Gabor Pinter
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.Blog mentions
As found by EconAcademics.org, the blog aggregator for Economics research:- Nelson, Benjamin & Pinter, Gabor & Theodoridis, Konstantinos, 2015.
"Do contractionary monetary policy shocks expand shadow banking?,"
Bank of England working papers
521, Bank of England.
- Benjamin Nelson & Gabor Pinter & Konstantinos Theodoridis, 2018. "Do contractionary monetary policy shocks expand shadow banking?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(2), pages 198-211, March.
Mentioned in:
- Les resserrements monétaires affectent-ils le système bancaire parallèle ?
by ? in D'un champ l'autre on 2015-01-29 01:18:00
- Gabor Pinter, 2015.
"House Prices and Job Losses,"
Discussion Papers
1507, Centre for Macroeconomics (CFM).
- Gábor Pintér, 2019. "House Prices and Job Losses," The Economic Journal, Royal Economic Society, vol. 129(618), pages 991-1013.
- Pinter, Gabor, 2015. "House prices and job losses," LSE Research Online Documents on Economics 86318, London School of Economics and Political Science, LSE Library.
- Pinter, Gabor, 2015. "House prices and job losses," Bank of England working papers 569, Bank of England.
Mentioned in:
- House Prices and Job Losses
by bankunderground in Bank Underground on 2015-12-11 13:30:42 - 'House Prices and Job Losses'
by Mark Thoma in Economist's View on 2015-12-11 06:15:00
Working papers
- Pinter, Gabor, 2023.
"An anatomy of the 2022 gilt market crisis,"
Bank of England working papers
1019, Bank of England.
Cited by:
- Kristy Jansen & Sven Klingler & Angelo Ranaldo & Patty Duijm, 2024.
"Pension Liquidity Risk,"
Swiss Finance Institute Research Paper Series
24-16, Swiss Finance Institute.
- Kristy Jansen & Sven Klingler & Angelo Ranaldo & Patty Duijm, 2024. "Pension Liquidity Risk," Working Papers 801, DNB.
- Daniel Barth & R. Jay Kahn & Phillip J. Monin & Oleg Sokolinskiy, 2024. "Reaching for Duration and Leverage in the Treasury Market," Finance and Economics Discussion Series 2024-039, Board of Governors of the Federal Reserve System (U.S.).
- Coen, Jamie & Coen, Patrick & Hüser, Anne-Caroline, 2024. "Collateral demand in wholesale funding markets," Bank of England working papers 1082, Bank of England.
- Simon Schairer, 2024. "The contradictions of unconventional monetary policy as a post-2008 thwarting mechanism: financial dominance, shadow banking, and inequality," Review of Evolutionary Political Economy, Springer, vol. 5(1), pages 1-29, June.
- Coen, Jamie & Coen, Patrick & Hüser, Anne-Caroline, 2024. "Collateral Demand in Wholesale Funding Markets," TSE Working Papers 130323, Toulouse School of Economics (TSE).
- Alicia Vidler & Toby Walsh, 2024. "Modelling Opaque Bilateral Market Dynamics in Financial Trading: Insights from a Multi-Agent Simulation Study," Papers 2405.02849, arXiv.org.
- Alicia Vidler & Toby Walsh, 2024. "Non cooperative Liquidity Games and their application to bond market trading," Papers 2405.02865, arXiv.org.
- Alicia Vidler & Toby Walsh, 2024. "TraderTalk: An LLM Behavioural ABM applied to Simulating Human Bilateral Trading Interactions," Papers 2410.21280, arXiv.org.
- Barria, Rodrigo & Pinter, Gabor, 2023. "Mispricing in inflation markets," Bank of England working papers 1034, Bank of England.
- Kristy Jansen & Sven Klingler & Angelo Ranaldo & Patty Duijm, 2024.
"Pension Liquidity Risk,"
Swiss Finance Institute Research Paper Series
24-16, Swiss Finance Institute.
- Pinter, Gabor & Walker, Danny, 2023.
"Hedging, market concentration and monetary policy: a joint analysis of gilt and derivatives exposures,"
Bank of England working papers
1032, Bank of England.
Cited by:
- Barria, Rodrigo & Pinter, Gabor, 2023. "Mispricing in inflation markets," Bank of England working papers 1034, Bank of England.
- Pintér, Gábor & Wang, Chaojun & Zou, Junyuan, 2022.
"Size discount and size penalty: trading costs in bond markets,"
Bank of England working papers
970, Bank of England.
- Gabor Pinter & Chaojun Wang & Junyuan Zou, 2024. "Size Discount and Size Penalty: Trading Costs in Bond Markets," The Review of Financial Studies, Society for Financial Studies, vol. 37(7), pages 2156-2190.
- Gábor Pintér & Chaojun Wang & Junyuan Zou, 2021. "Size Discount and Size Penalty Trading Costs in Bond Markets," Discussion Papers 2114, Centre for Macroeconomics (CFM).
Cited by:
- Benjamin Gardner & Yesol Huh, 2024. "Information Friction in OTC Interdealer Markets," Finance and Economics Discussion Series 2024-040, Board of Governors of the Federal Reserve System (U.S.).
- Mark Fedenia & Tavy Ronen & Seunghan Nam, 2024. "Machine learning and trade direction classification: insights from the corporate bond market," Review of Quantitative Finance and Accounting, Springer, vol. 63(1), pages 1-36, July.
- Samuel Manser, 2023. "Factors in Swiss franc corporate bond returns," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 37(3), pages 277-296, September.
- Wang, Chaojun, 2023. "The limits of multi-dealer platforms," Journal of Financial Economics, Elsevier, vol. 149(3), pages 434-450.
- Barria, Rodrigo & Pinter, Gabor, 2023. "Mispricing in inflation markets," Bank of England working papers 1034, Bank of England.
- Ivashchenko, Alexey, 2024. "Corporate bond price reversals," Journal of Financial Markets, Elsevier, vol. 68(C).
- Christian Julliard & Gabor Pinter & Karamfil Todorov & Jean-Charles Wijnandts & Kathy Yuan, 2022.
"What drives repo haircuts? Evidence from the UK market,"
BIS Working Papers
1027, Bank for International Settlements.
- Julliard, Christian & Pinter, Gabor & Todorov, Karamfil & Yuan, Kathy, 2022. "What drives repo haircuts? Evidence from the UK market," Bank of England working papers 985, Bank of England.
Cited by:
- Francesca Barbiero & Glenn Schepens & Jean‐David Sigaux, 2024.
"Liquidation Value and Loan Pricing,"
Journal of Finance, American Finance Association, vol. 79(1), pages 95-128, February.
- Barbiero, Francesca & Schepens, Glenn & Sigaux, Jean-David, 2022. "Liquidation value and loan pricing," Working Paper Series 2645, European Central Bank.
- Sangyup Choi & Inkee Jang & Kee-Youn Kang & Hyunpyung Kim, 2024.
"Haircut, Interest Rate, and Collateral Quality in the Tri-Party Repo Market: Evidence and Theory,"
Working papers
2024rwp-229, Yonsei University, Yonsei Economics Research Institute.
- Sangyup Choi & Inkee Jang & Kee-Youn Kang & Hyunpyung Kim, 2024. "Haircut, Interest Rate, and Collateral Quality in the Tri-Party Repo Market: Evidence and Theory," Working Papers 11, University of Liverpool, Department of Economics.
- Miguel Fernandes & Mario Pascoa, 2024. "Repo, Sponsored Repo and Macro-prudential Regulation," School of Economics Discussion Papers 0224, School of Economics, University of Surrey.
- Hüser, Anne-Caroline & Lepore, Caterina & Veraart, Luitgard, 2021. "How does the repo market behave under stress? Evidence from the Covid-19 crisis," Bank of England working papers 910, Bank of England, revised 18 Jun 2021.
- Gabor, Daniela, 2021. "The Liquidity and Sustainability Facility for African Sovereign Bonds: a good ECA/PIMCO idea whose time has come?," SocArXiv erku6, Center for Open Science.
- Saki Bigio & Liyan Shi, 2021.
"Repurchase Options in the Market for Lemons,"
EIEF Working Papers Series
2104, Einaudi Institute for Economics and Finance (EIEF), revised 2021.
- Saki Bigio & Liyan Shi, 2020. "Repurchase Options in the Market for Lemons," Working Papers 169, Peruvian Economic Association.
- Saki Bigio & Liyan Shi, 2020. "Repurchase Options in the Market for Lemons," NBER Working Papers 27732, National Bureau of Economic Research, Inc.
- Hüser, Anne-Caroline & Lepore, Caterina & Veraart, Luitgard Anna Maria, 2024. "How does the repo market behave under stress? Evidence from the COVID-19 crisis," Journal of Financial Stability, Elsevier, vol. 70(C).
- Carlos Cañón & Jorge Florez-Acosta & Karoll Gómez, 2023. "The effects of two-way lending between financial conglomerates in bilateral repo markets," Borradores de Economia 1246, Banco de la Republica de Colombia.
- Hüser, Anne-Caroline & Lepore, Caterina & Veraart, Luitgard A. M., 2024. "How does the repo market behave under stress? Evidence from the COVID-19 crisis," LSE Research Online Documents on Economics 121347, London School of Economics and Political Science, LSE Library.
- Lou, Dong & Pinter, Gabor & Uslu, Semih, 2022.
"Bond supply, price drifts and liquidity provision before central bank announcements,"
Bank of England working papers
998, Bank of England.
Cited by:
- Barria, Rodrigo & Pinter, Gabor, 2023. "Mispricing in inflation markets," Bank of England working papers 1034, Bank of England.
- Pinter, Gabor & Uslu, Semih, 2022.
"Comparing search and intermediation frictions across markets,"
Bank of England working papers
974, Bank of England.
Cited by:
- Scheicher, Martin, 2023. "Intermediation in US and EU bond and swap markets: stylised facts, trends and impact of the coronavirus (COVID-19) crisis in March 2020," ESRB Occasional Paper Series 24, European Systemic Risk Board.
- Abudy, Menachem (Meni) & Shust, Efrat, 2023. "Does market design contribute to market stability? Indications from a corporate bond exchange during the COVID-19 crisis," Journal of Economics and Business, Elsevier, vol. 123(C).
- Czech, Robert & Pintér, Gábor, 2020.
"Informed trading and the dynamics of client-dealer connections in corporate bond markets,"
Bank of England working papers
895, Bank of England, revised 20 Jan 2022.
- Robert Czech & Gábor Pintér, 2020. "Informed Trading and the Dynamics of Client-Dealer Connections in Corporate Bond Markets," Discussion Papers 2032, Centre for Macroeconomics (CFM).
Cited by:
- Benjamin Gardner & Yesol Huh, 2024. "Information Friction in OTC Interdealer Markets," Finance and Economics Discussion Series 2024-040, Board of Governors of the Federal Reserve System (U.S.).
- Pintér, Gábor & Wang, Chaojun & Zou, Junyuan, 2022.
"Size discount and size penalty: trading costs in bond markets,"
Bank of England working papers
970, Bank of England.
- Gábor Pintér & Chaojun Wang & Junyuan Zou, 2021. "Size Discount and Size Penalty Trading Costs in Bond Markets," Discussion Papers 2114, Centre for Macroeconomics (CFM).
- Gabor Pinter & Chaojun Wang & Junyuan Zou, 2024. "Size Discount and Size Penalty: Trading Costs in Bond Markets," The Review of Financial Studies, Society for Financial Studies, vol. 37(7), pages 2156-2190.
- Kondor, Peter & Pinter, Gabor, 2022.
"Clients’ connections: measuring the role of private information in decentralized markets,"
LSE Research Online Documents on Economics
110861, London School of Economics and Political Science, LSE Library.
- Kondor, Péter & Pinter, Gabor, 2019. "Clients' Connections: Measuring the Role of Private Information in Decentralised Markets," CEPR Discussion Papers 13880, C.E.P.R. Discussion Papers.
- Péter Kondor & Gábor Pintér, 2022. "Clients' Connections: Measuring the Role of Private Information in Decentralized Markets," Journal of Finance, American Finance Association, vol. 77(1), pages 505-544, February.
- Pinter, Gabor & Uslu, Semih, 2023. "Price formation in markets with trading delays," Bank of England working papers 1023, Bank of England.
- Jurkatis, Simon & Schrimpf, Andreas & Todorov, Karamfil & Vause, Nicholas, 2023.
"Relationship discounts in corporate bond trading,"
Bank of England working papers
1049, Bank of England.
- Jurkatis, Simon & Schrimpf, Andreas & Todorov, Karamfil & Vause, Nick, 2024. "Relationship Discounts in Corporate Bond Trading," CEPR Discussion Papers 18784, C.E.P.R. Discussion Papers.
- Simon Jurkatis & Andreas Schrimpf & Karamfil Todorov & Nicholas Vause, 2023. "Relationship discounts incorporate bond trading," BIS Working Papers 1140, Bank for International Settlements.
- Kondor, Péter & Pinter, Gabor, 2019.
"Clients' Connections: Measuring the Role of Private Information in Decentralised Markets,"
CEPR Discussion Papers
13880, C.E.P.R. Discussion Papers.
- Péter Kondor & Gábor Pintér, 2022. "Clients' Connections: Measuring the Role of Private Information in Decentralized Markets," Journal of Finance, American Finance Association, vol. 77(1), pages 505-544, February.
- Kondor, Peter & Pinter, Gabor, 2022. "Clients’ connections: measuring the role of private information in decentralized markets," LSE Research Online Documents on Economics 110861, London School of Economics and Political Science, LSE Library.
