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Household Debt Overhang and Transmission of Monetary Policy
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- repec:spo:wpmain:info:hdl:2441/5buvtkmlk091prrdje4a0tbkla is not listed on IDEAS
- Choi, Sangyup & Shin, Junhyeok & Yoo, Seung Yong, 2022.
"Are government spending shocks inflationary at the zero lower bound? New evidence from daily data,"
Journal of Economic Dynamics and Control, Elsevier, vol. 139(C).
- Sangyup Choi & Junhyeok Shin & Seung Yong Yoo, 2021. "Are Government Spending Shocks Inflationary at the Zero Lower Bound? New Evidence from Daily Data," Working papers 2021rwp-189, Yonsei University, Yonsei Economics Research Institute.
- Sangyup Choi & Junhyeok Shin & Seung Yong Yoo, 2022. "Are government spending shocks inflationary at the zero lower bound? New evidence from daily data," CAMA Working Papers 2022-19, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Fergus Cumming & Paul Hubert, 2019.
"The role of households' borrowing constraints in the transmission of monetary policy,"
Working Papers
hal-03403257, HAL.
- Fergus Cumming & Paul Hubert, 2019. "The role of households' borrowing constraints in the transmission of monetary policy," SciencePo Working papers Main hal-03403257, HAL.
- Cumming, Fergus & Hubert, Paul, 2019. "The role of households’ borrowing constraints in the transmission of monetary policy," Bank of England working papers 836, Bank of England, revised 06 Jan 2020.
- Wu, Tsung-Pao & Zheng, Yi & Wu, Hung-Che & Deng, Ruixin, 2024. "The causal relationship between the COVID-19, Delta and Omicron pandemic and the air transport industry: Evidence from China," Journal of Air Transport Management, Elsevier, vol. 116(C).
- Sangyup Choi & Kimoon Jeong & Jiseob Kim, 2024.
"Asymmetric Mortgage Channel of Monetary Policy: Refinancing as a Call Option,"
Working papers
2024rwp-228, Yonsei University, Yonsei Economics Research Institute.
- Sangyup Choi & Kimoon Jeong & Jiseob Kim, 2025. "Asymmetric Mortgage Channel of Monetary Policy: Refinancing as a Call Option," CAMA Working Papers 2025-02, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- James Cloyne & Òscar Jordà & Alan M. Taylor, 2023.
"State-Dependent Local Projections: Understanding Impulse Response Heterogeneity,"
Working Paper Series
2023-05, Federal Reserve Bank of San Francisco.
- Cloyne, James & Jordà , Òscar & Taylor, Alan M., 2023. "State-Dependent Local Projections: Understanding Impulse Response Heterogeneity," CEPR Discussion Papers 17903, C.E.P.R. Discussion Papers.
- James Cloyne & Òscar Jordà & Alan M. Taylor, 2023. "State-Dependent Local Projections: Understanding Impulse Response Heterogeneity," NBER Working Papers 30971, National Bureau of Economic Research, Inc.
- Geiger, Martin & Zachariadis, Marios, 2022.
"Consumers’ Updating, Policy Shocks, And Public Debt: An Empirical Assessment Of State Dependencies,"
Macroeconomic Dynamics, Cambridge University Press, vol. 26(8), pages 2104-2140, December.
- Martin Geiger & Marios Zachariadis, 2021. "Consumers' updating, policy shocks and public debt: An empirical assessment of state dependencies," Arbeitspapiere 69, Liechtenstein-Institut.
- Couaillier, Cyril & Scalone, Valerio, 2024. "Risk-to buffer: setting cyclical and structural banks capital requirements through stress test," Working Paper Series 2966, European Central Bank.
- Kloosterman, Roben & Bonam, Dennis & van der Veer, Koen, 2024. "The effects of monetary policy across fiscal regimes," Journal of Macroeconomics, Elsevier, vol. 81(C).
- Alpanda, Sami & Granziera, Eleonora & Zubairy, Sarah, 2021.
