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Collateral constraint and news-driven cycles
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Cited by:
- Paul Beaudry & Franck Portier, 2014.
"News-Driven Business Cycles: Insights and Challenges,"
Journal of Economic Literature, American Economic Association, vol. 52(4), pages 993-1074, December.
- Portier, Franck & Beaudry, Paul, 2013. "News Driven Business Cycles: Insights and Challenges," CEPR Discussion Papers 9624, C.E.P.R. Discussion Papers.
- Paul Beaudry & Franck Portier, 2014. "News Driven Business Cycles: Insights and Challenges," 2014 Meeting Papers 289, Society for Economic Dynamics.
- Paul Beaudry & Franck Portier, 2013. "News Driven Business Cycles: Insights and Challenges," NBER Working Papers 19411, National Bureau of Economic Research, Inc.
- Ali, Syed Zahid & Anwar, Sajid, 2018. "Anticipated versus unanticipated terms of trade shocks and the J-curve phenomenon," Journal of International Money and Finance, Elsevier, vol. 81(C), pages 1-19.
- Matthieu Darracq Paries, 2018. "Financial frictions and monetary policy conduct," Erudite Ph.D Dissertations, Erudite, number ph18-01 edited by Ferhat Mihoubi.
- NUTAHARA Kengo, 2010.
"Asset Prices and Monetary Policy in a Sticky-Price Economy with Financial Frictions,"
Discussion papers
10060, Research Institute of Economy, Trade and Industry (RIETI).
- Nutahara, Kengo, 2010. "Asset prices and monetary policy in a sticky-price economy with financial frictions," MPRA Paper 24113, University Library of Munich, Germany.
- Sandra Gomes, 2011.
"Housing Market Dynamics: Any News?,"
Working Papers
w201121, Banco de Portugal, Economics and Research Department.
- Mendicino, Caterina & Gomes, Sandra, 2015. "Housing market dynamics: Any news?," Working Paper Series 1775, European Central Bank.
- Sandra Gomes & Caterina Mendicino, 2012. "Housing Market Dynamics: Any News?," Working Papers Department of Economics 2012/23, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Lambertini, Luisa & Mendicino, Caterina & Punzi, Maria Teresa, 2017.
"Expectations-driven cycles in the housing market,"
Economic Modelling, Elsevier, vol. 60(C), pages 297-312.
- Maria Teresa Punzi & Caterina Mendicino & Luisa Lambertini, 2010. "Expectation-Driven Cycles in the Housing Market," 2010 Meeting Papers 251, Society for Economic Dynamics.
- Luisa Lambertini & Caterina Mendicino & Maria Teresa Punzi, 2012. "Expectations-Driven Cycles in the Housing Market," Discussion Papers 12/08, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
- Luisa Lambertini & Caterina Mendicino & Maria Teresa Punzi, 2010. "Expectations-Driven Cycles in the Housing Market," Working Papers 201001, Center for Fiscal Policy, Swiss Federal Institute of Technology Lausanne, revised Oct 2010.
- Mendicino, Caterina & Lambertini, Luisa & Punzi, Maria Teresa, 2010. "Expectations-Driven Cycles in the Housing Market," MPRA Paper 20776, University Library of Munich, Germany.
- Luisa Lambertini, 2010. "Expectations-Driven Cycles in the Housing Market," Working Papers w201004, Banco de Portugal, Economics and Research Department.
- Luisa Lambertini & Caterina Mendicino & Maria Teresa Punzi, 2010. "Expectations-driven cycles in the housing market," Working Papers 1021, Banco de España.
- Lambertini, Luisa & Mendicino, Caterina & Punzi, Maria Teresa, 2010. "Expectations-Driven Cycles in the Housing Market," MPRA Paper 26128, University Library of Munich, Germany.
- Kuan‐Jen Chen & Ching‐Chong Lai, 2015. "On‐the‐Job Learning and News‐Driven Business Cycles," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(2-3), pages 261-294, March.
- Lambertini, Luisa & Mendicino, Caterina & Punzi, Maria Teresa, 2017. "Expectations-driven cycles in the housing market," Economic Modelling, Elsevier, vol. 60(C), pages 297-312.
- KOBAYASHI Keiichiro & INABA Masaru (RIETI), 2007. "Debt-Ridden Equilibria - A Simple Theory of Great Depressions -," Discussion papers 07035, Research Institute of Economy, Trade and Industry (RIETI).
- Solomon, Bernard Daniel, 2010. "Firm leverage, household leverage and the business cycle," MPRA Paper 26504, University Library of Munich, Germany.
- Walentin, Karl, 2014.
"Expectation driven business cycles with limited enforcement,"
Economics Letters, Elsevier, vol. 124(2), pages 300-303.
- Walentin, Karl, 2009. "Expectation Driven Business Cycles with Limited Enforcement," Working Paper Series 229, Sveriges Riksbank (Central Bank of Sweden), revised 01 Oct 2011.
- KOBAYASHI Keiichiro, 2009. "Asset-Price Collapse and Market Disruption - A model of financial crises -," Discussion papers 09045, Research Institute of Economy, Trade and Industry (RIETI).
- Kobayashi Keiichiro & Nutahara Kengo, 2010.
"Nominal Rigidities, News-Driven Business Cycles, and Monetary Policy,"
The B.E. Journal of Macroeconomics, De Gruyter, vol. 10(1), pages 1-26, September.
