Nothing Special   »   [go: up one dir, main page]

create a website
Monetary and macroprudential policies in an estimated model with financial intermediation. (2017). Gelain, Paolo ; Ilbas, Pelin .
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:78:y:2017:i:c:p:164-189.

Full description at Econpapers || Download paper

Cited: 68

Citations received by this document

Cites: 42

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Are two financial frictions necessary to match U.S. business and financial cycles?. (2024). Kuchta, Zbigniew ; Gorajski, Mariusz.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011273.

    Full description at Econpapers || Download paper

  2. The external financial spillovers of CBDCs. (2024). Landi, Valerio Nispi ; Moro, Alessandro.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923002075.

    Full description at Econpapers || Download paper

  3. Should macroprudential policy be countercyclical?. (2024). Liu, Keqing ; Igarashi, Yoske.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:158:y:2024:i:c:s0165188923001719.

    Full description at Econpapers || Download paper

  4. .

    Full description at Econpapers || Download paper

  5. Institutional Arrangements and Inflation Bias: A Dynamic Heterogeneous Panel Approach. (2023). Lazopoulos, Ioannis ; Gabriel, Vasco ; Lima, Diana.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:55:y:2023:i:1:p:43-76.

    Full description at Econpapers || Download paper

  6. Capital Controls or Macroprudential Regulation: Which is Better for Land Booms and Busts?. (2023). Kitano, Shigeto ; Zhou, Yang.
    In: Discussion Paper Series.
    RePEc:kob:dpaper:dp2023-12.

    Full description at Econpapers || Download paper

  7. Macroepidemics and unconventional monetary policy. (2023). Shanafelt, David W ; Damette, Olivier ; Vasconez, Veronica Acurio.
    In: Post-Print.
    RePEc:hal:journl:hal-04220462.

    Full description at Econpapers || Download paper

  8. Monetary and fiscal coordination in preventing bank failures and financial contagion. (2023). Sim, Khai Zhi.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:75:y:2023:i:c:s016407042200091x.

    Full description at Econpapers || Download paper

  9. Drivers of large recessions and monetary policy responses. (2023). Villa, Stefania ; Melina, Giovanni.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623000955.

    Full description at Econpapers || Download paper

  10. Effects and Conduct of Macroprudential Policy in China. (2023). Kim, Soyoung ; Chen, Hongyi ; Shim, Seri.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:66:y:2023:i:c:s1572308923000244.

    Full description at Econpapers || Download paper

  11. Reversal interest rate and macroprudential policy. (2023). DARRACQ PARIES, Matthieu ; Rottner, Matthias ; Kok, Christoffer.
    In: European Economic Review.
    RePEc:eee:eecrev:v:159:y:2023:i:c:s0014292123002003.

    Full description at Econpapers || Download paper

  12. Macroprudential regulation and leakage to the shadow banking sector. (2023). Mazelis, Falk ; Gebauer, Stefan.
    In: European Economic Review.
    RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000338.

    Full description at Econpapers || Download paper

  13. Coordination and non-coordination risks of monetary and macroprudential authorities: A robust welfare analysis. (2023). Górajski, Mariusz ; Kuchta, Zbigniew ; Gorajski, Mariusz.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000451.

    Full description at Econpapers || Download paper

  14. Macroepidemics and unconventional monetary policy. (2023). Shanafelt, David W ; Damette, Olivier ; Vasconez, Veronica Acurio.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002432.

    Full description at Econpapers || Download paper

  15. On the significance of quality-of-capital news shocks. (2023). Vázquez, Jesús ; Herrera, Luis ; Vazquez, Jesus.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:124:y:2023:i:c:s0264999323000950.

    Full description at Econpapers || Download paper

  16. Monetary and macroprudential policy interactions in a model of the euro area. (2023). Dennis, Richard ; Ilbas, Pelin.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:154:y:2023:i:c:s0165188923001124.

    Full description at Econpapers || Download paper

  17. Drivers of Large Recessions and Monetary Policy Responses. (2023). Villa, Stefania ; Melina, Giovanni.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_10590.

    Full description at Econpapers || Download paper

  18. Interpreting Structural Shocks and Assessing Their Historical Importance. (2023). Vázquez, Jesús ; Herrera, Luis ; Jesus, Vazquez ; Luis, Herrera.
    In: The B.E. Journal of Macroeconomics.
    RePEc:bpj:bejmac:v:23:y:2023:i:1:p:375-425:n:15.

    Full description at Econpapers || Download paper

  19. Drivers of large recessions and monetary policy responses. (2023). Villa, Stefania ; Melina, Giovanni.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_1425_23.

