Kevin Moran
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Kevin Moran & Dalibor Stevanovic & Adam Abdel Kader Touré, 2023.
"Confiance et activité économique : analyse d’impact sur l’économie canadienne,"
CIRANO Project Reports
2023rp-10, CIRANO.
Cited by:
- Kevin Moran & Dalibor Stevanovic & Stephane Surprenant, 2024. "Risk Scenarios and Macroeconomic Forecasts," Working Papers 24-01, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, revised Apr 2024.
- Kevin Moran & Dalibor Stevanovic & Stéphane Surprenant, 2024. "Risk Scenarios and Macroeconomic Impacts: Insights for Canadian Policy," CIRANO Working Papers 2024s-03, CIRANO.
- Charles Bellemare & Rolande Kpekou Tossou & Kevin Moran, 2020.
"The Determinants of Consumers' Inflation Expectations: Evidence from the US and Canada,"
Staff Working Papers
20-52, Bank of Canada.
Cited by:
- Massimiliano Marcellino & Dalibor Stevanovic, 2022.
"The demand and supply of information about inflation,"
Working Papers
22-06, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, revised Nov 2022.
- Massimiliano Marcellino & Dalibor Stevanovic, 2022. "The demand and supply of information about inflation," CIRANO Working Papers 2022s-27, CIRANO.
- Oleksiy Kryvtsov & James MacGee, 2020. "Has the Inflation Process Changed? Selective Review of Recent Research on Inflation Dynamics," Discussion Papers 2020-11, Bank of Canada.
- Massimiliano Marcellino & Dalibor Stevanovic, 2022.
"The demand and supply of information about inflation,"
Working Papers
22-06, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, revised Nov 2022.
- Kevin Moran & Dalibor Stevanovic & Adam Kader Toure, 2020.
"Macroeconomic Uncertainty and the COVID-19 Pandemic: Measure and Impacts on the Canadian Economy,"
Working Papers
20-18, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, revised Dec 2020.
- Kevin Moran & Dalibor Stevanovic & Adam Kader Touré, 2022. "Macroeconomic uncertainty and the COVID‐19 pandemic: Measure and impacts on the Canadian economy," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 55(S1), pages 379-405, February.
- Kevin Moran & Dalibor Stevanovic & Adam Abdel Kader Touré, 2020. "Macroeconomic Uncertainty and the COVID-19 Pandemic: Measure and Impacts on the Canadian Economy," CIRANO Working Papers 2020s-47, CIRANO.
Cited by:
- MORIKAWA Masayuki, 2022. "Uncertainty of Firms' Medium-term Outlook during the COVID-19 Pandemic," Discussion papers 22079, Research Institute of Economy, Trade and Industry (RIETI).
- Serena Ng, 2021.
"Modeling Macroeconomic Variations after Covid-19,"
NBER Working Papers
29060, National Bureau of Economic Research, Inc.
- Serena Ng, 2021. "Modeling Macroeconomic Variations After COVID-19," Papers 2103.02732, arXiv.org, revised Jul 2021.
- Josué Diwambuena & Jean-Paul K. Tsasa, 2021. "The Real Effects of Uncertainty Shocks: New Evidence from Linear and Nonlinear SVAR Models," BEMPS - Bozen Economics & Management Paper Series BEMPS87, Faculty of Economics and Management at the Free University of Bozen.
- Kevin Moran & Dalibor Stevanovic & Stephane Surprenant, 2024. "Risk Scenarios and Macroeconomic Forecasts," Working Papers 24-01, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, revised Apr 2024.
- Marcellino, Massimiliano & Foroni, Claudia & Stevanovic, Dalibor, 2020.
"Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis,"
CEPR Discussion Papers
15114, C.E.P.R. Discussion Papers.
- Claudia Foroni & Massimiliano Marcellino & Dalibor Stevanovic, 2020. "Forecasting the Covid-19 Recession and Recovery: Lessons from the Financial Crisis," CIRANO Working Papers 2020s-32, CIRANO.
- Foroni, Claudia & Marcellino, Massimiliano & Stevanovic, Dalibor, 2022. "Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis," International Journal of Forecasting, Elsevier, vol. 38(2), pages 596-612.
- Foroni, Claudia & Marcellino, Massimiliano & Stevanović, Dalibor, 2020. "Forecasting the Covid-19 recession and recovery: lessons from the financial crisis," Working Paper Series 2468, European Central Bank.
- Claudia Foroni & Massimiliano Marcellino & Dalibor Stevanovic, 2020. "Forecasting the COVID-19 recession and recovery: Lessons from the financial crisis," Working Papers 20-14, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, revised Nov 2020.
- Olivier Fortin-Gagnon & Maxime Leroux & Dalibor Stevanovic & Stéphane Surprenant, 2018.
"A Large Canadian Database for Macroeconomic Analysis,"
CIRANO Working Papers
2018s-25, CIRANO.
- Olivier Fortin-Gagnon & Maxime Leroux & Dalibor Stevanovic & Stephane Surprenant, 2020. "A Large Canadian Database for Macroeconomic Analysis," Working Papers 20-07, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management.
- Olivier Fortin‐Gagnon & Maxime Leroux & Dalibor Stevanovic & Stéphane Surprenant, 2022. "A large Canadian database for macroeconomic analysis," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 55(4), pages 1799-1833, November.
- Kevin Moran & Dalibor Stevanovic & Stéphane Surprenant, 2024. "Risk Scenarios and Macroeconomic Impacts: Insights for Canadian Policy," CIRANO Working Papers 2024s-03, CIRANO.
- MORIKAWA Masayuki, 2023. "Price Setting of Firms under Cost Uncertainty," Discussion papers 23040, Research Institute of Economy, Trade and Industry (RIETI).
- MORIKAWA Masayuki, 2022. "Firms' Knightian Uncertainty during the COVID-19 Crisis," Discussion papers 22089, Research Institute of Economy, Trade and Industry (RIETI).
- Pegah Derakhshan & William C. Miller & Jaimie Borisoff & Elham Esfandiari & Sue Forwell & Tal Jarus & Somayyeh Mohammadi & Isabelle Rash & Brodie Sakakibara & Julia Schmidt & Gordon Tao & Noah Tregobo, 2022. "Describing the Function, Disability, and Health of Adults and Older Adults during the Early Coronavirus Restrictions in 2019: An Online Survey," Disabilities, MDPI, vol. 2(4), pages 1-13, September.
- Jean Armand Gnagne & Kevin Moran, 2018.
"Monitoring Bank Failures in a Data-Rich Environment,"
Cahiers de recherche
1815, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques.
Cited by:
- Jean-Armand Gnagne & Kevin Moran, 2020. "Forecasting Bank Failures in a Data-Rich Environment," Working Papers 20-13, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management.
- Abdellah Manadir & Kevin Moran, 2018.
"Optimal Bayesian Estimation of Financial Frictions: An Encompassing View,"
Cahiers de recherche
1816, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques.
Cited by:
- Górajski, Mariusz & Kuchta, Zbigniew, 2024. "Are two financial frictions necessary to match U.S. business and financial cycles?," Finance Research Letters, Elsevier, vol. 59(C).
- Sylvain Leduc & Kevin Moran & Robert J. Vigfusson, 2016.
"Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications,"
CIRANO Working Papers
2016s-53, CIRANO.
- Sylvain Leduc & Kevin Moran & Robert J. Vigfusson, 2023. "Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications," The Review of Economics and Statistics, MIT Press, vol. 105(2), pages 392-407, March.
- Sylvain Leduc & Kevin Moran & Robert J. Vigfusson, 2020. "Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications," Working Paper Series 2020-33, Federal Reserve Bank of San Francisco.
- Sylvain Leduc & Kevin Moran & Robert J. Vigfusson, 2016. "Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications," International Finance Discussion Papers 1179, Board of Governors of the Federal Reserve System (U.S.).
Cited by:
- Galego Mendes,Arthur & Pennings,Steven Michael, 2020. "One Rule Fits All ? Heterogeneous Fiscal Rules for Commodity Exporters When Price Shocks Can BePersistent: Theory and Evidence," Policy Research Working Paper Series 9400, The World Bank.
- Nooman Rebei & Rashid Sbia, 2021.
"Transitory and permanent shocks in the global market for crude oil,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(7), pages 1047-1064, November.
- Nooman Rebei & Rashid Sbia, 2019. "Transitory and Permanent Shocks in the Global Market for Crude Oil," Working Papers halshs-02193700, HAL.
- Mr. Nooman Rebei & Rashid Sbia, 2020. "Transitory and Permanent Shocks in the Global Market for Crude Oil," IMF Working Papers 2020/047, International Monetary Fund.
- Nooman Rebei & Rashid Sbia, 2021. "Transitory and permanent shocks in the global market for crude oil," Post-Print hal-03355309, HAL.
- Nooman Rebei & Rashid Sbia, 2019. "Transitory and Permanent Shocks in the Global Market for Crude Oil," AMSE Working Papers 1918, Aix-Marseille School of Economics, France.
- Rodriguez, Diego & Gonzalez, Andres & Fernandez, Andres, 2015.
"Sharing a Ride on the Commodities Roller Coaster: Common Factors in Business Cycles of Emerging Economies,"
IDB Publications (Working Papers)
7382, Inter-American Development Bank.
- Andrés Fernández & Andrés González & Diego Rodríguez, 2015. "Sharing a Ride on the Commodities Roller Coaster: Common Factors in Business Cycles of Emerging Economies," Borradores de Economia 915, Banco de la Republica de Colombia.
- Andrés Fernández & Andres Gonzalez & Diego Rodriguez, 2015. "Sharing a Ride on the Commodities Roller Coaster: Common Factors in Business Cycles of Emerging Economies," IMF Working Papers 2015/280, International Monetary Fund.
- Fernández, Andrés & González, Andrés & Rodríguez, Diego, 2018. "Sharing a ride on the commodities roller coaster: Common factors in business cycles of emerging economies," Journal of International Economics, Elsevier, vol. 111(C), pages 99-121.
- Andrés Fernández & Andrés González & Diego Rodríguez, 2015. "Sharing a Ride on the Commodities Roller Coaster: Common Factors in Business Cycles of Emerging Economies," Borradores de Economia 14054, Banco de la Republica.
- Holm-Hadulla, Fédéric & Hubrich, Kirstin, 2017.
"Macroeconomic implications of oil price fluctuations: a regime-switching framework for the euro area,"
Working Paper Series
2119, European Central Bank.
- Fédéric Holm-Hadulla & Kirstin Hubrich, 2017. "Macroeconomic Implications of Oil Price Fluctuations : A Regime-Switching Framework for the Euro Area," Finance and Economics Discussion Series 2017-063, Board of Governors of the Federal Reserve System (U.S.).
- Deepa Dhume Datta & Benjamin K. Johannsen & Hannah Kwon & Robert J. Vigfusson, 2018.
"Oil, Equities, and the Zero Lower Bound,"
Finance and Economics Discussion Series
2018-058, Board of Governors of the Federal Reserve System (U.S.).
- Deepa D. Datta & Benjamin K. Johannsen & Hannah Kwon & Robert J. Vigfusson, 2021. "Oil, Equities, and the Zero Lower Bound," American Economic Journal: Macroeconomics, American Economic Association, vol. 13(2), pages 214-253, April.
- Deepa Datta & Benjamin K Johannsen & Hannah Kwon & Robert J Vigfusson, 2017. "Oil, equities, and the zero lower bound," BIS Working Papers 617, Bank for International Settlements.
- Baumeister, Christiane, 2021.
"Measuring Market Expectations,"
CEPR Discussion Papers
16520, C.E.P.R. Discussion Papers.
- Christiane Baumeister, 2021. "Measuring Market Expectations," CESifo Working Paper Series 9305, CESifo.
- Christiane Baumeister, 2021. "Measuring Market Expectations," NBER Working Papers 29232, National Bureau of Economic Research, Inc.
- Christiane Baumeister, 2021. "Measuring Market Expectations," Working Papers 202163, University of Pretoria, Department of Economics.
- Lutz Kilian & Robert J. Vigfusson, 2014.
"The Role of Oil Price Shocks in Causing U.S. Recessions,"
International Finance Discussion Papers
1114, Board of Governors of the Federal Reserve System (U.S.).
- Kilian, Lutz & Vigfusson, Robert J., 2014. "The role of oil price shocks in causing U.S. recessions," CFS Working Paper Series 460, Center for Financial Studies (CFS).
- Lutz Kilian & Robert J. Vigfusson, 2017. "The Role of Oil Price Shocks in Causing U.S. Recessions," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(8), pages 1747-1776, December.
- Kilian, Lutz & Vigfusson, Robert J., 2014. "The Role of Oil Price Shocks in Causing U.S. Recessions," CEPR Discussion Papers 10040, C.E.P.R. Discussion Papers.
- Lutz Kilian & Robert J. Vigfusson, 2016. "The Role of Oil Price Shocks in Causing U.S. Recessions," CESifo Working Paper Series 5743, CESifo.
- Huang, Dayong & Li, Jay Y. & Wu, Kai, 2021. "The effect of oil supply shocks on industry returns," Journal of Commodity Markets, Elsevier, vol. 24(C).
- Moran, Kevin & Nono, Simplice Aimé, 2018. "Gradual learning about shocks and the forward premium puzzle," Journal of International Money and Finance, Elsevier, vol. 88(C), pages 79-100.
- Maryam Movahedifar & Hossein Hassani & Masoud Yarmohammadi & Mahdi Kalantari & Rangan Gupta, 2021. "A robust approach for outlier imputation: Singular Spectrum Decomposition," Working Papers 202164, University of Pretoria, Department of Economics.
- Gambetti, Luca & Moretti, Laura, 2017. "News, Noise and Oil Price Swings," Research Technical Papers 12/RT/17, Central Bank of Ireland.
- Gabriel Bruneau & Kevin Moran, 2015.
