Francesco Ferrante
Personal Details
First Name: | Francesco |
Middle Name: | |
Last Name: | Ferrante |
Suffix: | |
RePEc Short-ID: | pfe428 |
[This author has chosen not to make the email address public] | |
https://sites.google.com/site/franferrante/ | |
Affiliation
Macroeconomic and Quantitative Studies Section
Federal Reserve Board (Board of Governors of the Federal Reserve System)
Washington, District of Columbia (United States)http://www.federalreserve.gov/research/rsmaqs.htm
RePEc:edi:mqfrbus (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Isabel Cairó & Hess T. Chung & Francesco Ferrante & Cristina Fuentes-Albero & Camilo Morales-Jimenez & Damjan Pfajfar, 2025. "Endogenous Labor Supply in an Estimated New-Keynesian Model: Nominal versus Real Rigidities," Working Papers 25-08, Federal Reserve Bank of Cleveland.
- Francesco Ferrante & Sebastian Graves & Matteo Iacoviello, 2023.
"The Inflationary Effects of Sectoral Reallocation,"
International Finance Discussion Papers
1369, Board of Governors of the Federal Reserve System (U.S.).
- Ferrante, Francesco & Graves, Sebastian & Iacoviello, Matteo, 2023. "The inflationary effects of sectoral reallocation," Journal of Monetary Economics, Elsevier, vol. 140(S), pages 64-81.
- Dario Caldara & Francesco Ferrante & Matteo Iacoviello & Andrea Prestipino & Albert Queraltó, 2023.
"The International Spillovers of Synchronous Monetary Tightening,"
International Finance Discussion Papers
1384, Board of Governors of the Federal Reserve System (U.S.).
- Caldara, Dario & Ferrante, Francesco & Iacoviello, Matteo & Prestipino, Andrea & Queralto, Albert, 2024. "The international spillovers of synchronous monetary tightening," Journal of Monetary Economics, Elsevier, vol. 141(C), pages 127-152.
- Isabel Cairó & Hess T. Chung & Francesco Ferrante & Cristina Fuentes-Albero & Camilo Morales-Jimenez & Damjan Pfajfar, 2023. "Endogenous Labor Supply in an Estimated New-Keynesian Model: Nominal versus Real Rigidities," Finance and Economics Discussion Series 2023-069, Board of Governors of the Federal Reserve System (U.S.).
- Francesco Ferrante & Nils M. Gornemann, 2022. "Devaluations, Deposit Dollarization, and Household Heterogeneity," International Finance Discussion Papers 1336, Board of Governors of the Federal Reserve System (U.S.).
- Dario Caldara & Francesco Ferrante & Albert Queraltó, 2022. "International Spillovers of Tighter Monetary Policy," FEDS Notes 2022-12-23, Board of Governors of the Federal Reserve System (U.S.).
- Dario Caldara & Matthew DeHaven & Francesco Ferrante & Matteo Iacoviello, 2021. "The Global Recovery: Lessons from the Past," FEDS Notes 2021-06-22, Board of Governors of the Federal Reserve System (U.S.).
- Francesco Ferrante & Matthias Paustian, 2019. "Nominal Debt and the Heterogeneous Effects of Forward Guidance," 2019 Meeting Papers 1256, Society for Economic Dynamics.
- Francesco Ferrante & Matthias Paustian, 2019. "Household Debt and the Heterogeneous Effects of Forward Guidance," International Finance Discussion Papers 1267, Board of Governors of the Federal Reserve System (U.S.).
- Francesco Ferrante, 2015.
"A Model of Endogenous Loan Quality and the Collapse of the Shadow Banking System,"
Finance and Economics Discussion Series
2015-21, Board of Governors of the Federal Reserve System (U.S.).
- Francesco Ferrante, 2018. "A Model of Endogenous Loan Quality and the Collapse of the Shadow Banking System," American Economic Journal: Macroeconomics, American Economic Association, vol. 10(4), pages 152-201, October.
- Francesco Ferrante, 2015.
"Risky Mortgages, Bank Leverage and Credit Policy,"
Finance and Economics Discussion Series
2015-110, Board of Governors of the Federal Reserve System (U.S.).
repec:fip:fedgfn:2022 is not listed on IDEAS
Articles
- Ferrante, Francesco, 2019. "Risky lending, bank leverage and unconventional monetary policy," Journal of Monetary Economics, Elsevier, vol. 101(C), pages 100-127.
