IDEAS home Printed from https://ideas.repec.org/r/fip/fedmsr/153.html
   My bibliography  Save this item

Banking in computable general equilibrium economies

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Aiyagari, S. Rao & McGrattan, Ellen R., 1998. "The optimum quantity of debt," Journal of Monetary Economics, Elsevier, vol. 42(3), pages 447-469, October.
  2. Burkhard Heer & Andreas Schabert, 2000. "Open Market Operations as a Monetary Policy Shock Measure in a Quantitative Business Cycle Model," CESifo Working Paper Series 396, CESifo.
  3. Feltenstein, Andrew & Rochon, Céline, 2009. "Can good events lead to bad outcomes? Endogenous banking crises and fiscal policy responses," Journal of Asian Economics, Elsevier, vol. 20(4), pages 396-409, September.
  4. Castañeda, Ana & Díaz-Giménez, Javier & Ríos Rull, José Víctor, 1995. "Unemployment spells and income distribution dynamics," UC3M Working papers. Economics 3902, Universidad Carlos III de Madrid. Departamento de Economía.
  5. Jose-Victor Rios-Rull & Per Krusell, 1999. "On the Size of U.S. Government: Political Economy in the Neoclassical Growth Model," American Economic Review, American Economic Association, vol. 89(5), pages 1156-1181, December.
  6. Capeleti, Paulo & Garcia, Marcio & Miessi Sanches, Fabio, 2022. "Countercyclical credit policies and banking concentration: Evidence from Brazil," Journal of Banking & Finance, Elsevier, vol. 143(C).
  7. Matteo Iacoviello, 2005. "House Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle," American Economic Review, American Economic Association, vol. 95(3), pages 739-764, June.
  8. Hnatkovska, Viktoria & Lahiri, Amartya & Vegh, Carlos A., 2013. "Interest rate and the exchange rate: A non-monotonic tale," European Economic Review, Elsevier, vol. 63(C), pages 68-93.
  9. Rajnish Mehra & Facundo Piguillem & Edward C. Prescott, 2011. "Costly financial intermediation in neoclassical growth theory," Quantitative Economics, Econometric Society, vol. 2(1), pages 1-36, March.
  10. Kumhof, Michael, 2004. "Sterilization of short-term capital inflows--through lower interest rates?," Journal of International Money and Finance, Elsevier, vol. 23(7-8), pages 1209-1221.
  11. Morris A. Davis & Jonathan Heathcote, 2005. "Housing And The Business Cycle," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 46(3), pages 751-784, August.
  12. Christian Bustamante, 2011. "Política monetaria contracíclica y encaje bancario," Borradores de Economia 8202, Banco de la Republica.
  13. Jay H. Hong & José-Víctor Ríos-Rull, 2012. "Life Insurance and Household Consumption," American Economic Review, American Economic Association, vol. 102(7), pages 3701-3730, December.
  14. Eduardo J. J. Ganapolsky, 2003. "Reserve requirements, bank runs, and optimal policies in small open economies," FRB Atlanta Working Paper 2003-39, Federal Reserve Bank of Atlanta.
  15. Erosa, Andres & Koreshkova, Tatyana, 2007. "Progressive taxation in a dynastic model of human capital," Journal of Monetary Economics, Elsevier, vol. 54(3), pages 667-685, April.
  16. Antonia Díaz & María José Luengo-Prado, 2010. "The Wealth Distribution With Durable Goods," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 51(1), pages 143-170, February.
  17. van Wincoop, Eric, 1999. "How big are potential welfare gains from international risksharing?," Journal of International Economics, Elsevier, vol. 47(1), pages 109-135, February.
  18. Jonathan Heathcote & Kjetil Storesletten & Giovanni L. Violante, 2009. "Quantitative Macroeconomics with Heterogeneous Households," Annual Review of Economics, Annual Reviews, vol. 1(1), pages 319-354, May.
  19. Ball, Sheryl & Feltenstein, Andrew, 2001. "Bank failures and fiscal austerity: policy prescriptions for a developing country," Journal of Public Economics, Elsevier, vol. 82(2), pages 247-270, November.
  20. David B. Gordon & Eric M. Leeper, 2005. "Are Countercyclical Fiscal Policies Counterproductive?," NBER Working Papers 11869, National Bureau of Economic Research, Inc.
  21. Patrick Pintus & Yi Wen, 2013. "Leveraged Borrowing and Boom-Bust Cycles," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 16(4), pages 617-633, October.
