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Money, credit, monetary policy and the business cycle in the euro area
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Cited by:
- Deryugina, Elena & Ponomarenko, Alexey, 2014.
"A large Bayesian vector autoregression model for Russia,"
BOFIT Discussion Papers
22/2014, Bank of Finland, Institute for Economies in Transition.
- Elena Deryugina & Alexey Ponomarenko, 2015. "A large Bayesian vector autoregression model for Russia," Bank of Russia Working Paper Series wps1, Bank of Russia.
- Peersman, Gert, 2011.
"Macroeconomic Effects of Unconventional Monetary Policy in the Euro Area,"
CEPR Discussion Papers
8348, C.E.P.R. Discussion Papers.
- G. Peersman, 2014. "The Effectiveness of Unconventional Monetary Policies," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 14/875, Ghent University, Faculty of Economics and Business Administration.
- Stefan Behrendt, 2016. "Taking Stock - Credit Measures in Monetary Transmission," Jena Economics Research Papers 2016-002, Friedrich-Schiller-University Jena.
- Leroi RAPUTSOANE, 2015.
"Alternative Measures of Credit Extension for Countercyclical Buffer Decisions in South Africa,"
Turkish Economic Review, KSP Journals, vol. 2(4), pages 210-221, December.
- Raputsoane, Leroi, 2015. "Alternative measures of credit extension for countercyclical buffer decisions in South Africa," MPRA Paper 67453, University Library of Munich, Germany.
- Victor Echevarria Icaza & Simón Sosvilla-Rivero, 2017.
"Yields on sovereign debt, fragmentation and monetary policy transmission in the euro area: A GVAR approach,"
Working Papers
17-01, Asociación Española de Economía y Finanzas Internacionales.
- Victor Echevarria-Icaza & Simón Sosvilla-Rivero, 2017. "Yields on sovereign debt, fragmentation and monetary policy transmission in the euro area: A GVAR approach," Working Papers del Instituto Complutense de Estudios Internacionales 1703, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales.
- G. Peersman, 2011.
"Bank Lending Shocks and the Euro Area Business Cycle,"
Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium
11/766, Ghent University, Faculty of Economics and Business Administration.
- Gert Peersman, 2011. "Macroeconomic consequences of different types of credit market disturbances and non-conventional monetary policy in the euro area," 2011 Meeting Papers 333, Society for Economic Dynamics.
- Ragna Alstadheim & Ørjan Robstad & Nikka Husom Vonen, 2017. "Financial imbalances, crisis probability and monetary policy in Norway," Working Paper 2017/21, Norges Bank.
- Henry, Jérôme & Zimmermann, Maik & Leber, Miha & Kolb, Markus & Grodzicki, Maciej & Amzallag, Adrien & Vouldis, Angelos & Hałaj, Grzegorz & Pancaro, Cosimo & Gross, Marco & Baudino, Patrizia & Sydow, , 2013. "A macro stress testing framework for assessing systemic risks in the banking sector," Occasional Paper Series 152, European Central Bank.
- Bańbura, Marta & Giannone, Domenico & Lenza, Michele, 2015.
"Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections,"
International Journal of Forecasting, Elsevier, vol. 31(3), pages 739-756.
- Giannone, Domenico & Bańbura, Marta & Lenza, Michele, 2014. "Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections," Working Paper Series 1733, European Central Bank.
- Giannone, Domenico & Banbura, Marta & Lenza, Michele, 2014. "Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections," CEPR Discussion Papers 9931, C.E.P.R. Discussion Papers.
- Martha Banbura & Domenico Giannone & Michèle Lenza, 2014. "Conditional Forecasts and Scenario Analysis with Vector Autoregressions for Large Cross-Sections," Working Papers ECARES ECARES 2014-15, ULB -- Universite Libre de Bruxelles.
- Eickmeier, Sandra & Gambacorta, Leonardo & Hofmann, Boris, 2014.
"Understanding global liquidity,"
European Economic Review, Elsevier, vol. 68(C), pages 1-18.
- Sandra Eickmeier & Leonardo Gambacorta & Boris Hofmann, 2013. "Understanding Global Liquidity," BIS Working Papers 402, Bank for International Settlements.
- Eickmeier, Sandra & Gambacorta, Leonardo & Hofmann, Boris, 2013. "Understanding global liquidity," Discussion Papers 03/2013, Deutsche Bundesbank.