    Full description at Econpapers || Download paper

  20. When could Macroprudential and Monetary Policies be in Conflict?. (2022). Levieuge, Gregory ; Revelo, Jose Garcia.
    In: Post-Print.
    RePEc:hal:journl:hal-03857504.

    Full description at Econpapers || Download paper

  21. Examining macroprudential policy and its macroeconomic effects – Some new evidence. (2022). Mehrotra, Aaron ; Kim, So Young.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:128:y:2022:i:c:s0261560622001000.

    Full description at Econpapers || Download paper

  22. When could Macroprudential and Monetary Policies be in Conflict?. (2022). Levieuge, Gregory ; Garcia, Jose D.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:139:y:2022:i:c:s0378426622000838.

    Full description at Econpapers || Download paper

  23. Bank capital shortfall in the euro area. (2022). Sahuc, Jean-Guillaume ; Jondeau, Eric.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:62:y:2022:i:c:s1572308922000912.

    Full description at Econpapers || Download paper

  24. Institutional mandates for macroeconomic and financial stability. (2022). Flamini, Alessandro ; Agenor, Pierre-Richard.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:62:y:2022:i:c:s1572308922000857.

    Full description at Econpapers || Download paper

  25. Money, debt, and the effects of fiscal stimulus. (2022). Lv, Lin ; Ma, Yong.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:73:y:2022:i:c:p:152-178.

    Full description at Econpapers || Download paper

  26. Monetary and macroprudential policy coordination with biased preferences. (2022). Jackson, Timothy P ; Agenor, Pierre-Richard.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:144:y:2022:i:c:s0165188922002238.

    Full description at Econpapers || Download paper

  27. When Could Macroprudential and Monetary Policies Be in Conflict?. (2022). Levieuge, Gregory ; Revelo, Jose Garcia.
    In: Working papers.
    RePEc:bfr:banfra:871.

    Full description at Econpapers || Download paper

  28. A structural investigation of quantitative easing. (2021). Goy, Gavin ; Bohl, Gregor ; Strobel, Felix.
    In: Discussion Papers.
    RePEc:zbw:bubdps:012021.

    Full description at Econpapers || Download paper

  29. Macroepidemics and unconventional monetary policy: Coupling macroeconomics and epidemiology in a financial DSGE-SIR framework.. (2021). Damette, Olivier ; Vasconez, Veronica Acurio ; Shanafelt, David W.
    In: Working Papers of BETA.
    RePEc:ulp:sbbeta:2021-04.

    Full description at Econpapers || Download paper

  30. The Effects of Macroprudential and Monetary Policy Shocks in BRICS economies. (2021). Ntwaepelo, Kaelo Mpho.
    In: Economics Discussion Papers.
    RePEc:rdg:emxxdp:em-dp2021-20.

    Full description at Econpapers || Download paper

  31. Institutional Arrangements and Inflation Bias: A Dynamic Heterogeneous Panel Approach. (2021). Gabriel, Vasco ; Lazopoulos, Ioannis ; Lima, Diana.
    In: Working Papers.
    RePEc:ptu:wpaper:w202106.

    Full description at Econpapers || Download paper

  32. Macroprudential policy coordination in a currency union. (2021). Jia, Pengfei ; Jackson, Timothy ; Agenor, Pierre-Richard.
    In: European Economic Review.
    RePEc:eee:eecrev:v:137:y:2021:i:c:s0014292121001409.

    Full description at Econpapers || Download paper

  33. Optimal simple objectives for monetary policy when banks matter. (2021). Meeks, Roland ; Laureys, Lien ; Wanengkirtyo, Boromeus.
    In: European Economic Review.
    RePEc:eee:eecrev:v:135:y:2021:i:c:s0014292121000726.

    Full description at Econpapers || Download paper

  34. Monetary and macroprudential policy: The multiplier effects of cooperation.. (2021). Bassi, Federico ; Boitani, Andrea.
    In: DISCE - Working Papers del Dipartimento di Economia e Finanza.
    RePEc:ctc:serie1:def110.

    Full description at Econpapers || Download paper

  35. Macroprudential policy interactions in a sectoral DSGE model with staggered interest rates. (2021). Hinterschweiger, Marc ; Stratton, Tom ; Ozden, Tolga ; Khairnar, Kunal.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0904.

    Full description at Econpapers || Download paper

  36. The macroprudential toolkit: effectiveness and interactions. (2021). Rubio, Margarita ; Millard, Stephen ; Varadi, Alexandra.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0902.