Cited by:
- Czech, Robert & Huang, Shiyang & Lou, Dong & Wang, Tianyu, 2021.
"Informed trading in government bond markets,"
LSE Research Online Documents on Economics
118857, London School of Economics and Political Science, LSE Library.
- Czech, Robert & Huang, Shiyang & Lou, Dong & Wang, Tianyu, 2020. "Informed trading in government bond markets," Bank of England working papers 871, Bank of England.
- Czech, Robert & Huang, Shiyang & Lou, Dong & Wang, Tianyu, 2021. "Informed trading in government bond markets," LSE Research Online Documents on Economics 108504, London School of Economics and Political Science, LSE Library.
- Czech, Robert & Huang, Shiyang & Lou, Dong & Wang, Tianyu, 2021. "Informed trading in government bond markets," Journal of Financial Economics, Elsevier, vol. 142(3), pages 1253-1274.
- Jason Allen & Milena Wittwer, 2021.
"Centralizing Over-the-Counter Markets?,"
Staff Working Papers
21-39, Bank of Canada.
- Jason Allen & Milena Wittwer, 2023. "Centralizing Over-the-Counter Markets?," Journal of Political Economy, University of Chicago Press, vol. 131(12), pages 3310-3351.
- Pinter, Gabor & Uslu, Semih, 2022. "Comparing search and intermediation frictions across markets," Bank of England working papers 974, Bank of England.
- Pintér, Gábor & Wang, Chaojun & Zou, Junyuan, 2022.
"Size discount and size penalty: trading costs in bond markets,"
Bank of England working papers
970, Bank of England.
- Gábor Pintér & Chaojun Wang & Junyuan Zou, 2021. "Size Discount and Size Penalty Trading Costs in Bond Markets," Discussion Papers 2114, Centre for Macroeconomics (CFM).
- Gabor Pinter & Chaojun Wang & Junyuan Zou, 2024. "Size Discount and Size Penalty: Trading Costs in Bond Markets," The Review of Financial Studies, Society for Financial Studies, vol. 37(7), pages 2156-2190.
- Kondor, Peter & Pinter, Gabor, 2022.
"Clients’ connections: measuring the role of private information in decentralized markets,"
LSE Research Online Documents on Economics
110861, London School of Economics and Political Science, LSE Library.
- Kondor, Péter & Pinter, Gabor, 2019. "Clients' Connections: Measuring the Role of Private Information in Decentralised Markets," CEPR Discussion Papers 13880, C.E.P.R. Discussion Papers.
- Péter Kondor & Gábor Pintér, 2022. "Clients' Connections: Measuring the Role of Private Information in Decentralized Markets," Journal of Finance, American Finance Association, vol. 77(1), pages 505-544, February.
- Di Gangi, Domenico & Lazarov, Vladimir & Mankodi, Aakash & Silvestri, Laura, 2022. "Links between government bond and futures markets: dealer-client relationships and price discovery in the UK," Bank of England working papers 991, Bank of England.
- Robert Czech & Gábor Pintér, 2020.
"Informed Trading and the Dynamics of Client-Dealer Connections in Corporate Bond Markets,"
Discussion Papers
2032, Centre for Macroeconomics (CFM).
- Czech, Robert & Pintér, Gábor, 2020. "Informed trading and the dynamics of client-dealer connections in corporate bond markets," Bank of England working papers 895, Bank of England, revised 20 Jan 2022.
- Bidder, Rhys & Coen, Jamie & Lepore, Caterina & Silvestri, Laura, 2024. "Whose asset sales matter?," Bank of England working papers 1088, Bank of England.
- Di Maggio, Marco & Franzoni, Francesco & Massa, Massimo & Tubaldi, Roberto, 2024. "Strategic trading as a response to short sellers," Journal of Financial Markets, Elsevier, vol. 69(C).
- Jason Allen & Ali Hortaçsu & Eric Richert & Milena Wittwer, 2024. "Entry and Exit in Treasury Auctions," Staff Working Papers 24-29, Bank of Canada.
- Pintér, Gábor & Wang, Chaojun & Zou, Junyuan, 2022. "Information chasing versus adverse selection," Bank of England working papers 971, Bank of England.
- Chao Ying, 2020. "The Pre-FOMC Announcement Drift and Private Information: Kyle Meets Macro-Finance," 2020 Papers pyi149, Job Market Papers.
- Jurkatis, Simon & Schrimpf, Andreas & Todorov, Karamfil & Vause, Nicholas, 2023.
"Relationship discounts in corporate bond trading,"
Bank of England working papers
1049, Bank of England.
- Jurkatis, Simon & Schrimpf, Andreas & Todorov, Karamfil & Vause, Nick, 2024. "Relationship Discounts in Corporate Bond Trading," CEPR Discussion Papers 18784, C.E.P.R. Discussion Papers.
- Simon Jurkatis & Andreas Schrimpf & Karamfil Todorov & Nicholas Vause, 2023. "Relationship discounts incorporate bond trading," BIS Working Papers 1140, Bank for International Settlements.
- Lou, Dong, 2020. "Informed Trading in Government Bond Markets," CEPR Discussion Papers 15028, C.E.P.R. Discussion Papers.
- Barria, Rodrigo & Pinter, Gabor, 2023. "Mispricing in inflation markets," Bank of England working papers 1034, Bank of England.
- Bahaj, Saleem & Foulis, Angus & Pinter, Gabor & Surico, Paolo, 2019.
"Employment and the collateral channel of monetary policy,"
Bank of England working papers
827, Bank of England.
- Saleem Bahaj & Angus Foulis & Gabor Pinter & Paolo Surico, 2018. "Employment and the Collateral Channel of Monetary Policy," Discussion Papers 1832, Centre for Macroeconomics (CFM).
- Bahaj, Saleem Abubakr & Foulis, Angus & Pinter, Gabor & Surico, Paolo, 2018. "Employment and the collateral channel of monetary policy," LSE Research Online Documents on Economics 100934, London School of Economics and Political Science, LSE Library.
Cited by:
- Martina Jasova & Caterina Mendicino & Ettore Panetti & José-Luis Peydró & Dominik Supera, 2021.
"Monetary policy, labor income redistribution and the credit channel: Evidence from matched employer-employee and credit registers,"
Economics Working Papers
1832, Department of Economics and Business, Universitat Pompeu Fabra, revised Mar 2023.
- Peydró, José-Luis & Jasova, Martina & Mendicino, Caterina & Panetti, Ettore & Supera, Dominik, 2021. "Monetary Policy, Labor Income Redistribution and the Credit Channel: Evidence from Matched Employer-Employee and Credit Registe," CEPR Discussion Papers 16549, C.E.P.R. Discussion Papers.
- Caterina Mendicino & Ettore Panetti & Dominik Supera & Martina Jašová & José-Luis Peydró, 2022. "Monetary Policy, Labor Income Redistribution and the Credit Channel: Evidence from Matched Employer-Employee and Credit Registers," Working Papers 1338, Barcelona School of Economics.
- Gambacorta, Leonardo & Huang, Yiping & Li, Zhenhua & Qiu, Han & Chen, Shu, 2020.
"Data vs collateral,"
CEPR Discussion Papers
15262, C.E.P.R. Discussion Papers.
- Leonardo Gambacorta & Yiping Huang & Zhenhua Li & Han Qiu & Shu Chen, 2020. "Data vs collateral," BIS Working Papers 881, Bank for International Settlements.
- Almut Balleer & Peter Zorn, 2019.
"Monetary Policy, Price Setting, and Credit Constraints,"
CESifo Working Paper Series
7978, CESifo.
- Balleer, Almut & Zorn, Peter, 2019. "Monetary Policy, Price Setting, and Credit Constraints," CEPR Discussion Papers 14163, C.E.P.R. Discussion Papers.
- Andreas Gulyas & Matthias Meier & Mykola Ryzhenkov, 2023.
"Labor Market Effects of Monetary Policy Across Workers and Firms,"
CRC TR 224 Discussion Paper Series
crctr224_2023_407, University of Bonn and University of Mannheim, Germany.
- Gulyas, Andreas & Meier, Matthias & Ryzhenkov, Mykola, 2024. "Labor market effects of monetary policy across workers and firms," European Economic Review, Elsevier, vol. 166(C).
- Melcangi, Davide & Turen, Javier, 2023.
"Subsidizing startups under imperfect information,"
Journal of Monetary Economics, Elsevier, vol. 139(C), pages 93-109.
- Davide Melcangi & Javier Turen, 2021. "Subsidizing Startups under Imperfect Information," Staff Reports 995, Federal Reserve Bank of New York.
- Robert Czech & Gábor Pintér, 2020.
"Informed Trading and the Dynamics of Client-Dealer Connections in Corporate Bond Markets,"
Discussion Papers
2032, Centre for Macroeconomics (CFM).
- Czech, Robert & Pintér, Gábor, 2020. "Informed trading and the dynamics of client-dealer connections in corporate bond markets," Bank of England working papers 895, Bank of England, revised 20 Jan 2022.
- Gavazza, Alessandro & Benetton, Matteo & Surico, Paolo, 2021.
"Mortgage Pricing and Monetary Policy,"
CEPR Discussion Papers
16456, C.E.P.R. Discussion Papers.
- Benetton, Matteo & Gavazza, Alessandro & Surico, Paolo, 2021. "Mortgage pricing and monetary policy," Bank of England working papers 936, Bank of England.
- Bhargava, Apoorv & Gόrnicka, Lucyna & Xie, Peichu, 2023.
"Leakages from macroprudential regulations: the case of household-specific tools and corporate credit,"
Working Paper Series
2784, European Central Bank.
- Lucyna Gornicka & Peichu Xie, 2021. "Leakages from Macroprudential Regulations: The Case of Household-Specific Tools and Corporate Credit," IMF Working Papers 2021/113, International Monetary Fund.
- Sumit Agarwa & Yongheng Deng & Quanlin Gu & Jia He & Wenlan Qian & Yuan Ren, 2022. "Mortgage Debt, Hand-to-Mouth Households, and Monetary Policy Transmission [Policy intervention in debt renegotiation: evidence from the home affordable modification program]," Review of Finance, European Finance Association, vol. 26(3), pages 487-520.
- Gareth Anderson & Ambrogio Cesa-Bianchi, 2020.
"Crossing the Credit Channel: Credit Spreads and Firm Heterogeneity,"
IMF Working Papers
2020/267, International Monetary Fund.
- Anderson, Gareth & Cesa-Bianchi, Ambrogio, 2020. "Crossing the credit channel: credit spreads and firm heterogeneity," Bank of England working papers 854, Bank of England.
- Cesa-Bianchi, Ambrogio & Anderson, Gareth, 2020. "Crossing the Credit Channel: Credit Spreads and Firm Heterogeneity," CEPR Discussion Papers 14426, C.E.P.R. Discussion Papers.
- Gareth Anderson & Ambrogio Cesa-Bianchi, 2020. "Crossing the Credit Channel: Credit Spreads and Firm Heterogeneity," Discussion Papers 2005, Centre for Macroeconomics (CFM).
- Bruno Albuquerque, 2024.
"Corporate debt booms, financial constraints, and the investment nexus,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(5), pages 766-789, August.
- Bruno Albuquerque, 2021. "Corporate debt booms, financial constraints, and the investment nexus," CeBER Working Papers 2021-08, Centre for Business and Economics Research (CeBER), University of Coimbra.
- Albuquerque, Bruno, 2021. "Corporate debt booms, financial constraints and the investment nexus," Bank of England working papers 935, Bank of England.
- Cumming, Fergus, 2022.
"Mortgage cash-flows and employment,"
European Economic Review, Elsevier, vol. 144(C).
- Fergus Cumming, 2019. "Mortgage Cash-flows and Employment," Discussion Papers 1922, Centre for Macroeconomics (CFM).
- Fumitaka Nakamura & Nao Sudo & Yu Sugisaki, 2021. "Monetary Policy Shocks and the Employment of Young, Middle-Aged, and Old Workers," IMES Discussion Paper Series 21-E-06, Institute for Monetary and Economic Studies, Bank of Japan.
- Aarti Singh & Jacek Suda & Anastasia Zervou, 2023.
"Heterogeneous labor market response to monetary policy: small versus large firms,"
NBP Working Papers
355, Narodowy Bank Polski.
- Singh, Aarti & Suda, Jacek & Zervou, Anastasia, 2021. "Heterogeneous labour market response to monetary policy: small versus large firms," Working Papers 2021-07, University of Sydney, School of Economics, revised Nov 2021.
- Marie Finnegan & Supriya Kapoor, 2023. "ECB unconventional monetary policy and SME access to finance," Small Business Economics, Springer, vol. 61(3), pages 1253-1288, October.
- Durante, Elena & Ferrando, Annalisa & Vermeulen, Philip, 2022.
"Monetary policy, investment and firm heterogeneity,"
European Economic Review, Elsevier, vol. 148(C).
- Ferrando, Annalisa & Vermeulen, Philip & Durante, Elena, 2020. "Monetary policy, investment and firm heterogeneity," Working Paper Series 2390, European Central Bank.
- Balleer, Almut & Zorn, Peter, 2020. "The Micro-level Price Response to Monetary Policy," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224557, Verein für Socialpolitik / German Economic Association.
- Nelson, Benjamin & Pinter, Gabor, 2018.
"Macroprudential capital regulation in general equilibrium,"
Bank of England working papers
770, Bank of England.
Cited by:
- Federico Lubello & Ivan Petrella & Emiliano Santoro, 2018. "Chained financial frictions and credit cycles," BCL working papers 116, Central Bank of Luxembourg.
