Josef Schroth
Personal Details
First Name: | Josef |
Middle Name: | |
Last Name: | Schroth |
Suffix: | |
RePEc Short-ID: | psc695 |
[This author has chosen not to make the email address public] | |
https://sites.google.com/site/josefschroth/ | |
Terminal Degree: | 2011 Department of Economics; University of California-Los Angeles (UCLA) (from RePEc Genealogy) |
Affiliation
Bank of Canada
Ottawa, Canadahttp://www.bank-banque-canada.ca/
RePEc:edi:bocgvca (more details at EDIRC)
Research output
Jump to: Working papers Articles SoftwareWorking papers
- Josef Schroth, 2023. "Should Banks Be Worried About Dividend Restrictions?," Staff Working Papers 23-49, Bank of Canada.
- Josef Schroth, 2021. "Optimal Monetary and Macroprudential Policies," Staff Working Papers 21-21, Bank of Canada.
- Alejandro García & Josef Schroth, 2021. "Can regulating bank capital help prevent and mitigate financial downturns?," Staff Analytical Notes 2021-12, Bank of Canada.
- Alejandro García & Josef Schroth, 2021. "La réglementation des fonds propres bancaires peut-elle prévenir ou atténuer les turbulences financières?," Staff Analytical Notes 2021-12fr, Bank of Canada.
- Josef Schroth, 2020. "Outside Investor Access to Top Management: Market Monitoring versus Stock Price Manipulation," Staff Working Papers 20-43, Bank of Canada.
- Josef Schroth, 2019.
"Macroprudential Policy with Capital Buffers,"
Staff Working Papers
19-8, Bank of Canada.
- Schroth, Josef, 2021. "Macroprudential policy with capital buffers," Journal of Monetary Economics, Elsevier, vol. 118(C), pages 296-311.
- Josef Schroth, 2019. "Macroprudential policy with capital buffers," BIS Working Papers 771, Bank for International Settlements.
- Stéphane Moyen & Josef Schroth, 2017.
"Optimal Capital Regulation,"
Staff Working Papers
17-6, Bank of Canada.
- Josef Schroth & Stephane Moyen, 2017. "Optimal Capital Regulation," 2017 Meeting Papers 828, Society for Economic Dynamics.
- Josef Schroth, 2016. "Supervising Financial Regulators," Staff Working Papers 16-52, Bank of Canada.
- Josef Schroth, 2016. "Financial Crisis Interventions," Staff Working Papers 16-29, Bank of Canada.
- Josef Schroth, 2016. "Capital Flows to Developing Countries: Is There an Allocation Puzzle?," Staff Working Papers 16-53, Bank of Canada.
- Josef Schroth, 2015. "Managerial Compensation Duration and Stock Price Manipulation," Staff Working Papers 15-25, Bank of Canada.
- Josef Schroth, 2015. "Risk Sharing in the Presence of a Public Good," Staff Working Papers 15-27, Bank of Canada.
- Josef Schroth, 2013. "Fiscal policy coordination in monetary unions," 2013 Meeting Papers 74, Society for Economic Dynamics.
- Josef Schroth, 2012.
"Financial Crisis Resolution,"
Staff Working Papers
12-42, Bank of Canada.
- Josef Schroth, 2012. "Financial Crisis Resolution," 2012 Meeting Papers 617, Society for Economic Dynamics.
Articles
- Schroth, Josef, 2021.
"Macroprudential policy with capital buffers,"
Journal of Monetary Economics, Elsevier, vol. 118(C), pages 296-311.
- Josef Schroth, 2019. "Macroprudential Policy with Capital Buffers," Staff Working Papers 19-8, Bank of Canada.
- Josef Schroth, 2019. "Macroprudential policy with capital buffers," BIS Working Papers 771, Bank for International Settlements.
- Josef Schroth, 2021.
"On the Distributional Effects of Bank Bailouts,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 40, pages 252-277, April.
- Josef Schroth, 2020. "Code and data files for "On the Distributional Effects of Bank Bailouts"," Computer Codes 19-34, Review of Economic Dynamics.
- Josef Schroth, 2018. "Managerial Compensation and Stock Price Manipulation," Journal of Accounting Research, Wiley Blackwell, vol. 56(5), pages 1335-1381, December.