    Full description at Econpapers || Download paper

  37. An Optimal Macroprudential Policy Mix for Segmented Credit Markets. (2021). Zivanovic, Jelena.
    In: Staff Working Papers.
    RePEc:bca:bocawp:21-31.

    Full description at Econpapers || Download paper

  38. A structural investigation of quantitative easing. (2020). Strobel, Felix ; Goy, Gavin ; Bohl, Gregor.
    In: IMFS Working Paper Series.
    RePEc:zbw:imfswp:142.

    Full description at Econpapers || Download paper

  39. Macroprudential policy, monetary policy and Eurozone bank risk. (2020). Vander Vennet, Rudi ; Meuleman, Elien.
    In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
    RePEc:rug:rugwps:20/1004.

    Full description at Econpapers || Download paper

  40. The impact of Covid-19 on productivity. (2020). Varadi, Alexandra ; Rubio, Margarita ; Millard, Stephen.
    In: Discussion Papers.
    RePEc:not:notcfc:2020/14.

    Full description at Econpapers || Download paper

  41. When could macroprudential and monetary policies be in conflict?. (2020). Garcia, Jose David ; Levieuge, Gregory.
    In: LEO Working Papers / DR LEO.
    RePEc:leo:wpaper:2749.

    Full description at Econpapers || Download paper

  42. Macroprudential Policy in the Euro Area. (2020). Paya, Ivan ; Fernandez-Gallardo, Alvaro.
    In: Working Papers.
    RePEc:lan:wpaper:307121127.

    Full description at Econpapers || Download paper

  43. The Housing Cycle: What Role for Mortgage Market Development and Housing Finance?. (2020). Sousa, Ricardo ; Castro, Vitor ; Agnello, Luca.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:61:y:2020:i:4:d:10.1007_s11146-019-09705-z.

    Full description at Econpapers || Download paper

  44. The costs of macroprudential deleveraging in a liquidity trap. (2020). Walentin, Karl ; Lindé, Jesper ; Finocchiaro, Daria ; Chen, Jiaqian.
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0389.

    Full description at Econpapers || Download paper

  45. Expectation-driven house prices and debt defaults: The effectiveness of monetary and macroprudential policies. (2020). Nilavongse, Rachatar ; Bekiros, Stelios ; Uddin, Gazi Salah.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:49:y:2020:i:c:s1572308920300590.

    Full description at Econpapers || Download paper

  46. Financial frictions and stabilization policies. (2020). Malmierca, Maria ; de Blas, Beatriz.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:89:y:2020:i:c:p:166-188.

    Full description at Econpapers || Download paper

  47. Monetary and macroprudential policy complementarities: evidence from European credit registers. (2020). Altavilla, Carlo ; Carlo Altavilla , ; Peydro, Jose-Luis ; Laeven, Luc.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20202504.

    Full description at Econpapers || Download paper

  48. Macroprudential regulation and leakage to the shadow banking sector. (2020). Mazelis, Falk ; Gebauer, Stefan.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20202406.

    Full description at Econpapers || Download paper

  49. A Structural Investigation of Quantitative Easing. (2020). Strobel, Felix ; Goy, Gavin ; Boehl, Gregor.
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:691.

    Full description at Econpapers || Download paper

  50. Monetary and Macroprudential Policy Complementarities: evidence from European credit registers. (2020). Peydro, Jose-Luis ; Laeven, Luc ; Altavilla, Carlo ; Carlo Altavilla , .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:15539.

    Full description at Econpapers || Download paper

  51. The costs of macroprudential deleveraging in a liquidity trap. (2020). Walentin, Karl ; Lindé, Jesper ; Finocchiaro, Daria ; Linde, Jesper ; Chen, Jiaqian.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:14564.

    Full description at Econpapers || Download paper

  52. Optimal simple objectives for monetary policy when banks matter. (2020). Wanengkirtyo, Boromeus ; Laureys, Lien ; Meeks, Roland.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0890.

    Full description at Econpapers || Download paper

  53. The Optimal Monetary and Macroprudential Policies for the South African Economy. (2020). Molise, Thabang ; Liu, Guangling.
    In: South African Journal of Economics.
    RePEc:bla:sajeco:v:88:y:2020:i:3:p:368-404.

    Full description at Econpapers || Download paper

  54. Policy mandates and institutional architecture. (2019). Lazopoulos, Ioannis ; Gabriel, Vasco.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:100:y:2019:i:c:p:122-134.

    Full description at Econpapers || Download paper

  55. Examining macroprudential policy and its macroeconomic effects - some new evidence. (2019). Mehrotra, Aaron ; Kim, Soyoung.
    In: BIS Working Papers.
    RePEc:bis:biswps:825.

