Karl Walentin
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:- Christiano, Lawrence J. & Trabrandt, Mathias & Walentin, Karl, 2010.
"Involuntary Unemployment and the Business Cycle,"
Working Paper Series
238, Sveriges Riksbank (Central Bank of Sweden), revised 01 Jun 2012.
- Lawrence Christiano & Mathias Trabandt & Karl Walentin, 2021. "Involuntary Unemployment and the Business Cycle," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 39, pages 26-54, January.
- Lawrence J. Christiano & Mathias Trabandt & Karl Walentin, 2010. "Involuntary unemployment and the business cycle," FRB Atlanta CQER Working Paper 2010-03, Federal Reserve Bank of Atlanta.
- Mathias Trabandt & Karl Walentin & Lawrence J. Christiano, 2010. "Involuntary Unemployment and the Business Cycle," 2010 Meeting Papers 129, Society for Economic Dynamics.
- Mathias Trabandt & Karl Walentin & Lawrence Christiano, 2016. "Involuntary Unemployment and the Business Cycle," 2016 Meeting Papers 194, Society for Economic Dynamics.
- Lawrence J. Christiano & Mathias Trabandt & Karl Walentin, 2010. "Involuntary Unemployment and the Business Cycle," NBER Working Papers 15801, National Bureau of Economic Research, Inc.
- Christiano, Lawrence J. & Trabrandt, Mathias & Walentin, Karl, 2010. "Involuntary unemployment and the business cycle," Working Paper Series 1202, European Central Bank.
Mentioned in:
- Involuntary Unemployment and the Business Cycle
by Christian Zimmermann in NEP-DGE blog on 2010-05-17 04:30:32
Working papers
- Linde, Jesper & Finocchiaro, Daria & Walentin, Karl & Chen, Jack, 2020.
"The costs of macroprudential deleveraging in a liquidity trap,"
CEPR Discussion Papers
14564, C.E.P.R. Discussion Papers.
- Jiaqian Chen & Daria Finocchiaro & Jesper Linde & Karl Walentin, 2023. "The costs of macroprudential deleveraging in a liquidity trap"," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 51, pages 991-1011, December.
- Chen, Jiaqian & Finocchiaro, Daria & Lindé, Jesper & Walentin, Karl, 2020. "The costs of macroprudential deleveraging in a liquidity trap," Working Paper Series 389, Sveriges Riksbank (Central Bank of Sweden).
- Mr. Jiaqian Chen & Daria Finocchiaro & Jesper Lindé & Karl Walentin, 2020. "The Costs of Macroprudential Deleveraging in a Liquidity Trap," IMF Working Papers 2020/089, International Monetary Fund.
Cited by:
- Yixuan Duan & Min Guo & Yixuan Huang, 2022. "Leverage of Local State-Owned Enterprises, Implicit Contingent Liabilities of Government and Economic Growth," Sustainability, MDPI, vol. 14(6), pages 1-23, March.
- Kärkkäinen, Samu & Nyholm, Juho, 2021. "Economic effects of a debt-to-income constraint in Finland: Evidence from Aino 3.0 model," BoF Economics Review 1/2021, Bank of Finland.
- Hempell, Hannah S. & Silva, Fatima & Scalone, Valerio & Cornacchia, Wanda & Di Virgilio, Domenica & Palligkinis, Spyros & Velez, Anatoli Segura & Borkó, Tamás & Espic, Aurélien & Garcia, Salomón & Hei, 2024. "Implications of higher inflation and interest rates for macroprudential policy stance," Occasional Paper Series 358, European Central Bank.
- Hinterschweiger, Marc & Khairnar, Kunal & Ozden, Tolga & Stratton, Tom, 2021. "Macroprudential policy interactions in a sectoral DSGE model with staggered interest rates," Bank of England working papers 904, Bank of England.
- 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.
- policy, Work stream on macroprudential & Albertazzi, Ugo & Martin, Alberto & Assouan, Emmanuelle & Tristani, Oreste & Galati, Gabriele & Vlassopoulos, Thomas, 2021. "The role of financial stability considerations in monetary policy and the interaction with macroprudential policy in the euro area," Occasional Paper Series 272, European Central Bank.
- Nyholm, Juho & Voutilainen, Ville, 2021. "Quantiles of growth: Household debt and growth vulnerabilities in Finland," BoF Economics Review 2/2021, Bank of Finland.
- Lawrence Christiano & Mathias Trabandt & Karl Walentin, 2020.
"Online Appendix to "Involuntary Unemployment and the Business Cycle","
Online Appendices
18-447, Review of Economic Dynamics.
- Lawrence Christiano & Mathias Trabandt & Karl Walentin, 2021. "Involuntary Unemployment and the Business Cycle," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 39, pages 26-54, January.
Cited by:
- Pawel Borys & Pawel Doligalski & Pawel Kopiec, 2021.
"The Quantitative Importance of Technology and Demand Shocks for Unemployment Fluctuations in a Shopping Economy,"
Bristol Economics Discussion Papers
21/743, School of Economics, University of Bristol, UK.
- Borys, Paweł & Doligalski, Paweł & Kopiec, Paweł, 2021. "The quantitative importance of technology and demand shocks for unemployment fluctuations in a shopping economy," Economic Modelling, Elsevier, vol. 101(C).
- Ginters Bušs & Patrick Grüning, 2023.
"Fiscal DSGE model for Latvia,"
Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, vol. 23(1), pages 2173915-217.
- Patrick Grüning & Ginters Buss, 2020. "Fiscal DSGE Model for Latvia," Bank of Lithuania Working Paper Series 81, Bank of Lithuania.
- Ginters Buss & Patrick Gruning, 2020. "Fiscal DSGE Model for Latvia," Working Papers 2020/05, Latvijas Banka.
- Hicham El Ouazzani & Hicham Ouakil & Abdelhamid Moustabchir, 2024. "Monetary Policy and Unemployment in Morocco: A DSGE Model Approach with Labor Market Frictions and Nash Wage Bargaining," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 22(4), pages 823-850, December.
- Lastauskas, Povilas & Stakėnas, Julius, 2020. "Labor market reforms and the monetary policy environment," European Economic Review, Elsevier, vol. 128(C).
- Ginters Buss & Patrick Gruning & Olegs Tkacevs, 2021.
"Choosing the European Fiscal Rule,"
Working Papers
2021/03, Latvijas Banka.
- Bušs, Ginters & Grüning, Patrick & Tkačevs, Oļegs, 2022. "Choosing the European Fiscal Rule," Dynare Working Papers 75, CEPREMAP.
- Jagoda Kaszowska-Mojsa & Przemyslaw Wlodarczyk, 2020. "To freeze or not to freeze? Epidemic prevention and control in the DSGE model with agent-based epidemic component," Lodz Economics Working Papers 3/2020, University of Lodz, Faculty of Economics and Sociology.
- 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.
- Felipe Alves & Giovanni L. Violante, 2024. "From Micro to Macro Hysteresis: Long-Run Effects of Monetary Policy," Staff Working Papers 24-39, Bank of Canada.
- Kawther Alimi & Mohamed Chakroun, 2022. "Wage Rigidity Impacts on Unemployment and Inflation Persistence in Tunisia: Evidence from an Estimated DSGE Model," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 13(1), pages 474-500, March.
- Tóth, Máté, 2021. "A multivariate unobserved components model to estimate potential output in the euro area: a production function based approach," Working Paper Series 2523, European Central Bank.
- Walentin, Karl & Westermark, Andreas, 2018.
"Learning on the Job and the Cost of Business Cycles,"
Working Paper Series
353, Sveriges Riksbank (Central Bank of Sweden), revised 01 Jun 2018.
