Gross, Marco

ECB Occasional Paper Series

2013
Henry, Jérôme, Zimmermann, Maik, Leber, Miha, Kolb, Markus, Grodzicki, Maciej, Amzallag, Adrien, Vouldis, Angelos, Hałaj, Grzegorz, Pancaro, Cosimo, Gross, Marco, Baudino, Patrizia, Sydow, Matthias, Kok, Christoffer, Cabral, Inês, Żochowski, Dawid
A macro stress testing framework for assessing systemic risks in the banking sector
No 152

ECB Working Paper Series

2018
Gross, Marco, Dubiel-Teleszynski, Tomasz, Población García, Francisco Javier
A structural model to assess the impact of bank capitalization changes conditional on a bail-in versus bail-out regime
No 2181
Elhorst, J. Paul, Gross, Marco, Tereanu, Eugen
Spillovers in space and time: where spatial econometrics and Global VAR models meet
No 2134
2017
Ferrero, Giuseppe, Gross, Marco, Neri, Stefano
On secular stagnation and low interest rates: demography matters
No 2088
Gross, Marco, Henry, Jérôme, Semmler, Willi
Destabilizing effects of bank overleveraging on real activity - an analysis based on a threshold MCS-GVAR
No 2081
Georgescu, Oana-Maria, Gross, Marco, Kapp, Daniel, Kok, Christoffer
Do stress tests matter? Evidence from the 2014 and 2016 stress tests
No 2054
Semmler, Willi, Gross, Marco
Mind the output gap: the disconnect of growth and inflation during recessions and convex Phillips curves in the euro area
No 2004
2016
Peltonen, Tuomas A., Gross, Marco, Behn, Markus
Assessing the costs and benefits of capital-based macroprudential policy
No 1935
Kok, Christoffer, Gross, Marco, Żochowski, Dawid
The impact of bank capital on economic activity - evidence from a mixed-cross-section GVAR model
No 1888
Gross, Marco, Población García, Francisco Javier
Assessing the efficacy of borrower-based macroprudential policy using an integrated micro-macro model for European households
No 1881
2015
Gross, Marco, Población García, Francisco Javier
A false sense of security in applying handpicked equations for stress test purposes
No 1845
2013
Kok, Christoffer, Gross, Marco
Measuring contagion potential among sovereigns and banks using a mixed-cross-section GVAR
No 1570
Gross, Marco, Binder, Michael
Regime-switching global vector autoregressive models
No 1569
Gross, Marco
Estimating GVAR weight matrices
No 1523
2012
Badarinza, Cristian, Gross, Marco
Information flows and disagreement
No 1475
2011
Badarinza, Cristian, Gross, Marco
Macroeconomic vulnerability and disagreement in expectations
No 1407
Gross, Marco
Corporate bond spreads and real activity in the euro area - Least Angle Regression forecasting and the probability of the recession
No 1286
2009
Gross, Marco
Nonparametric Hybrid Phillips Curves Based on Subjective Expectations: Estimates for the Euro Area
No 1119
Badarinza, Cristian, Gross, Marco
Inflation perceptions and expectations in the euro area: the role of news
No 1088