"Exchange Rate Fluctuations and Labour Market Adjustments in Canadian Manufacturing Industries,"
Staff Working Papers
15-45, Bank of Canada.
- Gabriel Bruneau & Kevin Moran, 2017. "Exchange rate fluctuations and labour market adjustments in Canadian manufacturing industries," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 50(1), pages 72-93, February.
- Gabriel Bruneau & Kevin Moran, 2017. "Exchange rate fluctuations and labour market adjustments in Canadian manufacturing industries," Canadian Journal of Economics, Canadian Economics Association, vol. 50(1), pages 72-93, February.
- Gabriel Bruneau & Kevin Moran, 2012. "Exchange Rate Fluctuations and Labour Market Adjustments in Canadian Manufacturing Industries," Cahiers de recherche 1227, CIRPEE.
- Gabriel Bruneau & Kevin Moran, 2012. "Exchange Rate Fluctuations and Labour Market Adjustments in Canadian Manufacturing Industries," CIRANO Working Papers 2012s-19, CIRANO.
Cited by:
- Gabriel Bruneau & Kevin Moran, 2012.
"Exchange Rate Fluctuations and Labour Market Adjustments in Canadian Manufacturing Industries,"
Cahiers de recherche
1227, CIRPEE.
- Gabriel Bruneau & Kevin Moran, 2017. "Exchange rate fluctuations and labour market adjustments in Canadian manufacturing industries," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 50(1), pages 72-93, February.
- Gabriel Bruneau & Kevin Moran, 2017. "Exchange rate fluctuations and labour market adjustments in Canadian manufacturing industries," Canadian Journal of Economics, Canadian Economics Association, vol. 50(1), pages 72-93, February.
- Gabriel Bruneau & Kevin Moran, 2012. "Exchange Rate Fluctuations and Labour Market Adjustments in Canadian Manufacturing Industries," CIRANO Working Papers 2012s-19, CIRANO.
- Gabriel Bruneau & Kevin Moran, 2015. "Exchange Rate Fluctuations and Labour Market Adjustments in Canadian Manufacturing Industries," Staff Working Papers 15-45, Bank of Canada.
- Stephen Chan & Jeffrey Chu & Saralees Nadarajah & Joerg Osterrieder, 2017. "A Statistical Analysis of Cryptocurrencies," JRFM, MDPI, vol. 10(2), pages 1-23, May.
- Mr. Itai Agur, 2016. "Products and Provinces: A Disaggregated Panel Analysis of Canada’s Manufacturing Exports," IMF Working Papers 2016/193, International Monetary Fund.
- Benoît Carmichael & Jean Armand Gnagne & Kevin Moran, 2015.
"Securities Transactions Taxes and Financial Crises,"
CIRANO Working Papers
2015s-23, CIRANO.
- Benoît Carmichael & Jean Armand Gnagne & Kevin Moran, 2015. "Securities Transactions Taxes and Financial Crises," Cahiers de recherche 1506, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques.
- Benoît Carmichael & Jean Armand Gnagne & Kevin Moran, 2015. "Securities Transactions Taxes and Financial Crises," Cahiers de recherche 1515, CIRPEE.
Cited by:
- Jean Armand Gnagne & Kevin Moran, 2018. "Monitoring Bank Failures in a Data-Rich Environment," Cahiers de recherche 1815, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques.
- Gilles Boevi Koumou & Kevin Moran, 2015.
"A New Formulation of Maximum Diversification Indexation Using Rao's Quadratic Entropy,"
Cahiers de recherche
1509, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques.
- Benoit Carmichael & Gilles Boevi Koumou & Kevin Moran, 2015. "A New Formulation of Maximum Diversification Indexation Using Rao's Quadratic Entropy," Cahiers de recherche 1519, CIRPEE.
Cited by:
- Marielle Jong, 2018. "Portfolio optimisation in an uncertain world," Journal of Asset Management, Palgrave Macmillan, vol. 19(4), pages 216-221, July.
- Kevin Moran & Benoît Carmichael & Gilles Boevi Koumou, 2015.
"Unifying Portfolio Diversification Measures Using Rao's Quadratic Entropy,"
CIRANO Working Papers
2015s-16, CIRANO.
- Benoît Carmichael & Gilles Boevi Koumou & Kevin Moran, 2023. "Unifying Portfolio Diversification Measures Using Rao’s Quadratic Entropy," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 21(4), pages 769-802, December.
- Gilles Boevi Koumou & Kevin Moran, 2015. "Unifying Portfolio Diversification Measures Using Rao's Quadratic Entropy," Cahiers de recherche 1502, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques.
- Benoît Carmichael & Gilles Boevi Koumou & Kevin Moran, 2015. "Unifying Portfolio Diversification Measures Using Rao's Quadratic Entropy," Cahiers de recherche 1508, CIRPEE.
Cited by:
- Gilles Boevi Koumou & Kevin Moran, 2015.
"A New Formulation of Maximum Diversification Indexation Using Rao's Quadratic Entropy,"
Cahiers de recherche
1509, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques.
- Benoit Carmichael & Gilles Boevi Koumou & Kevin Moran, 2015. "A New Formulation of Maximum Diversification Indexation Using Rao's Quadratic Entropy," Cahiers de recherche 1519, CIRPEE.
- Gilles Boevi Koumou & Georges Dionne, 2022.
"Coherent Diversification Measures in Portfolio Theory: An Axiomatic Foundation,"
Risks, MDPI, vol. 10(11), pages 1-19, October.
- Gilles Boevi KOUMOU & Georges DIONNE, 2021. "Coherent Diversification Measures in Portfolio Theory: An Axiomatic Foundation," Working Papers 7, Africa Institute for Research in Economics and Social Sciences.
- Koumou, Gilles Boevi & Dionne, Georges, 2019. "Coherent diversification measures in portfolio theory: An axiomatic foundation," Working Papers 19-2, HEC Montreal, Canada Research Chair in Risk Management.
- Koumou, Gilles Boevi, 2020. "Mean-variance model and investors’ diversification attitude: A theoretical revisit," Finance Research Letters, Elsevier, vol. 37(C).
- Gilles Boevi Koumou, 2020. "Diversification and portfolio theory: a review," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 34(3), pages 267-312, September.
- Benoit Carmichael & Gilles Boevi Koumou & Kevin Moran, 2021. "The political reception of innovations," Cahiers de recherche 2107, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques.
- Benoît Carmichael & Gilles Boevi Koumou & Kevin Moran, 2021. "The RQE-CAPM : New insights about the pricing of idiosyncratic risk," CIRANO Working Papers 2021s-28, CIRANO.
- Contreras, Javier & Rodríguez, Yeny E. & Sosa, Aníbal, 2017. "Construction of an efficient portfolio of power purchase decisions based on risk-diversification tradeoff," Energy Economics, Elsevier, vol. 64(C), pages 286-297.
- Marielle Jong, 2018. "Portfolio optimisation in an uncertain world," Journal of Asset Management, Palgrave Macmillan, vol. 19(4), pages 216-221, July.
- Kopoin, Alexandre & Moran, Kevin & Paré, Jean-Pierre, 2014.
"Bank Capital, Credit Market Frictions and International Shocks Transmission,"
MPRA Paper
65512, University Library of Munich, Germany, revised 10 Nov 2014.
Cited by:
- Kopoin, Alexandre, 2015. "Cross-border Banking, Spillover Effects and International Business Cycles," MPRA Paper 65515, University Library of Munich, Germany, revised 06 Apr 2015.
- Robert Amano & Thomas J. Carter & Kevin Moran, 2012.
"Inflation and Growth: A New Keynesian Perspective,"
Staff Working Papers
12-23, Bank of Canada.
- Robert Amano & Tom Carter & Kevin Moran, 2012. "Inflation and Growth: a New Keynesian Perspective," Cahiers de recherche 1228, CIRPEE.
- Robert Amano & Tom Carter & Kevin Moran, 2012. "Inflation and Growth: A New Keynesian Perspective," CIRANO Working Papers 2012s-20, CIRANO.
Cited by:
- Koki Oikawa & Kozo Ueda, 2015.
"Short- and long-run tradeoff monetary easing,"
CAMA Working Papers
2015-45, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Koki Oikawa & Kozo Ueda, 2015. "Short- and Long-Run Tradeoff Monetary Easing," UTokyo Price Project Working Paper Series 058, University of Tokyo, Graduate School of Economics.
- Oikawa, Koki & Ueda, Kozo, 2019. "Short- and long-run tradeoff of monetary easing," Journal of the Japanese and International Economies, Elsevier, vol. 52(C), pages 189-200.
- Olmos, Lorena & Sanso Frago, Marcos, 2014. "Monetary policy and growth with trend inflation and financial frictions," MPRA Paper 54606, University Library of Munich, Germany.
- Ian Christensen & Césaire Meh & Kevin Moran, 2011.
"Bank Leverage Regulation and Macroeconomic Dynamics,"
Staff Working Papers
11-32, Bank of Canada.
- Ian Christensen & Césaire Meh & Kevin Moran, 2011. "Bank Leverage Regulation and Macroeconomic Dynamics," Cahiers de recherche 1140, CIRPEE.
- Ian Christensen & Césaire Meh & Kevin Moran, 2011. "Bank Leverage Regulation and Macroeconomic Dynamics," CIRANO Working Papers 2011s-76, CIRANO.
- Kevin Moran & Cesaire A. Meh & Ian Christensen, 2010. "Bank Leverage Regulation and Macroeconomic Dynamics," 2010 Meeting Papers 757, Society for Economic Dynamics.
Cited by:
- Varelas Erotokritos, 2015.
"Quantity versus Price Bank Competition and Macroeconomic Performance Given Bank Concentration,"
Review of Economics, De Gruyter, vol. 66(3), pages 251-271, December.
- Erotokritos Varelas, 2015. "Quantity versus Price Bank Competition and Macroeconomic Performance given Bank Concentration," Discussion Paper Series 2015_06, Department of Economics, University of Macedonia, revised Dec 2015.
- Jeannine Bailliu & Césaire Meh & Yahong Zhang, 2012.
"Macroprudential Rules and Monetary Policy when Financial Frictions Matter,"
Staff Working Papers
12-6, Bank of Canada.
- Bailliu, Jeannine & Meh, Cesaire & Zhang, Yahong, 2015. "Macroprudential rules and monetary policy when financial frictions matter," Economic Modelling, Elsevier, vol. 50(C), pages 148-161.
- Sami Alpanda & Gino Cateau & Césaire Meh, 2014.
"A Policy Model to Analyze Macroprudential Regulations and Monetary Policy,"
Staff Working Papers
14-6, Bank of Canada.
- Sami Alpanda & Gino Cateau & Cesaire Meh, 2014. "A policy model to analyze macroprudential regulations and monetary policy," BIS Working Papers 461, Bank for International Settlements.
- Sami Alpanda & Gino Cateau & Césaire Meh, 2018. "A policy model to analyze macroprudential regulations and monetary policy," Canadian Journal of Economics, Canadian Economics Association, vol. 51(3), pages 828-863, August.
- Sami Alpanda & Gino Cateau & Césaire Meh, 2018. "A policy model to analyze macroprudential regulations and monetary policy," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 51(3), pages 828-863, August.
- Thore Kockerols & Christoffer Kok, 2019.
"“Leaning against the wind”, macroprudential policy and the financial cycle,"
Working Paper
2019/1, Norges Bank.
- Kockerols, Thore & Kok, Christoffer, 2019. "Leaning against the wind: macroprudential policy and the financial cycle," Working Paper Series 2223, European Central Bank.
- Pierre-Richard Agénor & Luiz A. Pereira da Silva, 2021.
"Capital requirements, risk-taking and welfare in a growing economy,"
Journal of Regulatory Economics, Springer, vol. 60(2), pages 167-192, December.
- Agénor, Pierre-Richard & Pereira da Silva, Luiz A., 2017. "Capital Requirements, Risk-Taking and Welfare in a Growing Economy," IDB Publications (Working Papers) 8206, Inter-American Development Bank.
- Pierre-Richard Agénor & L. Pereira da Silva, 2016. "Capital Requirements, Risk Taking and Welfare in a Growing Economy," Centre for Growth and Business Cycle Research Discussion Paper Series 226, Economics, The University of Manchester.
- Haavio, Markus & Ripatti, Antti & Takalo, Tuomas, 2016. "Saving Wall Street or main street," Bank of Finland Research Discussion Papers 12/2016, Bank of Finland.
- Matthieu Darracq Paries, 2018. "Financial frictions and monetary policy conduct," Erudite Ph.D Dissertations, Erudite, number ph18-01 edited by Ferhat Mihoubi.
- Darracq Pariès, Matthieu & Kok, Christoffer & Rancoita, Elena, 2019. "Macroprudential policy in a monetary union with cross-border banking," Working Paper Series 2260, European Central Bank.
- Sylvain Leduc & Jean†Marc Natal, 2018. "Monetary and Macroprudential Policies in a Leveraged Economy," Economic Journal, Royal Economic Society, vol. 128(609), pages 797-826, March.
- Claudio Borio, 2011.
"Rediscovering the Macroeconomic Roots of Financial Stability Policy: Journey, Challenges, and a Way Forward,"
Annual Review of Financial Economics, Annual Reviews, vol. 3(1), pages 87-117, December.
- Claudio Borio, 2011. "Rediscovering the macroeconomic roots of financial stability policy: journey, challenges and a way forward," BIS Working Papers 354, Bank for International Settlements.
- Carlos A. Arango & Oscar M. Valencia, 2015.
"Macro-Prudential Policy under Moral Hazard and Financial Fragility,"
Borradores de Economia
12695, Banco de la Republica.
- Carlos A. Arango & Oscar M. Valencia, 2015. "Macro-Prudential Policy under Moral Hazard and Financial Fragility," Borradores de Economia 878, Banco de la Republica de Colombia.