- Karl Walentin & Andreas Westermark, 2022. "Learning on the Job and the Cost of Business Cycles," American Economic Journal: Macroeconomics, American Economic Association, vol. 14(4), pages 341-377, October.
Cited by:
- Giuseppe Moscarini & Fabien Postel-Vinay, 2024.
"On the Job Search and Business Cycles,"
Revue économique, Presses de Sciences-Po, vol. 75(1), pages 73-112.
- Moscarini, Giuseppe & Postel-Vinay, Fabien, 2018. "On the Job Search and Business Cycles," IZA Discussion Papers 11853, Institute of Labor Economics (IZA).
- Tervala, Juha, 2021.
"Hysteresis and the welfare costs of recessions,"
Economic Modelling, Elsevier, vol. 95(C), pages 136-144.
- Tervala, Juha, 2020. "Hysteresis and the Welfare Costs of Business Cycles," MPRA Paper 99758, University Library of Munich, Germany.
- Bradley, Jake, 2022. "Worker-Firm Screening and the Business Cycle," IZA Discussion Papers 15017, Institute of Labor Economics (IZA).
- Jake Bradley, 2020. "Worker-firm screening and the business cycle," Discussion Papers 2020/11, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
- Karl Walentin & Guido Lorenzoni & Dan Cao, 2013.
"Financial Frictions, Investment and Tobin’s q,"
2013 Meeting Papers
634, Society for Economic Dynamics.
Cited by:
- Iachan, Felipe Saraiva, 2017.
"Capital budgeting and risk taking under credit constraints,"
FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE)
786, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Felipe S. Iachan, 2020. "Capital Budgeting and Risk Taking Under Credit Constraints," Management Science, INFORMS, vol. 66(9), pages 4292-4314, September.
- Iachan, Felipe Saraiva, 2017.
"Capital budgeting and risk taking under credit constraints,"
FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE)
786, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Walentin, Karl, 2013.
"Business Cycle Implications of Mortgage Spreads,"
Working Paper Series
275, Sveriges Riksbank (Central Bank of Sweden), revised 01 Mar 2014.
- Walentin, Karl, 2014. "Business cycle implications of mortgage spreads," Journal of Monetary Economics, Elsevier, vol. 67(C), pages 62-77.
Cited by:
- Feldkircher, Martin & Gruber, Thomas & Huber, Florian, 2017.
"Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy,"
VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking
168111, Verein für Socialpolitik / German Economic Association.
- Feldkircher, Martin & Gruber, Thomas & Huber, Florian, 2017. "Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy," Department of Economics Working Paper Series 248, WU Vienna University of Economics and Business.
- Martin, Feldkircher & Thomas, Gruber & Florian, Huber, 2019. "International effects of a compression of euro area yield curves," Working Papers in Economics 2019-1, University of Salzburg.
- Martin Feldkircher & Thomas Gruber & Florian Huber, 2017. "Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy," Department of Economics Working Papers wuwp248, Vienna University of Economics and Business, Department of Economics.
- Punzi, Maria Teresa, 2016. "Financial cycles and co-movements between the real economy, finance and asset price dynamics in large-scale crises," FinMaP-Working Papers 61, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
- 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.
- Kauko, Karlo & Punzi, Maria Teresa, 2015.
"Testing the global banking glut hypothesis,"
FinMaP-Working Papers
41, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
- Maria Teresa Punzi & Karlo Kauko, 2015. "Testing the Global Banking Glut Hypothesis," Department of Economics Working Papers wuwp194, Vienna University of Economics and Business, Department of Economics.
- Punzi, Maria Teresa & Kauko, Karlo, 2015. "Testing the global banking glut hypothesis," Journal of Financial Stability, Elsevier, vol. 19(C), pages 128-151.
- Punzi, Maria Teresa & Kauko, Karlo, 2015. "Testing the Global Banking Glut Hypothesis," Department of Economics Working Paper Series 194, WU Vienna University of Economics and Business.
- Berger, Tino & Richter, Julia & Wong, Benjamin, 2021.
"A unified approach for jointly estimating the business and financial cycle, and the role of financial factors,"
University of Göttingen Working Papers in Economics
415, University of Goettingen, Department of Economics.
- Tino Berger & Julia Richter & Benjamin Wong, 2021. "A Unified Approach for Jointly Estimating the Business and Financial Cycle, and the Role of Financial Factors," Monash Econometrics and Business Statistics Working Papers 4/21, Monash University, Department of Econometrics and Business Statistics.
- Berger, Tino & Richter, Julia & Wong, Benjamin, 2021. "A unified approach for jointly estimating the business and financial cycle, and the role of financial factors," Working Papers 02/2021, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung.
- Berger, Tino & Richter, Julia & Wong, Benjamin, 2022. "A unified approach for jointly estimating the business and financial cycle, and the role of financial factors," Journal of Economic Dynamics and Control, Elsevier, vol. 136(C).
- Tino Berger & Julia Richter & Benjamin Wong, 2020. "Financial factors and the business cycle," CAMA Working Papers 2020-44, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Gareis, Johannes & Mayer, Eric, 2020. "Financial shocks and the relative dynamics of tangible and intangible investment: Evidence from the euro area," Discussion Papers 39/2020, Deutsche Bundesbank.
- Cyril Couaillier & Valerio Scalone, 2020. "How does Financial Vulnerability amplify Housing and Credit Shocks?," Working papers 763, Banque de France.
- Florian Huber & Maria Teresa Punzi, 2016.
"International Housing Markets, Unconventional Monetary Policy and the Zero Lower Bound,"
Department of Economics Working Papers
wuwp216, Vienna University of Economics and Business, Department of Economics.
- Huber, Florian & Punzi, Maria Teresa, 2020. "International Housing Markets, Unconventional Monetary Policy, And The Zero Lower Bound," Macroeconomic Dynamics, Cambridge University Press, vol. 24(4), pages 774-806, June.
- Huber, Florian & Punzi, Maria Teresa, 2016. "International Housing Markets, Unconventional Monetary Policy and the Zero Lower Bound," Department of Economics Working Paper Series 216, WU Vienna University of Economics and Business.
- Huber, Florian & Punzi, Maria Teresa, 2016. "International housing markets, unconventional monetary policy and the zero lower bound," FinMaP-Working Papers 58, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
- William B. Hankins & Anna‐Leigh Stone & Chak Hung Jack Cheng & Ching‐Wai (Jeremy) Chiu, 2020. "Corporate decision making in the presence of political uncertainty: The case of corporate cash holdings," The Financial Review, Eastern Finance Association, vol. 55(2), pages 307-337, May.
- Octavio Fernández-Amador & Martin Gächter & Friedrich Sindermann, 2016. "Finance-augmented business cycles: A robustness check," Economics Bulletin, AccessEcon, vol. 36(1), pages 132-144.
- Reichenbachas Tomas, 2017. "Credit-Related Shocks in VAR models: The Case of Lithuania," Ekonomika (Economics), Sciendo, vol. 96(3), pages 7-19, January.
- Spiros Bougheas & Tim Worrall, 2017.
"Portfolio Sales and Signaling,"
CESifo Working Paper Series
6354, CESifo.
- Spiros Bougheas & Tim Worrall, 2017. "Portfolio Sales and Signaling," Discussion Papers 2017/01, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
- Bougheas, Spiros & Worrall, Tim, 2019. "Portfolio sales and signaling," Journal of Banking & Finance, Elsevier, vol. 99(C), pages 182-191.
- Andreas Fuster & Stephanie H. Lo & Paul S. Willen, 2024.
"The Time‐Varying Price of Financial Intermediation in the Mortgage Market,"
Journal of Finance, American Finance Association, vol. 79(4), pages 2553-2602, August.
- Andreas Fuster & Stephanie Lo & Paul S. Willen, 2017. "The time-varying price of financial intermediation in the mortgage market," Staff Reports 805, Federal Reserve Bank of New York.
