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Marco Gross

European Central Bank

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Publication

Featured researches published by Marco Gross.

Archive | 2013

Regime-Switching Global Vector Autoregressive Models

Michael Binder; Marco Gross

Occasional Paper Series | 2013

A Macro Stress Testing Framework for Assessing Systemic Risks in the Banking Sector

Jerome Henry; Christoffer Kok; Adrien Amzallag; Patrizia Baudino; Inês Cabral; Maciej Grodzicki; Marco Gross; Grzegorz Halaj; Markus Kolb; Miha Leber; Cosimo Pancaro; Matthias Sydow; Angelos T. Vouldis; Maik Zimmermann; Dawid Żochowski

Archive | 2013

Estimating GVAR weight matrices

Marco Gross

Economic Modelling | 2017

Assessing the Efficacy of Borrower-Based Macroprudential Policy Using an Integrated Micro-Macro Model for European Households

Marco Gross; Javier Población

Archive | 2016

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

Marco Gross; Christoffer Kok; Dawid Żochowski

Archive | 2012

Information Flows and Disagreement

Cristian Badarinza; Marco Gross

International Review of Economics & Finance | 2018

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

Tomasz Dubiel-Teleszynski; Marco Gross; Javier Población

Archive | 2017

Do Stress Tests Matter? Evidence from the 2014 and 2016 Stress Tests

Oana Maria Georgescu; Marco Gross; Daniel Kapp; Christoffer Kok

Macroeconomic Dynamics | 2017

Destabilizing Effects of Bank Overleveraging on Real Activity - An Analysis Based on a Threshold MCS-GVAR

Marco Gross; Jerome Henry; Willi Semmler

Journal of Financial Services Research | 2017

Implications of Model Uncertainty for Bank Stress Testing

Marco Gross; Javier Población

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Collaboration

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Javier Población

Bank of Spain

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Christoffer Kok

European Central Bank

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Jerome Henry

European Central Bank

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Adrien Amzallag

European Central Bank

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Angelos T. Vouldis

European Central Bank

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Cosimo Pancaro

European Central Bank

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Daniel Kapp

European Central Bank

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Dawid Żochowski

Warsaw School of Economics

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Inês Cabral

European Central Bank

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Maciej Grodzicki

European Central Bank

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