles.
    In: Royal Economic Society Annual Conference 2002.
    RePEc:ecj:ac2002:88.

    Full description at Econpapers || Download paper

41. ARE POLICY RULES BETTER THAN THE DISCRETIONARY SYSTEM IN TAIWAN?. (2002). Hueng, C. ; Cover, James ; Yau, Ruey .
    In: Contemporary Economic Policy.
    RePEc:bla:coecpo:v:20:y:2002:i:1:p:60-71.

    Full description at Econpapers || Download paper

42. Testing the Pricing-to-Market Hypothesis: Case of the Transportation Equipment Industry. (2000). Khalaf, Lynda ; Kichian, Maral.
    In: Staff Working Papers.
    RePEc:bca:bocawp:00-8.

    Full description at Econpapers || Download paper

43. Implementing inflation targeting regimes: The case of Poland. (1999). Moore, David ; Gottschalk, Jan.
    In: Kiel Working Papers.
    RePEc:zbw:ifwkwp:956.

    Full description at Econpapers || Download paper

44. Inflation Targeting and Output Stabilisation. (1999). Debelle, Guy.
    In: RBA Research Discussion Papers.
    RePEc:rba:rbardp:rdp1999-08.

    Full description at Econpapers || Download paper

45. SDS-FPS: a small demand-side version of the Forecasting and Policy System core model. (1999). Hargreaves, David.
    In: Reserve Bank of New Zealand Discussion Paper Series.
    RePEc:nzb:nzbdps:1999/10.

    Full description at Econpapers || Download paper

46. The Science of Monetary Policy: A New Keynesian Perspective. (1999). Gertler, Mark ; Gali, Jordi ; Clarida, Richard.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7147.

    Full description at Econpapers || Download paper

47. Switzerland; Selected Issues and Statistical Appendix. (1999). International Monetary Fund, .
    In: IMF Staff Country Reports.
    RePEc:imf:imfscr:1999/030.

    Full description at Econpapers || Download paper

48. Inflation targeting strategies in small open economies. (1999). Leitemo, Kai.
    In: Memorandum.
    RePEc:hhs:osloec:1999_021.

    Full description at Econpapers || Download paper

49. Does talk matter after all? Inflation targeting and central bank behavior. (1999). Posen, Adam ; Kuttner, Kenneth.
    In: Staff Reports.
    RePEc:fip:fednsr:88.

    Full description at Econpapers || Download paper

50. Inflation Targeting in a Small Open Economy. (1998). Kent, Christopher ; Bharucha, Nargis .
    In: RBA Research Discussion Papers.
    RePEc:rba:rbardp:rdp9807.

    Full description at Econpapers || Download paper

Report date: 2024-11-04 14:32:08 || Create a citation alert || Missing content? Let us know