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The magnitude and Cyclical Behavior of Financial Market Frictions. (2004). Swanson, Eric ; Levin, Andrew.
In: Computing in Economics and Finance 2004.
RePEc:sce:scecf4:224.

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  1. Firm net worth, external finance premia and monitoring cost - estimates based on firm-level data. (2022). Steiner, Elizabeth ; Lein, Sarah ; Baeurle, Gregor ; Baurle, Gregor.
    In: Working Papers.
    RePEc:snb:snbwpa:2022-07.

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  2. In no uncertain terms: The effect of uncertainty on credit frictions and monetary policy. (2021). Martinez-Garcia, Enrique ; Balke, Nathan S ; Zeng, Zheng.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:100:y:2021:i:c:s0264999321000766.

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  3. Uncertainty, Incentives, and Misallocation. (2020). Baek, Seungjun.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:52:y:2020:i:7:p:1821-1851.

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  4. Charge-offs, Defaults and the Financial Accelerator. (2020). Johri, Alok ; Letendre, Marc-Andre ; Gunn, Christopher M.
    In: Department of Economics Working Papers.
    RePEc:mcm:deptwp:2020-17.

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  5. Bank market power and the risk channel of monetary policy. (2020). Güntner, Jochen ; Afanasyeva, Elena ; Guntner, Jochen.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:111:y:2020:i:c:p:118-134.

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  6. Default recovery rates and aggregate fluctuations. (2020). Candian, Giacomo ; Dmitriev, Mikhail.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:121:y:2020:i:c:s0165188920301792.

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  7. Crossing the Credit Channel: Credit Spreads and Firm Heterogeneity. (2020). Cesa-Bianchi, Ambrogio.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:14426.

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  8. Crossing the Credit Channel: Credit Spreads and Firm Heterogeneity. (2020). Cesa-Bianchi, Ambrogio ; Anderson, Gareth.
    In: Discussion Papers.
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  9. Crossing the credit channel: credit spreads and firm heterogeneity. (2020). Cesa-Bianchi, Ambrogio ; Anderson, Gareth.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0854.

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  10. Does bank capital affect the monetary policy transmission mechanism? A case study of Emerging Market Economies (EMEs). (2019). Alam, Shaista ; Iftikhar, Syed Faizan ; Abbas, Zia.
    In: International Journal of Financial Engineering (IJFE).
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  11. Financial Frictions, Financial Shocks, and Aggregate Volatility. (2019). Fuentesalbero, Cristina.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:51:y:2019:i:6:p:1581-1621.

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  12. Charge-offs, Defaults and U.S. Business Cycles. (2019). Johri, Alok ; Letendre, Marc-Andre ; Gunn, Christopher M.
    In: Department of Economics Working Papers.
    RePEc:mcm:deptwp:2019-06.

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  13. Default Recovery Rates and Aggregate Fluctuations. (2019). Dmitriev, Mikhail ; Candian, Giacomo.
    In: Working Papers.
    RePEc:fsu:wpaper:wp2019_09_01.

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  14. Charge-offs, Defaults and U.S. Business Cycles. (2019). Johri, Alok ; Letendre, Marc-Andre ; Gunn, Christopher M.
    In: Carleton Economic Papers.
    RePEc:car:carecp:19-04.

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  15. What Does Structural Analysis of the External Finance Premium Say About Financial Frictions?. (2019). Zivanovic, Jelena.
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  16. Overaccumulation, Interest, and Prices. (2018). Gunn, Christopher M.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:50:y:2018:i:2-3:p:479-511.

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  17. Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M.
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  18. Currency risk in corporate bond spreads in the eurozone. (2017). Bleaney, Michael ; Veleanu, Veronica.
    In: Discussion Papers.
    RePEc:not:notcfc:17/07.

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  19. An Estimated Structural Model of Entrepreneurial Behavior. (2017). Pratap, Sangeeta ; Jones, John.
    In: Working Paper.
    RePEc:fip:fedrwp:17-07.

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  20. Credit market imperfections, labor markets, and leverage dynamics in emerging economies. (2017). Gonzalez, Andres ; Finkelstein Shapiro, Alan ; Gomez, Andres Gonzalez.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:78:y:2017:i:c:p:44-63.

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  21. Corporate failures and the denomination of corporate bonds: Evidence from emerging Asian economies over two financial crises. (2017). Tsoukas, Serafeim ; Spaliara, Marina-Eliza.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:46:y:2017:i:c:p:84-97.

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  22. Imperfect Information about Financial Frictions and Consequences for the Business Cycle. (2016). Kühl, Michael ; Hollmayr, Josef ; Kuehl, Michael .
    In: Review of Economic Dynamics.
    RePEc:red:issued:15-131.

