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A Macroeconomic Model with a Financial Sector
Citations
Blog mentions
As found by EconAcademics.org, the blog aggregator for Economics research:- YELLEN: Monetary Policy Shouldn't Change Because People Are Worried About Financial Stability
by Rob Wile in Business Insider on 2014-07-02 20:00:00 - Chair Janet L. Yellen: Monetary Policy and Financial Stability
by Guest Author in The Big Picture on 2014-07-03 14:00:18 - Macroeconomic Modeling of Financial Frictions for Macroprudential Policymaking: A Review of Pressing Challenges
by thebusinesscycleblog in The business cycle blog on 2016-06-05 23:18:07
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- He, Wenjia & He, Wenjing & Xu, Dandan & Yue, Pengpeng, 2023. "Economic volatility, banks’ risk accumulation and systemic risk," Finance Research Letters, Elsevier, vol. 57(C).
- Donal Smith, 2015. "Collateral Constraints and the Interest Rate," Discussion Papers 15/22, Department of Economics, University of York.
- Opp, Marcus & Harris, Milton & Opp, Christian, 2020.
"The aggregate demand for bank capital,"
CEPR Discussion Papers
14524, C.E.P.R. Discussion Papers.
- Milton Harris & Christian Opp & Marcus Opp, 2020. "The Aggregate Demand for Bank Capital," NBER Working Papers 27858, National Bureau of Economic Research, Inc.
- Yu-Hsiu Lin & Len-Kuo Hu, 2015. "The cyclicality of bank regulation in a general economic framework," Applied Economics, Taylor & Francis Journals, vol. 47(53), pages 5791-5804, November.
- Matyska, Branka, 2021. "Salience, systemic risk and spectral risk measures as capital requirements," Journal of Economic Dynamics and Control, Elsevier, vol. 125(C).
- Mester, Loretta J., 2017.
"The nexus of macroprudential supervision, monetary policy, and financial stability,"
Journal of Financial Stability, Elsevier, vol. 30(C), pages 177-180.
- Loretta J. Mester, 2015. "The Nexus of Macroprudential Supervision, Monetary Policy, and Financial Stability," Speech 54, Federal Reserve Bank of Cleveland.
- Modena, Andrea, 2020. "Recapitalization, bailout, and long-run welfare in a dynamic model of banking," SAFE Working Paper Series 292, Leibniz Institute for Financial Research SAFE.
- Hengjie Ai & Jun E Li & Kai Li & Christian Schlag, 2020.
"The Collateralizability Premium,"
The Review of Financial Studies, Society for Financial Studies, vol. 33(12), pages 5821-5855.
- Ai, Hengjie & Li, Jun E. & Li, Kai & Schlag, Christian, 2019. "The collateralizability premium," SAFE Working Paper Series 264, Leibniz Institute for Financial Research SAFE.
- Kumar, Abhishek & Mallick, Sushanta & Sinha, Apra, 2021. "Policy errors and business cycle fluctuations: Evidence from an emerging economy," Journal of Economic Behavior & Organization, Elsevier, vol. 192(C), pages 176-198.
- Aikman, David & Kiley, Michael & Lee, Seung Jung & Palumbo, Michael G. & Warusawitharana, Missaka, 2017.
"Mapping heat in the U.S. financial system,"
Journal of Banking & Finance, Elsevier, vol. 81(C), pages 36-64.
- David Aikman & Michael T. Kiley & Seung Jung Lee & Michael G. Palumbo & Missaka Warusawitharana, 2015. "Mapping Heat in the U.S. Financial System," Finance and Economics Discussion Series 2015-59, Board of Governors of the Federal Reserve System (U.S.).
- Valentin Haddad & Tyler Muir, 2021. "Do Intermediaries Matter for Aggregate Asset Prices?," Journal of Finance, American Finance Association, vol. 76(6), pages 2719-2761, December.
- Fabrizio Perri & Vincenzo Quadrini, 2018.
"International Recessions,"
American Economic Review, American Economic Association, vol. 108(4-5), pages 935-984, April.
