Ang, A., M. Piazzesi, and M. Wei, 2006, “What Does the Yield Curve Tell U.S. About GDP Growth?,” Journal of Econometrics, Vol. 131, pp. 359–403.
Balke, N. S., 2000, “Credit and Economic Activity: Credit Regimes and Nonlinear Propagation of Shocks,” Review of Economics and Statistics, Vol. 82, pp. 344–49.
Bayoumi, T., and A.J. Swiston, 2007, “Foreign Entanglements: Estimating the Source and Size of Spillovers Across Industrial Countries,” IMF Working Paper 07/182 (Washington: International Monetary Fund).
Bernanke, B.S., and M. Gertler, 1989, “Agency Costs, Net Worth, and Business Fluctuations,” American Economic Review, Vol. 79, Issue 1, pp. 14–31.
Carlson, M.A., T. B. King, and K. F. Lewis, 2008, “Distress in the Financial Sector and Economic Activity,” Federal Reserve Board Working Paper 2008–43 (Washington: Federal Reserve Board).
Dees S., F. di Mauro, M.H. Pesaran, and L.V. Smith, 2007, “Exploring the International Linkages of the Euro Area: A Global VAR Analysis,” Journal of Applied Econometrics, Vol. 22, pp. 1–38.
Dees, S., and I. Vansteenkiste, 2007, “The Transmission of U.S. Cyclical Developments to the Rest of the World,” ECB Working Paper 798 (Frankfurt: European Central Bank).
Diebold, F.X., and R.S. Mariano, 1995, “Comparing Predictive Accuracy,” Journal of Business and Economic Statistics, Vol. 13, pp. 253–63.
Fagan, G., J. Henry, and R. Mestre, 2001, “An Area-wide Model (AWM) for the euro area,” ECB Working Paper 42 (Frankfurt: European Central Bank).
Fama, E.F., and K.R. French, 1993, “Common Risk Factors in the Returns of Stocks and Bonds,” Journal of Financial Economics, Vol. 33, pp. 3–56.
Favero, C., and F. Giavazzi, 2008, “Should the Euro Area Be Run as a Closed Economy?,” American Economic Review, Vol. 98, pp. 138–45.
Fornari, F., and A. Mele, 2009, “Financial Volatility and Economic Activity,” London School of Economics, mimeo (London: London School of Economics and Political Sciences).
Fornari, F., and W. Lemke, 2009, “A Simple Model for Predicting Economic Activity in Main Economic Areas”, ECB mimeo (Frankfurt: European Central Bank).