Nothing Special   »   [go: up one dir, main page]
create a website
Lithuania in the Euro Area: Monetary Transmission and Macroprudential Policies. (2016). Rubio, Margarita ; Comunale, Mariarosaria.
In: Bank of Lithuania Working Paper Series.
RePEc:lie:wpaper:34.

Full description at Econpapers || Download paper

Cited: 2

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. Keresletvezérelt lakáspiaci modell a lakáshitelezést szabályozó makro prudenciális eszközök tanulmányozására. (2018). Mer, Bence ; Vago, Nikolett.
    In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences).
    RePEc:ksa:szemle:1803.

    Full description at Econpapers || Download paper

  2. Real and financial cycles in EU countries - Stylised facts and modelling implications. (2018). Welz, Peter ; Rots, Eyno ; Rünstler, Gerhard ; Rannenberg, Ansgar ; Perez Quiros, Gabriel ; Papageorgiou, Dimitris ; Mandler, Martin ; Lozej, Matija ; Lequien, Matthieu ; Lenarčič, Črt ; Jaccard, Ivan ; Iskrev, Nikolay ; Guarda, Paolo ; Dewachter, Hans ; De Backer, Bruno ; Comunale, Mariarosaria ; Burlon, Lorenzo ; Buss, Ginters ; Balfoussia, Hiona ; Haavio, Markus ; Perez-Quiros, Gabriel ; Pedersen, Jesper ; Runstler, Gerhard ; Lenarcic, Crt ; Kunovac, Davor ; Kulikov, Dmitry ; Scharnagl, Michael ; Hindrayanto, Irma.
    In: Occasional Paper Series.
    RePEc:ecb:ecbops:2018205.

    Full description at Econpapers || Down

References

References cited by this document

  1. Andrés, J., Arce, O., (2008), "Banking Competition, Housing Prices and Macroeconomic Stability ", Bank of Spain Working Paper, 0830
    Paper not yet in RePEc: Add citation now

  2. Andres, J., Arce, O., Thomas, C., (2013), "Banking Competition, Collateral Constraints, and Optimal Monetary Policy ", Journal of Money, Credit and Banking, Supplement to Vol 45, No 2

  3. Angelini, P. Neri, S., Panetta, F., (2012), "Monetary and Macroprudential Policies ", Working Paper Series 1449, European Central Bank.

  4. Ascari, G., Ropele, T., (2009), "Disin‡ ation in a DSGE Perspective: Sacri…ce Ratio or Welfare Gain Ratio?", Kiel Institute for the World Economy Working Paper, 1499
    Paper not yet in RePEc: Add citation now
  5. Aspachs, O., Rabanal, P., (2010), "The Drivers of Housing Prices in Spain", SERIEs, 1 (1), 101-130
    Paper not yet in RePEc: Add citation now

  6. Benigno, P., Woodford, M., (2012), "Linear-Quadratic Approximation of Optimal Policy Problems ", Journal of Economic Theory, Elsevier, vol. 147(1), pages 1-42.

  7. Brzoza-Brzezina, M.& Kolasa, M. & Krzysztof, M., 2015. "Macroprudential policy and imbalances in the euro area," Journal of International Money and Finance, Elsevier, vol. 51(C), pages 137-154.

  8. Calvo, G., (1983), "Staggered prices in a utility-maximizing framework," Journal of Monetary Economics, 12 (3), 383-398

  9. Calza, A., Monacelli, T., Stracca, L., (2009), Housing Finance and Monetary Policy, Working Paper Series 1069, European Central Bank.

  10. Domeij, D., Flodén, M., (2006), "The Labor-Supply Elasticity and Borrowing Constraints: Why Estimates are Biased", Review of Economic Dynamics, 9, 242-262

  11. Drehmann, M., Borio, C., Gambacorta, L., Jiménez, G., Trucharte, C., (2010), Countercyclical capital buers: exploring options, BIS Working Papers, 317
    Paper not yet in RePEc: Add citation now

  12. Ehrmann, M. and Ziegelmeyer, M. (2014), "Household risk management and actual mortgage choice in the euro area", Working Paper Series 1631, European Central Bank.