- Fiorelli, Cristiana & Meliciani, Valentina, 2019. "Economic growth in the era of unconventional monetary instruments: A FAVAR approach," Journal of Macroeconomics, Elsevier, vol. 62(C).
- Alvaro Ortiz Vidal-Abarca & Alfonso Ugarte Ruiz, 2015. "Introducing a New Early Warning System Indicator (EWSI) of banking crises," Working Papers 1502, BBVA Bank, Economic Research Department.
- Carlo Altavilla & Domenico Giannone & Michele Lenza, 2016.
"The Financial and Macroeconomic Effects of the OMT Announcements,"
International Journal of Central Banking, International Journal of Central Banking, vol. 12(3), pages 29-57, September.
- Michele Lenza, 2015. "The financial and macroeconomic effects of OMT announcements," Research Bulletin, European Central Bank, vol. 22, pages 12-16.
- Carlo Altavilla & Domenico Giannone & Michèle Lenza, 2014. "The Financial and Macroeconomic Effects of OMT Announcements," Working Papers ECARES ECARES 2014-31, ULB -- Universite Libre de Bruxelles.
- Giannone, Domenico & Altavilla, Carlo & Lenza, Michele, 2014. "The financial and macroeconomic effects of OMT announcements," Working Paper Series 1707, European Central Bank.
- Carlo Altavilla & Domenico Giannone & Michele Lenza, 2014. "The Financial and Macroeconomic Effects of the OMT Announcements," CSEF Working Papers 352, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Giannone, Domenico & Lenza, Michele & Altavilla, Carlo, 2014. "The Financial and Macroeconomic Effects of OMT Announcements," CEPR Discussion Papers 10025, C.E.P.R. Discussion Papers.
- Darracq-Paries, Matthieu & De Santis, Roberto A., 2015.
"A non-standard monetary policy shock: The ECB's 3-year LTROs and the shift in credit supply,"
Journal of International Money and Finance, Elsevier, vol. 54(C), pages 1-34.
- De Santis, Roberto A. & Darracq Pariès, Matthieu, 2013. "A non-standard monetary policy shock: the ECB's 3-year LTROs and the shift in credit supply," Working Paper Series 1508, European Central Bank.
- Leroy, Aurélien, 2014. "Competition and the bank lending channel in Eurozone," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 31(C), pages 296-314.
- Afanasyeva, Elena, 2013. "Atypical behavior of credit: Evidence from a monetary VAR," IMFS Working Paper Series 70, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Guglielmo Forges Davanzati & Rosario Patalano & Guido Traficante, 2019. "The Italian economic stagnation in a Kaldorian theoretical perspective," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 36(3), pages 841-861, October.
- James H. Stock & Mark W. Watson, 2012. "Disentangling the Channels of the 2007-09 Recession," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 44(1 (Spring), pages 81-156.
- António Afonso & António Jorge Silva, 2014. "The Monetary Transmission Mechanism in the Euro Area: has it changed with the EMU? A VAR approach, with fiscal policy and financial stress considerations," Working Papers Department of Economics 2014/10, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Antonio M. Conti & Andrea Nobili & Federico M. Signoretti, 2018. "Bank capital constraints, lending supply and economic activity," Temi di discussione (Economic working papers) 1199, Bank of Italy, Economic Research and International Relations Area.
- Reichlin, Lucrezia & Pill, Huw, 2014. "Exceptional policies for exceptional times: The ECB's response to the rolling crises of the Euro Area, and how it has brought u," CEPR Discussion Papers 10193, C.E.P.R. Discussion Papers.
- Martin Mandler & Michael Scharnagl & Ute Volz, 2022.
"Heterogeneity in Euro Area Monetary Policy Transmission: Results from a Large Multicountry BVAR Model,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(2-3), pages 627-649, March.
- Scharnagl, Michael & Mandler, Martin & Volz, Ute, 2016. "Heterogeneity in euro area monetary policy transmission: results from a large multi-country BVAR model," VfS Annual Conference 2016 (Augsburg): Demographic Change 145847, Verein für Socialpolitik / German Economic Association.
- Mandler, Martin & Scharnagl, Michael & Volz, Ute, 2016. "Heterogeneity in euro-area monetary policy transmission: Results from a large multi-country BVAR model," Discussion Papers 03/2016, Deutsche Bundesbank.
- Bartoletto, Silvana & Chiarini, Bruno & Marzano, Elisabetta & Piselli, Paolo, 2019. "Business cycles, credit cycles, and asymmetric effects of credit fluctuations: Evidence from Italy for the period of 1861–2013," Journal of Macroeconomics, Elsevier, vol. 61(C), pages 1-1.
