Gretchen Cope Weinbach
Personal Details
First Name: | Gretchen |
Middle Name: | |
Last Name: | Weinbach |
Suffix: | |
RePEc Short-ID: | pwe510 |
| |
https://ideas.repec.org/f/pwe510.html | |
Terminal Degree: | 1993 Department of Economics; University of Pennsylvania (from RePEc Genealogy) |
Research output
Jump to: Working papers Articles ChaptersWorking papers
- Scott R. Konzem & Virginia Lewis & Suzanna Stephens & Gretchen C. Weinbach & Michael Zhang, 2021. "The 104th Anniversary of the Federal Reserve's Oldest Data Collection," FEDS Notes 2021-06-21-3, Board of Governors of the Federal Reserve System (U.S.).
- Maureen Cowhey & Jane E. Ihrig & Cindy M. Vojtech & Gretchen C. Weinbach, 2021. "How Dynamic is Bank Liquidity, Including when the COVID-19 Pandemic First Set In?," FEDS Notes 2021-08-30-1, Board of Governors of the Federal Reserve System (U.S.).
- Jane E. Ihrig & Zeynep Senyuz & Gretchen C. Weinbach, 2020. "Implementing Monetary Policy in an "Ample-Reserves" Regime: When in Crisis (Note 3 of 3)," FEDS Notes 2020-10-02, Board of Governors of the Federal Reserve System (U.S.).
- Jane E. Ihrig & Zeynep Senyuz & Gretchen C. Weinbach, 2020. "The Fed’s “Ample-Reserves” Approach to Implementing Monetary Policy," Finance and Economics Discussion Series 2020-022, Board of Governors of the Federal Reserve System (U.S.).
- Jane E. Ihrig & Zeynep Senyuz & Gretchen C. Weinbach, 2020. "Implementing Monetary Policy in an "Ample-Reserves" Regime: Maintaining an Ample Quantity of Reserves (Note 2 of 3)," FEDS Notes 2020-08-28, Board of Governors of the Federal Reserve System (U.S.).
- Jane E. Ihrig & Zeynep Senyuz & Gretchen C. Weinbach, 2020. "Implementing Monetary Policy in an "Ample-Reserves" Regime: The Basics (Note 1 of 3)," FEDS Notes 2020-07-01, Board of Governors of the Federal Reserve System (U.S.).
- Jane E. Ihrig & Lawrence Mize & Gretchen C. Weinbach, 2017. "How Does the Fed Adjust its Securities Holdings and Who is Affected?," Finance and Economics Discussion Series 2017-099, Board of Governors of the Federal Reserve System (U.S.).
- Jane E. Ihrig & Edward Kim & Ashish Kumbhat & Cindy M. Vojtech & Gretchen C. Weinbach, 2017.
"How Have Banks Been Managing the Composition of High-Quality Liquid Assets?,"
Finance and Economics Discussion Series
2017-092, Board of Governors of the Federal Reserve System (U.S.).
- Jane E. Ihrig & Edward Kim & Cindy M. Vojtech & Gretchen C. Weinbach, 2019. "How Have Banks Been Managing the Composition of High-Quality Liquid Assets?," Review, Federal Reserve Bank of St. Louis, vol. 101(3).
- Alyssa G. Anderson & Jane E. Ihrig & Mary-Frances Styczynski & Gretchen C. Weinbach, 2017. "How Have the Fed's Three Rate Hikes Passed Through to Selected Short-term Interest Rates?," FEDS Notes 2017-06-02, Board of Governors of the Federal Reserve System (U.S.).
- Alyssa G. Anderson & Jane E. Ihrig & Ellen E. Meade & Gretchen C. Weinbach, 2016. "What Happened in Money Markets after the Fed's December Rate Increase?," FEDS Notes 2016-02-22, Board of Governors of the Federal Reserve System (U.S.).
- Jane E. Ihrig & Ellen E. Meade & Gretchen C. Weinbach, 2016. "The Federal Reserve's New Approach to Raising Interest Rates," FEDS Notes 2016-02-12-1, Board of Governors of the Federal Reserve System (U.S.).
- Jane E. Ihrig & Ellen E. Meade & Gretchen C. Weinbach, 2015. "Monetary Policy 101: A Primer on the Fed's Changing Approach to Policy Implementation," Finance and Economics Discussion Series 2015-47, Board of Governors of the Federal Reserve System (U.S.).
- Richard D. Porter & Gretchen C. Weinbach, 1998.
"Currency ratios and U.S. underground economic activity,"
Finance and Economics Discussion Series
1998-41, Board of Governors of the Federal Reserve System (U.S.).
- Porter, Richard D. & Weinbach, Gretchen C., 1999. "Currency ratios and U.S. underground economic activity," Economics Letters, Elsevier, vol. 63(3), pages 355-361, June.
