Maria Teresa Valderrama

Österreichische Nationalbank - Department of Economics

Vienna, 1010

Austria

SCHOLARLY PAPERS

3

DOWNLOADS

257

CITATIONS
Rank 13,360

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Top 13,360

in Total Papers Citations

55

Scholarly Papers (3)

1.

The Role of Credit Aggregates and Asset Prices in the Transmission Mechanism: A Comparison Between the Euro Area and the US

ECB Working Paper No. 816
Number of pages: 41 Posted: 02 Oct 2007
Sylvia Kaufmann and Maria Teresa Valderrama
Oesterreichische Nationalbank - Economic Studies Division and Österreichische Nationalbank - Department of Economics
Downloads 96 (270,510)

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Asymmetry, asset prices, financial system, lending, transmission mechanism

Heterogeneity and Cross-Country Spillovers in Macroeconomic-Financial Linkages

Banco de Espana Working Paper No. 1241
Number of pages: 48 Posted: 23 Dec 2012
Matteo Ciccarelli, Eva Ortega and Maria Teresa Valderrama
European Central Bank (ECB), Bank of Spain, Research Department and Österreichische Nationalbank - Department of Economics
Downloads 67 (339,177)
Citation 49

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financial crisis, macro-financial linkages, panel VAR models

Heterogeneity and Cross-Country Spillovers in Macroeconomic-Financial Linkages

ECB Working Paper No. 1498
Number of pages: 47 Posted: 15 Dec 2012
Matteo Ciccarelli, Eva Ortega and Maria Teresa Valderrama
European Central Bank (ECB), Bank of Spain, Research Department and Österreichische Nationalbank - Department of Economics
Downloads 21 (530,207)
Citation 2

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financial crisis, macro-financial linkages, panel VAR models

3.

Financial Shocks and the Macroeconomy: Heterogeneity and Non-Linearities

ECB Occasional Paper No. 143
Number of pages: 71 Posted: 12 Mar 2013
Board of Governors of the Federal Reserve System, European Stability Mechanism, National Bank of Slovakia, European Central Bank (ECB), Banque Centrale du Luxembourg, Bank of Finland - Research, National Bank of Belgium, Bank of Portugal, Bank of Spain, Research Department, Österreichische Nationalbank - Department of Economics and Magyar Nemzeti Bank
Downloads 73 (319,769)

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macro-financial linkages, financial shocks, lead-lag relationships, heterogeneity, cross-country spillovers, non-linearities