- Francesco Ferrante, 2018.
"A Model of Endogenous Loan Quality and the Collapse of the Shadow Banking System,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 10(4), pages 152-201, October.
- Francesco Ferrante, 2015. "A Model of Endogenous Loan Quality and the Collapse of the Shadow Banking System," Finance and Economics Discussion Series 2015-21, Board of Governors of the Federal Reserve System (U.S.).
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.RePEc Biblio mentions
As found on the RePEc Biblio, the curated bibliography of Economics:- Francesco Ferrante & Matthias Paustian, 2019.
"Household Debt and the Heterogeneous Effects of Forward Guidance,"
International Finance Discussion Papers
1267, Board of Governors of the Federal Reserve System (U.S.).
Mentioned in:
Working papers
- Francesco Ferrante & Sebastian Graves & Matteo Iacoviello, 2023.
"The Inflationary Effects of Sectoral Reallocation,"
International Finance Discussion Papers
1369, Board of Governors of the Federal Reserve System (U.S.).
- Ferrante, Francesco & Graves, Sebastian & Iacoviello, Matteo, 2023. "The inflationary effects of sectoral reallocation," Journal of Monetary Economics, Elsevier, vol. 140(S), pages 64-81.
Cited by:
- Cardani, Roberta & Pfeiffer, Philipp & Ratto, Marco & Vogel, Lukas, 2023.
"The COVID-19 recession on both sides of the Atlantic: A model-based comparison,"
European Economic Review, Elsevier, vol. 158(C).
- Roberta Cardani & Philipp Pfeiffer & Marco Ratto & Lukas Vogel, 2023. "The COVID-19 recession on both sides of the Atlantic: A model-based comparison," LIDAM Discussion Papers IRES 2023014, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Roberta Cardani & Philipp Pfeiffer & Marco Ratto & Lukas Vogel, 2023. "The COVID-19 Recession on Both Sides of the Atlantic: A Model-Based Comparison," European Economy - Discussion Papers 191, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Jean-Guillaume Sahuc & Grégory Levieuge & José Garcia-Revelo, 2024.
"Revisiting 15 Years of Unusual Transatlantic Monetary Policies,"
EconomiX Working Papers
2024-13, University of Paris Nanterre, EconomiX.
- Jean-Guillaume Sahuc & Grégory Levieuge & José Garcia-Revelo, 2024. "Revisiting 15 Years of Unusual Transatlantic Monetary Policies," Working Papers hal-04563708, HAL.
- Richard K. Crump & Stefano Eusepi & Marc Giannoni & Aysegul Sahin, 2024.
"The Unemployment-Inflation Trade-off Revisited: The Phillips Curve in COVID Times,"
Staff Reports
1086, Federal Reserve Bank of New York.
- Richard K. Crump & Stefano Eusepi & Marc Giannoni & Ayşegül Şahin, 2022. "The Unemployment-Inflation Trade-off Revisited: The Phillips Curve in COVID Times," NBER Working Papers 29785, National Bureau of Economic Research, Inc.
- Crump, Richard K. & Eusepi, Stefano & Giannoni, Marc & Şahin, Ayşegül, 2024. "The unemployment–inflation trade-off revisited: The Phillips curve in COVID times," Journal of Monetary Economics, Elsevier, vol. 145(S).
- Ascari, Guido & Bonam, Dennis & Smadu, Andra, 2024. "Global supply chain pressures, inflation, and implications for monetary policy," Journal of International Money and Finance, Elsevier, vol. 142(C).
- Hie Joo Ahn & Jeremy B. Rudd, 2024. "(Re-)Connecting Inflation and the Labor Market: A Tale of Two Curves," Finance and Economics Discussion Series 2024-050, Board of Governors of the Federal Reserve System (U.S.).
- Ascari, Guido & Fosso, Luca, 2024. "The international dimension of trend inflation," Journal of International Economics, Elsevier, vol. 148(C).
