Marco Gross

International Monetary Fund (IMF)

700 19th Street, N.W.

Washington, DC 20431

United States

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

17

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1,742

SSRN CITATIONS
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SSRN RANKINGS

Top 6,348

in Total Papers Citations

100

CROSSREF CITATIONS

87

Scholarly Papers (17)

1.

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

ECB Occasional Paper No. 152
Number of pages: 82 Posted: 16 Mar 2014
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) - Directorate Financial Stability and Supervision, European Central Bank (ECB), International Monetary Fund (IMF), National Bank of Poland, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank
Downloads 413 (77,177)
Citation 7

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macro stress test, systemic risk, financial crisis, banking sector, macro-prudential policy, micro-prudential supervision

2.

Spillovers in Space and Time: Where Spatial Econometrics and Global VAR Models Meet

ECB Working Paper No. 2134, ISBN: 978-92-899-3239-4
Number of pages: 37 Posted: 06 Mar 2018
J. Paul Elhorst, Marco Gross and Eugen Tereanu
University of Groningen - Faculty of Economics and Business, International Monetary Fund (IMF) and World Bank
Downloads 264 (126,746)

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Weak and strong cross-sectional dependence, spatial models, GVARs, spillovers

3.

Regime-Switching Global Vector Autoregressive Models

ECB Working Paper No. 1569
Number of pages: 56 Posted: 12 Aug 2013
Michael Binder and Marco Gross
Goethe University Frankfurt and International Monetary Fund (IMF)
Downloads 153 (209,896)

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Global macroeconometric modeling, nonlinear modeling, regime switching, forecasting and simulation

4.

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

ECB Working Paper No. 2054
Number of pages: 36 Posted: 16 May 2017
European Central Bank (ECB), International Monetary Fund (IMF), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 136 (230,843)
Citation 3

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event study, bank stress tests, disclosure

On Secular Stagnation and Low Interest Rates: Demography Matters

ECB Working Paper No. 2088
Number of pages: 28 Posted: 31 Jul 2017
Giuseppe Ferrero, Marco Gross and Stefano Neri
Bank of Italy, International Monetary Fund (IMF) and Bank of Italy
Downloads 70 (362,183)

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secular stagnation; demographic developments; real interest rates; monetary policy

On Secular Stagnation and Low Interest Rates: Demography Matters

Bank of Italy Temi di Discussione (Working Paper) No. 1137
Number of pages: 36 Posted: 12 Oct 2017
Giuseppe Ferrero, Marco Gross and Stefano Neri
Bank of Italy, International Monetary Fund (IMF) and Bank of Italy
Downloads 47 (440,851)
Citation 58

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secular stagnation, demographic developments, real interest rates, monetary policy

6.

Measuring Contagion Potential Among Sovereigns and Banks Using a Mixed-Cross-Section GVAR

ECB Working Paper No. 1570
Number of pages: 49 Posted: 12 Aug 2013
Marco Gross and Christoffer Kok
International Monetary Fund (IMF) and European Central Bank (ECB)
Downloads 103 (283,050)
Citation 5

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Macro-financial linkages, global macroeconometric modeling, models with panel data, forecasting and simulation, contagion, spill-overs, network analysis

7.

The Impact of Bank Capital on Economic Activity - Evidence from a Mixed-Cross-Section GVAR Model

ECB Working Paper No. 1888
Number of pages: 54 Posted: 27 Apr 2016
International Monetary Fund (IMF), European Central Bank (ECB) and European Central Bank
Downloads 96 (296,446)
Citation 2

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Macro-

8.

Assessing the Costs and Benefits of Capital-Based Macroprudential Policy

ECB Working Paper No. 1935
Number of pages: 47 Posted: 14 Aug 2016
Markus Behn, Marco Gross and Tuomas A. Peltonen
European Central Bank (ECB), International Monetary Fund (IMF) and European Central Bank (ECB)
Downloads 81 (329,642)

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macroprudential policy, cost-bene t analysis, early-warning system, GVAR

9.

