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Fundamentally wrong : market pricing of sovereigns and the Greek financial crisis

Gibson, Heather D.; Hall, Stephen G.; Tavlas, George S. - In: Journal of macroeconomics 39 (2014) 2, pp. 405-419

Persistent link: https://www.econbiz.de/10010496445

Self-fulfilling dynamics : the interactions of sovereign spreads, sovereign ratings and bank ratings during the euro financial crisis

Gibson, Heather D.; Hall, Stephen G.; Tavlas, George S. - 2016

Persistent link: https://www.econbiz.de/10011567510

Comment on: "Fundamentally wrong : market pricing of sovereigns and the Greek financial crisis"

Kazanas, Thanassis; Tzavalis, Elias - In: Journal of macroeconomics 39 (2014) 2, pp. 420-423

Persistent link: https://www.econbiz.de/10010496443

Measuring systemic stress in European banking systems

Gibson, Heather D.; Hall, Stephen G.; Tavlas, George S. - 2016

Persistent link: https://www.econbiz.de/10011567515

The effect of Emergency Liquidity Assistance (ELA) on bank lending during the euro area crisis

Gibson, Heather D.; Hall, Stephen G.; Petroulas, Pavlos; … - 2019

Persistent link: https://www.econbiz.de/10012098520

The effectiveness of the ECB's asset purchase programs of 2009 to 2012

Gibson, Heather D.; Hall, Stephen G.; Tavlas, George S. - In: Journal of macroeconomics 47 (2016), pp. 45-57

Persistent link: https://www.econbiz.de/10011707486

Trend inflation in Sweden

Österholm, Pär; Poon, Aubrey - 2022

data from 1995Q4 to 2021Q4 and Bayesian estimation methods, we find that trend inflation has been well-anchored during the …

Persistent link: https://www.econbiz.de/10012818429

Modelling the relation between the US real economy and the corporate bond-yield spread in Bayesian VARs with non-Gaussian disturbances

Kiss, Tamás; Mazur, Stepan; Nguyen, Hoang; Österholm, Pär - 2021

Persistent link: https://www.econbiz.de/10012605022

Does money growth predict inflation? : evidence from vector autoregressions using four centuries of data

Edvinsson, Rodney; Karlsson, Sune; Österholm, Pär - 2023

estimation methods. Specifically, we employ VAR models with drifting parameters and stochastic volatility which are used to …

Persistent link: https://www.econbiz.de/10014233967

The evolution of the natural rate of interest : evidence from the Scandinavian countries

Armelius, Hanna; Solberger, Martin; Spånberg, Erik; … - 2023

In this paper, the natural rate of interest in Denmark, Norway and Sweden are estimated. This is done by augmenting the Laubach and Williams (2003) framework with a dynamic factor model linked to economic indicators - a modelling choice which allows us to better identify business cycle...

Persistent link: https://www.econbiz.de/10014252436