- Nikolaos A. Kyriazis, 2024. "Food Inflation Examination through the Dynamic Nexus between Olive Oil and Substitutes," Economies, MDPI, vol. 12(3), pages 1-12, February.
- Jonathon Hazell & Stephan Hobler, 2024. "Do Deficits Cause Inflation? A High Frequency Narrative Approach," Discussion Papers 2439, Centre for Macroeconomics (CFM).
- Flavio V Vieira & Cleomar Gomes da Silva, 2024. "Global inflation before and after the covid-19 pandemic: a panel data approach," Economics Bulletin, AccessEcon, vol. 44(3), pages 889-903.
- Cole, Stephen J. & Huh, Sungjun, 2024. "Measuring the effects of unconventional monetary policy tools under adaptive learning," Journal of Economic Dynamics and Control, Elsevier, vol. 164(C).
- Ascari, Guido & Grazzini, Jakob & Massaro, Domenico, 2024.
"Great Layoff, Great Retirement and Post-pandemic Inflation,"
CEPR Discussion Papers
19068, C.E.P.R. Discussion Papers.
- Guido Ascari & Jakob Grazzini & Dominico Massaro, 2024. "Great Layoff, Great Retirement and Post-pandemic Inflation," Working Papers 812, DNB.
- Pongpitch Amatyakul & Deniz Igan & Marco Jacopo Lombardi, 2024. "Sectoral price dynamics in the last mile of post-Covid-19 disinflation," BIS Quarterly Review, Bank for International Settlements, March.
- Dario Caldara & Francesco Ferrante & Matteo Iacoviello & Andrea Prestipino & Albert Queraltó, 2023.
"The International Spillovers of Synchronous Monetary Tightening,"
International Finance Discussion Papers
1384, Board of Governors of the Federal Reserve System (U.S.).
- Caldara, Dario & Ferrante, Francesco & Iacoviello, Matteo & Prestipino, Andrea & Queralto, Albert, 2024. "The international spillovers of synchronous monetary tightening," Journal of Monetary Economics, Elsevier, vol. 141(C), pages 127-152.
Cited by:
- Arbatli-Saxegaard, Elif & Furceri, Davide & González, Pablo & Ostry, Jonathan D. & Peiris, Shanaka, 2024.
"Spillovers from US Monetary Policy: Role of Policy Drivers and Cyclical Conditions,"
CEPR Discussion Papers
18768, C.E.P.R. Discussion Papers.
- Arbatli-Saxegaard, Elif C. & Furceri, Davide & Dominguez, Pablo Gonzalez & Ostry, Jonathan D. & Peiris, Shanaka Jayanath, 2024. "Spillovers from US monetary policy: Role of policy drivers and cyclical conditions," Journal of International Money and Finance, Elsevier, vol. 143(C).
- Forbes, Kristin & Ha, Jongrim & Kose, M. Ayhan, 2024.
"Rate Cycles,"
MPRA Paper
121791, University Library of Munich, Germany.
- Kristin Forbes & Jongrim Ha & M. Ayhan Kose, 2024. "Rate Cycles," CAMA Working Papers 2024-54, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Kristin Forbes & Jongrim Ha & M. Ayhan Kose, 2024. "Rate Cycles," Koç University-TUSIAD Economic Research Forum Working Papers 2402, Koc University-TUSIAD Economic Research Forum.
- Forbes, Kristin & Ha, Jongrim & Kose, M. Ayhan, 2024. "Rate Cycles," CEPR Discussion Papers 19272, C.E.P.R. Discussion Papers.
- Forbes,Kristin & Jongrim Ha & Ayhan Kose, 2024. "Rate Cycles," Policy Research Working Paper Series 10876, The World Bank.
- Aizenman, Joshua & Park, Donghyun & Qureshi, Irfan A. & Saadaoui, Jamel & Salah Uddin, Gazi, 2024.
"The performance of emerging markets during the Fed’s easing and tightening cycles: A cross-country resilience analysis,"
Journal of International Money and Finance, Elsevier, vol. 148(C).
