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Financial and fiscal interaction in the euro area crisis : this time was different

Caruso, Alberto; Reichlin, Lucrezia; Ricco, Giovanni - 2019

Persistent link: https://www.econbiz.de/10012052897

Money, credit, monetary policy, and the business cycle in the euro area : what has changed since the crisis?

Giannone, Domenico; Lenza, Michele; Reichlin, Lucrezia - 2019

This paper studies the relationship between the business cycle and financial intermediation in the euro area. We …

Persistent link: https://www.econbiz.de/10012000041

Comment on: "Monetary policy and banks in the Euro Area : the tale of two crises"

Tsionas, Efthymios G. - In: Journal of macroeconomics 39 (2014) 2, pp. 401-404

Persistent link: https://www.econbiz.de/10010496446

Monetary policy and banks in the Euro Area : the tale of two crises

Reichlin, Lucrezia - In: Journal of macroeconomics 39 (2014) 2, pp. 387-400

Persistent link: https://www.econbiz.de/10010496447

Financial variables as predictors of real growth vulnerability

Reichlin, Lucrezia; Ricco, Giovanni; Hasenzagl, Thomas - 2020 - This version: 30th October 2019

We evaluate the role of financial conditions as predictors of macroeconomic risk first in the quantile regression framework of Adrian et al. (2019b), which allows for non-linearities, and then in a novel linear semi-structural model as proposed by Hasenzagl et al. (2018). We distinguish between...