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  23. Firm Risk and Leverage-Based Business Cycles. (2016). Chugh, Sanjay.
    In: Review of Economic Dynamics.
    RePEc:red:issued:13-60.

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  24. Challenges for Central Banks´ Macro Models. (2016). Wouters, Raf ; Smets, Frank ; Lindé, Jesper ; Linde, Jesper.
    In: Working Paper Series.
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  25. Challenges for Central Banks’ Macro Models. (2016). Lind, J ; Wouters, R ; Smets, F.
    In: Handbook of Macroeconomics.
    RePEc:eee:macchp:v2-2185.

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  26. Slow recoveries: Any role for corporate leverage?. (2016). Villa, Stefania ; Smets, Frank.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:70:y:2016:i:c:p:54-85.

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  27. Do Uncertainty Shocks Always Matter for Business Cycles?. (2016). Tripier, Fabien ; Lhuissier, Stéphane.
    In: Working Papers.
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  28. Slow recoveries: any role for corporate leverage?. (2016). Villa, Stefania ; Smets, Frank.
    In: BCAM Working Papers.
    RePEc:bbk:bbkcam:1602.

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  29. Lending Standards, Credit Booms, and Monetary Policy. (2015). Güntner, Jochen ; Afanasyeva, Elena ; Guntner, Jochen.
    In: Economics Working Papers.
    RePEc:hoo:wpaper:15115.

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  30. The role of financial frictions during the crisis: An estimated DSGE model. (2015). Merola, Rossana.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:48:y:2015:i:c:p:70-82.

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  31. Lending standards, credit booms and monetary policy. (2014). Güntner, Jochen ; Afanasyeva, Elena ; Guntner, Jochen.
    In: IMFS Working Paper Series.
    RePEc:zbw:imfswp:85.

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  32. Credit, Vacancies and Unemployment Fluctuations. (2014). Petrosky-Nadeau, Nicolas.
    In: Review of Economic Dynamics.
    RePEc:red:issued:12-42.

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  33. Uncertainty, Financial Frictions, and Investment Dynamics. (2014). Zakrajsek, Egon ; Sim, Jae ; Gilchrist, Simon ; Zakrajek, Egon.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20038.

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  34. Lending Standards, Credit Booms and Monetary Policy. (2014). Güntner, Jochen ; Afanasyeva, Elena ; Guntner, Jochen.
    In: Economics working papers.
    RePEc:jku:econwp:2014_11.

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  35. Uncertainty, Financial Frictions, and Investment Dynamics. (2014). Zakrajsek, Egon ; Gilchrist, Simon ; Sim, Jae W..
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2014-69.

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  36. Optimal monetary policy rules, financial amplification, and uncertain business cycles. (2014). Fendoglu, Salih ; Fendolu, Salih.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:46:y:2014:i:c:p:271-305.

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  37. Verifying the state of financing constraints: Evidence from U.S. business credit contracts. (2014). Meisenzahl, Ralf R..
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:43:y:2014:i:c:p:58-77.

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  38. Fiscal multipliers in a small euro area economy: How big can they get in crisis times?. (2014). Maria, José ; Júlio, Paulo ; Félix, Ricardo ; Castro, Gabriela ; Felix, Ricardo M. ; Julio, Paulo.
    In: CEFAGE-UE Working Papers.
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  39. Overaccumulation, Interest, and Prices. (2014). Gunn, Christopher.
    In: Carleton Economic Papers.
    RePEc:car:carecp:14-07.

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  40. Fiscal multipliers in a small euro area economy: How big can they get in crisis times?. (2013). Maria, José ; Júlio, Paulo ; Félix, Ricardo ; Castro, Gabriela ; de Castro, Gabriela Lopes .
    In: Working Papers.
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  41. The role of financial frictions during the crisis: An estimated DSGE model. (2013). Merola, Rossana.
    In: Working Paper Research.
    RePEc:nbb:reswpp:201312-249.

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  42. The role of financial frictions in the 2007-2008 crisis: an estimated DSGE model. (2013). Merola, Rossana.
    In: Working Papers Department of Economics.
    RePEc:ise:isegwp:wp082013.

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  43. Fiscal Multipliers in a Small Euro Area Economy: How Big Can They Get in Crisis Times?. (2013). Maria, José ; Júlio, Paulo ; Félix, Ricardo ; Castro, Gabriela ; Felix, Ricardo ; Julio, Paulo.
    In: EcoMod2013.
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  44. What matters for corporate failures in Asia? Exploring the role of firm-specific characteristics during the Asian crisis. (2013). Tsoukas, Serafeim ; Spaliara, Marina-Eliza.
    In: Structural Change and Economic Dynamics.
    RePEc:eee:streco:v:26:y:2013:i:c:p:83-96.