- Joshua Aizenman & Donghyun Park & Irfan A. Qureshi & Jamel Saadaoui & Gazi Salah Uddin, 2024. "The performance of emerging markets during the Fed’s easing and tightening cycles: a cross-country resilience analysis," Working Papers of BETA 2024-26, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- Joshua Aizenman & Donghyun Park & Irfan A. Qureshi & Gazi Salah Uddin & Jamel Saadaoui, 2024. "The Performance of Emerging Markets During the Fed’s Easing and Tightening Cycles: A Cross-Country Resilience Analysis," NBER Working Papers 32303, National Bureau of Economic Research, Inc.
- Eydam, Ulrich & Leupold, Florian, 2024.
"What is it good for? On the inflationary effects of military conflicts,"
International Economics, Elsevier, vol. 179(C).
- Ulrich Eydam & Florian Leupold, 2023. "What is it good for? On the Inflationary Effects of Military Conflicts," CEPA Discussion Papers 65, Center for Economic Policy Analysis.
- Swapan-Kumar Pradhan & Előd Takáts & Judit Temesvary, 2024.
"How Does Fiscal Policy affect the Transmission of Monetary Policy into Cross-border Bank Lending? Cross-country Evidence,"
International Finance Discussion Papers
1400, Board of Governors of the Federal Reserve System (U.S.).
- Swapan-Kumar Pradhan & Elod Takats & Judit Temesvary, 2024. "How does fiscal policy affect the transmission of monetary policy into cross-border bank lending? Cross-country evidence," BIS Working Papers 1226, Bank for International Settlements.
- Mistak, Jakub & Ozkan, F. Gulcin, 2024. "Asymmetric monetary policy spillovers: the role of supply chains, credit networks and fear of floating," Working Paper Series 2995, European Central Bank.
- Corsetti, Giancarlo, 2024. "Comment on: “The International Spillovers of Synchronous Monetary Tightening” by Dario Caldara, Francesco Ferrante, Matteo Iacoviello, Andrea Prestipino, and Albert Queralto," Journal of Monetary Economics, Elsevier, vol. 141(C), pages 153-156.
- Francesco Ferrante & Nils M. Gornemann, 2022.
"Devaluations, Deposit Dollarization, and Household Heterogeneity,"
International Finance Discussion Papers
1336, Board of Governors of the Federal Reserve System (U.S.).
Cited by:
- Caldara, Dario & Ferrante, Francesco & Iacoviello, Matteo & Prestipino, Andrea & Queralto, Albert, 2024.
"The international spillovers of synchronous monetary tightening,"
Journal of Monetary Economics, Elsevier, vol. 141(C), pages 127-152.
- Dario Caldara & Francesco Ferrante & Matteo Iacoviello & Andrea Prestipino & Albert Queraltó, 2023. "The International Spillovers of Synchronous Monetary Tightening," International Finance Discussion Papers 1384, Board of Governors of the Federal Reserve System (U.S.).
- Caldara, Dario & Ferrante, Francesco & Iacoviello, Matteo & Prestipino, Andrea & Queralto, Albert, 2024.
"The international spillovers of synchronous monetary tightening,"
Journal of Monetary Economics, Elsevier, vol. 141(C), pages 127-152.
- Dario Caldara & Francesco Ferrante & Albert Queraltó, 2022.
"International Spillovers of Tighter Monetary Policy,"
FEDS Notes
2022-12-23, Board of Governors of the Federal Reserve System (U.S.).
Cited by:
- Huang, Yu-Fan & Liao, Wenting & Wang, Taining, 2024. "Does US financial uncertainty spill over through the (asymmetric) international credit channel? The role of market expectations," Journal of International Money and Finance, Elsevier, vol. 148(C).
- Zoundi, Zakaria, 2024. "Wells or Welfare? Macroeconomic implications of the Canadian oil subsidy," Economic Modelling, Elsevier, vol. 139(C).
- Szczygielski, Jan Jakub & Charteris, Ailie & Obojska, Lidia & Brzeszczyński, Janusz, 2024. "Recession fears and stock markets: An application of directional wavelet coherence and a machine learning-based economic agent-determined Google fear index," Research in International Business and Finance, Elsevier, vol. 72(PA).
- Francesco Ferrante & Matthias Paustian, 2019.
"Household Debt and the Heterogeneous Effects of Forward Guidance,"
International Finance Discussion Papers
1267, Board of Governors of the Federal Reserve System (U.S.).
