Details about Jan Hannes Lang

Access statistics for papers by Jan Hannes Lang.

Last updated 2023-08-23. Update your information in the RePEc Author Service.

Short-id: pla939

Working Papers

2023

1. House prices and ultra-low interest rates: exploring the non-linear nexus
   Working Paper Series, European Central Bank
2. Medium-term growth-at-risk in the euro area
   Working Paper Series, European Central Bank View citations (2)
3. The state-dependent impact of changes in bank capital requirements
   Discussion Papers, Deutsche Bundesbank View citations (3)
   Also in Working Paper Series, European Central Bank (2023) View citations (3)

2020

4. Cyclical systemic risk and downside risks to bank profitability
   Working Paper Series, European Central Bank View citations (9)

2019

5. Anticipating the bust: a new cyclical systemic risk indicator to assess the likelihood and severity of financial crises
   Occasional Paper Series, European Central Bank View citations (49)

2018

6. A framework for early-warning modeling with an application to banks
   Working Paper Series, European Central Bank View citations (15)
7. Cross-country linkages and spill-overs in early warning models for financial crises
   Working Paper Series, European Central Bank View citations (2)
8. Semi-structural credit gap estimation
   Working Paper Series, European Central Bank View citations (16)
9. The leverage ratio, risk-taking and bank stability
   Bank of England working papers, Bank of England View citations (6)
   Also in Working Paper Series, European Central Bank (2017) View citations (16)

2017

10. A new database for financial crises in European countries
    Occasional Paper Series, European Central Bank View citations (92)
    Also in ESRB Occasional Paper Series, European Systemic Risk Board (2017) View citations (96)

2014

11. Operationalising the countercyclical capital buffer: indicator selection, threshold identification and calibration options
    ESRB Occasional Paper Series, European Systemic Risk Board View citations (88)

Journal Articles

2023

1. Implications for macroprudential policy as the financial cycle turns
   Macroprudential Bulletin, 2023, 22 View citations (2)

2022

2. Real estate markets, financial stability and macroprudential policy
   Macroprudential Bulletin, 2022, 19 View citations (1)
3. The analytical toolkit for the assessment of residential real estate vulnerabilities
   Macroprudential Bulletin, 2022, 19 View citations (1)
4. The transmission and effectiveness of macroprudential policies for residential real estate
   Macroprudential Bulletin, 2022, 19 View citations (2)

2020

5. Trends in residential real estate lending standards and implications for financial stability
   Financial Stability Review, 2020, 1 View citations (5)

2019

6. Bank capital-at-risk: measuring the impact of cyclical systemic risk on future bank losses
   Macroprudential Bulletin, 2019, 9 View citations (3)

2018

7. Predicting the likelihood and severity of financial crises over the medium term with a cyclical systemic risk indicator
   Financial Stability Review, 2018, 1 View citations (4)

2017

8. Measuring Credit Gaps for Macroprudential Policy
   Financial Stability Review, 2017, 1 View citations (11)

2016

9. A bank-level early warning model and its uses in macroprudential policy
   Macroprudential Bulletin, 2016, 1 View citations (1)

2015

10. The Impact of the Basel III Leverage Ratio on Risk-Taking and Bank Stability
    Financial Stability Review, 2015, 2 View citations (4)