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  45. An expectations-driven interpretation of the “Great Recession”. (2013). Johri, Alok ; Gunn, Christopher.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:60:y:2013:i:4:p:391-407.

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  46. Financial frictions and the strength of monetary transmission. (2013). Honig, Adam ; Brady, Ryan ; Aysun, Uluc.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:32:y:2013:i:c:p:1097-1119.

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  47. TFP during a credit crunch. (2013). Petrosky-Nadeau, Nicolas.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:148:y:2013:i:3:p:1150-1178.

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  48. Costly external finance and labor market dynamics. (2013). Chugh, Sanjay.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:37:y:2013:i:12:p:2882-2912.

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  49. An Expectations-Driven Interpretation of the Great Recession. (2013). Johri, Alok ; Gunn, Christopher.
    In: Carleton Economic Papers.
    RePEc:car:carecp:13-02.

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  50. THE ROLE OF TECHNOLOGY AND NONTECHNOLOGY SHOCKS IN BUSINESS CYCLES. (2012). Watanabe, Shingo.
    In: International Economic Review.
    RePEc:wly:iecrev:v:53:y:2012:i:4:p:1287-1321.

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  51. Financial intermediaries, credit Shocks and business cycles. (2012). Mimir, Yasin .
    In: MPRA Paper.
    RePEc:pra:mprapa:39648.

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  52. The response of the external finance premium in Asian corporate bond markets to financial characteristics, financial constraints and two financial crises. (2012). Tsoukas, Serafeim ; Mizen, Paul.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:11:p:3048-3059.

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  53. Credit and the Natural Rate of Interest. (2011). Tristani, Oreste ; de Fiore, Fiorella.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:43:y:2011:i:2-3:p:407-440.

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  54. Financial Intermediaries, Leverage Ratios and Business Cycles. (2011). Mimir, Yasin .
    In: 2011 Meeting Papers.
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  55. Verifying the state of financing constraints: evidence from U.S. business credit contracts. (2011). Meisenzahl, Ralf R..
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2011-04.

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  56. Optimal monetary policy in a small open economy with financial frictions. (2010). Merola, Rossana.
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:201001.

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  57. Financial Factors in Economic Fluctuations. (2010). Rostagno, Massimo ; Christiano, Lawrence J ; Motto, Roberto .
    In: 2010 Meeting Papers.
    RePEc:red:sed010:141.

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  58. Uncertainty, Financial Frictions, and Investment Dynamics. (2010). Zakrajsek, Egon ; Sim, Jae ; Gilchrist, Simon.
    In: 2010 Meeting Papers.
    RePEc:red:sed010:1285.

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  59. Financial intermediaries, leverage ratios, and business cycles. (2010). .
    In: MPRA Paper.
    RePEc:pra:mprapa:27643.

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  60. Credit market imperfections and the power of the financial accelerator: A theoretical and empirical investigation. (2010). Cavalcanti, Marco ; Cavalcanti, Marco Antonio F. H., .
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:32:y:2010:i:1:p:118-144.

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  61. The external finance premium in the Euro area: A dynamic stochastic general equilibrium analysis. (2010). Gelain, Paolo.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:21:y:2010:i:1:p:49-71.

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  62. Monetary policy flexibility, risk management, and financial disruptions. (2010). Mishkin, Frederic.
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:21:y:2010:i:3:p:242-246.

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  63. Financial factors in economic fluctuations. (2010). Rostagno, Massimo ; Christiano, Lawrence ; Motto, Roberto .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20101192.

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  64. Investment Shocks and the Relative Price of Investment. (2009). Tambalotti, Andrea ; Primiceri, Giorgio ; Justiniano, Alejandro.
    In: 2009 Meeting Papers.
    RePEc:red:sed009:686.

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  65. Monetary Policy and the Financing of Firms. (2009). Tristani, Oreste ; Teles, Pedro ; De Fiore, Fiorella.
    In: 2009 Meeting Papers.
    RePEc:red:sed009:633.

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  66. Monetary Policy and the Financing of Firms. (2009). Tristani, Oreste ; Teles, Pedro ; De Fiore, Fiorella.
    In: Working Papers.
    RePEc:ptu:wpaper:w200917.