Cited by:
- Cantore, Cristiano & Meichtry, Pascal, 2024.
"Unwinding quantitative easing: State dependency and household heterogeneity,"
European Economic Review, Elsevier, vol. 170(C).
- Cantore, Cristiano & Meichtry, Pascal, 2023. "Unwinding quantitative easing: state dependency and household heterogeneity," Bank of England working papers 1030, Bank of England.
- Cristiano Cantore & Pascal Meichtry, 2024. "Unwinding Quantitative Easing: State Dependency and Household Heterogeneity," Working papers 955, Banque de France.
- Lepetit, Antoine & Fuentes-Albero, Cristina, 2022.
"The limited power of monetary policy in a pandemic,"
European Economic Review, Elsevier, vol. 147(C).
- Antoine Lepetit & Cristina Fuentes-Albero, 2022. "The limited power of monetary policy in a pandemic," BIS Working Papers 1018, Bank for International Settlements.
- André Marine Charlotte & Traficante Guido, 2021. "Forward Guidance in an Advanced Small Open Economy in the Effective Lower Bound," Working Papers 2021-16, Banco de México.
- Cantore, Cristiano & Meichtry, Pascal, 2024.
"Unwinding quantitative easing: State dependency and household heterogeneity,"
European Economic Review, Elsevier, vol. 170(C).
- Francesco Ferrante, 2015.
"A Model of Endogenous Loan Quality and the Collapse of the Shadow Banking System,"
Finance and Economics Discussion Series
2015-21, Board of Governors of the Federal Reserve System (U.S.).
- Francesco Ferrante, 2018. "A Model of Endogenous Loan Quality and the Collapse of the Shadow Banking System," American Economic Journal: Macroeconomics, American Economic Association, vol. 10(4), pages 152-201, October.
Cited by:
- Arsenii Mishin, 2023.
"Dynamic Bank Capital Regulation in the Presence of Shadow Banks,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 51, pages 965-990, December.
- Arsenii Mishin, 2023. "Online Appendix to "Dynamic Bank Capital Regulation in the Presence of Shadow Banks"," Online Appendices 21-346, Review of Economic Dynamics.
- Arsenii Mishin, 2023. "Code and data files for "Dynamic Bank Capital Regulation in the Presence of Shadow Banks"," Computer Codes 21-346, Review of Economic Dynamics.
- Federico Lubello & Abdelaziz Rouabah, 2019.
"Capturing macroprudential regulation effectiveness: a DSGE approach with shadow intermediaries,"
Financial Stability Review, Banco de España, issue Autumn.
- Federico Lubello & Abdelaziz Rouabah, 2019. "Capturing macroprudential regulation effectiveness: a DSGE approach with shadow intermediaries," Revista de Estabilidad Financiera, Banco de España, issue Otoño.
- Federico Lubello & Abdelaziz Rouabah, 2017. "Capturing macroprudential regulation effectiveness: A DSGE approach with shadow intermediaries," BCL working papers 114, Central Bank of Luxembourg.
- David Zeke & Robert Kurtzman, 2017.
"Misallocation Costs of Digging Deeper into the Central Bank Toolkit,"
2017 Meeting Papers
1347, Society for Economic Dynamics.
- Robert J. Kurtzman & David Zeke, 2017. "Misallocation Costs of Digging Deeper into the Central Bank Toolkit," Finance and Economics Discussion Series 2017-076, Board of Governors of the Federal Reserve System (U.S.).
- Robert Kurtzman & David Zeke, 2020. "Misallocation Costs of Digging Deeper into the Central Bank Toolkit," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 38, pages 94-126, October.
- Wei, Xin & Liu, Xi & Zhang, Xueyong, 2022. "Shadow banking and the cross-section of stock returns," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 81(C).
- Poeschl, Johannes & Zhang, Xue, 2019.
"Bank Capital Regulation and Endogenous Shadow Banking Crises,"
VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy
203520, Verein für Socialpolitik / German Economic Association.
- Poeschl, Johannes & Zhang, Xue, 2018. "Bank Capital Regulation and Endogenous Shadow Banking Crises," MPRA Paper 92529, University Library of Munich, Germany.