- Vincenzo Quadrini & Fabrizio Perri, 2010. "International recessions," 2010 Meeting Papers 222, Society for Economic Dynamics.
- Fabrizio Perri & Vincenzo Quadrini, 2011. "International Recessions," NBER Working Papers 17201, National Bureau of Economic Research, Inc.
- Quadrini, Vincenzo & Perri, Fabrizio, 2011. "International Recessions," CEPR Discussion Papers 8483, C.E.P.R. Discussion Papers.
- Fabrizio Perri & Vincenzo Quadrini, 2011. "International Recessions," IMES Discussion Paper Series 11-E-26, Institute for Monetary and Economic Studies, Bank of Japan.
- Vincenzo Quadrini & Fabrizio Perri, 2011. "International Recessions," 2011 Meeting Papers 123, Society for Economic Dynamics.
- Fabrizio Perri & Vincenzo Quadrini, 2011. "International recessions," Staff Report 463, Federal Reserve Bank of Minneapolis.
- Jarrow, Robert & Lamichhane, Sujan, 2022. "Risk premia, asset price bubbles, and monetary policy," Journal of Financial Stability, Elsevier, vol. 60(C).
- Tobias Adrian & Nina Boyarchenko, 2013.
"Intermediary balance sheets,"
Staff Reports
651, Federal Reserve Bank of New York.
- Nina Boyarchenko & Tobias Adrian, 2015. "Intermediary Balance Sheets," 2015 Meeting Papers 239, Society for Economic Dynamics.
- Itamar Drechsler & Alexi Savov & Philipp Schnabl, 2017.
"The Deposits Channel of Monetary Policy,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 132(4), pages 1819-1876.
- Itamar Drechsler & Alexi Savov & Philipp Schnabl, 2016. "The Deposits Channel of Monetary Policy," NBER Working Papers 22152, National Bureau of Economic Research, Inc.
- Fève, Patrick & Sanchez, Pablo Garcia & Moura, Alban & Pierrard, Olivier, 2021.
"Costly default and skewed business cycles,"
European Economic Review, Elsevier, vol. 132(C).
- Patrick Fève & Pablo Garcia Sanchez & Alban Moura & Olivier Pierrard, 2019. "Costly default and asymmetric real business cycles," BCL working papers 134, Central Bank of Luxembourg.
- Patrick Fève & Pablo Garcia Sanchez & Alban Moura & Olivier Pierrard, 2019. "Costly Default And Asymmetric Real Business Cycles," LIDAM Discussion Papers IRES 2019018, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Fève, Patrick & Garcia Sanchez, Pablo & Moura, Alban & Pierrard, Olivier, 2019. "Costly default and asymetric real business cycles," TSE Working Papers 19-1048, Toulouse School of Economics (TSE).
- R. S.J. Koijen & F. Koulischer & B. Nguyen & M. Yogo, 2016. "Quantitative Easing in the Euro Area: The Dynamics of Risk Exposures and the Impact on Asset Prices," Working papers 601, Banque de France.
- Nikolay Hristov & Markus Roth, 2019.
"Uncertainty Shocks and Financial Crisis Indicators,"
CESifo Working Paper Series
7839, CESifo.
- Hristov, Nikolay & Roth, Markus, 2019. "Uncertainty shocks and financial crisis indicators," Discussion Papers 36/2019, Deutsche Bundesbank.
- Mittnik, Stefan & Semmler, Willi, 2013.
"The real consequences of financial stress,"
Journal of Economic Dynamics and Control, Elsevier, vol. 37(8), pages 1479-1499.
- Mittnik, Stefan & Semmler, Willi, 2013. "The real consequences of financial stress," SFB 649 Discussion Papers 2013-011, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Christian Bittner & Alexander Rodnyansky & Farzad Saidi & Yannick Timmer, 2021.
"Mixing QE and Interest Rate Policies at the Effective Lower Bound: Micro Evidence from the Euro Area,"
CESifo Working Paper Series
9363, CESifo.
