[1] Jovanovic B., Ma S.Uncertainty and Growth Disasters[J]. Review of Economic Dynamics 2022, 44(4): 33-64. [2] 隋建利, 杨庆伟. 国际大宗商品市场与中国金融市场间风险的传染测度与来源追溯[J]. 财经研究, 2021, (8): 139-154. [3] 张晓晶, 刘磊. 宏观分析新范式下的金融风险与经济增长——兼论新型冠状病毒肺炎疫情冲击与在险增长[J]. 经济研究, 2020, (6): 4-21. [4] 余官胜. 东道国经济风险与我国企业对外直接投资二元增长区位选择——基于面板数据门槛效应模型的研究[J]. 中央财经大学学报, 2017, (6): 74-81. [5] Wang Y., Yao Y.D. Measuring Economic Downside Risk and Severity-Growth at Risk[R]. The World Bank Policy Research Working Paper, No.2674, 2001. [6] Giglio S., Kelly B., Pruitt S.Systemic Risk and the Macroeconomy: An Empirical Evaluation[J]. Journal of Financial Economics, 2016, 119: 457-471. [7] Prasad A., Jeasakul P., Alter A., Elekdag S., Lafarguette R., Feng A.X. C., Wang C. C. Growth at Risk: Concept and Application in IMF Country Surveillance[R]. IMF Working Papers, No.36, 2019. [8] Adrian T., Boyarchenko N., Giannone D.Vulnerable Growth[J]. American Economic Review, 2019, 109(4): 1263-1289. [9] 邓创, 吴健, 吴超. 外部经济、金融不确定性与我国的宏观经济下行风险[J]. 统计研究, 2022, (6): 36-51. [10] Monache D.D., Polis A. D., Petrella I. Modelling and Forecasting Macroeconomic Downside Risk[R]. EMF Research Papers, No.34, 2020. [11] 黄乃静, 于明哲. 系统性金融风险指标的比较分析——基于实体经济风险预测的视角[J]. 系统工程理论与实践, 2020, (10): 2475-2491. [12] Acemoglu D., Ozdaglar A., Salehi A.T. Microeconomic Origins of Macroeconomic Tail Risks[J]. American Economic Review, 2017, 107(1): 54-108. [13] 卞志村, 孙慧智, 曹媛媛. 金融形势指数与货币政策反应函数在中国的实证检验[J]. 金融研究, 2012, (8): 44-55. [14] Naraidoo R., Paya I.Forecasting Monetary Policy Rules in South Africa[J]. International Journal of Forecasting, 2012, 28(2): 446-455. [15] Ghosh A.R., Ostry J. D., Chamon M. Two Targets, Two Instruments: Monetary and Exchange Rate Policies in Emerging Market Economies[J]. Journal of International Money and Finance, 2016, 60(C): 172-196. [16] Azzalini A., Capitanio A.Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-distribution[J]. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 2003, 65(2): 367-389. [17] 田磊, 林建浩. 经济政策不确定性兼具产出效应和通胀效应吗?来自中国的经验证据[J]. 南开经济研究, 2016, (2): 3-24. [18] 邓创, 王一森. 中国金融经济周期波动与财政货币政策协同调控效应分析[J]. 当代财经, 2022, (11): 3-15. [19] Ilut C.L., Schneider M. Ambiguous Business Cycles[J]. American Economic Review, 2012, 104(8): 2368-2399. [20] Bernanke B. Irreversibility, Uncertainty,Cyclical Investment[J]. The Quarterly Journal of Economics, 1983, 98(1): 85-106. [21] 王国刚. 金融脱实向虚的内在机理和供给侧结构性改革的深化[J]. 中国工业经济, 2018, (7): 5-23. [22] Baruník J., Kehlík T.Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk[J]. Journal of Financial Econometrics, 2018, 16(2): 271-296. [23] 徐曼, 邓创. 中国金融周期的叠加机理及其与经济周期的交互影响[J]. 国际金融研究, 2020, (5): 24-33. [24] 陈创练, 郑挺国. 数据修订、实时估计与时变参数货币政策规则抉择[J]. 统计研究, 2018, (8): 23-38. [25] Clarida R., Galí J., Gertler M.Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory[J]. The Quarterly Journal of Economics, 2000, (2): 147-180. [26] Kim C.J., Nelson C. R. Estimation of a Forward-looking Monetary Policy Rule: A Time-varying Parameter Model Using Ex Post Data[J]. Journal of Monetary Economics, 2006, 53(8): 1949-1966. [27] Primiceri G.E. Time Varying Structural Vector Autoregressions and Monetary Policy[J]. The Review of Economic Studies, 2005, 72(3): 821-852. [28] 邓创, 石柱鲜. 泰勒规则与我国货币政策反应函数——基于潜在产出、自然利率与均衡汇率的研究[J]. 当代财经, 2011, (1): 64-73. [29] 刘金全, 张小宇. 中央银行规避经济收缩和通胀偏好的模式与途径研究[J]. 经济研究, 2015, (12): 29-40+53. [30] 陈创练, 郑挺国, 姚树洁. 时变参数泰勒规则及央行货币政策取向研究[J]. 经济研究, 2016, (8): 43-56. |