- Reichlin, Lucrezia, 2014.
"Monetary Policy and Banks in the Euro Area: The Tale of Two Crises,"
Journal of Macroeconomics, Elsevier, vol. 39(PB), pages 387-400.
- Lucrezia Reichlin, 2013. "Monetary policy and banks in the euro area: the tale of two crises," Special Conference Papers 26, Bank of Greece.
- Gertrud Errit & Lenno Uusküla, 2014.
"Euro area monetary policy transmission in Estonia,"
Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, vol. 14(1-2), pages 55-77, December.
- Gertrud Errit & Lenno Uuskula, 2013. "Euro Area monetary policy transmission in Estonia," Bank of Estonia Working Papers wp2013-7, Bank of Estonia, revised 09 Dec 2013.
- Matteo Barigozzi & Antonio M. Conti, 2018.
"On the Stability of Euro Area Money Demand and Its Implications for Monetary Policy,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 80(4), pages 755-787, August.
- Matteo Barigozzi & Antonio Conti, 2013. "On the Stability of Euro Area Money Demand and its Implications for Monetary Policy," LEM Papers Series 2013/11, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Barigozzi, Matteo, 2018. "On the stability of euro area money demand and its implications for monetary policy," LSE Research Online Documents on Economics 87283, London School of Economics and Political Science, LSE Library.
- Isabel Gameiro, 2010. "Monetary Policy Effects on the Flow of Funds of Non-Financial Corporations and Households in Portugal," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
- Deryugina, Elena & Ponomarenko, Alexey, 2014.
"A large Bayesian vector autoregression model for Russia,"
BOFIT Discussion Papers
22/2014, Bank of Finland Institute for Emerging Economies (BOFIT).
- Elena Deryugina & Alexey Ponomarenko, 2015. "A large Bayesian vector autoregression model for Russia," Bank of Russia Working Paper Series wps1, Bank of Russia.
- Gert Peersman, 2011.
"Macroeconomic Effects of Unconventional Monetary Policy in the Euro Area,"
CESifo Working Paper Series
3589, CESifo.
- Peersman, Gert, 2011. "Macroeconomic effects of unconventional monetary policy in the euro area," Working Paper Series 1397, European Central Bank.
- G. Peersman, 2011. "Macroeconomic Effects of Unconventional Monetary Policy in the Euro Area," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 11/734, Ghent University, Faculty of Economics and Business Administration.
- Peersman, Gert, 2011. "Macroeconomic Effects of Unconventional Monetary Policy in the Euro Area," CEPR Discussion Papers 8348, C.E.P.R. Discussion Papers.
- Ciccarelli, Matteo & Ortega, Eva & Valderrama, Maria Teresa, 2012.
"Heterogeneity and cross-country spillovers in macroeconomic-financial linkages,"
Working Paper Series
1498, European Central Bank.
- Matteo Ciccarelli & Eva Ortega & Maria Teresa Valderrama, 2012. "Heterogeneity and cross-country spillovers in macroeconomic-financial linkages," Working Papers 1241, Banco de España.
- Samarina, Anna & Zhang, Lu & Bezemer, Dirk, 2017. "Credit cycle coherence in the eurozone: Was there a euro effect?," Journal of International Money and Finance, Elsevier, vol. 77(C), pages 77-98.
- Knut Are Aastveit & Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2017.
"Have Standard VARS Remained Stable Since the Crisis?,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(5), pages 931-951, August.
- Knut Are Aastveit & Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2014. "Have standard VARs remained stable since the crisis?," Working Paper 2014/13, Norges Bank.
- Marcellino, Massimiliano & Aastveit, Knut Are & Carriero, Andrea & Clark, Todd, 2016. "Have Standard VARs Remained Stable Since the Crisis?," CEPR Discussion Papers 11558, C.E.P.R. Discussion Papers.
- Knut Are Aastveit & Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2014. "Have Standard VARs Remained Stable since the Crisis?," Working Papers (Old Series) 1411, Federal Reserve Bank of Cleveland.
- Aldasoro, Iñaki & Unger, Robert, 2017.
"External financing and economic activity in the euro area: Why are bank loans special?,"
Discussion Papers
04/2017, Deutsche Bundesbank.
- Iñaki Aldasoro & Robert Unger, 2017. "External financing and economic activity in the euro area - why are bank loans special?," BIS Working Papers 622, Bank for International Settlements.
