Stress Tests of UK Banks Using a VAR Approach

Generalized impulse response analysis in linear multivariate models

M. Hashem Pesaran, Yongcheol Shin · Economics Letters · 1998 · 5.9K citations

Multidimensional Analysis, Multivariate Approximation, Linear Multivariate Models +3

Forward-Looking Rules for Monetary Policy

Nicoletta Batini, Andrew Haldane · SSRN Electronic Journal · 1999 · 477 citations · Full text

Macroeconomic Dynamics and Credit Risk: A Global Perspective

M. Hashem Pesaran, Til Schuermann, Björn-Jakob Treutler et al. · Journal of money credit and banking · 2006 · 336 citations · Full text

Economics, International Finance, Asset Pricing +15

Economic Models at the Bank of England

Peter Westaway · SSRN Electronic Journal · 2000 · 169 citations · Full text

Econometric Model, Economics, Monetary Policy +13

Risk Assessment for Banking Systems

Helmut Elsinger, Alfred Lehar, Martin Summer · SSRN Electronic Journal · 2003 · 167 citations · Full text