    Full description at Econpapers || Download paper

  56. Forecasting with instabilities: an application to DSGE models with financial frictions. (2019). Villa, Stefania ; Paccagnini, Alessia ; Cardani, Roberta.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_1234_19.

    Full description at Econpapers || Download paper

  57. Robust Macroprudential Policy Rules under Model Uncertainty. (2018). Lieberknecht, Philipp ; Wieland, Volker ; Quintana, Jorge ; Binder, Michael.
    In: Annual Conference 2018 (Freiburg, Breisgau): Digital Economy.
    RePEc:zbw:vfsc18:181503.

    Full description at Econpapers || Download paper

  58. Interest rate rules under financial dominance. (2018). Roth, Markus ; Lewis, Vivien.
    In: Discussion Papers.
    RePEc:zbw:bubdps:292018.

    Full description at Econpapers || Download paper

  59. A prudential stable funding requirement and monetary policy in a small open economy. (2018). Jacob, Punnoose ; Munro, Anella.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:94:y:2018:i:c:p:89-106.

    Full description at Econpapers || Download paper

  60. Interest rate rules under financial dominance. (2018). Lewis, Vivien ; Roth, Markus.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:95:y:2018:i:c:p:70-88.

    Full description at Econpapers || Download paper

  61. Coordinating monetary and financial regulatory policies. (2018). Van der Ghote, Alejandro.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20182155.

    Full description at Econpapers || Download paper

  62. LEANING AGAINST WINDY BANK LENDING. (2018). Villa, Stefania ; Melina, Giovanni.
    In: Economic Inquiry.
    RePEc:bla:ecinqu:v:56:y:2018:i:1:p:460-482.

    Full description at Econpapers || Download paper

  63. Financial spillovers, spillbacks, and the scope for international macroprudential policy coordination. (2018). Agenor, Pierre-Richard ; Pereira, Luiz Awazu.
    In: BIS Papers.
    RePEc:bis:bisbps:97.

    Full description at Econpapers || Download paper

  64. A General Equilibrium Appraisal of Capital Shortfall. (2018). Sahuc, Jean-Guillaume ; Jondeau, Eric ; J-G. Sahuc, .
    In: Working papers.
    RePEc:bfr:banfra:668.

    Full description at Econpapers || Download paper

  65. Financial shocks, financial stability, and optimal Taylor rules. (2017). Verona, Fabio ; Martins, Manuel ; Drumond, Ines ; Manuel, .
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:54:y:2017:i:pb:p:187-207.

    Full description at Econpapers || Download paper

  66. The costs of macroprudential deleveraging in a liquidity trap. (). Walentin, Karl ; Linde, Jesper ; Finocchiaro, Daria ; Chen, Jiaqian.
    In: Review of Economic Dynamics.
    RePEc:red:issued:22-100.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Adrian, T. ; Shin, H.S. The changing nature of financial intermediation and the financial crisis of 2007–2009. 2010 Annu. Rev. Econ.. 2 -

  2. Angelini, P., Neri, S., Panetta, F., 2012. Monetary and macroprudential policies. ECB working paper no. 1449.

  3. Bailliu, J. ; Meh, C. ; Zhang, Y. Macroprudential rules and monetary policy when financial frictions matter. 2015 Econ. Model.. 50 148-161

  4. Bean, C., Paustian, M., Penalver, A., Taylor, T., 2010. Monetary policy after the fall. Bank of England working paper.

  5. Beau, D. ; Clerc, L. ; Mojon, B. Macroprudential policy and the conduct of monetary policy. 2012 :

  6. Benigno, G. ; Chen, H. ; Otrok, C. ; Rebucci Young, E. Financial crises and macro-prudential policies. 2013 J. Int. Econ.. 89 453-470

  7. Borio, C. ; Zhu, H. Capital regulation, risk-taking and monetary policy: a missing link in the transmission mechanism. 2012 J. Financ. Stab.. 8 236-251

  8. Cecchetti, G. ; Kohler, M. When capital adequacy and interest rate policy are substitutes (and when they are not). 2014 Int. J. Central Bank.. 10 205-231

  9. Committee on the Global Financial System, 2010. Macroprudential instruments and frameworks: a stocktaking of issues and experiences. CGFS papers no. 38.
    Paper not yet in RePEc: Add citation now
  10. Darracq Pariès, M. ; Kok Sø rensen, C. ; Rodriguez Palenzuela, D. Macroeconomic propagation under different regulatory regimes: evidence from an estimated DSGE model for the euro area. 2011 Int. J. Central Bank.. 7 49-113

  11. De Paoli, B., Paustian, M., 2013. Co-ordinating monetary and macroprudential policies. Federal Reserve Bank of New York staff report no. 653.