- Philipp Kirchner, 2020. "On shadow banking and fiÂ…nancial frictions in DSGE modeling," MAGKS Papers on Economics 202019, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Shaun de Jager & Riaan Ehlers & Keabetswe Mojapelo & Pieter Pienaar, 2021. "Shortterm impacts and interaction of macroprudential policy tools," Working Papers 11020, South African Reserve Bank.
- Kirchner Philipp, 2020. "On Shadow Banking and Financial Frictions in DSGE Modeling," Review of Economics, De Gruyter, vol. 71(2), pages 101-133, August.
- Philipp Kirchner & Benjamin Schwanebeck, 2020. "Shadow banking and the design of macroprudential policy in a monetary union," MAGKS Papers on Economics 202024, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- cho, hyejin, 2014.
"bank capital regulation model,"
MPRA Paper
54365, University Library of Munich, Germany.
- cho, hyejin, 2014. "bank capital regulation model," MPRA Paper 54409, University Library of Munich, Germany.
- Anderson, Gareth & Bahaj, Saleem & Chavaz, Matthieu & Foulis, Angus & Pinter, Gabor, 2018.
"Lending relationships and the collateral channel,"
Bank of England working papers
768, Bank of England.
- Gareth Anderson & Saleem Bahaj & Matthieu Chavaz & Angus Foulis & Gabor Pinter, 2023. "Lending Relationships and the Collateral Channel," Review of Finance, European Finance Association, vol. 27(3), pages 851-887.
- Gareth Anderson & Saleem Bahaj & Matthieu Chavaz & Angus Foulis & Gabor Pinter, 2018. "Lending Relationships and the Collateral Channel," Discussion Papers 1813, Centre for Macroeconomics (CFM).
- Anderson, Gareth & Bahaj, Saleem & Chavaz, Matthieu & Foulis, Angus & Pinter, Gabor, 2018. "Lending relationships and the collateral channel," LSE Research Online Documents on Economics 90371, London School of Economics and Political Science, LSE Library.
Cited by:
- Saleem Bahaj & Angus Foulis & Gabor Pinter, 2020.
"Home Values and Firm Behavior,"
American Economic Review, American Economic Association, vol. 110(7), pages 2225-2270, July.
- Bahaj, Saleem & Foulis, Angus & Pinter, Gabor, 2017. "Home values and firm behaviour," Bank of England working papers 679, Bank of England.
- Saleem Bahaj & Angus Foulis & Gabor Pinter, 2017. "Home Values and Firm Behaviour," Discussion Papers 1724, Centre for Macroeconomics (CFM).
- Bahaj, Saleem A. & Foulis, Angus & Pinter, Gabor, 2017. "Home values and firm behaviour," LSE Research Online Documents on Economics 86151, London School of Economics and Political Science, LSE Library.
- Bahaj, Saleem & Foulis, Angus & Pinter, Gabor & Surico, Paolo, 2019.
"Employment and the collateral channel of monetary policy,"
Bank of England working papers
827, Bank of England.
- Saleem Bahaj & Angus Foulis & Gabor Pinter & Paolo Surico, 2018. "Employment and the Collateral Channel of Monetary Policy," Discussion Papers 1832, Centre for Macroeconomics (CFM).
- Bahaj, Saleem Abubakr & Foulis, Angus & Pinter, Gabor & Surico, Paolo, 2018. "Employment and the collateral channel of monetary policy," LSE Research Online Documents on Economics 100934, London School of Economics and Political Science, LSE Library.
- Tsuruta, Daisuke, 2023. "Bank loans, trade credit, and liquidity shortages of small businesses during the global financial crisis," International Review of Financial Analysis, Elsevier, vol. 90(C).
- Biswas, Sonny, 2023. "Collateral and bank screening as complements: A spillover effect," Journal of Economic Theory, Elsevier, vol. 212(C).
- Catherine L. Mann, 2024. "UK Business Investment: Economists, Managers, Financiers An Integrated Framework to Analyse the Past and Underpin Prospects," Insight Papers 036, The Productivity Institute.
- Panagiota Papadimitri & Fotios Pasiouras & Menelaos Tasiou, 2021. "Do National Differences in Social Capital and Corporate Ethical Behaviour Perceptions Influence the Use of Collateral? Cross-Country Evidence," Journal of Business Ethics, Springer, vol. 172(4), pages 765-784, September.
- Bahaj, Saleem & Foulis, Angus & Pinter, Gabor, 2017.
"Home values and firm behaviour,"
Bank of England working papers
679, Bank of England.
- Saleem Bahaj & Angus Foulis & Gabor Pinter, 2020. "Home Values and Firm Behavior," American Economic Review, American Economic Association, vol. 110(7), pages 2225-2270, July.
- Gabor Pinter & Angus Foulis & Saleem Bahaj, 2016. "The Residential Collateral Channel," 2016 Meeting Papers 502, Society for Economic Dynamics.
- Saleem Bahaj & Angus Foulis & Gabor Pinter, 2017. "Home Values and Firm Behaviour," Discussion Papers 1724, Centre for Macroeconomics (CFM).
- Saleem Bahaj & Angus Foulis & Gabor Pinter, 2016. "The Residential Collateral Channel," Discussion Papers 1607, Centre for Macroeconomics (CFM), revised Jun 2016.
- Bahaj, Saleem A. & Foulis, Angus & Pinter, Gabor, 2016. "The residential collateral channel," LSE Research Online Documents on Economics 86240, London School of Economics and Political Science, LSE Library.
- Bahaj, Saleem A. & Foulis, Angus & Pinter, Gabor, 2017. "Home values and firm behaviour," LSE Research Online Documents on Economics 86151, London School of Economics and Political Science, LSE Library.
Cited by:
- Ampudia, Miguel & Georgarakos, Dimitris & Slacalek, Jiri & Tristani, Oreste & Vermeulen, Philip & Violante, Giovanni L., 2018. "Monetary policy and household inequality," Working Paper Series 2170, European Central Bank.
- Howard, Greg & Ornaghi, Arianna, 2021.
"Closing Time : The Local Equilibrium Effects of Prohibition,"
The Warwick Economics Research Paper Series (TWERPS)
1347, University of Warwick, Department of Economics.
- Howard, Greg & Ornaghi, Arianna, 2021. "Closing Time: The Local Equilibrium Effects of Prohibition," The Journal of Economic History, Cambridge University Press, vol. 81(3), pages 792-830, September.
- S. Boragan Aruoba & Ronel Elul & Sebnem Kalemli Ozcan, 2022.
"Housing Wealth and Consumption: The Role of Heterogeneous Credit Constraints,"
Working Papers
22-34, Federal Reserve Bank of Philadelphia.
- S. Borağan Aruoba & Ronel Elul & Ṣebnem Kalemli-Özcan, 2022. "Housing Wealth and Consumption: The Role of Heterogeneous Credit Constraints," NBER Working Papers 30591, National Bureau of Economic Research, Inc.
- Joseph, Andreas & Kneer, Christiane & van Horen, Neeltje, 2022.
"All You Need is Cash: Corporate Cash Holdings and Investment after the Financial Crisis,"
CEPR Discussion Papers
14199, C.E.P.R. Discussion Papers.
- Joseph, Andreas & Kneer, Christiane & van Horen, Neeltje & Saleheen, Jumana, 2019. "All you need is cash: corporate cash holdings and investment after the financial crisis," Bank of England working papers 843, Bank of England.
- Bahaj, Saleem & Foulis, Angus & Pinter, Gabor & Surico, Paolo, 2019.
"Employment and the collateral channel of monetary policy,"
Bank of England working papers
827, Bank of England.
- Saleem Bahaj & Angus Foulis & Gabor Pinter & Paolo Surico, 2018. "Employment and the Collateral Channel of Monetary Policy," Discussion Papers 1832, Centre for Macroeconomics (CFM).
- Bahaj, Saleem Abubakr & Foulis, Angus & Pinter, Gabor & Surico, Paolo, 2018. "Employment and the collateral channel of monetary policy," LSE Research Online Documents on Economics 100934, London School of Economics and Political Science, LSE Library.
- Bailey, Andrew & Cesa-Bianchi, Ambrogio & Garofalo, Marco & Harrison, Richard & McLaren, Nick & Sajedi, Rana & Piton, Sophie, 2023. "Structural change, global R* and the missing-investment puzzle," Bank of England working papers 997, Bank of England.
- Gambacorta, Leonardo & Huang, Yiping & Li, Zhenhua & Qiu, Han & Chen, Shu, 2020.
"Data vs collateral,"
CEPR Discussion Papers
15262, C.E.P.R. Discussion Papers.
- Leonardo Gambacorta & Yiping Huang & Zhenhua Li & Han Qiu & Shu Chen, 2020. "Data vs collateral," BIS Working Papers 881, Bank for International Settlements.
- Gareth Anderson & Saleem Bahaj & Matthieu Chavaz & Angus Foulis & Gabor Pinter, 2018.
"Lending Relationships and the Collateral Channel,"
Discussion Papers
1813, Centre for Macroeconomics (CFM).
- Gareth Anderson & Saleem Bahaj & Matthieu Chavaz & Angus Foulis & Gabor Pinter, 2023. "Lending Relationships and the Collateral Channel," Review of Finance, European Finance Association, vol. 27(3), pages 851-887.
- Anderson, Gareth & Bahaj, Saleem & Chavaz, Matthieu & Foulis, Angus & Pinter, Gabor, 2018. "Lending relationships and the collateral channel," Bank of England working papers 768, Bank of England.
- Anderson, Gareth & Bahaj, Saleem & Chavaz, Matthieu & Foulis, Angus & Pinter, Gabor, 2018. "Lending relationships and the collateral channel," LSE Research Online Documents on Economics 90371, London School of Economics and Political Science, LSE Library.
- Hwan Jo & Tatsuro Senga, 2017.
"Aggregate Consequences of Credit Subsidy Policies: Firm Dynamics and Misallocation,"
Working Papers
839, Queen Mary University of London, School of Economics and Finance.
- In Hwan Jo & Tatsuro Senga, 2019. "Aggregate Consequences of Credit Subsidy Policies: Firm Dynamics and Misallocation," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 32, pages 68-93, April.
- In Hwan Jo & Tatsuro Senga, 2018. "Aggregate Consequences of Credit Subsidy Policies: Firm Dynamics and Misallocation," 2018 Meeting Papers 955, Society for Economic Dynamics.
- De Marco, Filippo & Kneer, Christiane & Wieladek, Tomasz, 2021.
"The real effects of capital requirements and monetary policy: Evidence from the United Kingdom,"
Journal of Banking & Finance, Elsevier, vol. 133(C).
- De Marco, Filippo & Wieladek, Tomasz, 2015. "The real effects of capital requirements and monetary policy: evidence from the United Kingdom," Bank of England working papers 573, Bank of England.
- Filippo De Marco & Tomasz Wieladek, 2016. "The Real Effects of Capital Requirements and Monetary Policy: Evidence from the United Kingdom," BAFFI CAREFIN Working Papers 1640, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
- Wieladek, Tomasz & De Marco, Filippo, 2016. "The Real Effects of Capital Requirements and Monetary Policy: Evidence from the United Kingdom," CEPR Discussion Papers 11265, C.E.P.R. Discussion Papers.
- Margaris, Aristotelis, 2024. "Monetary policy and house price heterogeneity: Evidence from the U.K," Economics Letters, Elsevier, vol. 244(C).
- Banerjee, Ryan & Hofmann, Boris & Mehrotra, Aaron N., 2020.
"Corporate investment and the exchange rate: The financial channel,"
BOFIT Discussion Papers
6/2020, Bank of Finland Institute for Emerging Economies (BOFIT).
- Ryan Niladri Banerjee & Boris Hofmann & Aaron Mehrotra, 2020. "Corporate investment and the exchange rate: The financial channel," BIS Working Papers 839, Bank for International Settlements.
- Ryan Banerjee & Boris Hofmann & Aaron Mehrotra, 2022. "Corporate investment and the exchange rate: The financial channel," International Finance, Wiley Blackwell, vol. 25(3), pages 296-312, December.
- Leonardo Gambacorta & Yiping Huang & Zhenhua Li & Han Qiu & Shu Chen, 2023. "Data versus Collateral," Review of Finance, European Finance Association, vol. 27(2), pages 369-398.
- Yu, Feng & Li, Ning & Zhuang, Castiel Chen & Chen, Jingwei, 2024. "Can rising urban house prices actually limit the outward FDI by firms in a home country? A story from China," Journal of International Money and Finance, Elsevier, vol. 147(C).
- Martin, Alberto & Moral-Benito, Enrique & Schmitz, Tom, 2019.
"The financial transmission of housing bubbles: evidence from Spain,"
Working Paper Series
2245, European Central Bank.
- Alberto Martín & Enrique Moral-Benito & Tom Schmitz, 2018. "The financial transmission of housing bubbles: evidence from Spain," Working Papers 1823, Banco de España.
- Alberto Martin & Enrique Moral Benito & Tom Schmitz, 2018. "The financial transmission of housing bubbles: evidence from spain," 2018 Meeting Papers 299, Society for Economic Dynamics.
- Alberto Martín & Enrique Moral-Benito & Tom Schmitz, 2018. "The Financial Transmission of Housing Bubbles: Evidence from Spain," Working Papers 625, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- 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).
- 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.
- Kristian S. Blickle, 2018.
"Local banks, credit supply, and house prices,"
Staff Reports
874, Federal Reserve Bank of New York.
- Blickle, Kristian, 2022. "Local banks, credit supply, and house prices," Journal of Financial Economics, Elsevier, vol. 143(2), pages 876-896.