- KOBAYASHI Keiichiro & NUTAHARA Kengo, 2008. "Nominal Rigidities, News-Driven Business Cycles, and Monetary Policy," Discussion papers 08018, Research Institute of Economy, Trade and Industry (RIETI).
- Matthieu Darracq Pariès & Christoffer Kok Sørensen & Diego Rodriguez-Palenzuela, 2011.
"Macroeconomic Propagation under Different Regulatory Regimes: Evidence from an Estimated DSGE Model for the Euro Area,"
International Journal of Central Banking, International Journal of Central Banking, vol. 7(4), pages 49-113, December.
- Kok, Christoffer & Rodriguez-Palenzuela, Diego & Darracq Pariès, Matthieu, 2010. "Macroeconomic propagation under different regulatory regimes: Evidence from an estimated DSGE model for the euro area," Working Paper Series 1251, European Central Bank.
- Nutahara, Kengo, 2010. "Note on nominal rigidities and news-driven business cycles," MPRA Paper 24112, University Library of Munich, Germany.
- Nutahara, Kengo, 2015.
"Do credit market imperfections justify a central bank׳s response to asset price fluctuations?,"
Journal of Economic Dynamics and Control, Elsevier, vol. 61(C), pages 81-94.
- Kengo Nutahara, 2015. "Do Credit Market Imperfections Justify a Central Bank’s Response to Asset Price Fluctuations?," CIGS Working Paper Series 15-003E, The Canon Institute for Global Studies.
- Kazuki Hiraga & Kengo Nutahara, 2016. "When is the Laffer Curve for Consumption Tax Hump-Shaped?," CIGS Working Paper Series 16-002E, The Canon Institute for Global Studies.
- Shirai, Daichi, 2016. "Persistence and Amplification of Financial Frictions," MPRA Paper 72187, University Library of Munich, Germany.
- Ippei Fujiwara & Yasuo Hirose & Mototsugu Shintani, 2011.
"Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(1), pages 1-29, February.
- Ippei Fujiwara & Yasuo Hirose & Mototsugu Shintani, 2011. "Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(1), pages 1-29, February.
- Ippei Fujiwara & Yasuo Hirose & Mototsugu Shintani, 2008. "Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach," IMES Discussion Paper Series 08-E-16, Institute for Monetary and Economic Studies, Bank of Japan.
- Ippei Fujiwara & Yasuo Hirose & Mototsugu Shintani, 2009. "Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach," Vanderbilt University Department of Economics Working Papers 0921, Vanderbilt University Department of Economics.
- Ippei Fujiwara & Yasuo Hirose & Mototsugu Shintani, 2008. "Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach," Levine's Working Paper Archive 122247000000002352, David K. Levine.
- Chen, Kaiji & Song, Zheng, 2013.
"Financial frictions on capital allocation: A transmission mechanism of TFP fluctuations,"
Journal of Monetary Economics, Elsevier, vol. 60(6), pages 683-703.
- Chen, Kaiji & Song, Zheng, 2009. "Financial Frictions on Capital Allocation: A Transmission Mechanism of TFP Fluctuations," MPRA Paper 15211, University Library of Munich, Germany.
- Giacomo Carboni & Christoffer Kok & Matthieu Darrak Paries, 2014. "Exploring the Nexus Between Macro-Prudential Policies and Monetary Policy Measures: Evidence from an Estimated DSGE Model for the Euro Area," Working Papers BFI_2013-005, Becker Friedman Institute for Research In Economics.
- Keiichiro Kobayashi & Kengo Nutahara, 2007.
"Collateralized capital and news-driven cycles,"
Economics Bulletin, AccessEcon, vol. 5(18), pages 1-9.
- KOBAYASHI Keiichiro & NUTAHARA Kengo, 2007. "Collateralized capital and News-driven cycles," Discussion papers 07062, Research Institute of Economy, Trade and Industry (RIETI).
- Lambertini, Luisa & Mendicino, Caterina & Punzi, Maria Teresa, 2012. "Expectations-driven cycles in the housing market," Bank of Finland Research Discussion Papers 2/2012, Bank of Finland.
- Ali, Syed Zahid & Anwar, Sajid, 2018. "Price puzzle in a small open New Keynesian model," The Quarterly Review of Economics and Finance, Elsevier, vol. 69(C), pages 29-42.
- Ippei Fujiwara, 2008. "Growth Expectation," IMES Discussion Paper Series 08-E-21, Institute for Monetary and Economic Studies, Bank of Japan.
- INABA Masaru & KOBAYASHI Keiichiro, 2009. "Quantitative Significance of Collateral Constraints as an Amplification Mechanism," Discussion papers 09035, Research Institute of Economy, Trade and Industry (RIETI).
- Nopphawan Photphisutthiphong & Mark Weder, 2016. "Observations on the Australian Business Cycle," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 12(2), pages 141-164, December.
- repec:zbw:bofrdp:2012_002 is not listed on IDEAS
- Kazuki Hiraga & Kengo Nutahara, 2019. "Fragility in modeling consumption tax revenue," CIGS Working Paper Series 19-003E, The Canon Institute for Global Studies.
- Akiyoshi, Fumio & Kobayashi, Keiichiro, 2010. "Banking crisis and productivity of borrowing firms: Evidence from Japan," Japan and the World Economy, Elsevier, vol. 22(3), pages 141-150, August.