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  • Search: subject:"GDP-at-Risk"
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Year of publication
Subject
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Financial crisis 7 Finanzkrise 7 GDP-at-risk 7 Risiko 7 Risk 7 Welt 7 World 7 GDP-at-Risk 5 Risikomanagement 5 Risk management 5 Financial supervision 4 Finanzmarktaufsicht 4 GDP at risk 4 National income 4 Nationaleinkommen 4 local projections 4 quantile regressions 4 Business cycle 3 CPI-at-risk 3 Financial stability 3 Konjunktur 3 Regression analysis 3 Regressionsanalyse 3 macroprudential policy 3 risk management 3 Bankenkrise 2 Banking crisis 2 Bruttoinlandsprodukt 2 China 2 Climate change 2 Credit risk 2 Economic growth 2 GDP at Risk 2 Gross domestic product 2 International financial market 2 Internationaler Finanzmarkt 2 Klimawandel 2 Kreditrisiko 2 Multinationales Unternehmen 2 Quantile regression 2
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Online availability
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Free 11 Undetermined 7
Type of publication
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Book / Working Paper 14 Article 4
Type of publication (narrower categories)
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Working Paper 9 Graue Literatur 8 Non-commercial literature 8 Arbeitspapier 7 Article in journal 4 Aufsatz in Zeitschrift 4 Research Report 1
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Language
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English 17 Undetermined 1
Author
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Aikman, David 3 Kiley, Michael T. 3 Bridges, Jonathan 2 Fahr, Stephan 2 Gadea, María Dolores 2 Hacıoǧlu Hoke, Sinem 2 Izzo, Cosimo 2 Laeven, Luc 2 Lang, Jan Hannes 2 Lloyd, Simon 2 Manuel, Ed 2 O'Neill, Cian 2 Panchev, Konstantin 2 Pérez-Quirós, Gabriel 2 Raja, Akash 2 Ruzicka, Josef 2 Szalai, Zoltán 2 Bluwstein, Kristina 1 Gao, Xiang 1 Gochoco-Bautista, Maria Socorro 1 Karmakar, Sudipto 1 Koedijk, Kees 1 Li, Peipei 1 Lv, Wenqiang 1 Santi, Matteo 1 Sui, Jianli 1 Wang, Yuan 1 Zhang, Licheng 1 Zhang, Xueying 1
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Institution
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Bank for International Settlements (BIS) 1 Magyar Nemzeti Bank (MNB) 1
Published in...
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Staff working papers / Bank of England 3 MNB Working Papers 2 BIS Working Papers 1 Cambridge working papers in economics 1 Discussion papers / CEPR 1 ECB Occasional Paper 1 ECB Working Paper 1 Economic inquiry 1 Finance and economics discussion series 1 Janeway Institute working paper series 1 Journal of international money and finance 1 Journal of money, credit and banking : JMCB 1 Occasional paper series / European Central Bank 1 Temi di discussione / Banca d'Italia 1 The Journal of finance and data science : JFDS 1 Working paper series / European Central Bank 1
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Source
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ECONIS (ZBW) 13 EconStor 3 RePEc 2
Showing 1 - 10 of 18
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A high-dimensional GDP-at-risk and Inflation-at-risk for the euro area
Santi, Matteo - 2025
Persistent link: https://www.econbiz.de/10015406500
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China's GDP-at-risk : real-time monitoring, risk tracing, and macroeconomic policy effects
Sui, Jianli; Lv, Wenqiang; Gao, Xiang; Koedijk, Kees - In: Journal of international money and finance 147 (2024), pp. 1-17
Persistent link: https://www.econbiz.de/10015076249
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Foreign vulnerabilities, domestic risks : the global drivers of GDP-at-risk
Lloyd, Simon; Manuel, Ed; Panchev, Konstantin - 2021 - revised 26 April 2022
Persistent link: https://www.econbiz.de/10013259552
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Growth-and-risk trade-off
Gadea, María Dolores; Laeven, Luc; Pérez-Quirós, Gabriel - 2020
We study the effects of credit over the business cycle, distinguishing between expansions and contractions. We find that there is a growth and risk trade-off in the pace of credit growth over the business cycle. While rapid credit growth tends to be followed by deeper recessions, we also find...
Persistent link: https://www.econbiz.de/10012422059
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Cover Image
Growth-and-risk trade-off
Gadea, María Dolores; Laeven, Luc; Pérez-Quirós, Gabriel - 2020
We study the effects of credit over the business cycle, distinguishing between expansions and contractions. We find that there is a growth and risk trade-off in the pace of credit growth over the business cycle. While rapid credit growth tends to be followed by deeper recessions, we also find...
Persistent link: https://www.econbiz.de/10012206296
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Credit, capital and crises : a GDP-at-Risk approach
Aikman, David; Bridges, Jonathan; Hacıoǧlu Hoke, Sinem; … - 2019
Persistent link: https://www.econbiz.de/10012202404
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Growth at risk from climate change
Kiley, Michael T. - In: Economic inquiry 62 (2024) 3, pp. 1134-1151
Persistent link: https://www.econbiz.de/10015123743
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China's GDP at risk : the role of housing prices
Li, Peipei; Wang, Yuan; Zhang, Licheng; Zhang, Xueying - In: The Journal of finance and data science : JFDS 10 (2024), pp. 1-12
tail outcomes - GDP at risk. Moreover, we find that housing bust is associated with GDP growth vulnerability; a sharp …
Persistent link: https://www.econbiz.de/10015454402
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Growth at risk from climate change
Kiley, Michael T. - 2021
Persistent link: https://www.econbiz.de/10012609605
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A tail of three occasionally-binding constraints : a modelling approach to GDP-at-Risk
Aikman, David; Bluwstein, Kristina; Karmakar, Sudipto - 2021
Persistent link: https://www.econbiz.de/10012795106
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