- Andreas Fuster & Stephanie Lo & Paul Willen, 2023. "The Time-Varying Price of Financial Intermediation in the Mortgage Market," Swiss Finance Institute Research Paper Series 23-103, Swiss Finance Institute.
- Andreas Fuster & Stephanie Lo & Paul S. Willen, 2017. "The time-varying price of financial intermediation in the mortgage market," Working Papers 16-28, Federal Reserve Bank of Boston.
- Andreas Fuster & Stephanie H. Lo & Paul S. Willen, 2017. "The Time-Varying Price of Financial Intermediation in the Mortgage Market," NBER Working Papers 23706, National Bureau of Economic Research, Inc.
- Di Casola, Paola & Sichlimiris, Spyridon, 2018. "Towards Technology-News-Driven Business Cycles," Working Paper Series 360, Sveriges Riksbank (Central Bank of Sweden).
- Dario Caldara & Etienne Gagnon & Enrique Martínez García & Christopher J. Neely, 2021.
"Monetary Policy and Economic Performance Since the Financial Crisis,"
Review, Federal Reserve Bank of St. Louis, vol. 103(4), pages 425-460, October.
- Dario Caldara & Etienne Gagnon & Enrique Martínez García & Christopher J. Neely, 2020. "Monetary Policy and Economic Performance since the Financial Crisis," Finance and Economics Discussion Series 2020-065, Board of Governors of the Federal Reserve System (U.S.).
- Dario Caldara & Etienne Gagnon & Enrique Martínez García & Christopher J. Neely, 2020. "Monetary Policy and Economic Performance Since the Financial Crisis," Globalization Institute Working Papers 399, Federal Reserve Bank of Dallas.
- Dario Caldara & Etienne Gagnon & Enrique Martínez García & Christopher J. Neely, 2020. "Monetary Policy and Economic Performance since the Financial Crisis," Working Papers 2020-026, Federal Reserve Bank of St. Louis, revised 02 Nov 2020.
- Di Casola, Paola & Stockhammar, Pär, 2021. "When domestic and foreign QE overlap: evidence from Sweden," Working Paper Series 404, Sveriges Riksbank (Central Bank of Sweden).
- Chak Hung Jack Cheng & Ching‐Wai (Jeremy) Chiu, 2020. "Nonlinear Effects of Mortgage Spreads Over the Business Cycle," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(6), pages 1593-1611, September.
- 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).
- Liu, Lu, 2023. "Mortgage loan and housing market," International Review of Economics & Finance, Elsevier, vol. 83(C), pages 736-749.
- Rüdiger Bachmann & Sebastian K. Rüth, 2020. "Systematic Monetary Policy And The Macroeconomic Effects Of Shifts In Residential Loan‐To‐Value Ratios," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 61(2), pages 503-530, May.
- Renzhi, Nuobu, 2022. "Do house prices play a role in unconventional monetary policy transmission in Japan?," Journal of Asian Economics, Elsevier, vol. 83(C).
- 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.
- Laséen, Stefan, 2020. "Monetary Policy Surprises, Central Bank Information Shocks, and Economic Activity in a Small Open Economy," Working Paper Series 396, Sveriges Riksbank (Central Bank of Sweden).
- Anna Stelzer, 2023. "Monetary policy and the joint distribution of income and wealth: The heterogeneous case of the euro area," Papers 2304.14264, arXiv.org.
- Jari Hännikäinen, 2014.
"The mortgage spread as a predictor of real-time economic activity,"
Working Papers
1496, Tampere University, Faculty of Management and Business, Economics.
- Hännikäinen, Jari, 2014. "The mortgage spread as a predictor of real-time economic activity," MPRA Paper 58360, University Library of Munich, Germany.
- Zekeriya Yildirim & Mehmet Ivrendi, 2021. "Spillovers of US unconventional monetary policy: quantitative easing, spreads, and international financial markets," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-38, December.
- Bachmann, Rüdiger & Rueth, Sebastian, 2017.
"Systematic Monetary Policy and the Macroeconomic Effects of Shifts in Loan-to-Value Ratios,"
CEPR Discussion Papers
12024, C.E.P.R. Discussion Papers.
- Ruediger Bachmann & Sebastian Rüth, 2017. "Systematic Monetary Policy and the Macroeconomic Effects of Shifts in Loan-to-Value Ratios," CESifo Working Paper Series 6458, CESifo.
- Rüdiger Bachmann & Sebastian Rüth, 2017. "Systematic Monetary Policy And The Macroeconomic Effects Of Shifts In Loan-To-Value Ratios," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 17/934, Ghent University, Faculty of Economics and Business Administration.
- Rüth, Sebastian & Bachmann, Rüdiger, 2016. "Systematic Monetary Policy and the Macroeconomic Effects of Shifts in Loan-to-Value Ratios," VfS Annual Conference 2016 (Augsburg): Demographic Change 145826, Verein für Socialpolitik / German Economic Association.
- Ruediger Bachmann & Sebastian Rueth, 2018. "Systematic Monetary Policy and the Macroeconomic Effects of Shifts in Loan-to-Value Ratios," 2018 Meeting Papers 212, Society for Economic Dynamics.
- Zhang, Yahong, 2019.
"Household debt, financial intermediation, and monetary policy,"
Journal of Macroeconomics, Elsevier, vol. 59(C), pages 230-257.
- Yahong Zhang, 2015. "Household Debt, Financial Intermediation, and Monetary Policy," Working Papers 1504, University of Windsor, Department of Economics.
- Wang, Ling, 2019. "Measuring the effects of unconventional monetary policy on MBS spreads: A comparative study," The North American Journal of Economics and Finance, Elsevier, vol. 49(C), pages 235-251.
- Jari Hännikäinen, 2015. "Zero lower bound, unconventional monetary policy and indicator properties of interest rate spreads," Review of Financial Economics, John Wiley & Sons, vol. 26(1), pages 47-54, September.
- Ferrero, Andrea & Harrison, Richard & Nelson, Benjamin, 2018.
"House Price Dynamics, Optimal LTV Limits and the Liquidity Trap,"
CEPR Discussion Papers
13400, C.E.P.R. Discussion Papers.
- Ferrero, Andrea & Harrison, Richard & Nelson, Benjamin, 2022. "House price dynamics, optimal LTV limits and the liquidity trap," Bank of England working papers 969, Bank of England.
- Andrea Ferrero & Richard Harrison & Benjamin Nelson, 2024. "House Price Dynamics, Optimal LTV Limits and the Liquidity Trap," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 91(2), pages 940-971.
- Kok, Christoffer & Gross, Marco & Żochowski, Dawid, 2016. "The impact of bank capital on economic activity - evidence from a mixed-cross-section GVAR model," Working Paper Series 1888, European Central Bank.
- Cheng, Chak Hung Jack & Chiu, Ching-Wai (Jeremy), 2016. "Nonlinearities of mortgage spreads over the business cycles," Bank of England working papers 634, Bank of England.
- Hamid Baghestani & Ajalavat Viriyavipart, 2019. "Do factors influencing consumer home-buying attitudes explain output growth?," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 46(5), pages 1104-1115, August.
- Hännikäinen, Jari, 2014.
"Zero lower bound, unconventional monetary policy and indicator properties of interest rate spreads,"
MPRA Paper
56737, University Library of Munich, Germany.
- Hännikäinen, Jari, 2015. "Zero lower bound, unconventional monetary policy and indicator properties of interest rate spreads," Review of Financial Economics, Elsevier, vol. 26(C), pages 47-54.
- Jari Hännikäinen, 2014. "Zero lower bound, unconventional monetary policy and indicator properties of interest rate spreads," Working Papers 1495, Tampere University, Faculty of Management and Business, Economics.
