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Jonathan Scott Davis

Not to be confused with: Jonathan M.V. Davis

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

  1. J. Scott Davis & Eric Van Wincoop, 2023. "A Theory of Net Capital Flows over the Global Financial Cycle," Globalization Institute Working Papers 420, Federal Reserve Bank of Dallas.

    Cited by:

    1. J. Scott Davis & Eric Van Wincoop, 2023. "A Theory of Capital Flow Retrenchment," Globalization Institute Working Papers 422, Federal Reserve Bank of Dallas.

  2. Philippe Bacchetta & J. Scott Davis & Eric van Wincoop, 2023. "Dollar Shortages, CIP Deviations, and the Safe Haven Role of the Dollar," Swiss Finance Institute Research Paper Series 23-117, Swiss Finance Institute.

    Cited by:

    1. Bahaj, Saleem & Fuchs, Marie & Reis, Ricardo, 2024. "The Global Network of Liquidity Lines," CEPR Discussion Papers 19070, C.E.P.R. Discussion Papers.
    2. Cosimo Petracchi, 2024. "The Macro Neutrality of Exchange-Rate Regimes in the presence of Exporter-Importer Firms," CEIS Research Paper 580, Tor Vergata University, CEIS, revised 15 Jul 2024.

  3. J. Scott Davis & Andrei Zlate, 2022. "The Global Financial Cycle and Capital Flows During the COVID-19 Pandemic," Globalization Institute Working Papers 416, Federal Reserve Bank of Dallas, revised 11 Nov 2022.

    Cited by:

    1. Kathryn M. E. Dominguez & Andrea Foschi, 2023. "Whatever-It-Takes Policymaking during the Pandemic," NBER Chapters, in: NBER International Seminar on Macroeconomics 2023, National Bureau of Economic Research, Inc.
    2. J. Scott Davis & Andrei Zlate, 2024. "Real Exchange Rates and the Global Financial Cycle," Working Papers 2416, Federal Reserve Bank of Dallas.
    3. J. Scott Davis & Eric Van Wincoop, 2023. "A Theory of Capital Flow Retrenchment," Globalization Institute Working Papers 422, Federal Reserve Bank of Dallas.
    4. Glebocki, Helena & Saha, Sujata, 2024. "Global uncertainty and exchange rate conditions: Assessing the impact of uncertainty shocks in emerging markets and advanced economies," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 96(C).
    5. Zhao, Kai & Mo, Minjie & Shen, Jun, 2024. "Pandemics and FDI inflows: The role of infrastructures," International Review of Economics & Finance, Elsevier, vol. 93(PA), pages 552-566.

  4. J. Scott Davis & Eric van Wincoop, 2021. "A Theory of the Global Financial Cycle," NBER Working Papers 29217, National Bureau of Economic Research, Inc.

    Cited by:

    1. Ozge Akinci & Ṣebnem Kalemli-Özcan & Albert Queraltó, 2022. "Uncertainty Shocks, Capital Flows, and International Risk Spillovers," Staff Reports 1016, Federal Reserve Bank of New York.
    2. Davis, J. Scott & Zlate, Andrei, 2023. "The global financial cycle and capital flows during the COVID-19 pandemic," European Economic Review, Elsevier, vol. 156(C).

  5. J. Scott Davis & Eric Van Wincoop, 2021. "A Theory of Gross and Net Capital Flows over the Global Financial Cycle," Globalization Institute Working Papers 410, Federal Reserve Bank of Dallas, revised 20 Dec 2022.

    Cited by:

    1. Michael B. Devereux & Charles Engel & Steve Pak Yeung Wu, 2023. "Collateral Advantage: Exchange Rates, Capital Flows and Global Cycles," NBER Working Papers 31164, National Bureau of Economic Research, Inc.
    2. Andreas M. Fischer & Pinar Yesin, 2023. "The kindness of strangers: Brexit and bilateral financial linkages," Working Papers 2023-02, Swiss National Bank.

  6. J. Scott Davis & Kevin X. D. Huang & Ayse Sapci, 2020. "Land Price Dynamics and Macroeconomic Fluctuations with Imperfect Substitution in Real Estate Markets," Globalization Institute Working Papers 401, Federal Reserve Bank of Dallas, revised 18 May 2021.

    Cited by:

    1. Bergeaud, Antonin & Eyméoud, Jean-Benoît & Garcia, Thomas & Henricot, Dorian, 2022. "Working from home and corporate real estate," LSE Research Online Documents on Economics 117800, London School of Economics and Political Science, LSE Library.
    2. Alban Moura & Olivier Pierrard, 2023. "How well do DSGE models with real estate and collateral constraints fit the data?," LIDAM Discussion Papers IRES 2023007, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    3. Zhou, Jing, 2022. "Collateral quality and house prices," Journal of Economic Dynamics and Control, Elsevier, vol. 145(C).
    4. Saha, Anuradha, 2023. "Land and housing: The twin forces of non-balanced growth," Journal of Macroeconomics, Elsevier, vol. 76(C).

  7. J. Scott Davis & Michael B. Devereux & Changhua Yu, 2020. "Sudden Stops and Optimal Foreign Exchange Intervention," NBER Working Papers 28079, National Bureau of Economic Research, Inc.

    Cited by:

    1. Wang, Xichen & Duan, Xiaomei, 2024. "What leads some countries to experience larger decreases in foreign flows during low-flow episodes? Evidence from international portfolio flows," Journal of International Money and Finance, Elsevier, vol. 148(C).
    2. Javier Bianchi & Guido Lorenzoni, 2021. "The Prudential Use of Capital Controls and Foreign Currency Reserves," Working Papers 787, Federal Reserve Bank of Minneapolis.
    3. Corsetti, G. & Maeng, S. H., 2023. "The Theory of Reserve Accumulation, Revisited," Cambridge Working Papers in Economics 2370, Faculty of Economics, University of Cambridge.
    4. Cecchetti, Stephen G. & Narita, Machiko & Rawat, Umang & Sahay, Ratna, 2023. "Addressing Spillovers from Prolonged U.S. Monetary Policy Easing," Journal of Financial Stability, Elsevier, vol. 64(C).
    5. Yun Jung Kim & Jing Zhang, 2020. "International Capital Flows: Private Versus Public Flows in Developing and Developed Countries," Working Paper Series WP-2020-27, Federal Reserve Bank of Chicago.
    6. George Pantelopoulos, 2024. "Can external sustainability be decoupled from the NIIP?," International Economics and Economic Policy, Springer, vol. 21(1), pages 89-116, February.
    7. Julien Bengui & Javier Bianchi, 2018. "Macroprudential Policy with Leakages," Working Papers 754, Federal Reserve Bank of Minneapolis.
    8. Matteo Maggiori, 2021. "FX policy when financial markets are imperfect," BIS Working Papers 942, Bank for International Settlements.
    9. Samano, Agustin, 2022. "International reserves and central bank independence," Journal of International Economics, Elsevier, vol. 139(C).
    10. Maggiori, Matteo, 2021. "International Macroeconomics With Imperfect Financial Markets," SocArXiv z8g6r, Center for Open Science.
    11. Davis, J. Scott & Zlate, Andrei, 2023. "The global financial cycle and capital flows during the COVID-19 pandemic," European Economic Review, Elsevier, vol. 156(C).
    12. Corsetti, G. & Maeng, S. H., 2023. "The Theory of Reserve Accumulation, Revisited," Janeway Institute Working Papers 2319, Faculty of Economics, University of Cambridge.
    13. Giancarlo Corsetti & Seung Hyun Maeng, 2023. "The Theory of Reserve Accumulation, Revisited," RSCAS Working Papers 2013_53, European University Institute.

  8. J. Scott Davis & Giorgio Valente & Eric van Wincoop, 2019. "Global Capital Flows Cycle: Impact on Gross and Net Flows," NBER Working Papers 25721, National Bureau of Economic Research, Inc.

    Cited by:

    1. Horacio Aguirre & Rodrigo Pérez Ártica, 2022. "Non-bank Financial Intermediation and Capital Flows: Evidence from Emerging Market Economies," Asociación Argentina de Economía Política: Working Papers 4534, Asociación Argentina de Economía Política.
    2. Stefan Goldbach & Volker Nitsch, 2023. "Capital Controls Checkup: Cases, Customs, Consequences," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 71(4), pages 885-906, December.
    3. Iñaki Aldasoro & Stefan Avdjiev & Claudio Borio & Piti Disyatat, 2023. "Global and Domestic Financial Cycles: Variations on a Theme," International Journal of Central Banking, International Journal of Central Banking, vol. 19(5), pages 49-98, December.
    4. Kaufmann, Christoph, 2021. "Investment funds, monetary policy, and the global financial cycle," ESRB Working Paper Series 119, European Systemic Risk Board.
    5. Braiton, Nombulelo & Odhiambo, Nicholas M, 2022. "Capital flows to low-income sub-Saharan Africa: An exploratory review," Working Papers 29831, University of South Africa, Department of Economics.
    6. Piotr Adamczyk & Mateusz Pipień, 2022. "On the Role of Portfolio Indicators of the Capital Flows in the Convergence Processes – An Application of Systems of Regression Equations in the Case of Selected CEE Countries," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 14(3), pages 303-333, September.
    7. Kumhof, Michael & Rungcharoenkitkul, Phurichai & Sokol, Andrej, 2020. "How does international capital flow?," Bank of England working papers 884, Bank of England, revised 19 Nov 2020.
    8. Fatma Tasdemir, 2020. "The Main Determinants of Capital Inflows in Emerging Market Economies: Does the Exchange Rate Regime Matter?," World Journal of Applied Economics, WERI-World Economic Research Institute, vol. 6(2), pages 163-167, December.
    9. Korsaye, Sofonias Alemu & Trojani, Fabio & Vedolin, Andrea, 2023. "The global factor structure of exchange rates," Journal of Financial Economics, Elsevier, vol. 148(1), pages 21-46.
    10. Gao Meng & Eric Wincoop, 2020. "A Decomposition of International Capital Flows," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 68(2), pages 362-389, June.

  9. J. Scott Davis & Michael B. Devereux, 2019. "Capital Controls as Macro-prudential Policy in a Large Open Economy," Globalization Institute Working Papers 358, Federal Reserve Bank of Dallas.

    Cited by:

    1. Pawe³ Œliwiñski, 2023. "Endogenous money supply, global liquidity and financial transactions: Panel evidence from OECD countries," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 18(1), pages 121-152, March.
    2. William Chen & Gregory Phelan, 2020. "International Coordination of Macroprudential Policies with Capital Flows and Financial Asymmetries," Department of Economics Working Papers 2020-05, Department of Economics, Williams College.
    3. Chen, William & Phelan, Gregory, 2021. "International coordination of macroprudential policies with capital flows and financial asymmetries," Journal of Financial Stability, Elsevier, vol. 56(C).

  10. J. Scott Davis & Ippei Fujiwara & Kevin X. D. Huang & Jiao Wang, 2019. "Foreign Exchange Reserves as a Tool for Capital Account Management," Globalization Institute Working Papers 352, Federal Reserve Bank of Dallas.