- Josef Schroth, 2016. "Optimal Intermediary Rents," American Economic Journal: Macroeconomics, American Economic Association, vol. 8(1), pages 98-118, January.
Software components
- Josef Schroth, 2020.
"Code and data files for "On the Distributional Effects of Bank Bailouts","
Computer Codes
19-34, Review of Economic Dynamics.
- Josef Schroth, 2021. "On the Distributional Effects of Bank Bailouts," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 40, pages 252-277, April.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Alejandro García & Josef Schroth, 2021.
"Can regulating bank capital help prevent and mitigate financial downturns?,"
Staff Analytical Notes
2021-12, Bank of Canada.
Cited by:
- Jing Yang & Hélène Desgagnés & Grzegorz Halaj & Yaz Terajima, 2022. "COVID and Financial Stability: Practice Ahead of Theory," Discussion Papers 2022-18, Bank of Canada.
- Josef Schroth, 2019.
"Macroprudential Policy with Capital Buffers,"
Staff Working Papers
19-8, Bank of Canada.
- Schroth, Josef, 2021. "Macroprudential policy with capital buffers," Journal of Monetary Economics, Elsevier, vol. 118(C), pages 296-311.
- Josef Schroth, 2019. "Macroprudential policy with capital buffers," BIS Working Papers 771, Bank for International Settlements.
Cited by:
- Josef Schroth, 2021. "Optimal Monetary and Macroprudential Policies," Staff Working Papers 21-21, Bank of Canada.
- Lang, Jan Hannes & Menno, Dominik, 2023.
"The state-dependent impact of changes in bank capital requirements,"
Working Paper Series
2828, European Central Bank.
- Lang, Jan Hannes & Menno, Dominik, 2023. "The state-dependent impact of changes in bank capital requirements," Discussion Papers 19/2023, Deutsche Bundesbank.
- Jean-Guillaume Sahuc & Olivier de Bandt & Hibiki Ichiue & Bora Durdu & Yasin Mimir & Jolan Mohimont & Kalin Nikolov & Sigrid Roehrs & Valério Scalone & Michael Straughan, 2022.
"Assessing the Impact of Basel III: Evidence from Structural Macroeconomic Models,"
EconomiX Working Papers
2022-3, University of Paris Nanterre, EconomiX.
- Olivier de Bandt & Bora Durdu & Hibiki Ichiue & Yasin Mimir & Jolan Mohimont & Kalin Nikolov & Sigrid Roehrs & Jean-Guillaume Sahuc & Valerio Scalone & Michael Straughan, 2022. "Assessing the Impact of Basel III: Evidence from Structural Macroeconomic Models," Working papers 864, Banque de France.
- Hibiki Ichiue & Jean-Guillaume Sahuc & Yasin Mimir & Jolan Mohimont & Kalin Nikolov & Olivier de Bandt & Sigrid Roehrs & Valério Scalone & Michael Straughan & Bora Durdu, 2022. "Assessing the Impact of Basel III: Evidence from Structural Macroeconomic Models," Working Papers hal-04159816, HAL.
- Giraldo, Carlos & Giraldo, Iader & Gomez-Gonzalez, Jose E. & Uribe, Jorge M., 2023.
"Banks' leverage in foreign exchange derivatives in times of crisis: A tale of two countries,"
Emerging Markets Review, Elsevier, vol. 55(C).
- Iader Giraldo & Carlos Giraldo & José E. Gomez-Gonzalez & Jorge Mario Uribe, 2022. "Banks’ Leverage in Foreign Exchange Derivatives in Times of Crises: A Tale of Two Countries," Documentos de trabajo 20541, FLAR.
- Josef Schroth, 2021.
"On the Distributional Effects of Bank Bailouts,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 40, pages 252-277, April.
- Josef Schroth, 2020. "Code and data files for "On the Distributional Effects of Bank Bailouts"," Computer Codes 19-34, Review of Economic Dynamics.
- Sweder van Wijnbergen & Daniël Dimitrov, 2023.
"Macroprudential Regulation: A Risk Management Approach,"
Tinbergen Institute Discussion Papers
23-002/IV, Tinbergen Institute.
