| A macro stress testing framework for assessing systemic risks in the banking sector J Henry, C Kok, A Amzallag, P Baudino, I Cabral, M Grodzicki, M Gross, ... ECB Occasional Paper, 2013 | 145 | 2013 |
| Cross‐sectional dependence and spillovers in space and time: Where spatial econometrics and Global VAR models meet M Gross, JP Elhorst, E Tereanu Journal of Economic Surveys 35 (1), 192-226, 2021 | 119* | 2021 |
| Assessing the efficacy of borrower-based macroprudential policy using an integrated micro-macro model for European households M Gross, J Población Economic Modelling 61, 510-528, 2017 | 84 | 2017 |
| On secular stagnation and low interest rates: demography matters M Gross, G Ferrero, S Neri International Finance (earlier ECB working paper) 22 (3), 262-278, 2019 | 81* | 2019 |
| Measuring contagion potential among sovereigns and banks using a mixed-cross-section GVAR M Gross, C Kok ECB Working Paper, 2013 | 76 | 2013 |
| Money creation and liquid funding needs are compatible M Gross, C Siebenbrunner In Book: Central Banking, Monetary Policy and the Future of Money, 154-186, 2022 | 74* | 2022 |
| Modelling Banking, Sovereign and Macro Risk in a CCA Global VAR D Gray, M Gross, M Paredes, J., Sydow International Monetary Fund, 2013 | 73* | 2013 |
| Mind the output gap: The disconnect of growth and inflation during recessions and convex Phillips curves in the euro area M Gross, W Semmler Oxford Bulletin of Economics and Statistics 81 (4), 817-848, 2018 | 53 | 2018 |
| Do stress tests matter? Evidence from the 2014 and 2016 stress tests OM Georgescu, M Gross, D Kapp, C Kok ECB Working Paper, 2017 | 50 | 2017 |
| The impact of bank capital on economic activity-Evidence from a Mixed-Cross-Section GVAR model M Gross, C Kok, D Żochowski ECB Working Paper, 2016 | 46* | 2016 |
| Estimating GVAR weight matrices M Gross Spatial Economic Analysis 14 (2), 219-240, 2019 | 43 | 2019 |
| Destabilizing effects of bank overleveraging on real activity—An analysis based on a threshold MCS-GVAR M Gross, J Henry, W Semmler Macroeconomic Dynamics 22 (7), 1750-1768, 2018 | 39 | 2018 |
| Implications of model uncertainty for bank stress testing M Gross, J Población Journal of Financial Services Research 55, 31-58, 2019 | 37* | 2019 |
| Regime-switching global vector autoregressive models M Binder, M Gross ECB Working Paper, 2013 | 34 | 2013 |
| Assessing the costs and benefits of capital-based macroprudential policy M Behn, M Gross, TA Peltonen ECB Working Paper, 2016 | 30* | 2016 |
| The effectiveness of borrower-based macroprudential measures: a quantitative analysis for Slovakia P Jurča, J Klacso, E Tereanu, M Forletta, M Gross IMF working paper, 2020 | 27 | 2020 |
| To Demand or Not to Demand: On Quantifying the Future Appetite for CBDC M Gross, E Letizia IMF Working Paper, 2023 | 22 | 2023 |
| Approaches to climate risk analysis in FSAPs MT Adrian, P Grippa, MM Gross, MV Haksar, MI Krznar, C Lepore, ... International Monetary Fund, 2022 | 22 | 2022 |
| Unconventional monetary policy in a nonlinear quadratic model T Faulwasser, M Gross, W Semmler, P Loungani Studies in Nonlinear Dynamics & Econometrics 24 (5), 20190099, 2020 | 22* | 2020 |
| Expected credit loss modeling from a top-down stress testing perspective MM Gross, D Laliotis, M Leika, P Lukyantsau International Monetary Fund, 2020 | 18 | 2020 |