    Cited by:

    1. Goyal, Ashima & Verma, Akhilesh K, 2023. "Cross border flows, financial intermediation and interactions of policy rules in a small open economy," The Quarterly Review of Economics and Finance, Elsevier, vol. 89(C), pages 369-393.
    2. Breedon, Francis & Pétursson, Thórarinn G. & Vitale, Paolo, 2023. "The currency that came in from the cold: Capital controls and the information content of order flow," Journal of International Money and Finance, Elsevier, vol. 138(C).
    3. Yun Jung Kim & Jing Zhang, 2020. "International Capital Flows: Private Versus Public Flows in Developing and Developed Countries," Working Paper Series WP-2020-27, Federal Reserve Bank of Chicago.
    4. J. Scott Davis & Michael B. Devereux & Changhua Yu, 2020. "Sudden Stops in Emerging Economies: The Role of World Interest Rates and Foreign Exchange Intervention," Globalization Institute Working Papers 405, Federal Reserve Bank of Dallas, revised 10 Sep 2021.
    5. Paul Castillo & Juan Pablo Medina, 2021. "Foreign Exchange Intervention, Capital Flows, and Liability Dollarization," GRU Working Paper Series GRU_2021_027, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, revised 25 Jul 2021.
    6. Yawen Wang & Qing Wang & Zhaopeng Xing, 2022. "Climate Disaster Losses and Foreign Exchange Reserve Dynamics: Evidence of East Asia Pacific," Sustainability, MDPI, vol. 14(21), pages 1-15, November.
    7. Boris Hofmann & Nikhil Patel & Steve Pak Yeung Wu, 2022. "Original sin redux: a model-based evaluation," BIS Working Papers 1004, Bank for International Settlements.
    8. Woojin Choi & Alan M. Taylor, 2018. "Precaution Versus Mercantilism: Reserve Accumulation, Capital Controls, and the Real Exchange Rate," GRU Working Paper Series GRU_2018_003, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
    9. Davis, J. Scott & Devereux, Michael B. & Yu, Changhua, 2023. "Sudden stops and optimal foreign exchange intervention," Journal of International Economics, Elsevier, vol. 141(C).
    10. Liao, Jia & Meng, Jie & Ren, Junfan & Zhang, Lin, 2024. "The impact of capital Inflow's features on the effectiveness of capital controls - Evidence from multinational data," International Review of Economics & Finance, Elsevier, vol. 93(PB), pages 273-284.
    11. Yugang He & Zhuoqi Teng, 2024. "Navigating Uncharted Waters: The Transformation of the Bank of Korea’s Monetary Policy in Response to Global Economic Uncertainty," Mathematics, MDPI, vol. 12(11), pages 1-24, May.
    12. Dang, Van Dan & Huynh, Japan, 2022. "Monetary policy and bank performance: The role of business models," The North American Journal of Economics and Finance, Elsevier, vol. 59(C).
    13. Lama, Ruy & Medina, Juan Pablo, 2020. "Mundell meets Poole: Managing capital flows with multiple instruments in emerging economies," Journal of International Money and Finance, Elsevier, vol. 109(C).
    14. Faltermeier, Julia & Lama, Ruy & Medina, Juan Pablo, 2022. "Foreign exchange intervention for commodity booms and busts," European Economic Review, Elsevier, vol. 143(C).
    15. Lihui Wang & Zhihong Liu & Huailong Shi, 2022. "The Impact of the Pilot Free Trade Zone on Regional Financial Development," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 30(5), pages 154-184, September.

  11. J. Scott Davis & Giorgio Valente & Eric Van Wincoop, 2019. "Global Drivers of Gross and Net Capital Flows," Globalization Institute Working Papers 357, Federal Reserve Bank of Dallas.

    Cited by:

    1. Horacio Aguirre & Rodrigo Pérez Ártica, 2022. "Non-bank Financial Intermediation and Capital Flows: Evidence from Emerging Market Economies," Asociación Argentina de Economía Política: Working Papers 4534, Asociación Argentina de Economía Política.
    2. Demirer, Rıza & Ferrer, Román & Shahzad, Syed Jawad Hussain, 2020. "Oil price shocks, global financial markets and their connectedness," Energy Economics, Elsevier, vol. 88(C).
    3. Khamdan Rifa'i, 2023. "The Economic Impact of the US Unconventional Monetary Policy, Global Commodity Shocks, and Oil Price Shocks on ASEAN 3," International Journal of Energy Economics and Policy, Econjournals, vol. 13(5), pages 616-624, September.
    4. Wang, Xichen & Duan, Xiaomei, 2024. "What leads some countries to experience larger decreases in foreign flows during low-flow episodes? Evidence from international portfolio flows," Journal of International Money and Finance, Elsevier, vol. 148(C).
    5. Feng, Chaonan & Han, Liyan & Vigne, Samuel & Xu, Yang, 2023. "Geopolitical risk and the dynamics of international capital flows," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 82(C).
    6. Bettendorf, Timo & Karadimitropoulou, Aikaterini, 2023. "Time-variation in the effects of push and pull factors on portfolio flows: Evidence from a Bayesian dynamic factor model," Journal of Economic Dynamics and Control, Elsevier, vol. 156(C).
    7. Kleinman, Benny & Liu, Ernest & Redding, Stephen J. & Yogo, Motohiro, 2023. "Neoclassical growth in an interdependent world," LSE Research Online Documents on Economics 121381, London School of Economics and Political Science, LSE Library.
    8. Juvenal, Luciana & Petrella, Ivan, 2024. "Unveiling the dance of commodity prices and the global financial cycle," Journal of International Economics, Elsevier, vol. 150(C).
    9. Solikin M. Juhro & Bernard Njindan Iyke & Paresh Kumar Narayan, 2021. "Capital Flow Dynamics And The Synchronization Of Financial Cycles And Business Cycles In Emerging Market Economies," Working Papers WP/02/2021, Bank Indonesia.
    10. Agoraki, Maria-Eleni K. & Wu, Haoran & Xu, Tongbin & Yang, Min, 2024. "Money never sleeps: Capital flows under global risk and uncertainty," Journal of International Money and Finance, Elsevier, vol. 141(C).
    11. J. Scott Davis & Michael B. Devereux & Changhua Yu, 2020. "Sudden Stops in Emerging Economies: The Role of World Interest Rates and Foreign Exchange Intervention," Globalization Institute Working Papers 405, Federal Reserve Bank of Dallas, revised 10 Sep 2021.
    12. Fabiani, Josefina & Fidora, Michael & Setzer, Ralph & Westphal, Andreas & Zorell, Nico, 2021. "Sudden stops and asset purchase programmes in the euro area," Working Paper Series 2597, European Central Bank.
    13. Wang, Xichen & Liu, Qingya, 2023. "Can the global financial cycle explain the episodes of exuberance in international housing markets?," Finance Research Letters, Elsevier, vol. 52(C).
    14. Juvenal, Luciana & Petrella, Ivan, 2024. "Reprint of “Unveiling the dance of commodity prices and the global financial cycle”," Journal of International Economics, Elsevier, vol. 149(C).
    15. Bank for International Settlements, 2021. "Changing patterns of capital flows," CGFS Papers, Bank for International Settlements, number 66.
    16. J. Scott Davis & Eric Van Wincoop, 2023. "A Theory of Capital Flow Retrenchment," Globalization Institute Working Papers 422, Federal Reserve Bank of Dallas.
    17. Harrison, Andre & Reed, Robert R., 2023. "International capital flows, liquidity risk, and monetary policy," Journal of Macroeconomics, Elsevier, vol. 77(C).
    18. Boonman, Tjeerd M., 2023. "Portfolio capital flows before and after the Global Financial Crisis," Economic Modelling, Elsevier, vol. 127(C).
    19. Pami Dua & Neha Verma, 2024. "Dynamics of Capital Flows and Global Factors: Case of Emerging Economies," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 22(4), pages 945-975, December.
    20. Ledóchowski, Michał & Żuk, Piotr, 2022. "What drives portfolio capital inflows into emerging market economies? The role of the Fed's and ECB's balance sheet policies," Emerging Markets Review, Elsevier, vol. 51(PB).
    21. Ftiti, Zied & Ben Ameur, Hachmi & Louhichi, Wael & Anastasiou, Dimitris & Awijen, Haithem, 2024. "Revisiting capital flow drivers: Regional dynamics, constraints, and geopolitical influences," Journal of International Money and Finance, Elsevier, vol. 142(C).
    22. Beck, Roland & Berganza, Juan Carlos & Brüggemann, Axel & Cezar, Rafael & Eijking, Carlijn & Eller, Markus & Fuentes, Alberto & Alves, Joel Graça & Kreitz, Lilian & Marsilli, Clement & Moder, Isabella, 2023. "Recent advances in the literature on capital flow management," Occasional Paper Series 317, European Central Bank.
    23. Si-yao Wei & Wei-xing Zhou, 2024. "The resilience of China's financial markets: With a focus on the impact of its climate policy uncertainty," Papers 2409.18422, arXiv.org.
    24. Edgar A. Ghossoub & Andre Harrison & Robert R. Reed, 2024. "Capital controls, banking competition, and monetary policy," Economic Inquiry, Western Economic Association International, vol. 62(3), pages 1369-1399, July.
    25. Xin Tian & Jan Jacobs & Jakob de Haan, 2022. "Alternative Measures for the Global Financial Cycle: Do They Make a Difference?," CESifo Working Paper Series 9730, CESifo.
    26. Harrison, Andre & Reed, Robert R., 2023. "Gross capital inflows, the U.S. economy, and the response of the Federal Reserve," Journal of International Money and Finance, Elsevier, vol. 139(C).
    27. Olga Bondarenko, 2020. "The Missing “Cycle” Part and Other Thoughts on the Global Financial Cycle," Visnyk of the National Bank of Ukraine, National Bank of Ukraine, issue 250, pages 15-32.
    28. Liu, Zixi, 2024. "Chinese monetary policy spillovers on its international portfolio investment flows," Journal of International Money and Finance, Elsevier, vol. 141(C).
    29. Aldasoro, Iñaki & Beltrán, Paula & Grinberg, Federico & Mancini-Griffoli, Tommaso, 2023. "The macro-financial effects of international bank lending on emerging markets," Journal of International Economics, Elsevier, vol. 142(C).
    30. Davis, J. Scott & Zlate, Andrei, 2023. "The global financial cycle and capital flows during the COVID-19 pandemic," European Economic Review, Elsevier, vol. 156(C).
    31. Luigi Bonatti & Andrea Fracasso & Roberto Tamborini, 2021. "Monetary and Fiscal Spillovers Across the Atlantic: The Role of Financial Markets," DEM Working Papers 2021/09, Department of Economics and Management.
    32. Beckmann, Joscha & Boonman, Tjeerd M. & Schreiber, Sven, 2024. "Expectations, sentiments and capital flows to emerging market economies," Emerging Markets Review, Elsevier, vol. 62(C).
    33. Boonman, Tjeerd, 2023. "Have drivers of portfolio capital flows changed since the Global Financial Crisis?," MPRA Paper 116507, University Library of Munich, Germany.
    34. Deng, Chuang & Xie, Jingxuan & Zhao, Xiuyi, 2023. "Analysis of the impact of global uncertainty on abnormal cross-border capital flows," International Review of Economics & Finance, Elsevier, vol. 87(C), pages 338-346.
    35. Guglielmo Maria Caporale & Faek Menla-Ali, 2024. "Geopolitical Risk and Cross-Border Portfolio Flows: Effects and Channels," CESifo Working Paper Series 11337, CESifo.

  12. J. Scott Davis & Andrei Zlate, 2018. "Monetary Policy Divergence and Net Capital Flows: Accounting for Endogenous Policy Responses," Supervisory Research and Analysis Working Papers RPA 18-5, Federal Reserve Bank of Boston.