  13. Errit G. and Uuskula L. (2014), "Euro area monetary policy transmission in Estonia". Baltic Journal of Economics, 14(1-2):55–

  14. Funke, M., Paetz, M., (2012), "A DSGE-Based Assessment of Nonlinear Loan-to-Value Policies: Evidence from Hong Kong ", BOFIT Discussion Paper No. 11/2012.

  15. Galati, G. and R. Moessner, (2011), "Macroprudential policy –a literature review", BIS Working Papers No 337.

  16. Gelain, P., Lansing, K., Mendicino, C., (2013), "House Prices, Credit Growth, and Excess Volatility: Implications for Monetary and Macroprudential Policy", International Journal of Central Banking, 9 (2)

  17. Georgiadis, G. (2015), "Examining asymmetries in the transmission of monetary policy in the Euro Area: evidence from a mixed cross-section global VAR model". European Economic Review, 75:195–

  18. Gilchrist, S., Hairault, J., Kempf, H., (2002), "Monetary Policy and the Financial Accelerator in a Monetary Union ", Working Paper Series 1175, European Central Bank.

  19. Gruss, B., Sgherri, S., (2009), "The Volatility Costs of Procyclical Lending Standards: An Assessment Using a DSGE Model ", IMF Working Paper, 09/35.

  20. Iacoviello, M., (2005), "House Prices, Borrowing Constraints and Monetary Policy in the Business Cycle", American Economic Review, 95 (3), 739-764

  21. Iacoviello, M., (2013), "Financial Business Cycles", Mimeo, Federal Reserve Board
    Paper not yet in RePEc: Add citation now

  22. Iacoviello, M., Neri, S., (2010), "Housing Market Spillovers: Evidence from an estimated DSGE Model", American Economic Journal: Macroeconomics, American Economic Association, 2 (2), 125-64

  23. Iacoviello, M., Smets, F., (2006), "House Prices and the Transmission Mechanism in the Euro Area: Theory and Evidence from a Monetary Union Model ", mimeo
    Paper not yet in RePEc: Add citation now
  24. IMF, (2008), World Economic Outlook April 2008, International Monetary Fund.
    Paper not yet in RePEc: Add citation now

  25. Kannan, P., Rabanal, P., Scott, A., (2012), "Monetary and Macroprudential Policy Rules in a Model with House Price Booms", The B.E. Journal of Macroeconomics, Contributions, 12 (1)

  26. Karmaziene, E., Varanauskiene, J., (2014), "Selection of Short-Term Fixed Interest Rate Mortgages in an Emerging Market: The Case of Lithuania", Bank of Lithuania Working Paper 16/2014
    Paper not yet in RePEc: Add citation now

  27. Kydland, F., Prescott, E., (1982). "Time to Build and Aggregate Fluctuations", Econometrica 50, (6), 1345–

  28. Lambertini, L., Mendicino, C., Punzi, M., (2013), "Leaning against boom– bust cycles in credit and housing prices", Journal of Economic Dynamics and Control, 37 (8)

  29. Maclennan, D., Muellbauer, J., Stephens, M., (1998), "Asymmetries in Housing and Financial Market Institutions and EMU", Oxford Review of Economic Policy, 4 (3)

  30. Matk enait e, S., Ramanauskas, T. and Reichenbachas, T. (2016), "Paskolos ir u zstato vert es santykio ribojimo Lietuvoje ekonominiai aspektai ", Teminiu Straipsniu Serija, 2016 n.9 (in Lithuanian), Bank of Lithuania.
    Paper not yet in RePEc: Add citation now

  31. McCallum, B., (2001), "Should Monetary Policy Respond Strongly To Output Gaps?," American Economic Review, 91(2), 258-262

  32. Mendicino, C., Pescatori, A., (2007), Credit Frictions, Housing Prices and Optimal Monetary Policy Rules, mimeo
    Paper not yet in RePEc: Add citation now

  33. Monacelli, T., (2006), "Optimal Monetary Policy with Collateralized Household Debt and Borrowing Constraint," in conference proceedings "Monetary Policy and Asset Prices" edited by J. Campbell.