- Angela Abbate & Dominik Thaler, 2018.
"Monetary policy and the asset risk-taking channel,"
Working Papers
1805, Banco de España.
- Angela Abbate & Dominik Thaler, 2019. "Monetary Policy and the Asset Risk‐Taking Channel," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(8), pages 2115-2144, December.
- Abbate, Angela & Thaler, Dominik, 2015. "Monetary policy and the asset risk-taking channel," Discussion Papers 48/2015, Deutsche Bundesbank.
- Natalie Tiernan & Pedro Gete, 2014. "Overlending and Macroprudential Tools," 2014 Meeting Papers 379, Society for Economic Dynamics.
- Angelini, P. & Clerc, L. & C rdia, V. & Gambacorta, L. & Gerali, A. & Locarno, A. & Motto, R. & Roeger, W. & Van den Heuvel, S. & Vlcek, J., 2011.
"BASEL III: Long-term impact on economic performance and fluctuations,"
Working papers
323, Banque de France.
- Paolo Angelini & Laurent Clerc & Vasco Cúrdia & Leonardo Gambacorta & Andrea Gerali & Alberto Locarno & Roberto Motto & Werner Roeger & Skander Van den Heuvel & Jan Vlček, 2015. "Basel III: Long-term Impact on Economic Performance and Fluctuations," Manchester School, University of Manchester, vol. 83(2), pages 217-251, March.
- Paolo Angelini & Laurent Clerc & Vasco Curdia & Leonardo Gambacorta & Andrea Gerali & Skander J. van den Heuvel & Alberto Locarno & Roberto Motto & Werner Roeger & Jan Vlček, 2011. "BASEL III: long-term impact on economic performance and fluctuations," Staff Reports 485, Federal Reserve Bank of New York.
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- Muñoz, Manuel A., 2020. "Rethinking capital regulation: the case for a dividend prudential target," Working Paper Series 2433, European Central Bank.
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"Macro-modelling, default and money,"
LSE Research Online Documents on Economics
118968, London School of Economics and Political Science, LSE Library.
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- Hirose, Yasuo & Kurozumi, Takushi, 2011.
"Do investment-specific technological changes matter for business fluctuations? Evidence from Japan,"
MPRA Paper
32944, University Library of Munich, Germany.
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"Bank capital, the state contingency of banks' assets and its role for the transmission of shocks,"
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"The equity price channel in a New-Keynesian DSGE model with financial frictions and banking,"
Economic Modelling, Elsevier, vol. 52(PB), pages 375-389.
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- Hylton Hollander & Guangling Liu, 2013. "The equity price channel in a New-Keynesian DSGE model with financial frictions and banking," Working Papers 16/2013, Stellenbosch University, Department of Economics, revised 2014.
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"Drivers of large recessions and monetary policy responses,"
Temi di discussione (Economic working papers)
1425, Bank of Italy, Economic Research and International Relations Area.
- Melina, Giovanni & Villa, Stefania, 2023. "Drivers of large recessions and monetary policy responses," Journal of International Money and Finance, Elsevier, vol. 137(C).
- Giovanni Melina & Stefania Villa, 2023. "Drivers of Large Recessions and Monetary Policy Responses," CESifo Working Paper Series 10590, CESifo.
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"Robust design of countercyclical capital buffer rules,"
Discussion Papers
2024/04, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
- Hecker, Dominik & Jang, Hun & Rubio, Margarita & Verona, Fabio, 2024. "Robust design of countercyclical capital buffer rules," Bank of Finland Research Discussion Papers 9/2024, Bank of Finland.
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"New Methods for Macro-Financial Model Comparison and Policy Analysis,"
Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 1241-1319,
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- Wieland, Volker & Afanasyeva, Elena & Kuete, Meguy & Yoo, Jinhyuk, 2016. "New Methods for Macro-Financial Model Comparison and Policy Analysis," CEPR Discussion Papers 11461, C.E.P.R. Discussion Papers.
- Damiano Sandri & Fabián Valencia, 2013.
"Financial Crises and Recapitalizations,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(s2), pages 59-86, December.
- Damiano Sandri & FabiÁn Valencia, 2013. "Financial Crises and Recapitalizations," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(s2), pages 59-86, December.
- Ansgar Rannenberg, 2016.
"Bank Leverage Cycles and the External Finance Premium,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(8), pages 1569-1612, December.
- Rannenberg, Ansgar, 2013. "Bank leverage cycles and the external finance premium," Discussion Papers 55/2013, Deutsche Bundesbank.
- Hamed Ghiaie & Jean‐François Rouillard, 2022. "Housing tax expenditures and financial intermediation," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 55(2), pages 937-970, May.
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"Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism?,"
Journal of Financial Stability, Elsevier, vol. 8(4), pages 236-251.
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"Bank Overleverage and Macroeconomic Fragility,"
Discussion papers
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- Ryo Kato & Takayuki Tsuruga, 2011. "Bank Overleverage and Macroeconomic Fragility," IMES Discussion Paper Series 11-E-15, Institute for Monetary and Economic Studies, Bank of Japan.
- Agenor, Pierre-Richard & Pereira da Silva, Luiz A., 2009.
"Cyclical effects of bank capital requirements with imperfect credit markets,"
Policy Research Working Paper Series
5067, The World Bank.
- Agénor, Pierre-Richard & Pereira da Silva, Luiz A., 2012. "Cyclical effects of bank capital requirements with imperfect credit markets," Journal of Financial Stability, Elsevier, vol. 8(1), pages 43-56.
- Pierre-Richard Agénor & Luiz A. Pereira da Silva, 2011. "Cyclical Effects of Bank Capital Requirements with Imperfect Credit Markets," Working Papers Series 234, Central Bank of Brazil, Research Department.
- Hollander, Hylton, 2017. "Macroprudential policy with convertible debt," Journal of Macroeconomics, Elsevier, vol. 54(PB), pages 285-305.
- Leonardo Gambacorta & Federico M Signoretti, 2013.
"Should monetary policy lean against the wind? - an analysis based on a DSGE model with banking,"
BIS Working Papers
418, Bank for International Settlements.
- Leonardo Gambacorta & Federico M. Signoretti, 2013. "Should monetary policy lean against the wind? An analysis based on a DSGE model with banking," Temi di discussione (Economic working papers) 921, Bank of Italy, Economic Research and International Relations Area.
- Gambacorta, Leonardo & Signoretti, Federico M., 2014. "Should monetary policy lean against the wind?," Journal of Economic Dynamics and Control, Elsevier, vol. 43(C), pages 146-174.
- Gebauer Stefan, 2021. "Welfare-Based Optimal Macroprudential Policy with Shadow Banks," Working papers 817, Banque de France.
- Dimitrios Tsomocos & Juan Francisco Martinez Sepulveda, 2012. "Liquidity effects on asset prices, financial stability and economic resilience," 2012 Meeting Papers 916, Society for Economic Dynamics.
- Vincenzo Cuciniello & Federico M. Signoretti, 2015.
"Large Banks, Loan Rate Markup, and Monetary Policy,"
International Journal of Central Banking, International Journal of Central Banking, vol. 11(3), pages 141-177, June.
- Vincenzo Cuciniello & Federico M. Signoretti, 2014. "Large banks, loan rate markup and monetary policy," Temi di discussione (Economic working papers) 987, Bank of Italy, Economic Research and International Relations Area.
- Suh, Hyunduk & Walker, Todd B., 2016. "Taking financial frictions to the data," Journal of Economic Dynamics and Control, Elsevier, vol. 64(C), pages 39-65.
- Olli Palm'en, 2020. "Inflation Dynamics of Financial Shocks," Papers 2006.03301, arXiv.org.
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"Credit, Endogenous Collateral and Risky Assets: A DSGE Model,"
Working Papers
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- Falagiarda, Matteo & Saia, Alessandro, 2017. "Credit, Endogenous Collateral and Risky Assets: A DSGE Model," International Review of Economics & Finance, Elsevier, vol. 49(C), pages 125-148.
- Andrea Ajello & Nina Boyarchenko & François Gourio & Andrea Tambalotti, 2022.
"Financial Stability Considerations for Monetary Policy: Theoretical Mechanisms,"
Staff Reports
1002, Federal Reserve Bank of New York.
- Andrea Ajello & Nina Boyarchenko & François Gourio & Andrea Tambalotti, 2022. "Financial Stability Considerations for Monetary Policy: Theoretical Mechanisms," Finance and Economics Discussion Series 2022-005, Board of Governors of the Federal Reserve System (U.S.).
- Andrea Gerali & Stefano Neri & Luca Sessa & Federico M. Signoretti, 2010.
"Credit and Banking in a DSGE Model of the Euro Area,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(s1), pages 107-141, September.
- Andrea Gerali & Stefano Neri & Luca Sessa & Federico M. Signoretti, 2010. "Credit and banking in a DSGE model of the euro area," Temi di discussione (Economic working papers) 740, Bank of Italy, Economic Research and International Relations Area.
- Andrea Gerali & Stefano Neri & Luca Sessa & Federico M. Signoretti, 2010. "Credit and Banking in a DSGE Model of the Euro Area," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(s1), pages 107-141, September.
- Catalán, Mario & Hoffmaister, Alexander W., 2022.
"When banks punch back: Macrofinancial feedback loops in stress tests,"
Journal of International Money and Finance, Elsevier, vol. 124(C).
- Mr. Mario Catalan & Alexander W. Hoffmaister, 2020. "When Banks Punch Back: Macrofinancial Feedback Loops in Stress Tests," IMF Working Papers 2020/072, International Monetary Fund.
- Volker Wieland, 2012. "Model comparison and robustness: a proposal for policy analysis after the financial crisis," Chapters, in: Robert M. Solow & Jean-Philippe Touffut (ed.), What’s Right with Macroeconomics?, chapter 2, pages 33-67, Edward Elgar Publishing.
- Jean-Guillaume Sahuc & Olivier de Bandt & Hibiki Ichiue & Bora Durdu & Yasin Mimir & Jolan Mohimont & Kalin Nikolov & Sigrid Roehrs & Valério Scalone & Michael Straughan, 2022.
"Assessing the Impact of Basel III: Evidence from Structural Macroeconomic Models,"
EconomiX Working Papers
2022-3, University of Paris Nanterre, EconomiX.
- Olivier de Bandt & Bora Durdu & Hibiki Ichiue & Yasin Mimir & Jolan Mohimont & Kalin Nikolov & Sigrid Roehrs & Jean-Guillaume Sahuc & Valerio Scalone & Michael Straughan, 2022. "Assessing the Impact of Basel III: Evidence from Structural Macroeconomic Models," Working papers 864, Banque de France.
- Hibiki Ichiue & Jean-Guillaume Sahuc & Yasin Mimir & Jolan Mohimont & Kalin Nikolov & Olivier de Bandt & Sigrid Roehrs & Valério Scalone & Michael Straughan & Bora Durdu, 2022. "Assessing the Impact of Basel III: Evidence from Structural Macroeconomic Models," Working Papers hal-04159816, HAL.
- Shayanewako Varaidzo Batsirai & Asrat Tsegaye & Yohane Khamfula, 2019. "The Nexus between Macro-Prudential Banking Regulation, Interest Rate Spread and Monetary Policy in South Africa," Journal of Economics and Behavioral Studies, AMH International, vol. 10(6), pages 141-151.
- Stefano Colonnello & Michael Koetter & Moritz Stieglitz, 2021.
"Benign Neglect Of Covenant Violations: Blissful Banking Or Ignorant Monitoring?,"
Economic Inquiry, Western Economic Association International, vol. 59(1), pages 459-477, January.
- Colonnello, Stefano & Koetter, Michael & Stieglitz, Moritz, 2019. "Benign neglect of covenant violations: Blissful banking or ignorant monitoring?," IWH Discussion Papers 3/2019, Halle Institute for Economic Research (IWH).
- Bucher, Monika & Dietrich, Diemo & Hauck, Achim, 2018.
"Implications of bank regulation for loan supply and bank stability: A dynamic perspective,"
Discussion Papers
43/2018, Deutsche Bundesbank.
- Monika Bucher & Diemo Dietrich & Achim Hauck, 2019. "Implications of bank regulation for loan supply and bank stability: a dynamic perspective," The European Journal of Finance, Taylor & Francis Journals, vol. 25(16), pages 1527-1550, November.
- Bucher, Monika & Dietrich, Diemo & Hauck, Achim, 2013. "Implications of Bank Regulation for Credit Intermediation and Bank Stability: A Dynamic Perspective," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79792, Verein für Socialpolitik / German Economic Association.
- Abdellah Manadir & Kevin Moran, 2018. "Optimal Bayesian Estimation of Financial Frictions: An Encompassing View," Cahiers de recherche 1816, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques.
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- Poutineau, Jean-Christophe & Vermandel, Gauthier, 2017.
"Global banking and the conduct of macroprudential policy in a monetary union,"
Journal of Macroeconomics, Elsevier, vol. 54(PB), pages 306-331.
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"Unexpected loan losses and bank capital in an estimated DSGE model of the euro area,"
Journal of Macroeconomics, Elsevier, vol. 54(PB), pages 161-186.
- Nikolay Hristov & Oliver Hülsewig, 2016. "Unexpected Loan Losses and Bank Capital in an Estimated DSGE Model of the Euro Area," CESifo Working Paper Series 6160, CESifo.
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"Distress in the financial sector and economic activity,"
Finance and Economics Discussion Series
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- Carlson Mark A & King Thomas & Lewis Kurt, 2011. "Distress in the Financial Sector and Economic Activity," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 11(1), pages 1-31, June.
- Mark A. Carlson & Thomas B. King & Kurt F. Lewis, 2009. "Distress in the financial sector and economic activity," Finance and Economics Discussion Series 2009-01, Board of Governors of the Federal Reserve System (U.S.).
