Financial stress and economic dynamics: the transmission of crises

Kirstin Hubrich () and Robert Tetlow

No 1728, Working Paper Series from European Central Bank

Abstract: A financial stress index for the United States is introduced JEL Classification: E44, C11, C32

Keywords: Financial crises; Markov Switching; monetary policy; nonlinearity (search for similar items in EconPapers)
Date: 2014-09
New Economics Papers: this item is included in nep-cba, nep-mac and nep-mon
Note: 1325881
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Citations: View citations in EconPapers (13)

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Related works:
Journal Article: Financial stress and economic dynamics: The transmission of crises (2015)
Working Paper: Financial stress and economic dynamics: The transmission of crises (2013)
Working Paper: Financial stress and economic dynamics: the transmission of crises (2012)
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Persistent link: https://EconPapers.repec.org/RePEc:ecb:ecbwps:20141728

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