- Francis X. Diebold & Joon-Haeng Lee & Gretchen C. Weinbach, 1993. "Regime switching with time-varying transition probabilities," Working Papers 93-12, Federal Reserve Bank of Philadelphia.
Articles
- Jane E. Ihrig & Gretchen C. Weinbach & Scott A. Wolla, 2021. "Teaching the Linkage Between Banks and the Fed: R.I.P. Money Multiplier," Page One Economics Newsletter, Federal Reserve Bank of St. Louis, September.
- Jane E. Ihrig & Gretchen C. Weinbach & Scott A. Wolla, 2020. "COVID-19’s Effects on the Economy and the Fed’s Response," Page One Economics Newsletter, Federal Reserve Bank of St. Louis, August.
- Jane E. Ihrig & Edward Kim & Cindy M. Vojtech & Gretchen C. Weinbach, 2019.
"How Have Banks Been Managing the Composition of High-Quality Liquid Assets?,"
Review, Federal Reserve Bank of St. Louis, vol. 101(3).
- Jane E. Ihrig & Edward Kim & Ashish Kumbhat & Cindy M. Vojtech & Gretchen C. Weinbach, 2017. "How Have Banks Been Managing the Composition of High-Quality Liquid Assets?," Finance and Economics Discussion Series 2017-092, Board of Governors of the Federal Reserve System (U.S.).
- Jane E. Ihrig & Ellen E. Meade & Gretchen C. Weinbach, 2015. "Rewriting Monetary Policy 101: What's the Fed's Preferred Post-Crisis Approach to Raising Interest Rates?," Journal of Economic Perspectives, American Economic Association, vol. 29(4), pages 177-198, Fall.
- Mark A. Carlson & Gretchen C. Weinbach, 2007. "Profits and balance sheet developments at U.S. commercial banks in 2006," Federal Reserve Bulletin, Board of Governors of the Federal Reserve System (U.S.), vol. 93(Jul), pages 37-71, July.
- Elizabeth C. Klee & Gretchen C. Weinbach, 2006. "Profits and balance sheet developments at U.S. commercial banks in 2005," Federal Reserve Bulletin, Board of Governors of the Federal Reserve System (U.S.), vol. 92(Jun), pages 77-108.
- Porter, Richard D. & Weinbach, Gretchen C., 1999.
"Currency ratios and U.S. underground economic activity,"
Economics Letters, Elsevier, vol. 63(3), pages 355-361, June.
- Richard D. Porter & Gretchen C. Weinbach, 1998. "Currency ratios and U.S. underground economic activity," Finance and Economics Discussion Series 1998-41, Board of Governors of the Federal Reserve System (U.S.).
Chapters
- William F. Bassett & Simon Gilchrist & Gretchen C. Weinbach & Egon Zakrajšek, 2011. "Improving Our Ability to Monitor Bank Lending," NBER Chapters, in: Risk Topography: Systemic Risk and Macro Modeling, pages 149-161, National Bureau of Economic Research, Inc.
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:- Jane E. Ihrig & Ellen E. Meade & Gretchen C. Weinbach, 2015.
"Monetary Policy 101: A Primer on the Fed's Changing Approach to Policy Implementation,"
Finance and Economics Discussion Series
2015-47, Board of Governors of the Federal Reserve System (U.S.).
Mentioned in:
- How the Fed will tighten
by Steve Cecchetti and Kim Schoenholtz in Money, Banking and Financial Markets on 2015-08-10 16:53:34 - The Fed's successful tightening
by Steve Cecchetti and Kim Schoenholtz in Money, Banking and Financial Markets on 2017-03-27 17:33:49 - Pitfalls of a Reserves-only Narrow Bank
by Steve Cecchetti and Kim Schoenholtz in Money, Banking and Financial Markets on 2018-09-24 12:03:16
- How the Fed will tighten
Working papers
- Jane E. Ihrig & Zeynep Senyuz & Gretchen C. Weinbach, 2020.
"Implementing Monetary Policy in an "Ample-Reserves" Regime: When in Crisis (Note 3 of 3),"
FEDS Notes
2020-10-02, Board of Governors of the Federal Reserve System (U.S.).
Cited by:
- Jane E. Ihrig & Scott A. Wolla, 2020. "Let's Close the Gap: Revising Teaching Materials to Reflect How the Federal Reserve Implements Monetary Policy," Finance and Economics Discussion Series 2020-092, Board of Governors of the Federal Reserve System (U.S.).
- Matthew Malloy & Francis Martinez & Mary-Frances Styczynski & Alex Thorp, 2022. "Retail CBDC and U.S. Monetary Policy Implementation: A Stylized Balance Sheet Analysis," Finance and Economics Discussion Series 2022-032, Board of Governors of the Federal Reserve System (U.S.).
