- Adrian T (2020), ‘“Low for Long” and Risk-Taking’, IMF Departmental Paper No 20/15.
Paper not yet in RePEc: Add citation now
Adrian T, J Morsink and L Schumacher (2020), ‘Stress Testing at the IMF’, IMF Departmental Paper No 20/04.
- Adrian T, N Boyarchenko and D Giannone (2019a), ‘Multimodality in Macro-Financial Dynamics’, Federal Reserve Bank of New York Staff Report No 903.
Paper not yet in RePEc: Add citation now
- Adrian T, N Boyarchenko and D Giannone (2019b), ‘Vulnerable Growth’, The American Economic Review, 109(4), pp 1263–1289.
Paper not yet in RePEc: Add citation now
Angelini E, N Bokan, K Christoffel, M Ciccarelli and S Zimic (2019), ‘Introducing ECB-BASE: The Blueprint of the New ECB Semi-structural Model for the Euro Area’, European Central Bank Working Paper Series No 2315.
- APRA (2019), ‘Review of APRA’s Prudential Measures for Residential Mortgage Lending Risks’, Information Paper, 29 January.
Paper not yet in RePEc: Add citation now
- APRA (2020), ‘APRA Explains: Risk-weighted Assets’, APRA Insight, 2.
Paper not yet in RePEc: Add citation now
- APRA (Australian Prudential Regulation Authority) (2017), ‘APRA Announces “Unquestionably Strong” Capital Benchmarks’, Media Release, 19 July.
Paper not yet in RePEc: Add citation now
Arroyo Marioli F, JS Becerra and M Solorza (2021), ‘The Credit Channel Through the Lens of a SemiStructural Model’, Documentos de Trabajo del Banco Central de Chile No 911.
Austin N and G Reid (2017), ‘NZSIM: A Model of the New Zealand Economy for Forecasting and Policy Analysis’, Reserve Bank of New Zealand Bulletin, 80(1).
Ballantyne A, T Cusbert, R Evans, R Guttmann, J Hambur, A Hamilton, E Kendall, R McCririck, G Nodari and D Rees (2019), ‘MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy’, RBA Research Discussion Paper No 2019-07.
Bassett WF, MB Chosak, JC Driscoll and E Zakrajšek (2014), ‘Changes in Bank Lending Standards and the Macroeconomy’, Journal of Monetary Economics, 62, pp 23–40.
Berben R-P, I Kearney and R Vermeulen (2018), ‘DELFI 2.0, DNB’s Macroeconomic Policy Model of the Netherlands’, De Nederlandsche Bank Occasional Studies, 16-5.
Bernanke BS (2018), ‘The Real Effects of Disrupted Credit: Evidence from the Global Financial Crisis’, Brookings Papers on Economic Activity, Fall, pp 251–322.
Bernanke BS, M Gertler and S Gilchrist (1999), ‘The Financial Accelerator in a Quantitative Business Cycle Framework’, in JB Taylor and M Woodford (eds), Handbook of Macroeconomics: Volume 1C, Handbooks in Economics 15, Elsevier, Amsterdam, pp 1341–1393.
Bilston T, R Johnson and M Read (2015), ‘Stress Testing the Australian Household Sector Using the HILDA Survey’, RBA Research Discussion Paper No 2015-01.
Brassil A, J Cheshire and J Muscatello (2018), ‘The Transmission of Monetary Policy through Banks’ Balance Sheets’, in J Simon and M Sutton (eds), Central Bank Frameworks: Evolution or Revolution?, Proceedings of a Conference, Reserve Bank of Australia, Sydney, pp 73–122.
Brayton F, T Laubach and D Reifschneider (2014), ‘The FRB/US Model: A Tool for Macroeconomic Policy Analysis’, Board of Governors of the Federal Reserve System, FEDS Notes, 3 April.
Brunnermeier MK and Y Koby (2018), ‘The Reversal Interest Rate’, NBER Working Paper No 25406.
Brunnermeier MK and Y Sannikov (2014), ‘A Macroeconomic Model with a Financial Sector’, The American Economic Review, 104(2), pp 379–421.
- Burrows O, D Learmonth and J McKeown (2012), ‘RAMSI: A Top-Down Stress-Testing Model’, Bank of England Financial Stability Paper No 17.
Paper not yet in RePEc: Add citation now
CGFS (Committee on the Global Financial System) (2019), Unconventional Monetary Policy Tools: A Cross-Country Analysis, CGFS Papers No 63, Bank for International Settlements, Basel.
- Christiano LJ, R Motto and M Rostagno (2014), ‘Risk Shocks’, The American Economic Review, 104(1), pp 27–65.
Paper not yet in RePEc: Add citation now
- Davies M, C Naughtin and A Wong (2009), ‘The Impact of the Capital Market Turbulence on Banks’ Funding Costs’, RBA Bulletin, June, pp 1–13.
Paper not yet in RePEc: Add citation now
- FSRC (Financial Services Royal Commission) (2018), Some Features of the Australian Banking Industry, Background Paper 1, (Hon Kenneth Hayne AC QC, Commissioner), Royal Commission into Misconduct in the Banking, Superannuation and Financial Services Industry, Canberra, 9 February.