- Shikong (Scott) Luo & Jun Ma, 2024. "International Housing Markets and the U.S. Subprime Crisis," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 56(2-3), pages 647-669, March.
- Horvath, Jaroslav & Rothman, Philip, 2021. "Mortgage spreads, asset prices, and business cycles in emerging countries," Journal of International Money and Finance, Elsevier, vol. 115(C).
- Somnath Chatterjee & Ching‐Wai (Jeremy) Chiu & Thibaut Duprey & Sinem Hacıoğlu‐Hoke, 2022. "Systemic Financial Stress and Macroeconomic Amplifications in the United Kingdom," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(2), pages 380-400, April.
- Yoo, Jinhyuk, 2017. "Capital injection to banks versus debt relief to households," IMFS Working Paper Series 111, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Rossi, Barbara, 2019. "Identifying and Estimating the Effects of Unconventional Monetary Policy: How to Do It And What Have We Learned?," CEPR Discussion Papers 14064, C.E.P.R. Discussion Papers.
- Martin Feldkircher & Helene Schuberth, 2023. "Understanding Monetary Spillovers in Highly Integrated Regions: The Case of Europe," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(4), pages 859-893, August.
- Dobromił Serwa & Piotr Wdowiński, 2016. "Macro-financial linkages in the Polish economy: combined impulse-response functions in SVAR models," NBP Working Papers 246, Narodowy Bank Polski.
- Huljak, Ivan & Martin, Reiner & Moccero, Diego & Pancaro, Cosimo, 2020.
"Do non-performing loans matter for bank lending and the business cycle in euro area countries?,"
Working Paper Series
2411, European Central Bank.
- Ivan Huljak & Reiner Martin & Diego Moccero & Cosimo Pancaro, 2022. "Do non-performing loans matter for bank lending and the business cycle in euro area countries?," Journal of Applied Economics, Taylor & Francis Journals, vol. 25(1), pages 1050-1080, December.
- Meeks, Roland, 2017. "Capital regulation and the macroeconomy: Empirical evidence and macroprudential policy," European Economic Review, Elsevier, vol. 95(C), pages 125-141.
- Donadelli, M. & Jüppner, M. & Paradiso, A. & Ghisletti, M., 2020. "Tornado activity, house prices, and stock returns," The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
- De Graeve, Ferre & Walentin, Karl, 2011.
"Refining Stylized Facts from Factor Models of Inflation,"
Working Paper Series
254, Sveriges Riksbank (Central Bank of Sweden), revised 01 Oct 2013.
- Ferre De Graeve & Karl Walentin, 2015. "Refining Stylized Facts from Factor Models of Inflation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(7), pages 1192-1209, November.
Cited by:
- Chong, Terence Tai Leung & Zhu, Tingting & Rafiq, M.S., 2013.
"Are Prices Sticky in Large Developing Economies? An Empirical Comparison of China and India,"
MPRA Paper
60985, University Library of Munich, Germany.
- Terence Tai Leung Chong & M. S. Rafiq & Tingting Juni Zhu & Zhang Wu, 2019. "Are Prices Sticky In Large Developing Economies? An Empirical Comparison Of China And India," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 64(02), pages 341-363, March.
- Renato Faccini & Eran Yashiv, 2017.
"The Importance of Hiring Frictions in Business Cycles,"
Discussion Papers
1736, Centre for Macroeconomics (CFM).
- Faccini, Renato & Yashiv, Eran, 2020. "The Importance of Hiring Frictions in Business Cycles," IZA Discussion Papers 12889, Institute of Labor Economics (IZA).
- Renato Faccini & Eran Yashiv, 2022. "The importance of hiring frictions in business cycles," Quantitative Economics, Econometric Society, vol. 13(3), pages 1101-1143, July.
- Faccini, Renato & Yashiv, Eran, 2017. "The importance of hiring frictions in business cycles," LSE Research Online Documents on Economics 87171, London School of Economics and Political Science, LSE Library.
- Nuwat Nookhwun & Pym Manopimoke, 2023. "Disaggregated Inflation Dynamics in Thailand: Which Shocks Matter?," PIER Discussion Papers 211, Puey Ungphakorn Institute for Economic Research.
- Andrade, Philippe & Zachariadis, Marios, 2016.
"Global versus local shocks in micro price dynamics,"
Journal of International Economics, Elsevier, vol. 98(C), pages 78-92.
- Philippe Andrade & Marios Zachariadis, 2011. "Global Versus Local Shocks in Micro Price Dynamics," University of Cyprus Working Papers in Economics 10-2011, University of Cyprus Department of Economics.
- Marios Zachariadis, 2012. "Global Versus Local Shocks in Micro Price Dynamics," 2012 Meeting Papers 66, Society for Economic Dynamics.
- Andrade, P. & Zachariadis, M., 2012. "Global versus local shocks in micro price dynamics," Working papers 365, Banque de France.
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CRC TR 224 Discussion Paper Series
crctr224_2018_051, University of Bonn and University of Mannheim, Germany.
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Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 62(3), pages 252-277, July.
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"Financial Variables in a Policy Rule: Does It Bring Macroeconomic Benefits?,"
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"Thoughts on a Fiscal Union in EMU,"
German Economic Review, De Gruyter, vol. 20(4), pages 360-384, December.
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"On the Sources of Business Cycles: Implications for DSGE Models,"
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Economy, Business & Development: An International Journal, Ss. Cyril and Methodius University in Skopje, Faculty of Economics-Skopje, vol. 2(2), pages 57-118, November.
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"Financial Intermediaries, Credit Shocks and Business Cycles,"
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- Eleni Iliopulos & François Langot & Thepthida Sopraseuth, 2014. "Welfare Cost of Fluctuations: when Labor Market Search Interacts with Financial Frictions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01020872, HAL.
- Eleni Iliopulos & François Langot & Thepthida Sopraseuth, 2014. "Welfare Cost of Fluctuations: when Labor Market Search Interacts with Financial Frictions," Documents de travail du Centre d'Economie de la Sorbonne 14042, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
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- Eleni Iliopulos & François Langot & Thepthida Sopraseuth, 2017. "Welfare Cost of Fluctuations when Labor Market Search Interacts with Financial Frictions," Documents de recherche 17-02, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
- Thepthida Sopraseuth & François Langot & Eleni Iliopulos, 2016. "Welfare Cost of Fluctuations when Labor Market Search Interacts with Financial Frictions," 2016 Meeting Papers 890, Society for Economic Dynamics.
- Eleni Iliopulos & François Langot & Thepthida Sopraseuth, 2014. "Welfare Cost of Fluctuations: when Labor Market Search Interacts with Financial Frictions," Post-Print halshs-01020872, HAL.
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CEPR Discussion Papers
14564, C.E.P.R. Discussion Papers.
- Chen, Jiaqian & Finocchiaro, Daria & Lindé, Jesper & Walentin, Karl, 2020. "The costs of macroprudential deleveraging in a liquidity trap," Working Paper Series 389, Sveriges Riksbank (Central Bank of Sweden).
- Jiaqian Chen & Daria Finocchiaro & Jesper Linde & Karl Walentin, 2023. "The costs of macroprudential deleveraging in a liquidity trap"," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 51, pages 991-1011, December.
- Mr. Jiaqian Chen & Daria Finocchiaro & Jesper Lindé & Karl Walentin, 2020. "The Costs of Macroprudential Deleveraging in a Liquidity Trap," IMF Working Papers 2020/089, International Monetary Fund.
- Lambertini, Luisa & Mendicino, Caterina & Punzi, Maria Teresa, 2012. "Expectations-driven cycles in the housing market," Bank of Finland Research Discussion Papers 2/2012, Bank of Finland.
