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RePEcRisk, Credit & Banking

Beyond Financial Conditions: Measuring Structural Vulnerabilities in the U.S. Financial System

An index capturing structural financial weaknesses displays gradual buildup before crises, predicts shock amplification, and reveals delayed monetary policy transmission effects.

Featured in No. 134 on 9 Oct 2026 · 4 days after release

Fitted skewed-t distributional forecasts of GDP growth conditional on lagged GDP growth and FVI or NFCI. The fitted
Figure 4: Fitted skewed-t distributional forecasts of GDP growth conditional on lagged GDP growth and FVI or NFCI. The fitted fitted skewed-t distribution is estimated through quantile regressions.
Released
5 Oct 2026
First featured
No. 134 · 9 Oct 2026
Published in
Not yet, as far as Semantic Scholar knows
Fanfare
3 of 5
Identifier
RePEc:fip:fedgfe:103791
Authors
Michele Modugno et al.

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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