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Leverage dynamics and the real burden of debt

Citations

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Cited by:

  1. Michael Richter, 2017. "Asymmetric Effects on Financial Cycles in a Monetary Union with Diverging Country Preferences for Variable- and Fixed-Rate Mortgages," Review of Economics & Finance, Better Advances Press, Canada, vol. 7, pages 19-36, February.
  2. Mikael Juselius & Claudio Borio & Piti Disyatat & Mathias Drehmann, 2017. "Monetary Policy, the Financial Cycle, and Ultra-Low Interest Rates," International Journal of Central Banking, International Journal of Central Banking, vol. 13(3), pages 55-89, September.
  3. Lang, Jan Hannes & Welz, Peter, 2018. "Semi-structural credit gap estimation," Working Paper Series 2194, European Central Bank.
  4. Piti Disyatat, 2017. "Discussion of Exploring the Link between the Macroeconomic and Financial Cycles," RBA Annual Conference Volume (Discontinued), in: Jonathan Hambur & John Simon (ed.),Monetary Policy and Financial Stability in a World of Low Interest Rates, Reserve Bank of Australia.
  5. Dunz, Nepomuk & Naqvi, Asjad & Monasterolo, Irene, 2019. "Climate Transition Risk, Climate Sentiments, and Financial Stability in a Stock-Flow Consistent approach," Ecological Economic Papers 23, WU Vienna University of Economics and Business.
  6. Guonan Ma & James Laurenceson, 2019. "China’S Debt Challenge: Stylized Facts, Drivers And Policy Implications," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 64(04), pages 815-837, September.
  7. Mathias Drehmann & Mikael Juselius & Anton Korinek, 2018. "Going With the Flows: New Borrowing, Debt Service and the Transmission of Credit Booms," NBER Working Papers 24549, National Bureau of Economic Research, Inc.
  8. Michael Funke & Rongrong Sun & Linxu Zhu, 2022. "The credit risk of Chinese households: A micro‐level assessment," Pacific Economic Review, Wiley Blackwell, vol. 27(3), pages 254-276, August.
  9. Stijn Claessens & M Ayhan Kose, 2018. "Frontiers of macrofinancial linkages," BIS Papers, Bank for International Settlements, number 95.
  10. Lukas Pfeifer & Libor Holub & Zdenek Pikhart & Martin Hodula, 2016. "The Role of the Leverage Ratio in Capital Regulation of the Banking Sector," Occasional Publications - Chapters in Edited Volumes, in: CNB Financial Stability Report 2015/2016, chapter 0, pages 137-148, Czech National Bank.
  11. Claudio Borio & Piti Disyatat & Mikael Juselius & Phurichai Rungcharoenkitkul, 2019. "Monetary Policy in the Grip of a Pincer Movement," Central Banking, Analysis, and Economic Policies Book Series, in: Álvaro Aguirre & Markus Brunnermeier & Diego Saravia (ed.),Monetary Policy and Financial Stability: Transmission Mechanisms and Policy Implications, edition 1, volume 26, chapter 10, pages 311-356, Central Bank of Chile.
  12. Mikael Juselius & Claudio Borio & Piti Disyatat & Mathias Drehmann, 2017. "Monetary Policy, the Financial Cycle, and Ultra-Low Interest Rates," International Journal of Central Banking, International Journal of Central Banking, vol. 13(3), pages 55-89, September.
  13. Lukas Pfeifer, 2021. "Usability of capital buffers under a binding leverage ratio requirement," Occasional Publications - Chapters in Edited Volumes,, Czech National Bank.
  14. repec:zbw:bofrdp:2016_024 is not listed on IDEAS
  15. Claudio Borio & Mathias Drehmann & Dora Xia, 2018. "The financial cycle and recession risk," BIS Quarterly Review, Bank for International Settlements, December.
  16. Iñaki Aldasoro & Stefan Avdjiev & Claudio Borio & Piti Disyatat, 2023. "Global and Domestic Financial Cycles: Variations on a Theme," International Journal of Central Banking, International Journal of Central Banking, vol. 19(5), pages 49-98, December.
  17. Claudio Borio & Boris Hofmann, 2017. "Is Monetary Policy Less Effective When Interest Rates Are Persistently Low?," RBA Annual Conference Volume (Discontinued), in: Jonathan Hambur & John Simon (ed.),Monetary Policy and Financial Stability in a World of Low Interest Rates, Reserve Bank of Australia.
  18. Nakajima, Jouchi, 2020. "The role of household debt heterogeneity on consumption: Evidence from Japanese household data," Economic Analysis and Policy, Elsevier, vol. 65(C), pages 186-197.
  19. Phurichai Rungcharoenkitkul & Claudio Borio & Piti Disyatat Author-X-Name_First: Piti, 2019. "Monetary policy hysteresis and the financial cycle," BIS Working Papers 817, Bank for International Settlements.
  20. Zhang, Dongyang & Guo, Rui, 2020. "The consumption response to household leverage in China: The role of investment at household level," International Review of Financial Analysis, Elsevier, vol. 71(C).
  21. Claudio Borio & Piti Disyatat & Phurichai Rungcharoenkitkul, 2018. "What Anchors for the Natural Rate of Interest?," PIER Discussion Papers 98, Puey Ungphakorn Institute for Economic Research.
  22. Anna Burova, 2022. "Measuring the Debt Service Ratio in Russia: A Micro-Level Data Approach," Russian Journal of Money and Finance, Bank of Russia, vol. 81(3), pages 72-88, September.