    Cited by:

    1. J. Scott Davis & Andrei Zlate, 2024. "Real Exchange Rates and the Global Financial Cycle," Working Papers 2416, Federal Reserve Bank of Dallas.
    2. Nathali Cardozo-Alvarado & David Castañeda-Arévalo & Fredy Gamboa-Estrada & Javier Miguelez-Márquez, 2023. "The Global Financial Cycle and the Effects of Fed Unconventional Monetary Policies on Foreign Portfolio Flows in Colombia," Borradores de Economia 1226, Banco de la Republica de Colombia.
    3. Jongrim Ha, 2021. "Financial market spillovers of U.S. monetary policy shocks," Review of International Economics, Wiley Blackwell, vol. 29(5), pages 1221-1274, November.
    4. HA, JONGRIM & Kim, Dohan & Kose, Ayhan M., 2024. "Resolving Puzzles of Monetary Policy Transmission in Emerging Markets," MPRA Paper 122624, University Library of Munich, Germany.
    5. Christopher Loewald, 2021. "Macro works applying integrated policy frameworks to South Africa," Working Papers 11021, South African Reserve Bank.
    6. Joonyoung Hur & Kyunghun Kim, 2020. "Time-varying Effect of Monetary Policy on Capital Flows in Korea," Working Papers 2003, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy).
    7. Christopher Loewald, 2021. "Macro works a decisiontree approach to exchange rate policy," Working Papers 11009, South African Reserve Bank.
    8. Dennis Bonam & Emmanuel De Veirman & Gavin Goy, 2020. "Should developed economies manage international capital flows?," Working Papers 702, DNB.
    9. Endong Wang, 2024. "Structural counterfactual analysis in macroeconomics: theory and inference," Papers 2409.09577, arXiv.org.
    10. Chinn, Menzie & Devereux, Michael B. & Kollmann, Robert, 2018. "International Financial Integration in a Changing Policy Context – the End of an Era?," MPRA Paper 90400, University Library of Munich, Germany.

  13. J. Scott Davis & Ippei Fujiwara & Jiao Wang, 2017. "Dealing with time-inconsistency: Inflation targeting vs. exchange rate targeting," CAMA Working Papers 2017-54, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.

    Cited by:

    1. Rasekhi, Saeed & Rastgar, Majid, 2016. "Policy Time-Inconsistency: A Comparison of Managed Floating Exchange Rate and Controlled Exchange Rate Regimes," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 11(4), pages 351-373, October.

  14. J. Scott Davis & Ignacio Presno, 2017. "Capital Controls and Monetary Policy Autonomy in a Small Open Economy," International Finance Discussion Papers 1190, Board of Governors of the Federal Reserve System (U.S.).

    Cited by:

    1. Akosah, Nana Kwame & Alagidede, Imhotep Paul & Schaling, Eric, 2020. "Testing for asymmetry in monetary policy rule for small-open developing economies: Multiscale Bayesian quantile evidence from Ghana," The Journal of Economic Asymmetries, Elsevier, vol. 22(C).
    2. Kitano Shigeto & Takaku Kenya, 2018. "Capital controls as a credit policy tool in a small open economy," The B.E. Journal of Macroeconomics, De Gruyter, vol. 18(1), pages 1-19, January.
    3. Friedrich, Christian & Guerin, Pierre & Leiva-León, Danilo, 2021. "Monetary Policy Independence and the Strength of the Global Financial Cycle," CEPR Discussion Papers 16203, C.E.P.R. Discussion Papers.
    4. Georgiadis, Georgios & Zhu, Feng, 2021. "Foreign-currency exposures and the financial channel of exchange rates: Eroding monetary policy autonomy in small open economies?," Journal of International Money and Finance, Elsevier, vol. 110(C).
    5. Goyal, Ashima & Verma, Akhilesh K, 2023. "Cross border flows, financial intermediation and interactions of policy rules in a small open economy," The Quarterly Review of Economics and Finance, Elsevier, vol. 89(C), pages 369-393.
    6. Norring, Anni, 2022. "Taming the tides of capital: Review of capital controls and macroprudential policy in emerging economies," BoF Economics Review 1/2022, Bank of Finland.
    7. Johnson, Christopher P., 2021. "International shadow banking and prudential capital controls," Journal of International Money and Finance, Elsevier, vol. 119(C).
    8. J. Scott Davis & Ippei Fujiwara & Kevin X. D. Huang & Jiao Wang, 2019. "Foreign Exchange Reserves as a Tool for Capital Account Management," Globalization Institute Working Papers 352, Federal Reserve Bank of Dallas.
    9. Fabiani, Andrea & Piñeros, Martha López & Peydró, José-Luis & Soto, Paul E., 2022. "Capital controls, domestic macroprudential policy and the bank lending channel of monetary policy," Journal of International Economics, Elsevier, vol. 139(C).
    10. Shigeto Kitano & Kenya Takaku, 2017. "Capital Controls, Macroprudential Regulation,and the Bank Balance Sheet Channel," Discussion Paper Series DP2017-18, Research Institute for Economics & Business Administration, Kobe University, revised Jan 2019.
    11. Zheng Liu & Mark M. Spiegel & Jingyi Zhang, 2020. "Optimal Capital Account Liberalization in China," Working Paper Series 2018-10, Federal Reserve Bank of San Francisco.
    12. Gelos, Gaston & Gornicka, Lucyna & Koepke, Robin & Sahay, Ratna & Sgherri, Silvia, 2022. "Capital flows at risk: Taming the ebbs and flows," Journal of International Economics, Elsevier, vol. 134(C).
    13. Lorena Keller, 2018. "Prudential Capital Controls and Risk Misallocation: Bank Lending Channel," 2018 Meeting Papers 129, Society for Economic Dynamics.
    14. Richard T. Froyen & Alfred V. Guender, 2021. "The Mundellian Trilemma and Optimal Monetary Policy in a World of High Capital Mobility," Working Papers in Economics 21/08, University of Canterbury, Department of Economics and Finance.
    15. Agénor, Pierre-Richard & Jia, Pengfei, 2020. "Capital controls and welfare with cross-border bank capital flows," Journal of Macroeconomics, Elsevier, vol. 65(C).
    16. Alfred V. Guender & Hamish McHugh-Smith, 2020. "Financial Openness and Inflation: An Empirical Analysis," Working Papers in Economics 20/18, University of Canterbury, Department of Economics and Finance.
    17. Zhitao Lin & Jinzhao Chen & Xingwang Qian, 2021. "Capital controls and the volatility of the renminbi covered interest deviation," Post-Print halshs-03436233, HAL.
    18. Valerio Nispi Landi, 2018. "Capital controls spillovers," Temi di discussione (Economic working papers) 1184, Bank of Italy, Economic Research and International Relations Area.
    19. Ben Zeev, Nadav, 2017. "Capital controls as shock absorbers," Journal of International Economics, Elsevier, vol. 109(C), pages 43-67.
    20. Piotr J Szpunar, 2020. "How to benefit from financial deepening while preserving financial and macroeconomic stability: the case of Poland," BIS Papers chapters, in: Bank for International Settlements (ed.), Financial market development, monetary policy and financial stability in emerging market economies, volume 113, pages 243-254, Bank for International Settlements.
    21. J. Scott Davis & Andrei Zlate, 2017. "Monetary Policy Divergence, Net Capital Flows, and Exchange Rates: Accounting for Endogenous Policy Responses," Globalization Institute Working Papers 328, Federal Reserve Bank of Dallas.
    22. Liu, Renliang & Sheng, Liugang & Wang, Jian, 2023. "Faking trade for capital control evasion: Evidence from dual exchange rate arbitrage in China," Journal of International Money and Finance, Elsevier, vol. 138(C).
    23. Nadav Ben Zeev, 2017. "Exchange Rate Regimes And Sudden Stops," Working Papers 1712, Ben-Gurion University of the Negev, Department of Economics.
    24. Wang, Jian & Wu, Jason, 2021. "Is capital flow management effective? Evidence based on U.S. monetary policy shocks," Journal of International Money and Finance, Elsevier, vol. 118(C).
    25. Chokri Zehri & Zagros Madjd‐Sadjadi, 2024. "Capital flow management and monetary policy to control credit growth," Economics and Politics, Wiley Blackwell, vol. 36(2), pages 637-676, July.
    26. Jeanne, Olivier, 2022. "Rounding the corners of the trilemma: A simple framework," Journal of International Money and Finance, Elsevier, vol. 122(C).
    27. Chan Wang & Gang Yi, 2019. "Bank Runs and Business Cycles in a Small Open Economy," Annals of Economics and Finance, Society for AEF, vol. 20(2), pages 847-865, November.
    28. J. Scott Davis & Andrei Zlate, 2018. "Monetary Policy Divergence and Net Capital Flows: Accounting for Endogenous Policy Responses," Supervisory Research and Analysis Working Papers RPA 18-5, Federal Reserve Bank of Boston.
    29. Jingjing Fan & Feng Shi & Junzhu Zhao & Jingming Zhu, 2023. "Trade Policy Uncertainty, Financial Frictions, and Monetary Policy," Annals of Economics and Finance, Society for AEF, vol. 24(1), pages 193-211, May.
    30. Beshkar, Mostafa & Shourideh, Ali, 2020. "Optimal trade policy with trade imbalances," Journal of Monetary Economics, Elsevier, vol. 109(C), pages 65-82.
    31. Kolasa, Marcin & Wesołowski, Grzegorz, 2023. "Quantitative easing in the US and financial cycles in emerging markets," Journal of Economic Dynamics and Control, Elsevier, vol. 149(C).
    32. Valerio Nispi Landi, 2017. "Capital controls, macroprudential measures and monetary policy interactions in an emerging economy," Temi di discussione (Economic working papers) 1154, Bank of Italy, Economic Research and International Relations Area.
    33. Hidehiko Matsumoto, 2021. "Monetary and Macroprudential Policies under Dollar-Denominated Foreign Debt," IMES Discussion Paper Series 21-E-04, Institute for Monetary and Economic Studies, Bank of Japan.
    34. Lu, Dong & Liu, Jialin & Zhou, Hang, 2022. "Global financial conditions, capital flows and the exchange rate regime in emerging market economies," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 77(C).
    35. Shambaugh, Jay C. & Zhou, Hang, 2024. "Interest rates across the world: Global, regional, and idiosyncratic factors," Journal of Banking & Finance, Elsevier, vol. 163(C).
    36. Rohit, Abhishek Kumar & Dash, Pradyumna, 2019. "Dynamics of monetary policy spillover: The role of exchange rate regimes," Economic Modelling, Elsevier, vol. 77(C), pages 276-288.
    37. Yang Zhou & Shigeto Kitano, 2023. "Capital Controls or Macroprudential Policies: Which is Better for Land Booms and Busts?," Discussion Paper Series DP2023-12, Research Institute for Economics & Business Administration, Kobe University, revised Apr 2024.
    38. Dennis Bonam & Emmanuel De Veirman & Gavin Goy, 2020. "Should developed economies manage international capital flows?," Working Papers 702, DNB.
    39. Waheed, Farah & Abdul Rashid,, 2021. "Credit frictions, fiscal imbalances, monetary policy autonomy, and monetary policy rules," The Journal of Economic Asymmetries, Elsevier, vol. 23(C).
    40. Tobal, Martin & Menna, Lorenzo, 2020. "Monetary policy and financial stability in emerging market economies," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 1(1).
    41. Loipersberger, Florian & Matschke, Johannes, 2022. "Financial cycles and domestic policy choices," European Economic Review, Elsevier, vol. 143(C).