- Kristian Blickle, 2017. "Local Banks, Credit Supply, and House Prices," Working Papers on Finance 1811, University of St. Gallen, School of Finance.
- Benedikt Vogt & Wolter Hassink & Matteo Millone & Remco Mocking, 2021. "Homeowners have easier and cheaper access to business credit," CPB Discussion Paper 420, CPB Netherlands Bureau for Economic Policy Analysis.
- James Cloyne & Clodomiro Ferreira & Maren Froemel & Paolo Surico, 2021. "Monetary Policy, External Finance and Investment," Working Papers 92, Red Nacional de Investigadores en Economía (RedNIE).
- In Hwan Jo & Tatsuro Senga, 2019.
"Online Appendix to "Aggregate Consequences of Credit Subsidy Policies: Firm Dynamics and Misallocation","
Online Appendices
17-402, Review of Economic Dynamics.
- In Hwan Jo & Tatsuro Senga, 2019. "Aggregate Consequences of Credit Subsidy Policies: Firm Dynamics and Misallocation," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 32, pages 68-93, April.
- James Cloyne & Clodomiro Ferreira & Maren Froemel & Paolo Surico, 2019.
"Monetary policy, corporate finance and investment,"
Working Papers
1911, Banco de España.
- James Cloyne & Clodomiro Ferreira & Maren Froemel & Paolo Surico, 2023. "Monetary Policy, Corporate Finance, and Investment," Journal of the European Economic Association, European Economic Association, vol. 21(6), pages 2586-2634.
- James Cloyne & Clodomiro Ferreira & Maren Froemel & Paolo Surico, 2018. "Monetary Policy, Corporate Finance and Investment," NBER Working Papers 25366, National Bureau of Economic Research, Inc.
- Ma, Chao & Zhang, Shuoxun, 2024. "Can housing booms elevate financing costs of financial institutions?," Journal of Development Economics, Elsevier, vol. 167(C).
- Hassink, Wolter & Millone, Matteo & Mocking, Remco & Vogt, Benedikt, 2021. "Home Ownership and Home Equity Promote Entrepreneurial Activity," IZA Discussion Papers 14170, Institute of Labor Economics (IZA).
- Konstantinos Vasilopoulos & William Tayler, 2021. "Real Estate and Construction Sector Dynamics Over the Business Cycle," Working Papers 326919291, Lancaster University Management School, Economics Department.
- da Fonseca, João Galindo & Pannella, Pierluca, 2023.
"The housing boom and selection into entrepreneurship,"
Labour Economics, Elsevier, vol. 85(C).
- Joao Galindo da Fonseca & Pierluca Pannella, 2019. "The housing boom and selection into entrepreneurship," Cahiers de recherche 2019-03, Universite de Montreal, Departement de sciences economiques.
- Zhang, Lu & Uluc, Arzu & Bezemer, Dirk, 2017. "Did pre-crisis mortgage lending limit post-crisis corporate lending? Evidence from UK bank balance sheets," Bank of England working papers 651, Bank of England.
- Bahaj, Saleem & Foulis, Angus & Pinter, Gabor & Surico, Paolo, 2022. "Employment and the residential collateral channel of monetary policy," Journal of Monetary Economics, Elsevier, vol. 131(C), pages 26-44.
- Carro, Adrian, 2023. "Taming the housing roller coaster: The impact of macroprudential policy on the house price cycle," Journal of Economic Dynamics and Control, Elsevier, vol. 156(C).
- Dogan, Aydan & Hjortsø, Ida, 2024.
"The Role of Finance for Export Dynamics: Evidence from the UK,"
CEPR Discussion Papers
19027, C.E.P.R. Discussion Papers.
- Dogan, Aydan & Hjortsoe, Ida, 2024. "The role of finance for export dynamics: evidence from the UK," Bank of England working papers 1072, Bank of England.
- Cumming, Fergus, 2022.
"Mortgage cash-flows and employment,"
European Economic Review, Elsevier, vol. 144(C).
- Fergus Cumming, 2019. "Mortgage Cash-flows and Employment," Discussion Papers 1922, Centre for Macroeconomics (CFM).
- Jackson, Paul & Madison, Florian, 2022. "Entrepreneurial finance and monetary policy," European Economic Review, Elsevier, vol. 141(C).
- Vladimir Smirnyagin, 2020.
"Compositional Nature of Firm Growth and Aggregate Fluctuations,"
Working Papers
20-09, Center for Economic Studies, U.S. Census Bureau.
- Smirnyagin, Vladimir, 2020. "Compositional nature of firm growth and aggregate fluctuations," Bank of England working papers 846, Bank of England.
- Ryan Niladri Banerjee & Kristian S Blickle, 2016. "Housing collateral and small firm activity in Europe," BIS Working Papers 575, Bank for International Settlements.
- Sebastian Doerr, 2019. "Unintended side effects: stress tests, entrepreneurship, and innovation," BIS Working Papers 823, Bank for International Settlements.
- Banerjee, Ryan & Blickle, Kristian, 2021.
"Financial frictions, real estate collateral and small firm activity in Europe,"
European Economic Review, Elsevier, vol. 138(C).
- Ryan N. Banerjee & Kristian S. Blickle, 2018. "Financial frictions, real estate collateral, and small firm activity in Europe," Staff Reports 868, Federal Reserve Bank of New York.
- Cumming, Fergus, 2018. "Mortgages, cash-flow shocks and local employment," Bank of England working papers 773, Bank of England.
- J. Scott Davis & Kevin X. D. Huang & Ayse Sapci, 2020. "Imperfect substitution in real estate markets and the effect of housing demand on corporate investment," Vanderbilt University Department of Economics Working Papers 20-00002, Vanderbilt University Department of Economics.
- Robin Döttling & Mr. Lev Ratnovski, 2020.
"Monetary Policy and Intangible Investment,"
IMF Working Papers
2020/160, International Monetary Fund.
- Döttling, Robin & Ratnovski, Lev, 2023. "Monetary policy and intangible investment," Journal of Monetary Economics, Elsevier, vol. 134(C), pages 53-72.
- Döttling, Robin & Ratnovski, Lev, 2020. "Monetary policy and intangible investment," Working Paper Series 2444, European Central Bank.
- Maryam Akbari Nasiri, 2020. "How Long Do Housing Cycles Last? A Duration Analysis For Emerging Economies," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 23(2), pages 179-200, July.
- Biswas, Sonny, 2023. "Collateral and bank screening as complements: A spillover effect," Journal of Economic Theory, Elsevier, vol. 212(C).
- Miller, Sam & Wanengkirtyo, Boromeus, 2020. "Liquidity and monetary transmission: a quasi-experimental approach," Bank of England working papers 891, Bank of England.
- Cameron LAPOINT & SAKABE Shogo, 2021. "Place-Based Policies and the Geography of Corporate Investment," Discussion papers 21059, Research Institute of Economy, Trade and Industry (RIETI).
- Jérôme Héricourt & Jean Imbs & Lise Patureau, 2025. "The collateral channel within and between countries," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-04929440, HAL.
- Babina, Tania & Bahaj, Saleem & Buchak, Greg & De Marco, Filippo & Foulis, Angus & Gornall, Will & Mazzola, Francesco & Yu, Tong, 2024. "Customer data access and fintech entry: early evidence from open banking," Bank of England working papers 1059, Bank of England.
- Jagjit S. Chadha & Richard Barwell, 2019. "Renewing our Monetary Vows: Open Letters to the Governor of the Bank of England," National Institute of Economic and Social Research (NIESR) Occasional Papers 58, National Institute of Economic and Social Research.
- Ching-Wai Chiu & Haroon Mumtaz & Gabor Pinter, 2016.
"VAR Models with Non-Gaussian Shocks,"
Discussion Papers
1609, Centre for Macroeconomics (CFM).
- Ching-Wai (Jeremy) Chiu & Haroon Mumtaz & Gabor Pinter, 2016. "VAR Models with Non-Gaussian Shocks," CReMFi Discussion Papers 4, CReMFi, School of Economics and Finance, QMUL.
- Chiu, Ching-Wai (Jeremy) & Mumtaz, Haroon & Pinter, Gabor, 2016. "VAR models with non-Gaussian shocks," LSE Research Online Documents on Economics 86238, London School of Economics and Political Science, LSE Library.
Cited by:
- Gergely Akos Ganics, 2017. "Optimal density forecast combinations," Working Papers 1751, Banco de España.
- Ching-Wai (Jeremy) Chiu & Haroon Mumtaz & Gabor Pinter, 2016. "Bayesian Vector Autoregressions with Non-Gaussian Shocks," CReMFi Discussion Papers 5, CReMFi, School of Economics and Finance, QMUL.
- Maxand, Simone, 2020. "Identification of independent structural shocks in the presence of multiple Gaussian components," Econometrics and Statistics, Elsevier, vol. 16(C), pages 55-68.
- Pinter, Gabor, 2016.
"The macroeconomic shock with the highest price of risk,"
Bank of England working papers
616, Bank of England.
- Gabor Pinter, 2016. "The Macroeconomic Shock with the Highest Price of Risk," Discussion Papers 1623, Centre for Macroeconomics (CFM), revised Apr 2017.
Cited by:
- Saleem Bahaj & Angus Foulis & Gabor Pinter, 2020.
"Home Values and Firm Behavior,"
American Economic Review, American Economic Association, vol. 110(7), pages 2225-2270, July.
- Bahaj, Saleem & Foulis, Angus & Pinter, Gabor, 2017. "Home values and firm behaviour," Bank of England working papers 679, Bank of England.
- Saleem Bahaj & Angus Foulis & Gabor Pinter, 2017. "Home Values and Firm Behaviour," Discussion Papers 1724, Centre for Macroeconomics (CFM).
- Bahaj, Saleem A. & Foulis, Angus & Pinter, Gabor, 2017. "Home values and firm behaviour," LSE Research Online Documents on Economics 86151, London School of Economics and Political Science, LSE Library.
- Gabor Pinter, 2018.
"Macroeconomic Shocks and Risk Premia,"
Discussion Papers
1812, Centre for Macroeconomics (CFM).
- Pinter, Gabor, 2018. "Macroeconomic shocks and risk premia," LSE Research Online Documents on Economics 90370, London School of Economics and Political Science, LSE Library.
- Haroon Mumtaz & Gabor Pinter & Konstantinos Theodoridis, 2015.
"What do VARs Tell Us about the Impact of a Credit Supply Shock?,"
Working Papers
739, Queen Mary University of London, School of Economics and Finance.
- Haroon Mumtaz & Gabor Pinter & Konstantinos Theodoridis, 2018. "What Do Vars Tell Us About The Impact Of A Credit Supply Shock?," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 59(2), pages 625-646, May.
Cited by:
- Angela Abbate & Sandra Eickmeier & Esteban Prieto, 2020.
"Financial shocks and inflation dynamics,"
Working Papers
2020-13, Swiss National Bank.
- Angela Abbate & Sandra Eickmeier & Esteban Prieto, 2016. "Financial shocks and inflation dynamics," CAMA Working Papers 2016-53, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Abbate, Angela & Eickmeier, Sandra & Prieto, Esteban, 2016. "Financial shocks and inflation dynamics," Discussion Papers 41/2016, Deutsche Bundesbank.
- Borsuk, Marcin & Przeworska, Joanna & Saunders, Anthony & Serwa, Dobromił, 2024. "The macroeconomic costs of the bank tax," Journal of Financial Stability, Elsevier, vol. 72(C).
- Kurt Graden Lunsford, 2015. "Identifying Structural VARs with a Proxy Variable and a Test for a Weak Proxy," Working Papers (Old Series) 1528, Federal Reserve Bank of Cleveland.
- Bratsiotis, George J. & Theodoridis, Konstantinos, 2021.
"Precautionary Liquidity Shocks, Excess Reserves and Business Cycles,"
EconStor Preprints
243121, ZBW - Leibniz Information Centre for Economics.
- George J. Bratsiotis & Konstantinos Theodoridis, 2020. "Precautionary Liquidity Shocks, Excess Reserves and Business Cycles," Economics Discussion Paper Series 2014, Economics, The University of Manchester.
- Bratsiotis, George J. & Theodoridis, Konstantinos, 2022. "Precautionary liquidity shocks, excess reserves and business cycles," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 77(C).
- Bratsiotis, George & Theodoridis, Konstantinos, 2020. "Precautionary Liquidity Shocks, Excess Reserves and Business Cycles," Cardiff Economics Working Papers E2020/15, Cardiff University, Cardiff Business School, Economics Section.
- Andrea Carriero & Alessio Volpicella, 2022. "Generalizing the Max Share Identification to multiple shocks identification: an Application to Uncertainty," School of Economics Discussion Papers 0322, School of Economics, University of Surrey.
- Erkmen G. Aslim & Shin‐Yi Chou & Kuhelika De, 2024. "Business cycles and healthcare employment," Health Economics, John Wiley & Sons, Ltd., vol. 33(9), pages 2123-2161, September.
- Daniel Kaufmann, 2017.
"Is Deflation Costly After All? The Perils of Erroneous Historical Classifications,"
IRENE Working Papers
17-09, IRENE Institute of Economic Research.
- Daniel Kaufmann, 2020. "Is deflation costly after all? The perils of erroneous historical classifications," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(5), pages 614-628, August.
- Maurin, Laurent & Andersson, Malin & Rusinova, Desislava, 2021. "Market finance as a spare tyre? Corporate investment and access to bank credit in Europe," EIB Working Papers 2021/09, European Investment Bank (EIB).
