[1] BACKE, Peter, FELDKIRCHER, Martin, SLACIK, Tomas (2013) - Economic Spillovers from the Euro Area to the CESEE Region via the Financial Channel: A GVAR Approach. Focus on European Economic Integration, issue 4, pp. 50-64.

[2] BASSETT, William F., CHOSAK, Mary Beth, DRISCOLL, John C., ZAKRAJSEK, Egon (2014) - Changes in Bank Lending Standards and the Macroeconomy. Journal of Monetary Economics (forthcoming).

[3] BURBIDGE, John, HARRISON, Alan (1985) - An Historical Decomposition of the Great Depression to Determine the Role of Money. Journal of Monetary Economics, vol. 16, issue 1, July, pp. 45-54.

[4] BUSCH, Ulrike, SCHARNAGL, Michael, SCHEITHAUER, Jan (2010) - Credit Supply in Germany During the Financial Crisis. Deutsche Bundesbank Discussion Paper Series 1: Economic Studies, No. 05/2010. 40 p.

[5] CALANI, Mauricio C., GARCIA, Pablo S., ODA, Daniel Z. (2010) - Supply and Demand Identification in the Credit Market. Central Bank of Chile Working Papers, No. 571, April. 32 p.

[6] CANOVA, Fabio, PAUSTIAN, Matthias (2011) - Business Cycle Measurement with Some Theory. Journal of Monetary Economics, vol. 58, issue 4, May, pp. 345-361.

[7] CHUDIK, Alexander, FRATZSCHER, Marcel (2011) - Identifying the Global Transmission of the 2007-2009 Financial Crisis in a GVAR model. European Economic Review, vol. 55, issue 3, April, pp. 325-339.

[8] CHUDIK, Alexander, PESARAN, Mohammad Hashem (2014) - Theory and Practice of GVAR Modeling. Federal Reserve Bank of Dallas Globalization and Monetary Policy Institute Working Paper, No. 180, May. 55 p.

[9] CICCARELLI, Matteo, MADDALONI, Angela, PEYDRO, Jose-Luis (2010) - Trusting the Bankers: a New Look at the Credit Channel of Monetary Policy. European Central Bank Working Paper Series, No. 1228, July. 61 p.

[10] CRESPO CUARESMA, Jesus, FELDKIRCHER, Martin, HUBER, Florian (2014) - Forecasting with Bayesian Global Vector Autoregressive Models: A Comparison of Priors. Oesterreichische Nationalbank Working Paper, No. 189, March. 34 p.

[11] DEES, Stephane, HOLLY, Sean, PESARAN, Mohammad Hashem, SMITH, Vanessa L. (2007a) - Long Run Macroeconomic Relations in the Global Economy. Economics: The Open-Access, Open-Assessment E-Journal, vol. 1, issue 3, pp. 1-20.

[12] DEES, Stephane, di MAURO, Filippo, PESARAN, Mohammad Hashem, SMITH, Vanessa L. (2007b) - Exploring the International Linkages of the Euro Area: a Global VAR Analysis. Journal of Applied Econometrics, vol. 22, issue 1, pp. 1-38.

[13] EICKMEIER, Sandra, NG, Tim (2011) - How do Credit Supply Shocks Propagate Internationally? A GVAR Approach. Deutsche Bundesbank Research Centre Discussion Paper Series 1: Economic Studies, No. 27/2011. 64 p.

[14] European Systemic Risk Board (2011) - Recommendation of the European Systemic Risk Board of 21 September 2011 on Lending in Foreign Currencies (ESRB/2011/1). Official Journal of the European Union, No. C 342/01, 22.11.2011. 47 p.

[15] FELDKIRCHER, Martin (2013) - A Global Macro Model for Emerging Europe. Oesterreichische Nationalbank Working Paper, No. 185, September. 54 p.

[16] FELDKIRCHER, Martin, HUBER, Florian (2014) - The International Transmission of U.S. Structural Shocks - Evidence from Global Vector Autoregressions. Oesterreichische Nationalbank Working Paper, No. 195, July. 41 p.

[17] FORNARI, Fabio, STRACCA, Livio (2012) - What does a Financial Shock Do? First International Evidence. In: Economic Policy, vol. 27, issue 71, July, pp. 407-445.