"State dependence of monetary policy across business, credit and interest rate cycles,"
European Economic Review, Elsevier, vol. 140(C).
- Alpanda, Sami & Granziera, Eleonora & Zubairy, Sarah, 2019. "State dependence of monetary policy across business, credit and interest rate cycles," Bank of Finland Research Discussion Papers 16/2019, Bank of Finland.
- Alpanda, Sami & Granziera, Eleonora & Zubairy, Sarah, 2019. "State dependence of monetary policy across business, credit and interest rate cycles," Working Paper 2019/21, Norges Bank.
- Lim, Hyunjoon, 2024. "Debt vulnerabilities and house price responses to external shocks," Finance Research Letters, Elsevier, vol. 63(C).
- Eunseong Ma, 2023.
"Monetary Policy And Inequality: How Does One Affect The Other?,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 64(2), pages 691-725, May.
- Eunseong Ma, 2019. "Monetary Policy and Inequality: How Does One Affect the Other?," 2019 Meeting Papers 250, Society for Economic Dynamics.
- Eunseong Ma, 2022. "Monetary Policy and Inequality: How Does One Affect the Other?," Working papers 2022rwp-203, Yonsei University, Yonsei Economics Research Institute.
- Eunseoung Ma, 2020. "Monetary Policy and Inequality: How Does One Affect the Other?," Departmental Working Papers 2020-02, Department of Economics, Louisiana State University.
- Bruno Albuquerque, 2019.
"One Size Fits All? Monetary Policy and Asymmetric Household Debt Cycles in U.S. States,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(5), pages 1309-1353, August.
- Bruno Albuquerque, 2017. "One Size Fits All? Monetary Policy And Asymmetric Household Debt Cycles In Us States," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 17/937, Ghent University, Faculty of Economics and Business Administration.
- Choi, Sangyup & Shin, Junhyeok, 2023.
"Household indebtedness and the macroeconomic effects of tax changes,"
Journal of Economic Behavior & Organization, Elsevier, vol. 209(C), pages 22-52.
- Sangyup Choi & Junhyeok Shin, 2020. "Household Indebtedness and the Macroeconomic Effects of Tax Changes," Working papers 2020rwp-178, Yonsei University, Yonsei Economics Research Institute.
- Sangyup Choi & Junhyeok Shin, 2022. "Household Indebtedness and the Macroeconomic Effects of Tax Changes," CAMA Working Papers 2022-56, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Jiaqian Chen & Daria Finocchiaro & Jesper Linde & Karl Walentin, 2023.
"The costs of macroprudential deleveraging in a liquidity trap","
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 51, pages 991-1011, December.
- Mr. Jiaqian Chen & Daria Finocchiaro & Jesper Lindé & Karl Walentin, 2020. "The Costs of Macroprudential Deleveraging in a Liquidity Trap," IMF Working Papers 2020/089, International Monetary Fund.
- Chen, Jiaqian & Finocchiaro, Daria & Lindé, Jesper & Walentin, Karl, 2020. "The costs of macroprudential deleveraging in a liquidity trap," Working Paper Series 389, Sveriges Riksbank (Central Bank of Sweden).
- Linde, Jesper & Finocchiaro, Daria & Walentin, Karl & Chen, Jack, 2020. "The costs of macroprudential deleveraging in a liquidity trap," CEPR Discussion Papers 14564, C.E.P.R. Discussion Papers.
- Giacomo Rella, 2021. "The Fed, housing and household debt over time," Department of Economics University of Siena 850, Department of Economics, University of Siena.
- Roben Kloosterman & Dennis Bonam & Koen van der Veer, 2022. "The effects of monetary policy across fiscal regimes," Working Papers 755, DNB.
- David Finck & Paul Rudel, 2023. "Do credit supply shocks have asymmetric effects?," Empirical Economics, Springer, vol. 64(4), pages 1559-1597, April.
- Sardar, Naafey & Sharma, Shahil, 2022. "Oil prices & stock returns: Modeling the asymmetric effects around the zero lower bound," Energy Economics, Elsevier, vol. 107(C).
