The financial and fiscal stress interconnectedness: The case of G5 economies

Generalized impulse response analysis in linear multivariate models

M. Hashem Pesaran, Yongcheol Shin · Economics Letters · 1998 · 6K citations

Natural Sciences, Biostatistics, Statistical Modeling +8

Better to give than to receive: Predictive directional measurement of volatility spillovers

Francis X. Diebold, Kamil Yılmaz · International Journal of Forecasting · 2011 · 5.5K citations

Social Sciences, Economics, Finance +17

Impulse response analysis in nonlinear multivariate models

Gary Koop, M. Hashem Pesaran, Simon Potter · Journal of Econometrics · 1996 · 5K citations

Natural Sciences, Biostatistics, Statistical Modeling +6

How do business and financial cycles interact?

M. Ayhan Köse, Marco E. Terrones · UvA-DARE (University of Amsterdam) · 2012 · 676 citations

Business, Business Economics, Economics +12

Characterising the financial cycle : don't lose sight of the medium term!

Mathias Drehmann, Claudio Borio, Kostas Tsatsaronis · RePEc: Research Papers in Economics · 2012 · 317 citations · Full text

Social Sciences, Business Economics, Economics +16