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Details about Francisco Nadal De Simone

E-mail:
Workplace:Banque Centrale du Luxembourg (Central Bank of Luxembourg), (more information at EDIRC)
Department of Finance, Faculté de droit, d'économie et de finance (Department of Law, Economics and Finance), Université du Luxembourg (University of Luxembourg), (more information at EDIRC)

Access statistics for papers by Francisco Nadal De Simone.

Last updated 2019-01-07. Update your information in the RePEc Author Service.

Short-id: pna414


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Working Papers

2017

  1. Systemic Financial Sector and Sovereign Risks
    BCL working papers, Central Bank of Luxembourg Downloads View citations (1)

2016

  1. Tracking Changes in the Intensity of Financial Sector's Systemic Risk
    BCL working papers, Central Bank of Luxembourg Downloads View citations (4)

2015

  1. Investment funds? vulnerabilities: A tail-risk dynamic CIMDO approach
    BCL working papers, Central Bank of Luxembourg Downloads View citations (2)

2013

  1. Banking Systemic Vulnerabilities: A Tail-risk Dynamic CIMDO Approach
    BCL working papers, Central Bank of Luxembourg Downloads View citations (3)
    See also Journal Article in Journal of Financial Stability (2014)
  2. Monetary Policy and Balance Sheets
    Working Papers, Economic Research Southern Africa Downloads View citations (8)
    See also Journal Article in Journal of Policy Modeling (2017)

2012

  1. An Early-warning and Dynamic Forecasting Framework of Default Probabilities for the Macroprudential Policy Indicators Arsenal
    BCL working papers, Central Bank of Luxembourg Downloads View citations (5)

2011

  1. Does the GARCH Structural Credit Risk Model Make a Difference?
    LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg Downloads View citations (4)
  2. Market- and Book-Based Models of Probability of Default for Developing Macroprudential Policy Tools
    BCL working papers, Central Bank of Luxembourg Downloads View citations (7)
  3. The impact of sovereign credit risk on bank funding conditions
    MPRA Paper, University Library of Munich, Germany Downloads View citations (28)

2010

  1. Market and Funding Liquidity Stress Testing of the Luxembourg Banking Sector
    BCL working papers, Central Bank of Luxembourg Downloads View citations (1)
  2. Three Cycles: Housing, Credit and Real Activity
    Working Papers, Economic Research Southern Africa Downloads

1997

  1. Current account and exchange rate behaviour under inflation targeting in a small open economy
    Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand Downloads View citations (3)

Journal Articles

2017

  1. Monetary policy and balance sheets
    Journal of Policy Modeling, 2017, 39, (1), 169-184 Downloads View citations (8)
    See also Working Paper (2013)

2014

  1. A framework for tracking changes in the intensity of investment funds' systemic risk
    Journal of Empirical Finance, 2014, 29, (C), 343-368 Downloads View citations (3)
  2. Banking systemic vulnerabilities: A tail-risk dynamic CIMDO approach
    Journal of Financial Stability, 2014, 14, (C), 81-101 Downloads View citations (16)
    See also Working Paper (2013)

2012

  1. Recent French relative export performance: Is there a competitiveness problem?
    Economic Modelling, 2012, 29, (4), 1408-1435 Downloads View citations (1)

2011

  1. France in the global economy: a structural approximate dynamic factor model analysis
    Empirical Economics, 2011, 41, (2), 311-342 Downloads View citations (7)
  2. Housing, credit, and real activity cycles: Characteristics and comovement
    Journal of Housing Economics, 2011, 20, (3), 210-231 Downloads View citations (39)

2007

  1. Asymmetry in business fluctuations: International evidence on Friedman's plucking model
    Journal of International Money and Finance, 2007, 26, (1), 64-85 Downloads View citations (10)
  2. Improving the estimation of total factor productivity growth: capital operating time in a latent variable approach
    Empirical Economics, 2007, 33, (3), 449-468 Downloads View citations (2)

2001

  1. INFLATION TARGETERS IN PRACTICE: A LUCKY LOT?
    Contemporary Economic Policy, 2001, 19, (3), 239-253 Downloads View citations (7)
  2. Inflation Forecasting in Chile
    Journal Economía Chilena (The Chilean Economy), 2001, 4, (3), 59-85 Downloads
  3. Inflation targeting in a small open economy: The behaviour of price variables
    New Zealand Economic Papers, 2001, 35, (1), 101-142 Downloads View citations (4)

1998

  1. The current account balance: an analysis of the issues
    Reserve Bank of New Zealand Bulletin, 1998, 61 Downloads View citations (7)

1997

  1. Is there a business cycle in Singapore? Is there a Singaporean business cycle?
    Atlantic Economic Journal, 1997, 25, (1), 60-79 Downloads View citations (3)

1995

  1. A MACROECONOMIC PERSPECTIVE OF AFTA'S PROBLEMS AND PROSPECTS
    Contemporary Economic Policy, 1995, 13, (2), 49-62 Downloads View citations (1)

1989

  1. Monotonicity of indices of “Revealed“ comparative advantage: Empirical evidence on Hillman’s condition
    Review of World Economics (Weltwirtschaftliches Archiv), 1989, 125, (1), 158-167 Downloads View citations (6)

1985

  1. A money demand equation for Brazil: Comments and additional evidence
    Journal of Development Economics, 1985, 18, (2-3), 493-501 Downloads View citations (7)

Books

 
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