- Christian Bittner & Alexander Rodnyansky & Farzad Saidi & Yannick Timmer, 2024. "Mixing QE and Interest Rate Policies at the Effective Lower Bound: Micro Evidence from the Euro Area," ECONtribute Discussion Papers Series 292, University of Bonn and University of Cologne, Germany.
- Christian Bittner & Alexander Rodnyansky & Farzad Saidi & Yannick Timmer, 2024. "Mixing QE and Interest Rate Policies at the Effective Lower Bound: Micro Evidence from the Euro Area," CRC TR 224 Discussion Paper Series crctr224_2024_552, University of Bonn and University of Mannheim, Germany.
- Bittner, Christian & Rodnyansky, Alexander & Saidi, Farzad & Timmer, Yannick, 2023. "Mixing QE and Interest Rate Policies at the Effective Lower Bound: Micro Evidence from the Euro Area," CEPR Discussion Papers 17827, C.E.P.R. Discussion Papers.
- Jin, Xisong & Nadal De Simone, Francisco, 2020. "Monetary policy and systemic risk-taking in the Euro area investment fund industry: A structural factor-augmented vector autoregression analysis," Journal of Financial Stability, Elsevier, vol. 49(C).
- Brzoza-Brzezina, Michał & Kolasa, Marcin & Makarski, Krzysztof, 2015.
"A penalty function approach to occasionally binding credit constraints,"
Economic Modelling, Elsevier, vol. 51(C), pages 315-327.
- Brzoza-Brzezina, Michał & Kolasa, Marcin & Makarski, Krzysztof, 2013. "A penalty function approach to occasionally binding credit constraints," Dynare Working Papers 27, CEPREMAP.
- Marcin Kolasa & Michal Brzoza-Brzezina & Krzysztof Makarski, 2015. "A penalty function approach to occasionally binding credit constraints," EcoMod2015 8359, EcoMod.
- Michał Brzoza-Brzezina & Marcin Kolasa & Krzysztof Makarski, 2013. "A penalty function approach to occasionally binding credit constraints," NBP Working Papers 159, Narodowy Bank Polski.
- Caldara, Dario & Fuentes-Albero, Cristina & Gilchrist, Simon & Zakrajšek, Egon, 2016.
"The macroeconomic impact of financial and uncertainty shocks,"
European Economic Review, Elsevier, vol. 88(C), pages 185-207.
- Dario Caldara & Cristina Fuentes-Albero & Simon Gilchrist & Egon Zakrajšek, 2016. "The Macroeconomic Impact of Financial and Uncertainty Shocks," NBER Working Papers 22058, National Bureau of Economic Research, Inc.
- Dario Caldara & Cristina Fuentes-Albero & Simon Gilchrist & Egon Zakrajšek, 2016. "The Macroeconomic Impact of Financial and Uncertainty Shocks," International Finance Discussion Papers 1166, Board of Governors of the Federal Reserve System (U.S.).
- Crosignani, Matteo & Faria-e-Castro, Miguel & Fonseca, Luís, 2020.
"The (Unintended?) consequences of the largest liquidity injection ever,"
Journal of Monetary Economics, Elsevier, vol. 112(C), pages 97-112.
- Crosignani, Matteo & Faria-e-Castro, Miguel & Fonseca, Luís, 2016. "The (unintended?) consequences of the largest liquidity injection ever," ESRB Working Paper Series 31, European Systemic Risk Board.
- Matteo Crosignani & Miguel Faria-e-Castro & Luis Fonseca, 2017. "The (Unintended?) Consequences of the Largest Liquidity Injection Ever," Working Papers 2017-039, Federal Reserve Bank of St. Louis.
- Miguel Faria-e-Castro & Luis Fonseca & Matteo Crosignani, 2016. "The (Unintended?) Consequences of the Largest Liquidity Injection Ever," 2016 Meeting Papers 43, Society for Economic Dynamics.