  15. J. Scott Davis & Eric Van Wincoop, 2017. "Globalization and the Increasing Correlation between Capital Inflows and Outflows," Globalization Institute Working Papers 323, Federal Reserve Bank of Dallas.

    Cited by:

    1. Philippe Bacchetta & Simon Tièche & Eric van Wincoop, 2020. "International Portfolio Choice with Frictions: Evidence from Mutual Funds," Swiss Finance Institute Research Paper Series 20-46, Swiss Finance Institute.
    2. Ansgar Belke & Clemens Domnick, 2019. "Trade and capital flows: Substitutes or complements? An empirical investigation," ROME Working Papers 201904, ROME Network.
    3. Stefan Avdjiev & Bryan Hardy & Sebnem Kalemli-Özcan & Luis Servén, 2020. "Gross Capital Flows by Banks, Corporates and Sovereigns," Working Papers wp2020_2020, CEMFI.
    4. Feng, Chaonan & Han, Liyan & Vigne, Samuel & Xu, Yang, 2023. "Geopolitical risk and the dynamics of international capital flows," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 82(C).
    5. Zehri, Chokri, 2022. "Asymmetric impact of capital controls on international trade," The Journal of Economic Asymmetries, Elsevier, vol. 25(C).
    6. Benhima, Kenza & Cordonier, Rachel, 2022. "News, sentiment and capital flows," Journal of International Economics, Elsevier, vol. 137(C).
    7. Olivier Jeanne & Damiano Sandri, 2020. "Global Financial Cycle and Liquidity Management," NBER Working Papers 27901, National Bureau of Economic Research, Inc.
    8. Philippe Bacchetta & Margaret Davenport & Eric van Wincoop, 2021. "Can Sticky Portfolios Explain International Capital Flows and Asset Prices?," Swiss Finance Institute Research Paper Series 21-80, Swiss Finance Institute.
    9. Shen, Hewei, 2022. "Financial integration and the correlation between international debt and equity flows," Journal of International Money and Finance, Elsevier, vol. 122(C).
    10. Wang, Yabin, 2018. "Fickle capital flows and retrenchment: Evidence from bilateral banking data," Journal of International Money and Finance, Elsevier, vol. 87(C), pages 1-21.
    11. J. Scott Davis & Ippei Fujiwara & Kevin X. D. Huang & Jiao Wang, 2019. "Foreign Exchange Reserves as a Tool for Capital Account Management," Globalization Institute Working Papers 352, Federal Reserve Bank of Dallas.
    12. Bacchetta, Philippe & van Wincoop, Eric, 2021. "Puzzling exchange rate dynamics and delayed portfolio adjustment," Journal of International Economics, Elsevier, vol. 131(C).
    13. Davis, J. Scott & Valente, Giorgio & van Wincoop, Eric, 2021. "Global drivers of gross and net capital flows," Journal of International Economics, Elsevier, vol. 128(C).
    14. J. Scott Davis & Giorgio Valente & Eric van Wincoop, 2019. "Global Capital Flows Cycle: Impact on Gross and Net Flows," NBER Working Papers 25721, National Bureau of Economic Research, Inc.
    15. Hyunju Lee, 2018. "Gross Capital Flows and International Diversification," 2018 Meeting Papers 51, Society for Economic Dynamics.
    16. J. Scott Davis & Eric Van Wincoop, 2023. "A Theory of Capital Flow Retrenchment," Globalization Institute Working Papers 422, Federal Reserve Bank of Dallas.
    17. Chokri Zehri, 2023. "The Volatility Lowering Effects of Capital Controls," Global Journal of Emerging Market Economies, Emerging Markets Forum, vol. 15(3), pages 385-408, September.
    18. Bush Georgia & Cañón Salazar Carlos Iván & Gray Daniel, 2021. "Emerging market capital flows the role of fund manager portfolio allocation," Working Papers 2021-13, Banco de México.
    19. Etienne Lepers & Rogelio Mercado, Jr., 2020. "Sectoral Capital Flows: Covariates, Co-movements, and Controls," Working Papers wp42, South East Asian Central Banks (SEACEN) Research and Training Centre, revised Dec 2020.
    20. Özmen, Erdal & Taşdemir, Fatma, 2024. "Globalisation and governance: Thresholds for the impacts of the main determinants of capital inflows?," International Review of Economics & Finance, Elsevier, vol. 92(C), pages 168-176.
    21. Jeanne, Olivier, 2022. "Rounding the corners of the trilemma: A simple framework," Journal of International Money and Finance, Elsevier, vol. 122(C).
    22. Manuel Agosin & Juan D. Diaz-Maureira, 2022. "Explaining the volatility of the real exchange rate in emerging markets," Working Papers wp539, University of Chile, Department of Economics.
    23. Sangyup Choi & Gabriele Ciminelli & Davide Furceri, 2022. "Is Domestic Uncertainty a Local Pull Factor Driving Foreign Capital Inflows? New Cross-Country Evidence," CAMA Working Papers 2022-64, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    24. Werner Hölzl, 2021. "The Link between Financial Globalisation and Integration into Global Value Chains and Macroeconomic Impacts," WIFO Working Papers 632, WIFO.
    25. Davis, J. Scott & Zlate, Andrei, 2023. "The global financial cycle and capital flows during the COVID-19 pandemic," European Economic Review, Elsevier, vol. 156(C).
    26. Andreas M. Fischer & Pinar Yesin, 2023. "The kindness of strangers: Brexit and bilateral financial linkages," Working Papers 2023-02, Swiss National Bank.
    27. An, Hui & Wang, Hao & Delpachitra, Sarath & Cottrell, Simon & Yu, Xiao, 2022. "Early warning system for risk of external liquidity shock in BRICS countries," Emerging Markets Review, Elsevier, vol. 51(PA).
    28. Erdal Özmen & Fatma Taşdemir, 2018. "Gross Capital Inflows And Outflows: Twins Or Distant Cousins?," ERC Working Papers 1807, ERC - Economic Research Center, Middle East Technical University, revised Apr 2018.
    29. Agosin, Manuel & Díaz, Juan D., 2023. "Explaining the volatility of the real exchange rate in emerging markets," International Review of Economics & Finance, Elsevier, vol. 87(C), pages 110-123.
    30. Gao Meng & Eric Wincoop, 2020. "A Decomposition of International Capital Flows," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 68(2), pages 362-389, June.

  16. J. Scott Davis & Andrei Zlate, 2017. "Monetary Policy Divergence, Net Capital Flows, and Exchange Rates: Accounting for Endogenous Policy Responses," Globalization Institute Working Papers 328, Federal Reserve Bank of Dallas.

    Cited by:

    1. Chinn, Menzie & Devereux, Michael B. & Kollmann, Robert, 2018. "International Financial Integration in a Changing Policy Context – the End of an Era?," MPRA Paper 90400, University Library of Munich, Germany.

  17. J. Scott Davis & Mark A. Wynne, 2016. "Central bank communications: a case study," Globalization Institute Working Papers 283, Federal Reserve Bank of Dallas.

    Cited by:

    1. Siddhartha Chattopadhyay, 2021. "The Neo-Fisherianism to Escape Zero Lower Bound," International Symposia in Economic Theory and Econometrics, in: Environmental, Social, and Governance Perspectives on Economic Development in Asia, volume 29, pages 1-19, Emerald Group Publishing Limited.
    2. Cecchetti, Stephen & Schoenholtz, Kermit L., 2019. "Improving U.S. Monetary Policy Communications," CEPR Discussion Papers 13915, C.E.P.R. Discussion Papers.
    3. Domenico Lombardi & Pierre L. Siklos & Samantha St. Amand, 2019. "Government Bond Yields At The Effective Lower Bound: International Evidence," Contemporary Economic Policy, Western Economic Association International, vol. 37(1), pages 102-120, January.

  18. J. Scott Davis & Andrei Zlate, 2016. "Financial performance and macroeconomic fundamentals in emerging market economies over the global financial cycle," Globalization Institute Working Papers 288, Federal Reserve Bank of Dallas.

    Cited by:

    1. Ahmed, Shaghil & Coulibaly, Brahima & Zlate, Andrei, 2017. "International financial spillovers to emerging market economies: How important are economic fundamentals?," Journal of International Money and Finance, Elsevier, vol. 76(C), pages 133-152.
    2. Davis, J. Scott & Zlate, Andrei, 2023. "The global financial cycle and capital flows during the COVID-19 pandemic," European Economic Review, Elsevier, vol. 156(C).

  19. J. Scott Davis, 2016. "Economic fundamentals and monetary policy autonomy," Globalization Institute Working Papers 267, Federal Reserve Bank of Dallas.

    Cited by:

    1. Soohyon Kim, 2018. "Determinants of Capital Flows in the Korean Bond Market," Working Papers 2018-44, Economic Research Institute, Bank of Korea.
    2. Vanessa Olakemi Dovonou, 2023. "Trilemma revisited with dollar dominance in trade and finance," Working Papers 2023.05, International Network for Economic Research - INFER.

  20. J. Scott Davis, 2015. "The asymmetric effects of deflation on consumption spending: evidence from the Great Depression," Globalization Institute Working Papers 226, Federal Reserve Bank of Dallas.

    Cited by:

    1. Binder, Carola Conces, 2016. "Estimation of historical inflation expectations," Explorations in Economic History, Elsevier, vol. 61(C), pages 1-31.

  21. J. Scott Davis & Ippei Fujiwara, 2015. "Pegging the exchange rate to gain monetary policy credibility," Globalization Institute Working Papers 224, Federal Reserve Bank of Dallas.

    Cited by:

    1. Simón Sosvilla-Rivero & María del Carmen Ramos-Herrera, 2015. "Detection of Implicit Fluctuation Bands in The European Union Countries," Working Papers 15-09, Asociación Española de Economía y Finanzas Internacionales.

  22. J. Scott Davis, 2015. "The cyclicality of (bilateral) capital inflows and outflows," Globalization Institute Working Papers 247, Federal Reserve Bank of Dallas.

    Cited by:

    1. Davis, J. Scott & Valente, Giorgio & van Wincoop, Eric, 2021. "Global drivers of gross and net capital flows," Journal of International Economics, Elsevier, vol. 128(C).
    2. J. Scott Davis & Eric Van Wincoop, 2017. "Globalization and the Increasing Correlation between Capital Inflows and Outflows," Globalization Institute Working Papers 323, Federal Reserve Bank of Dallas.
    3. Etienne Lepers & Rogelio Mercado, Jr., 2020. "Sectoral Capital Flows: Covariates, Co-movements, and Controls," Working Papers wp42, South East Asian Central Banks (SEACEN) Research and Training Centre, revised Dec 2020.
    4. Cuadra, Gabriel & Menna, Lorenzo, 2019. "Capital flows and the business cycle," Journal of Economic Dynamics and Control, Elsevier, vol. 106(C), pages 1-1.

  23. J. Scott Davis & Ignacio Presno, 2014. "Inflation targeting and the anchoring of inflation expectations: cross-country evidence from consensus forecasts," Globalization Institute Working Papers 174, Federal Reserve Bank of Dallas.