- Jan Bruha & Michal Hlavacek & Lubos Komarek, 2013. "Impacts of housing prices on the financial position of households," Occasional Publications - Chapters in Edited Volumes, in: CNB Financial Stability Report 2012/2013, chapter 0, pages 120-127, Czech National Bank.
- Hamed Ghiaie, 2018. "Shadow Bank run, Housing and Credit Market: The Story of a Recession," THEMA Working Papers 2018-01, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Matteo Iacoviello, 2014. "Macroeconomics of housing," Chapters, in: Susan Wachter & Man Cho & Moon Joong Tcha (ed.), The Global Financial Crisis and Housing, chapter 2, pages 21-39, Edward Elgar Publishing.
- Paolo Gelain & Kevin J. Lansing & Caterina Mendicino, 2012.
"House prices, credit growth, and excess volatility: implications for monetary and macroprudential policy,"
Working Paper Series
2012-11, Federal Reserve Bank of San Francisco.
- Gelain, Paolo & Lansing, Kevin J. & Mendicino, Caterina, 2012. "House Prices, Credit Growth, and Excess Volatility: Implications for Monetary and Macroprudential Policy," Dynare Working Papers 21, CEPREMAP.
- Paolo Gelain & Kevin J. Lansing & Caterina Mendicino, 2012. "House prices, credit growth, and excess volatility: Implications for monetary and macroprudential policy," Working Paper 2012/08, Norges Bank.
- Paolo Gelain & Kevin J. Lansing & Caterina Mendicino, 2013. "House Prices, Credit Growth, and Excess Volatility: Implications for Monetary and Macroprudential Policy," International Journal of Central Banking, International Journal of Central Banking, vol. 9(2), pages 219-276, June.
- Mustafa Ozan Yıldırım & Mehmet İvrendi, 2021. "Turkish Housing Market Dynamics: An Estimated DSGE Model," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 15(2), pages 238-267, May.
- Jensen, Henrik & Santoro, Emiliano & Ravn, Søren Hove, 2015.
"Changing Credit Limits, Changing Business Cycles,"
CEPR Discussion Papers
10462, C.E.P.R. Discussion Papers.
- Jensen, Henrik & Ravn, Søren Hove & Santoro, Emiliano, 2018. "Changing credit limits, changing business cycles," European Economic Review, Elsevier, vol. 102(C), pages 211-239.
- Mr. Jiaqian Chen & Mr. Francesco Columba, 2016. "Macroprudential and Monetary Policy Interactions in a DSGE Model for Sweden," IMF Working Papers 2016/074, International Monetary Fund.
- Jan Bruha & Jaromir Tonner, 2014. "The Czech Housing Market Through the Lens of a DSGE Model Containing Collateral-Constrained Households," Working Papers 2014/09, Czech National Bank.
- Caterina Mendicino, 2012. "Collateral Requirements: Macroeconomic Fluctuations and Macro-Prudential Policy," Working Papers w201211, Banco de Portugal, Economics and Research Department.
- Simona Malovaná & Josef Bajzík & Dominika Ehrenbergerová & Jan Janků, 2023. "A prolonged period of low interest rates in Europe: Unintended consequences," Journal of Economic Surveys, Wiley Blackwell, vol. 37(2), pages 526-572, April.
- Jan Bruha & Jiri Polansky, 2014. "The Housing Sector over Business Cycles: Empirical Analysis and DSGE Modelling," Working Papers 2014/12, Czech National Bank.
- Javier Ferri & Francisca Herranz-Baez, 2023. "Building on fiscal policy: government consumption and the residential sector. When helping hurts," Working Papers 2023-01, FEDEA.
- Franz, Thorsten, 2019. "Monetary policy, housing, and collateral constraints," Discussion Papers 02/2019, Deutsche Bundesbank.
- Walentin, Karl, 2009.
"Expectation Driven Business Cycles with Limited Enforcement,"
Working Paper Series
229, Sveriges Riksbank (Central Bank of Sweden), revised 01 Oct 2011.
- Walentin, Karl, 2014. "Expectation driven business cycles with limited enforcement," Economics Letters, Elsevier, vol. 124(2), pages 300-303.
Cited by:
- Nikolay Iskrev & Sandra Gomes & Caterina Mendicino, 2013.
"Monetary policy shocks: We got news!,"
Working Papers
w201307, Banco de Portugal, Economics and Research Department.
- Gomes, Sandra & Iskrev, Nikolay & Mendicino, Caterina, 2017. "Monetary policy shocks: We got news!," Journal of Economic Dynamics and Control, Elsevier, vol. 74(C), pages 108-128.
- Christoph Görtz & John D. Tsoukalas, 2013. "Sector Specific News Shocks in Aggregate and Sectoral Fluctuations," CESifo Working Paper Series 4269, CESifo.
- Luisa Lambertini & Caterina Mendicino & Maria Teresa Punzi, 2012.
"Expectations-Driven Cycles in the Housing Market,"
Discussion Papers
12/08, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
- Lambertini, Luisa & Mendicino, Caterina & Punzi, Maria Teresa, 2017. "Expectations-driven cycles in the housing market," Economic Modelling, Elsevier, vol. 60(C), pages 297-312.
- Luisa Lambertini, 2010. "Expectations-Driven Cycles in the Housing Market," Working Papers w201004, Banco de Portugal, Economics and Research Department.
- Luisa Lambertini & Caterina Mendicino & Maria Teresa Punzi, 2010. "Expectations-driven cycles in the housing market," Working Papers 1021, Banco de España.
- Lambertini, Luisa & Mendicino, Caterina & Punzi, Maria Teresa, 2010. "Expectations-Driven Cycles in the Housing Market," MPRA Paper 26128, University Library of Munich, Germany.
- Maria Teresa Punzi & Caterina Mendicino & Luisa Lambertini, 2010. "Expectation-Driven Cycles in the Housing Market," 2010 Meeting Papers 251, Society for Economic Dynamics.
- Luisa Lambertini & Caterina Mendicino & Maria Teresa Punzi, 2010. "Expectations-Driven Cycles in the Housing Market," Working Papers 201001, Center for Fiscal Policy, Swiss Federal Institute of Technology Lausanne, revised Oct 2010.
- Mendicino, Caterina & Lambertini, Luisa & Punzi, Maria Teresa, 2010. "Expectations-Driven Cycles in the Housing Market," MPRA Paper 20776, University Library of Munich, Germany.
- Cao, Dan & Lorenzoni, Guido & Walentin, Karl, 2019.
"Financial frictions, investment, and Tobin’s q,"
Journal of Monetary Economics, Elsevier, vol. 103(C), pages 105-122.
- Guido Lorenzoni & Karl Walentin, 2006. "Financial Frictions, Investment and Tobin's q," 2006 Meeting Papers 844, Society for Economic Dynamics.
- Guido Lorenzoni & Karl Walentin, 2007. "Financial Frictions, Investment and Tobin's q," NBER Working Papers 13092, National Bureau of Economic Research, Inc.
- Lorenzoni, Guido & Walentin, Karl, 2007. "Financial Frictions, Investment and Tobin’s q," Working Paper Series 208, Sveriges Riksbank (Central Bank of Sweden).
- Finocchiaro, Daria & Mendicino, Caterina, 2015. "Debt, equity and the Equity price puzzle," Working Paper Series 314, Sveriges Riksbank (Central Bank of Sweden).
- Per Krusell & Alisdair McKay, 2010. "News shocks and business cycles," Economic Quarterly, Federal Reserve Bank of Richmond, vol. 96(4Q), pages 373-397.
- Paul Beaudry & Franck Portier, 2014.
"News Driven Business Cycles: Insights and Challenges,"
2014 Meeting Papers
289, Society for Economic Dynamics.