- Matteo Crosignani & Miguel Faria-e-Castro & Luis Fonseca, 2017. "The (Unintended?) Consequences of the Largest Liquidity Injection Ever," Finance and Economics Discussion Series 2017-011, Board of Governors of the Federal Reserve System (U.S.).
- Helbling, Thomas & Huidrom, Raju & Kose, M. Ayhan & Otrok, Christopher, 2011.
"Do credit shocks matter? A global perspective,"
European Economic Review, Elsevier, vol. 55(3), pages 340-353, April.
- Mr. Thomas Helbling & Mr. Ayhan Kose & Mr. Christopher Otrok & Raju Huidrom, 2010. "Do Credit Shocks Matter? A Global Perspective," IMF Working Papers 2010/261, International Monetary Fund.
- Giorgio Calcagnini & Laura Gardini & Germana Giombini & Edgar S. Carrera, 2022. "Does too much liquidity generate instability?," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 17(1), pages 191-208, January.
- Piergiorgio Alessandri & Fabrizio Venditti & Oscar JordÃ, 2023.
"Decomposing the monetary policy multiplier,"
Temi di discussione (Economic working papers)
1422, Bank of Italy, Economic Research and International Relations Area.
- Alessandri, Piergiorgio & Jordà , Òscar & Venditti, Fabrizio, 2023. "Decomposing the monetary policy multiplier," CEPR Discussion Papers 18166, C.E.P.R. Discussion Papers.
- Pietro Alessandrini & Òscar Jordà & Fabrizio Venditti, 2023. "Decomposing the Monetary Policy Multiplier," Working Paper Series 2023-14, Federal Reserve Bank of San Francisco.
- Hall, R.E., 2016.
"Macroeconomics of Persistent Slumps,"
Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 2131-2181,
Elsevier.
- Robert E. Hall, 2016. "Macroeconomics of Persistent Slumps," NBER Working Papers 22230, National Bureau of Economic Research, Inc.
- Xavier Giroud & Holger M. Mueller, 2018. "Firm Leverage and Regional Business Cycles," NBER Working Papers 25325, National Bureau of Economic Research, Inc.
- Amendola, Nicola & Carbonari, Lorenzo & Ferraris, Leo, 2024.
"Three liquid assets,"
Macroeconomic Dynamics, Cambridge University Press, vol. 28(3), pages 675-698, April.
- Nicola Amendola & Lorenzo Carbonari & Leo Ferraris, 2021. "Three Liquid Assets," CEIS Research Paper 516, Tor Vergata University, CEIS, revised 14 Oct 2021.
- Nicola Amendola & Lorenzo Carbonari & Leo Ferraris, 2021. "Three Liquid Assets," Working Paper series 21-14, Rimini Centre for Economic Analysis.
- Wang, Baolian, 2019. "The cash conversion cycle spread," Journal of Financial Economics, Elsevier, vol. 133(2), pages 472-497.
- Jiangze Bian & Zhiguo He & Kelly Shue & Hao Zhou, 2018. "Leverage-Induced Fire Sales and Stock Market Crashes," NBER Working Papers 25040, National Bureau of Economic Research, Inc.
- Vincenzo Quadrini, 2011. "Financial frictions in macroeconomic fluctations," Economic Quarterly, Federal Reserve Bank of Richmond, vol. 97(3Q), pages 209-254.
- Tom D. Holden & Paul Levine & Jonathan M. Swarbrick, 2020.
"Credit Crunches from Occasionally Binding Bank Borrowing Constraints,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(2-3), pages 549-582, March.
- Tom D. Holden & Paul Levine & Jonathan Swarbrick, 2017. "Credit Crunches from Occasionally Binding Bank Borrowing Constraints," Staff Working Papers 17-57, Bank of Canada.
- Holden, Tom D. & Levine, Paul & Swarbrick, Jonathan M., 2018. "Credit crunches from occasionally binding bank borrowing constraints," Discussion Papers 57/2018, Deutsche Bundesbank.
