
Keijsers, B.J.L., Diris, B.F. and Kole, H.J.W.G. (2018). Cyclicality in Losses on Bank Loans Journal of Applied Econometrics, 33(4):533--552.
Francesco Ravazzolo (2016). Interconnections Between Eurozone and us Booms and Busts Using a Bayesian Panel Markov-Switching VAR Model Journal of Applied Econometrics.