- 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, 2019. "Shadow Banking and the Great Recession: Evidence from an Estimated DSGE Model," TSE Working Papers 19-996, Toulouse School of Economics (TSE).
- 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.
- Yun Gao & Kenichi Ueda, 2024. "Loan Screening When Banks Have Superior Information Technology," CARF F-Series CARF-F-580, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Mark Gertler & Nobuhiro Kiyotaki & Andrea Prestipino, 2016.
"Wholesale Banking and Bank Runs in Macroeconomic Modeling of Financial Crises,"
International Finance Discussion Papers
1156, Board of Governors of the Federal Reserve System (U.S.).
- Gertler, M. & Kiyotaki, N. & Prestipino, A., 2016. "Wholesale Banking and Bank Runs in Macroeconomic Modeling of Financial Crises," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 1345-1425, Elsevier.
- Mark Gertler & Nobuhiro Kiyotaki & Andrea Prestipino, 2016. "Wholesale Banking and Bank Runs in Macroeconomic Modelling of Financial Crises," NBER Working Papers 21892, National Bureau of Economic Research, Inc.
- Ferrante, Francesco, 2019. "Risky lending, bank leverage and unconventional monetary policy," Journal of Monetary Economics, Elsevier, vol. 101(C), pages 100-127.
- Nandita Bhattacharjee & Ambika Prasad Pati, 2023. "Exploring Systemic Risk Measurement Issues in Shadow Banks: A Case of an Emerging Economy," South Asian Journal of Macroeconomics and Public Finance, , vol. 12(2), pages 186-217, December.
- Edoardo Rainone, 2021. "Identifying deposits' outflows in real-time," Temi di discussione (Economic working papers) 1319, Bank of Italy, Economic Research and International Relations Area.
- Francesco Ferrante, 2015. "Risky Mortgages, Bank Leverage and Credit Policy," Finance and Economics Discussion Series 2015-110, Board of Governors of the Federal Reserve System (U.S.).
- Chan Wang & Gang Yi, 2019. "Bank Runs and Business Cycles in a Small Open Economy," Annals of Economics and Finance, Society for AEF, vol. 20(2), pages 847-865, November.
- Rottner, Matthias, 2022. "Financial crises and shadow banks: A quantitative analysis," Discussion Papers 15/2022, Deutsche Bundesbank.
- Rottner, Matthias, 2023. "Financial crises and shadow banks: A quantitative analysis," Journal of Monetary Economics, Elsevier, vol. 139(C), pages 74-92.
- di Iasio, Giovanni & Kaufmann, Christoph & Wicknig, Florian, 2022. "Macroprudential regulation of investment funds," Working Paper Series 2695, European Central Bank.
- Georgios Magkonis & Eun Young Oh & Shuonan Zhang, 2022. "On the Macroeconomic Effects of Shadow Banking Development," Working Papers in Economics & Finance 2022-06, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.
- Hodula, Martin & Libich, Jan, 2023. "Has monetary policy fueled the rise in shadow banking?," Economic Modelling, Elsevier, vol. 123(C).
- Gete, Pedro, 2018. "Lending standards and macroeconomic dynamics," Working Paper Series 2207, European Central Bank.
- Lubello, Federico & Rouabah, Abdelaziz, 2024. "Securitization, shadow banking system and macroprudential regulation: A DSGE approach," Economic Modelling, Elsevier, vol. 131(C).
- Francesco Ferrante, 2015.
"Risky Mortgages, Bank Leverage and Credit Policy,"
Finance and Economics Discussion Series
2015-110, Board of Governors of the Federal Reserve System (U.S.).
Cited by:
- Punzi, Maria Teresa & Rabitsch, Katrin, 2016.
"Borrower heterogeneity within a risky mortgage-lending market,"
FinMaP-Working Papers
67, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
- Maria Teresa Punzi & Katrin Rabitsch, 2017. "Borrower heterogeneity within a risky mortgage-lending market," Department of Economics Working Papers wuwp241, Vienna University of Economics and Business, Department of Economics.
- Rabitsch, Katrin & Punzi, Maria Teresa, 2017. "Borrower heterogeneity within a risky mortgage-lending market," Department of Economics Working Paper Series 241, WU Vienna University of Economics and Business.
- Yahong Zhang, 2015.