- Kwon, Dohyoung, 2020. "Risk Shocks and Credit Spreads," Journal of Macroeconomics, Elsevier, vol. 64(C).
- Andersson, Malin & Maurin, Laurent & Rusinova, Desislava, 2021. "Market finance as a spare tyre? Corporate investment and access to bank credit in Europe," Working Paper Series 2606, European Central Bank.
- Bartoletto, Silvana & Chiarini, Bruno & Marzano, Elisabetta & Piselli, Paolo, 2019. "Business cycles, credit cycles, and asymmetric effects of credit fluctuations: Evidence from Italy for the period of 1861–2013," Journal of Macroeconomics, Elsevier, vol. 61(C), pages 1-1.
- Olli Palm'en, 2020. "Inflation Dynamics of Financial Shocks," Papers 2006.03301, arXiv.org.
- Helmut Herwartz & Christian Ochsner & Hannes Rohloff, 2021. "Global Credit Shocks and Real Economies," MAGKS Papers on Economics 202116, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Laurent Maurin, 2019. "Weakness of investment in Portugal: what role do credit supply and fiscal consolidation shocks play?," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 18(1), pages 19-45, February.
- Kanngiesser Derrick & Martin Reiner & Maurin Laurent & Moccero Diego, 2020. "The macroeconomic impact of shocks to bank capital buffers in the Euro Area," The B.E. Journal of Macroeconomics, De Gruyter, vol. 20(1), pages 1-17, January.
- Dobromił Serwa & Piotr Wdowiński, 2017. "Modeling Macro-Financial Linkages: Combined Impulse Response Functions in SVAR Models," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 9(4), pages 323-357, December.
- Bańbura, Marta & Albani, Maria & Ambrocio, Gene & Bursian, Dirk & Buss, Ginters & de Winter, Jasper & Gavura, Miroslav & Giordano, Claire & Júlio, Paulo & Le Roux, Julien & Lozej, Matija & Malthe-Thag, 2018. "Business investment in EU countries," Occasional Paper Series 215, European Central Bank.
- Berrak Bahadir & Kuhelika De & William D. Lastrapes, 2020.
"Household Debt, Consumption and Inequality,"
Working Papers
2011, Florida International University, Department of Economics.
- Bahadir, Berrak & De, Kuhelika & Lastrapes, William D., 2020. "Household debt, consumption and inequality," Journal of International Money and Finance, Elsevier, vol. 109(C).
- Alessandro Girardi & Marco Ventura, 2021. "Measuring credit crunch in Italy: evidence from a survey-based indicator," Annals of Operations Research, Springer, vol. 299(1), pages 567-592, April.
- Gian Paulo Soave, 2023. "A panel threshold VAR with stochastic volatility-in-mean model: an application to the effects of financial and uncertainty shocks in emerging economies," Applied Economics, Taylor & Francis Journals, vol. 55(4), pages 397-431, January.
- Kanngiesser, Derrick & Martin, Reiner & Maurin, Laurent & Moccero, Diego, 2017. "Estimating the impact of shocks to bank capital in the euro area," Working Paper Series 2077, European Central Bank.
- Jelena Zivanovic, 2019. "What Does Structural Analysis of the External Finance Premium Say About Financial Frictions?," Staff Working Papers 19-38, Bank of Canada.
- Feng Min & Fenghua Wen & Jiayu Xu & Nan Wu, 2023. "Credit supply, house prices, and financial stability," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(2), pages 2088-2108, April.
- Eul Noh, 2024. "Revisiting the effects of conventional and unconventional monetary policies," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(5), pages 943-951, August.
- Altavilla, Carlo & Darracq Pariès, Matthieu & Nicoletti, Giulio, 2015.
"Loan supply, credit markets and the euro area financial crisis,"
Working Paper Series
1861, European Central Bank.
- Altavilla, Carlo & Pariès, Matthieu Darracq & Nicoletti, Giulio, 2019. "Loan supply, credit markets and the euro area financial crisis," Journal of Banking & Finance, Elsevier, vol. 109(C).
- David Finck & Paul Rudel, 2023. "Do credit supply shocks have asymmetric effects?," Empirical Economics, Springer, vol. 64(4), pages 1559-1597, April.
- Herwartz, Helmut & Rohloff, Hannes & Wang, Shu, 2020. "Proxy SVAR identification of monetary policy shocks: MonteCarlo evidence and insights for the US," University of Göttingen Working Papers in Economics 404, University of Goettingen, Department of Economics.
- Carsen Jentsch & Kurt Graden Lunsford, 2016.
"Proxy SVARs: Asymptotic Theory, Bootstrap Inference, and the Effects of Income Tax Changes in the United States,"
Working Papers (Old Series)
1619, Federal Reserve Bank of Cleveland.
- Jentsch, Carsten & Lunsford, Kurt G., 2016. "Proxy SVARs : asymptotic theory, bootstrap inference, and the effects of income tax changes in the United States," Working Papers 16-10, University of Mannheim, Department of Economics.
- Elijah Broadbent & Huberto M. Ennis & Tyler Pike & Horacio Sapriza, 2024. "Bank Lending Standards and the U.S. Economy," Working Paper 24-07, Federal Reserve Bank of Richmond.
- Garreth Rule, 2015. "Understanding the central bank balance sheet," Handbooks, Centre for Central Banking Studies, Bank of England, number 32, April.
- Barauskaitė, Kristina & Nguyen, Anh D.M. & Rousová, Linda & Cappiello, Lorenzo, 2022. "The impact of credit supply shocks in the euro area: market-based financing versus loans," Working Paper Series 2673, European Central Bank.
- Herwartz, Helmut & Rohloff, Hannes & Wang, Shu, 2022. "Proxy SVAR identification of monetary policy shocks - Monte Carlo evidence and insights for the US," Journal of Economic Dynamics and Control, Elsevier, vol. 139(C).
- Breitenlechner, Max & Scharler, Johann, 2017.
"Decomposing the U.S. Great Depression: How important were Loan Supply Shocks?,"
VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking
168208, Verein für Socialpolitik / German Economic Association.
- Breitenlechner, Max & Mathy, Gabriel P. & Scharler, Johann, 2021. "Decomposing the U.S. Great Depression: How important were loan supply shocks?," Explorations in Economic History, Elsevier, vol. 79(C).
- von Schweinitz, Gregor, 2023. "The importance of credit demand for business cycle dynamics," IWH Discussion Papers 21/2023, Halle Institute for Economic Research (IWH).
- Helmut Herwartz & Simone Maxand & Hannes Rohloff, 2022. "The Link between Monetary Policy, Stock Prices, and House Prices—Evidence from a Statistical Identification Approach," International Journal of Central Banking, International Journal of Central Banking, vol. 18(5), pages 1-53, December.
- Guevara, Carlos & Rodríguez, Gabriel, 2020. "The role of credit supply shocks in pacific alliance countries: A TVP-VAR-SV approach," The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
- Nelson, Benjamin & Pinter, Gabor & Theodoridis, Konstantinos, 2015.
"Do contractionary monetary policy shocks expand shadow banking?,"
Bank of England working papers
521, Bank of England.
- Benjamin Nelson & Gabor Pinter & Konstantinos Theodoridis, 2018. "Do contractionary monetary policy shocks expand shadow banking?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(2), pages 198-211, March.
Cited by:
- Garik A. Petrosyan & Narek N. Karapetyan & Andranik A. Margaryan & Aleksei N. Sokolov & Irina I. Yakovleva & Anton I. Votinov, 2024. "Bayesian Approach to Forecasting Aggregate Taxes of the Republic of Armenia," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 3, pages 51-67, June.
- Emil Adamek & Jan Janku, 2022. "What Drives Small Business Crowdfunding? Impact of Macroeconomic and Financial Factors," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 72(2), pages 172-196, June.
- Roland Meeks & Benjamin Nelson & Piergiorgio Alessandri, 2013.
"Shadow banks and macroeconomic instability,"
CAMA Working Papers
2013-78, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Roland Meeks & Benjamin Nelson & Piergiorgio Alessandri, 2013. "Shadow banks and macroeconomic instability," Temi di discussione (Economic working papers) 939, Bank of Italy, Economic Research and International Relations Area.
- Meeks, Roland & Nelson, Benjamin & Alessandri, Piergiorgio, 2014. "Shadow banks and macroeconomic instability," Bank of England working papers 487, Bank of England.
- Roland Meeks & Benjamin Nelson & Piergiorgio Alessandri, 2017. "Shadow Banks and Macroeconomic Instability," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(7), pages 1483-1516, October.
- Aldasoro, Inaki & Doerr, Sebastian & Zhou, Haonan, 2024.
"Non-bank lending during crises,"
CEPR Discussion Papers
18989, C.E.P.R. Discussion Papers.
- Iñaki Aldasoro & Sebastian Doerr & Haonan Zhou, 2023. "Non-bank lending during crises," BIS Working Papers 1074, Bank for International Settlements.
- Dimitrios Psychoyios & Olympia Missiou & Theologos Dergiades, 2019.
"Energy based estimation of the Shadow Economy: The role of Governance Quality,"
Discussion Paper Series
2019_07, Department of Economics, University of Macedonia, revised Nov 2019.
- Psychoyios, Dimitrios & Missiou, Olympia & Dergiades, Theologos, 2021. "Energy based estimation of the shadow economy: The role of governance quality," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 797-808.
- Patrick Fève & Alban Moura & Olivier Pierrard, 2019.
"Shadow banking and the Great Recession: Evidence from an estimated DSGE model,"
BCL working papers
125, Central Bank of Luxembourg.
- Patrick Feve, 2019. "Shadow Banking and the Great Recession," 2019 Meeting Papers 199, Society for Economic Dynamics.
- Fève, Patrick & Moura, Alban & Pierrard, Olivier, 2022. "The fall in shadow banking and the slow U.S. recovery," Journal of Economic Dynamics and Control, Elsevier, vol. 139(C).
- Patrick Fève & Alban Moura & Olivier Pierrard, 2019. "Shadow Banking and the great recession : evidence from an estimated DSGE model," Working Papers hal-04058856, HAL.
- Fève, Patrick & Moura, Alban & Pierrard, Olivier, 2019. "Shadow Banking and the Great Recession: Evidence from an Estimated DSGE Model," TSE Working Papers 19-996, Toulouse School of Economics (TSE).
- Jakab, Zoltan & Kumhof, Michael, 2018. "Banks are not intermediaries of loanable funds — facts, theory and evidence," Bank of England working papers 761, Bank of England, revised 17 Jan 2020.
- Martin Feldkircher & Florian Huber, 2016.
"Unconventional US Monetary Policy: New Tools, Same Channels?,"
Department of Economics Working Papers
wuwp222, Vienna University of Economics and Business, Department of Economics.
- Martin Feldkircher & Florian Huber, 2018. "Unconventional U.S. Monetary Policy: New Tools, Same Channels?," JRFM, MDPI, vol. 11(4), pages 1-31, October.
- Martin Feldkircher & Florian Huber, 2016. "Unconventional US Monetary Policy: New Tools Same Channels?," Working Papers 208, Oesterreichische Nationalbank (Austrian Central Bank).
- Huber, Florian & Feldkircher, Martin, 2016. "Unconventional US Monetary Policy: New Tools, Same Channels?," Department of Economics Working Paper Series 222, WU Vienna University of Economics and Business.
- Tuzcuoglu, Kerem, 2024. "Nonlinear transmission of international financial stress," Economic Modelling, Elsevier, vol. 139(C).
- Gebauer, Stefan & Mazelis, Falk, 2020.
"Macroprudential regulation and leakage to the shadow banking sector,"
Working Paper Series
2406, European Central Bank.
- Stefan Gebauer & Falk Mazelis, 2019. "Macroprudential Regulation and Leakage to the Shadow Banking Sector," Discussion Papers of DIW Berlin 1814, DIW Berlin, German Institute for Economic Research.
- Gebauer, Stefan & Mazelis, Falk, 2023. "Macroprudential regulation and leakage to the shadow banking sector," European Economic Review, Elsevier, vol. 154(C).
- Beck, Günter Wilfried & Kotz, Hans-Helmut & Zabelina, Natalia, 2016. "Lost in translation? ECB's monetary impulses and financial intermediaries' responses," SAFE White Paper Series 36, Leibniz Institute for Financial Research SAFE.
- Istiak, Khandokar & Serletis, Apostolos, 2020. "Risk, uncertainty, and leverage," Economic Modelling, Elsevier, vol. 91(C), pages 257-273.
- François-Éric Racicot & Raymond Théoret, 2022. "Tracking market and non-traditional sources of risks in procyclical and countercyclical hedge fund strategies under extreme scenarios: a nonlinear VAR approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-56, December.
- Kairong Xiao, 2018. "Monetary Transmission through Shadow Banks," 2018 Meeting Papers 616, Society for Economic Dynamics.
- Tang, Ying & Li, Zhiyong & Chen, Jing & Deng, Chao, 2021. "Liquidity creation cyclicality, capital regulation and interbank credit: Evidence from Chinese commercial banks," Pacific-Basin Finance Journal, Elsevier, vol. 67(C).
- Haroon Mumtaz & Konstantinos Theodoridis, 2017.
"Fiscal Policy Shocks and Stock Prices in the United States,"
Working Papers
817, Queen Mary University of London, School of Economics and Finance.
- Haroon Mumtaz & Konstantinos Theodoridis, 2021. "Fiscal policy shocks and stock prices in the United States," Working Papers 48, European Stability Mechanism.
- Mumtaz, Haroon & Theodoridis, Konstantinos, 2020. "Fiscal policy shocks and stock prices in the United States," European Economic Review, Elsevier, vol. 129(C).