- Daniel Dimitrov & Sweder van Wijnbergen, 2023. "Macroprudential Regulation: A Risk Management Approach," Working Papers 765, DNB.
- Dimitrov, Daniel & van Wijnbergen, Sweder, 2023. "Macroprudential Regulation: A Risk Management Approach," CEPR Discussion Papers 17846, C.E.P.R. Discussion Papers.
- Chen, David Xiao & Friedrich, Christian, 2023.
"The countercyclical capital buffer and international bank lending: Evidence from Canada,"
Journal of International Money and Finance, Elsevier, vol. 139(C).
- David Chen & Christian Friedrich, 2021. "The Countercyclical Capital Buffer and International Bank Lending: Evidence from Canada," Staff Working Papers 21-61, Bank of Canada.
- Olivier de Bandt & Bora Durdu & Hibiki Ichiue & Yasin Mimir & Jolan Mohimont & Kalin Nikolov & Sigrid Roehrs & Jean-Guillaume Sahuc & Valério Scalone & Michael Straughan, 2024.
"Assessing the Impact of Basel III: Review of Transmission Channels and Insights from Policy Models,"
Post-Print
hal-04459638, HAL.
- Olivier de Bandt & Bora Durdu & Hibiki Ichiue & Yasin Mimir & Jolan Mohimont & Kalin Nikolov & Sigrid Roehrs & Jean-Guillaume Sahuc & Valerio Scalone & Michael Straughan, 2024. "Assessing the Impact of Basel III: Review of Transmission Channels and Insights from Policy Models," International Journal of Central Banking, International Journal of Central Banking, vol. 20(1), pages 1-52, February.
- Tiago F. A. Matos & João C. A. Teixeira & Tiago M. Dutra, 2023. "The contribution of macroprudential policies to banks' resilience: Lessons from the systemic crises and the COVID‐19 pandemic shock," International Review of Finance, International Review of Finance Ltd., vol. 23(4), pages 794-830, December.
- Josef Schroth, 2023. "Should Banks Be Worried About Dividend Restrictions?," Staff Working Papers 23-49, Bank of Canada.
- Stéphane Moyen & Josef Schroth, 2017.
"Optimal Capital Regulation,"
Staff Working Papers
17-6, Bank of Canada.
- Josef Schroth & Stephane Moyen, 2017. "Optimal Capital Regulation," 2017 Meeting Papers 828, Society for Economic Dynamics.
Cited by:
- Josef Schroth, 2019.
"Macroprudential Policy with Capital Buffers,"
Staff Working Papers
19-8, Bank of Canada.
- Josef Schroth, 2019. "Macroprudential policy with capital buffers," BIS Working Papers 771, Bank for International Settlements.
- Schroth, Josef, 2021. "Macroprudential policy with capital buffers," Journal of Monetary Economics, Elsevier, vol. 118(C), pages 296-311.
- McInerney, Niall & O'Brien, Martin & Wosser, Michael & Zavalloni, Luca, 2022. "Rightsizing Bank Capital for Small, Open Economies," Research Technical Papers 4/RT/22, Central Bank of Ireland.
- Daragh Clancy & Rossana Merola, 2016.
"Countercyclical capital rules for small open economies,"
Working Papers
10, European Stability Mechanism.
- Clancy, Daragh & Merola, Rossana, 2017. "Countercyclical capital rules for small open economies," Journal of Macroeconomics, Elsevier, vol. 54(PB), pages 332-351.
- Maarten van Oordt, 2018.
"Calibrating the Magnitude of the Countercyclical Capital Buffer Using Market-Based Stress Tests,"
Staff Working Papers
18-54, Bank of Canada.
- Maarten R.C. Van Oordt, 2023. "Calibrating the Magnitude of the Countercyclical Capital Buffer Using Market‐Based Stress Tests," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(2-3), pages 465-501, March.
- Josef Schroth, 2016.
"Financial Crisis Interventions,"
Staff Working Papers
16-29, Bank of Canada.
Cited by:
- Bagchi, Sutirtha & Curran, Michael & Fagerstrom, Matthew J., 2019.
"Monetary growth and wealth inequality,"
Economics Letters, Elsevier, vol. 182(C), pages 23-25.