- Paul Beaudry & Franck Portier, 2013. "News Driven Business Cycles: Insights and Challenges," NBER Working Papers 19411, National Bureau of Economic Research, Inc.
- Portier, Franck & Beaudry, Paul, 2013. "News Driven Business Cycles: Insights and Challenges," CEPR Discussion Papers 9624, C.E.P.R. Discussion Papers.
- Paul Beaudry & Franck Portier, 2014. "News-Driven Business Cycles: Insights and Challenges," Journal of Economic Literature, American Economic Association, vol. 52(4), pages 993-1074, December.
- Miranda-Agrippino, Silvia & Hacıoglu Hoke, Sinem, 2018.
"When creativity strikes: news shocks and business cycle fluctuations,"
LSE Research Online Documents on Economics
90381, London School of Economics and Political Science, LSE Library.
- Silvia Miranda-Agrippino & Sinem Hacioglu Hoke & Kristina Bluwstein, 2018. "When Creativity Strikes: News Shocks and Business Cycle Fluctuations," Discussion Papers 1823, Centre for Macroeconomics (CFM).
- Miranda-Agrippino, Silvia & Hacioglu Hoke, Sinem & Bluwstein, Kristina, 2019. "When creativity strikes: news shocks and business cycle fluctuations," Bank of England working papers 788, Bank of England.
- Barsky, Robert B. & Sims, Eric R., 2011. "News shocks and business cycles," Journal of Monetary Economics, Elsevier, vol. 58(3), pages 273-289.
- Strid, Ingvar & Walentin, Karl, 2008.
"Block Kalman filtering for large-scale DSGE models,"
Working Paper Series
224, Sveriges Riksbank (Central Bank of Sweden).
- Ingvar Strid & Karl Walentin, 2009. "Block Kalman Filtering for Large-Scale DSGE Models," Computational Economics, Springer;Society for Computational Economics, vol. 33(3), pages 277-304, April.
Cited by:
- Davood Askarany & Mona Parsaei & Nilofar Ghanbari, 2024. "Business Strategy, Short-Term Debt, and Cost Stickiness," Computational Economics, Springer;Society for Computational Economics, vol. 64(3), pages 1913-1936, September.
- Strid, Ingvar, 2010. "Efficient parallelisation of Metropolis-Hastings algorithms using a prefetching approach," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2814-2835, November.
- Ankargren, Sebastian & Jonéus, Paulina, 2021.
"Simulation smoothing for nowcasting with large mixed-frequency VARs,"
Econometrics and Statistics, Elsevier, vol. 19(C), pages 97-113.
- Sebastian Ankargren & Paulina Jon'eus, 2019. "Simulation smoothing for nowcasting with large mixed-frequency VARs," Papers 1907.01075, arXiv.org.
- Edward P. Herbst, 2012.
"Using the \"Chandrasekhar Recursions\" for likelihood evaluation of DSGE models,"
Finance and Economics Discussion Series
2012-35, Board of Governors of the Federal Reserve System (U.S.).
- Edward Herbst, 2015. "Using the “Chandrasekhar Recursions” for Likelihood Evaluation of DSGE Models," Computational Economics, Springer;Society for Computational Economics, vol. 45(4), pages 693-705, April.
- Strid, Ingvar, 2008. "Metropolis-Hastings prefetching algorithms," SSE/EFI Working Paper Series in Economics and Finance 706, Stockholm School of Economics, revised 02 Dec 2009.
- Sanha Noh, 2020. "Posterior Inference on Parameters in a Nonlinear DSGE Model via Gaussian-Based Filters," Computational Economics, Springer;Society for Computational Economics, vol. 56(4), pages 795-841, December.
- Walentin, Karl, 2007.
"Earnings Inequality and the Equity Premium,"
Working Paper Series
215, Sveriges Riksbank (Central Bank of Sweden).
- Walentin Karl, 2010. "Earnings Inequality and the Equity Premium," The B.E. Journal of Macroeconomics, De Gruyter, vol. 10(1), pages 1-23, November.
Cited by:
- Kevin J. Lansing, 2011.
"Asset pricing with concentrated ownership of capital,"
Working Paper Series
2011-07, Federal Reserve Bank of San Francisco.
- Kevin J. Lansing, 2011. "Asset pricing with concentrated ownership of capital," Working Paper 2011/18, Norges Bank.
- Favilukis, Jack, 2013.
"Inequality, stock market participation, and the equity premium,"
Journal of Financial Economics, Elsevier, vol. 107(3), pages 740-759.
- Jack Favilukis, 2007. "Inequality, Stock Market Participation, and the Equity Premium," FMG Discussion Papers dp602, Financial Markets Group.
- Favilukis, Jack, 2007. "Inequality, stock market participation, and the equity premium," LSE Research Online Documents on Economics 24500, London School of Economics and Political Science, LSE Library.
- Roman Horvath & Lorant Kaszab & Ales Marsal, 2020.
"Equity Premium and Monetary Policy in a Model with Limited Asset Market Participation,"
MNB Working Papers
2020/3, Magyar Nemzeti Bank (Central Bank of Hungary).
- Roman Horvath & Lorant Kaszab, 2016. "Equity Premium and Monetary Policy in a Model with Limited Asset Market Participation," Working Papers IES 2016/04, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Feb 2016.
- Horvath, Roman & Kaszab, Lorant & Marsal, Ales, 2021. "Equity premium and monetary policy in a model with limited asset market participation," Economic Modelling, Elsevier, vol. 95(C), pages 430-440.
- Peng, Yulei & Zervou, Anastasia, 2022. "Monetary policy rules and the equity premium in a segmented markets model," Journal of Macroeconomics, Elsevier, vol. 73(C).
- Agnieszka Markiewicz & Rafal Raciborski, 2022.
"Income Inequality and Stock Market Returns,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 43, pages 286-307, January.
- Agnieszka Markiewicz & Rafal Raciborski, 2020. "Code and data files for "Income Inequality and Stock Market Returns"," Computer Codes 19-128, Review of Economic Dynamics.
- Agnieszka (A.P.) Markiewicz & Rafal Raciborski, 2018. "Income Inequality and Stock Market Returns," Tinbergen Institute Discussion Papers 18-075/IV, Tinbergen Institute.
- François Le Grand & Xavier Ragot, 2018.
"A Class of Tractable Incomplete-Market Models for Studying Asset Returns and Risk Exposure,"
Post-Print
hal-03949545, HAL.
- François Le Grand & Xavier Ragot, 2018. "A Class of Tractable Incomplete-Market Models for Studying Asset Returns and Risk Exposure," SciencePo Working papers Main hal-03949545, HAL.
- Grand, François Le & Ragot, Xavier, 2018. "A class of tractable incomplete-market models for studying asset returns and risk exposure," European Economic Review, Elsevier, vol. 103(C), pages 39-59.
- François Le Grand & Xavier Ragot, 2018. "A class of tractable incomplete-market models for studying asset returns and risk exposure," Post-Print hal-02312121, HAL.
- Yulei Peng & Anastasia Zervou, 2014.
"Monetary Policy Rules and the Equity Premium,"
Working Papers
20141115_001, Texas A&M University, Department of Economics.
- Anastasia Zervou, 2016. "Monetary Policy Rules and the Equity Premium," 2016 Meeting Papers 1624, Society for Economic Dynamics.
- Zervou, Anastasia S., 2013. "Financial market segmentation, stock market volatility and the role of monetary policy," European Economic Review, Elsevier, vol. 63(C), pages 256-272.
- Hazra, Devika, 2022. "Does monetary policy favor the skilled? − Distributional role of monetary policy," The Quarterly Review of Economics and Finance, Elsevier, vol. 86(C), pages 65-86.
- Atolia Manoj & Kurokawa Yoshinori, 2021.