  22. Díaz-Giménez, Javier & Kirkby, Robert, 2016. "Inflation and the growth rate of money in the long run and the short run," Working Paper Series 19418, Victoria University of Wellington, School of Economics and Finance.
  23. Sargent, Thomas J & Velde, Francois R, 1999. "The Big Problem of Small Change," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 31(2), pages 137-161, May.
  24. Claudio Campanale, 2007. "Increasing Returns to Savings and Wealth Inequality," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 10(4), pages 646-675, October.
  25. Liu, Jinan & Dery, Cosmas & Serletis, Apostolos, 2020. "Recent monetary policy and the credit card-augmented Divisia monetary aggregates," Journal of Macroeconomics, Elsevier, vol. 64(C).
  26. Robert F. Dittmar, 2002. "Nonlinear Pricing Kernels, Kurtosis Preference, and Evidence from the Cross Section of Equity Returns," Journal of Finance, American Finance Association, vol. 57(1), pages 369-403, February.
  27. Vincenzo Quadrini, 2000. "Entrepreneurship, Saving and Social Mobility," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 3(1), pages 1-40, January.
  28. Wang, Tianxi, 2009. "The Allocation of Liability: Why Financial Intermediation?," Economics Discussion Papers 2957, University of Essex, Department of Economics.
  29. Celso Brunetti & Matteo Crosignani & Benjamin Dennis & Gurubala Kotta & Donald P. Morgan & Chaehee Shin & Ilknur Zer, 2024. "Climate-Related Financial Stability Risks for the United States: Methods and Applications," Economic Policy Review, Federal Reserve Bank of New York, vol. 30(1), pages 1-37, October.
  30. Veracierto, Marcelo, 2001. "Employment Flows, Capital Mobility, and Policy Analysis," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 42(3), pages 571-595, August.
  31. Fernández-Bastidas, Rocío, 2023. "Entrepreneurship and tax evasion," Economic Modelling, Elsevier, vol. 128(C).
  32. Sagiri Kitao, 2005. "Income taxation with uninsurable endowment and entrepreneurial investment risks," 2005 Meeting Papers 514, Society for Economic Dynamics.
  33. Rajnish Mehra & Facundo Piguillem & Edward C. Prescott, 2007. "Intermediated quantities and returns," Working Papers 655, Federal Reserve Bank of Minneapolis.
  34. Nobuhiro Kiyotaki & Alexander Michaelides & Kalin Nikolov, 2010. "Winners and Losers in House Markets," Working Papers 2010-5, Central Bank of Cyprus.
  35. Edwards, Sebastian & Vegh, Carlos A., 1997. "Banks and macroeconomic disturbances under predetermined exchange rates," Journal of Monetary Economics, Elsevier, vol. 40(2), pages 239-278, October.
  36. Fang Yang, 2005. "Consumption Along the Life Cycle: How Different is Housing?," 2005 Meeting Papers 718, Society for Economic Dynamics.
  37. Facundo Piguillem & Guillermo Ordonez, 2015. "Retirement in the Shadow (Banking)," 2015 Meeting Papers 1200, Society for Economic Dynamics.
  38. Andrés Arias, 2003. "U.S. Business Cycle Volatility And Banking Productivity," Documentos CEDE 3668, Universidad de los Andes, Facultad de Economía, CEDE.
  39. Dean Corbae & Pablo D'Erasmo, 2010. "A Quantitative Model of Banking Industry Dynamics," 2010 Meeting Papers 268, Society for Economic Dynamics.
  40. Okan Eren, 2009. "Wealth Distribution and Social Security Reform in an Economy with Entrepreneurs," Working Papers 0907, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
  41. Andreev, M. & Pil'nik, N. & Pospelov, I., 2009. "Rational Expectation Model of Modern Russian Banking System and the Strong Turnpike Property," Journal of the New Economic Association, New Economic Association, issue 3-4, pages 72-96.
  42. Gordon, David B. & Leeper, Eric M. & Zha, Tao, 1998. "Trends in velocity and policy expectations," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 49(1), pages 265-304, December.
  43. Li, Wenli, 2002. "Entrepreneurship and government subsidies: A general equilibrium analysis," Journal of Economic Dynamics and Control, Elsevier, vol. 26(11), pages 1815-1844, September.
  44. Ayse Imrohoroglu & Selahattin Imrohoroglu & Douglas H. Joines, 1999. "Social Security in an Overlapping Generations Economy with Land," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 2(3), pages 638-665, July.