- Martina Cecioni, 2018. "ECB monetary policy and the euro exchange rate," Temi di discussione (Economic working papers) 1172, Bank of Italy, Economic Research and International Relations Area.
- 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.
- Claudio Borio & Boris Hofmann, 2017. "Is monetary policy less effective when interest rates are persistently low?," BIS Working Papers 628, Bank for International Settlements.
- Andrea Ajello & Nina Boyarchenko & François Gourio & Andrea Tambalotti, 2022.
"Financial Stability Considerations for Monetary Policy: Theoretical Mechanisms,"
Finance and Economics Discussion Series
2022-005, Board of Governors of the Federal Reserve System (U.S.).
- Andrea Ajello & Nina Boyarchenko & François Gourio & Andrea Tambalotti, 2022. "Financial Stability Considerations for Monetary Policy: Theoretical Mechanisms," Staff Reports 1002, Federal Reserve Bank of New York.
- Auer, Simone & Bernardini, Marco & Cecioni, Martina, 2021.
"Corporate leverage and monetary policy effectiveness in the euro area,"
European Economic Review, Elsevier, vol. 140(C).
- Simone Auer & Marco Bernardini & Martina Cecioni, 2019. "Corporate Leverage and Monetary Policy Effectiveness in the Euro Area," Temi di discussione (Economic working papers) 1258, Bank of Italy, Economic Research and International Relations Area.
- Simone Auer & Marco Bernardini & Martina Cecioni, 2019. "Corporate Leverage and Monetary Policy Effectiveness in the Euro Area," 2019 Meeting Papers 1102, Society for Economic Dynamics.
- Deng, Xin & Yu, Mingzhe, 2021. "Does the marginal child increase household debt? – Evidence from the new fertility policy in China," International Review of Financial Analysis, Elsevier, vol. 77(C).
- Alpanda, Sami & Granziera, Eleonora & Zubairy, Sarah, 2021.
"State dependence of monetary policy across business, credit and interest rate cycles,"
European Economic Review, Elsevier, vol. 140(C).
- Alpanda, Sami & Granziera, Eleonora & Zubairy, Sarah, 2019. "State dependence of monetary policy across business, credit and interest rate cycles," Working Paper 2019/21, Norges Bank.
- Alpanda, Sami & Granziera, Eleonora & Zubairy, Sarah, 2019. "State dependence of monetary policy across business, credit and interest rate cycles," Research Discussion Papers 16/2019, Bank of Finland.
- Youngjin Yun & Byoungsoo Cho, 2021. "Is the Monetary Policy Effect Different for Bank Lending to Households and Firms?," GRU Working Paper Series GRU_2021_001, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Martin Geiger & Marios Zachariadis, 2019. "Assessing Expectations as a Monetary/Fiscal State-Dependent Phenomenon," University of Cyprus Working Papers in Economics 01-2019, University of Cyprus Department of Economics.
- Kim, Jiseob, 2020. "Macroeconomic effects of the mortgage refinance and the home equity lines of credit," Journal of Economic Dynamics and Control, Elsevier, vol. 121(C).
- Max Breitenlechner & Johann Scharler, 2020. "Private Sector Debt, Financial Constraints, and the Effects of Monetary Policy: Evidence from the US," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 82(4), pages 889-915, August.
- Priya, Pragati & Sharma, Chandan, 2024. "On transmission channels of energy prices and monetary policy shocks to household consumption: Evidence from India," Energy Economics, Elsevier, vol. 136(C).
- Atems, Bebonchu & Sardar, Naafey, 2021. "Exploring asymmetries in the effects of El Niño-Southern Oscillation on U.S. food and agricultural stock prices," The Quarterly Review of Economics and Finance, Elsevier, vol. 81(C), pages 1-14.
- Ahmed, Rashad & Borio, Claudio & Disyatat, Piti & Hofmann, Boris, 2024.
"Losing traction? The real effects of monetary policy when interest rates are low,"
Journal of International Money and Finance, Elsevier, vol. 141(C).
