Browsing All of EconStor by Author Gross, Marco
Showing results 1 to 13 of 13
Year of Publication | Title | Author(s) |
2012 | Information flows and disagreement | Badarinza, Cristian; Gross, Marco |
2013 | Regime-switching global vector autoregressive models | Binder, Michael; Gross, Marco |
2013 | Measuring contagion potential among sovereigns and banks using a mixed-cross-section GVAR | Gross, Marco; Kok, Christoffer |
2013 | Estimating GVAR weight matrices | Gross, Marco |
2015 | A false sense of security in applying handpicked equations for stress test purposes | Gross, Marco; Población, Javier |
2016 | Assessing the costs and benefits of capital-based macroprudential policy | Behn, Markus; Gross, Marco; Peltonen, Tuomas |
2016 | The impact of bank capital on economic activity - evidence from a mixed-cross-section GVAR model | Gross, Marco; Kok, Christoffer; Żochowski, Dawid |
2016 | Assessing the efficacy of borrower-based macroprudential policy using an integrated micro-macro model for European households | Gross, Marco; Población García, Francisco Javier |
2017 | Mind the output gap: the disconnect of growth and inflation during recessions and convex Phillips curves in the euro area | Gross, Marco; Semmler, Willi |
2017 | On secular stagnation and low interest rates: Demography matters | Ferrero, Giuseppe; Gross, Marco; Neri, Stefano |
2017 | Do stress tests matter? Evidence from the 2014 and 2016 stress tests | Georgescu, Oana-Maria; Gross, Marco; Kapp, Daniel; Kok, Christoffer |
2017 | Destabilizing effects of bank overleveraging on real activity: an analysis based on a threshold MCS-GVAR | Gross, Marco; Henry, Jérôme; Semmler, Willi |
2018 | Spillovers in space and time: Where spatial econometrics and Global VAR models meet | Elhorst, Jean Paul; Tereanu, Eugen; Gross, Marco |