  45. Gervais, Martin, 2002. "Housing taxation and capital accumulation," Journal of Monetary Economics, Elsevier, vol. 49(7), pages 1461-1489, October.
  46. Nobuhiro Kiyotaki & Alexander Michaelides & Kalin Nikolov, 2011. "Winners and Losers in Housing Markets," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43, pages 255-296, March.
  47. Césaire Meh, 2002. "Entrepreneurship, Inequality, and Taxation," Staff Working Papers 02-14, Bank of Canada.
  48. Tiago V. de V. Cavalcanti & Anne P. Villamil, 2005. "On The Welfare And Distributional Implications Of Intermediation Costs," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting] 087, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
  49. Prescott, Edward C., 2014. "Interest on reserves, policy rules and quantitative easing," Journal of Economic Dynamics and Control, Elsevier, vol. 49(C), pages 109-111.
  50. Javier Díaz-Giménez & Luis Puch, 1998. "Borrowing constraints in economies with household capital and banking: an application to the Spanish housing market (1982-1988)," Investigaciones Economicas, Fundación SEPI, vol. 22(3), pages 469-499, September.
  51. Faig, Miquel & Gagnon, Gregory, 2008. "Scarce collateral and bank reserves," Journal of Macroeconomics, Elsevier, vol. 30(4), pages 1723-1737, December.
  52. Castaneda, Ana & Diaz-Gimenez, Javier & Rios-Rull, Jose-Victor, 1998. "Exploring the income distribution business cycle dynamics," Journal of Monetary Economics, Elsevier, vol. 42(1), pages 93-130, June.
  53. Michael Kumhof, "undated". "A Quantative Exploration of the Role of Short-Term Domestic Debit in Balance of Payments Crises," Working Papers 00017, Stanford University, Department of Economics.
  54. Cooper, Russell & Ejarque, Joao, 1995. "Financial intermediation and the Great Depression: a multiple equilibrium interpretation," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 43(1), pages 285-323, December.
  55. Kalin Nikolov & Alex Michaelides & Nobuhiro Kiyotaki, 2007. "From Shirtsleeves to Shirtsleeves in a Long Lifetime," 2007 Meeting Papers 357, Society for Economic Dynamics.
  56. Basu, Parantap, 2001. "Reserve Ratio, Seigniorage and Growth," Journal of Macroeconomics, Elsevier, vol. 23(3), pages 397-416, July.
  57. Williamson, Stephen D., 1996. "Real business cycle research comes of age: A review essay," Journal of Monetary Economics, Elsevier, vol. 38(1), pages 161-170, August.
  58. António Antunes & Tiago Cavalcanti & Anne Villamil, 2010. "Intermediation Costs and Welfare," Centre for Growth and Business Cycle Research Discussion Paper Series 142, Economics, The University of Manchester.
  59. Dressler, Scott J. & Li, Victor E., 2009. "Inside money, credit, and investment," Journal of Economic Dynamics and Control, Elsevier, vol. 33(4), pages 970-984, April.
  60. Bustamante, Christian & Hamann, Franz, 2015. "Countercyclical reserve requirements in a heterogeneous-agent and incomplete financial markets economy," Journal of Macroeconomics, Elsevier, vol. 46(C), pages 55-70.
  61. Cooper, Russell & Ejarque, João, 2000. "Financial Intermediation And Aggregate Fluctuations: A Quantitative Analysis," Macroeconomic Dynamics, Cambridge University Press, vol. 4(4), pages 423-447, December.
  62. Li, Jinyue, 2018. "Sudden stops, financial frictions, and the banking sector," Journal of International Money and Finance, Elsevier, vol. 87(C), pages 144-154.
  63. Robert Kirkby Author-Email: robertkirkby@gmail.com|, 2017. "Convergence of Discretized Value Function Iteration," Computational Economics, Springer;Society for Computational Economics, vol. 49(1), pages 117-153, January.
  64. Jagannathan, Ravi & Wang, Zhenyu, 1996. "The Conditional CAPM and the Cross-Section of Expected Returns," Journal of Finance, American Finance Association, vol. 51(1), pages 3-53, March.
  65. Clark A. Burdick, 1997. "A transitional analysis of the welfare cost of inflation," FRB Atlanta Working Paper 97-15, Federal Reserve Bank of Atlanta.
  66. James B. Bullard & Steven Russell, 1998. "Monetary steady states in a low real interest rate economy," Working Papers 1994-012, Federal Reserve Bank of St. Louis.
