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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

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

Capital flow reversals and currency crises : do capital flow types matter?

Zhang, Mengting; Steiner, Andreas; Haan, Jakob de; … - In: Review of international economics 32 (2024) 4, pp. 1787-1823

Persistent link: https://www.econbiz.de/10015100754

Does the risk on banks' balance sheets predict banking crises? : new evidence for developing countries

Haan, Jakob de; Fang, Yi; Jing, Zhongbo - In: International review of economics & finance : IREF 68 (2020), pp. 254-268

Persistent link: https://www.econbiz.de/10012486487

Investigating the relationship between financial liberalization and capital flow waves : a panel data analysis

Yang, Haizhen; Shi, Fangfang; Wang, Jie; Jing, Zhongbo - In: International review of economics & finance : IREF 59 (2019), pp. 120-136

Persistent link: https://www.econbiz.de/10012202491

Identifying banking crises using money market pressure: New evidence for a large set of countries

Jing, Zhongbo; de Haan, Jakob; Jacobs, Jan; Yang, Haizhen - In: Journal of Macroeconomics 43 (2015) C, pp. 1-20

We construct a money market pressure index based on central bank reserves and the short-term nominal interest rate to identify banking crises, thereby extending the index proposed by Von Hagen and Ho (2007), also in terms of the number of countries covered. We compare the crises identified by...

Persistent link: https://www.econbiz.de/10011194168

Seasonal Adjustment Without Revisions : A Real-Time Approach

Abeln, Barend; Jacobs, Jan - 2023

Chapter 1. Introduction -- Chapter 2. CAMPLET: Seasonal adjustment without revisions -- Chapter 3. Seasonal adjustment of economic tendency survey data -- Chapter 4. Residual Seasonality: A Comparison of X13 and CAMPLET -- Chapter 5. COVID-19 and Seasonal Adjustment -- Chapter 6. Seasonal...

Persistent link: https://www.econbiz.de/10013551782

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

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

Why are initial estimates of productivity growth so unreliable?

Jacobs, Jan; Van Norden, Simon - In: Journal of macroeconomics 47 (2016), pp. 200-213

Persistent link: https://www.econbiz.de/10011707607