- Jane E. Ihrig & Zeynep Senyuz & Gretchen C. Weinbach, 2020.
"The Fed’s “Ample-Reserves” Approach to Implementing Monetary Policy,"
Finance and Economics Discussion Series
2020-022, Board of Governors of the Federal Reserve System (U.S.).
Cited by:
- Bichuch, Maxim & Feinstein, Zachary, 2022. "A repo model of fire sales with VWAP and LOB pricing mechanisms," European Journal of Operational Research, Elsevier, vol. 296(1), pages 353-367.
- Maxim Bichuch & Zachary Feinstein, 2020. "A Repo Model of Fire Sales with VWAP and LOB Pricing Mechanisms," Papers 2005.05364, arXiv.org, revised Mar 2021.
- Adam Copeland & Darrell Duffie & Yilin Yang, 2021.
"Reserves Were Not So Ample After All,"
NBER Working Papers
29090, National Bureau of Economic Research, Inc.
- Copeland, Adam & Duffie, Darrell & Yang, Yilin (David), 2021. "Reserves Were Not So Ample after All," Research Papers 3974, Stanford University, Graduate School of Business.
- Adam Copeland & Darrell Duffie & Yilin Yang, 2021. "Reserves Were Not So Ample After All," Staff Reports 974, Federal Reserve Bank of New York.
- Jane E. Ihrig & Zeynep Senyuz & Gretchen C. Weinbach, 2020.
"Implementing Monetary Policy in an "Ample-Reserves" Regime: Maintaining an Ample Quantity of Reserves (Note 2 of 3),"
FEDS Notes
2020-08-28, Board of Governors of the Federal Reserve System (U.S.).
Cited by:
- Jane E. Ihrig & Scott A. Wolla, 2020. "Let's Close the Gap: Revising Teaching Materials to Reflect How the Federal Reserve Implements Monetary Policy," Finance and Economics Discussion Series 2020-092, Board of Governors of the Federal Reserve System (U.S.).
- Matthew Malloy & Francis Martinez & Mary-Frances Styczynski & Alex Thorp, 2022. "Retail CBDC and U.S. Monetary Policy Implementation: A Stylized Balance Sheet Analysis," Finance and Economics Discussion Series 2022-032, Board of Governors of the Federal Reserve System (U.S.).
- Jane E. Ihrig & Zeynep Senyuz & Gretchen C. Weinbach, 2020.
"Implementing Monetary Policy in an "Ample-Reserves" Regime: The Basics (Note 1 of 3),"
FEDS Notes
2020-07-01, Board of Governors of the Federal Reserve System (U.S.).
Cited by:
- Matthew Malloy & Francis Martinez & Mary-Frances Styczynski & Alex Thorp, 2022. "Retail CBDC and U.S. Monetary Policy Implementation: A Stylized Balance Sheet Analysis," Finance and Economics Discussion Series 2022-032, Board of Governors of the Federal Reserve System (U.S.).
- Jane E. Ihrig & Edward Kim & Ashish Kumbhat & Cindy M. Vojtech & Gretchen C. Weinbach, 2017.
"How Have Banks Been Managing the Composition of High-Quality Liquid Assets?,"
Finance and Economics Discussion Series
2017-092, Board of Governors of the Federal Reserve System (U.S.).
- Jane E. Ihrig & Edward Kim & Cindy M. Vojtech & Gretchen C. Weinbach, 2019. "How Have Banks Been Managing the Composition of High-Quality Liquid Assets?," Review, Federal Reserve Bank of St. Louis, vol. 101(3).
Cited by:
- Gara M. dup Afonso & Roc Armenter & Benjamin Lester, 2018.
"A model of the federal funds market: yesterday, today, and tomorrow,"
Staff Reports
840, Federal Reserve Bank of New York.
- Gara M. dup Afonso & Roc Armenter & Benjamin Lester, 2018. "A Model of the Federal Funds Market: Yesterday, Today, and Tomorrow," Working Papers 18-10, Federal Reserve Bank of Philadelphia.
- Gara Afonso & Roc Armenter & Benjamin Lester, 2019. "A Model of the Federal Funds Market: Yesterday, Today, and Tomorrow," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 33, pages 177-204, July.
- Kedan, Danielle & Veghazy, Alexia Ventula, 2021. "The implications of liquidity regulation for monetary policy implementation and the central bank balance sheet size: an empirical analysis of the euro area," Working Paper Series 2515, European Central Bank.
- Daniel Roberts & Asani Sarkar & Or Shachar, 2018.
"Liquidity Regulations, Bank Lending, and Fire-Sale Risk,"
Staff Reports
852, Federal Reserve Bank of New York.