Estimating GVAR Weight Matrices

ECB Working Paper No. 1523
Number of pages: 49 Posted: 07 Mar 2013
Marco Gross
International Monetary Fund (IMF)
Downloads 80 (332,042)

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global macroeconometric modeling, models with panel data, forecasting and simulation

10.

Money Creation in Fiat and Digital Currency Systems

IMF Working Paper No. 19/285
Number of pages: 41 Posted: 06 Feb 2020
Marco Gross and Christoph Siebenbrunner
International Monetary Fund (IMF) and University of Oxford - Mathematical Institute
Downloads 55 (404,312)

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Central banking and monetary issues, Financial crises, Central banks, Financial institutions, Macroprudential policies and financial stability, Money creation, monetary policy, central bank digital currencies, WP, money stock, intermediation, physical cash, liquid fund

Mind the Output Gap: The Disconnect of Growth and Inflation During Recessions and Convex Phillips Curves in the Euro Area

ECB Working Paper No. 2004
Number of pages: 59 Posted: 03 Feb 2017
Marco Gross and Willi Semmler
International Monetary Fund (IMF) and The New School - Department of Economics
Downloads 54 (414,105)
Citation 2

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Phillips curve, nonlinearity, monetary VAR, inflation targeting, monetary policy, euro area

Mind the Output Gap: The Disconnect of Growth and Inflation During Recessions and Convex Phillips Curves in the Euro Area

Oxford Bulletin of Economics and Statistics, Vol. 81, Issue 4, pp. 817-848, 2019
Number of pages: 32 Posted: 02 Jun 2020
Marco Gross and Willi Semmler
International Monetary Fund (IMF) and The New School - Department of Economics
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12.

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

ECB Working Paper No. 1881
Number of pages: 56 Posted: 08 Feb 2016
International Monetary Fund (IMF) and European Central Bank (ECB)
Downloads 54 (407,677)
Citation 3

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household balance sheets, macro-financial linkages, stress-testing, macroprudential policy

13.

Credit Cycles and Monetary Policy in a Model with Regime Switches

Number of pages: 54 Posted: 30 Nov 2018
Timm Faulwasser, Marco Gross and Willi Semmler
Karlsruhe Institute of Technology, International Monetary Fund (IMF) and The New School - Department of Economics
Downloads 41 (456,886)
Citation 2

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Nonlinearities, Inflation Targeting, Credit Cycles, Credit Risk and Credit Spreads, Phillips Curve, Conventional and Unconventional Monetary Policy

14.

A False Sense of Security in Applying Handpicked Equations for Stress Test Purposes

ECB Working Paper No. 1845
Number of pages: 30 Posted: 23 Sep 2015
International Monetary Fund (IMF) and European Central Bank (ECB)
Downloads 28 (518,427)
Citation 1

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Stress testing, satellite modeling, model averaging, bank regulation and supervision

15.

Information Flows and Disagreement

ECB Working Paper No. 1475
Number of pages: 49 Posted: 25 Sep 2012
Cristian Badarinza and Marco Gross
National University of Singapore (NUS) and International Monetary Fund (IMF)
Downloads 24 (541,763)

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heterogeneous beliefs, disagreement, public information

16.

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

ECB Working Paper No. 2081
Number of pages: 24 Posted: 28 Jun 2017
Marco Gross, Jerome Henry and Willi Semmler
International Monetary Fund (IMF), European Central Bank (ECB) and The New School - Department of Economics
Downloads 22 (554,237)
Citation 2

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macro-financial linkages, overleveraging, credit supply

17.

A Structural Model to Assess the Impact of Bank Capitalization Changes Conditional on a Bail-in versus Bail-out Regime

ECB Working Paper No. 2181
Number of pages: 27 Posted: 08 Oct 2018
International Monetary Fund (IMF), Warsaw School of Economics (SGH) - Institute of Econometrics and European Central Bank (ECB)
Downloads 21 (560,508)

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Structural model, abandonment trigger, bank bailout, capital-based macro-prudential policy