  12. Debortoli, D., Kim, J., Linde, J., Nunes, R., 2015. Designing a simple loss function for the fed: does the dual mandate make sense?Federal Reserve Bank of Boston working paper 15-3.

  13. Dedola, L. ; Karadi, P. ; Lombardo, G. Global implications of national unconventional policies. 2013 J. Monet. Econ.. 60 66-85

  14. Dennis, R. Solving for optimal simple rules in rational expectations models. 2004 J. Econ. Dyn. Control. 28 1635-1660

  15. Dewachter, H. ; Wouters, R. Endogenous risk in a DSGE model with capital-constrained financial intermediaries. 2014 J. Econ. Dyn. Control. 43 241-268

  16. Dixit, A. ; Lambertini, L. Interactions of commitment and discretion in monetary and fiscal policies. 2003 Am. Econ. Rev.. 93 1522-1542

  17. Galí, J. ; Smets, F. ; Wouters, R. Unemployment in an Estimated New Keynesian Model. NBER Macroeconomics Annual. 2012 University of Chicago Press:

  18. Galati, G. ; Moessner, R. Macroprudential policy - a literature review. 2012 J. Econ. Surv.. 27 846-878
    Paper not yet in RePEc: Add citation now
  19. Gertler, M. ; Karadi, P. A model of unconventional monetary policy. 2011 J. Monet. Econ.. 58 17-34

  20. Gertler, M. ; Sala, L. ; Trigari, A. An estimated monetary DSGE model with unemployment and staggered nominal wage bargaining. 2008 J. Money, Credit Bank.. 40 1713-1764

  21. Gilchrist, S. ; Zakrajšek, E. Credit spreads and business cycle fluctuations. 2012 Am. Econ. Rev.. 102 1692-1720

  22. Givens, G.E. Estimating central bank preferences under commitment and discretion. 2012 J. Money, Credit Bank.. 44 1033-1061

  23. Gomme, P. ; Ravikumar, B. ; Rupert, P. The return to capital and the business cycle. 2011 Rev. Econ. Dyn.. 14 262-278

  24. Gortz, C., Tsoukalas, J., 2012. News and financial intermediation in aggregate and sectoral fluctuations. Dynare working paper no. 12.

  25. Ilbas, P. Revealing the preferences of the US federal reserve. 2012 J. Appl. Econometr.. 27 440-473

  26. Iskrev, N. Local identification in DSGE models. 2010 J. Monet. Econ.. 57 189-202

  27. Jermann, U. ; Quadrini, V. Macroeconomic effects of financial shocks. 2012 Am. Econ. Rev.. 102 -

  28. Kannan, P. ; Rabanal, P. ; Scott, A.M. Monetary and macroprudential policy rules in a model with house price booms. 2012 B.E. J. Macroecon.. 12 -

  29. Lima, D., Levine, P., Pearlman, J., Yang, B., 2012. Optimal Macro-Prudential and Monetary Policy. University of Surrey working paper.
    Paper not yet in RePEc: Add citation now
  30. Liu, Z., Wang, P., Zha, T., 2010. Do credit constraints amplify macroeconomic fluctuations?Federal Reserve bank of Atlanta Working Paper 2010-1.

  31. Ozkan, G., Unsal, F., 2014. On the use of monetary and macroprudential policies for small open economies. IMF Working paper 14/112.

  32. Quint, D. ; Rabanal, P. Monetary and macroprudential policy in an estimated DSGE model of the euro area. 2014 Int. J. Central Bank.. 10 169-236

  33. Roger, S., Vlcek, J., 2011. Macroeconomic costs of higher bank capital and liquidity requirements. IMF Worgink paper 11/103.

  34. Rubio, M. ; Carrasco-Gallego, J.A. Macroprudential and monetary policies: implications for financial stability and welfare. 2014 J. Bank. Finance,. 49 326-336

  35. Smets, F. ; Wouters, R. Shocks and frictions in US business cycles: a bayesian DSGE approach. 2007 Am. Econ. Rev.. 97 586-606

  36. Svensson, L. Comment on michael woodford, ”inlfation targeting and financial stability. 2012 Penning-och valutapolitik. 2012 -
    Paper not yet in RePEc: Add citation now
  37. Svensson, L. Inflation targeting. 2010 En : Friedman, B. ; Woodford, M. Handbook of Monetary Economics vol. 3B chapter 22. Elsevier:

