Details about Bruno De Backer

Access statistics for papers by Bruno De Backer.

Last updated 2022-01-21. Update your information in the RePEc Author Service.

Short-id: pde1230

Working Papers

2021

1. Macrofinancial information on the post- COVID-19 economic recovery: will it be V, U or L-shaped?
   LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN) View citations (2)
   Also in LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN) (2021) View citations (3)
   See also Journal Article in Finance Research Letters (2021)

2018

2. Real and financial cycles in EU countries - Stylised facts and modelling implications
   Occasional Paper Series, European Central Bank View citations (38)

2011

3. Estimating and forecasting structural breaks in financial time series
   LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (6)

Journal Articles

2021

1. Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped?
   Finance Research Letters, 2021, 43, (C) View citations (3)
   See also Working Paper (2021)

2019

2. Is a recession imminent? The signal of the yield curve
   Economic Review, 2019, (i), 69-93 View citations (2)

2018

3. Does financial market volatility influence the real economy?
   Economic Review, 2018, (iv), 107-124

2017

4. The cyclical and structural determinants of the low interest rate environment
   Economic Review, 2017, (ii), 69-86 View citations (4)

2016

5. Credit gaps in Belgium: identification, characteristics and lessons for macroprudential policy
   Financial Stability Review, 2016, 14, (1), 153-170 View citations (8)

2015

6. Decomposition of the dynamics of sovereign yield spreads in the euro area
   Economic Review, 2015, (i), 54-75
7. Macroeconomic determinants of non-performing loans
   Economic Review, 2015, (iii), 47-65 View citations (5)

2014

8. A Bayesian method of change-point estimation with recurrent regimes: Application to GARCH models
   Journal of Empirical Finance, 2014, 29, (C), 207-229 View citations (20)