  67. Holger Strulik, 2008. "The Credit Channel of Capital Tax Policy," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 10(5), pages 717-742, October.
  68. Santiago Caicedo & David Pérez-Reyna, 2010. "Implications on Households of Bank's Asset Substitution," Temas de Estabilidad Financiera 053, Banco de la Republica de Colombia.
  69. Andrés Felipe Arias, 2000. "The Colombian Banking and Crisis: Macroeconomic Consequences and What to Expect," Borradores de Economia 157, Banco de la Republica de Colombia.
  70. José-Víctor Ríos-Rull, 1997. "Computation of equilibria in heterogeneous agent models," Staff Report 231, Federal Reserve Bank of Minneapolis.
  71. Carlos Vegh & Amartya Lahiri & Viktoria Hnatkovska, 2011. "The Exchange Rate Response Puzzle," 2011 Meeting Papers 425, Society for Economic Dynamics.
  72. Freeman, John R., 1996. "A Computable Equilibrium Model for the Study of Political Economy," Bulletins 7484, University of Minnesota, Economic Development Center.
  73. Dedova, M. & Pilnik, N. & Pospelov, I., 2014. "Description of Liquidity Needs on the Part of the Russian Banking System Based on the Statistics of Turnovers," Journal of the New Economic Association, New Economic Association, vol. 24(4), pages 87-109.
  74. Malte Krüger, 1998. "Exchange Rate Effects of Portfolio Shifts?," University of Western Ontario, Departmental Research Report Series 9807, University of Western Ontario, Department of Economics.
  75. Morris A. Davis, 2010. "housing and the business cycle," The New Palgrave Dictionary of Economics,, Palgrave Macmillan.
  76. Mr. Jan Vlcek & Mr. Scott Roger, 2012. "Macrofinancial Modeling At Central Banks: Recent Developments and Future Directions," IMF Working Papers 2012/021, International Monetary Fund.
  77. Oviedo, P. Marcelo, 2005. "World Interest Rate, Business Cycles, and Financial Intermediation in Small Open Economies," Staff General Research Papers Archive 12360, Iowa State University, Department of Economics.
  78. Robert Kirkby, 2023. "Quantitative Macroeconomics: Lessons Learned from Fourteen Replications," Computational Economics, Springer;Society for Computational Economics, vol. 61(2), pages 875-896, February.
  79. Díaz-Giménez, Javier & Kirkby, Robert, 2016. "Inflation and the growth rate of money in the long run and the short run," Working Paper Series 5047, Victoria University of Wellington, School of Economics and Finance.
  80. Jesús Fernández-Villaverde & Lee Ohanian, 2010. "The Spanish Crisis from a Global Perspective," Working Papers 2010-03, FEDEA.
  81. Meh, Césaire A., 2008. "Business risk, credit constraints, and corporate taxation," Journal of Economic Dynamics and Control, Elsevier, vol. 32(9), pages 2971-3008, September.
  82. Sagiri Kitao, 2008. "Entrepreneurship, taxation and capital investment," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 11(1), pages 44-69, January.
  83. Andrés F. Arias, 2001. "Banking Productivity and Economic Fluctuations: Colombia 1998-2000," Borradores de Economia 192, Banco de la Republica de Colombia.
  84. Carrera, César, 2012. "Políticas de Encajes y Modelos Económicos," Working Papers 2012-006, Banco Central de Reserva del Perú.
  85. S. Rao Aiyagari & Ellen R. McGrattan, 2003. "The Optimum Quantity of Debt: Technical Appendix," Annals of Economics and Finance, Society for AEF, vol. 4(1), pages 193-217, May.
  86. Joao F. Gomes, 2001. "Financing Investment," American Economic Review, American Economic Association, vol. 91(5), pages 1263-1285, December.
  87. Andrés Felipe Arias, 2000. "The Colombian Banking Crisis: Macroeconomic Consequences And What To Expect," Borradores de Economia 3573, Banco de la Republica.
  88. Andrés Felipe Arias, 2001. "Banking Productivity And Economic Fluctuations: Colombia 1998-2000," Borradores de Economia 2050, Banco de la Republica.
  89. Krusell, Per & Smith, Anthony Jr., 1996. "Rules of thumb in macroeconomic equilibrium A quantitative analysis," Journal of Economic Dynamics and Control, Elsevier, vol. 20(4), pages 527-558, April.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.