- Haroon Mumtaz & Konstantinos Theodoridis, 2017. "Fiscal policy shocks and stock prices in the United States," Working Papers 178117307, Lancaster University Management School, Economics Department.
- Mumtaz, Haroon & Theodoridis, Konstantinos, 2018. "Fiscal Policy Shocks and Stock Prices in the United State," Cardiff Economics Working Papers E2018/20, Cardiff University, Cardiff Business School, Economics Section.
- Cafiso, Gianluca & Rivolta, Giulia, 2024. "Conventional monetary interventions through the credit channel and the rise of non-bank institutions," Economic Systems, Elsevier, vol. 48(1).
- Yang, Liu & van Wijnbergen, S. & Qi, Xiaotong & Yi, Yuhuan, 2019. "Chinese shadow banking, financial regulation and effectiveness of monetary policy," Pacific-Basin Finance Journal, Elsevier, vol. 57(C).
- Apostolos Serletis, "undated".
"Monetary Policy and Leverage Shocks,"
Working Papers
2016-45, Department of Economics, University of Calgary, revised 23 Nov 2016.
- Khandokar Istiak & Apostolos Serletis, 2017. "Monetary policy and leverage shocks," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 22(2), pages 115-128, April.
- Elliott, David & Meisenzahl, Ralf R. & Peydró, José-Luis, 2024.
"Nonbank lenders as global shock absorbers: Evidence from US monetary policy spillovers,"
Journal of International Economics, Elsevier, vol. 149(C).
- David Elliott & Ralf R. Meisenzahl & José-Luis Peydró, 2023. "Nonbank Lenders as Global Shock Absorbers: Evidence from US Monetary Policy Spillovers," NBER Chapters, in: NBER International Seminar on Macroeconomics 2023, National Bureau of Economic Research, Inc.
- David Elliott & Ralf R. Meisenzahl & José-Luis Peydró, 2023. "Nonbank Lenders as Global Shock Absorbers: Evidence from US Monetary Policy Spillovers," Working Paper Series WP 2023-29, Federal Reserve Bank of Chicago.
- Elliott, David & Meisenzah, Ralf R & Peydró, José-Luis, 2023. "Nonbank lenders as global shock absorbers: evidence from US monetary policy spillovers," Bank of England working papers 1012, Bank of England.
- Valentin Jouvanceau, 2019.
"Quantitative Easing and Excess Reserves,"
Working Papers
halshs-02053237, HAL.
- Valentin Jouvanceau, 2019. "Quantitative Easing and Excess Reserves," Working Papers 1910, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
- sheunesu zhou, 2020. "Shadow Banking, Bank Liquidity and Monetary Policy Shocks in Emerging Countries: A Panel VAR Approach," Journal of Economics and Behavioral Studies, AMH International, vol. 11(6), pages 46-59.
- Dominic Cucic & Denis Gorea, 2024. "Non-bank lending and the transmission of monetary policy," BIS Working Papers 1211, Bank for International Settlements.
- Arora, Dhulika & Kashiramka, Smita, 2023. "What drives the growth of shadow banks? Evidence from emerging markets," Emerging Markets Review, Elsevier, vol. 54(C).
- Michael Kumhof & Xuan Wang, 2020.
"Banks, Money, and the Zero Lower Bound on Deposit Rates,"
Tinbergen Institute Discussion Papers
20-050/VI, Tinbergen Institute.
- Kumhof, Michael & Wang, Xuan, 2018. "Banks, money and the zero lower bound on deposit rates," Bank of England working papers 752, Bank of England, revised 19 Nov 2020.
- Kumhof, Michael & Wang, Xuan, 2021. "Banks, money, and the zero lower bound on deposit rates," Journal of Economic Dynamics and Control, Elsevier, vol. 132(C).
- Gebauer, Stefan & Mazelis, Falk, 2018. "The Role of Shadow Banking for Financial Regulation," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181581, Verein für Socialpolitik / German Economic Association.
- Mazelisy, Falk, 2015. "The role of shadow banking in the monetary transmission mechanism and the business cycle," SFB 649 Discussion Papers 2015-040, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Bora Durdu & Molin Zhong, 2019.
"Understanding Bank and Nonbank Credit Cycles: A Structural Exploration,"
Finance and Economics Discussion Series
2019-031, Board of Governors of the Federal Reserve System (U.S.).
- C Bora Durdu & Molin Zhong, 2021. "Understanding bank and non-bank credit cycles: a structural exploration," BIS Working Papers 919, Bank for International Settlements.
- C. Bora Durdu & Molin Zhong, 2023. "Understanding Bank and Nonbank Credit Cycles: A Structural Exploration," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(1), pages 103-142, February.
- Hodula, Martin & Melecky, Ales & Machacek, Martin, 2020. "Off the radar: Factors behind the growth of shadow banking in Europe," Economic Systems, Elsevier, vol. 44(3).
- Calmès, Christian & Théoret, Raymond, 2020. "Bank fee-based shocks and the U.S. business cycle," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
- Canh P. Nguyen & Christophe Schinckus & Dinh Su Thanh, 2020. "Economic Fluctuations And The Shadow Economy: A Global Study," Global Economy Journal (GEJ), World Scientific Publishing Co. Pte. Ltd., vol. 20(03), pages 1-24, September.
- Beck, Günter Wilfried & Kotz, Hans-Helmut, 2016. "Euro area shadow banking activities in a low-interest-rate environment: A flow-of-funds perspective," SAFE White Paper Series 37, Leibniz Institute for Financial Research SAFE.
- Boris Hofmann & Gert Peersman, 2017.
"Monetary Policy Transmission And Trade-Offs In The United States: Old And New,"
Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium
17/940, Ghent University, Faculty of Economics and Business Administration.
- Boris Hofmann & Gert Peersman, 2017. "Monetary policy transmission and trade-offs in the United States: Old and new," BIS Working Papers 649, Bank for International Settlements.
- Boris Hofmann & Gert Peersman, 2024. "Monetary policy transmission and trade‐offs in the United States: Old and new," International Finance, Wiley Blackwell, vol. 27(3), pages 253-278, December.
- Boris Hofmann & Gert Peersman, 2017. "Monetary Policy Transmission and Trade-offs in the United States: Old and New," CESifo Working Paper Series 6745, CESifo.
- Cozzi, Gabriele & Darracq Pariès, Matthieu & Karadi, Peter & Körner, Jenny & Kok, Christoffer & Mazelis, Falk & Nikolov, Kalin & Rancoita, Elena & Van der Ghote, Alejandro & Weber, Julien, 2020. "Macroprudential policy measures: macroeconomic impact and interaction with monetary policy," Working Paper Series 2376, European Central Bank.
- Evans, Jocelyn D. & Robertson, Mari L., 2018. "The effects of the Fed’s monetary tightening campaign on nonbank mortgage lending," Economics Letters, Elsevier, vol. 171(C), pages 164-168.
- Martin Hodula, 2018. "Off the Radar: Exploring the Rise of Shadow Banking in the EU," Working Papers 2018/16, Czech National Bank.
- Philipp Kirchner, 2020. "On shadow banking and fiÂ…nancial frictions in DSGE modeling," MAGKS Papers on Economics 202019, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Torres, Nicolás & Villarraga, Juan-Pablo & Sánchez, Wendy & Upegui, Sebastián, 2023. "Política monetaria contractiva en el control de la inflación: caso de estudio de las principales ciudades de Colombia [Contractionary monetary policy in inflation control: A case study of Colombia'," MPRA Paper 121192, University Library of Munich, Germany, revised 2023.
- Si, Deng-Kui & Li, Xiao-Lin, 2022. "Shadow banking business and firm risk-taking: Evidence from China," Research in International Business and Finance, Elsevier, vol. 62(C).
- Garreth Rule, 2015. "Understanding the central bank balance sheet," Handbooks, Centre for Central Banking Studies, Bank of England, number 32, April.
- Giuzio, Margherita & Kaufmann, Christoph & Ryan, Ellen & Cappiello, Lorenzo, 2021. "Investment funds, risk-taking, and monetary policy in the euro area," Working Paper Series 2605, European Central Bank.
- Zhang, Qiuyue & Que, Jiangjing & Qin, Xiuting, 2023. "Regional financial technology and shadow banking activities of non-financial firms: Evidence from China," Journal of Asian Economics, Elsevier, vol. 86(C).
- Kaufmann, Christoph & Leyva, Jaime & Storz, Manuela, 2024. "Insurance corporations’ balance sheets, financial stability and monetary policy," Working Paper Series 2892, European Central Bank.
- Alexander Herman & Ms. Deniz O Igan & Mr. Juan Sole, 2015. "The Macroeconomic Relevance of Credit Flows: An Exploration of U.S. Data," IMF Working Papers 2015/143, International Monetary Fund.
- Istiak, Khandokar, 2019. "The nature of shadow bank leverage shocks on the macroeconomy," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
- Hongjie Pan & Hong Fan, 2024. "Systemic Risk Arising from Shadow Banking and Sustainable Development: A Study of Wealth Management Products in China," Sustainability, MDPI, vol. 16(10), pages 1-26, May.
- Kirchner Philipp, 2020. "On Shadow Banking and Financial Frictions in DSGE Modeling," Review of Economics, De Gruyter, vol. 71(2), pages 101-133, August.
- Holm-Hadulla, Fédéric & Mazelis, Falk & Rast, Sebastian, 2023. "Bank and non-bank balance sheet responses to monetary policy shocks," Economics Letters, Elsevier, vol. 222(C).
- Miescu, Mirela & Mumtaz, Haroon & Theodoridis, Konstantinos, 2024. "Non-linear Dynamics of Oil Supply News Shocks," Cardiff Economics Working Papers E2024/18, Cardiff University, Cardiff Business School, Economics Section.
- Martin Hodula & Martin Macháček & Aleš Melecký, 2020. "Placing the Czech Shadow Banking Sector under the Light," Prague Economic Papers, Prague University of Economics and Business, vol. 2020(1), pages 3-28.
- Pinter, Gabor, 2015.
"House prices and job losses,"
Bank of England working papers
569, Bank of England.
- Gábor Pintér, 2019. "House Prices and Job Losses," The Economic Journal, Royal Economic Society, vol. 129(618), pages 991-1013.
- Gabor Pinter, 2015. "House Prices and Job Losses," Discussion Papers 1507, Centre for Macroeconomics (CFM).
- Pinter, Gabor, 2015. "House prices and job losses," LSE Research Online Documents on Economics 86318, London School of Economics and Political Science, LSE Library.
Cited by:
- Saleem Bahaj & Angus Foulis & Gabor Pinter, 2020.
"Home Values and Firm Behavior,"
American Economic Review, American Economic Association, vol. 110(7), pages 2225-2270, July.
- Bahaj, Saleem & Foulis, Angus & Pinter, Gabor, 2017. "Home values and firm behaviour," Bank of England working papers 679, Bank of England.
- Saleem Bahaj & Angus Foulis & Gabor Pinter, 2017. "Home Values and Firm Behaviour," Discussion Papers 1724, Centre for Macroeconomics (CFM).
- Bahaj, Saleem A. & Foulis, Angus & Pinter, Gabor, 2017. "Home values and firm behaviour," LSE Research Online Documents on Economics 86151, London School of Economics and Political Science, LSE Library.
- Ma, Li & Sang, Di, 2024. "Would carbon tax policy promote real estate prices?," International Review of Financial Analysis, Elsevier, vol. 96(PA).
- Teodora Cristina Barbu & Mariana Vu?a & Adina Ionela Strachinaru & Sorin Iulian Cioaca, 2017. "An Assessment of the Immigration Impact on the International Housing Price," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 19(46), pages 682-682, August.
- Kristian S. Blickle, 2018.
"Local banks, credit supply, and house prices,"
Staff Reports
874, Federal Reserve Bank of New York.
- Blickle, Kristian, 2022. "Local banks, credit supply, and house prices," Journal of Financial Economics, Elsevier, vol. 143(2), pages 876-896.
- Kristian Blickle, 2017. "Local Banks, Credit Supply, and House Prices," Working Papers on Finance 1811, University of St. Gallen, School of Finance.
- Philip Arestis & Ana Rosa Gonzales-Martinez, 2017.
"Economic precariousness: A new channel in the housing market cycle,"
FMM Working Paper
12-2017, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
- Philip Arestis & Ana Rosa Gonzalez‐Martinez, 2019. "Economic precariousness: A new channel in the housing market cycle," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 24(2), pages 1030-1043, April.
- Bahaj, Saleem A. & Foulis, Angus & Pinter, Gabor, 2016.
"The residential collateral channel,"
LSE Research Online Documents on Economics
86240, London School of Economics and Political Science, LSE Library.
- Gabor Pinter & Angus Foulis & Saleem Bahaj, 2016. "The Residential Collateral Channel," 2016 Meeting Papers 502, Society for Economic Dynamics.
- Bahaj, Saleem & Foulis, Angus & Pinter, Gabor, 2017. "Home values and firm behaviour," Bank of England working papers 679, Bank of England.
- Saleem Bahaj & Angus Foulis & Gabor Pinter, 2017. "Home Values and Firm Behaviour," Discussion Papers 1724, Centre for Macroeconomics (CFM).
- Saleem Bahaj & Angus Foulis & Gabor Pinter, 2016. "The Residential Collateral Channel," Discussion Papers 1607, Centre for Macroeconomics (CFM), revised Jun 2016.
- Bahaj, Saleem A. & Foulis, Angus & Pinter, Gabor, 2017. "Home values and firm behaviour," LSE Research Online Documents on Economics 86151, London School of Economics and Political Science, LSE Library.