    Cited by:

    1. Kohei Hasui & Yoshiyuki Nakazono & Yuki Teranishi, 2018. "Role of Expectation in a Liquidity Trap," UTokyo Price Project Working Paper Series 081, University of Tokyo, Graduate School of Economics.
    2. Ehrmann, Michael, 2021. "Point targets, tolerance bands or target ranges? Inflation target types and the anchoring of inflation expectations," Journal of International Economics, Elsevier, vol. 132(C).
    3. Carlos Medel, 2018. "Econometric Analysis on Survey-data-based Anchoring of Inflation Expectations in Chile," Working Papers Central Bank of Chile 825, Central Bank of Chile.
    4. Michael Ehrmann, 2015. "Targeting Inflation from Below: How Do Inflation Expectations Behave?," International Journal of Central Banking, International Journal of Central Banking, vol. 11(4), pages 213-249, September.
    5. Mr. Luca A Ricci & Wei Shi, 2016. "Trilemma or Dilemma: Inspecting the Heterogeneous Response of Local Currency Interest Rates to Foreign Rates," IMF Working Papers 2016/075, International Monetary Fund.
    6. Kose,Ayhan & Matsuoka,Hideaki & Panizza,Ugo G. & Vorisek,Dana Lauren, 2019. "Inflation Expectations : Review and Evidence," Policy Research Working Paper Series 8785, The World Bank.
    7. Gaballo, Gaetano & Ehrmann, Michael & Hoffmann, Peter & Strasser, Georg, 2019. "Can more public information raise uncertainty? The international evidence on forward guidance," CEPR Discussion Papers 13977, C.E.P.R. Discussion Papers.
    8. Hunziker, Hans-Ueli & Raggi, Christian & Rosenblatt-Wisch, Rina & Zanetti, Attilio, 2022. "The impact of guidance, short-term dynamics and individual characteristics on firms’ long-term inflation expectations," Journal of Macroeconomics, Elsevier, vol. 71(C).
    9. J. Scott Davis & Ippei Fujiwara & Jiao Wang, 2018. "Dealing with Time Inconsistency: Inflation Targeting versus Exchange Rate Targeting," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(7), pages 1369-1399, October.
    10. Benjamin Wong, 2015. "Do inflation expectations propagate the inflationary impact of real oil price shocks?: Evidence from the Michigan survey," Reserve Bank of New Zealand Discussion Paper Series DP2015/01, Reserve Bank of New Zealand.
    11. Jmaes McNeil, 2020. "Monetary policy and the term structure of Inflation expectations with information frictions," Working Papers daleconwp2020-07, Dalhousie University, Department of Economics.
    12. Andrea Fracasso & Rocco Probo, 2016. "When did inflation expectations in the euro area de-anchor?," DEM Working Papers 2016/05, Department of Economics and Management.
    13. Suh, Sangwon & Kim, Daehwan, 2021. "Inflation targeting and expectation anchoring: Evidence from developed and emerging market economies," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).

  24. J. Scott Davis & Adrienne Mack & Wesley Phoa & Anne Vandenabeele, 2014. "Credit booms, banking crises, and the current account," Globalization Institute Working Papers 178, Federal Reserve Bank of Dallas.

    Cited by:

    1. Guarin, Alexander & Lozano, Ignacio, 2017. "Credit funding and banking fragility: A forecasting model for emerging economies," Emerging Markets Review, Elsevier, vol. 32(C), pages 168-189.
    2. António R. Antunes & Diana Bonfim & Nuno Monteiro & Paulo M.M. Rodrigues, 2016. "Forecasting banking crises with dynamic panel probit models," Working Papers w201613, Banco de Portugal, Economics and Research Department.
    3. Saktinil Roy & David M. Kemme, 2022. "Are capital inflow bonanzas a common precursor to banking crises? A categorical data analysis," The World Economy, Wiley Blackwell, vol. 45(10), pages 3192-3223, October.
    4. Alexander Guarín-López & Ignacio Lozano-Espitia, 2016. "Credit Funding and Banking Fragility: An Empirical Analysis for Emerging Economies," Borradores de Economia 931, Banco de la Republica de Colombia.
    5. Vincent Bouvatier & Sofiane El Ouardi, 2021. "Credit gaps as banking crisis predictors: a different tune for middle- and low-income countries," Erudite Working Paper 2021-15, Erudite.
    6. Sangyup Choi & Kimoon Jeong & Jiseob Kim, 2023. "One Monetary Policy and Two Bank Lending Standards: A Tale of Two Europes," Working papers 2023rwp-209, Yonsei University, Yonsei Economics Research Institute.
    7. Maria Siranova & Karol Zelenak, 2023. "Every crisis does matter: Comparing the databases of financial crisis events," Review of International Economics, Wiley Blackwell, vol. 31(2), pages 652-686, May.
    8. Ibrahim, Mansor H. & Rizvi, Syed Aun R., 2018. "Bank lending, deposits and risk-taking in times of crisis: A panel analysis of Islamic and conventional banks," Emerging Markets Review, Elsevier, vol. 35(C), pages 31-47.
    9. Brahim Gaies & Stéphane Goutte & Khaled Guesmi, 2019. "Banking Crises in Developing Countries-What Crucial Role of Exchange Rate Stability and External Liabilities?," Working Papers hal-01968084, HAL.
    10. Juan Carlos Cuestas & Karsten Staehr, 2017. "The Great Leveraging in the European crisis countries," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 44(6), pages 895-910, November.
    11. Arce, Fernando, 2021. "Private Overborrowing under Sovereign Risk," MPRA Paper 113176, University Library of Munich, Germany.
    12. Serhat Yuksel & Mustafa Ozsari, 2016. "Impact of Consumer Loans on Inflation and Current Account Deficit: A Toda Yamamoto Causality Test for Turkey," World Journal of Applied Economics, WERI-World Economic Research Institute, vol. 2(2), pages 3-14, December.
    13. Chung‐Hua Shen & Hsing‐Hua Hsu, 2022. "The determinants of Asian banking crises—Application of the panel threshold logit model," International Review of Finance, International Review of Finance Ltd., vol. 22(1), pages 248-277, March.
    14. Sewon Hur & César Sosa-Padilla & Zeynep Yom, 2024. "Optimal Bailouts in Banking and Sovereign Crises," Villanova School of Business Department of Economics and Statistics Working Paper Series 60, Villanova School of Business Department of Economics and Statistics.
    15. Can Xu & Jan Jacobs & Jakob, 2021. "Does household borrowing reduce the trade balance? Evidence from developing and developed countries," GRU Working Paper Series GRU_2021_019, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
    16. Zhai, Weiyang, 2020. "Financial structure, capital openness and financial crisis," MPRA Paper 105457, University Library of Munich, Germany.
    17. Pascal Paul, 2023. "Historical Patterns of Inequality and Productivity around Financial Crises," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(7), pages 1641-1665, October.
    18. Channarith Meng & Roberto Leon Gonzalez, 2017. "Credit Booms in Developing Countries: Are They Different from Those in Advanced and Emerging Market Countries?," Open Economies Review, Springer, vol. 28(3), pages 547-579, July.
    19. Berrak Bahadir & Neven Valev, 2021. "Global Liquidity and Household Credit," Working Papers 2106, Florida International University, Department of Economics.
    20. Levieuge, Grégory & Lucotte, Yannick & Pradines-Jobet, Florian, 2021. "The cost of banking crises: Does the policy framework matter?," Journal of International Money and Finance, Elsevier, vol. 110(C).
    21. Roy, Saktinil, 2022. "What drives the systemic banking crises in advanced economies?," Global Finance Journal, Elsevier, vol. 54(C).
    22. Pascal Paul, 2018. "Historical Patterns of Inequality and Productivity around Financial Crises," 2018 Meeting Papers 583, Society for Economic Dynamics.
    23. Kirschenmann, Karolin & Malinen, Tuomas & Nyberg, Henri, 2016. "The risk of financial crises: Is there a role for income inequality?," Journal of International Money and Finance, Elsevier, vol. 68(C), pages 161-180.
    24. Crispen Chirume, 2023. "Prediction of debt crisis in Southern African Development Community (SADC)," International Area Studies Review, Center for International Area Studies, Hankuk University of Foreign Studies, vol. 26(2), pages 161-184, June.
    25. Sana Zidi & Boutheina Regaieg & Nessrine Hamzaoui, 2021. "The Determinants of the European Banking Crisis," International Journal of Economics and Financial Issues, Econjournals, vol. 11(4), pages 115-122.
    26. Gu, Xinhua & Tam, Pui Sun & Lei, Chun Kwok, 2021. "The effects of inequality in the 1997–98 Asian crisis and the 2008–09 global tsunami: The case of five Asian economies," Journal of International Money and Finance, Elsevier, vol. 110(C).
    27. Zhai, Weiyang & Yoshida, Yushi, 2020. "Revisiting the Glick-Rogoff Current Account Model: An Application to the Current Accounts of BRICS Countries," MPRA Paper 99446, University Library of Munich, Germany.
    28. Florian Morvillier, 2018. "On the impact of the launch of the euro on EMU macroeconomic vulnerability," EconomiX Working Papers 2018-51, University of Paris Nanterre, EconomiX.
    29. Kiley, Michael T., 2021. "What macroeconomic conditions lead financial crises?," Journal of International Money and Finance, Elsevier, vol. 111(C).
    30. Florian Morvillier, 2018. "On the impact of the launch of the euro on EMU macroeconomic vulnerability," Working Papers hal-04141675, HAL.
    31. Maria Siranova & Menbere Workie Tiruneh & Brian Konig, 2024. "From abnormal FDI to a normal driver of sudden stop episodes," Working Papers 2024.02, International Network for Economic Research - INFER.
    32. Gozgor, Giray, 2018. "Determinants of the domestic credits in developing economies: The role of political risks," Research in International Business and Finance, Elsevier, vol. 46(C), pages 430-443.
    33. Brahim Gaies, Khaled Guesmi, Thomas Porcher, Raphael Boroumand, 2020. "Financial instability and oil price fluctuations: evidence from oil exporting developing countries," European Journal of Comparative Economics, Cattaneo University (LIUC), vol. 17(1), pages 55-71, June.
    34. Albaity, Mohamed & Noman, Abu Hanifa Md. & Saadaoui Mallek, Ray & Al-Shboul, Mohammad, 2022. "Cyclicality of bank credit growth: Conventional vs Islamic banks in the GCC," Economic Systems, Elsevier, vol. 46(1).
    35. Jair N. Ojeda-Joya, 2019. "Episodios de deterioro de la cuenta corriente en Colombia: factores externos, cíclicos y estructurales," Borradores de Economia 1061, Banco de la Republica de Colombia.
    36. Xianglong Liu, 2023. "Towards Better Banking Crisis Prediction: Could an Automatic Variable Selection Process Improve the Performance?," The Economic Record, The Economic Society of Australia, vol. 99(325), pages 288-312, June.
    37. Gallegati, Marco & Delli Gatti, Domenico, 2018. "Macrofinancial imbalances in historical perspective: A global crisis index," Journal of Economic Dynamics and Control, Elsevier, vol. 91(C), pages 190-205.
    38. Zhang, Jialin & Shi, Shaodong, 2023. "Extraction of natural resources and geopolitical risk revisited: A novel perspective of research and development with financial development," Resources Policy, Elsevier, vol. 85(PA).
    39. Gozgor, Giray & Demir, Ender & Belas, Jaroslav & Yesilyurt, Serkan, 2019. "Does economic uncertainty affect domestic credits? an empirical investigation," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 63(C).
    40. Nazli Toraganli & Hasan Murat Ertugrul, 2016. "Does credit composition matter for current account dynamics? Evidence from Turkey," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 25(8), pages 1090-1100, November.