  34. Monacelli, T., (2009), "New Keynesian Models, Durable Goods, and Collateral Constraints," Journal of Monetary Economics 56, 242-254

  35. Quint, D., Rabanal, P., (2011), "Monetary and Macroprudential Policy in an Estimated DSGE Model of the Euro Area", Paper presented at the 12th Jacques Polak Annual Research Conference
    Paper not yet in RePEc: Add citation now

  36. Rubio, M., (2011), "Fixed- and Variable-Rate Mortgages, Business Cycles, and Monetary Policy," Journal of Money, Credit and Banking, 43 (4), 657-688

  37. Rubio, M., (2014), "Housing Market Heterogeneity in a Monetary Union," Journal of International Money and Finance, 40

  38. Rubio, M., Carrasco-Gallego, J.A., (2013), "Macroprudential Measures, Housing Markets, and Monetary Policy," Moneda y Credito, 235

  39. Rubio, M., Carrasco-Gallego, J.A., (2014), "Macroprudential and Monetary Policies: Implications for Financial Stability and Welfare", Journal of Banking and Finance, 49, 326-336.

  40. Schmitt-Grohe, S., Uribe, M., (2004), "Solving Dynamic General Equilibrium Models Using a Second-Order Approximation to the Policy Function," Journal of Economic Dynamics and Control, 28, 755-775

  41. Stak enas J. and Stasiukynait e R. (2016), "Monetary policy transmission: the case of Lithuania", Working Paper Series No. 24/2016, Bank of Lithuania.
    Paper not yet in RePEc: Add citation now
  42. Task Force of the Monetary Policy Committee of the European System of Central Banks, (2009), "Housing Finance in the Euro Area", ECB Occasional Paper Series, 101
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. .

    Full description at Econpapers || Download paper

  2. Macroprudential policy and the role of institutional investors in housing markets. (2022). Smets, Frank ; Muoz, Manuel A.
    In: ESRB Working Paper Series.
    RePEc:srk:srkwps:2022137.

    Full description at Econpapers || Download paper

  3. House price dynamics, optimal LTV limits and the liquidity trap. (2022). Nelson, Benjamin ; Harrison, Richard ; Ferrero, Andrea.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0969.

    Full description at Econpapers || Download paper

  4. .

    Full description at Econpapers || Download paper

  5. Financial constraints, risk sharing, and optimal monetary policy. (2021). Zaretski, Aliaksandr.
    In: MPRA Paper.
    RePEc:pra:mprapa:110757.

    Full description at Econpapers || Download paper

  6. Macroprudential policies and Brexit: A welfare analysis. (2021). Rubio, Margarita.
    In: Discussion Papers.
    RePEc:not:notcfc:2021/04.

    Full description at Econpapers || Download paper

  7. Rethinking Capital Regulation: The Case for a Dividend Prudential Target. (2021). Muoz, Manuel A.
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2021:q:3:a:7.

    Full description at Econpapers || Download paper

  8. Concentration, competition and financial stability in the South-East Europe banking context. (2021). Guidi, Francesco.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:76:y:2021:i:c:p:639-670.

    Full description at Econpapers || Download paper

  9. Dynamic interactive effect and co-design of SO2 emission tax and CO2 emission trading scheme. (2021). Fan, Ying ; Xiao, Bowen ; Guo, Xiaodan.
    In: Energy Policy.
    RePEc:eee:enepol:v:152:y:2021:i:c:s0301421521000811.

    Full description at Econpapers || Download paper

  10. 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

  11. Cross-country spillovers from macroprudential regulation: Reciprocity and leakage. (2020). Rubio, Margarita.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:103:y:2020:i:c:s0261560618302158.

    Full description at Econpapers || Download paper

  12. Macroprudential policy and the role of institutional investors in housing markets. (2020). Muoz, Manuel A.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20202454.

    Full description at Econpapers || Download paper

  13. Rethinking capital regulation: the case for a dividend prudential target. (2020). Muñoz, Manuel A. ; Muoz, Manuel A.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20202433.

    Full description at Econpapers || Download paper

  14. 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

  15. Collateral Constraints and the Interest Rate. (2020). Smith, Donal.
    In: Scottish Journal of Political Economy.
    RePEc:bla:scotjp:v:67:y:2020:i:2:p:137-165.

    Full description at Econpapers || Download paper

  16. Rethinking capital regulation: the case for a dividend prudential target. (2019). Muñoz, Manuel ; Muoz, Manuel.
    In: ESRB Working Paper Series.
    RePEc:srk:srkwps:201997.