  23. Mathias Drehmann & Mikael Juselius & Anton Korinek, 2018. "Going With the Flows: New Borrowing, Debt Service and the Transmission of Credit Booms," NBER Working Papers 24549, National Bureau of Economic Research, Inc.
  24. Lorenzo Esposito & Giuseppe Mastromatteo, 2019. "Defaultnomics: Making Sense of the Barro-Ricardo Equivalence in a Financialized World," Economics Working Paper Archive wp_933, Levy Economics Institute.
  25. Boris Hofmann & Gert Peersman, 2017. "Is there a debt service channel of monetary transmission?," BIS Quarterly Review, Bank for International Settlements, December.
  26. Marco J. Lombardi & Madhusudan Mohanty & Ilhyock Shim, 2022. "The relationship of household debt and growth in the short and long run," Empirical Economics, Springer, vol. 63(4), pages 1887-1911, October.
  27. David Aikman & Andreas Lehnert & J. Nellie Liang & Michele Modugno, 2016. "Financial Vulnerabilities, Macroeconomic Dynamics, and Monetary Policy," Finance and Economics Discussion Series 2016-055, Board of Governors of the Federal Reserve System (U.S.).
  28. Drehmann, Mathias & Juselius, Mikael & Korinek, Anton, 2017. "Accounting for debt service: The painful legacy of credit booms," Bank of Finland Research Discussion Papers 12/2017, Bank of Finland.
  29. O'Brien, Martin & Velasco, Sofia, 2020. "Unobserved components models with stochastic volatility for extracting trends and cycles in credit," Research Technical Papers 09/RT/20, Central Bank of Ireland.
  30. Ajid ur Rehman & Man Wang & Sultan Sikandar Mirza, 2017. "How do Chinese firms adjust their financial leverage: an empirical investigation using multiple GMM models," China Finance and Economic Review, Springer, vol. 5(1), pages 1-30, December.
  31. Lukas Pfeifer & Martin Hodula & Libor Holub & Zdenek Pikhart, 2018. "The Leverage Ratio and Its Impact on Capital Regulation," Working Papers 2018/15, Czech National Bank.
  32. Dunz, Nepomuk & Naqvi, Asjad & Monasterolo, Irene, 2021. "Climate sentiments, transition risk, and financial stability in a stock-flow consistent model," Journal of Financial Stability, Elsevier, vol. 54(C).
  33. Jasper de Winter & Siem Jan Koopman & Irma Hindrayanto & Anjali Chouhan, 2017. "Modeling the business and financial cycle in a multivariate structural time series model," DNB Working Papers 573, Netherlands Central Bank, Research Department.
  34. Bezemer, Dirk & Zhang, Lu, 2019. "Credit composition and the severity of post-crisis recessions," Journal of Financial Stability, Elsevier, vol. 42(C), pages 52-66.
  35. repec:zbw:bofrdp:2017_012 is not listed on IDEAS
  36. Jasper de Winter & Siem Jan Koopman & Irma Hindrayanto, 2022. "Joint Decomposition of Business and Financial Cycles: Evidence from Eight Advanced Economies," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(1), pages 57-79, February.
  37. Gabriele Galati & Irma Hindrayanto & Siem Jan Koopman & Marente Vlekke, 2016. "Measuring financial cycles with a model-based filter: Empirical evidence for the United States and the euro area," DNB Working Papers 495, Netherlands Central Bank, Research Department.
  38. Claudio Borio, 2016. "Revisiting Three Intellectual Pillars of Monetary Policy," Cato Journal, Cato Journal, Cato Institute, vol. 36(2), pages 213-238, Spring/Su.
  39. Michael Funke & Rongrong Sun & Linxu Zhu, 2022. "The credit risk of Chinese households: A micro‐level assessment," Pacific Economic Review, Wiley Blackwell, vol. 27(3), pages 254-276, August.
  40. Bank for International Settlements, 2015. "Introduction to BIS statistics," BIS Quarterly Review, Bank for International Settlements, September.
  41. Patrik Kupkovic & Martin Suster, 2020. "Identifying the Financial Cycle in Slovakia," Working and Discussion Papers WP 2/2020, Research Department, National Bank of Slovakia.
  42. Ikonen, Pasi, 2017. "Financial depth, debt, and growth," Bank of Finland Scientific Monographs, Bank of Finland, volume 0, number e51, July.
  43. repec:zbw:bofrdp:2018_010 is not listed on IDEAS
  44. Marco Jacopo Lombardi & Madhusudan Mohanty & Ilhyock Shim, 2017. "The real effects of household debt in the short and long run," BIS Working Papers 607, Bank for International Settlements.
  45. repec:zbw:bofitp:2018_012 is not listed on IDEAS
  46. I. Balyuk & И. Балюк А., 2018. "Проблема внешнего долга и мировая финансовая архитектура // External Debt Problem and Global Financial Architecture," Review of Business and Economics Studies // Review of Business and Economics Studies, Финансовый Университет // Financial University, vol. 6(4), pages 18-29.
  47. Mathias Drehmann & Mikael Juselius & Anton Korinek, 2017. "Accounting for debt service: the painful legacy of credit booms," BIS Working Papers 645, Bank for International Settlements.
  48. Lukas Pfeiffer & Libor Holub & Zdenek Pithart & Martin Hodula, 2017. "Leverage Ratio and its Impact on the Resilience of the Banking Sector and Efficiency of Macroprudential Policy," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 67(4), pages 277-299, August.
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