  38. Villa, S. ; Yang, J. Financial intermediaries in an estimated DSGE model for the UK. 2011 En : Chadha, J. ; Holly, S. Interest Rates, Prices and Liquidity. Lessons from the Financial Crisis. :

  39. Villa, S., 2013. Financial frictions in the euro area: a bayesian assessment. ECB Working Paper 1521.

  40. Woodford, M. Inlfation targeting and financial stability. 2012 Sveriges Riksbank Econ. Rev.. 2012 -
    Paper not yet in RePEc: Add citation now
  41. Woodford, M. Interest and Prices. 2003 Princeton University Press:
    Paper not yet in RePEc: Add citation now
  42. Yellen, J.L. The Economic Outlook and Monetary Policy. 2012 Remarks at the Money Marketeers of New York University: New York
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Securitisation and Business Cycle: An Agent-Based Perspective. (2017). Teglio, Andrea ; Raberto, Marco ; Mazzocchetti, Andrea ; Cincotti, Silvano.
    In: MPRA Paper.
    RePEc:pra:mprapa:76760.

    Full description at Econpapers || Download paper

  2. Bank Loan Loss Provisions Research: A Review. (2017). Ozili, Peterson K.
    In: MPRA Paper.
    RePEc:pra:mprapa:76495.

    Full description at Econpapers || Download paper

  3. The macroeconomic relevance of bank and nonbank credit: An exploration of U.S. data. (2017). Igan, Deniz ; Herman, Alexander ; Sole, Juan.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:32:y:2017:i:c:p:124-141.

    Full description at Econpapers || Download paper

  4. Modeling euro area bond yields using a time-varying factor model. (2017). Adam, Tomas ; lo Duca, Marco.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20172012.

    Full description at Econpapers || Download paper

  5. Regulation and structural change in financial systems. (2017). Claessens, Stijn.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11822.

    Full description at Econpapers || Download paper

  6. Capital flows and the current account: Taking financing (more) seriously. (2016). Disyatat, Piti ; BORIO, Claudio.
    In: PIER Discussion Papers.
    RePEc:pui:dpaper:14..

    Full description at Econpapers || Download paper

  7. Financial Intermediation Chains in an OTC Market. (2016). Wei, Bin ; Shen, JI ; Yan, Hongjun .
    In: MPRA Paper.
    RePEc:pra:mprapa:74925.

    Full description at Econpapers || Download paper

  8. Wholesale Banking and Bank Runs in Macroeconomic Modelling of Financial Crises. (2016). Gertler, Mark ; Kiyotaki, Nobuhiro ; Prestipino, Andrea.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:21892.

    Full description at Econpapers || Download paper

  9. Bank lending and loan quality: the case of India. (2016). Gambacorta, Leonardo ; Chavan, Pallavi.
    In: BIS Working Papers.
    RePEc:bis:biswps:595.

    Full description at Econpapers || Download paper

  10. WHAT KIND OF SYSTEMIC RISKS DO WE FACE IN THE EUROPEAN BANKING SECTOR? THE APPROACH OF CoVaR MEASURE. (2015). Karkowska, Renata.
    In: Faculty of Management Working Paper Series.
    RePEc:sgm:fmuwwp:12015.

    Full description at Econpapers || Download paper

  11. The Macroeconomic Relevance of Credit Flows; An Exploration of U.S. Data. (2015). Igan, Deniz ; Sole, Juan ; Herman, Alexander.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2015/143.

    Full description at Econpapers || Download paper

  12. The behaviour of the bank lending channel when interest rates approach the zero lower bound: Evidence from quantile regressions. (2015). Apergis, Nicholas ; Christou, Christina.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:49:y:2015:i:c:p:296-307.

    Full description at Econpapers || Download paper

  13. Debt Bias in Corporate Income Taxation and the Costs of Banking Crises. (2015). Rossi, Alessandro ; Nicodème, Gaëtan ; Langedijk, Sven ; Pagano, Andrea ; Nicodeme, Gaetan .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10616.

    Full description at Econpapers || Download paper

  14. Capital flows and the current account: Taking financing (more) seriously. (2015). Disyatat, Piti ; BORIO, Claudio.
    In: BIS Working Papers.
    RePEc:bis:biswps:525.

    Full description at Econpapers || Download paper

  15. The determinants of long-term debt issuance by European banks: evidence of two crises. (2015). Yang, Jing ; Rixtel, Adrian ; Romo Gonzalez, Luna Azahara ; van Rixtel, Adrian.
    In: BIS Working Papers.
    RePEc:bis:biswps:513.