- Roberts, Daniel & Sarkar, Asani & Shachar, Or, 2023. "Liquidity regulations, bank lending and fire-sale risk," Journal of Banking & Finance, Elsevier, vol. 156(C).
- Raz, Arisyi F. & McGowan, Danny & Zhao, Tianshu, 2022. "The dark side of liquidity regulation: Bank opacity and funding liquidity risk," Journal of Financial Intermediation, Elsevier, vol. 52(C).
- Sundaresan, Suresh & Xiao, Kairong, 2024. "Liquidity regulation and banks: Theory and evidence," Journal of Financial Economics, Elsevier, vol. 151(C).
- Ricardo Correa & Wenxin Du & Gordon Y. Liao, 2020.
"U.S. Banks and Global Liquidity,"
International Finance Discussion Papers
1289, Board of Governors of the Federal Reserve System (U.S.).
- Ricardo Correa & Wenxin Du & Gordon Liao, 2020. "U.S. Banks and Global Liquidity," Working Papers 2020-89, Becker Friedman Institute for Research In Economics.
- Ricardo Correa & Wenxin Du & Gordon Y. Liao, 2020. "U.S. Banks and Global Liquidity," NBER Working Papers 27491, National Bureau of Economic Research, Inc.
- Christopher J Curfman & John Kandrac, 2022. "The Costs and Benefits of Liquidity Regulations: Lessons from an Idle Monetary Policy Tool [Crisis resolution and bank liquidity]," Review of Finance, European Finance Association, vol. 26(2), pages 319-353.
- Mr. Manmohan Singh & Rohit Goel, 2019. "Pledged Collateral Market's Role in Transmission to Short-Term Market Rates," IMF Working Papers 2019/106, International Monetary Fund.
- Wang, Ling, 2023. "Central bank asset purchases, banks’ risky security holdings and profitability: Macro and micro evidence from Japan and the U.S," International Review of Economics & Finance, Elsevier, vol. 87(C), pages 347-364.
- Tamini, Arnaud & Petey, Joël, 2021. "Hoarding of reserves in the banking industry: Explaining the African paradox," The Quarterly Review of Economics and Finance, Elsevier, vol. 81(C), pages 214-225.
- Alexandra Mitschke, 2021. "Central Bank Digital Currencies and Monetary Policy Effectiveness in the Euro Area," Working Papers Dissertations 74, Paderborn University, Faculty of Business Administration and Economics.
- Baldo, Luca & Heider, Florian & Hoffmann, Peter & Sigaux, Jean-David & Vergote, Olivier, 2022. "How do banks manage liquidity? Evidence from the ECB’s tiering experiment," Working Paper Series 2732, European Central Bank.
- Howard Diesel & Mukelani Nkuna & Tim Olds & Daan Steenkamp, 2022. "ThecostofcomplyingwithBaselIIIliquidityregulationsforSouthAfricanbanks," Working Papers 11032, South African Reserve Bank.
- Alyssa G. Anderson & Jane E. Ihrig & Ellen E. Meade & Gretchen C. Weinbach, 2016.
"What Happened in Money Markets after the Fed's December Rate Increase?,"
FEDS Notes
2016-02-22, Board of Governors of the Federal Reserve System (U.S.).
Cited by:
- Elizabeth C. Klee & Zeynep Senyuz & Emre Yoldas, 2016. "Effects of Changing Monetary and Regulatory Policy on Overnight Money Markets," Finance and Economics Discussion Series 2016-084, Board of Governors of the Federal Reserve System (U.S.).
- Jane E. Ihrig & Ellen E. Meade & Gretchen C. Weinbach, 2015.
"Monetary Policy 101: A Primer on the Fed's Changing Approach to Policy Implementation,"
Finance and Economics Discussion Series
2015-47, Board of Governors of the Federal Reserve System (U.S.).
Cited by:
- KAMKOUM, Arnaud Cedric, 2023. "The Federal Reserve’s Response to the Global Financial Crisis and its Effects: An Interrupted Time-Series Analysis of the Impact of its Quantitative Easing Programs," Thesis Commons d7pvg, Center for Open Science.
- Jane E. Ihrig & Edward Kim & Cindy M. Vojtech & Gretchen C. Weinbach, 2019.
"How Have Banks Been Managing the Composition of High-Quality Liquid Assets?,"
Review, Federal Reserve Bank of St. Louis, vol. 101(3).
- Jane E. Ihrig & Edward Kim & Ashish Kumbhat & Cindy M. Vojtech & Gretchen C. Weinbach, 2017. "How Have Banks Been Managing the Composition of High-Quality Liquid Assets?," Finance and Economics Discussion Series 2017-092, Board of Governors of the Federal Reserve System (U.S.).
- Jaremski, Matthew & Mathy, Gabriel, 2018.