- Holden, Tom D. & Levine, Paul & Swarbrick, Jonathan M., 2017. "Credit crunches from occasionally binding bank borrowing constraints," EconStor Preprints 168441, ZBW - Leibniz Information Centre for Economics.
- Robert Kollmann, 2013.
"Global Banks, Financial Shocks, and International Business Cycles: Evidence from an Estimated Model,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(s2), pages 159-195, December.
- Robert Kollmann, 2013. "Global Banks, Financial Shocks, and International Business Cycles: Evidence from an Estimated Model," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(s2), pages 159-195, December.
- Kollmann, Robert, 2012. "Global Banks, Financial Shocks and International Business Cycles: Evidence from an Estimated Model," CEPR Discussion Papers 8985, C.E.P.R. Discussion Papers.
- Robert Kollmann, 2013. "Global Banks, Financial Shocks And International Business Cycles: Evidence From An Estimated Model," CAMA Working Papers 2013-30, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Robert Kollmann, 2012. "Global banks, financial shocks and international business cycles: evidence from an estimated model," Globalization Institute Working Papers 120, Federal Reserve Bank of Dallas.
- Robert Kollmann, 2012. "Global Banks, Financial Shocks and International Business Cycles: Evidence from Estimated Models," 2012 Meeting Papers 840, Society for Economic Dynamics.
- Gospodinov, Nikolay & Robotti, Cesare, 2021. "Common pricing across asset classes: Empirical evidence revisited," Journal of Financial Economics, Elsevier, vol. 140(1), pages 292-324.
- Wieland, Volker & Binder, Michael & Lieberknecht, Philipp & Quintana, Jorge, 2017.
"Model Uncertainty in Macroeconomics: On the Implications of Financial Frictions,"
CEPR Discussion Papers
12013, C.E.P.R. Discussion Papers.
- Binder, Michael & Lieberknecht, Philipp & Quintana, Jorge & Wieland, Volker, 2017. "Model uncertainty in macroeconomics: On the implications of financial frictions," IMFS Working Paper Series 114, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Christian R. Proaño & Christian Schoder & Willi Semmler, 2013. "Financial Stress, Sovereign Debt and Economic Activity in Industrialized Countries: Evidence from Nonlinear Dynamic Panels," Working Papers 1304, New School for Social Research, Department of Economics.
- Borys Grochulski & Yuzhe Zhang, 2016.
"Optimal Contracts with Reflection,"
Working Paper
16-14, Federal Reserve Bank of Richmond.
- Yuzhe Zhang & Borys Grochulski, 2017. "Optimal Contracts with Reflection," 2017 Meeting Papers 544, Society for Economic Dynamics.
- Melchisedek Joslem Ngambou Djatche, 2022.
"Monetary policy, prudential policy and bank's risk‐taking: A literature review,"
Journal of Economic Surveys, Wiley Blackwell, vol. 36(5), pages 1559-1590, December.
- Melchisedek Joslem Ngambou Djatche, 2020. "Monetary Policy, Prudential Policy, and Bank's Risk-Taking: A Literature Review," GREDEG Working Papers 2020-40, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
- Melchisedek Joslem Ngambou Djatche, 2021. "Monetary policy, prudential policy and bank's risk-taking: a literature review," Post-Print halshs-03419263, HAL.
- Melchisedek Joslem Ngambou Djatche, 2020. "Monetary policy, prudential policy and bank's risk-taking: a literature review," Working Papers halshs-03420209, HAL.
- Andrew Filardo & Marco Jacopo Lombardi & Marek Raczko, 2018.
"Measuring financial cycle time,"
BIS Working Papers
755, Bank for International Settlements.
- Filardo, Andrew & Lombardi, Marco & Raczko, Marek, 2019. "Measuring financial cycle time," Bank of England working papers 776, Bank of England.
- Stijn Claessens & M Ayhan Kose, 2018. "Frontiers of macrofinancial linkages," BIS Papers, Bank for International Settlements, number 95.
- Adrian, Tobias & Boyarchenko, Nina, 2018.
