Search Results - "Simone, Francisco Nadal de"

A framework for tracking changes in the intensity of investment funds' systemic risk by Jin, Xisong, Nadal De Simone, Francisco

“…This study applies to investment funds a novel framework which combines marginal probabilities of distress estimated from a structural credit risk model with…”
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Banking systemic vulnerabilities: A tail-risk dynamic CIMDO approach by Jin, Xisong, Nadal De Simone, Francisco de A.

“…•This study provides an early-warning measure of banks’ systemic vulnerabilities, estimates systemic credit risk, and forecasts it out of sample.•It is applied…”
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The transmission of U.S. monetary policy to small open economies by De Simone, Francisco Nadal

“…This paper studies the transmission of a U.S. monetary policy tightening to a set of small open economies. It uses as policy instruments Wu and Xia (2016)…”
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Housing, credit, and real activity cycles: Characteristics and comovement by Igan, Deniz, Kabundi, Alain, Nadal De Simone, Francisco, Pinheiro, Marcelo, Tamirisa, Natalia

“…This paper describes the characteristics and comovement of cycles in house prices, residential investment, credit, interest rates, and real activity in…”
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France in the global economy: a structural approximate dynamic factor model analysis by Kabundi, Alain, Nadal De Simone, Francisco

“…This study identifies the main shocks that cause fluctuations in French output and their channels of transmission. It uses a large-dimensional structural…”
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Monetary policy and systemic risk-taking in the Euro area investment fund industry: A structural factor-augmented vector autoregression analysis by Jin, Xisong, Nadal De Simone, Francisco

“…Abundant references to threats to financial stability likely posed by systemic risk-taking in the euro area investment fund industry in an era of persistent…”
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Measuring the deadly embrace: Systemic and sovereign risks by Nadal De Simone, Francisco

“…Sovereign Distance to Default with Constant Sovereign Asset Volatility (blue) and with Expected Rise in Asset Volatility (red): Financial Stability Requires a…”
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INFLATION TARGETERS IN PRACTICE: A LUCKY LOT? by Simone, Francisco De A. Nadal-De

“…Some observers have attributed the success of inflation targeters in reducing inflation to the global disinflation of the 1990s. As a result, inflation…”
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Asymmetry in business fluctuations: International evidence on Friedman's plucking model by Nadal De Simone, Francisco, Clarke, Sean

“…Friedman's plucking model of business fluctuations suggests that output cannot exceed a ceiling level, and it is occasionally plucked downward by recession;…”
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Inflation targeting in a small open economy: The behaviour of price variables by Simone, Francisco de A. Nadal-De

“…Analytically compares and contrasts the behaviour of domestic good prices, the nominal and real exchange rate, the overall price level, and the money stock…”
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Recent French relative export performance: Is there a competitiveness problem? by Kabundi, Alain, Nadal De Simone, Francisco

“…French economic activity is significantly affected by economic activity in the rest of the world. In recent years, the export performance of France relative to…”
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Is there a business cycle in Singapore? Is there a Singaporean business cycle? by Simone, Francisco Nadal de, Tongzon, Jose

“…This paper explores the existence and examines the characteristics, if any, of business cycles in Singapore. Specifically, the authors ask: Is there a business…”
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Monetary and Fiscal Policy Interaction in a Small Open Economy: The Case of Singapore by Simone, Francisco de A. Nadal-De

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Monetary policy and systemic risk-taking in the euro area banking sector by Kabundi, Alain, De Simone, Francisco Nadal

“…Available empirical evidence on the significance of the (micro) risk-taking channel of monetary policy is not enough to indicate a threat to financial…”
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Euro area banking and monetary policy shocks in the QE era by Kabundi, Alain, De Simone, Francisco Nadal

“…This paper assesses the effects of monetary policy shocks on the macroeconomy and the euro area banking sector after the global financial crisis. First,…”
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Improving the estimation of total factor productivity growth: capital operating time in a latent variable approach by Everaert, Luc, De Simone, Francisco Nadal

“…Measuring labor and capital services accurately is essential to obtaining reliable estimates of production functions and total factor productivity (TFP)…”
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Monotonicity of Indices of "Revealed" Comparative Advantage: Empirical Evidence on Hillman's Condition by Marchese, Serafino, De Simone, Francisco Nadal

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The performance of the euro area banking system: the pandemic in perspective by Agoraki, Maria-Eleni K., Kouretas, Georgios P., De Simone, Francisco Nadal

“…This research explores the performance of the euro area banking system between 2002:Q3 and 2021:Q1 using banks’ return on assets as a gauge. It finds that…”
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The impact of Covid‐19 on banking groups’ balance sheets in the euro area by Agoraki, Maria‐Eleni K., Kouretas, Georgios P., Nadal De Simone, Francisco

“…Most studies have found that the Covid‐19 pandemic did not negatively impact the euro area banking industry's performance at an aggregate level. This study…”
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Monetary policy and balance sheets by Igan, Deniz, Kabundi, Alain, De Simone, Francisco Nadal, Tamirisa, Natalia

“…This paper examines the transmission of monetary policy shocks through private sector balance sheets in the United States over the past three decades. Using a…”
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