"How was the quantitative easing program of the 1930s Unwound?,"
Explorations in Economic History, Elsevier, vol. 69(C), pages 27-49.
- Gabriel P. Mathy & Matthew Jaremski, 2016. "How Was the Quantitative Easing Program of the 1930s Unwound?," Working Papers 2016-01, American University, Department of Economics.
- Matthew Jaremski & Gabriel Mathy, 2017. "How was the Quantitative Easing Program of the 1930s Unwound?," NBER Working Papers 23788, National Bureau of Economic Research, Inc.
- Ellen Ryan & Karl Whelan, 2021.
"A Model of QE, Reserve Demand and the Money Multiplier,"
Working Papers
202107, School of Economics, University College Dublin.
- Whelan, Karl & Ryan, Ellen, 2021. "A Model of QE, Reserve Demand and the Money Multiplier," CEPR Discussion Papers 15882, C.E.P.R. Discussion Papers.
- Ellen Ryan & Karl Whelan, 2023. "A Model of QE, Reserve Demand, and the Money Multiplier," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(2-3), pages 407-439, March.
- Alexander Kroeger & John McGowan & Asani Sarkar, 2018.
"The pre-crisis monetary policy implementation framework,"
Economic Policy Review, Federal Reserve Bank of New York, issue 24-2, pages 38-70.
- Alexander Kroeger & John McGowan & Asani Sarkar, 2017. "The pre-crisis monetary policy implementation framework," Staff Reports 809, Federal Reserve Bank of New York.
- Dutkowsky, Donald H. & VanHoose, David D., 2018. "Interest on reserves and Federal Reserve unwinding," Journal of Economics and Business, Elsevier, vol. 97(C), pages 28-38.
- KAMKOUM, Arnaud Cedric, 2023.
"The Federal Reserve’s Response to the Global Financial Crisis and Its Long-Term Impact: An Interrupted Time-Series Natural Experimental Analysis,"
OSF Preprints
53qbm, Center for Open Science.
- KAMKOUM, Arnaud Cedric, 2023. "The Federal Reserve’s Response to the Global Financial Crisis and Its Long-Term Impact: An Interrupted Time-Series Natural Experimental Analysis," MPRA Paper 117373, University Library of Munich, Germany.
- Arnaud Cedric Kamkoum, 2023. "The Federal Reserve's Response to the Global Financial Crisis and Its Long-Term Impact: An Interrupted Time-Series Natural Experimental Analysis," Papers 2305.12318, arXiv.org.
- Mark A Carlson & David C Wheelock, 2016.
"Near-money premiums, monetary policy, and the integration of money markets: lessons from deregulation,"
BIS Working Papers
581, Bank for International Settlements.
- Carlson, Mark & Wheelock, David C., 2018. "Near-money premiums, monetary policy, and the integration of money markets: Lessons from deregulation," Journal of Financial Intermediation, Elsevier, vol. 33(C), pages 16-32.
- Mark A. Carlson & David C. Wheelock, 2016. "Near-Money Premiums, Monetary Policy, and the Integration of Money Markets : Lessons from Deregulation," Working Papers 2016-15, Federal Reserve Bank of St. Louis.
- Mark A. Carlson & David C. Wheelock, 2016. "Near-Money Premiums, Monetary Policy, and the Integration of Money Markets : Lessons from Deregulation," Finance and Economics Discussion Series 2016-077, Board of Governors of the Federal Reserve System (U.S.).
- Jane E. Ihrig & Ellen E. Meade & Gretchen C. Weinbach, 2015. "Rewriting Monetary Policy 101: What's the Fed's Preferred Post-Crisis Approach to Raising Interest Rates?," Journal of Economic Perspectives, American Economic Association, vol. 29(4), pages 177-198, Fall.
- Dutkowsky, Donald H. & VanHoose, David D., 2017. "Interest on reserves, regime shifts, and bank behavior," Journal of Economics and Business, Elsevier, vol. 91(C), pages 1-15.
- Dutkowsky, Donald H. & VanHoose, David D., 2018. "Breaking up isn’t hard to do: Interest on reserves and monetary policy," Journal of Economics and Business, Elsevier, vol. 99(C), pages 15-27.
- Richard D. Porter & Gretchen C. Weinbach, 1998.
"Currency ratios and U.S. underground economic activity,"
Finance and Economics Discussion Series
1998-41, Board of Governors of the Federal Reserve System (U.S.).
- Porter, Richard D. & Weinbach, Gretchen C., 1999. "Currency ratios and U.S. underground economic activity," Economics Letters, Elsevier, vol. 63(3), pages 355-361, June.
Cited by:
- Ruth A. Judson & Richard D. Porter, 2003. "Estimating the worldwide volume of counterfeit U.S. currency: data and extrapolation," Finance and Economics Discussion Series 2003-52, Board of Governors of the Federal Reserve System (U.S.).