"Liquidity policies and systemic risk,"
Journal of Financial Intermediation, Elsevier, vol. 35(PB), pages 45-60.
- Tobias Adrian & Nina Boyarchenko, 2014. "Liquidity policies and systemic risk," Staff Reports 661, Federal Reserve Bank of New York.
- Adrian, Tobias & Boyarchenko, Nina, 2017. "Liquidity Policies and Systemic Risk," CEPR Discussion Papers 12247, C.E.P.R. Discussion Papers.
- Nina Boyarchenko & Tobias Adrian, 2014. "Liquidity Policies and Systemic Risk," 2014 Meeting Papers 720, Society for Economic Dynamics.
- Tobias Adrian & Nina Boyarchenko, 2014. "Liquidity Policies and Systemic Risk," Liberty Street Economics 20140417, Federal Reserve Bank of New York.
- Giovanni Calice & Levent Kutlu & Ming Zeng, 2021. "Understanding US firm efficiency and its asset pricing implications," Empirical Economics, Springer, vol. 60(2), pages 803-827, February.
- Mendicino, Caterina & Nikolov, Kalin & Suarez, Javier & Supera, Dominik, 2020.
"Bank capital in the short and in the long run,"
Journal of Monetary Economics, Elsevier, vol. 115(C), pages 64-79.
- Suarez, Javier & Mendicino, Caterina & Nikolov, Kalin & Supera, Dominik, 2018. "Bank Capital in the Short and in the Long Run," CEPR Discussion Papers 13152, C.E.P.R. Discussion Papers.
- Mendicino, Caterina & Nikolov, Kalin & Suarez, Javier & Supera, Dominik, 2019. "Bank capital in the short and in the long run," Working Paper Series 2286, European Central Bank.
- Caterina Mendicino & Kalin Nikolov & Javier Suarez & Dominik Supera, 2018. "Bank Capital in the Short and in the Long Run," Working Papers wp2018_1807, CEMFI.
- William N. Goetzmann & Dasol Kim, 2018.
"Negative bubbles: What happens after a crash,"
European Financial Management, European Financial Management Association, vol. 24(2), pages 171-191, March.
- William N. Goetzmann & Dasol Kim, 2017. "Negative Bubbles: What Happens After a Crash," NBER Working Papers 23830, National Bureau of Economic Research, Inc.
- Kim, Myeong Hyeon & Kim, Baeho, 2014. "Systematic cyclicality of systemic bubbles: Evidence from the U.S. commercial banking system," Journal of Macroeconomics, Elsevier, vol. 42(C), pages 281-297.
- Pacicco, Fausto & Serati, Massimiliano & Venegoni, Andrea, 2022. "The Euro Area credit crunch conundrum: Was it demand or supply driven?," Economic Modelling, Elsevier, vol. 106(C).
- Matthieu Darracq Paries, 2018. "Financial frictions and monetary policy conduct," Erudite Ph.D Dissertations, Erudite, number ph18-01 edited by Ferhat Mihoubi.
- Valentina Michelangeli & José-Luis Peydró & Enrico Sette, 2020.
"Credit Demand versus Supply Channels: Experimental- and Administrative-Based Evidence,"
Working Papers
1192, Barcelona School of Economics.
- Michelangeli, Valentina & Peydró, José-Luis & Sette, Enrico, 2021. "Credit demand versus supply channels: Experimental- and administrative-based evidence," EconStor Preprints 242124, ZBW - Leibniz Information Centre for Economics.
- Valentina Michelangeli & José-Luis Peydró & Enrico Sette, 2020. "Credit demand versus supply channels: Experimental- and administrative-based evidence," Economics Working Papers 1731, Department of Economics and Business, Universitat Pompeu Fabra, revised Jul 2021.
- Ricardo J Caballero & Alp Simsek, 2021.
"A Model of Endogenous Risk Intolerance and LSAPs: Asset Prices and Aggregate Demand in a “COVID-19” Shock [Financial intermediaries and the cross-section of asset returns],"
The Review of Financial Studies, Society for Financial Studies, vol. 34(11), pages 5522-5580.