- Sutirtha Bagchi & Michael Patrick Curran & Matthew J. Fagerstrom, 2019. "What is the Impact of Monetary Policy on Wealth Inequality?," Villanova School of Business Department of Economics and Statistics Working Paper Series 39, Villanova School of Business Department of Economics and Statistics.
- Bagchi, Sutirtha & Curran, Michael & Fagerstrom, Matthew J., 2019.
"Monetary growth and wealth inequality,"
Economics Letters, Elsevier, vol. 182(C), pages 23-25.
- Josef Schroth, 2016.
"Capital Flows to Developing Countries: Is There an Allocation Puzzle?,"
Staff Working Papers
16-53, Bank of Canada.
Cited by:
- Giraldo, Carlos & Giraldo, Iader & Gomez-Gonzalez, Jose E. & Uribe, Jorge M., 2023.
"Banks' leverage in foreign exchange derivatives in times of crisis: A tale of two countries,"
Emerging Markets Review, Elsevier, vol. 55(C).
- Iader Giraldo & Carlos Giraldo & José E. Gomez-Gonzalez & Jorge Mario Uribe, 2022. "Banks’ Leverage in Foreign Exchange Derivatives in Times of Crises: A Tale of Two Countries," Documentos de trabajo 20541, FLAR.
- Hasdi Aimon & Rika Utami Restihani & Anggi Putri Kurniadi*, 2019. "The Interaction of Macroeconomic Variables on Capital Inflow in Emerging Market Countries in ASEAN: Panel Error Correction Model Approach," The Journal of Social Sciences Research, Academic Research Publishing Group, vol. 5(9), pages 1357-1364, 09-2019.
- Michael Effah Asamoah & Imhotep Paul Alagidede & Frank Adu, 2022. "On the allocation puzzle and capital flows: Evidence from foreign direct investment and real sector growth in Africa," African Development Review, African Development Bank, vol. 34(3), pages 370-380, September.
- K. S. Jomo & Anis Chowdhury, 2019. "World Bank Financializing Development," Development, Palgrave Macmillan;Society for International Deveopment, vol. 62(1), pages 147-153, December.
- Giraldo, Carlos & Giraldo, Iader & Gomez-Gonzalez, Jose E. & Uribe, Jorge M., 2023.
"Banks' leverage in foreign exchange derivatives in times of crisis: A tale of two countries,"
Emerging Markets Review, Elsevier, vol. 55(C).
Articles
- Schroth, Josef, 2021.
"Macroprudential policy with capital buffers,"
Journal of Monetary Economics, Elsevier, vol. 118(C), pages 296-311.
See citations under working paper version above.
- Josef Schroth, 2019. "Macroprudential Policy with Capital Buffers," Staff Working Papers 19-8, Bank of Canada.
- Josef Schroth, 2019. "Macroprudential policy with capital buffers," BIS Working Papers 771, Bank for International Settlements.
- Josef Schroth, 2021.
"On the Distributional Effects of Bank Bailouts,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 40, pages 252-277, April.
- Josef Schroth, 2020. "Code and data files for "On the Distributional Effects of Bank Bailouts"," Computer Codes 19-34, Review of Economic Dynamics.
Cited by:
- Papageorgiou, Stylianos, 2022. "Bank levy and household risk-aversion," Journal of Banking & Finance, Elsevier, vol. 138(C).
- Yu-Ting Chiang & Piotr Żoch, 2022. "Financial Intermediation and Aggregate Demand: A Sufficient Statistics Approach," Working Papers 2022-038, Federal Reserve Bank of St. Louis, revised 26 Jul 2023.
- Skylar Brooks, 2024. "Central Bank Liquidity Policy in Modern Times," Discussion Papers 2024-06, Bank of Canada.
- Josef Schroth, 2018.
"Managerial Compensation and Stock Price Manipulation,"
Journal of Accounting Research, Wiley Blackwell, vol. 56(5), pages 1335-1381, December.
Cited by:
- Sahuguet, Nicolas & Chaigneau, Pierre, 2021.
"The Complementarity between Signal Informativeness and Monitoring,"
CEPR Discussion Papers
15625, C.E.P.R. Discussion Papers.
- Pierre Chaigneau & Nicolas Sahuguet, 2023. "The Complementarity Between Signal Informativeness and Monitoring," Journal of Accounting Research, Wiley Blackwell, vol. 61(1), pages 141-185, March.