"Entry Costs, Task Variety, and Skill Flexibility: A Simple Theory of (Top) Income Skewness,"
The B.E. Journal of Macroeconomics, De Gruyter, vol. 21(1), pages 97-124, January.
- Manoj Atolia & Yoshinori Kurokawa, 2014. "Entry Costs, Task Variety, and Skill Flexibility: A Simple Theory of (Top) Income Skewness," Tsukuba Economics Working Papers 2014-001, Faculty of Humanities and Social Sciences, University of Tsukuba, revised Jul 2018.
- Hazra, Devika, 2018. "Distributional role of monetary policy under limited credit access," Research in Economics, Elsevier, vol. 72(4), pages 494-510.
- Lorenzoni, Guido & Walentin, Karl, 2007.
"Financial Frictions, Investment and Tobin’s q,"
Working Paper Series
208, Sveriges Riksbank (Central Bank of Sweden).
- Cao, Dan & Lorenzoni, Guido & Walentin, Karl, 2019. "Financial frictions, investment, and Tobin’s q," Journal of Monetary Economics, Elsevier, vol. 103(C), pages 105-122.
- Guido Lorenzoni & Karl Walentin, 2006. "Financial Frictions, Investment and Tobin's q," 2006 Meeting Papers 844, Society for Economic Dynamics.
- Guido Lorenzoni & Karl Walentin, 2007. "Financial Frictions, Investment and Tobin's q," NBER Working Papers 13092, National Bureau of Economic Research, Inc.
Cited by:
- Abed Al‐Nasser Abdallah & Wissam Abdallah & Mohsen Saad, 2020. "Institutional characteristics, investment sensitivity to cash flow and Tobin's q: Evidence from the Middle East and North Africa region," International Finance, Wiley Blackwell, vol. 23(2), pages 324-339, August.
- 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.
- Patrick Bolton & Neng Wang & Jinqiang Yang, 2015.
"Optimal Contracting, Corporate Finance, and Valuation with Inalienable Human Capital,"
NBER Working Papers
20979, National Bureau of Economic Research, Inc.
- Patrick Bolton & Neng Wang & Jinqiang Yang, 2019. "Optimal Contracting, Corporate Finance, and Valuation with Inalienable Human Capital," Journal of Finance, American Finance Association, vol. 74(3), pages 1363-1429, June.
- Zheng Liu & Pengfei Wang & Tao Zha, 2009.
"Do credit constraints amplify macroeconomic fluctuations?,"
Working Paper Series
2009-28, Federal Reserve Bank of San Francisco.
- Zheng Liu & Pengfei Wang & Tao Zha, 2010. "Do credit constraints amplify macroeconomic fluctuations?," FRB Atlanta Working Paper 2010-01, Federal Reserve Bank of Atlanta.
- Claessens, Stijn & Yafeh, Yishay & Ueda, Kenichi, 2010.
"Financial Frictions, Investment, and Institutions,"
CEPR Discussion Papers
8170, C.E.P.R. Discussion Papers.
- Yishay Yafeh & Mr. Kenichi Ueda & Mr. Stijn Claessens, 2010. "Financial Frictions, Investment, and Institutions," IMF Working Papers 2010/231, International Monetary Fund.
- Rampini, Adriano A. & Viswanathan, S., 2013.
"Collateral and capital structure,"
Journal of Financial Economics, Elsevier, vol. 109(2), pages 466-492.
- S. Viswanathan & Adriano Rampini, 2009. "Collateral and Capital Structure," 2009 Meeting Papers 525, Society for Economic Dynamics.
- Michael R. Roberts, 2014. "The Role of Dynamic Renegotiation and Asymmetric Information in Financial Contracting," NBER Working Papers 20484, National Bureau of Economic Research, Inc.
- Sandro Brusco & Eva Ropero, 2007. "Financing Constraints and Firm Dynamics with Durable Capital," Department of Economics Working Papers 07-08, Stony Brook University, Department of Economics.
- Roberts, Michael R., 2015. "The role of dynamic renegotiation and asymmetric information in financial contracting," Journal of Financial Economics, Elsevier, vol. 116(1), pages 61-81.
- Dan Vu Cao, 2010.
"Collateral Shortages, Asset Price And Investment Volatility With Heterogeneous Beliefs,"
2010 Meeting Papers
1233, Society for Economic Dynamics.
- Dan Cao, 2011. "Collateral Shortages, Asset Price and Investment Volatility with Heterogeneous Beliefs," Working Papers gueconwpa~11-11-01, Georgetown University, Department of Economics.
- Walentin, Karl, 2009.
"Expectation Driven Business Cycles with Limited Enforcement,"
Working Paper Series
229, Sveriges Riksbank (Central Bank of Sweden), revised 01 Oct 2011.
- Walentin, Karl, 2014. "Expectation driven business cycles with limited enforcement," Economics Letters, Elsevier, vol. 124(2), pages 300-303.
- Leena Rudanko & Francois Gourio, 2010.
"Customer Capital,"
2010 Meeting Papers
121, Society for Economic Dynamics.
- Francois Gourio & Leena Rudanko, 2011. "Customer Capital," NBER Working Papers 17191, National Bureau of Economic Research, Inc.
- François Gourio & Leena Rudanko, 2014. "Customer Capital," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 81(3), pages 1102-1136.
- Claessens, Stijn & Ueda, Kenichi & Yafeh, Yishay, 2014. "Institutions and financial frictions: Estimating with structural restrictions on firm value and investment," Journal of Development Economics, Elsevier, vol. 110(C), pages 107-122.
- Hengjie Ai & Dana Kiku & Rui Li & Jincheng Tong, 2021. "A Unified Model of Firm Dynamics with Limited Commitment and Assortative Matching," Journal of Finance, American Finance Association, vol. 76(1), pages 317-356, February.
- Simmons-Süer, Banu, 2018. "“How relevant is capital structure for aggregate investment? a regime-switching approach”," International Review of Economics & Finance, Elsevier, vol. 53(C), pages 109-117.
- Patrick Bolton & Neng Wang & Jinqiang Yang, 2016. "Liquidity and Risk Management: Coordinating Investment and Compensation Policies," 2016 Meeting Papers 1703, Society for Economic Dynamics.
- Chong Wang & Neng Wang & Jinqiang Yang, 2011.
"A Unified Model of Entrepreneurship Dynamics,"
NBER Working Papers
16843, National Bureau of Economic Research, Inc.
- Wang, Chong & Wang, Neng & Yang, Jinqiang, 2012. "A unified model of entrepreneurship dynamics," Journal of Financial Economics, Elsevier, vol. 106(1), pages 1-23.
- Ai, Hengjie & Li, Rui, 2015. "Investment and CEO compensation under limited commitment," Journal of Financial Economics, Elsevier, vol. 116(3), pages 452-472.
Articles
- Jiaqian Chen & Daria Finocchiaro & Jesper Linde & Karl Walentin, 2023.
"The costs of macroprudential deleveraging in a liquidity trap","
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 51, pages 991-1011, December.
See citations under working paper version above.
- Jiaqian Chen & Daria Finocchiaro & Jesper Linde & Karl Walentin, 2023. "Code and data files for "The costs of macroprudential deleveraging in a liquidity trap"," Computer Codes 22-100, Review of Economic Dynamics.
- Chen, Jiaqian & Finocchiaro, Daria & Lindé, Jesper & Walentin, Karl, 2020. "The costs of macroprudential deleveraging in a liquidity trap," Working Paper Series 389, Sveriges Riksbank (Central Bank of Sweden).
- Linde, Jesper & Finocchiaro, Daria & Walentin, Karl & Chen, Jack, 2020. "The costs of macroprudential deleveraging in a liquidity trap," CEPR Discussion Papers 14564, C.E.P.R. Discussion Papers.