- Ryan Niladri Banerjee & Kristian S Blickle, 2016. "Housing collateral and small firm activity in Europe," BIS Working Papers 575, Bank for International Settlements.
- Garreth Rule, 2015. "Understanding the central bank balance sheet," Handbooks, Centre for Central Banking Studies, Bank of England, number 32, April.
- Javier Ferri & Francisca Herranz-Baez, 2023. "Building on fiscal policy: government consumption and the residential sector. When helping hurts," Working Papers 2023-01, FEDEA.
- Bunn, Philip & Chadha, Jagjit & Lazarowicz, Thomas & Millard, Stephen & Rockall, Emma, 2021. "Household debt and labour supply," Bank of England working papers 941, Bank of England.
- Chiu, Ching-Wai (Jeremy) & Mumtaz, Haroon & Pinter, Gabor, 2015.
"Forecasting with VAR models: fat tails and stochastic volatility,"
Bank of England working papers
528, Bank of England.
- Chiu, Ching-Wai (Jeremy) & Mumtaz, Haroon & Pintér, Gábor, 2017. "Forecasting with VAR models: Fat tails and stochastic volatility," International Journal of Forecasting, Elsevier, vol. 33(4), pages 1124-1143.
- Ching-Wai (Jeremy) Chiu & Haroon Mumtaz & Gabor Pinter, 2015. "Forecasting with VAR Models: Fat Tails and Stochastic Volatility," CReMFi Discussion Papers 2, CReMFi, School of Economics and Finance, QMUL.
Cited by:
- Cloyne, James & Martinez, Joseba & Mumtaz, Haroon & Surico, Paolo, 2022.
"The Dynamic Effects of Income Tax Changes in a World of Ideas,"
CEPR Discussion Papers
17455, C.E.P.R. Discussion Papers.
- James Cloyne & Joseba Martinez & Haroon Mumtaz & Paolo Surico, 2023. "The Dynamic Effects of Income Tax Changes in a World of Ideas," Working Papers 970, Queen Mary University of London, School of Economics and Finance.
- Angelica Gianfreda & Francesco Ravazzolo & Luca Rossini, 2023. "Large Time‐Varying Volatility Models for Hourly Electricity Prices," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(3), pages 545-573, June.
- Markus Heinrich & Magnus Reif, 2018. "Forecasting using mixed-frequency VARs with time-varying parameters," ifo Working Paper Series 273, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
- Joshua C. C. Chan, 2024.
"BVARs and stochastic volatility,"
Chapters, in: Michael P. Clements & Ana Beatriz Galvão (ed.), Handbook of Research Methods and Applications in Macroeconomic Forecasting, chapter 3, pages 43-67,
Edward Elgar Publishing.
- Joshua Chan, 2023. "BVARs and Stochastic Volatility," Papers 2310.14438, arXiv.org.
- Miranda-Agrippino, Silvia & Ricco, Giovanni, 2018.
"Bayesian vector autoregressions,"
LSE Research Online Documents on Economics
87393, London School of Economics and Political Science, LSE Library.
- Silvia Miranda Agrippino & Giovanni Ricco, 2018. "Bayesian vector autoregressions," Working Papers hal-03458277, HAL.
- Silvia Miranda-Agrippino & Giovanni Ricco, 2018. "Bayesian Vector Autoregressions," Discussion Papers 1808, Centre for Macroeconomics (CFM).
- Silvia Miranda Agrippino & Giovanni Ricco, 2018. "Bayesian vector autoregressions," SciencePo Working papers Main hal-03458277, HAL.
- Miranda-Agrippino, Silvia & Ricco, Giovanni, 2018. "Bayesian vector autoregressions," Bank of England working papers 756, Bank of England.
- Silvia Miranda-Agrippino & Giovanni Ricco, 2018. "Bayesian vector autoregressions," Documents de Travail de l'OFCE 2018-18, Observatoire Francais des Conjonctures Economiques (OFCE).
- Miranda-Agrippino, Silvia & Ricco, Giovanni, 2018. "Bayesian Vector Autoregressions," The Warwick Economics Research Paper Series (TWERPS) 1159, University of Warwick, Department of Economics.
- Chiu, Ching-Wai (Jeremy) & Mumtaz, Haroon & Pinter, Gabor, 2016.
"VAR models with non-Gaussian shocks,"
LSE Research Online Documents on Economics
86238, London School of Economics and Political Science, LSE Library.
- Ching-Wai (Jeremy) Chiu & Haroon Mumtaz & Gabor Pinter, 2016. "VAR Models with Non-Gaussian Shocks," CReMFi Discussion Papers 4, CReMFi, School of Economics and Finance, QMUL.
- Ching-Wai Chiu & Haroon Mumtaz & Gabor Pinter, 2016. "VAR Models with Non-Gaussian Shocks," Discussion Papers 1609, Centre for Macroeconomics (CFM).
- Galdi, Giulio & Casarin, Roberto & Ferrari, Davide & Fezzi, Carlo & Ravazzolo, Francesco, 2023.
"Nowcasting industrial production using linear and non-linear models of electricity demand,"
Energy Economics, Elsevier, vol. 126(C).
- Giulio Galdi & Roberto Casarin & Davide Ferrari & Carlo Fezzi & Francesco Ravazzolo, 2022. "Nowcasting industrial production using linear and non-linear models of electricity demand," DEM Working Papers 2022/2, Department of Economics and Management.
- Chiu, Ching-Wai (Jeremy) & Mumtaz, Haroon & Pintér, Gábor, 2017.
"Forecasting with VAR models: Fat tails and stochastic volatility,"
International Journal of Forecasting, Elsevier, vol. 33(4), pages 1124-1143.
- Ching-Wai (Jeremy) Chiu & Haroon Mumtaz & Gabor Pinter, 2015. "Forecasting with VAR Models: Fat Tails and Stochastic Volatility," CReMFi Discussion Papers 2, CReMFi, School of Economics and Finance, QMUL.
- Chiu, Ching-Wai (Jeremy) & Mumtaz, Haroon & Pinter, Gabor, 2015. "Forecasting with VAR models: fat tails and stochastic volatility," Bank of England working papers 528, Bank of England.
- Joshua C. C. Chan, 2020.
"Large Bayesian VARs: A Flexible Kronecker Error Covariance Structure,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(1), pages 68-79, January.
- Joshua C.C. Chan, 2015. "Large Bayesian VARs: A flexible Kronecker error covariance structure," CAMA Working Papers 2015-41, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Todd E. Clark & Michael W. McCracken & Elmar Mertens, 2020.
"Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors,"
The Review of Economics and Statistics, MIT Press, vol. 102(1), pages 17-33, March.
- Todd E Clark & Michael W McCracken & Elmar Mertens, 2017. "Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors," BIS Working Papers 667, Bank for International Settlements.
- Todd E. Clark & Michael W. McCracken & Elmar Mertens, 2017. "Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors," Working Papers 2017-026, Federal Reserve Bank of St. Louis.
- Todd E. Clark & Michael W. McCracken & Elmar Mertens, 2017. "Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors," Working Papers 17-15R, Federal Reserve Bank of Cleveland.
- Todd E. Clark & Michael W. McCracken & Elmar Mertens, 2017. "Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors," Working Papers (Old Series) 1715, Federal Reserve Bank of Cleveland.
- Gergely Akos Ganics, 2017. "Optimal density forecast combinations," Working Papers 1751, Banco de España.
- Joshua Chan & Arnaud Doucet & Roberto Leon-Gonzalez & Rodney W. Strachan, 2018.
"Multivariate Stochastic Volatility with Co-Heteroscedasticity,"
GRIPS Discussion Papers
18-12, National Graduate Institute for Policy Studies.
- Joshua Chan & Arnaud Doucet & Roberto León-González & Rodney W. Strachan, 2018. "Multivariate Stochastic Volatility with Co-Heteroscedasticity," Working Paper series 18-38, Rimini Centre for Economic Analysis.
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"Modeling the relation between the US real economy and the corporate bond‐yield spread in Bayesian VARs with non‐Gaussian innovations,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(2), pages 347-368, March.
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"Bayesian forecasting in economics and finance: A modern review,"
International Journal of Forecasting, Elsevier, vol. 40(2), pages 811-839.
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"Point and Density Forecasts of Oil Returns: The Role of Geopolitical Risks,"
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"DSGE-SVt: An Econometric Toolkit for High-Dimensional DSGE Models with SV and t Errors,"
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Research Africa Network Working Papers
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Research Africa Network Working Papers
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- Samba Diop & Simplice A. Asongu, 2020. "An Index of African Monetary Integration (IAMI)," Working Papers 20/003, European Xtramile Centre of African Studies (EXCAS).
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- Simplice Asongu & Jacinta Nwachukwu & Vanessa Tchamyou, 2017. "A Literature Survey On Proposed African Monetary Unions," Journal of Economic Surveys, Wiley Blackwell, vol. 31(3), pages 878-902, July.
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"Can Monetary Policy drive economic growth? Empirical evidence from Tanzania,"
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"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.
- Charles Abuka & Ronnie K. Alinda & Camelia Minoiu & Jose-Luis Peydro & Andrea Filippo Presbitero, 2015.
"Monetary Policy in a Developing Country: Loan Applications and Real Effects,"
Mo.Fi.R. Working Papers
114, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
- Camelia Minoui & Charles Abuka & Ronnie K. Alinda & Jose-Luis Peydro & Andrea F. Presbitero, 2015. "Monetary Policy in a Developing Country: Loan applications and Real effects," NCID Working Papers 09/2015, Navarra Center for International Development, University of Navarra.
- Charles Abuka & Ronnie K Alinda & Ms. Camelia Minoiu & José-Luis Peydró & Mr. Andrea F Presbitero, 2015. "Monetary Policy in a Developing Country: Loan Applications and Real Effects," IMF Working Papers 2015/270, International Monetary Fund.
- Patrick, Chileshe M. & Akanbi, Olusegun Ayodele, 2017. "The Relative Importance of the Channels of Monetary Policy Transmission in a Developing Country: The Case of Zambia," African Journal of Economic Review, African Journal of Economic Review, vol. 5(2), July.
- Simplice Asongu & Jacinta C. Nwachukwu & Vanessa S. Tchamyou, 2017.
"A summary of a survey on proposed African monetary unions,"
Working Papers of the African Governance and Development Institute.
17/008, African Governance and Development Institute..
- Simplice A. Asongu & Jacinta C. Nwachukwu & Vanessa S. Tchamyou, 2017. "A summary of a survey on proposed African monetary unions," Research Africa Network Working Papers 17/008, Research Africa Network (RAN).
- Asongu, Simplice & Nwachukwu, Jacinta & Tchamyou, Vanessa, 2017. "A summary of a survey on proposed African monetary unions," MPRA Paper 79637, University Library of Munich, Germany.
- McKenzie, Rex A, 2015. "Monetary transmission in Africa: a review of official sources," Economics Discussion Papers 2015-7, School of Economics, Kingston University London.
- Ebenezer Olamide & Andrew Maredza & Kanayo Ogujiuba, 2022. "Monetary Policy, External Shocks and Economic Growth Dynamics in East Africa: An S-VAR Model," Sustainability, MDPI, vol. 14(6), pages 1-19, March.
- Mariam El Hamiani Khatat, 2016. "Monetary Policy in the Presence of Islamic Banking," IMF Working Papers 2016/072, International Monetary Fund.
- Mr. Robert Blotevogel, 2013. "Measuring and Mending Monetary Policy Effectiveness Under Capital Account Restrictions: Lessons from Mauritania," IMF Working Papers 2013/077, International Monetary Fund.
- Rutayisire, Musoni J., 2017. "Modelling interest rate pass-through in Rwanda: is the interest rate dynamics symmetric or asymmetric ?," MPRA Paper 90178, University Library of Munich, Germany, revised 23 Sep 2018.
- Primus, Keyra, 2018. "The effectiveness of monetary policy in small open economies," Journal of Policy Modeling, Elsevier, vol. 40(5), pages 903-933.
- Rozina Shaheen, 2020. "Credit market conditions and impact of monetary policy in a developing economy context," International Economics and Economic Policy, Springer, vol. 17(2), pages 409-425, May.
- Ms. Prachi Mishra & Mr. Peter J Montiel, 2012.
"How Effective is Monetary Transmission in Low-Income Countries? A Survey of the Empirical Evidence,"
IMF Working Papers
2012/143, International Monetary Fund.
- Mishra, Prachi & Montiel, Peter, 2013. "How effective is monetary transmission in low-income countries? A survey of the empirical evidence," Economic Systems, Elsevier, vol. 37(2), pages 187-216.
- Mahmoud Hamid Arabi Naeem & Khalafalla Ahmed Mohamed Arabi & Howida Adam El-Maeia, 2023. "Impact of Monetary Policy and its Transmission Mechanism in Sudan," Technium Social Sciences Journal, Technium Science, vol. 41(1), pages 97-129, March.
- BIKAI, J. Landry & KENKOUO, Guy Albert, 2015. "Analysis and evaluation of the Monetary Policy Transmission Channels in the CEMAC: A SVAR and SPVAR Approaches," MPRA Paper 78227, University Library of Munich, Germany.
- Simon, Carl Nally Regi, 2017. "Les canaux de transmission de la politique monetaire en Haiti: une approche narrative (1996-2016) [Monetary transmission channels in Haiti: a narrative approach (1996-2016)]," MPRA Paper 78294, University Library of Munich, Germany.