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"Bayesian evaluation of DSGE models with financial frictions,"
NBP Working Papers
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- Michal Brzoza-Brzezina & Marcin Kolasa, 2013. "Bayesian evaluation of DSGE models with financial frictions," Working Papers 71, Department of Applied Econometrics, Warsaw School of Economics.
- Michał Brzoza‐Brzezina & Marcin Kolasa, 2013. "Bayesian Evaluation of DSGE Models with Financial Frictions," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(8), pages 1451-1476, December.
- Matteo Iacoviello, 2010.
"Financial Business Cycles,"
2010 Meeting Papers
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- Matteo Iacoviello, 2015. "Financial Business Cycles," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 18(1), pages 140-164, January.
- Matteo Iacoviello, 2014. "Financial Business Cycles," International Finance Discussion Papers 1116, Board of Governors of the Federal Reserve System (U.S.).
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"A cost–benefit analysis of Basel III: Some evidence from the UK,"
International Review of Financial Analysis, Elsevier, vol. 25(C), pages 73-82.
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"Financial soundness indicators and financial crisis episodes,"
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158, Bank of Greece.
- Maria Kasselaki & Athanasios Tagkalakis, 2014. "Financial soundness indicators and financial crisis episodes," Annals of Finance, Springer, vol. 10(4), pages 623-669, November.
- Davis, J. Scott, 2014. "Financial integration and international business cycle co-movement," Journal of Monetary Economics, Elsevier, vol. 64(C), pages 99-111.
- Corrado, Luisa & Schuler, Tobias, 2017. "Interbank market failure and macro-prudential policies," Journal of Financial Stability, Elsevier, vol. 33(C), pages 133-149.
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"Bank Leverage Regulation and Macroeconomic Dynamics,"
2010 Meeting Papers
757, Society for Economic Dynamics.
- Ian Christensen & Césaire Meh & Kevin Moran, 2011. "Bank Leverage Regulation and Macroeconomic Dynamics," Cahiers de recherche 1140, CIRPEE.
- Ian Christensen & Césaire Meh & Kevin Moran, 2011. "Bank Leverage Regulation and Macroeconomic Dynamics," CIRANO Working Papers 2011s-76, CIRANO.
- Ian Christensen & Césaire Meh & Kevin Moran, 2011. "Bank Leverage Regulation and Macroeconomic Dynamics," Staff Working Papers 11-32, Bank of Canada.
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"Macroeconomic Factors and Microlevel Bank Behavior,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(4), pages 715-751, June.
- Buch, Claudia M. & Eickmeier, Sandra & Prieto, Esteban, 2010. "Macroeconomic factors and micro-level bank risk," Discussion Paper Series 1: Economic Studies 2010,20, Deutsche Bundesbank.
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- Josef Schroth, 2021.
"On the Distributional Effects of Bank Bailouts,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 40, pages 252-277, April.
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"Financial Intermediation, Capital Accumulation, and Crisis Recovery,"
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- Hans Gersbach & Jean-Charles Rochet & Martin Scheffel, 2019. "Financial Intermediation, Capital Accumulation and Crisis Recovery," Swiss Finance Institute Research Paper Series 19-62, Swiss Finance Institute.
- Hans Gersbach & Jean-Charles Rochet & Martin Scheffel, 2017. "Financial Intermediation, Capital Accumulation and Crisis Recovery," Swiss Finance Institute Research Paper Series 17-38, Swiss Finance Institute.
- Gersbach, Hans & Rochet, Jean-Charles & Scheffel, Martin, 2018. "Financial Intermediation, Capital Accumulation and Crisis Recovery," TSE Working Papers 18-885, Toulouse School of Economics (TSE).
- Hans Gersbach & Jean-Charles Rochet & Martin Scheffel, 2023. "Financial Intermediation, Capital Accumulation, and Crisis Recovery," Review of Finance, European Finance Association, vol. 27(4), pages 1423-1469.
- Gersbach, Hans & Rochet, Jean-Charles & Scheffel, Martin, 2018. "Financial Intermediation, Capital Accumulation and Crisis Recovery," IDEI Working Papers 881, Institut d'Économie Industrielle (IDEI), Toulouse.
- Faia, Ester, 2016. "Sovereign Risk, Bank Funding and Investors’ Pessimism," CEPR Discussion Papers 11340, C.E.P.R. Discussion Papers.
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"Macro-Prudential Policy and the Conduct of Monetary Policy,"
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- Denis Beau & Christophe Cahn & Laurent Clerc & Benoît Mojon, 2013. "Macro-Prudential Policy and the Conduct of Monetary Policy," Working Papers Central Bank of Chile 715, Central Bank of Chile.
- Beau, D. & Clerc, L. & Mojon, B., 2011. "Macro-prudential policy and the conduct of monetary policy," Occasional papers 8, Banque de France.
- Gropp, Reint & Radev, Deyan, 2017. "International banking conglomerates and the transmission of lending shocks across borders," SAFE Working Paper Series 175, Leibniz Institute for Financial Research SAFE.
- Kühl, Michael, 2014. "Mitigating financial stress in a bank-financed economy: Equity injections into banks or purchases of assets?," Discussion Papers 19/2014, Deutsche Bundesbank.
- Benes, Jaromir & Kumhof, Michael, 2015. "Risky bank lending and countercyclical capital buffers," Journal of Economic Dynamics and Control, Elsevier, vol. 58(C), pages 58-80.
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"The effectiveness of countercyclical capital requirements and contingent convertible capital: a dual approach to macroeconomic stability,"
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- Hylton Hollander, 2015. "The effectiveness of countercyclical capital requirements and contingent convertible capital: a dual approach to macroeconomic stability," Working Papers 549, Economic Research Southern Africa.
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- Suarez, Javier & Derviz, Alexis & Nikolov, Kalin & Clerc, Laurent & Mendicino, Caterina & Stracca, Livio & Vardoulakis, Alexandros & Moyen, Stéphane, 2014.
"Capital Regulation in a Macroeconomic Model with Three Layers of Default,"
CEPR Discussion Papers
10316, C.E.P.R. Discussion Papers.
- Laurent Clerc & Alexis Derviz & Caterina Mendicino & Stephane Moyen & Kalin Nikolov & Livio Stracca & Javier Suarez & Alexandros P. Vardoulakis, 2015. "Capital Regulation in a Macroeconomic Model with Three Layers of Default," International Journal of Central Banking, International Journal of Central Banking, vol. 11(3), pages 9-63, June.
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- Laurent Clerc, 2015. "Capital Regulation in a Macroeconomic Model with Three Layers of Default," Working Papers w201503, Banco de Portugal, Economics and Research Department.
- Laurent Clerc & Alexis Derviz & Caterina Mendicino & Stéphane Moyen & Kalin Nikolov & Livio Stracca & Javier Suarez & Alexandros P. Vardoulakis, 2014. "Capital Regulation in a Macroeconomic Model with Three Layers of Default," Working Papers wp2014_1408, CEMFI.
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- Francesco Ferrante, 2015.
"A Model of Endogenous Loan Quality and the Collapse of the Shadow Banking System,"
Finance and Economics Discussion Series
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- Francesco Ferrante, 2018. "A Model of Endogenous Loan Quality and the Collapse of the Shadow Banking System," American Economic Journal: Macroeconomics, American Economic Association, vol. 10(4), pages 152-201, October.
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"The role of capital requirements and credit composition in the transmission of macroeconomic and financial shocks,"
Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 35(84), pages 203-221, December.
- Oscar Valencia & Daniel Osorio & Pablo Garay, 2017. "The role of capital requirements and credit composition in the transmission of macroeconomic and financial shocks," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 35(84), pages 203-221, December.
- Oscar Valencia & Daniel Osorio & Pablo Garay, 2016. "The Role of Capital Requirements and Credit Composition in the Transmission of Macroeconomic and Financial Shocks," Borradores de Economia 954, Banco de la Republica de Colombia.
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"Bank Liabilities Channel,"
CEPR Discussion Papers
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- Quadrini, Vincenzo, 2017. "Bank liabilities channel," Journal of Monetary Economics, Elsevier, vol. 89(C), pages 25-44.
- Vincenzo Quadrini, 2015. "Bank Liabilities Channel," 2015 Meeting Papers 234, Society for Economic Dynamics.
- Nizam Ahmed Mehedi, 2021.
"On The Contribution of Interest Expense (Income) on Total Output,"
Open Economics, De Gruyter, vol. 4(1), pages 31-56, January.
- Nizam, Ahmed Mehedi, 2021. "On The Contribution of Interest Expense (Income) on Total Output," MPRA Paper 108169, University Library of Munich, Germany.
- Stefano Carattini & Garth Heutel & Givi Melkadze, 2023.
"Climate Policy, Financial Frictions, and Transition Risk,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 51, pages 778-794, December.
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- Stefano Carattini & Garth Heutel & Givi Melkadze, 2023. "Code and data files for "Climate Policy, Financial Frictions, and Transition Risk"," Computer Codes 22-114, Review of Economic Dynamics.
- Stefano Carattini & Garth Heutel & Givi Melkadze, 2021. "Climate Policy, Financial Frictions, and Transition Risk," NBER Working Papers 28525, National Bureau of Economic Research, Inc.
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"Capital requirements and business cycles with credit market imperfections,"
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International Journal of Forecasting, Elsevier, vol. 27(2), pages 452-465, April.
- Dovern, Jonas & Weisser, Johannes, 2011. "Accuracy, unbiasedness and efficiency of professional macroeconomic forecasts: An empirical comparison for the G7," International Journal of Forecasting, Elsevier, vol. 27(2), pages 452-465.
- Jonas Dovern & Johannes Weisser, 2009. "Accuracy, Unbiasedness and Efficiency of Professional Macroeconomic Forecasts: An empirical Comparison for the G7," Jena Economics Research Papers 2009-091, Friedrich-Schiller-University Jena.
- Olivier Coibion & Yuriy Gorodnichenko, 2015.
"Information Rigidity and the Expectations Formation Process: A Simple Framework and New Facts,"
American Economic Review, American Economic Association, vol. 105(8), pages 2644-2678, August.
- Mr. Olivier Coibion & Mr. Yuriy Gorodnichenko, 2012. "Information Rigidity and the Expectations Formation Process: A Simple Framework and New Facts," IMF Working Papers 2012/296, International Monetary Fund.
- Olivier Coibion & Yuriy Gorodnichenko, 2010. "Information Rigidity and the Expectations Formation Process: A Simple Framework and New Facts," Working Papers 102, Department of Economics, College of William and Mary.
- Olivier Coibion & Yuriy Gorodnichenko, 2010. "Information Rigidity and the Expectations Formation Process: A Simple Framework and New Facts," NBER Working Papers 16537, National Bureau of Economic Research, Inc.
- El-Shagi, Makram, 2011. "Inflation expectations: Does the market beat econometric forecasts?," The North American Journal of Economics and Finance, Elsevier, vol. 22(3), pages 298-319.
- Lance Kent, 2015. "Relaxing Rational Expectations," Working Papers 159, Department of Economics, College of William and Mary.
- Sonali Das & Rangan Gupta & Patrick Kanda & Monique Reid & Christian Tipoy & Mulatu Zerihun, 2014.
"Real interest rate persistence in South Africa: evidence and implications,"
Economic Change and Restructuring, Springer, vol. 47(1), pages 41-62, February.
- Sonali Das & Rangan Gupta & Patrick T. Kanda & Monique Reid & Christian K. Tipoy & Mulatu F. Zerihun, 2012. "Real Interest Rate Persistence in South Africa: Evidence and Implications," Working Papers 201204, University of Pretoria, Department of Economics.
- Sonali Das & Rangan Gupta & Patrick T. Kanda & Monique Reid & Christian K. Tipoy & Mulatu F. Zerihun, 2012. "Real Interest Rate Persistence in South Africa: Evidence and Implications," Working Papers 17/2012, Stellenbosch University, Department of Economics.
- Kim, Insu & Kim, Young Se, 2019. "Inattentive agents and inflation forecast error dynamics: A Bayesian DSGE approach," Journal of Macroeconomics, Elsevier, vol. 62(C).
- Moran, Kevin & Nono, Simplice Aimé, 2018. "Gradual learning about shocks and the forward premium puzzle," Journal of International Money and Finance, Elsevier, vol. 88(C), pages 79-100.
- Francesca Pancotto & Giuseppe Pignataro & Davide Raggi, 2015. "Social Learning and Higher Order Beliefs: A Structural Model of Exchange Rates Dynamics," LEM Papers Series 2015/24, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Andreou, Elena & Eminidou, Snezana & Zachariadis, Marios, 2016. "Inflation expectations and monetary policy in Europe," CEPR Discussion Papers 11306, C.E.P.R. Discussion Papers.
- Deversi, Marvin, 2014. "Do Macroeconomic Shocks Affect Intuitive Inflation Forecasting? An Experimental Investigation," Ruhr Economic Papers 528, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Dovern, Jonas & Weisser, Johannes, 2008. "Are they really rational? Assessing professional macro-economic forecasts from the G7-countries," Kiel Working Papers 1447, Kiel Institute for the World Economy (IfW Kiel).
- Pérez, Rafaela & Ruiz, Jesús & Lafuente Luengo, Juan Ángel, 2012.
"Monetary policy regimes and the forward bias for foreign exchange,"
DEE - Working Papers. Business Economics. WB
12960, Universidad Carlos III de Madrid. Departamento de EconomÃa de la Empresa.
- Lafuente, Juan A. & Pérez, Rafaela & Ruiz, Jesús, 2016. "Monetary policy regimes and the forward bias for foreign exchange," Journal of Economics and Business, Elsevier, vol. 85(C), pages 13-28.
- Lafuente, Juan A. & Pérez, Rafaela & Ruiz, Jesús, 2014. "Time-varying inflation targeting after the nineties," International Review of Economics & Finance, Elsevier, vol. 29(C), pages 400-408.