"Household Debt, Financial Intermediation, and Monetary Policy,"
Working Papers
1504, University of Windsor, Department of Economics.
- Zhang, Yahong, 2019. "Household debt, financial intermediation, and monetary policy," Journal of Macroeconomics, Elsevier, vol. 59(C), pages 230-257.
- Ge, Xinyu & Li, Xiao-Lin & Zheng, Ling, 2020. "The transmission of financial shocks in an estimated DSGE model with housing and banking," Economic Modelling, Elsevier, vol. 89(C), pages 215-231.
- Mark Gertler & Nobuhiro Kiyotaki & Andrea Prestipino, 2016.
"Wholesale Banking and Bank Runs in Macroeconomic Modeling of Financial Crises,"
International Finance Discussion Papers
1156, Board of Governors of the Federal Reserve System (U.S.).
- Gertler, M. & Kiyotaki, N. & Prestipino, A., 2016. "Wholesale Banking and Bank Runs in Macroeconomic Modeling of Financial Crises," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 1345-1425, Elsevier.
- Mark Gertler & Nobuhiro Kiyotaki & Andrea Prestipino, 2016. "Wholesale Banking and Bank Runs in Macroeconomic Modelling of Financial Crises," NBER Working Papers 21892, National Bureau of Economic Research, Inc.
- Punzi, Maria Teresa & Rabitsch, Katrin, 2016.
"Borrower heterogeneity within a risky mortgage-lending market,"
FinMaP-Working Papers
67, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
Articles
- Ferrante, Francesco, 2019.
"Risky lending, bank leverage and unconventional monetary policy,"
Journal of Monetary Economics, Elsevier, vol. 101(C), pages 100-127.
Cited by:
- Yvan Becard & David Gauthier, 2022. "Collateral Shocks," American Economic Journal: Macroeconomics, American Economic Association, vol. 14(1), pages 83-103, January.
- Mikkelsen, Jakob & Poeschl, Johannes, 2019. "Banking Panic Risk and Macroeconomic Uncertainty," MPRA Paper 94729, University Library of Munich, Germany.
- Becard, Yvan & Gauthier, David, 2021. "Banks, shadow banks, and business cycles," Bank of England working papers 907, Bank of England.
- Salha Ben Salem & Moez Labidi, 2024. "Financial friction and optimal monetary policy: analysis of DSGE model with financial friction and price sticky," SN Business & Economics, Springer, vol. 4(7), pages 1-24, July.
- Yavuz Arslan & Bulent Guler & Burhan Kuruscu, 2020.
"Credit Supply Driven Boom-Bust Cycles,"
Working Papers
tecipa-664, University of Toronto, Department of Economics.
- Yavuz Arslan & Bulent Guler & Burhan Kuruscu, 2021. "Credit Supply Driven Boom-Bust Cycles," CAEPR Working Papers 2021-005 Classification- , Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Yavuz Arslan & Bulent Guler & Burhan Kuruscu, 2020. "Credit supply driven boom-bust cycles," BIS Working Papers 885, Bank for International Settlements.
- Reiter, Michael & Zessner-Spitzenberg, Leopold, 2023.
"Long-term bank lending and the transfer of aggregate risk,"
Journal of Economic Dynamics and Control, Elsevier, vol. 151(C).
- Reiter, Michael & Zessner-Spitzenberg, Leopold, 2020. "Long-term bank lending and the transfer of aggregate risk," IHS Working Paper Series 13, Institute for Advanced Studies.
- Faria-e-Castro, Miguel, 2021.
"A quantitative analysis of the countercyclical capital buffer,"
ESRB Working Paper Series
120, European Systemic Risk Board.
- Miguel Faria-e-Castro, 2019. "A Quantitative Analysis of Countercyclical Capital Buffers," Working Papers 2019-008, Federal Reserve Bank of St. Louis, revised 01 Jan 2020.
- Nurlan Turdaliev & Yahong Zhang, 2020. "Risky Mortgages and Bank Runs," Working Papers 2007, University of Windsor, Department of Economics, revised Oct 2020.
- Francesco Ferrante & Nils M. Gornemann, 2022. "Devaluations, Deposit Dollarization, and Household Heterogeneity," International Finance Discussion Papers 1336, Board of Governors of the Federal Reserve System (U.S.).