- Adebayo Augustine Kutu & Harold Ngalawa, 2016. "Monetary Policy Shocks And Industrial Output In Brics Countries," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, vol. 66(3), pages 3-24, July-Sept.
- Bulíř, Aleš & Vlček, Jan, 2021.
"Monetary transmission: Are emerging market and low-income countries different?,"
Journal of Policy Modeling, Elsevier, vol. 43(1), pages 95-108.
- Ales Bulir & Jan Vlcek, 2016. "Monetary Transmission: Are Emerging Market and Low-Income Countries Different?," Working Papers 2016/02, Czech National Bank.
- Mr. Aleš Bulíř & Mr. Jan Vlcek, 2015. "Monetary Transmission: Are Emerging Market and Low Income Countries Different?," IMF Working Papers 2015/239, International Monetary Fund.
- Kimolo, Deogratius & Bashagi, Asimwe & Sanga, Mollel, 2019. "Assessment of Monetary Policy Transmission Mechanism in Tanzania," MPRA Paper 114651, University Library of Munich, Germany.
- Joseph Olorunfemi Akande & Farai Kwenda, 2017. "P-SVAR Analysis of Stability in Sub-Saharan Africa Commercial Banks," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, vol. 67(3), pages 49-78, july-Sept.
- Dixit, Shiv & Subramanian, Krishnamurthy, 2020. "Bank Coordination and Monetary Transmission: Evidence from India," MPRA Paper 103169, University Library of Munich, Germany.
- Nyorekwa, Enock Twinoburyo & Odhiambo, Nicholas Mbaya, 2016. "Monetary policy and economic growth in Kenya:The role of money supply and interest rates," Working Papers 20712, University of South Africa, Department of Economics.
- Aweng Peter Majok Garang & Hatice Erkekoglu, 2020. "Business Cycles Synchronisation and Symmetries in the Transition to East African Monetary Union," South African Journal of Economics, Economic Society of South Africa, vol. 88(4), pages 495-517, December.
- Moses Nyangu & Nyankomo Marwa & Ashenafi Fanta & Latacz-Lohmann Uwe, 2022. "The Dynamics of Bank Concentration, Competition and Efficiency in the East African Community," Journal of Industry, Competition and Trade, Springer, vol. 22(1), pages 21-49, March.
- Samahita Phul, 2024. "Efficacy of Monetary Policy Transmission During the Flexible Inflation Targeting Regime in India," South Asian Journal of Macroeconomics and Public Finance, , vol. 13(1), pages 70-99, June.
- International Monetary Fund, 2015. "Uganda: Staff Report for the 2015 Article IV Consultation and Fourth Review Under the Policy Support Instrument," IMF Staff Country Reports 2015/175, International Monetary Fund.
- Hénock Muanza Katuala, 2020. "Monetary Policy, Monetary Stability And Economic Growth In The Democratic Republic Of Congo [Politique Monetaire, Stabilite Monetaire Et Croissance Economique En Republique Democratique Du Congo]," Working Papers hal-02616124, HAL.
- Awdeh Ali, 2018. "Long-run and Short-run Monetary Policy Transmission Channels in Lebanon," Review of Middle East Economics and Finance, De Gruyter, vol. 14(1), pages 1-26, April.
- Ranjan Kumar Mohanty & N R Bhanumurthy, 2020. "Asymmetric Monetary Policy Transmission in India:Does Financial Friction Matter?," BASE University Working Papers 03/2020, BASE University, Bengaluru, India.
- Chileshe, Patrick Mumbi, 2017. "Banking structure and the bank lending channel of monetary policy transmission: evidence from panel data methods," MPRA Paper 82757, University Library of Munich, Germany.
- Simplice A. Asongu & Oludele E. Folarin & Nicholas Biekpe, 2020.
"The Long Run Stability of Money in the Proposed East African Monetary Union,"
Research Africa Network Working Papers
20/034, Research Africa Network (RAN).
- Gal, Peter & Pinter, Gabor, 2013.
"Capital over the business cycle: renting versus ownership,"
Bank of England working papers
478, Bank of England.
- Peter N. Gal & Gabor Pinter, 2017. "Capital over the Business Cycle: Renting versus Ownership," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(6), pages 1299-1338, September.
Cited by:
- Finkelstein Shapiro, Alan, 2014. "Self-employment and business cycle persistence: Does the composition of employment matter for economic recoveries?," Journal of Economic Dynamics and Control, Elsevier, vol. 46(C), pages 200-218.
- Hu, Weiwei & Li, Kai & Xu, Yiming, 2024. "Lease-adjusted productivity measurement," Journal of Banking & Finance, Elsevier, vol. 164(C).
- Carolina Correa-Caro & Leandro Medina & Mr. Marcos Poplawski Ribeiro & Mr. Bennett W Sutton, 2018. "Fiscal Stimulus Impact on Firms' Profitability During the Global Financial Crisis," IMF Working Papers 2018/251, International Monetary Fund.
- Alan Finkelstein Shapiro & Andres Gonzalez, 2015. "Macroprudential Policy and Labor Market Dynamics in Emerging Economies," IMF Working Papers 2015/078, International Monetary Fund.
- Hu, Weiwei & Li, Kai & Xu, Yiming, 2023. "Leasing and the allocation efficiency of finance," Journal of Empirical Finance, Elsevier, vol. 74(C).
Articles
- Gabor Pinter & Chaojun Wang & Junyuan Zou, 2024.
"Size Discount and Size Penalty: Trading Costs in Bond Markets,"
The Review of Financial Studies, Society for Financial Studies, vol. 37(7), pages 2156-2190.
See citations under working paper version above.
- Gábor Pintér & Chaojun Wang & Junyuan Zou, 2021. "Size Discount and Size Penalty Trading Costs in Bond Markets," Discussion Papers 2114, Centre for Macroeconomics (CFM).
- Pintér, Gábor & Wang, Chaojun & Zou, Junyuan, 2022. "Size discount and size penalty: trading costs in bond markets," Bank of England working papers 970, Bank of England.
- Gareth Anderson & Saleem Bahaj & Matthieu Chavaz & Angus Foulis & Gabor Pinter, 2023.
"Lending Relationships and the Collateral Channel,"
Review of Finance, European Finance Association, vol. 27(3), pages 851-887.
See citations under working paper version above.
- Anderson, Gareth & Bahaj, Saleem & Chavaz, Matthieu & Foulis, Angus & Pinter, Gabor, 2018. "Lending relationships and the collateral channel," Bank of England working papers 768, Bank of England.
- Gareth Anderson & Saleem Bahaj & Matthieu Chavaz & Angus Foulis & Gabor Pinter, 2018. "Lending Relationships and the Collateral Channel," Discussion Papers 1813, Centre for Macroeconomics (CFM).
- Anderson, Gareth & Bahaj, Saleem & Chavaz, Matthieu & Foulis, Angus & Pinter, Gabor, 2018. "Lending relationships and the collateral channel," LSE Research Online Documents on Economics 90371, London School of Economics and Political Science, LSE Library.
- Péter Kondor & Gábor Pintér, 2022.
"Clients' Connections: Measuring the Role of Private Information in Decentralized Markets,"
Journal of Finance, American Finance Association, vol. 77(1), pages 505-544, February.
See citations under working paper version above.
- Kondor, Peter & Pinter, Gabor, 2022. "Clients’ connections: measuring the role of private information in decentralized markets," LSE Research Online Documents on Economics 110861, London School of Economics and Political Science, LSE Library.
- Kondor, Péter & Pinter, Gabor, 2019. "Clients' Connections: Measuring the Role of Private Information in Decentralised Markets," CEPR Discussion Papers 13880, C.E.P.R. Discussion Papers.
- Bahaj, Saleem & Foulis, Angus & Pinter, Gabor & Surico, Paolo, 2022.
"Employment and the residential collateral channel of monetary policy,"
Journal of Monetary Economics, Elsevier, vol. 131(C), pages 26-44.
Cited by:
- Cao, Fangzhi & Su, Chi-Wei & Sun, Dian & Qin, Meng & Umar, Muhammad, 2024. "U.S. monetary policy: The pushing hands of crude oil price?," Energy Economics, Elsevier, vol. 134(C).
- Gareth Anderson & Saleem Bahaj & Matthieu Chavaz & Angus Foulis & Gabor Pinter, 2018.
"Lending Relationships and the Collateral Channel,"
Discussion Papers
1813, Centre for Macroeconomics (CFM).
- Gareth Anderson & Saleem Bahaj & Matthieu Chavaz & Angus Foulis & Gabor Pinter, 2023. "Lending Relationships and the Collateral Channel," Review of Finance, European Finance Association, vol. 27(3), pages 851-887.
- Anderson, Gareth & Bahaj, Saleem & Chavaz, Matthieu & Foulis, Angus & Pinter, Gabor, 2018. "Lending relationships and the collateral channel," Bank of England working papers 768, Bank of England.
- Anderson, Gareth & Bahaj, Saleem & Chavaz, Matthieu & Foulis, Angus & Pinter, Gabor, 2018. "Lending relationships and the collateral channel," LSE Research Online Documents on Economics 90371, London School of Economics and Political Science, LSE Library.
- Priit Jeenas, 2023.
"Firm balance sheet liquidity, monetary policy shocks, and investment dynamics,"
Economics Working Papers
1872, Department of Economics and Business, Universitat Pompeu Fabra.
- Priit Jeenas, 2023. "Firm Balance Sheet Liquidity, Monetary Policy Shocks, and Investment Dynamics," Working Papers 1409, Barcelona School of Economics.
- Valentin Grob & Gabriel Züllig, 2024.
"Corporate leverage and the effects of monetary policy on investment: A reconciliation of micro and macro elasticities,"
IRENE Working Papers
24-04, IRENE Institute of Economic Research.
- Gabriel Züllig & Valentin Grob, 2024. "Corporate leverage and the effects of monetary policy on investment: a reconciliation of micro and macro elasticities," Working Papers 2024-08, Swiss National Bank.
- Durante, Elena & Ferrando, Annalisa & Vermeulen, Philip, 2022.
"Monetary policy, investment and firm heterogeneity,"
European Economic Review, Elsevier, vol. 148(C).
- Ferrando, Annalisa & Vermeulen, Philip & Durante, Elena, 2020. "Monetary policy, investment and firm heterogeneity," Working Paper Series 2390, European Central Bank.
- Saleem Bahaj & Angus Foulis & Gabor Pinter, 2020.
"Home Values and Firm Behavior,"
American Economic Review, American Economic Association, vol. 110(7), pages 2225-2270, July.
See citations under working paper version above.
- Bahaj, Saleem & Foulis, Angus & Pinter, Gabor, 2017. "Home values and firm behaviour," Bank of England working papers 679, Bank of England.
- Saleem Bahaj & Angus Foulis & Gabor Pinter, 2017. "Home Values and Firm Behaviour," Discussion Papers 1724, Centre for Macroeconomics (CFM).
- Bahaj, Saleem A. & Foulis, Angus & Pinter, Gabor, 2017. "Home values and firm behaviour," LSE Research Online Documents on Economics 86151, London School of Economics and Political Science, LSE Library.
- Gábor Pintér, 2019.
"House Prices and Job Losses,"
The Economic Journal, Royal Economic Society, vol. 129(618), pages 991-1013.
See citations under working paper version above.
- Gabor Pinter, 2015. "House Prices and Job Losses," Discussion Papers 1507, Centre for Macroeconomics (CFM).
- Pinter, Gabor, 2015. "House prices and job losses," LSE Research Online Documents on Economics 86318, London School of Economics and Political Science, LSE Library.
- Pinter, Gabor, 2015. "House prices and job losses," Bank of England working papers 569, Bank of England.
- Haroon Mumtaz & Gabor Pinter & Konstantinos Theodoridis, 2018.
"What Do Vars Tell Us About The Impact Of A Credit Supply Shock?,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 59(2), pages 625-646, May.
See citations under working paper version above.
- Haroon Mumtaz & Gabor Pinter & Konstantinos Theodoridis, 2015. "What do VARs Tell Us about the Impact of a Credit Supply Shock?," Working Papers 739, Queen Mary University of London, School of Economics and Finance.
- Benjamin Nelson & Gabor Pinter & Konstantinos Theodoridis, 2018.
"Do contractionary monetary policy shocks expand shadow banking?,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(2), pages 198-211, March.
See citations under working paper version above.
- Nelson, Benjamin & Pinter, Gabor & Theodoridis, Konstantinos, 2015. "Do contractionary monetary policy shocks expand shadow banking?," Bank of England working papers 521, Bank of England.
- Peter N. Gal & Gabor Pinter, 2017.
"Capital over the Business Cycle: Renting versus Ownership,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(6), pages 1299-1338, September.
See citations under working paper version above.
- Gal, Peter & Pinter, Gabor, 2013. "Capital over the business cycle: renting versus ownership," Bank of England working papers 478, Bank of England.
- Chiu, Ching-Wai (Jeremy) & Mumtaz, Haroon & Pintér, Gábor, 2017.
"Forecasting with VAR models: Fat tails and stochastic volatility,"
International Journal of Forecasting, Elsevier, vol. 33(4), pages 1124-1143.
See citations under working paper version above.
- Ching-Wai (Jeremy) Chiu & Haroon Mumtaz & Gabor Pinter, 2015. "Forecasting with VAR Models: Fat Tails and Stochastic Volatility," CReMFi Discussion Papers 2, CReMFi, School of Economics and Finance, QMUL.
- Chiu, Ching-Wai (Jeremy) & Mumtaz, Haroon & Pinter, Gabor, 2015. "Forecasting with VAR models: fat tails and stochastic volatility," Bank of England working papers 528, Bank of England.