- Pedro Pires Ribeiro & José Dias Curto, 2018. "How do zero-coupon inflation swaps predict inflation rates in the euro area? Evidence of efficiency and accuracy on 1-year contracts," Empirical Economics, Springer, vol. 54(4), pages 1451-1475, June.
- Steffen Henzel, 2008. "Learning Trend Inflation – Can Signal Extraction Explain Survey Forecasts?," ifo Working Paper Series 55, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
- Juan Ángel Lafuente & Nuria Petit & Jesús Ruiz & Pedro Serrano, 2020. "Dissecting interbank risk using basis swap spreads," The World Economy, Wiley Blackwell, vol. 43(3), pages 729-757, March.
- Ponomarenko, Alexey, 2020.
"A note on observational equivalence of micro assumptions on macro level,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 14, pages 1-15.
- Ponomarenko, Alexey, 2019. "A note on observational equivalence of micro assumptions on macro level," Economics Discussion Papers 2019-51, Kiel Institute for the World Economy (IfW Kiel).
- Henzel, Steffen R., 2013. "Fitting survey expectations and uncertainty about trend inflation," Journal of Macroeconomics, Elsevier, vol. 35(C), pages 172-185.
- El-Shagi, Makram, 2009. "Inflation Expectations: Does the Market Beat Professional Forecasts?," IWH Discussion Papers 16/2009, Halle Institute for Economic Research (IWH).
- J. Scott Davis, 2012. "Central bank credibility and the persistence of inflation and inflation expectations," Globalization Institute Working Papers 117, Federal Reserve Bank of Dallas.
- Kenneth Eva & Fabian Winkler, 2023. "A Comprehensive Empirical Evaluation of Biases in Expectation Formation," Finance and Economics Discussion Series 2023-042, Board of Governors of the Federal Reserve System (U.S.).
- Kim, Insu & Kim, Minsoo, 2009. "Irrational Bias in Inflation Forecasts," MPRA Paper 16447, University Library of Munich, Germany.
- Santos, Francisco Luna & Garcia, Márcio Gomes Pinto & Medeiros, Marcelo Cunha, 2016. "The High Frequency Impact of Macroeconomic Announcements in the Brazilian Futures Markets," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 36(2), November.
- Petit, Nuria & Lafuente Luengo, Juan Ángel, 2017. "Dissecting interbank risk," DEE - Working Papers. Business Economics. WB 24553, Universidad Carlos III de Madrid. Departamento de EconomÃa de la Empresa.
- Moore, Bartholomew, 2014. "Monetary policy regimes and inflation in the new-Keynesian model," Journal of Macroeconomics, Elsevier, vol. 40(C), pages 323-337.
- Robert Amano & Kevin Moran & Stephen Murchison & Andrew Rennison, 2007.
"Trend Inflation, Wage and Price Rigidities, and Welfare,"
Staff Working Papers
07-42, Bank of Canada.
- Robert Amano & Kevin Moran & Stephen Murchison & Andrew Rennison, 2007. "Trend Inflation, Wage and Price Rigidities, and Welfare," Cahiers de recherche 0720, CIRPEE.
Cited by:
- Amano, Robert & Moran, Kevin & Murchison, Stephen & Rennison, Andrew, 2009. "Trend inflation, wage and price rigidities, and productivity growth," Journal of Monetary Economics, Elsevier, vol. 56(3), pages 353-364, April.
- Hakan, Yilmazkuday, 2009. "Is there a Role for International Trade Costs in Explaining the Central Bank Behavior?," MPRA Paper 15951, University Library of Munich, Germany.
- Ali Dib & Mohamed Gammoudi & Kevin Moran, 2006.
"Forecasting Canadian Time Series with the New Keynesian Model,"
Staff Working Papers
06-4, Bank of Canada.
- Ali Dib & Mohamed Gammoudi & Kevin Moran, 2008. "Forecasting Canadian time series with the New Keynesian model," Canadian Journal of Economics, Canadian Economics Association, vol. 41(1), pages 138-165, February.
- Ali Dib & Mohamed Gammoudi & Kevin Moran, 2008. "Forecasting Canadian time series with the New Keynesian model," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 41(1), pages 138-165, February.
- Ali Dib & Mohamed Gammoudi & Kevin Moran, 2005. "Forecasting Canadian Time Series with the New-Keynesian Model," Cahiers de recherche 0527, CIRPEE.
- Ali Dib & Mohamed Gammoudi & Kevin Moran, 2006. "Forecasting Canadian Time Series With the New-Keynesian Model," Working Papers Central Bank of Chile 382, Central Bank of Chile.
Cited by:
- Haider, Adnan & Khan, Safdar Ullah, 2008.
"A Small Open Economy DSGE Model for Pakistan,"
MPRA Paper
12977, University Library of Munich, Germany, revised 17 Jan 2009.
- Adnan Haider Bukhari & Safdar Ullah Khan, 2008. "A Small Open Economy DSGE Model for Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 47(4), pages 963-1008.
- Ian Christensen & Paul Corrigan & Caterina Mendicino & Shin-Ichi Nishiyama, 2016.
"Consumption, housing collateral and the Canadian business cycle,"
Canadian Journal of Economics, Canadian Economics Association, vol. 49(1), pages 207-236, February.
- Ian Christensen & Paul Corrigan & Caterina Mendicino & Shin‐Ichi Nishiyama, 2016. "Consumption, housing collateral and the Canadian business cycle," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 49(1), pages 207-236, February.
- Ian Christensen & Paul Corrigan & Caterina Mendicino & Shin-Ichi Nishiyama, 2009. "Consumption, Housing Collateral, and the Canadian Business Cycle," Staff Working Papers 09-26, Bank of Canada.
- Alessia Paccagnini, 2012. "Comparing Hybrid DSGE Models," Working Papers 228, University of Milano-Bicocca, Department of Economics, revised Dec 2012.
- Kitlinski, Tobias & Schmidt, Torsten, 2011. "The Forecasting Performance of an Estimated Medium Run Model," Ruhr Economic Papers 301, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Ali Dib & Mohamed Gammoudi & Kevin Moran, 2005.
"Forecasting Canadian Time Series with the New-Keynesian Model,"
Cahiers de recherche
0527, CIRPEE.
- Ali Dib & Mohamed Gammoudi & Kevin Moran, 2006. "Forecasting Canadian Time Series With the New-Keynesian Model," Working Papers Central Bank of Chile 382, Central Bank of Chile.
- Ali Dib & Mohamed Gammoudi & Kevin Moran, 2006. "Forecasting Canadian Time Series with the New Keynesian Model," Staff Working Papers 06-4, Bank of Canada.
- Ali Dib & Mohamed Gammoudi & Kevin Moran, 2008. "Forecasting Canadian time series with the New Keynesian model," Canadian Journal of Economics, Canadian Economics Association, vol. 41(1), pages 138-165, February.
- Ali Dib & Mohamed Gammoudi & Kevin Moran, 2008. "Forecasting Canadian time series with the New Keynesian model," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 41(1), pages 138-165, February.
- Wing Leong Teo, 2009.
"Estimated Dynamic Stochastic General Equilibrium Model Of The Taiwanese Economy,"
Pacific Economic Review, Wiley Blackwell, vol. 14(2), pages 194-231, May.
- Wing Leong Teo, 2006. "An Estimated Dynamic Stochastic General Equilibrium Model of Taiwanese Economy," Computing in Economics and Finance 2006 334, Society for Computational Economics.
- Ramos-Francia, Manuel & Torres, Alberto, 2008.
"Inflation dynamics in Mexico: A characterization using the New Phillips curve,"
The North American Journal of Economics and Finance, Elsevier, vol. 19(3), pages 274-289, December.
- Ramos Francia Manuel & Torres García Alberto, 2006. "Inflation Dynamics in Mexico: A Characterization Using the New Phillips Curve," Working Papers 2006-15, Banco de México.
- Ali Dib, 2003.
"Monetary Policy in Estimated Models of Small Open and Closed Economies,"
Staff Working Papers
03-27, Bank of Canada.
- Ali Dib, 2011. "Monetary Policy in Estimated Models of Small Open and Closed Economies," Open Economies Review, Springer, vol. 22(5), pages 769-796, November.
- David I. Harvey & Stephen J. Leybourne & Emily J. Whitehouse, 2017.
"Forecast evaluation tests and negative long-run variance estimates in small samples,"
Discussion Papers
17/03, University of Nottingham, Granger Centre for Time Series Econometrics.
- Harvey, David I. & Leybourne, Stephen J. & Whitehouse, Emily J., 2017. "Forecast evaluation tests and negative long-run variance estimates in small samples," International Journal of Forecasting, Elsevier, vol. 33(4), pages 833-847.
- Mossadak, Anas, 2013. "Monetary and Fiscal Policy in an Estimated DSGE Model for Morocco," MPRA Paper 104579, University Library of Munich, Germany, revised 2013.
- Sylvain Dessy & Safa Ragued, 2013. "Whither the Progressive Tax?," Cahiers de recherche 1340, CIRPEE.
- Caterina Mendicino & Yahong Zhang, 2016. "Risk Shocks in a Small Open Economy," Working Papers 1602, University of Windsor, Department of Economics.
- Reicher, Christopher Phillip, 2009. "What can a New Keynesian labor matching model match?," Kiel Working Papers 1496, Kiel Institute for the World Economy (IfW Kiel).
- Caraiani, Petre, 2008. "Forecasting Romanian GDP Using a Small DSGE Model," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 5(1), pages 182-192, March.
- Adnan Haider & Musleh-ud Din & Ejaz Ghani, 2013.
"Monetary Policy, Informality and Business Cycle Fluctuations in a Developing Economy Vulnerable to External Shocks,"
SBP Working Paper Series
65, State Bank of Pakistan, Research Department.
- Haider, Adnan & Din, Musleh-ud & Ghani, Ejaz, 2012. "Monetary policy, informality and business cycle fluctuations in a developing economy vulnerable to external shocks," MPRA Paper 42484, University Library of Munich, Germany.
- Adnan Haider & Musleh ud Din & Ejaz Ghani, 2012. "Monetary Policy, Informality and Business Cycle Fluctuations in a Developing Economy Vulnerable to External Shocks," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 51(4), pages 609-681.
- Kitov, Ivan, 2007. "Exact prediction of inflation and unemployment in Canada," MPRA Paper 5015, University Library of Munich, Germany.
- Paul Pichler, 2007. "Forecasting with estimated dynamic stochastic general equilibrium models: The role of nonlinearities," Vienna Economics Papers vie0702, University of Vienna, Department of Economics.
- Mendicino, Caterina & Zhang, Yahong, 2018. "Risk shocks in a small open economy: Business cycle dynamics in Canada," Economic Modelling, Elsevier, vol. 72(C), pages 391-409.
- Roberto Duncan & Enrique Martínez‐García, 2023. "Forecasting inflation in open economies: What can a NOEM model do?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(3), pages 481-513, April.
- Jean-Philippe Cayen & Marc-André Gosselin & Sharon Kozicki, 2009. "Estimating DSGE-Model-Consistent Trends for Use in Forecasting," Staff Working Papers 09-35, Bank of Canada.
- Kevin Moran, 2005.
"Learning and the Welfare Implications of Changing Inflation Targets,"
Cahiers de recherche
0511, CIRPEE.
Cited by:
- Martin Melecky & Diego Rodríguez Palenzuela & Ulf Söderström, 2008.
"Inflation Target Transparency and the Macroeconomy,"
Working Papers Central Bank of Chile
490, Central Bank of Chile.
- Melecky, Martin & Rodrıguez Palenzuela, Diego & Soderstrom, Ulf, 2008. "Inflation Target Transparency and the Macroeconomy," MPRA Paper 10545, University Library of Munich, Germany.
- Martin Melecký & Diego Rodríguez Palenzuela & Ulf Söderström, 2009. "Inflation Target Transparency and the Macroeconomy," Central Banking, Analysis, and Economic Policies Book Series, in: Klaus Schmidt-Hebbel & Carl E. Walsh & Norman Loayza (Series Editor) & Klaus Schmidt-Hebbel (Series (ed.),Monetary Policy under Uncertainty and Learning, edition 1, volume 13, chapter 10, pages 371-411, Central Bank of Chile.
- Martin Melecky & Diego Rodríguez Palenzuela & Ulf Söderström, 2008.
"Inflation Target Transparency and the Macroeconomy,"
Working Papers Central Bank of Chile
490, Central Bank of Chile.
- Ali Dib & Kevin Moran, 2005.
"Forecasting with the New-Keynesian Model: An Experiment with Canadian Data,"
Computing in Economics and Finance 2005
235, Society for Computational Economics.
Cited by:
- Haider, Adnan & Khan, Safdar Ullah, 2008.
"A Small Open Economy DSGE Model for Pakistan,"
MPRA Paper
12977, University Library of Munich, Germany, revised 17 Jan 2009.
- Adnan Haider Bukhari & Safdar Ullah Khan, 2008. "A Small Open Economy DSGE Model for Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 47(4), pages 963-1008.
- Haider, Adnan & Khan, Safdar Ullah, 2008.
"A Small Open Economy DSGE Model for Pakistan,"
MPRA Paper
12977, University Library of Munich, Germany, revised 17 Jan 2009.
- Césaire Meh & Kevin Moran, 2004.
"Bank Capital, Agency Costs, and Monetary Policy,"
Staff Working Papers
04-6, Bank of Canada.
- Kevin Moran & Cesaire Meh, 2004. "Bank Capital, Agency Costs, and Monetary Policy," 2004 Meeting Papers 318, Society for Economic Dynamics.
Cited by:
- Piti Disyatat, 2011.
"The Bank Lending Channel Revisited,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(4), pages 711-734, June.
- Piti Disyatat, 2010. "The bank lending channel revisited," BIS Working Papers 297, Bank for International Settlements.
- Piti Disyatat, 2011. "The Bank Lending Channel Revisited," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(4), pages 711-734, June.