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  67. Basel II Capital Requirements, Firms Heterogeneity, and the Business Cycle. (2009). Drumond, Ines ; Jorge, Jose.
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  68. The Credit Spread Cycle with Matching Friction. (2009). Tripier, Fabien ; Beaubrun-Diant, Kevin.
    In: Working Papers.
    RePEc:hal:wpaper:hal-00430809.

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  69. Monetary Policy and the Financing of Firms. (2009). Tristani, Oreste ; Teles, Pedro ; De Fiore, Fiorella.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20091123.

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  70. Optimal monetary policy in a model of the credit channel. (2009). Tristani, Oreste ; De Fiore, Fiorella.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20091043.

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  71. Investment Shocks and the Relative Price of Investment. (2009). Tambalotti, Andrea ; Primiceri, Giorgio ; Justiniano, Alejandro.
    In: CEPR Discussion Papers.
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  72. Monetary Policy and the Financing of Firms. (2009). Tristani, Oreste ; Teles, Pedro ; De Fiore, Fiorella.
    In: CEPR Discussion Papers.
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  73. Impacts of Financial Factors on Thailands Business Cycle Fluctuations. (2009). Pongpaichet, Paiboon ; Ruenbanterng, Tanawat ; Tanboon, Surach ; Piamchol, Suchot .
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  74. How Important are Financial Frictions in the United States and the Euro Area?. (2009). Queijo von Heideken, Virginia.
    In: Scandinavian Journal of Economics.
    RePEc:bla:scandj:v:111:y:2009:i:3:p:567-596.

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  76. Real Exchange Rate Dynamics under Staggered Loan Contracts. (2008). Teranishi, Yuki ; Fujiwara, Ippei.
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  77. Evidence on the External Finance Premium from the US and Emerging Asian Corporate Bond Markets. (2008). Tsoukas, Serafeim ; Mizen, Paul.
    In: Working Papers.
    RePEc:hkm:wpaper:142008.

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  78. Credit and the natural rate of interest.. (2008). Tristani, Oreste ; De Fiore, Fiorella.
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  81. The External Finance Premium and the Macroeconomy: US post-WWII Evidence. (2007). De Graeve, Ferre ; Ferre, De Graeve.
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  82. Optimal interest rate rules, asset prices, and credit frictions. (2007). Monacelli, Tommaso ; Faia, Ester.
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  83. The Role of Debt and Equity Finance over the Business Cycle. (2007). Denhaan, Wouter ; Covas, Francisco ; den Haan, Wouter .
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  84. Distress selling and asset market feedback. (2007). von Peter, Goetz ; SHIM, ILHYOCK.
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  85. The External Finance Premium and the Macroeconomy: US post-WWII Evidence. (2006). De Graeve, Ferre.
    In: Computing in Economics and Finance 2006.
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  86. Disintermediation and Monetary Transmission in Canada. (2006). Roldos, Jorge.
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  87. The Role of Debt and Equity Finance over the Business Cycle. (2006). Denhaan, Wouter ; Covas, Francisco ; den Haan, Wouter J..
    In: Staff Working Papers.
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  88. Bayesian Estimation of a DSGE Model with Financial Frictions for the U.S. and the Euro Area. (2005). Queijo, Virginia.
    In: Computing in Economics and Finance 2005.
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  89. A Historical Evaluation of Financial Accelerator Effects in Japans Economy. (2005). Muto, Ichiro ; Ugai, Hiroshi ; Fuchi, Hitoshi.
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  90. Monetary Policy Under Uncertainty in Micro-Founded Macroeconometric Models. (2005). Williams, John ; Onatski, Alexei ; Levin, Andrew.
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  91. How Important are Financial Frictions in the U.S. and Euro Area?. (2005). Queijo von Heideken, Virginia.
    In: Seminar Papers.
    RePEc:hhs:iiessp:0738.

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  92. A Historical Evaluation of Financial Accelerator Effects in Japans Economy. (2005). Muto, Ichiro ; Ugai, Hiroshi ; Fuchi, Hitoshi.
    In: Bank of Japan Working Paper Series.
    RePEc:boj:bojwps:05-e-8.

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Cocites

Documents in RePEc which have cited the same bibliography

  1. Self-Fulfilling Currency Crises with Borrowing Constraints and Domestic Currency Debt. (2011). Azcona, Nestor.
    In: Open Economies Review.
    RePEc:kap:openec:v:22:y:2011:i:5:p:917-933.

    Full description at Econpapers || Download paper

  2. Monetary Policy in Emerging Markets. (2010). Frankel, Jeffrey.
    In: Handbook of Monetary Economics.
    RePEc:eee:monchp:3-25.

