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Systemic sovereign risk : macroeconomic implications in the Euro Area

Bahaj, Saleem A. - 2014

Persistent link: https://www.econbiz.de/10010359485

Financial cycles in Europe : dynamics, synchronicity and implications for business cycles and macroeconomic imbalances

Adarov, Amat - 2019

an important driver of business cycles and public debt dynamics, with much stronger shock transmission observed in the …

Persistent link: https://www.econbiz.de/10012153925

Financial regimes and uncertainty shocks

Alessandri, Piergiorgio; Mumtaz, Haroon - 2014

Financial markets are central to the transmission of uncertainty shocks. This paper documents a new aspect of the interaction between the two by showing that uncertainty shocks have radically different macroeconomic implications depending on the state financial markets are in when they occur....

Persistent link: https://www.econbiz.de/10010472852

The spillover of euro area shocks to the Maltese economy

Gatt, William; Ruisi, Germano - 2022

the Maltese economy. The model focuses on five broad macroeconomic shocks hitting the euro area; an aggregate demand shock … global market for oil, a generic monetary policy shock encompassing both conventional and unconventional interventions, and a … financial stress shock. The model is estimated using Bayesian methods over a sample that goes from 2003Q1 to 2019Q4 and …

Persistent link: https://www.econbiz.de/10012818649

Central bank policies and financial markets : lessons from the Euro crisis

Mody, Ashoka; Nedeljkovic, Milan - 2018

Persistent link: https://www.econbiz.de/10012294979

Financial conditions and density forecasts for US output and inflation

Alessandri, Piergiorgio; Mumtaz, Haroon - 2014

When do financial markets help in predicting economic activity? With incomplete markets, the link between financial and real economy is state-dependent and financial indicators may turn out to be useful particularly in forecasting "tail" macroeconomic events. We examine this conjecture by...

Persistent link: https://www.econbiz.de/10010339756