    Full description at Econpapers || Download paper

  17. An Analysis and Comparison of the Commercial Bank Competition Regimes in Lithuania and Denmark. (2018). Ivanas, Sergijenkovas ; Rimantas, Stanikunas.
    In: Ekonomika (Economics).
    RePEc:vrs:ekonom:v:97:y:2018:i:2:p:38-54:n:3.

    Full description at Econpapers || Download paper

  18. External shocks, financial volatility and reserve requirements in an open economy. (2018). Pereira da Silva, Luiz Awazu ; Agénor, Pierre-Richard ; Alper, Koray ; Agenor, Pierre-Richard.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:83:y:2018:i:c:p:23-43.

    Full description at Econpapers || Download paper

  19. La politique monétaire doit-elle être utilisée à des fins de stabilité financière ?. (2018). Levieuge, Grégory.
    In: Revue française d'économie.
    RePEc:cai:rferfe:rfe_183_0063.

    Full description at Econpapers || Download paper

  20. Concerted efforts? Monetary policy and macro-prudential tools. (2018). Nelson, Benjamin ; Harrison, Richard ; Ferrero, Andrea.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0727.

    Full description at Econpapers || Download paper

  21. SPAIN AND THE CRISIS: HOUSING PRICES, CREDIT AND MACROPRUDENTIAL POLICIES. (2017). Rubio, Margarita ; Carrasco-Gallego, José.
    In: The Singapore Economic Review (SER).
    RePEc:wsi:serxxx:v:62:y:2017:i:01:n:s0217590817400057.

    Full description at Econpapers || Download paper

  22. Optimal Monetary Policy and Liquidity with Heterogeneous Households. (2017). Ragot, Xavier ; bilbiie, florin.
    In: Sciences Po publications.
    RePEc:spo:wpmain:info:hdl:2441/j75mfllkr89c8aod1nr586ksc.

    Full description at Econpapers || Download paper

  23. Optimal Monetary Policy and Liquidity with Heterogeneous Households. (2017). Ragot, Xavier ; bilbiie, florin.
    In: Sciences Po Economics Discussion Papers.
    RePEc:spo:wpecon:info:hdl:2441/j75mfllkr89c8aod1nr586ksc.

    Full description at Econpapers || Download paper

  24. Macroprudential policies in a low interest-rate environment.. (2017). Yao, Fang ; Rubio, Margarita.
    In: Reserve Bank of New Zealand Discussion Paper Series.
    RePEc:nzb:nzbdps:2017/4.

    Full description at Econpapers || Download paper

  25. Potential Gains from Cooperation Between Monetary and Macroprudential Policies: The Case of an Emerging Economy. (2017). VIZINIUC, Mdlin .
    In: Eastern European Economics.
    RePEc:mes:eaeuec:v:55:y:2017:i:5:p:420-452.

    Full description at Econpapers || Download paper

  26. Optimal Monetary Policy and Liquidity with Heterogeneous Households. (2017). Ragot, Xavier ; Bilbiie, Florin.
    In: Working Papers.
    RePEc:hal:wpaper:hal-03471839.

    Full description at Econpapers || Download paper

  27. Optimal Monetary Policy and Liquidity with Heterogeneous Households. (2017). Ragot, Xavier ; Bilbiie, Florin.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
    RePEc:hal:cesptp:hal-03471839.

    Full description at Econpapers || Download paper

  28. Leaning against the Wind Policies on Vietnam’s Economy with DSGE Model. (2017). Duong, Thanh ; Nguyen, Trang ; Huynh, Phuc ; Pham, Duc .
    In: Economies.
    RePEc:gam:jecomi:v:5:y:2017:i:1:p:3-:d:88097.

    Full description at Econpapers || Download paper

  29. 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

  30. Optimal monetary policy and fiscal interactions in a non-Ricardian economy. (2017). Zanetti, Francesco ; Rigon, Massimiliano.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_1155_17.

    Full description at Econpapers || Download paper

  31. Optimal Monetary Policy and Fiscal Policy Interaction in a non-Ricardian Economy. (2017). Zanetti, Francesco ; Rigon, Massimiliano.
    In: BCAM Working Papers.
    RePEc:bbk:bbkcam:1708.