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  3. Chaos in credit–constrained emerging economies with Leontief technology. (2008). Michetti, Elisabetta ; Mammana, Cristiana.
    In: Working Papers.
    RePEc:mcr:wpdief:wpaper00017.

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  4. ¿Son Buenas las Crisis para el Crecimiento a Largo Plazo? El Papel de las Instituciones Políticas. (2008). Cavallo, Alberto.
    In: Research Department Publications.
    RePEc:idb:wpaper:4590.

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  5. Are Crises Good for Long-Term Growth? The Role of Political Institutions. (2008). Cavallo, Alberto.
    In: Research Department Publications.
    RePEc:idb:wpaper:4589.

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  6. Capital Account Liberalization and Currency Crisis - The Case of Central Eastern European Countries. (2008). Sulimierska, Malgorzata.
    In: International Trade and Finance Association Conference Papers.
    RePEc:bep:itfapp:1140.

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  7. An eclectic third generation model of financial and exchange rate crises. (2008). Joan Ripoll i Alcon, ; Izquierdo, Joaquin Novella.
    In: Working Papers in Economics.
    RePEc:bar:bedcje:2008196.

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  8. Nonlinear dynamics in a model of financial development with a risk premium. (2007). Gomes, Orlando.
    In: MPRA Paper.
    RePEc:pra:mprapa:2887.

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  9. Sudden Stops: Determinants and Output Effects in the First Era of Globalization, 1880-1913. (2007). Meissner, Christopher ; Cavallo, Alberto ; Bordo, Michael.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13489.

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  10. Optimal Monetary Policy in a Sudden Stop. (2007). Christiano, Lawrence ; Braggion, Fabio ; Roldos, Jorge.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13254.

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  11. A model of liability dollarization and myopic governments. (2006). Honig, Adam.
    In: International Economic Journal.
    RePEc:taf:intecj:v:20:y:2006:i:3:p:343-355.

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  12. Trade, Gravity and Sudden Stops: On How Commercial Trade Can Increase the Stability of Capital Flows. (2006). Cavallo, Eduardo.
    In: Research Department Publications.
    RePEc:idb:wpaper:4491.

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  13. Real Exchange Rate Misalignment: Prelude to Crisis?. (2005). Kemme, David ; Roy, Saktinil .
    In: William Davidson Institute Working Papers Series.
    RePEc:wdi:papers:2005-797.

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  14. The magnitude and Cyclical Behavior of Financial Market Frictions. (2004). Swanson, Eric ; Levin, Andrew.
    In: Computing in Economics and Finance 2004.
    RePEc:sce:scecf4:224.

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  15. The magnitude and cyclical behavior of financial market frictions. (2004). Zakrajsek, Egon ; Levin, Andrew ; Natalucci, Fabio M..
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2004-70.

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  16. Credit Constraints and Macroeconomic Instability in a Small Open Economy. (2004). Cspedes, Luis Felipe .
    In: Econometric Society 2004 Latin American Meetings.
    RePEc:ecm:latm04:264.

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  17. Banking Productivity and Economic Fluctuations: Colombia 1998-2000. (2002). Arias, Andres.
    In: REVISTA DESARROLLO Y SOCIEDAD.
    RePEc:col:000090:004099.

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  18. Monetary Policy and Asset Price Volatility. (2000). Gertler, Mark ; Bernanke, Ben.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7559.

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  19. On the Fundamentals of Self-Fulfilling Speculative Attacks. (2000). Rebelo, Sergio ; Eichenbaum, Martin ; Burnside, Craig.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7554.

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  20. Crises : the price of globalization?. (2000). Krugman, Paul.
    In: Proceedings - Economic Policy Symposium - Jackson Hole.
    RePEc:fip:fedkpr:y:2000:p:75-106.

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  21. Capital Market Development, Corporate Governance and the Credibility of Exchange Rate Pegs. (2000). Takalo, Tuomas ; Castren, Olli .
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:0515.

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  22. Exchange-Rate Policy for Developing Countries. (2000). Chang, Roberto ; Velasco, Andres .
    In: American Economic Review.
    RePEc:aea:aecrev:v:90:y:2000:i:2:p:71-75.

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  23. International Financial Crises: Causes, Prevention, and Cures. (2000). Summers, Lawrence.
    In: American Economic Review.
    RePEc:aea:aecrev:v:90:y:2000:i:2:p:1-16.

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  24. Monetary policy and asset price volatility. (1999). Gertler, Mark ; Bernanke, Ben.
    In: Proceedings - Economic Policy Symposium - Jackson Hole.
    RePEc:fip:fedkpr:y:1999:p:77-128.

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