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The internationalisation of financial crises : banking and currency crises 1883-2008
Dungey, Mardi H.; Jacobs, Jan; Lestano, Lestano - In: The North American journal of economics and finance : a … 32 (2015), pp. 29-47
Persistent link: https://www.econbiz.de/10011514361
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Forecasting output gaps in the G-7 countries : the role of correlated innovations and structural breaks
Dungey, Mardi H.; Jacobs, Jan; Tian, Jing - In: Applied economics 49 (2017) 45, pp. 4554-4566
Persistent link: https://www.econbiz.de/10011844233
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The internationalisation of financial crises: Banking and currency crises 1883–2008
Dungey, Mardi; Jacobs, Jan P.A.M.; Lestano - In: The North American Journal of Economics and Finance 32 (2015) C, pp. 29-47
Financial crises are high cost events which can transmit across international borders. Using data from 1883 to 2008, this article develops a means of mapping changes in the degree of international synchronisation of banking and currency crises through a formal concordance index. This index...
Persistent link: https://www.econbiz.de/10011264490
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Identifying banking crises using money market pressure : new evidence for a large set of countries
Jing, Zhongbo; Haan, Jakob de; Jacobs, Jan; Yang, Haizhen - In: Journal of macroeconomics 43 (2015), pp. 1-20
Persistent link: https://www.econbiz.de/10011506940
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Sovereign debt crises in Latin America : a market pressure approach
Boonman, Tjeerd M.; Jacobs, Jan; Kuper, Gerard H. - In: Emerging markets finance & trade : a journal of the … 51 (2015), pp. 80-93
Persistent link: https://www.econbiz.de/10011561396
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Testing for news and noise in non-stationary time series subject to multiple historical revisions
Hecq, Alain W. J.; Jacobs, Jan; Stamatogiannis, Michalis P. - In: Journal of macroeconomics 60 (2019), pp. 396-407
Persistent link: https://www.econbiz.de/10012243203
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Is fiscal policy in the euro area Ricardian?
Panjer, Nikki; Haan, Leo de; Jacobs, Jan - In: Empirica : journal of european economics 47 (2020) 2, pp. 411-429
Persistent link: https://www.econbiz.de/10012224278
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Loan loss provisioning, bank credit and the real economy
Pool, Sebastiaan; Haan, Leo de; Jacobs, Jan - In: Journal of macroeconomics 45 (2015), pp. 124-136
Persistent link: https://www.econbiz.de/10011577859
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Transitions at different moments in time : a spatial probit approach
Elhorst, J. Paul; Heijnen, Pim; Samarina, Anna; Jacobs, Jan - In: Journal of applied econometrics 32 (2017) 2, pp. 422-439
Persistent link: https://www.econbiz.de/10011690252
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The propagation of financial turbulence : interdependence, spillovers, and direct and indirect effects
Jing, Zhongbo; Elhorst, J. Paul; Jacobs, Jan; Haan, Jakob de - In: Empirical economics : a journal of the Institute for … 55 (2018) 1, pp. 169-192
Persistent link: https://www.econbiz.de/10011949763