- ÅžimÅŸek, Alp & Caballero, Ricardo, 2020. "A Model of Endogenous Risk Intolerance and LSAPs: Asset Prices and Aggregate Demand in a "Covid-19" Shock," CEPR Discussion Papers 14627, C.E.P.R. Discussion Papers.
- Ricardo J. Caballero & Alp Simsek, 2020. "A Model of Endogenous Risk Intolerance and LSAPs: Asset Prices and Aggregate Demand in a “Covid-19” Shock," NBER Working Papers 27044, National Bureau of Economic Research, Inc.
- Thakor, Anjan V., 2012. "Incentives to innovate and financial crises," Journal of Financial Economics, Elsevier, vol. 103(1), pages 130-148.
- Van der Ghote, Alejandro, 2021. "Benefits of macroprudential policy in low interest rate environments," Research Bulletin, European Central Bank, vol. 90.
- Radde, Sören, 2015.
"Flight to liquidity and the Great Recession,"
Journal of Banking & Finance, Elsevier, vol. 54(C), pages 192-207.
- Sören Radde, 2012. "Flight-to-Liquidity and the Great Recession," Discussion Papers of DIW Berlin 1242, DIW Berlin, German Institute for Economic Research.
- Radde, Sören, 2014. "Flight to liquidity and the Great Recession," Working Paper Series 1729, European Central Bank.
- Laurent Clerc & Alexis Derviz & Caterina Mendicino & Stephane Moyen & Kalin Nikolov & Livio Stracca & Javier Suarez & Alexandros P. Vardoulakis, 2015.
"Capital Regulation in a Macroeconomic Model with Three Layers of Default,"
International Journal of Central Banking, International Journal of Central Banking, vol. 11(3), pages 9-63, June.
- Laurent Clerc & Alexis Derviz & Caterina Mendicino & Stéphane Moyen & Kalin Nikolov & Livio Stracca & Javier Suarez & Alexandros P. Vardoulakis, 2014. "Capital Regulation in a Macroeconomic Model with Three Layers of Default," Working Papers wp2014_1408, CEMFI.
- L. Clerc & A. Derviz & C. Mendicino & S. Moyen & K. Nikolov & L. Stracca & J. Suarez & A. P. Vardoulakis, 2014. "Capital Regulation in a Macroeconomic Model with Three Layers of Default," Working papers 533, Banque de France.
- Laurent Clerc, 2015. "Capital Regulation in a Macroeconomic Model with Three Layers of Default," Working Papers w201503, Banco de Portugal, Economics and Research Department.
- Suarez, Javier & Derviz, Alexis & Nikolov, Kalin & Clerc, Laurent & Mendicino, Caterina & Stracca, Livio & Vardoulakis, Alexandros & Moyen, Stéphane, 2014. "Capital Regulation in a Macroeconomic Model with Three Layers of Default," CEPR Discussion Papers 10316, C.E.P.R. Discussion Papers.
- Nikolov, Kalin & Stracca, Livio & Derviz, Alexis & Mendicino, Caterina & Moyen, Stéphane & Clerc, Laurent & Suarez, Javier & Vardoulakis, Alexandros P., 2015. "Capital regulation in a macroeconomic model with three layers of default," Working Paper Series 1827, European Central Bank.
- Paweł Kopiec, 2023. "Competition in the Financial Sector and Financial Crises in a Business Cycle Model," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 15(2), pages 157-213, June.
- Amat Adarov, 2022.
"Financial cycles around the world,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(3), pages 3163-3201, July.
- Amat Adarov, 2018. "Financial Cycles Around the World," wiiw Working Papers 145, The Vienna Institute for International Economic Studies, wiiw.
- Sam Langfield & Marco Pagano, 2016.
"Bank bias in Europe: effects on systemic risk and growth,"
Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 31(85), pages 51-106.