Paper not yet in RePEc: Add citation now
- Garner M and A Suthakar (2021), ‘Developments in Banks’ Funding Costs and Lending Rates’, RBA Bulletin, March.
Paper not yet in RePEc: Add citation now
Gertler M and N Kiyotaki (2010), ‘Financial Intermediation and Credit Policy in Business Cycle Analysis’, in BM Friedman and M Woodford (eds), Handbook of Monetary Economics: Volume 3A, Handbooks in Economics, Elsevier, Amsterdam, pp 547–599.
Gertler M and S Gilchrist (2018), ‘What Happened: Financial Factors in the Great Recession’, Journal of Economic Perspectives, 32(3), pp 3–30.
Guerrieri V and H Uhlig (2016), ‘Housing and Credit Markets: Booms and Busts’, in JB Taylor and H Uhlig (eds), Handbook of Macroeconomics: Volume 2B, Handbooks in Economics, Elsevier, Amsterdam, pp 1427–1496.
- Hack M and S Nicholls (2021), ‘Low Interest Rates and Bank Profitability – The International Experience So Far’, RBA Bulletin, June.
Paper not yet in RePEc: Add citation now
Hammersland R and CB Træe (2014), ‘The Financial Accelerator and the Real Economy: A Small Macroeconometric Model for Norway with Financial Frictions’, Economic Modelling, 36, pp 517–537.
He Z and A Krishnamurthy (2013), ‘Intermediary Asset Pricing’, The American Economic Review, 103(2), pp 732–770.
Hendry DF and J Muellbauer (2018), ‘The Future of Macroeconomics: Macro Theory and Models at the Bank of England’, Oxford Review of Economic Policy, 34(1-2), pp 287–328.
Hirakata N, K Kan, A Kanafuji, Y Kido, Y Kishaba, T Murakoshi and T Shinohara (2019), ‘The Quarterly Japanese Economic Model (Q-JEM): 2019 Version’, Bank of Japan Working Paper Series No 19-E-7.
Kearns J, M Major and D Norman (2020), ‘How Risky is Australian Household Debt?’, RBA Research Discussion Paper No 2020-05.
Kitamura T, S Kojima, K Nakamura, K Takahashi and I Takei (2014), ‘Macro Stress Testing at the Bank of Japan’, Bank of Japan Research Paper, October.
- Kiyotaki N and J Moore (1997), ‘Credit Cycles’, Journal of Political Economy, 105(2), pp 211–248.
Paper not yet in RePEc: Add citation now
- Lea M (2010), ‘International Comparison of Mortgage Product Offerings’, Research Institute for Housing America Research Report, 27 September. Available at .
Paper not yet in RePEc: Add citation now
- Lindé J, F Smets and R Wouters (2016), ‘Challenges for Central Banks’ Macro Models’, in JB Taylor and H Uhlig (eds), Handbook of Macroeconomics: Volume 2B, Handbooks in Economics, Elsevier, Amsterdam, pp 2185–2262.
Paper not yet in RePEc: Add citation now
- Maddalonia A and J-L Peydró (2013), ‘Monetary Policy, Macroprudential Policy, and Banking Stability: Evidence from the Euro Area’, International Journal of Central Banking, 9(1), pp 121–169.
Paper not yet in RePEc: Add citation now
- Major M (2016), ‘Estimating the Effect of Capital Ratios on Funding Spreads’, Unpublished manuscript, Reserve Bank of Australia, 27 October.
Paper not yet in RePEc: Add citation now
Miani C, G Nicoletti, A Notarpietro and M Pisani (2012), ‘Banks’ Balance Sheets and the Macroeconomy in the Bank of Italy Quarterly Model’, Banca D’Italia, Questioni di Economia e Finanza (Occasional Papers) No 135.
Muellbauer J (2020), ‘Implications of Household-Level Evidence for Policy Models: The Case of MacroFinancial Linkages’, Oxford Review of Economic Policy, 36(3), pp 510–555.
- RBA (2017), ‘Box D: Stress Testing at the Reserve Bank’, Financial Stability Review, October, pp 46–49.
Paper not yet in RePEc: Add citation now
- RBA (2020a), ‘The Australian Financial System’, Financial Stability Review, October, pp 35–45.
Paper not yet in RePEc: Add citation now
- RBA (2020b), ‘Box C: The Use of Banks’ Capital Buffers’, Financial Stability Review, October.
Paper not yet in RePEc: Add citation now
- RBA (2020c), ‘Economic Outlook’, Statement on Monetary Policy, May.
Paper not yet in RePEc: Add citation now
- RBA (2021), ‘The Australian Financial System’, Financial Stability Review, April.
Paper not yet in RePEc: Add citation now
- RBA (Reserve Bank of Australia) (2012), ‘Graph 2.21: Credit Ratings of the Largest 100 Banking Groups’, Financial Stability Review, March.
Paper not yet in RePEc: Add citation now
Rodgers D (2015), ‘Credit Losses at Australian Banks: 1980–2013’, RBA Research Discussion Paper No 2015-06.
- Sparks K and M Garner (2021), ‘Bank Fees in Australia During the COVID-19 Pandemic’, RBA Bulletin, June.
Paper not yet in RePEc: Add citation now