Jan Hannes Lang - Central bank research hub

Papers by year: All | 2018 | 2017 | 2014

Semi-structural credit gap estimation

by Peter Welz and Jan Hannes Lang

European Central Bank Working Papers (Paper: 2194, 13.11.2018)

JEL: D15, E21, E32, E51, G01
A framework for early-warning modeling with an application to banks

by Tuomas A. Peltonen , Jan Hannes Lang and Peter Sarlin

European Central Bank Working Papers (Paper: 2182, 01.10.2018)

JEL: C52, C54, G01, G17, G21, G33
Cross-country linkages and spill-overs in early warning models for financial crises

by Jan Hannes Lang

European Central Bank Working Papers (Paper: 2160, 19.06.2018)

JEL: F37, F65, G01, G17
A new database for financial crises in European countries

by Anne Koban , Tuomas A. Peltonen , Marisa Basten , Elias Bengtsson , Piotr Kusmierczyk , Jan Hannes Lang , Benjamin Klaus , Carsten Detken and Marco Lo Duca

European Systemic Risk Board Occasional Papers (Paper: OP13, 31.07.2017)

JEL: E44, E58, E60, G01, H12
The leverage ratio, risk-taking and bank stability

by Michael Grill , Jonathan Acosta Smith and Jan Hannes Lang

European Central Bank Working Papers (Paper: 2079, 20.06.2017)

JEL: G01, G21, G28
Operationalising the countercyclical capital buffer: indicator selection, threshold identification and calibration options

by Olaf Weeken , Diana Bonfim , Lucia Alessi , Miguel M. Boucinha , Carsten Detken , Jan Hannes Lang , Natalia Puzanova , Peter Welz , Jan Kakes , Sebastian Frontczak , Julia Giese , Christian Castro , Nadya Jahn , Benjamin Klaus and Gaston Giordana

European Systemic Risk Board Occasional Papers (Paper: OP05, 30.06.2014)