    Full description at Econpapers || Download paper

  16. Everything you always wanted to know about systemic importance (but were afraid to ask). (2014). Zaghini, Andrea ; Masciantonio, Sergio ; Alessandri, Piergiorgio.
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:463.

    Full description at Econpapers || Download paper

  17. Nonlinearities in sovereign risk pricing the role of cds index contracts. (2014). Portes, Richard ; Fouquau, Julien ; Delatte, Anne-Laure.
    In: Sciences Po publications.
    RePEc:spo:wpmain:info:hdl:2441/6b3bdv9unt9mspi3ri2ff917d6.

    Full description at Econpapers || Download paper

  18. A macroeconomic model of liquidity crises. (2014). Nakajima, Tomoyuki ; Kobayashi, Keiichiro.
    In: KIER Working Papers.
    RePEc:kyo:wpaper:876.

    Full description at Econpapers || Download paper

  19. Bank Leverage, Financial Fragility and Prudential Regulation. (2014). Nasica, Eric ; CARTAPANIS, Andre ; Bruno, Olivier.
    In: GREDEG Working Papers.
    RePEc:gre:wpaper:2014-12.

    Full description at Econpapers || Download paper

  20. Liquidity policies and systemic risk. (2014). Boyarchenko, Nina ; Adrian, Tobias.
    In: Staff Reports.
    RePEc:fip:fednsr:661.

    Full description at Econpapers || Download paper

  21. Nonlinearities in sovereign risk pricing the role of cds index contracts. (2014). Delatte, Anne-Laure.
    In: Documents de Travail de l'OFCE.
    RePEc:fce:doctra:1408.

    Full description at Econpapers || Download paper

  22. Stock market liquidity and macro-liquidity shocks: Evidence from the 2007–2009 financial crisis. (2014). Kontonikas, Alexandros ; KOSTAKIS, ALEXANDROS ; Florackis, Chris.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:44:y:2014:i:c:p:97-117.

    Full description at Econpapers || Download paper

  23. Nonlinearities in Sovereign Risk Pricing: The Role of CDS Index Contract. (2014). Delatte, Anne-Laure ; Portes, Richard ; Fouquau, Julien.
    In: Economics Papers from University Paris Dauphine.
    RePEc:dau:papers:123456789/13143.

    Full description at Econpapers || Download paper

  24. Nonlinearities in Sovereign Risk Pricing: The Role of CDS Index Contracts. (2014). Portes, Richard ; Fouquau, Julien ; Delatte, Anne-Laure.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9898.

    Full description at Econpapers || Download paper

  25. A macroeconomic model of liquidity crises. (2014). Nakajima, Tomoyuki ; Kobayashi, Keiichiro.
    In: CIGS Working Paper Series.
    RePEc:cnn:wpaper:14-003e.

    Full description at Econpapers || Download paper

  26. The Impact of Liquidity Regulation on Banks. (2014). Banerjee, Ryan ; Mio, Hitoshi .
    In: BIS Working Papers.
    RePEc:bis:biswps:470.

    Full description at Econpapers || Download paper

  27. Central banks and financial stability: rediscovering the lender-of-last-resort practice in a finance economy. (2013). Scialom, Laurence ; Le Maux, Laurent.
    In: Cambridge Journal of Economics.
    RePEc:oup:cambje:v:37:y:2013:i:1:p:1-16.

    Full description at Econpapers || Download paper

  28. Procyclicality and Bank Portfolio Risk Level Under A Constant Leverage Ratio. (2013). Bruno, Olivier ; Girod, Alexandra .
    In: Working Papers.
    RePEc:hal:wpaper:halshs-01295573.

    Full description at Econpapers || Download paper

  29. Bank leverage, financial fragility and prudential regulation. (2013). CARTAPANIS, Andre ; Bruno, Olivier ; Nasica, Eric.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-00853701.

    Full description at Econpapers || Download paper

  30. Un modèle théorique dintermédiation : transmission et gestion des chocs. (2013). BASTIDON, Cécile.
    In: Post-Print.
    RePEc:hal:journl:hal-00806524.

    Full description at Econpapers || Download paper

  31. Procyclicality and Bank Portfolio Risk Level under a Constant Leverage Ratio. (2013). Girod, Alexandra ; Bruno, Olivier.
    In: GREDEG Working Papers.
    RePEc:gre:wpaper:2013-35.

    Full description at Econpapers || Download paper

  32. Changes in banking in the run-up to the crisis. (2013). Liikanen, Erkki .
    In: Chapters.
    RePEc:elg:eechap:15470_2.

