Marco Gross - Central Bank Research Hub

Papers by year: All | 2017 | 2016 | 2013 | 2012

Title Other author(s)

On secular stagnation and low interest rates: demography matters

Bank of Italy Working Papers [View] (Paper: 1137, 27.09.2017)

JEL: C32, E52, J11

On secular stagnation and low interest rates: demography matters

European Central Bank Working papers [View] (Paper: 2088, 26.07.2017)

JEL: C32, E52, J11

Destabilizing effects of bank overleveraging on real activity - an analysis based on a threshold MCS-GVAR

European Central Bank Working papers [View] (Paper: 2081, 21.06.2017)

JEL: C13, C6, E2, E6

Do stress tests matter? Evidence from the 2014 and 2016 stress tests

European Central Bank Working papers [View] (Paper: 2054, 05.05.2017)

JEL: G14, G18, G21

Mind the output gap: the disconnect of growth and inflation during recessions and convex Phillips curves in the euro area

European Central Bank Working papers [View] (Paper: 2004, 25.01.2017)

JEL: E31, E42, E52, E58

Assessing the costs and benefits of capital-based macroprudential policy

European Central Bank Working papers [View] (Paper: 1935, 12.07.2016)

JEL: G01, G21, G28

Assessing the costs and benefits of capital-based macroprudential policy

European Systemic Risk Board Working papers [View] (Paper: WP17, 12.07.2016)

JEL: G01, G21, G28

A false sense of security in applying handpicked equations for stress test purposes

European Central Bank Working papers [View] (Paper: 1845, 22.02.2016)

JEL: C11, C22, C51, G21

Assessing the efficacy of borrower-based macroprudential policy using an integrated micro-macro model for European households

European Central Bank Working papers [View] (Paper: 1881, 05.02.2016)

A macro stress testing framework for assessing systemic risks in the banking sector

European Central Bank Occasional papers [View] (Paper: 152, 11.10.2013)

Regime-switching global vector autoregressive models

European Central Bank Working papers [View] (Paper: 1569, 07.08.2013)

Measuring contagion potential among sovereigns and banks using a mixed-cross-section GVAR

European Central Bank Working papers [View] (Paper: 1570, 07.08.2013)

Estimating GVAR weight matrices,

European Central Bank Working papers [View] (Paper: 1523, 07.03.2013)

Information flows and disagreement,

European Central Bank Working papers [View] (Paper: 1475, 24.09.2012)

Papers by year: All | 2017 | 2016 | 2013 | 2012