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Bank leverage shocks and the macroeconomy : a new look in a data-rich environment
Mésonnier, Jean-Stéphane; Stevanovic, Dalibor - 2012
Persistent link: https://www.econbiz.de/10009663967
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The macroeconomic effects of shocks to large banks’ capital
Mésonnier, Jean-Stéphane; Stevanovic, Dalibor - In: Oxford bulletin of economics and statistics 79 (2017) 4, pp. 546-569
Persistent link: https://www.econbiz.de/10011772046
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Common time variation of parameters in reduced-form macroeconomic models
Stevanovic, Dalibor - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 2, pp. 159-183
Persistent link: https://www.econbiz.de/10011507469
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Factor augmented autoregressive distriuted lag models with macroeconomic applications
Stevanovic, Dalibor - 2015
Persistent link: https://www.econbiz.de/10011411522
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Interest rate gaps and monetary policy in the work of Henry Thornton : beyond a retrospective Wicksellian reading
Mésonnier, Jean-Stéphane - In: The European journal of the history of economic thought 14 (2007) 4, pp. 657-680
Persistent link: https://www.econbiz.de/10003638502
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The reliability of macroeconomic forecasts based on real interest rate gap estimates in real time : an assessment for the euro area
Mésonnier, Jean-Stéphane (contributor) - 2006
Persistent link: https://www.econbiz.de/10003379668
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The forecasting power of real interest rate gaps : an assessment for the Euro area
Mésonnier, Jean-Stéphane - In: Applied economics 43 (2011) 1/3, pp. 153-172
Persistent link: https://www.econbiz.de/10009011200
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Banks' climate commitments and credit to carbon-intensive industries : new evidence for France
Mésonnier, Jean-Stéphane - In: Climate policy 22 (2022) 3, pp. 389-400
Persistent link: https://www.econbiz.de/10013167537
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Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis
Foroni, Claudia; Marcellino, Massimiliano; Stevanovic, … - 2020
We consider simple methods to improve the growth nowcasts and forecasts obtained by mixed frequency MIDAS and UMIDAS models with a variety of indicators during the Covid-19 crisis and recovery period, such as combining forecasts across various specifications for the same model and/or across...
Persistent link: https://www.econbiz.de/10012422130
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Mixed‐frequency models with moving‐average components
Foroni, Claudia; Marcellino, Massimiliano; Stevanovic, … - In: Journal of Applied Econometrics 34 (2019) 5, pp. 688-706
Persistent link: https://www.econbiz.de/10012082842