- repec:pra:mprapa:67187 is not listed on IDEAS
- David Cobham & Yue Kang, 2012.
"Financial Crisis And Quantitative Easing: Can Broad Money Tell Us Anything?,"
Manchester School, University of Manchester, vol. 80, pages 54-76, September.
- Cobham, David & Kang, Yue, 2012. "Financial crisis and quantitative easing: can broad money tell us anything?," SIRE Discussion Papers 2012-55, Scottish Institute for Research in Economics (SIRE).
- David Cobham & Yue Kang, 2012. "Financial crisis and quantitative easing: can broad money tell us anything?," Heriot-Watt University Economics Discussion Papers 1206, Department of Economics, School of Management and Languages, Heriot Watt University.
- Giulia RIVOLTA, 2014. "An Event Study Analysis of ECB Unconventional Monetary Policy," Departmental Working Papers 2014-02, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
- João Tovar Jalles, 2019.
"Monetary Aggregates and Macroeconomic Performance: The Portuguese Escudo, 1911–1999,"
International Economic Journal, Taylor & Francis Journals, vol. 33(4), pages 719-740, October.
- João Tovar Jalles, 2019. "Monetary Aggregates and Macroeconomic Performance: the Portuguese Escudo, 1911-1999," Working Papers REM 2019/0102, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Afanasyeva, Elena, 2012. "Atypical Behavior of Money and Credit: Evidence From Conditional Forecasts," VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 65405, Verein für Socialpolitik / German Economic Association.
- Nikolay Hristov & Oliver Hülsewig & Thomas Siemsen & Timo Wollmershäuser, 2019.
"Restoring euro area monetary transmission: Which role for government bond rates?,"
Empirical Economics, Springer, vol. 57(3), pages 991-1021, September.
- Hristov, Nikolay & Huelsewig, Oliver & Siemsen, Thomas & Wollmershaeuser, Timo, 2019. "Restoring euro area monetary transmission: Which role for government bond rates?," Munich Reprints in Economics 78269, University of Munich, Department of Economics.
- Anton, Roman, 2015. "Monetary Development and Transmission in the Eurosystem," MPRA Paper 67323, University Library of Munich, Germany, revised 08 Oct 2015.
- Matteo Farn'e & Angela Montanari, 2018. "A bootstrap test to detect prominent Granger-causalities across frequencies," Papers 1803.00374, arXiv.org, revised Oct 2018.
- International Monetary Fund, 2014. "Former Yugoslav Republic of Macedonia: Selected Issues," IMF Staff Country Reports 2014/232, International Monetary Fund.
- Breitenlechner, Maximilian & Scharler, Johann, 2016. "The Bank Lending Channel and the Market for Banks' Wholesale Funding," VfS Annual Conference 2016 (Augsburg): Demographic Change 145679, Verein für Socialpolitik / German Economic Association.
- Stefan Behrendt, 2017. "Unconventional Monetary Policy Effects on Bank Lending in the Euro Area," Jena Economics Research Papers 2017-002, Friedrich-Schiller-University Jena.
- Philip Liu & Konstantinos Theodoridis & Haroon Mumtaz & Francesco Zanetti, 2019.
"Changing Macroeconomic Dynamics at the Zero Lower Bound,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 37(3), pages 391-404, July.
- Francesco Zanetti & Philip Liu & Haroon Mumtaz and Konstantinos Theodoridis, 2017. "Changing Macroeconomic Dynamics at the Zero Lower Bound," Economics Series Working Papers 824, University of Oxford, Department of Economics.
- repec:zbw:bofitp:2014_022 is not listed on IDEAS
- Mercè Sala-Rios & Teresa Torres-Solé & Mariona Farré-Perdiguer, 2016. "Credit and business cycles’ relationship: evidence from Spain," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 15(3), pages 149-171, December.
- Marzie Taheri Sanjani, 2014. "Financial Frictions in Data: Evidence and Impact," IMF Working Papers 2014/238, International Monetary Fund.
- Ute Volz & Martin Mandler & Michael Scharnagl, 2016. "Heterogeneity in Euro Area Monetary Policy Transmission: Results from a large Multi-Country BVAR," EcoMod2016 9609, EcoMod.
- James H. Stock & Mark W. Watson, 2012. "Disentangling the Channels of the 2007-2009 Recession," NBER Working Papers 18094, National Bureau of Economic Research, Inc.