- Pesaran, M. Hashem & Xu, TengTeng, 2011.
"Business Cycle Effects of Credit and Technology Shocks in a DSGE Model with Firm Defaults,"
IZA Discussion Papers
6027, Institute of Labor Economics (IZA).
- M. Hashem Pesaran & TengTeng Xu, 2011. "Business Cycle Effects of Credit and Technology Shocks in a DSGE Model with Firm Defaults," CESifo Working Paper Series 3609, CESifo.
- Pesaran, M. H. & Xu, T., 2011. "Business Cycle Effects of Credit and Technology Shocks in a DSGE Model with Firm Defaults," Cambridge Working Papers in Economics 1159, Faculty of Economics, University of Cambridge.
- Smith, Anthony Jr. & Wang, Cheng, 2006.
"Dynamic credit relationships in general equilibrium,"
Journal of Monetary Economics, Elsevier, vol. 53(4), pages 847-877, May.
- Cheng Wang & Anthony Smith, "undated". "Dynamic Credit Relationships in General Equilibrium," GSIA Working Papers 2000-27, Carnegie Mellon University, Tepper School of Business.
- Smith, A. A. & Wang, Cheng, 2006. "Dynamic Credit Relationships in General Equilibrium," Staff General Research Papers Archive 12263, Iowa State University, Department of Economics.
- Naohisa Hirakata & Nao Sudo & Kozo Ueda, 2010.
"Do Banking Shocks Matter for the U.S. Economy?,"
IMES Discussion Paper Series
10-E-13, Institute for Monetary and Economic Studies, Bank of Japan.
- Naohisa Hirakata & Nao Sudo & Kozo Ueda, 2011. "Do banking shocks matter for the U.S. economy?," Globalization Institute Working Papers 86, Federal Reserve Bank of Dallas.
- Hirakata, Naohisa & Sudo, Nao & Ueda, Kozo, 2011. "Do banking shocks matter for the U.S. economy?," Journal of Economic Dynamics and Control, Elsevier, vol. 35(12), pages 2042-2063.
- Naohisa Hirakata & Nao Sudo & Kozo Ueda, 2009.
"Chained Credit Contracts and Financial Accelerators,"
IMES Discussion Paper Series
09-E-30, Institute for Monetary and Economic Studies, Bank of Japan.
- Naohisa Hirakata & Nao Sudo & Kozo Ueda, 2017. "Chained Credit Contracts And Financial Accelerators," Economic Inquiry, Western Economic Association International, vol. 55(1), pages 565-579, January.
- Martin Berka & Christian Zimmermann, 2011.
"Basel Accord and financial intermediation: the impact of policy,"
Working Papers
2011-042, Federal Reserve Bank of St. Louis.
- Martin Berka & Christian Zimmermann, 2012. "Basel Accord and Financial Intermediation: The Impact of Policy," CESifo Working Paper Series 3724, CESifo.
- Martin Berka & Christian Zimmermann, 2018. "The Basel Accord and Financial Intermediation: The Impact of Policy," Review, Federal Reserve Bank of St. Louis, vol. 100(2), pages 171-200.
- Martin Berka & Christian Zimmermann, 2012. "Basel Accord and Financial Intermediation: The Impact of Policy," Working Paper series 04_12, Rimini Centre for Economic Analysis.
- Xu, T.T., 2012.
"The role of credit in international business cycles,"
Cambridge Working Papers in Economics
1202, Faculty of Economics, University of Cambridge.
- TengTeng Xu, 2012. "The Role of Credit in International Business Cycles," Staff Working Papers 12-36, Bank of Canada.
- David Aikman & Matthias Paustian, 2006. "Bank capital, asset prices and monetary policy," Bank of England working papers 305, Bank of England.
- Skander Van den Heuvel, 2006. "The Bank Capital Channel of Monetary Policy," 2006 Meeting Papers 512, Society for Economic Dynamics.
- Percic Stanislav & Apostoaie Constantin-Marius & Chirlesan Dan, 2013. "A Tale Of Two Cycles In Developing And Advanced Economies: A Country Case Study Comparison," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(2), pages 440-450, December.
- Borio, Claudio & Zhu, Haibin, 2012.
"Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism?,"
Journal of Financial Stability, Elsevier, vol. 8(4), pages 236-251.
- Claudio Borio & Haibin Zhu, 2008. "Capital regulation, risk-taking and monetary policy: a missing link in the transmission mechanism?," BIS Working Papers 268, Bank for International Settlements.
- Den Haan, Wouter & Sumner, Steven & Yamashiro, Guy, 2004.
"Banks' Loan Portfolio and the Monetary Transmission Mechanism,"
CEPR Discussion Papers
4725, C.E.P.R. Discussion Papers.
- den Haan, Wouter J. & Sumner, Steven W. & Yamashiro, Guy M., 2007. "Bank loan portfolios and the monetary transmission mechanism," Journal of Monetary Economics, Elsevier, vol. 54(3), pages 904-924, April.
- Césaire Meh & Kevin Moran, 2008.
"The Role of Bank Capital in the Propagation of Shocks,"
Staff Working Papers
08-36, Bank of Canada.
- Meh, Césaire A. & Moran, Kevin, 2010. "The role of bank capital in the propagation of shocks," Journal of Economic Dynamics and Control, Elsevier, vol. 34(3), pages 555-576, March.
- Alvaro Aguiar & Inês Drumond, 2007. "Monetary Policy Amplification Effects through a Bank Capital Channel," Money Macro and Finance (MMF) Research Group Conference 2006 47, Money Macro and Finance Research Group.
- Mr. Fabian Valencia, 2008. "Banks’ Precautionary Capital and Persistent Credit Crunches," IMF Working Papers 2008/248, International Monetary Fund.
- Ian Christensen & Ali Dib, 2006.
"Monetary Policy in an Estimated DSGE Model with a Financial Accelerator,"
Staff Working Papers
06-9, Bank of Canada.
- Ali Dib & Ian Christensen, 2005. "Monetary Policy in an Estimated DSGE Model with a Financial Accelerator," Computing in Economics and Finance 2005 314, Society for Computational Economics.
- Gregory deWalque & Olivier Pierrard & Abdelaziz Rouabah, 2010.
"Financial (In)Stability, Supervision and Liquidity Injections: A Dynamic General Equilibrium Approach,"
Economic Journal, Royal Economic Society, vol. 120(549), pages 1234-1261, December.
- Gregory de Walque & Olivier Pierrard & Abdelaziz Rouabah, 2008. "Financial (in)stability, supervision and liquidity injections : a dynamic general equilibrium approach," Working Paper Research 148, National Bank of Belgium.
- Gregory DE WALQUE & Olivier PIERRARD & Abdelaziz ROUABAH, 2009. "Financial (in)stability, supervision and liquidity injections : a dynamic general equilibrium approach," LIDAM Discussion Papers IRES 2009006, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Gregory de Walque & Olivier Pierrard & Abdelaziz Rouabah, 2008. "Financial (in)stability, supervision and liquidity injections: a dynamic general equilibrium approach," BCL working papers 35, Central Bank of Luxembourg.
- de Walque, Gregory & Pierrard, Olivier & Rouabah, Abdelaziz, 2009. "Financial (In)stability, Supervision and Liquidity Injections: A Dynamic General Equilibrium Approach," CEPR Discussion Papers 7202, C.E.P.R. Discussion Papers.
- Jorge, José, 2009. "Why do bank loans react with a delay to shifts in interest rates? A bank capital explanation," Economic Modelling, Elsevier, vol. 26(5), pages 799-806, September.
- Matteo Iacoviello, 2014. "Macroeconomics of housing," Chapters, in: Susan Wachter & Man Cho & Moon Joong Tcha (ed.), The Global Financial Crisis and Housing, chapter 2, pages 21-39, Edward Elgar Publishing.
- Joseph Atta-Mensah & Ali Dib, 2003.
"Bank Lending, Credit Shocks, and the Transmission of Canadian Monetary Policy,"
Staff Working Papers
03-9, Bank of Canada.
- Atta-Mensah, Joseph & Dib, Ali, 2008. "Bank lending, credit shocks, and the transmission of Canadian monetary policy," International Review of Economics & Finance, Elsevier, vol. 17(1), pages 159-176.
- Charles Ka-Yui Leung, 2004.
"Macroeconomics and Housing: A Review of the Literature,"
Departmental Working Papers
_164, Chinese University of Hong Kong, Department of Economics.
- Charles Ka Yui Leung, 2004. "Macroeconomics and Housing: A Review of the Literature," Discussion Papers 00004, Chinese University of Hong Kong, Department of Economics.
- Leung, Charles, 2004. "Macroeconomics and housing: a review of the literature," Journal of Housing Economics, Elsevier, vol. 13(4), pages 249-267, December.
- Simon Gilchrist & Egon Zakrajšek, 2011. "Monetary Policy and Credit Supply Shocks," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 59(2), pages 195-232, June.
- Paul E. Orzechowski, 2017. "Bank capital, loan activity, and monetary policy: evidence from the FDIC’s Historical Statistics on Banking," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 41(2), pages 392-407, April.
- Paul E. Orzechowski, 2017. "Bank profits, loan activity, and monetary policy: evidence from the FDIC's Historical Statistics on Banking," Review of Financial Economics, John Wiley & Sons, vol. 33(1), pages 55-63, April.
- Bojan Markovic, 2006. "Bank capital channels in the monetary transmission mechanism," Bank of England working papers 313, Bank of England.
- Orzechowski, Paul E., 2017. "Bank profits, loan activity, and monetary policy: evidence from the FDIC's Historical Statistics on Banking," Review of Financial Economics, Elsevier, vol. 33(C), pages 55-63.
- Miyake, Atsushi & Nakamura, Tamotsu, 2007. "A dynamic analysis of an economy with banking optimization and capital adequacy regulations," Journal of Economics and Business, Elsevier, vol. 59(1), pages 14-27.
- Scott Hendry & Kevin Moran, 2004.
"Search in Financial Markets, and Monetary Policy,"
Computing in Economics and Finance 2004
126, Society for Computational Economics.
Cited by:
- Victor E. Li, 2012. "Monetary Transmission and the Search for Liquidity," Villanova School of Business Department of Economics and Statistics Working Paper Series 19, Villanova School of Business Department of Economics and Statistics.
- David Florian Hoyle & Chris Limnios & Carl E. Walsh, 2018.
"Monetary policy operating procedures, lending frictions, and employment,"
Working Papers
118, Peruvian Economic Association.
- Florian, David & Limnios, Chris & Walsh, Carl, 2018. "Monetary policy operating procedures, lending frictions, and employment," Working Papers 2018-001, Banco Central de Reserva del Perú.
- Scott Hendry & Wai-Ming Ho & Kevin Moran, 2003.
"Simple Monetary Policy Rules in an Open-Economy, Limited-Participation Model,"
Staff Working Papers
03-38, Bank of Canada.
Cited by:
- Karamé, Frédéric & Patureau, Lise & Sopraseuth, Thepthida, 2008.
"Limited participation and exchange rate dynamics: Does theory meet the data?,"
Journal of Economic Dynamics and Control, Elsevier, vol. 32(4), pages 1041-1087, April.
- Frédéric Karamé & Lise Patureau & Thepthida Sopraseuth, 2008. "Limited participation and exchange rate dynamics: Does theory meet the data?," Post-Print halshs-00754292, HAL.
- Frédéric Karamé & Lise Patureau & Thepthida Sopraseuth, 2003. "Limited participation and exchange rate dynamics: does theory meet the data?," Cahiers de la Maison des Sciences Economiques v04013, Université Panthéon-Sorbonne (Paris 1).
- Frédéric Karamé & Lise Patureau & Thepthida Sopraseuth, 2003. "Limited Participation and Exchange Rate Dynamics: Does Theory Meet the Data?," Documents de recherche 03-15, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
- G. C. Lim & Paul D. McNelis, 2008.
"Cyclical Government Spending, Income Inequality and Welfare in Small Open Economies,"
Melbourne Institute Working Paper Series
wp2008n18, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Paul McNelis & Guay Lim, 2009. "Cyclical Government Spending, Income Inequality and Welfare in Small Open Economies," 2009 Meeting Papers 300, Society for Economic Dynamics.
- Seok-Kyun Hur, 2005. "Money Growth and Interest Rates," NBER Working Papers 11102, National Bureau of Economic Research, Inc.
- Marcela Meirelles Aurelio, 2005. "Do we really know how inflation targeters set interest rates?," Research Working Paper RWP 05-02, Federal Reserve Bank of Kansas City.
- Lim, G.C. & McNelis, Paul D., 2008. "Computational Macroeconomics for the Open Economy," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262123061, December.
- Cote, Denise & Kuszczak, John & Lam, Jean-Paul & Liu, Ying & St-Amant, Pierre, 2006.
"A comparison of twelve macroeconomic models of the Canadian economy,"
Journal of Policy Modeling, Elsevier, vol. 28(5), pages 523-562, July.
- Denise Côté & John Kuszczak & Jean-Paul Lam & Ying Liu & Pierre St-Amant, 2003. "A Comparison of Twelve Macroeconomic Models of the Canadian Economy," Technical Reports 94, Bank of Canada.
- Karamé, Frédéric & Patureau, Lise & Sopraseuth, Thepthida, 2008.
"Limited participation and exchange rate dynamics: Does theory meet the data?,"
Journal of Economic Dynamics and Control, Elsevier, vol. 32(4), pages 1041-1087, April.
- David Andolfatto & Scott Hendry & Kevin Moran, 2002.
"Inflation Expectations and Learning about Monetary Policy,"
Staff Working Papers
02-30, Bank of Canada.
Cited by:
- Dave Andolfatto & Scott Hendry & Kevin Moran, 2004.
"Labour markets, liquidity, and monetary policy regimes,"
Canadian Journal of Economics, Canadian Economics Association, vol. 37(2), pages 392-420, May.