- Koetter, Michael, 2020. "Lending effects of the ECB’s asset purchases," Journal of Monetary Economics, Elsevier, vol. 116(C), pages 39-52.
- Cai, Zhifeng, 2021. "Secular stagnation, financial frictions, and land prices," Journal of Monetary Economics, Elsevier, vol. 124(C), pages 66-90.
- Garret Kent Fellows & Jennifer Winter & Alaz Munzur, 2023. "An Analysis of Industrial Policy Mechanisms to Support Commercial Deployment of Bitumen Partial Upgrading in Alberta," Energies, MDPI, vol. 16(6), pages 1-49, March.
- Ge, Xinyu & Li, Xiao-Lin & Li, Yong & Liu, Yan, 2022. "The driving forces of China's business cycles: Evidence from an estimated DSGE model with housing and banking," China Economic Review, Elsevier, vol. 72(C).
- Martin Harding & Mathias Klein, 2022.
"Monetary policy and household net worth,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 44, pages 125-151, April.
- Martin Harding & Mathias Klein, 2021. "Code and data files for "Monetary policy and household net worth"," Computer Codes 18-271, Review of Economic Dynamics.
- Becard, Yvan & Gauthier, David, 2023. "Banks, nonbanks, and business cycles," European Economic Review, Elsevier, vol. 154(C).
- Turdaliev, Nurlan & Zhang, Yahong, 2023. "Mortgage risk and bank runs," The Quarterly Review of Economics and Finance, Elsevier, vol. 88(C), pages 315-343.
- Rottner, Matthias, 2023. "Financial crises and shadow banks: A quantitative analysis," Journal of Monetary Economics, Elsevier, vol. 139(C), pages 74-92.
- Ronald Mau, 2023. "What Is in a Name? Purchases and Sales of Financial Assets as a Monetary Policy Instrument," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(6), pages 1507-1533, September.
- Kirstin Hubrich & Daniel F. Waggoner, 2022.
"The transmission of financial shocks and leverage of financial institutions: An endogenous regime switching framework,"
Finance and Economics Discussion Series
2022-034, Board of Governors of the Federal Reserve System (U.S.).
- Kirstin Hubrich & Daniel F. Waggoner, 2022. "The Transmission of Financial Shocks and Leverage of Financial Institutions: An Endogenous Regime-Switching Framework," FRB Atlanta Working Paper 2022-5, Federal Reserve Bank of Atlanta.
- Francesco Ferrante, 2018.
"A Model of Endogenous Loan Quality and the Collapse of the Shadow Banking System,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 10(4), pages 152-201, October.
See citations under working paper version above.
- Francesco Ferrante, 2015. "A Model of Endogenous Loan Quality and the Collapse of the Shadow Banking System," Finance and Economics Discussion Series 2015-21, Board of Governors of the Federal Reserve System (U.S.).
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 9 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-MON: Monetary Economics (8) 2015-05-09 2016-03-06 2019-10-07 2022-03-14 2023-01-23 2023-02-06 2023-05-29 2024-01-15. Author is listed
- NEP-DGE: Dynamic General Equilibrium (6) 2015-05-09 2016-03-06 2019-10-07 2022-03-14 2023-12-11 2024-01-15. Author is listed
- NEP-BAN: Banking (5) 2016-03-06 2022-03-14 2023-01-23 2023-02-06 2024-01-15. Author is listed
- NEP-CBA: Central Banking (5) 2016-03-06 2019-10-07 2022-03-14 2023-01-23 2024-01-15. Author is listed
- NEP-MAC: Macroeconomics (5) 2015-05-09 2016-03-06 2019-10-07 2022-03-14 2024-01-15. Author is listed
- NEP-FDG: Financial Development and Growth (2) 2022-03-14 2024-01-15
- NEP-OPM: Open Economy Macroeconomics (2) 2022-03-14 2024-01-15
- NEP-DES: Economic Design (1) 2023-05-29
- NEP-IFN: International Finance (1) 2024-01-15
- NEP-LAB: Labour Economics (1) 2023-12-11
- NEP-URE: Urban and Real Estate Economics (1) 2016-03-06
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