[18] FRATZSCHER, Marcel, SABOROWSKI, Christian, STRAUB, Roland (2009) - Monetary Policy Shocks and Portfolio Choice. European Central Bank Working Paper Series, No. 1122, December. 50 p.

[19] FRY, Renee, PAGAN, Adrian (2011) - Sign Restrictions in Structural Vector Autoregressions: A Critical Review. Journal of Economic Literature, vol. 49, No. 4, December, pp. 938-960.

[20] GALESI, Alessandro, SGHERRI, Silvia (2013) - Regional Financial Spillovers across Europe. In: The GVAR Handbook: Structure and Applications of a Macro Model of the Global Economy for Policy Analysis. Oxford University Press, pp. 255-270.

[21] GAMBETTI, Luca, MUSSO, Alberto (2012) - Credit Supply Shocks and the Business Cycle. European Central Bank Working Paper Series, No. 1469, September. 59 p.

[22] GARRATT, Anthony, LEE, Kevin, PESARAN, Mohammad Hashem, SHIN, Yongcheol (2006) - Global and National Macroeconometric Modelling: A Long-Run Structural Approach. Oxford University Press. 400 p.

[23] HELBLING, Thomas, HUIDROM, Raju, KOSE, M. Ayhan, OTROK, Christopher (2011) - Do Credit Shocks Matter? A Global Perspective. European Economic Review, vol. 55, issue 3, April, pp. 340-353.

[24] HRISTOV, Nikolay, HULSEWIG, Oliver, WOLLMERSHAUSER, Timo (2012) - Credit Supply Shocks During the Financial Crisis: Evidence for the Euro Area. Journal of International Money and Finance, vol. 31, issue 3, April, pp. 569-592.

[25] LOWN, Cara, MORGAN, Donald P. (2006) - The Credit Cycle and the Business Cycle: New Findings Using the Credit Officer Opinion Survey. Journal of Money, Credit and Banking, vol. 38, issue 6, September, pp. 1575-1597.

[26] LUETKEPOHL, Helmut (2011) - Vector Autoregressive Models. European University Institute Working Papers ECO 2011/30. 33 p.

[27] MEEKS, Roland (2012) - Do Credit Market Shocks Drive Output Fluctuations? Evidence from Corporate Spreads and Defaults. Journal of Economic Dynamics and Control, vol. 36, issue 4, pp. 568-584.

[28] PAUSTIAN, Matthias (2007) - Assessing Sign Restrictions. The B.E. Journal of Macroeconomics, vol. 7, issue 1, August, pp. 1-33.

[29] PEEK, Joe, ROSENGREN, Eric S., TOOTELL, Geoffrey M. B. (2003) - Identifying the Macroeconomic Effect of Credit Supply Shocks. Journal of Money, Credit and Banking, vol. 35, No. 6, December, pp. 931-946.

[30] PESARAN, Mohammad Hashem, SMITH, Ron P., SMITH, Vanessa L. (2007) - What if the UK or Sweden Had Joined the Euro in 1999? An Empirical Evaluation Using a Global VAR. International Journal of Finance and Economics, vol. 12, issue 1, January, pp. 55-87.

[31] PESARAN, Mohammad Hashem, SCHUERMANN, Til, SMITH, Vanessa L. (2009) - Forecasting Economic and Financial Variables with Global VARs. International Journal of Forecasting, vol. 25, issue 4, October-December, pp. 642-675.

[32] PESARAN, Mohammad Hashem, SCHUERMANN, Til, WEINER, Scott M. (2004) - Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model. Journal of Business and Economic Statistics, vol. 22, April, pp. 129-162.

[33] RUBIO-RAMIREZ, Juan F., WAGGONER, Daniel F., ZHA, Tao (2010) - Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference. Review of Economic Studies, vol. 77, issue 2, pp. 665-696.

[34] SMITH, Vanessa L., GALESI, Alessandro (2011) - GVAR Toolbox 1.1. Technical Report.

[35] YESIN, Pinar (2013) - Foreign Currency Credits and Systemic Risk in Europe. Swiss National Bank Study Center Gerzensee Working Papers, No. 13.06, June. 24 p.