- David Andolfatto & Scott Hendry & Kevin Moran, 2002. "Labour Markets, Liquidity, and Monetary Policy Regimes," Staff Working Papers 02-32, Bank of Canada.
- Dave Andolfatto & Scott Hendry & Kevin Moran, 2004. "Labour markets, liquidity, and monetary policy regimes," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 37(2), pages 392-420, May.
- Richhild Moessner, 2006. "Optimal discretionary policy in rational expectations models with regime switching," Bank of England working papers 299, Bank of England.
- Schaling, E., 2003. "Learning, Inflation Reduction and Optimal Monetary Policy," Discussion Paper 2003-74, Tilburg University, Center for Economic Research.
- Schaling, Eric, 2003. "Learning, inflation expectations and optimal monetary policy," Bank of Finland Research Discussion Papers 20/2003, Bank of Finland.
- Dossche, Maarten & Everaert, Gerdie, 2005.
"Measuring inflation persistence: a structural time series approach,"
Working Paper Series
495, European Central Bank.
- M. Dossche & G. Everaert, 2005. "Measuring inflation persistence: a structural time series approach," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 05/340, Ghent University, Faculty of Economics and Business Administration.
- Maarten Dossche & Gerdie Everaert, 2005. "Measuring inflation persistence: A structural time series approach," Money Macro and Finance (MMF) Research Group Conference 2005 85, Money Macro and Finance Research Group.
- Maarten Dossche & Gerdie Everaert, 2005. "Measuring inflation persistence: a structural time series approach," Working Paper Research 70, National Bank of Belgium.
- Maarten Dossche & Gerdie Everaert, 2005. "Measuring Inflation Persistence: A Structural Time Series Approach," Computing in Economics and Finance 2005 459, Society for Computational Economics.
- Heinemann, Friedrich & Ullrich, Katrin, 2004.
"The Impact of EMU on Inflation Expectations,"
ZEW Discussion Papers
04-01, ZEW - Leibniz Centre for European Economic Research.
- Friedrich Heinemann & Katrin Ullrich, 2006. "The Impact of EMU on Inflation Expectations," Open Economies Review, Springer, vol. 17(2), pages 175-195, April.
- Frank Schorfheide, 2003.
"Learning and monetary policy shifts,"
FRB Atlanta Working Paper
2003-23, Federal Reserve Bank of Atlanta.
- Frank Schorfheide, 2005. "Learning and Monetary Policy Shifts," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 8(2), pages 392-419, April.
- Schaling, E., 2003. "Learning, Inflation Reduction and Optimal Monetary Policy," Other publications TiSEM 49f6213d-93d9-4a5a-85ca-5, Tilburg University, School of Economics and Management.
- Svatopluk Kapounek & Lubor Lacina, 2011. "Inflation Perceptions and Anticipations in the Old Eurozone Member States," Prague Economic Papers, Prague University of Economics and Business, vol. 2011(2), pages 120-139.
- Eric Schaling, 2004. "Learning, inflation expectations and optimal monetary policy," Macroeconomics 0404035, University Library of Munich, Germany.
- Steffen Henzel, 2008. "Learning Trend Inflation – Can Signal Extraction Explain Survey Forecasts?," ifo Working Paper Series 55, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
- Dave Andolfatto & Scott Hendry & Kevin Moran, 2004.
"Labour markets, liquidity, and monetary policy regimes,"
Canadian Journal of Economics, Canadian Economics Association, vol. 37(2), pages 392-420, May.
- Kevin Moran & Veronika Dolar, 2002.
"Estimated DGE Models and Forecasting Accuracy: A Preliminary Investigation with Canadian Data,"
Staff Working Papers
02-18, Bank of Canada.
Cited by:
- Jesús Antonio Bejarano Rojas, 2005.
"Estimación estructural y análisis de la curva de Phillips neokeynesiana para Colombia,"
Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 23(48), pages 64-117, Junio.
- Jesús Antonio Bejarano Rojas, 2005. "Estimación estructural y análisis de la curva de Phillips neokeynesiana para Colombia," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 23(48), pages 64-117, June.
- Ali Dib & Mohamed Gammoudi & Kevin Moran, 2005.
"Forecasting Canadian Time Series with the New-Keynesian Model,"
Cahiers de recherche
0527, CIRPEE.
- Ali Dib & Mohamed Gammoudi & Kevin Moran, 2006. "Forecasting Canadian Time Series With the New-Keynesian Model," Working Papers Central Bank of Chile 382, Central Bank of Chile.
- Ali Dib & Mohamed Gammoudi & Kevin Moran, 2006. "Forecasting Canadian Time Series with the New Keynesian Model," Staff Working Papers 06-4, Bank of Canada.
- Ali Dib & Mohamed Gammoudi & Kevin Moran, 2008. "Forecasting Canadian time series with the New Keynesian model," Canadian Journal of Economics, Canadian Economics Association, vol. 41(1), pages 138-165, February.
- Ali Dib & Mohamed Gammoudi & Kevin Moran, 2008. "Forecasting Canadian time series with the New Keynesian model," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 41(1), pages 138-165, February.
- Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez, 2004.
"Estimating dynamic equilibrium economies: linear versus nonlinear likelihood,"
FRB Atlanta Working Paper
2004-3, Federal Reserve Bank of Atlanta.
- Juan F. Rubio-Ramirez & Jesus Fernández-Villaverde, 2005. "Estimating dynamic equilibrium economies: linear versus nonlinear likelihood," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(7), pages 891-910.
- Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2004. "Estimating Dynamic Equilibrium Economies: Linear versus Nonlinear Likelihood," PIER Working Paper Archive 04-005, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Ali Dib & Kevin Moran, 2005. "Forecasting with the New-Keynesian Model: An Experiment with Canadian Data," Computing in Economics and Finance 2005 235, Society for Computational Economics.
- Thorvardur Tjörvi Ólafsson, 2006. "The New Keynesian Phillips Curve: In Search of Improvements and Adaptation to the Open Economy," Economics wp31_tjorvi, Department of Economics, Central bank of Iceland.
- Jesús Antonio Bejarano Rojas, 2005.
"Estimación estructural y análisis de la curva de Phillips neokeynesiana para Colombia,"
Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 23(48), pages 64-117, Junio.
- David Andolfatto & Scott Hendry & Kevin Moran, 2002.
"Labour Markets, Liquidity, and Monetary Policy Regimes,"
Staff Working Papers
02-32, Bank of Canada.
- Dave Andolfatto & Scott Hendry & Kevin Moran, 2004. "Labour markets, liquidity, and monetary policy regimes," Canadian Journal of Economics, Canadian Economics Association, vol. 37(2), pages 392-420, May.
- Dave Andolfatto & Scott Hendry & Kevin Moran, 2004. "Labour markets, liquidity, and monetary policy regimes," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 37(2), pages 392-420, May.
Cited by:
- Chen, Been-Lon & Liao, Shian-Yu & Liu, Dongpeng & Liu, Xiangbo, 2023.
"Optimal long-run money growth rate in a cash-in-advance economy with labor-market frictions,"
Macroeconomic Dynamics, Cambridge University Press, vol. 27(6), pages 1737-1766, September.
- Been-Lon Chen & Shian-Yu Liao & Dongpeng Liu & Xiangbo Liu, 2022. "Optimal Long-run Money Growth Rate in a Cash-in-Advance Economy with Labor-Market Frictions," IEAS Working Paper : academic research 22-A003, Institute of Economics, Academia Sinica, Taipei, Taiwan.
- Aleksander Berentsen & Guido Menzio & Randall Wright, 2009.
"Inflation and unemployment in the long run,"
IEW - Working Papers
442, Institute for Empirical Research in Economics - University of Zurich.
- Aleksander Berentsen & Guido Menzio & Randall Wright, 2008. "Inflation and Unemployment in the Long Run," PIER Working Paper Archive 08-012, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Berentsen, Aleksander & Menzio, Guido & Wright, Randall D., 2009. "Inflation and unemployment in the long run," Kiel Working Papers 1501, Kiel Institute for the World Economy (IfW Kiel).
- Aleksander Berentsen & Guido Menzio & Randall Wright, 2008. "Inflation and Unemployment in the Long Run," NBER Working Papers 13924, National Bureau of Economic Research, Inc.
- Randall Wright & Guido Menzio & Aleksander Berentsen, 2008. "Inflation and Unemployment in the Long Run," 2008 Meeting Papers 34, Society for Economic Dynamics.
- Aleksander Berentsen & Guido Menzio & Randall Wright, 2011. "Inflation and Unemployment in the Long Run," American Economic Review, American Economic Association, vol. 101(1), pages 371-398, February.
- David Andolfatto & Scott Hendry & Kevin Moran, 2007.
"Are Inflation Expectations Rational?,"
Working Paper series
27_07, Rimini Centre for Economic Analysis.
- Andolfatto, David & Hendry, Scott & Moran, Kevin, 2008. "Are inflation expectations rational?," Journal of Monetary Economics, Elsevier, vol. 55(2), pages 406-422, March.
- David Andolfatto & Scott Hendry & Kevin Moran, 2005. "Are Inflation Expectations Rational?," Macroeconomics 0501002, University Library of Munich, Germany.
- Sylvain Dessy & Safa Ragued, 2013. "Whither the Progressive Tax?," Cahiers de recherche 1340, CIRPEE.
- Moran, Kevin & Nono, Simplice Aimé, 2018. "Gradual learning about shocks and the forward premium puzzle," Journal of International Money and Finance, Elsevier, vol. 88(C), pages 79-100.
- Pérez, Rafaela & Ruiz, Jesús & Lafuente Luengo, Juan Ángel, 2012.
"Monetary policy regimes and the forward bias for foreign exchange,"
DEE - Working Papers. Business Economics. WB
12960, Universidad Carlos III de Madrid. Departamento de EconomÃa de la Empresa.
- Lafuente, Juan A. & Pérez, Rafaela & Ruiz, Jesús, 2016. "Monetary policy regimes and the forward bias for foreign exchange," Journal of Economics and Business, Elsevier, vol. 85(C), pages 13-28.
- Robert Amano & Scott Hendry, 2003. "Inflation persistence and costly market share adjustment: a preliminary analysis," BIS Papers chapters, in: Bank for International Settlements (ed.), Monetary policy in a changing environment, volume 19, pages 134-146, Bank for International Settlements.
Articles
- Benoît Carmichael & Gilles Boevi Koumou & Kevin Moran, 2023.
"Unifying Portfolio Diversification Measures Using Rao’s Quadratic Entropy,"
Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 21(4), pages 769-802, December.
See citations under working paper version above.
- Gilles Boevi Koumou & Kevin Moran, 2015. "Unifying Portfolio Diversification Measures Using Rao's Quadratic Entropy," Cahiers de recherche 1502, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques.
- Kevin Moran & Benoît Carmichael & Gilles Boevi Koumou, 2015. "Unifying Portfolio Diversification Measures Using Rao's Quadratic Entropy," CIRANO Working Papers 2015s-16, CIRANO.
- Benoît Carmichael & Gilles Boevi Koumou & Kevin Moran, 2015. "Unifying Portfolio Diversification Measures Using Rao's Quadratic Entropy," Cahiers de recherche 1508, CIRPEE.
- Sylvain Leduc & Kevin Moran & Robert J. Vigfusson, 2023.
"Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications,"
The Review of Economics and Statistics, MIT Press, vol. 105(2), pages 392-407, March.
See citations under working paper version above.
- Sylvain Leduc & Kevin Moran & Robert J. Vigfusson, 2020. "Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications," Working Paper Series 2020-33, Federal Reserve Bank of San Francisco.
- Sylvain Leduc & Kevin Moran & Robert J. Vigfusson, 2016. "Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications," International Finance Discussion Papers 1179, Board of Governors of the Federal Reserve System (U.S.).
- Sylvain Leduc & Kevin Moran & Robert J. Vigfusson, 2016. "Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications," CIRANO Working Papers 2016s-53, CIRANO.
- Kevin Moran & Dalibor Stevanovic & Adam Kader Touré, 2022.
"Macroeconomic uncertainty and the COVID‐19 pandemic: Measure and impacts on the Canadian economy,"
Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 55(S1), pages 379-405, February.
See citations under working paper version above.
- Kevin Moran & Dalibor Stevanovic & Adam Abdel Kader Touré, 2020. "Macroeconomic Uncertainty and the COVID-19 Pandemic: Measure and Impacts on the Canadian Economy," CIRANO Working Papers 2020s-47, CIRANO.
- Kevin Moran & Dalibor Stevanovic & Adam Kader Toure, 2020. "Macroeconomic Uncertainty and the COVID-19 Pandemic: Measure and Impacts on the Canadian Economy," Working Papers 20-18, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, revised Dec 2020.
- Kevin Moran & Simplice Aimé Nono & Imad Rherrad, 2019.
"Does confidence data help forecast business cycles? New evidence from Canada,"
Applied Economics, Taylor & Francis Journals, vol. 51(21), pages 2289-2312, May.
Cited by:
- Ahmed, Walid M.A., 2020. "Stock market reactions to domestic sentiment: Panel CS-ARDL evidence," Research in International Business and Finance, Elsevier, vol. 54(C).
- Benoît Carmichael & Gilles Boevi Koumou & Kevin Moran, 2018.
"Rao’s quadratic entropy and maximum diversification indexation,"
Quantitative Finance, Taylor & Francis Journals, vol. 18(6), pages 1017-1031, June.
Cited by:
- Sarah Perrin & Thierry Roncalli, 2019. "Machine Learning Optimization Algorithms & Portfolio Allocation," Papers 1909.10233, arXiv.org.
- Gilles Boevi Koumou & Georges Dionne, 2022.
"Coherent Diversification Measures in Portfolio Theory: An Axiomatic Foundation,"
Risks, MDPI, vol. 10(11), pages 1-19, October.