- Mr. Jiaqian Chen & Daria Finocchiaro & Jesper Lindé & Karl Walentin, 2020. "The Costs of Macroprudential Deleveraging in a Liquidity Trap," IMF Working Papers 2020/089, International Monetary Fund.
- Karl Walentin & Andreas Westermark, 2022.
"Learning on the Job and the Cost of Business Cycles,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 14(4), pages 341-377, October.
See citations under working paper version above.
- Walentin, Karl & Westermark, Andreas, 2018. "Learning on the Job and the Cost of Business Cycles," Working Paper Series 353, Sveriges Riksbank (Central Bank of Sweden), revised 01 Jun 2018.
- Lawrence Christiano & Mathias Trabandt & Karl Walentin, 2021.
"Involuntary Unemployment and the Business Cycle,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 39, pages 26-54, January.
See citations under working paper version above.
- Lawrence Christiano & Mathias Trabandt & Karl Walentin, 2020. "Code and data files for "Involuntary Unemployment and the Business Cycle"," Computer Codes 18-447, Review of Economic Dynamics.
- Lawrence J. Christiano & Mathias Trabandt & Karl Walentin, 2010. "Involuntary unemployment and the business cycle," FRB Atlanta CQER Working Paper 2010-03, Federal Reserve Bank of Atlanta.
- Mathias Trabandt & Karl Walentin & Lawrence J. Christiano, 2010. "Involuntary Unemployment and the Business Cycle," 2010 Meeting Papers 129, Society for Economic Dynamics.
- Mathias Trabandt & Karl Walentin & Lawrence Christiano, 2016. "Involuntary Unemployment and the Business Cycle," 2016 Meeting Papers 194, Society for Economic Dynamics.
- Lawrence Christiano & Mathias Trabandt & Karl Walentin, 2020. "Online Appendix to "Involuntary Unemployment and the Business Cycle"," Online Appendices 18-447, Review of Economic Dynamics.
- Christiano, Lawrence J. & Trabrandt, Mathias & Walentin, Karl, 2010. "Involuntary Unemployment and the Business Cycle," Working Paper Series 238, Sveriges Riksbank (Central Bank of Sweden), revised 01 Jun 2012.
- Lawrence J. Christiano & Mathias Trabandt & Karl Walentin, 2010. "Involuntary Unemployment and the Business Cycle," NBER Working Papers 15801, National Bureau of Economic Research, Inc.
- Christiano, Lawrence J. & Trabrandt, Mathias & Walentin, Karl, 2010. "Involuntary unemployment and the business cycle," Working Paper Series 1202, European Central Bank.
- Cao, Dan & Lorenzoni, Guido & Walentin, Karl, 2019.
"Financial frictions, investment, and Tobin’s q,"
Journal of Monetary Economics, Elsevier, vol. 103(C), pages 105-122.
See citations under working paper version above.
- Guido Lorenzoni & Karl Walentin, 2006. "Financial Frictions, Investment and Tobin's q," 2006 Meeting Papers 844, Society for Economic Dynamics.
- Lorenzoni, Guido & Walentin, Karl, 2007. "Financial Frictions, Investment and Tobin’s q," Working Paper Series 208, Sveriges Riksbank (Central Bank of Sweden).
- Guido Lorenzoni & Karl Walentin, 2007. "Financial Frictions, Investment and Tobin's q," NBER Working Papers 13092, National Bureau of Economic Research, Inc.
- Ferre De Graeve & Karl Walentin, 2015.
"Refining Stylized Facts from Factor Models of Inflation,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(7), pages 1192-1209, November.
See citations under working paper version above.
- De Graeve, Ferre & Walentin, Karl, 2011. "Refining Stylized Facts from Factor Models of Inflation," Working Paper Series 254, Sveriges Riksbank (Central Bank of Sweden), revised 01 Oct 2013.
- Walentin, Karl, 2014.
"Expectation driven business cycles with limited enforcement,"
Economics Letters, Elsevier, vol. 124(2), pages 300-303.
See citations under working paper version above.
- Walentin, Karl, 2009. "Expectation Driven Business Cycles with Limited Enforcement," Working Paper Series 229, Sveriges Riksbank (Central Bank of Sweden), revised 01 Oct 2011.
- Karl Walentin, 2014.
"Housing Collateral and the Monetary Transmission Mechanism,"
Scandinavian Journal of Economics, Wiley Blackwell, vol. 116(3), pages 635-668, July.
See citations under working paper version above.
- Walentin, Karl & Sellin, Peter, 2010. "Housing collateral and the monetary transmission mechanism," Working Paper Series 239, Sveriges Riksbank (Central Bank of Sweden).
- Walentin, Karl, 2014.
"Business cycle implications of mortgage spreads,"
Journal of Monetary Economics, Elsevier, vol. 67(C), pages 62-77.
See citations under working paper version above.
- Walentin, Karl, 2013. "Business Cycle Implications of Mortgage Spreads," Working Paper Series 275, Sveriges Riksbank (Central Bank of Sweden), revised 01 Mar 2014.
- Christiano, Lawrence J. & Trabandt, Mathias & Walentin, Karl, 2011.
"Introducing financial frictions and unemployment into a small open economy model,"
Journal of Economic Dynamics and Control, Elsevier, vol. 35(12), pages 1999-2041.
See citations under working paper version above.
- Mathias Trabandt & Karl Walentin & Lawrence J. Christiano, 2008. "Introducing Financial Frictions and Unemployment into a Small Open Economy Model," 2008 Meeting Papers 423, Society for Economic Dynamics.
- Christiano, Lawrence J. & Trabandt, Mathias & Walentin, Karl, 2007. "Introducing Financial Frictions and Unemployment into a Small Open Economy Model," Working Paper Series 214, Sveriges Riksbank (Central Bank of Sweden), revised 01 Jun 2011.
- Lawrence J. Christiano & Mathias Trabandt & Karl Walentin, 2010. "Introducing financial frictions and unemployment into a small open economy model," FRB Atlanta CQER Working Paper 2010-04, Federal Reserve Bank of Atlanta.
- Walentin Karl, 2010.
"Earnings Inequality and the Equity Premium,"
The B.E. Journal of Macroeconomics, De Gruyter, vol. 10(1), pages 1-23, November.
See citations under working paper version above.
- Walentin, Karl, 2007. "Earnings Inequality and the Equity Premium," Working Paper Series 215, Sveriges Riksbank (Central Bank of Sweden).
- Ingvar Strid & Karl Walentin, 2009.
"Block Kalman Filtering for Large-Scale DSGE Models,"
Computational Economics, Springer;Society for Computational Economics, vol. 33(3), pages 277-304, April.
See citations under working paper version above.Sorry, no citations of articles recorded.
- Strid, Ingvar & Walentin, Karl, 2008. "Block Kalman filtering for large-scale DSGE models," Working Paper Series 224, Sveriges Riksbank (Central Bank of Sweden).
Software components
-
Sorry, no citations of software components recorded.
Chapters
- Christiano, Lawrence J. & Trabandt, Mathias & Walentin, Karl, 2010.
"DSGE Models for Monetary Policy Analysis,"
Handbook of Monetary Economics, in: Benjamin M. Friedman & Michael Woodford (ed.), Handbook of Monetary Economics, edition 1, volume 3, chapter 7, pages 285-367,
Elsevier.
See citations under working paper version above.Sorry, no citations of chapters recorded.
- Lawrence J. Christiano & Mathias Trabandt & Karl Walentin, 2010. "DSGE models for monetary policy analysis," FRB Atlanta CQER Working Paper 2010-02, Federal Reserve Bank of Atlanta.
- Lawrence J. Christiano & Mathias Trabandt & Karl Walentin, 2010. "DSGE Models for Monetary Policy Analysis," NBER Working Papers 16074, National Bureau of Economic Research, Inc.