- Ruth A. Judson & Richard D. Porter, 2010. "Estimating the volume of counterfeit U.S. currency in circulation worldwide: data and extrapolation," Policy Discussion Paper Series PDP-2010-02, Federal Reserve Bank of Chicago.
- Carrie Jankowski & Richard D. Porter & Tara N. Rice, 2007. "Against the tide—currency use among Latin American immigrants in Chicago," Economic Perspectives, Federal Reserve Bank of Chicago, vol. 31(Q II), pages 2-21.
- Judson, Ruth A. & Porter, Richard D., 2004. "Currency demand by federal reserve cash office: what do we know?," Journal of Economics and Business, Elsevier, vol. 56(4), pages 273-285.
- Francis X. Diebold & Joon-Haeng Lee & Gretchen C. Weinbach, 1993.
"Regime switching with time-varying transition probabilities,"
Working Papers
93-12, Federal Reserve Bank of Philadelphia.
Cited by:
- Garcia, R. & Schaller, H., 1995.
"Are the Effects of Monetary Policy Asymmetric?,"
Cahiers de recherche
9505, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- RenÈ Garcia, 2002. "Are the Effects of Monetary Policy Asymmetric?," Economic Inquiry, Western Economic Association International, vol. 40(1), pages 102-119, January.
- Garcia, R. & Schaller, H., 1995. "Are the Effects of Monetary Policy Asymmetric?," Cahiers de recherche 9505, Universite de Montreal, Departement de sciences economiques.
- René Garcia & Huntley Schaller, 1999. "Are the Effects of Monetary Policy Asymmetric?," Carleton Economic Papers 99-17, Carleton University, Department of Economics.
- René Garcia & Huntley Schaller, 1995. "Are the Effects of Monetary Policy Asymmetric?," CIRANO Working Papers 95s-06, CIRANO.
- Dufrénot, Gilles & Malik, Sheheryar, 2012.
"The changing role of house price dynamics over the business cycle,"
Economic Modelling, Elsevier, vol. 29(5), pages 1960-1967.
- Dufrénot, G. & Malik, S., 2010. "The changing role of house price dynamics over the business cycle," Working papers 309, Banque de France.
- Mundaca, Gabriela, 2003. "A Drift of the "Drift Adjustment Method"," Memorandum 16/2002, Oslo University, Department of Economics.
- Carol Alexander & Anca Dimitriu, 2003. "Equity Indexing: Conitegration and Stock Price Dispersion: A Regime Switiching Approach to market Efficiency," ICMA Centre Discussion Papers in Finance icma-dp2003-02, Henley Business School, University of Reading.
- Ang, Andrew & Bekaert, Geert, 2002.
"Regime Switches in Interest Rates,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 20(2), pages 163-182, April.
- Andrew Ang & Geert Bekaert, 1998. "Regime Switches in Interest Rates," NBER Working Papers 6508, National Bureau of Economic Research, Inc.
- Andrew Ang & Allan Timmermann, 2011.
"Regime Changes and Financial Markets,"
NBER Working Papers
17182, National Bureau of Economic Research, Inc.
- Andrew Ang & Allan Timmermann, 2012. "Regime Changes and Financial Markets," Annual Review of Financial Economics, Annual Reviews, vol. 4(1), pages 313-337, October.
- Timmermann, Allan & Ang, Andrew, 2011. "Regime Changes and Financial Markets," CEPR Discussion Papers 8480, C.E.P.R. Discussion Papers.
- John R. Freeman & Jude C. Hays & Helmut Stix, 1999. "Democracy and Markets: The Case of Exchange Rates," Working Papers 39, Oesterreichische Nationalbank (Austrian Central Bank).
- Oreste Napolitano, 2009.
"Is the impact of the ECB Monetary Policy on EMU stock market returns asymmetric?,"
STUDI ECONOMICI, FrancoAngeli Editore, vol. 0(97), pages 145-180.
- Oreste Napolitano, 2006. "Is the Impact of ECB Monetary Policy on EMU Stock Market Returns asymmetric?," Discussion Papers 1_2006, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy.
- Oreste Napolitano, 2006. "Is The Impact Of Ecb Monetary Policy On Emu Stock Market Returns Asymmetric?," Working Papers 3_2006, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy.
- Cristina Terra & Frederico Valladares, 2009.
"Real Exchange Rate Misalignments,"
THEMA Working Papers
2009-03, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Terra, Maria Cristina T. & Valladares, Frederico Estrella Carneiro, 2003. "Real exchange rate misalignments," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 493, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Frederico Valladares & Cristina Terra, 2004. "Real Exchange Rate Misalignments," Econometric Society 2004 Latin American Meetings 191, Econometric Society.