  25. J. Scott Davis, 2014. "The macroeconomic effects of debt- and equity-based capital inflows," Globalization Institute Working Papers 214, Federal Reserve Bank of Dallas.

    Cited by:

    1. Maja Bukovšak & Gorana Lukinić Čardić & Nina Pavić, 2020. "Structure of capital flows and exchange rate: the case of Croatia," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 47(1), pages 113-146, February.
    2. J. Scott Davis, 2016. "Economic fundamentals and monetary policy autonomy," Globalization Institute Working Papers 267, Federal Reserve Bank of Dallas.
    3. Juan Carlos Cuestas & Karsten Staehr, 2017. "The Great Leveraging in the European crisis countries," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 44(6), pages 895-910, November.
    4. Akhilesh K. Verma & Rajeswari Sengupta, 2021. "Interlinkages between external debt financing, credit cycles and output fluctuations in emerging market economies," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 157(4), pages 965-1001, November.
    5. Igan, Deniz & Kutan, Ali M. & Mirzaei, Ali, 2020. "The real effects of capital inflows in emerging markets," Journal of Banking & Finance, Elsevier, vol. 119(C).
    6. Jonathan Scott Davis, 2017. "External debt and monetary policy autonomy," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 35(82), pages 53-63, April.
    7. Alimov, Behzod, 2022. "The dynamic effects of debt and equity inflows: Evidence from emerging and developing countries," The Journal of Economic Asymmetries, Elsevier, vol. 26(C).
    8. Robert Dekle & Cheng Hsiao & Siyan Wang, 2001. "The Real Effects of Capital Inflows on Emerging Markets," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 4(02), pages 165-202.
    9. Mara, Mirza Yuniar Isnaeni & Purwanto, Nur M.Adhi & Kurniati, Ina Nurmalia & Fauziah, Nanda Rizki & Aqmaliyah, Euis, 2021. "Capital flow and banking credit in Indonesia," Economic Modelling, Elsevier, vol. 95(C), pages 298-310.
    10. Beckmann, Joscha & Boonman, Tjeerd M. & Schreiber, Sven, 2024. "Expectations, sentiments and capital flows to emerging market economies," Emerging Markets Review, Elsevier, vol. 62(C).
    11. Nick Sander, 2023. "The Macroeconomic Effects of Portfolio Equity Inflows," Staff Working Papers 23-31, Bank of Canada.

  26. J. Scott Davis & Ignacio Presno, 2014. "Capital controls as an instrument of monetary policy," Globalization Institute Working Papers 171, Federal Reserve Bank of Dallas.

    Cited by:

    1. Kitano Shigeto & Takaku Kenya, 2018. "Capital controls as a credit policy tool in a small open economy," The B.E. Journal of Macroeconomics, De Gruyter, vol. 18(1), pages 1-19, January.
    2. Nicolas Debarsy & Cyrille Dossougoin & Cem Ertur & Jean-Yves Gnabo, 2018. "Measuring sovereign risk spillovers and assessing the role of transmission channels: A spatial econometrics approach," Post-Print hal-01744629, HAL.
    3. Agénor, Pierre-Richard & Jia, Pengfei, 2020. "Capital controls and welfare with cross-border bank capital flows," Journal of Macroeconomics, Elsevier, vol. 65(C).
    4. J. Scott Davis, 2015. "The Trilemma in Practice: Monetary Policy Autonomy in an Economy with a Floating Exchange Rate," Annual Report, Globalization and Monetary Policy Institute, Federal Reserve Bank of Dallas, pages 2-9.
    5. Dr. Nihal Bayraktar, 2015. "Importance of Investment Climates for Inflows of Foreign Direct Investment in Developing Countries," Business and Economic Research, Macrothink Institute, vol. 5(1), pages 24-50, June.
    6. Shigeto Kitano & Kenya Takaku, 2017. "Capital Controls and Financial Frictions in a Small Open Economy," Open Economies Review, Springer, vol. 28(4), pages 761-793, September.
    7. Shigeto Kitano & Kenya Takaku, 2018. "Capital Controls, Monetary Policy, And Balance Sheets In A Small Open Economy," Economic Inquiry, Western Economic Association International, vol. 56(2), pages 859-874, April.
    8. Montecino, Juan Antonio, 2015. "Capital controls and the real exchange rate: Do controls promote disequilibria?," UMASS Amherst Economics Working Papers 2015-02, University of Massachusetts Amherst, Department of Economics.
    9. Eichengreen, Barry & Rose, Andrew, 2014. "Capital Controls in the 21st Century," Journal of International Money and Finance, Elsevier, vol. 48(PA), pages 1-16.

  27. Mario J. Crucini & J. Scott Davis, 2013. "Distribution Capital and the Short- and Long-run Import Demand Elasticity," CAMA Working Papers 2013-56, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.

    Cited by:

    1. Yilmazkuday, Hakan, 2019. "Estimating the trade elasticity over time," Economics Letters, Elsevier, vol. 183(C), pages 1-1.
    2. James E. Anderson & Yoto V. Yotov, 2020. "Pound for Pound Export Diversification," Boston College Working Papers in Economics 1021, Boston College Department of Economics.
    3. James E. Anderson & Yoto V. Yotov, 2017. "Short Run Gravity," CESifo Working Paper Series 6502, CESifo.
    4. Corsetti, Giancarlo & Mavroeidi, Eleonora & Thwaites, Gregory & Wolf, Martin, 2017. "Step away from the zero lower bound: small open economies in a world of secular stagnation," Bank of England working papers 666, Bank of England.
    5. Yilmazkuday, Hakan, 2019. "Understanding the international elasticity puzzle," Journal of Macroeconomics, Elsevier, vol. 59(C), pages 140-153.
    6. Nikhil Patel, 2016. "International Trade Finance and the Cost Channel of Monetary Policy in Open Economies," BIS Working Papers 539, Bank for International Settlements.
    7. Raphael A. Auer & Thomas Chaney & Philip U. Sauré, 2012. "Quality Pricing-to-Market," Working Papers 2012-11, Swiss National Bank.
    8. Khan,Shafaat Yar & Khederlarian,Armen, 2021. "How Does Trade Respond to Anticipated Tariff Changes ? Evidence from NAFTA," Policy Research Working Paper Series 9646, The World Bank.
    9. Hakan Yilmazkuday, 2017. "Unifying Macro Elasticities in International Economics," Globalization Institute Working Papers 299, Federal Reserve Bank of Dallas.
    10. Nikhil Patel, 2021. "International Trade Finance and the Cost Channel of Monetary Policy in Open Economies," International Journal of Central Banking, International Journal of Central Banking, vol. 17(70), pages 1-62, October.
    11. Mile Bošnjak & Vlatka Bilas & Domagoj Raèiæ, 2019. "Time-varying parameters of Croatian import demand," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, vol. 37(2), pages 853-872.
    12. Crucini, Mario J. & Yilmazkuday, Hakan, 2014. "Understanding long-run price dispersion," Journal of Monetary Economics, Elsevier, vol. 66(C), pages 226-240.
    13. Corsetti, Giancarlo, 2016. "Comments on “Obstfeld and Rogoff׳s international macro puzzles: a quantitative assessment” by J. Eaton, S. Kortum and B. Neiman," Journal of Economic Dynamics and Control, Elsevier, vol. 72(C), pages 24-28.
    14. James E. Anderson & Yoto V. Yotov, 2022. "Estimating Gravity from the Short to the Long Run: A Simple Solution to the ‘International Elasticity Puzzle’," CESifo Working Paper Series 10176, CESifo.
    15. Mark A. Wynne, 2012. "Five Years of Research on Globalization and Monetary Policy: What Have We Learned?," Annual Report, Globalization and Monetary Policy Institute, Federal Reserve Bank of Dallas, pages 2-17.
    16. Yoto V. Yotov, 2021. "The Variation of Gravity within Countries (or 15 Reasons Why Gravity Should Be Estimated with Domestic Trade Flows)," CESifo Working Paper Series 9057, CESifo.
    17. Baumann, Ursel & Dieppe, Alistair & Dizioli, Allan Gloe, 2017. "Why should the world care? Analysis, mechanisms and spillovers of the destination based border adjusted tax," Working Paper Series 2093, European Central Bank.
    18. Chaban, Maxym, 2024. "Exchange rate dynamics and consumption of traded goods," Journal of Macroeconomics, Elsevier, vol. 80(C).
    19. Dudley Cooke, 2019. "Technology Choice and the Long- and Short-Run Armington Elasticity," Globalization Institute Working Papers 373, Federal Reserve Bank of Dallas.
    20. James E. Anderson & Yoto V. Yotov, 2022. "Quantifying the Extensive Margin(s) of Trade: The Case of Uneven European Integration," CESifo Working Paper Series 9822, CESifo.
    21. Michael Bleaney & Mo Tian, 2014. "Exchange Rates and Trade Balance Adjustment: A Multi-Country Empirical Analysis," Open Economies Review, Springer, vol. 25(4), pages 655-675, September.

  28. Kevin x.d. Huang & J. scott Davis, 2013. "Credit Risks and Monetary Policy Trade-Offs," Vanderbilt University Department of Economics Working Papers 13-00004, Vanderbilt University Department of Economics.

    Cited by:

    1. Verona, Fabio & Martins, Manuel M.F. & Drumond, Inês, 2017. "Financial shocks, financial stability, and optimal Taylor rules," Journal of Macroeconomics, Elsevier, vol. 54(PB), pages 187-207.
    2. Kantur, Zeynep & Özcan, Gülserim, 2019. "Optimal Policy Implications of Financial Uncertainty," MPRA Paper 95920, University Library of Munich, Germany.
    3. Agénor, Pierre-Richard & Jackson, Timothy P., 2022. "Monetary and macroprudential policy coordination with biased preferences," Journal of Economic Dynamics and Control, Elsevier, vol. 144(C).

  29. J. Scott Davis, 2012. "The effect of commodity price shocks on underlying inflation: the role of central bank credibility," Globalization Institute Working Papers 134, Federal Reserve Bank of Dallas.

    Cited by:

    1. Elena Deryugina & Alexey Ponomarenko & Andrey Sinyakov & Constantine Sorokin, 2018. "Evaluating underlying inflation measures for Russia," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 11(2), pages 124-145, May.
    2. Juan Carlos Berganza & Pedro del Río & Fructuoso Borrallo, 2016. "Determinants and implications of low global inflation rates," Occasional Papers 1608, Banco de España.
    3. Pym Manopimoke & Wanicha Direkudomsak, 2015. "Thai Inflation Dynamics in a Globalized Economy," PIER Discussion Papers 11, Puey Ungphakorn Institute for Economic Research.

  30. 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.

    Cited by:

    1. Pang, Ke & Shiamptanis, Christos, 2024. "Is the Bank of Canada concerned about inflation or the state of the economy?," Journal of International Money and Finance, Elsevier, vol. 140(C).
    2. Neuenkirch, Matthias & Tillmann, Peter, 2014. "Inflation targeting, credibility, and non-linear Taylor rules," Journal of International Money and Finance, Elsevier, vol. 41(C), pages 30-45.
    3. Luis F. Espinoza-Audelo & Ernesto León-Castro & Marycruz Olazabal-Lugo & José M. Merigó & Anna M. Gil-Lafuente, 2020. "Using Ordered Weighted Average for Weighted Averages Inflation," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., vol. 19(02), pages 601-628, April.

