Diagnosing the Financial System: Financial Conditions and Financial Stress

By Scott A. Brave, R. Andrew Butters. 2012

129 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/b434c60469509ab4caf5a7968a69dcaa2f8e6ce5

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

1. E. Angelopoulou
2. Hiona Balfoussia
3. Thibaut Duprey
4. Benjamin Klaus
5. Heather D. Gibson
6. Tuomas A. Peltonen

Citations in the corpus

• Dating systemic financial stress episodes in the EU countries (2017, methodology): “Brave and Butters (2012) show that accounting for the decline in the volatility of output and inflation makes the stress index more stable in the post-1984 period.”
• Building a Financial Conditions Index for the Euro Area and Selected Euro Area Countries: What Does It Tell Us about the Crisis? (2014, background): “Finally, they can help predict financial stress, at least up to horizons of one year ahead (Brave and Butters, 2012).”
• Financial Stress and Economic Dynamics: The Transmission of Crises (2015, unknown): “(a) general models [1] [2] [3] [4] [5] [6] model —> 1v1c 2v1c 3v1c 1v2c 2v2c 3v2c MDD -2569.”