Browsing All of EconStor by Author Gross, Marco

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Showing results 1 to 13 of 13
Year of PublicationTitleAuthor(s)
2012 Information flows and disagreementBadarinza, Cristian; Gross, Marco
2013 Measuring contagion potential among sovereigns and banks using a mixed-cross-section GVARGross, Marco; Kok, Christoffer
2013 Regime-switching global vector autoregressive modelsBinder, Michael; Gross, Marco
2013 Estimating GVAR weight matricesGross, Marco
2015 A false sense of security in applying handpicked equations for stress test purposesGross, Marco; Población, Javier
2016 The impact of bank capital on economic activity - evidence from a mixed-cross-section GVAR modelGross, Marco; Kok, Christoffer; Żochowski, Dawid
2016 Assessing the efficacy of borrower-based macroprudential policy using an integrated micro-macro model for European householdsGross, Marco; Población García, Francisco Javier
2016 Assessing the costs and benefits of capital-based macroprudential policyBehn, Markus; Gross, Marco; Peltonen, Tuomas
2017 Mind the output gap: the disconnect of growth and inflation during recessions and convex Phillips curves in the euro areaGross, Marco; Semmler, Willi
2017 On secular stagnation and low interest rates: Demography mattersFerrero, Giuseppe; Gross, Marco; Neri, Stefano
2017 Do stress tests matter? Evidence from the 2014 and 2016 stress testsGeorgescu, Oana-Maria; Gross, Marco; Kapp, Daniel; Kok, Christoffer
2017 Destabilizing effects of bank overleveraging on real activity: an analysis based on a threshold MCS-GVARGross, Marco; Henry, Jérôme; Semmler, Willi
2018 Spillovers in space and time: Where spatial econometrics and Global VAR models meetElhorst, Jean Paul; Tereanu, Eugen; Gross, Marco