- Josef Schroth, 2020. "Outside Investor Access to Top Management: Market Monitoring versus Stock Price Manipulation," Staff Working Papers 20-43, Bank of Canada.
- Wei Cao & Martina Linnenluecke & Jinfang Tian & Rui Xue & Huan Yang, 2023. "How does investor attention affect energy firms' managerial opportunistic behavior? New evidence from China," Business Strategy and the Environment, Wiley Blackwell, vol. 32(7), pages 5025-5043, November.
- Chia-Chi Lu & Carl Hsin-han Shen & Pai-Ta Shih & Wei‐Che Tsai, 2023. "Option implied riskiness and risk-taking incentives of executive compensation," Review of Quantitative Finance and Accounting, Springer, vol. 60(3), pages 1143-1160, April.
- Sahuguet, Nicolas & Chaigneau, Pierre, 2021.
"The Complementarity between Signal Informativeness and Monitoring,"
CEPR Discussion Papers
15625, C.E.P.R. Discussion Papers.
- Josef Schroth, 2016.
"Optimal Intermediary Rents,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 8(1), pages 98-118, January.
Cited by:
- Stéphane Moyen & Josef Schroth, 2017.
"Optimal Capital Regulation,"
Staff Working Papers
17-6, Bank of Canada.
- Josef Schroth & Stephane Moyen, 2017. "Optimal Capital Regulation," 2017 Meeting Papers 828, Society for Economic Dynamics.
- Josef Schroth, 2016. "Financial Crisis Interventions," Staff Working Papers 16-29, Bank of Canada.
- Josef Schroth, 2021.
"On the Distributional Effects of Bank Bailouts,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 40, pages 252-277, April.
- Josef Schroth, 2020. "Code and data files for "On the Distributional Effects of Bank Bailouts"," Computer Codes 19-34, Review of Economic Dynamics.
- Josef Schroth, 2019.
"Macroprudential Policy with Capital Buffers,"
Staff Working Papers
19-8, Bank of Canada.
- Josef Schroth, 2019. "Macroprudential policy with capital buffers," BIS Working Papers 771, Bank for International Settlements.
- Schroth, Josef, 2021. "Macroprudential policy with capital buffers," Journal of Monetary Economics, Elsevier, vol. 118(C), pages 296-311.
- Josef Schroth, 2023. "Should Banks Be Worried About Dividend Restrictions?," Staff Working Papers 23-49, Bank of Canada.
- Stéphane Moyen & Josef Schroth, 2017.
"Optimal Capital Regulation,"
Staff Working Papers
17-6, Bank of Canada.
Software components
-
Sorry, no citations of software components recorded.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 17 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-MAC: Macroeconomics (10) 2015-10-25 2016-07-09 2016-11-27 2016-11-27 2017-02-26 2019-02-25 2019-03-11 2021-05-17 2021-06-14 2021-06-21. Author is listed
- NEP-BAN: Banking (7) 2013-01-07 2017-02-26 2019-02-25 2019-03-11 2021-05-17 2021-06-21 2023-10-23. Author is listed
- NEP-CBA: Central Banking (7) 2013-08-23 2016-11-27 2019-02-25 2019-03-11 2021-05-17 2021-06-21 2023-10-23. Author is listed
- NEP-DGE: Dynamic General Equilibrium (6) 2013-05-11 2013-08-23 2016-11-27 2019-02-25 2019-03-11 2023-10-23. Author is listed
- NEP-RMG: Risk Management (3) 2017-11-05 2019-02-25 2021-06-21
- NEP-CFN: Corporate Finance (2) 2015-07-11 2020-11-09
- NEP-FDG: Financial Development and Growth (2) 2016-07-09 2023-10-23
- NEP-MON: Monetary Economics (2) 2013-08-23 2021-05-17
- NEP-HRM: Human Capital and Human Resource Management (1) 2015-07-11
- NEP-MIC: Microeconomics (1) 2015-10-25
- NEP-OPM: Open Economy Macroeconomics (1) 2013-08-23
- NEP-ORE: Operations Research (1) 2021-06-21
- NEP-PUB: Public Finance (1) 2015-10-25
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