- Terra, Cristina & Valladares, Frederico, 2010. "Real exchange rate misalignments," International Review of Economics & Finance, Elsevier, vol. 19(1), pages 119-144, January.
- Michel Beine & Sebastien Laurent, 2000.
"Structural Change and Long Memory in Volatility: New Evidence from Daily Exchange Rates,"
Econometric Society World Congress 2000 Contributed Papers
0312, Econometric Society.
- Michel Beine & Sébastien Laurent, 2000. "Structural change and long memory in volatility: new evidence from daily exchange rates," ULB Institutional Repository 2013/10473, ULB -- Universite Libre de Bruxelles.
- Francis X. Diebold & Glenn D. Rudebusch, 1994.
"Measuring Business Cycles: A Modern Perspective,"
NBER Working Papers
4643, National Bureau of Economic Research, Inc.
- Diebold & Rudebusch, "undated". "Measuring Business Cycle: A Modern Perspective," Home Pages _061, University of Pennsylvania.
- Diebold, Francis X & Rudebusch, Glenn D, 1996. "Measuring Business Cycles: A Modern Perspective," The Review of Economics and Statistics, MIT Press, vol. 78(1), pages 67-77, February.
- Felix Haase & Matthias Neuenkirch, 2020.
"Predictability of Bull and Bear Markets: A New Look at Forecasting Stock Market Regimes (and Returns) in the US,"
Research Papers in Economics
2020-01, University of Trier, Department of Economics.
- Haase, Felix & Neuenkirch, Matthias, 2023. "Predictability of bull and bear markets: A new look at forecasting stock market regimes (and returns) in the US," International Journal of Forecasting, Elsevier, vol. 39(2), pages 587-605.
- Felix Haase & Matthias Neuenkirch, 2021. "Predictability of Bull and Bear Markets: A New Look at Forecasting Stock Market Regimes (and Returns) in the US," CESifo Working Paper Series 8828, CESifo.
- Felix Haase & Matthias Neuenkirch, 2020. "Predictability of Bull and Bear Markets: A New Look at Forecasting Stock Market Regimes (and Returns) in the US," Working Paper Series 2020-03, University of Trier, Research Group Quantitative Finance and Risk Analysis.
- Marcel Fratzscher, 2000.
"On Currency Crises and Contagion,"
Working Paper Series
WP00-9, Peterson Institute for International Economics.
- Marcel Fratzscher, 2003. "On currency crises and contagion," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 8(2), pages 109-129.
- Fratzscher, Marcel, 2002. "On currency crises and contagion," Working Paper Series 139, European Central Bank.
- Holm-Hadulla, Fédéric & Hubrich, Kirstin, 2017.
"Macroeconomic implications of oil price fluctuations: a regime-switching framework for the euro area,"
Working Paper Series
2119, European Central Bank.
- Fédéric Holm-Hadulla & Kirstin Hubrich, 2017. "Macroeconomic Implications of Oil Price Fluctuations : A Regime-Switching Framework for the Euro Area," Finance and Economics Discussion Series 2017-063, Board of Governors of the Federal Reserve System (U.S.).
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- Kenneth N. Kuttner, 2018. "Outside the Box: Unconventional Monetary Policy in the Great Recession and Beyond," Department of Economics Working Papers 2018-04, Department of Economics, Williams College.
- Thomas Keating & Marco Macchiavelli, 2017. "Interest on Reserves and Arbitrage in Post-Crisis Money Markets," Finance and Economics Discussion Series 2017-124, Board of Governors of the Federal Reserve System (U.S.).
- Han Chen & James A. Clouse & Jane E. Ihrig & Elizabeth C. Klee, 2014.
"The Federal Reserve's Tools for Policy Normalization in a Preferred Habitat Model of Financial Markets,"
Finance and Economics Discussion Series
2014-83, Board of Governors of the Federal Reserve System (U.S.).
- Han Chen & Jim Clouse & Jane Ihrig & Elizabeth Klee, 2016. "The Federal Reserve's Tools for Policy Normalization in a Preferred Habitat Model of Financial Markets," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(5), pages 921-955, August.
- Homburg, Stefan, 2016.
"Pure Theory of the Federal Funds Rate,"
Hannover Economic Papers (HEP)
dp-578, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, revised Feb 2017.
- Mark A. Carlson & Gretchen C. Weinbach, 2007.
"Profits and balance sheet developments at U.S. commercial banks in 2006,"
Federal Reserve Bulletin, Board of Governors of the Federal Reserve System (U.S.), vol. 93(Jul), pages 37-71, July.
Cited by:
- Baik, Hyeoncheol & Han, Sumin & Joo, Sunghoon & Lee, Kangbok, 2022. "A bank's optimal capital ratio: A time-varying parameter model to the partial adjustment framework," Journal of Banking & Finance, Elsevier, vol. 142(C).