  31. J. Scott Davis & Kevin X. D. Huang, 2011. "Optimal monetary policy under financial sector risk," Globalization Institute Working Papers 85, Federal Reserve Bank of Dallas.

    Cited by:

    1. PIROVANO, Mara, 2013. "International financial integration, credit frictions and exchange rate regimes," Working Papers 2013015, University of Antwerp, Faculty of Business and Economics.

  32. J. Scott Davis, 2011. "Financial integration and international business cycle co-movement: the role of balance sheets," Globalization Institute Working Papers 89, Federal Reserve Bank of Dallas.

    Cited by:

    1. Hideaki Hirata & M. Ayhan Kose & Christopher Otrok, 2013. "Regionalization vs. globalization," Working Papers 2013-002, Federal Reserve Bank of St. Louis.
    2. PIROVANO, Mara, 2013. "International financial integration, credit frictions and exchange rate regimes," Working Papers 2013015, University of Antwerp, Faculty of Business and Economics.

  33. J. Scott Davis & Kevin X. D. Huang, 2010. "International real business cycles with endogenous markup variability," Globalization Institute Working Papers 60, Federal Reserve Bank of Dallas.

    Cited by:

    1. Cavallari, Lilia, 2022. "The international real business cycle when demand matters," Journal of Macroeconomics, Elsevier, vol. 73(C).
    2. Cavallari, Lilia & Etro, Federico, 2020. "Demand, markups and the business cycle," European Economic Review, Elsevier, vol. 127(C).
    3. Nikolaos Antonakakis & Ioannis Chatziantoniou & George Filis, 2016. "Business Cycle Spillovers in the European Union: What is the Message Transmitted to the Core?," Manchester School, University of Manchester, vol. 84(4), pages 437-481, July.
    4. Mark A. Wynne, 2012. "Five Years of Research on Globalization and Monetary Policy: What Have We Learned?," Annual Report, Globalization and Monetary Policy Institute, Federal Reserve Bank of Dallas, pages 2-17.
    5. Talukdar, Bidyut, 2017. "Learning-by-doing, organizational capital and optimal markup variations," The Journal of Economic Asymmetries, Elsevier, vol. 15(C), pages 39-47.
    6. Lilia Cavallari & Federico Etro, 2017. "Demand, Markups and the Business Cycle. Bayesian Estimation and Quantitative Analysis in Closed and Open Economies," Working Papers 2017:09, Department of Economics, University of Venice "Ca' Foscari".
    7. Miyamoto, Wataru & Nguyen, Thuy Lan, 2019. "International Linkages and the Changing Nature of International Business Cycles," CEI Working Paper Series 2018-16, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University.

  34. J. Scott Davis, 2010. "The adverse feedback loop and the effects of risk in both the real and financial sectors," Globalization Institute Working Papers 66, Federal Reserve Bank of Dallas.

    Cited by:

    1. 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.
    2. Mazhar Mahmood & Kashif ur Rehman, 2017. "Did Financial Integration Provide Financial Depth to ASEAN Countries?," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 9(1), pages 89-102, March.
    3. Uluc Aysun & Sami Alpanda, 2020. "Regulatory Arbitrage and Economic Stability," Working Papers 2020-02, University of Central Florida, Department of Economics.
    4. Uluc Aysun & Sami Alpanda, 2012. "International Transmission of Financial Shocks in an Estimated DSGE model," Working Papers 2012-06, University of Central Florida, Department of Economics.
    5. Alexandra Born & Zeno Enders, 2018. "Global Banking, Trade, and the International Transmission of the Great Recession," CESifo Working Paper Series 6912, CESifo.
    6. 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.
    7. Hristov, Nikolay & Hülsewig, Oliver, 2017. "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.
    8. Aysun, Uluc, 2024. "Technology diffusion and international business cycles," Journal of International Money and Finance, Elsevier, vol. 140(C).
    9. Dungey, Mardi & Islam, Raisul & Volkov, Vladimir, 2019. "Crisis transmission: visualizing vulnerability," Working Papers 2019-07, University of Tasmania, Tasmanian School of Business and Economics.
    10. Kuang-Liang Chang & Nan-Kuang Chen & Charles Ka Yui Leung, 2016. "Losing Track of the Asset Markets: the Case of Housing and Stock," International Real Estate Review, Global Social Science Institute, vol. 19(4), pages 435-492.
    11. Aysun, Uluc, 2015. "Duration of bankruptcy proceedings and monetary policy effectiveness," Journal of Macroeconomics, Elsevier, vol. 44(C), pages 295-302.
    12. J. Scott Davis, 2011. "Financial integration and international business cycle co-movement: the role of balance sheets," Globalization Institute Working Papers 89, Federal Reserve Bank of Dallas.
    13. Uluc Asyun & Ralf Hepp, 2014. "A Comparison of the Internal and External Determinants of Global Bank Loans: Evidence from Bilateral Cross- Country Data," Fordham Economics Discussion Paper Series dp2014-08, Fordham University, Department of Economics.
    14. J. Scott Davis & Kevin X. D. Huang, 2011. "Optimal monetary policy under financial sector risk," Globalization Institute Working Papers 85, Federal Reserve Bank of Dallas.
    15. Uluc Aysun, 2013. "Bank size and macroeconomic shock transmission: Are there economic volatility gains from shrinking large, too big to fail banks?," Working Papers 2013-02, University of Central Florida, Department of Economics.
    16. Mark A. Wynne, 2012. "Five Years of Research on Globalization and Monetary Policy: What Have We Learned?," Annual Report, Globalization and Monetary Policy Institute, Federal Reserve Bank of Dallas, pages 2-17.

Articles

  1. Davis, J. Scott & Zlate, Andrei, 2023. "The global financial cycle and capital flows during the COVID-19 pandemic," European Economic Review, Elsevier, vol. 156(C).
    See citations under working paper version above.
  2. Davis, J. Scott & Devereux, Michael B. & Yu, Changhua, 2023. "Sudden stops and optimal foreign exchange intervention," Journal of International Economics, Elsevier, vol. 141(C).
    See citations under working paper version above.
  3. Davis, J. Scott & Huang, Kevin X.D. & Sapci, Ayse, 2022. "Land price dynamics and macroeconomic fluctuations with imperfect substitution in real estate markets," Journal of Economic Dynamics and Control, Elsevier, vol. 134(C).
    See citations under working paper version above.
  4. Davis, J. Scott & Fujiwara, Ippei & Huang, Kevin X.D. & Wang, Jiao, 2021. "Foreign exchange reserves as a tool for capital account management," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 473-488.
    See citations under working paper version above.
  5. Davis, J. Scott & Valente, Giorgio & van Wincoop, Eric, 2021. "Global drivers of gross and net capital flows," Journal of International Economics, Elsevier, vol. 128(C).
    See citations under working paper version above.
  6. Scott Davis, J. & Zlate, Andrei, 2019. "Monetary policy divergence and net capital flows: Accounting for endogenous policy responses," Journal of International Money and Finance, Elsevier, vol. 94(C), pages 15-31.
    See citations under working paper version above.
  7. J. Scott Davis & Ippei Fujiwara & Jiao Wang, 2018. "Dealing with Time Inconsistency: Inflation Targeting versus Exchange Rate Targeting," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(7), pages 1369-1399, October.

    Cited by:

    1. Rashad Ahmed & Joshua Aizenman & Yothin Jinjarak, 2019. "Inflation and Exchange Rate Targeting Challenges Under Fiscal Dominance," NBER Working Papers 25996, National Bureau of Economic Research, Inc.
    2. Levieuge, Grégory & Lucotte, Yannick & Pradines-Jobet, Florian, 2021. "The cost of banking crises: Does the policy framework matter?," Journal of International Money and Finance, Elsevier, vol. 110(C).
    3. Faria, Joao Ricardo & McAdam, Peter & Viscolani, Bruno, 2021. "Monetary policy, neutrality and the environment," Working Paper Series 2573, European Central Bank.
    4. Lidiema, Caspah, 2024. "Monetary-fiscal policy interdependence and pricing dynamics: Empirical estimation of fiscal dominance in Kenya," KBA Centre for Research on Financial Markets and Policy Working Paper Series 83, Kenya Bankers Association (KBA).
    5. Klaassen, Franc & Mavromatis, Kostas, 2024. "Exchange market pressure in interest rate rules," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 93(C).

  8. Dan Crowley & J. Scott Davis & Michael Morris, 2018. "Reserve Adequacy Explains Emerging-Market Sensitivity to U.S. Monetary Policy," Economic Letter, Federal Reserve Bank of Dallas, vol. 13(9), pages 1-4, December.

    Cited by:

    1. Yavuz Arslan & Carlos Cantú, 2019. "The size of foreign exchange reserves," BIS Papers chapters, in: Bank for International Settlements (ed.), Reserve management and FX intervention, volume 104, pages 1-23, Bank for International Settlements.
    2. Sona Benecka & Lubos Komarek, 2019. "International reserves as a mirror of external effects and macroeconomic policies," Occasional Publications - Chapters in Edited Volumes, in: CNB Global Economic Outlook - April 2019, pages 15-22, Czech National Bank.

  9. Davis, J. Scott & Van Wincoop, Eric, 2018. "Globalization and the increasing correlation between capital inflows and outflows," Journal of Monetary Economics, Elsevier, vol. 100(C), pages 83-100.
    See citations under working paper version above.
  10. Jonathan Scott Davis, 2017. "External debt and monetary policy autonomy," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 35(82), pages 53-63, April.

    Cited by:

    1. Chokri Zehri, 2022. "Interaction Effect of Capital Controls and Macroeconomic Policies," Economic Papers, The Economic Society of Australia, vol. 41(1), pages 15-33, March.
    2. J. Scott Davis & Andrei Zlate, 2017. "Monetary Policy Divergence, Net Capital Flows, and Exchange Rates: Accounting for Endogenous Policy Responses," Globalization Institute Working Papers 328, Federal Reserve Bank of Dallas.
    3. J. Scott Davis & Andrei Zlate, 2018. "Monetary Policy Divergence and Net Capital Flows: Accounting for Endogenous Policy Responses," Supervisory Research and Analysis Working Papers RPA 18-5, Federal Reserve Bank of Boston.
    4. Waheed, Farah & Abdul Rashid,, 2021. "Credit frictions, fiscal imbalances, monetary policy autonomy, and monetary policy rules," The Journal of Economic Asymmetries, Elsevier, vol. 23(C).

  11. Davis, J. Scott & Presno, Ignacio, 2017. "Capital controls and monetary policy autonomy in a small open economy," Journal of Monetary Economics, Elsevier, vol. 85(C), pages 114-130.
    See citations under working paper version above.
  12. Crucini, Mario J. & Davis, J. Scott, 2016. "Distribution capital and the short- and long-run import demand elasticity," Journal of International Economics, Elsevier, vol. 100(C), pages 203-219.
    See citations under working paper version above.
  13. Davis, J. Scott & Mack, Adrienne & Phoa, Wesley & Vandenabeele, Anne, 2016. "Credit booms, banking crises, and the current account," Journal of International Money and Finance, Elsevier, vol. 60(C), pages 360-377.
    See citations under working paper version above.
  14. J. Scott Davis, 2016. "Emerging-market debtor nations likely to follow Fed rate boosts," Economic Letter, Federal Reserve Bank of Dallas, vol. 11(1), pages 1-4, March.

