On the public citation graph

A UK Financial Conditions Index Using Targeted Data Reduction: Forecasting and Structural Identification

0 signed · 36 inferred · view as graph

Inferred edges come from two machine sources: sweeps of open repository metadata (mostly SSRN and Zenodo), and a bulk OpenAlex citation snapshot. Every row below is labelled with the one it came from. Neither is a complete citation index — absence here is not evidence of absence.

Is this your work? Sign in with ORCID and put your name on the claims that are yours.
Claim with ORCID
Reference health. See whether every reference in this work resolves to a known work and none has been retracted — and get a dated CiteStamped badge you can embed.
See reference health

What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1002/jae.2537openalex-extracted
Loan Supply Shocks and the Business Cycle
inferredcites →https://doi.org/10.1016/0169-7439(93)85002-xopenalex-extracted
SIMPLS: An alternative approach to partial least squares regression
inferredcites →https://doi.org/10.1016/b978-0-444-53238-1.00011-9openalex-extracted
Financial Intermediation and Credit Policy in Business Cycle Analysis
inferredcites →https://doi.org/10.1016/b978-0-444-62731-5.00021-xopenalex-extracted
Advances in Forecasting under Instability
inferredcites →https://doi.org/10.1016/j.econmod.2014.01.013openalex-extracted
Building a financial conditions index for the euro area and selected euro area countries: What does it tell us about the crisis?
inferredcites →https://doi.org/10.1016/j.euroecorev.2010.12.009openalex-extracted
Do credit shocks matter? A global perspective
inferredcites →https://doi.org/10.1016/j.ijforecast.2008.09.005openalex-extracted
A real time evaluation of Bank of England forecasts of inflation and growth
inferredcites →https://doi.org/10.1016/j.jeconom.2013.04.014openalex-extracted
Consistent factor estimation in dynamic factor models with structural instability
inferredcites →https://doi.org/10.1016/j.jeconom.2013.10.009openalex-extracted
Inference on stochastic time-varying coefficient models
inferredcites →https://doi.org/10.1016/j.jmoneco.2009.03.017openalex-extracted
Credit market shocks and economic fluctuations: Evidence from corporate bond and stock markets
inferredcites →https://doi.org/10.1080/03610918808812681openalex-extracted
On the structure of partial least squares regression
inferredcites →https://doi.org/10.1080/14786440109462720openalex-extracted
LIII. On lines and planes of closest fit to systems of points in space
inferredcites →https://doi.org/10.1093/acprof:oso/9780199237197.003.0007openalex-extracted
Forecasting in Dynamic Factor Models Subject to Structural Instability*
inferredcites →https://doi.org/10.1111/1468-0262.00273openalex-extracted
Determining the Number of Factors in Approximate Factor Models
inferredcites →https://doi.org/10.1111/j.1467-9868.2009.00723.xopenalex-extracted
Sparse Partial Least Squares Regression for Simultaneous Dimension Reduction and Variable Selection
inferredcites →https://doi.org/10.1111/j.1468-0084.2012.00721.xopenalex-extracted
Model Selection Criteria for Factor‐Augmented Regressions*
inferredcites →https://doi.org/10.1198/016214502388618960openalex-extracted
Forecasting Using Principal Components From a Large Number of Predictors
inferredcites →https://doi.org/10.1257/aer.102.4.1692openalex-extracted
Credit Spreads and Business Cycle Fluctuations
inferredcites →https://doi.org/10.1353/mcb.2004.0061openalex-extracted
Tobin's Imperfect Asset Substitution in Optimizing General Equilibrium
inferredcites →https://doi.org/10.1787/226365806132openalex-extracted
Quantifying the Effect of Financial Conditions in the Euro Area, Japan, United Kingdom and United States
inferredcites →https://doi.org/10.2139/ssrn.1105728openalex-extracted
Credit Spreads and Real Activity
inferredcites →https://doi.org/10.2139/ssrn.1650675openalex-extracted
The Central-Bank Balance Sheet as an Instrument of Monetary Policy
inferredcites →https://doi.org/10.2139/ssrn.1814987openalex-extracted
Understanding the Macroeconomic Effects of Working Capital in the United Kingdom
inferredcites →https://doi.org/10.2139/ssrn.1992980openalex-extracted
Asset Purchase Policy at the Effective Lower Bound for Interest Rates
inferredcites →https://doi.org/10.2139/ssrn.2026742openalex-extracted
Adaptive Forecasting in the Presence of Recent and Ongoing Structural Change
inferredcites →https://doi.org/10.2139/ssrn.2253844openalex-extracted
Building a Financial Conditions Index for the Euro Area and Selected Euro Area Countries: What Does It Tell Us about the Crisis?
inferredcites →https://doi.org/10.2139/ssrn.2370460openalex-extracted
Has Weak Lending and Activity in the United Kingdom Been Driven by Credit Supply Shocks?
inferredcites →https://doi.org/10.2139/ssrn.2397123openalex-extracted
Financial Conditions Index and Credit Supply Shocks for the Euro Area
inferredcites →https://doi.org/10.2139/ssrn.2420400openalex-extracted
Adaptive Forecasting in the Presence of Recent and Ongoing Structural Change
inferredcites →https://doi.org/10.2139/ssrn.2461795openalex-extracted
The Effect of the Financial Crisis on TFP Growth: A General Equilibrium Approach
inferredcites →https://doi.org/10.2139/ssrn.2785370openalex-extracted
Loan Supply in Germany During the Financial Crisis
inferredcites →https://doi.org/10.3386/w16150openalex-extracted
Financial Conditions Indexes: A Fresh Look after the Financial Crisis
inferredcites →https://doi.org/10.3386/w16208openalex-extracted
The Central-Bank Balance Sheet as an Instrument of Monetary Policy
inferredcites →https://doi.org/10.7748/mhp.20.5.9.s10openalex-extracted
A quarter of all suicides in UK are aged under 35
inferredcites →https://doi.org/10.1016/j.euroecorev.2014.07.002openalex-snapshot
A new index of financial conditions
inferredcites →https://doi.org/10.5089/9781451870190.001openalex-snapshot
A U.S. Financial Conditions Index
Editorial review for independent work. ICSAC — the Institute for Complexity Science and Advanced Computing — runs a structured editorial panel for researchers publishing outside journals, and publishes on CiteStamp rails. Submission is free and goes through ORCID: icsacinstitute.org/submit.