- Rashad Ahmed & Claudio Borio & Piti Disyatat & Boris Hofmann, 2021. "Losing traction? The real effects of monetary policy when interest rates are low," BIS Working Papers 983, Bank for International Settlements.
- Bruno Albuquerque & Martin Iseringhausen & Frederic Opitz, 2024.
"The Housing Supply Channel of Monetary Policy,"
IMF Working Papers
2024/023, International Monetary Fund.
- Martin Iseringhausen, 2024. "The housing supply channel of monetary policy," Working Papers 59, European Stability Mechanism, revised 05 Feb 2024.
- Funke, Michael & Li, Xiang & Zhong, Doudou, 2023. "Household indebtedness, financial frictions and the transmission of monetary policy to consumption: Evidence from China," Emerging Markets Review, Elsevier, vol. 55(C).
- Ivan Jaccard, 2024.
"Monetary Asymmetries Without (And With) Price Stickiness,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 65(2), pages 1003-1047, May.
- Jaccard, Ivan, 2024. "Monetary Asymmetries without (and with) Price Stickiness," Dynare Working Papers 81, CEPREMAP.
- Jaccard, Ivan, 2024. "Monetary asymmetries without (and with) price stickiness," Working Paper Series 2928, European Central Bank.
- Rünstler, Gerhard & Bräuer, Leonie, 2020. "Monetary policy transmission over the leverage cycle: evidence for the euro area," Working Paper Series 2421, European Central Bank.
- Matusche, Alexander & Wacks, Johannes, 2023. "Does wealth inequality affect the transmission of monetary policy?," Journal of Macroeconomics, Elsevier, vol. 75(C).
- Guo, Fei & Kit-Ming Yan, Isabel & Chen, Tao & Hu, Chun-Tien, 2023. "Fiscal multipliers, monetary efficacy, and hand-to-mouth households," Journal of International Money and Finance, Elsevier, vol. 130(C).
- Yun, Youngjin & Cho, Byoungsoo, 2022. "Does monetary policy affect bank lending to households and firms differently?," Economic Modelling, Elsevier, vol. 109(C).
- Mirko Abbritti & Juan Equiza-Goñi & Fernando Perez Gracia & Tommaso Trani, 2020. "The effect of oil price shocks on economic activity: a local projections approach," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 44(4), pages 708-723, October.
- van den End, Jan Willem & Konietschke, Paul & Samarina, Anna & Stanga, Irina M., 2021. "Macroeconomic reversal rate in a low interest rate environment," Working Paper Series 2620, European Central Bank.
- repec:hal:spmain:info:hdl:2441/5buvtkmlk091prrdje4a0tbkla is not listed on IDEAS
- Teimouri, Sheida & Zietz, Joachim, 2020. "Coping with deindustrialization: A panel study for early OECD countries," Structural Change and Economic Dynamics, Elsevier, vol. 54(C), pages 26-41.
- Fergus Cumming & Paul Hubert, 2019. "The Role of Households' Borrowing Constraints in the Transmission of Monetary Policy This paper investigates how the transmission of monetary policy to the real economy depends on the distribution of ," Documents de Travail de l'OFCE 2019-20, Observatoire Francais des Conjonctures Economiques (OFCE).
- repec:zbw:bofrdp:2019_016 is not listed on IDEAS
- Atems, Bebonchu & Yimga, Jules, 2021. "Quantifying the impact of the COVID-19 pandemic on US airline stock prices," Journal of Air Transport Management, Elsevier, vol. 97(C).
- Fei Guo & Isabel Kit-Ming Yan & Tao Chen & Chuntien Hu, 2021. "Fiscal Multiplier, Monetary Shock and Hand-to-Mouth Household," GRU Working Paper Series GRU_2021_025, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Polyzos, Efstathios, 2022. "Examining the asymmetric impact of macroeconomic policy in the UAE: Evidence from quartile impulse responses and machine learning," The Journal of Economic Asymmetries, Elsevier, vol. 26(C).