    Cited by:

    1. Yin, Zhichao & Peng, Hongfeng & Xiao, Weiguo & Xiao, Zumian, 2022. "Capital control and monetary policy coordination: Tobin tax revisited," Research in International Business and Finance, Elsevier, vol. 59(C).

  15. Davis, J. Scott, 2015. "The macroeconomic effects of debt- and equity-based capital inflows," Journal of Macroeconomics, Elsevier, vol. 46(C), pages 81-95.
    See citations under working paper version above.
  16. Davis, J. Scott, 2015. "The asymmetric effects of deflation on consumption spending: Evidence from the great depression," Economics Letters, Elsevier, vol. 130(C), pages 105-108.
    See citations under working paper version above.
  17. Davis, J. Scott, 2014. "Financial integration and international business cycle co-movement," Journal of Monetary Economics, Elsevier, vol. 64(C), pages 99-111.

    Cited by:

    1. Ana Fostel & John Geanakoplos & Gregory Phelan, 2017. "Global Collateral: How Financial Innovation Drives Capital Flows and Increases Financial Instability," Cowles Foundation Discussion Papers 2076, Cowles Foundation for Research in Economics, Yale University.
    2. Scott Davis, 2014. "The Macroeconomic Effects of Debt- and Equity-Based Capital Inflows," Working Papers 282014, Hong Kong Institute for Monetary Research.
    3. Ansgar Belke & Clemens Domnick, 2019. "Trade and capital flows: Substitutes or complements? An empirical investigation," ROME Working Papers 201904, ROME Network.
    4. Mariam Camarero & María Dolores Gadea-Rivas & Ana Gómez-Loscos & Cecilio Tamarit, 2019. "External imbalances and recoveries," Working Papers 1912, Department of Applied Economics II, Universidad de Valencia.
    5. Luk, Paul, 2015. "Chained financial contracts and global banks," Economics Letters, Elsevier, vol. 129(C), pages 87-90.
    6. Nestor Azcona, 2022. "Trade and business cycle synchronization: The role of common trade partners," International Economics, CEPII research center, issue 170, pages 190-201.
    7. Carlo Gianelle & Letizia Montinari & Simone Salotti, 2017. "Interregional Trade, Specialization, and the Business Cycle: Policy Implications for the EMU," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 13(1), pages 1-27, May.
    8. Ergys Islamaj & M. Ayhan Kose, 2016. "How does the sensitivity of consumption to income vary over time? International evidence," CAMA Working Papers 2016-22, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    9. Hannes Böhm & Julia Schaumburg & Lena Tonzer, 2022. "Financial Linkages and Sectoral Business Cycle Synchronization: Evidence from Europe," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 70(4), pages 698-734, December.
    10. Kyunghun Kim & Ju Hyun Pyun & Jiyoun An, 2017. "Does Credit Market Integration Amplify the Transmission of Real Business Cycle During Financial Crisis?," 2017 Meeting Papers 1236, Society for Economic Dynamics.
    11. Pyun, Ju Hyun & An, Jiyoun, 2016. "Capital and credit market integration and real economic contagion during the global financial crisis," Journal of International Money and Finance, Elsevier, vol. 67(C), pages 172-193.
    12. Makram Khalil, 2017. "Cross-Border Portfolio Diversification under Trade Linkages," MNB Working Papers 2017/2, Magyar Nemzeti Bank (Central Bank of Hungary).
    13. Lee, Hyun-Hoon & Park, Cyn-Young & Pyun, Ju Hyun, 2024. "International business cycle synchronization: A synthetic assessment," Japan and the World Economy, Elsevier, vol. 69(C).
    14. Padhan, Rakesh & Prabheesh, K.P., 2020. "Business cycle synchronization: Disentangling direct and indirect effect of financial integration in the Indian context," Economic Modelling, Elsevier, vol. 85(C), pages 272-287.
    15. Cai, Guowei & Chen, Xiaowei & Cao, Yujia, 2024. "External asset network and international transmission of economic policy uncertainty," Pacific-Basin Finance Journal, Elsevier, vol. 85(C).
    16. Krenz, Johanna, 2023. "Financial integration and international shock transmission: The terms-of-trade effect," WiSo-HH Working Paper Series 80, University of Hamburg, Faculty of Business, Economics and Social Sciences, WISO Research Laboratory.
    17. Tang, Aidi & Yao, Wen, 2022. "The effects of financial integration during crises," Journal of International Money and Finance, Elsevier, vol. 124(C).
    18. Fries, Claudia & Kappler, Marcus, 2015. "Does foreign direct investment synchronise business cycles? Results from a panel approach," ZEW Discussion Papers 15-031, ZEW - Leibniz Centre for European Economic Research.
    19. Rakesh Padhan & K. P. Prabheesh, 2019. "Effectiveness Of Early Warning Models: A Critical Review And New Agenda For Future Direction," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 22(4), pages 457-484, December.
    20. Davis, J. Scott & Mack, Adrienne & Phoa, Wesley & Vandenabeele, Anne, 2016. "Credit booms, banking crises, and the current account," Journal of International Money and Finance, Elsevier, vol. 60(C), pages 360-377.
    21. Jung, Kuk Mo & Pyun, Ju Hyun, 2015. "International Reserves for Emerging Economies: A Liquidity Approach," MPRA Paper 64235, University Library of Munich, Germany.
    22. Chen, Yanghan & Lin, Juan, 2024. "Measuring systemic risk in Asian foreign exchange markets," Journal of International Money and Finance, Elsevier, vol. 146(C).
    23. Meller, Barbara & Metiu, Norbert, 2015. "The synchronization of European credit cycles," Discussion Papers 20/2015, Deutsche Bundesbank.
    24. An, Jiyoun & Kim, Kyunghun & Pyun, Ju Hyun, 2021. "Does debt market integration amplify the international transmission of business cycles during financial crises?," Journal of International Money and Finance, Elsevier, vol. 115(C).
    25. Höfler, Markus & Schertler, Andrea, 2024. "Financial integration and hedging and safe haven properties of metals for sovereign bonds," Journal of International Money and Finance, Elsevier, vol. 149(C).
    26. Prabheesh, K.P. & Vidya, C.T., 2018. "Do business cycles, investment-specific technology shocks matter for stock returns?," Economic Modelling, Elsevier, vol. 70(C), pages 511-524.
    27. Valentina Flamini & Pierluigi Bologna & Fabio Di Vittorio & Rasool Zandvakil, 2019. "Credit Cycle and Capital Buffers in Central America, Panama, and the Dominican Republic," IMF Working Papers 2019/039, International Monetary Fund.
    28. Camarero, Mariam & Gadea-Rivas, María Dolores & Gómez-Loscos, Ana & Tamarit, Cecilio, 2021. "Effects of external imbalances on GDP recovery patterns," Journal of Economic Behavior & Organization, Elsevier, vol. 182(C), pages 349-362.
    29. Kim, Kyunghun & Pyun, Ju Hyun, 2018. "Exchange rate regimes and the international transmission of business cycles: Capital account openness matters," Journal of International Money and Finance, Elsevier, vol. 87(C), pages 44-61.
    30. Nestor Azcona, 2022. "Business Cycle Co-Movement in Europe: Trade, Industry Composition and the Single Currency," Open Economies Review, Springer, vol. 33(1), pages 121-139, February.
    31. Sharada Nia Davidson, 2022. "Regional Integration and Decoupling in the Asia Pacific: A Bayesian Panel VAR Approach," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 70(4), pages 773-807, December.
    32. Daniele Siena, 2017. "What's News in International Business Cycles," 2017 Meeting Papers 1206, Society for Economic Dynamics.

  18. J. Scott Davis & Adrienne Mack & Mark A. Wynne, 2014. "Central bank transparency anchors inflation expectations," Economic Letter, Federal Reserve Bank of Dallas, vol. 9(4), pages 1-4, April.

    Cited by:

    1. Gregora,Jiri & Melecky,Ales & Melecky,Martin, 2019. "Interest Rate Pass-Through : A Meta-Analysis of the Literature," Policy Research Working Paper Series 8713, The World Bank.
    2. Maria Demertzis & Andrew Hughes Hallett, 2015. "Three different approaches to transparency in monetary policy," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 32(3), pages 277-300, December.

  19. J. Scott Davis & Adrienne Mack, 2013. "Cross-country variation in the anchoring of inflation expectations," Staff Papers, Federal Reserve Bank of Dallas, issue Oct.

    Cited by:

    1. José Vicente Romero & Sara Naranjo-Saldarriaga, 2022. "Weather Shocks and Inflation Expectations in Semi-Structural Models," Borradores de Economia 1218, Banco de la Republica de Colombia.

  20. J. Scott Davis, 2012. "Inflation expectations have become more anchored over time," Economic Letter, Federal Reserve Bank of Dallas, vol. 7(13), December.

    Cited by:

    1. Binder, Carola, 2017. "Fed speak on main street: Central bank communication and household expectations," Journal of Macroeconomics, Elsevier, vol. 52(C), pages 238-251.
    2. Pattanaik, Sitikantha & Muduli, Silu & Ray, Soumyajit, 2020. "Inflation expectations of households: do they influence wage-price dynamics in India?," MPRA Paper 103685, University Library of Munich, Germany.
    3. Wanicha Direkudomsak, 2016. "Inflation dynamics and inflation expectations in Thailand," BIS Papers chapters, in: Bank for International Settlements (ed.), Inflation mechanisms, expectations and monetary policy, volume 89, pages 349-360, Bank for International Settlements.
    4. Benjamin Wong, 2015. "Do inflation expectations propagate the inflationary impact of real oil price shocks?: Evidence from the Michigan survey," Reserve Bank of New Zealand Discussion Paper Series DP2015/01, Reserve Bank of New Zealand.
    5. Carola Conces Binder, 2021. "Central Bank Communication and Disagreement about the Natural Rate Hypothesis," International Journal of Central Banking, International Journal of Central Banking, vol. 17(2), pages 81-123, June.
    6. James Hebden & Edward P. Herbst & Jenny Tang & Giorgio Topa & Fabian Winkler, 2020. "How Robust Are Makeup Strategies to Key Alternative Assumptions?," Finance and Economics Discussion Series 2020-069, Board of Governors of the Federal Reserve System (U.S.).
    7. Anat Bracha & Jenny Tang, 2022. "Inflation Levels and (In)Attention," Working Papers 22-4, Federal Reserve Bank of Boston.
    8. Binder, Carola Conces, 2020. "Long-run inflation expectations in the shrinking upper tail," Economics Letters, Elsevier, vol. 186(C).
    9. Carola Binder & Alex Rodrigue, 2018. "Household Informedness and Long‐Run Inflation Expectations: Experimental Evidence," Southern Economic Journal, John Wiley & Sons, vol. 85(2), pages 580-598, October.
    10. Beckworth, David, 2017. "Permanent versus temporary monetary base Injections: Implications for past and future Fed Policy," Journal of Macroeconomics, Elsevier, vol. 54(PA), pages 110-126.

  21. Davis, J. Scott & Huang, Kevin X.D., 2011. "International real business cycles with endogenous markup variability," Journal of International Economics, Elsevier, vol. 85(2), pages 302-316.
    See citations under working paper version above.
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