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Marco Gross

2 October 2018

A structural model to assess the impact of bank capitalization changes conditional on a bail-in versus bail-out regime

28 February 2018

Spillovers in space and time: where spatial econometrics and Global VAR models meet

26 July 2017

On secular stagnation and low interest rates: demography matters

21 June 2017

Destabilizing effects of bank overleveraging on real activity - an analysis based on a threshold MCS-GVAR

5 May 2017

Do stress tests matter? Evidence from the 2014 and 2016 stress tests

25 January 2017

Mind the output gap: the disconnect of growth and inflation during recessions and convex Phillips curves in the euro area

12 July 2016

Assessing the costs and benefits of capital-based macroprudential policy

12 July 2016

Assessing the costs and benefits of capital-based macroprudential policy

8 March 2016

The impact of bank capital on economic activity - evidence from a mixed-cross-section GVAR model

5 February 2016

Assessing the efficacy of borrower-based macroprudential policy using an integrated micro-macro model for European households

7 September 2015

A false sense of security in applying handpicked equations for stress test purposes

11 October 2013

A macro stress testing framework for assessing systemic risks in the banking sector

2 August 2013

Measuring contagion potential among sovereigns and banks using a mixed-cross-section GVAR

2 August 2013

Regime-switching global vector autoregressive models

6 March 2013

Estimating GVAR weight matrices

Marco Gross

24 September 2012

Information flows and disagreement

13 December 2011

Macroeconomic vulnerability and disagreement in expectations

10 January 2011

Corporate bond spreads and real activity in the euro area - Least Angle Regression forecasting and the probability of the recession

Marco Gross

2 December 2009

Nonparametric Hybrid Phillips Curves Based on Subjective Expectations: Estimates for the Euro Area

Marco Gross

9 September 2009

Inflation perceptions and expectations in the euro area: the role of news