- Gilles Boevi KOUMOU & Georges DIONNE, 2021. "Coherent Diversification Measures in Portfolio Theory: An Axiomatic Foundation," Working Papers 7, Africa Institute for Research in Economics and Social Sciences.
- Koumou, Gilles Boevi & Dionne, Georges, 2019. "Coherent diversification measures in portfolio theory: An axiomatic foundation," Working Papers 19-2, HEC Montreal, Canada Research Chair in Risk Management.
- Francesco Cesarone & Rosella Giacometti & Manuel Luis Martino & Fabio Tardella, 2023. "A return-diversification approach to portfolio selection," Papers 2312.09707, arXiv.org.
- Moran, Kevin & Nono, Simplice Aimé, 2018.
"Gradual learning about shocks and the forward premium puzzle,"
Journal of International Money and Finance, Elsevier, vol. 88(C), pages 79-100.
Cited by:
- Yin-Wong Cheung & Wenhao Wang, 2020.
"Uncovered Interest Rate Parity Redux: Non- Uniform Effects,"
GRU Working Paper Series
GRU_2020_004, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Cheung, Yin-Wong & Wang, Wenhao, 2022. "Uncovered interest rate parity redux: Non-uniform effects," Journal of Empirical Finance, Elsevier, vol. 67(C), pages 133-151.
- Gandré, Pauline, 2020. "US stock prices and recency-biased learning in the run-up to the Global Financial Crisis and its aftermath," Journal of International Money and Finance, Elsevier, vol. 104(C).
- Yin-Wong Cheung & Wenhao Wang, 2020.
"Uncovered Interest Rate Parity Redux: Non- Uniform Effects,"
GRU Working Paper Series
GRU_2020_004, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Gabriel Bruneau & Kevin Moran, 2017.
"Exchange rate fluctuations and labour market adjustments in Canadian manufacturing industries,"
Canadian Journal of Economics, Canadian Economics Association, vol. 50(1), pages 72-93, February.
- Gabriel Bruneau & Kevin Moran, 2017. "Exchange rate fluctuations and labour market adjustments in Canadian manufacturing industries," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 50(1), pages 72-93, February.
See citations under working paper version above.- Gabriel Bruneau & Kevin Moran, 2012. "Exchange Rate Fluctuations and Labour Market Adjustments in Canadian Manufacturing Industries," Cahiers de recherche 1227, CIRPEE.
- Gabriel Bruneau & Kevin Moran, 2012. "Exchange Rate Fluctuations and Labour Market Adjustments in Canadian Manufacturing Industries," CIRANO Working Papers 2012s-19, CIRANO.
- Gabriel Bruneau & Kevin Moran, 2015. "Exchange Rate Fluctuations and Labour Market Adjustments in Canadian Manufacturing Industries," Staff Working Papers 15-45, Bank of Canada.
- Sylvain Leduc & Kevin Moran & Robert J. Vigfusson, 2016.
"The elusive boost from cheap oil,"
FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
Cited by:
- Knotek, Edward S. & Zaman, Saeed, 2021.
"Asymmetric responses of consumer spending to energy prices: A threshold VAR approach,"
Energy Economics, Elsevier, vol. 95(C).
- Edward S. Knotek & Saeed Zaman, 2020. "Asymmetric Responses of Consumer Spending to Energy Prices: A Threshold VAR Approach," Working Papers 20-17, Federal Reserve Bank of Cleveland.
- Knotek, Edward S. & Zaman, Saeed, 2021.
"Asymmetric responses of consumer spending to energy prices: A threshold VAR approach,"
Energy Economics, Elsevier, vol. 95(C).
- Kopoin, Alexandre & Moran, Kevin & Paré, Jean-Pierre, 2013.
"Forecasting regional GDP with factor models: How useful are national and international data?,"
Economics Letters, Elsevier, vol. 121(2), pages 267-270.
Cited by:
- Claudio, João C. & Heinisch, Katja & Holtemöller, Oliver, 2019.
"Nowcasting East German GDP growth: A MIDAS approach,"
IWH Discussion Papers
24/2019, Halle Institute for Economic Research (IWH).
- João C. Claudio & Katja Heinisch & Oliver Holtemöller, 2020. "Nowcasting East German GDP growth: a MIDAS approach," Empirical Economics, Springer, vol. 58(1), pages 29-54, January.
- Robert Lehmann, 2016. "Economic Growth and Business Cycle Forecasting at the Regional Level," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 65, March.
- V.V. Gamukin & O.S. Miroshnichenko, 2021. "Impact of the Gross Regional Product and Total Monetary Income of the Population on Savings Behavior in the Regions of Russia," Journal of Applied Economic Research, Graduate School of Economics and Management, Ural Federal University, vol. 20(3), pages 383-405.
- Kopoin, Alexandre, 2015. "Cross-border Banking, Spillover Effects and International Business Cycles," MPRA Paper 65515, University Library of Munich, Germany, revised 06 Apr 2015.
- Robert Lehmann, 2020.
"The Forecasting Power of the ifo Business Survey,"
CESifo Working Paper Series
8291, CESifo.
- Robert Lehmann, 2023. "The Forecasting Power of the ifo Business Survey," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 19(1), pages 43-94, March.
- Valerij Gamukin, 2017. "Structural Change of Gross Regional Product in the Subjects of Ural Federal District," Economy of region, Centre for Economic Security, Institute of Economics of Ural Branch of Russian Academy of Sciences, vol. 1(2), pages 410-421.
- Akgun, Oguzhan & Pirotte, Alain & Urga, Giovanni, 2020.
"Forecasting using heterogeneous panels with cross-sectional dependence,"
International Journal of Forecasting, Elsevier, vol. 36(4), pages 1211-1227.
- Oguzhan Akgun & Alain Pirotte & Giovanni Urga, 2020. "Forecasting using heterogeneous panels with cross-sectional dependence," Post-Print hal-04120413, HAL.
- Robert Lehmann & Klaus Wohlrabe, 2014.
"Regional economic forecasting: state-of-the-art methodology and future challenges,"
Economics and Business Letters, Oviedo University Press, vol. 3(4), pages 218-231.
- Robert Lehmann & Klaus Wohlrabe, 2014. "Regional Economic Forecasting: State-of-the-Art Methodology and Future Challenge," CESifo Working Paper Series 5145, CESifo.
- Tony Chernis & Calista Cheung & Gabriella Velasco, 2017.
"A Three-Frequency Dynamic Factor Model for Nowcasting Canadian Provincial GDP Growth,"
Discussion Papers
17-8, Bank of Canada.
- Chernis, Tony & Cheung, Calista & Velasco, Gabriella, 2020. "A three-frequency dynamic factor model for nowcasting Canadian provincial GDP growth," International Journal of Forecasting, Elsevier, vol. 36(3), pages 851-872.
- Guilherme Lindenmeyer & Pedro Pablo Skorin & Hudson da Silva Torrent, 2021. "Using boosting for forecasting electric energy consumption during a recession: a case study for the Brazilian State Rio Grande do Sul," Letters in Spatial and Resource Sciences, Springer, vol. 14(2), pages 111-128, August.
- Robert Lehmann & Klaus Wohlrabe, 2012.
"Forecasting GDP at the Regional Level with Many Predictors,"
CESifo Working Paper Series
3956, CESifo.
- Robert Lehmann & Klaus Wohlrabe, 2013. "Forecasting GDP at the regional level with many predictors," ERSA conference papers ersa13p15, European Regional Science Association.
- Robert Lehmann & Klaus Wohlrabe, 2015. "Forecasting GDP at the Regional Level with Many Predictors," German Economic Review, Verein für Socialpolitik, vol. 16(2), pages 226-254, May.
- Lehmann Robert & Wohlrabe Klaus, 2015. "Forecasting GDP at the Regional Level with Many Predictors," German Economic Review, De Gruyter, vol. 16(2), pages 226-254, May.
- Lehmann, Robert & Wohlrabe, Klaus, 2013. "Forecasting GDP at the regional level with many predictors," Discussion Papers in Economics 17104, University of Munich, Department of Economics.
- Federico Lampis, 2016. "Forecasting the sectoral GVA of a small Spanish region," Economics and Business Letters, Oviedo University Press, vol. 5(2), pages 38-44.
- Kevin Moran & Simplice Aimé Nono & Imad Rherrad, 2018. "Forecasting with Many Predictors: How Useful are National and International Confidence Data?," Cahiers de recherche 1814, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques.
- V. Gamukin V. & В. Гамукин В., 2018. "Управление структурой валового регионального продукта в субъектах Южного федерального округа // Managing the Gross Regional Product Structure in the Territorial Subjects of the Southern Federal Distri," Управленческие науки // Management Science, ФГОБУВО Финансовый университет при Правительстве Российской Федерации // Financial University under The Government of Russian Federation, vol. 8(2), pages 18-29.
- Robert Lehmann & Klaus Wohlrabe, 2013.
"Forecasting gross value-added at the regional level: Are sectoral disaggregated predictions superior to direct ones?,"
ifo Working Paper Series
171, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
- Robert Lehmann & Klaus Wohlrabe, 2014. "Forecasting gross value-added at the regional level: are sectoral disaggregated predictions superior to direct ones?," Review of Regional Research: Jahrbuch für Regionalwissenschaft, Springer;Gesellschaft für Regionalforschung (GfR), vol. 34(1), pages 61-90, February.
- Lehmann, Robert & Wohlrabe, Klaus, 2013. "Sectoral gross value-added forecasts at the regional level: Is there any information gain?," MPRA Paper 46765, University Library of Munich, Germany.
- Yan Shao & Zhe Yang & Tianjian Yang, 2023. "The Road of Post-Industrialization Transformation in Developing Countries Based on Weighted Markov and Grey Correlation Theory, Taking the Change of Industrial Structure in Heilongjiang Province of Ch," Sustainability, MDPI, vol. 15(10), pages 1-21, May.
- Concha Artola & María Gil & Javier J. Pérez & Alberto Urtasun & Alejandro Fiorito & Diego Vila, 2018. "Monitoring the Spanish economy from a regional perspective: main elements of analysis," Occasional Papers 1809, Banco de España.
- Konstantin Kuck & Karsten Schweikert, 2021. "Forecasting Baden‐Württemberg's GDP growth: MIDAS regressions versus dynamic mixed‐frequency factor models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(5), pages 861-882, August.
- Claudio, João C. & Heinisch, Katja & Holtemöller, Oliver, 2019.
"Nowcasting East German GDP growth: A MIDAS approach,"
IWH Discussion Papers
24/2019, Halle Institute for Economic Research (IWH).
- Meh, Césaire A. & Moran, Kevin, 2010.
"The role of bank capital in the propagation of shocks,"
Journal of Economic Dynamics and Control, Elsevier, vol. 34(3), pages 555-576, March.
See citations under working paper version above.
- Césaire Meh & Kevin Moran, 2008. "The Role of Bank Capital in the Propagation of Shocks," Staff Working Papers 08-36, Bank of Canada.
- Amano, Robert & Moran, Kevin & Murchison, Stephen & Rennison, Andrew, 2009.
"Trend inflation, wage and price rigidities, and productivity growth,"
Journal of Monetary Economics, Elsevier, vol. 56(3), pages 353-364, April.
Cited by:
- Weber, Henning, 2011. "Optimal inflation and firms' productivity dynamics," Kiel Working Papers 1685, Kiel Institute for the World Economy (IfW Kiel).
- Andrade Philippe, & Gal Jordi, & Le Bihan Herv , & Matheron Julien., 2021.
"Should the ECB Adjust its Strategy in the Face of a Lower r*?,"
Working papers
811, Banque de France.
- GalÃ, Jordi & Andrade, Philippe & Le Bihan, Hervé & Matheron, Julien, 2021. "Should the ECB Adjust its Strategy in the Face of a Lower r*?," CEPR Discussion Papers 16042, C.E.P.R. Discussion Papers.
- Julien Matheron & Philippe Andrade & Hervé Le Bihan & Jordi GalÃ, 2021. "Should the ECB Adjust its Strategy in the Face of a Lower r*?," Working Papers 1236, Barcelona School of Economics.
- Philippe Andrade & Jordi Galí & Hervé Le Bihan & Julien Matheron, 2021. "Should the ECB adjust its strategy in the face of a lower r*?," Economics Working Papers 1767, Department of Economics and Business, Universitat Pompeu Fabra, revised Apr 2021.
- Philippe Andrade & Jordi Gali & Hervé Le Bihan & Julien Matheron, 2021. "Should the ECB Adjust Its Strategy in the Face of a Lower r*?," Working Papers 22-1, Federal Reserve Bank of Boston.
- Taisuke Nakata, 2013.
"Welfare costs of shifting trend inflation,"
Finance and Economics Discussion Series
2013-12, Board of Governors of the Federal Reserve System (U.S.).
- Nakata, Taisuke, 2014. "Welfare costs of shifting trend inflation," Journal of Macroeconomics, Elsevier, vol. 41(C), pages 66-78.
- P. Andrade & J. Gal & H. Le Bihan & J. Matheron, 2018.
"The Optimal Inflation Target and the Natural Rate of Interest,"
Working papers
670, Banque de France.
- Philippe Andrade & Jordi Galí & Hervé Le Bihan & Julien Matheron, 2017. "The optimal inflation target and the natural rate of interest," Economics Working Papers 1591, Department of Economics and Business, Universitat Pompeu Fabra, revised Feb 2019.
- Philippe Andrade & Jordi Gali & Herve Le Bihan & Julien Matheron, 2019. "The Optimal Inflation Target and the Natural Rate of Interest," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 50(2 (Fall)), pages 173-255.
- Julien Matheron & Philippe Andrade & Hervé Le Bihan & Jordi GalÃ, 2017. "The Optimal Inflation Target and the Natural Rate of Interest," Working Papers 1009, Barcelona School of Economics.
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Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 23(48), pages 64-117, Junio.