    Full description at Econpapers || Download paper

  32. The Equity Premium, Long-Run Risk, and Optimal Monetary Policy. (2016). Diercks, Anthony .
    In: 2016 Meeting Papers.
    RePEc:red:sed016:207.

    Full description at Econpapers || Download paper

  33. Lithuania in the Euro Area: Monetary Transmission and Macroprudential Policies. (2016). Rubio, Margarita ; Comunale, Mariarosaria.
    In: Bank of Lithuania Working Paper Series.
    RePEc:lie:wpaper:34.

    Full description at Econpapers || Download paper

  34. Short and long-term interest rates and the effectiveness of monetary and macroprudential policies. (2016). Rubio, Margarita.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:47:y:2016:i:pa:p:103-115.

    Full description at Econpapers || Download paper

  35. Coordinating macroprudential policies within the Euro area: The case of Spain. (2016). Rubio, Margarita ; Carrasco-Gallego, José.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:59:y:2016:i:c:p:570-582.

    Full description at Econpapers || Download paper

  36. Endogenous credit standards and aggregate fluctuations. (2016). Ravn, Søren Hove.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:69:y:2016:i:c:p:89-111.

    Full description at Econpapers || Download paper

  37. Dynamic Debt Deleveraging and Optimal Monetary Policy. (2016). Eggertsson, Gauti ; Benigno, Pierpaolo ; Romei, Federica.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11180.

    Full description at Econpapers || Download paper

  38. Collateral Constraints and the Interest Rate. (2015). Smith, Donal.
    In: Discussion Papers.
    RePEc:yor:yorken:15/22.

    Full description at Econpapers || Download paper

  39. Sudden Floods, Macroprudential Regulation and Stability in an Open Economy. (2015). Pereira da Silva, Luiz Awazu ; Alper, Koray ; Agénor, Pierre-Richard ; Agenor, Pierre-Richard.
    In: Centre for Growth and Business Cycle Research Discussion Paper Series.
    RePEc:man:cgbcrp:203.

    Full description at Econpapers || Download paper

  40. Large Banks, Loan Rate Markup, and Monetary Policy. (2015). Signoretti, Federico ; Cuciniello, Vincenzo.
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2015:q:3:a:4.

    Full description at Econpapers || Download paper

  41. The Equity Premium, Long-Run Risk, & Optimal Monetary Policy. (2015). Diercks, Anthony M.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2015-87.

    Full description at Econpapers || Download paper

  42. Optimal monetary policy with the cost channel and monopolistically-competitive banks. (2015). Abo-Zaid, Salem.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:45:y:2015:i:c:p:284-299.

    Full description at Econpapers || Download paper

  43. Asset pledgeability and international transmission of financial shocks. (2015). Trani, Tommaso.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:50:y:2015:i:c:p:49-77.

    Full description at Econpapers || Download paper

  44. Optimal long-run inflation with occasionally binding financial constraints. (2015). Abo-Zaid, Salem.
    In: European Economic Review.
    RePEc:eee:eecrev:v:75:y:2015:i:c:p:18-42.

    Full description at Econpapers || Download paper

  45. External Shocks, Financial Volatility and Reserve Requirements in an Open Economy. (2015). Pereira da Silva, Luiz Awazu ; Alper, Koray ; Agénor, Pierre-Richard ; Agenor, Pierre-Richard.
    In: Working Papers Series.
    RePEc:bcb:wpaper:396.

    Full description at Econpapers || Download paper

  46. Endogenous Entry, Banking, and Business Cycle. (2014). rossi, lorenza ; La Croce, Carla.
    In: DEM Working Papers Series.
    RePEc:pav:demwpp:demwp0072.

    Full description at Econpapers || Download paper

  47. Macroprudential and monetary policies: Implications for financial stability and welfare. (2014). Rubio, Margarita ; Carrasco-Gallego, José.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:49:y:2014:i:c:p:326-336.

    Full description at Econpapers || Download paper

  48. Should monetary policy lean against the wind?. (2014). Signoretti, Federico ; Gambacorta, Leonardo.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:43:y:2014:i:c:p:146-174.

    Full description at Econpapers || Download paper

  49. Large banks, loan rate markup and monetary policy. (2014). Signoretti, Federico ; Cuciniello, Vincenzo.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_987_14.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-01-17 06:12:46 || 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.