- Bakoush, Mohamed & Abouarab, Rabab & Wolfe, Simon, 2019. "Disentangling the impact of securitization on bank profitability," Research in International Business and Finance, Elsevier, vol. 47(C), pages 519-537.
- Ewald Engelen & Martijn Konings & Rodrigo Fernandez, 2010. "Geographies of Financialization in Disarray: The Dutch Case in Comparative Perspective," Economic Geography, Clark University, vol. 86(1), pages 53-73, January.
- Porter, Richard D. & Weinbach, Gretchen C., 1999.
"Currency ratios and U.S. underground economic activity,"
Economics Letters, Elsevier, vol. 63(3), pages 355-361, June.
See citations under working paper version above.
- Richard D. Porter & Gretchen C. Weinbach, 1998. "Currency ratios and U.S. underground economic activity," Finance and Economics Discussion Series 1998-41, Board of Governors of the Federal Reserve System (U.S.).
Chapters
- William F. Bassett & Simon Gilchrist & Gretchen C. Weinbach & Egon Zakrajšek, 2011.
"Improving Our Ability to Monitor Bank Lending,"
NBER Chapters, in: Risk Topography: Systemic Risk and Macro Modeling, pages 149-161,
National Bureau of Economic Research, Inc.
Cited by:
- Andrea Orame, 2020. "The role of bank supply in the Italian credit market: evidence from a new regional survey," Temi di discussione (Economic working papers) 1279, Bank of Italy, Economic Research and International Relations Area.
- Simon Gilchrist & Egon ZakrajŠEk, 2013.
"The Impact of the Federal Reserve's Large-Scale Asset Purchase Programs on Corporate Credit Risk,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(s2), pages 29-57, December.
- Simon Gilchrist & Egon Zakrajšek, 2013. "The Impact of the Federal Reserve's Large‐Scale Asset Purchase Programs on Corporate Credit Risk," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(s2), pages 29-57, December.
- Simon Gilchrist & Egon Zakrajsek, 2013. "The Impact of the Federal Reserve's Large-Scale Asset Purchase Programs on Corporate Credit Risk," NBER Working Papers 19337, National Bureau of Economic Research, Inc.
- Simon Gilchrist & Egon Zakrajšek, 2013. "The impact of the Federal Reserve's Large-Scale Asset Purchase programs on corporate credit risk," Finance and Economics Discussion Series 2013-56, Board of Governors of the Federal Reserve System (U.S.).
- William F. Bassett & David E. Rappoport, 2022. "Enhancing Stress Tests by Adding Macroprudential Elements," Finance and Economics Discussion Series 2022-022, Board of Governors of the Federal Reserve System (U.S.).
- Bassett, William & Demiralp, Selva & Lloyd, Nathan, 2020.
"Government support of banks and bank lending,"
Journal of Banking & Finance, Elsevier, vol. 112(C).
- William Bassett & Selva Demiralp & Nathan Lloyd, 2016. "Government Support of Banks and Bank Lending," Koç University-TUSIAD Economic Research Forum Working Papers 1611, Koc University-TUSIAD Economic Research Forum.
- Buch, Claudia M. & Eickmeier, Sandra & Prieto, Esteban, 2011.
"In search for yield? Survey-based evidence on bank risk taking,"
Discussion Paper Series 1: Economic Studies
2011,10, Deutsche Bundesbank.
- Buch, Claudia M. & Eickmeier, Sandra & Prieto, Esteban, 2014. "In search for yield? Survey-based evidence on bank risk taking," Journal of Economic Dynamics and Control, Elsevier, vol. 43(C), pages 12-30.
More information
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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 11 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 (9) 2015-07-18 2016-09-25 2017-06-18 2017-09-10 2017-10-01 2020-05-11 2020-08-17 2020-09-21 2020-10-26. Author is listed
- NEP-CBA: Central Banking (8) 2015-07-18 2016-09-25 2017-06-18 2017-10-01 2020-05-11 2020-08-17 2020-09-21 2020-10-26. Author is listed
- NEP-MAC: Macroeconomics (8) 2015-07-18 2016-09-25 2017-06-18 2017-09-10 2017-10-01 2020-05-11 2020-09-21 2020-10-26. Author is listed
- NEP-BAN: Banking (2) 2017-09-10 2021-09-13
- NEP-RMG: Risk Management (2) 2017-09-10 2021-09-13
- NEP-GEN: Gender (1) 2020-05-11
- NEP-HIS: Business, Economic and Financial History (1) 2021-07-19
- NEP-HPE: History and Philosophy of Economics (1) 2021-07-19
- NEP-ISF: Islamic Finance (1) 2021-09-13
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