- Sam Langfield & Marco Pagano, 2015. "Bank Bias in Europe: Effects on Systemic Risk and Growth," CSEF Working Papers 408, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Langfield, Sam & Pagano, Marco, 2015. "Bank bias in Europe: effects on systemic risk and growth," Working Paper Series 1797, European Central Bank.
- Pinter, Gabor, 2018.
"Macroeconomic shocks and risk premia,"
LSE Research Online Documents on Economics
90370, London School of Economics and Political Science, LSE Library.
- Gabor Pinter, 2018. "Macroeconomic Shocks and Risk Premia," Discussion Papers 1812, Centre for Macroeconomics (CFM).
- Ubilava, David, 2019.
"On The Relationship Between Financial Instability And Economic Performance: Stressing The Business Of Nonlinear Modeling,"
Macroeconomic Dynamics, Cambridge University Press, vol. 23(1), pages 80-100, January.
- Ubilava, David, 2014. "On the Relationship between Financial Instability and Economic Performance: Stressing the Business of Nonlinear Modelling," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 170222, Agricultural and Applied Economics Association.
- Benjamin Knox & Jakob Ahm Sørensen, 2024. "Insurers’ Investments and Insurance Prices," Finance and Economics Discussion Series 2024-058, Board of Governors of the Federal Reserve System (U.S.).
- Julian Kozlowski & Laura Veldkamp & Venky Venkateswaran, 2015.
"The Tail that Wags the Economy: Belief-Driven Business Cycles and Persistent Stagnation,"
Working Papers
15-10, New York University, Leonard N. Stern School of Business, Department of Economics.
- Venky Venkateswaran & Laura Veldkamp & Julian Kozlowski, 2016. "The Tail that Wags the Economy: Belief-Driven Business Cycles and Persistent Stagnation," 2016 Meeting Papers 245, Society for Economic Dynamics.
- Venky Venkateswaran & Laura Veldkamp & Julian Kozlowski, 2015. "The Tail that Wags the Economy: Belief-Driven Business Cycles and Persistent Stagnation," 2015 Meeting Papers 800, Society for Economic Dynamics.
- Luigi Bocola & Guido Lorenzoni, 2020.
"Financial Crises, Dollarization, and Lending of Last Resort in Open Economies,"
American Economic Review, American Economic Association, vol. 110(8), pages 2524-2557, August.
- Luigi Bocola & Guido Lorenzoni, 2017. "Financial Crises, Dollarization, and Lending of Last Resort in Open Economies," NBER Working Papers 23984, National Bureau of Economic Research, Inc.
- Elenev, Vadim & Landvoigt, Tim & Van Nieuwerburgh, Stijn, 2016.
"Phasing out the GSEs,"
Journal of Monetary Economics, Elsevier, vol. 81(C), pages 111-132.
- Vadim Elenev & Tim Landvoigt & Stijn Van Nieuwerburgh, 2015. "Phasing Out the GSEs," NBER Working Papers 21626, National Bureau of Economic Research, Inc.
- Tim Landvoigt & Stijn Van Nieuwerburgh & Vadim Elenev, 2015. "Phasing out the GSEs," 2015 Meeting Papers 977, Society for Economic Dynamics.
- Caiani, Alessandro & Godin, Antoine & Caverzasi, Eugenio & Gallegati, Mauro & Kinsella, Stephen & Stiglitz, Joseph E., 2016. "Agent based-stock flow consistent macroeconomics: Towards a benchmark model," Journal of Economic Dynamics and Control, Elsevier, vol. 69(C), pages 375-408.
- Markus K. Brunnermeier & Yuliy Sannikov, 2016.
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"Bayesian Evaluation of DSGE Models with Financial Frictions,"
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"Monetary Policy, Real Activity, and Credit Spreads: Evidence from Bayesian Proxy SVARs,"
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"Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets,"
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"Measuring the Welfare of Intermediaries in Vertical Markets,"
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"A General Equilibrium Appraisal of Capital Shortfall,"
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"Adverse selection and self-fulfilling business cycles,"
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"International Channels of Transmission of Monetary Policy and the Mundellian Trilemma,"
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