    Full description at Econpapers || Download paper

  33. Testing for contagion: the impact of US structured markets on international financial markets. (2013). Taylor, Nicholas ; Leung, Woon Sau.
    In: Chapters.
    RePEc:elg:eechap:14545_11.

    Full description at Econpapers || Download paper

  34. The effect of options on coordination. (2013). guimaraes, bernardo ; Araujo, Luis ; Guimares, Bernardo .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9294.

    Full description at Econpapers || Download paper

  35. Search Frictions, Credit Market Liquidity, and Net Interest Margin Cyclicality. (2013). Tripier, Fabien ; Beaubrun-Diant, Kevin.
    In: Working Papers.
    RePEc:cii:cepidt:2013-41.

    Full description at Econpapers || Download paper

  36. Minsky Financial Instability, Interscale Feedback, Percolation and Marshall–Walras Disequilibrium. (2013). Golo, Natasa ; Natasa, Golo ; Sorin, Solomon .
    In: Accounting, Economics, and Law: A Convivium.
    RePEc:bpj:aelcon:v:3:y:2013:i:3:p:167-260:n:4.

    Full description at Econpapers || Download paper

  37. Bank capital and liquidity. (2013). Farag, Marc ; Harland, Damian ; Nixon, Dan .
    In: Bank of England Quarterly Bulletin.
    RePEc:boe:qbullt:0110.

    Full description at Econpapers || Download paper

  38. Financial crises and bank funding: recent experience in the euro area. (2013). Rixtel, Adrian ; van Rixtel, Adrian ; Gasperini, Gabriele .
    In: BIS Working Papers.
    RePEc:bis:biswps:406.

    Full description at Econpapers || Download paper

  39. Fiancial Innovation, Structuring and Risk Transfer. (2012). vanini, paolo.
    In: MPRA Paper.
    RePEc:pra:mprapa:42536.

    Full description at Econpapers || Download paper

  40. Credit risk transfer in U.S. commercial banks: What changed during the 2007–2009 crisis?. (2012). Bruno, Brunella ; Bedendo, Mascia.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:12:p:3260-3273.

    Full description at Econpapers || Download paper

  41. Rollover risk, network structure and systemic financial crises. (2012). Anand, Kartik ; Gai, Prasanna ; Marsili, Matteo.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:36:y:2012:i:8:p:1088-1100.

    Full description at Econpapers || Download paper

  42. Asset Returns Under Model Uncertainty: Evidence from the euro area, the U.K. and the U.S.. (2011). Sousa, Ricardo.
    In: Working Papers.
    RePEc:ptu:wpaper:w201119.

    Full description at Econpapers || Download paper

  43. Linking External Sector Imbalances and Changing Financial Instability before the 2008 Financial Crisis. (2011). Whalley, John ; Yan, Chen ; Walsh, Sean ; Agarwal, Manmohan ; Wang, Jing.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17645.

    Full description at Econpapers || Download paper

  44. Transmission of macro-liquidity shocks to liquidity-sorted stock portfolios’ returns: The role of the financial crisis. (2011). Kontonikas, Alexandros ; KOSTAKIS, ALEXANDROS ; Florackis, Chris.
    In: SIRE Discussion Papers.
    RePEc:edn:sirdps:272.

    Full description at Econpapers || Download paper

  45. Strategic complementarity, fragility, and regulation. (2011). Vives, Xavier.
    In: IESE Research Papers.
    RePEc:ebg:iesewp:d-0928.

    Full description at Econpapers || Download paper

  46. Strategic Complementarity, Fragility, and Regulation. (2011). Vives, Xavier.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_3507.

    Full description at Econpapers || Download paper

  47. Fire Sales in Finance and Macroeconomics. (2010). Shleifer, Andrei ; Vishny, Robert W..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16642.

    Full description at Econpapers || Download paper

  48. Financial Cycles: What? How? When?. (2010). Kose, Ayhan M. ; Claessens, Stijn ; Terrones, Marco E..
    In: NBER Chapters.
    RePEc:nbr:nberch:12210.

    Full description at Econpapers || Download paper

  49. Shadow banking. (2010). Ashcraft, Adam ; Adrian, Tobias ; Boesky, Hayley ; Pozsar, Zoltan.
    In: Staff Reports.
    RePEc:fip:fednsr:458.

    Full description at Econpapers || Download paper

  50. Regulating the Shadow Banking System. (2010). Metrick, Andrew ; Gorton, Gary.
    In: Brookings Papers on Economic Activity.
    RePEc:bin:bpeajo:v:41:y:2010:i:2010-02:p:261-312.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-12 19:26:18 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.