On Liquidity Shocks and Asset Prices
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- Pablo A. Guerron‐Quintana & Ryo Jinnai, 2022. "On Liquidity Shocks and Asset Prices," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(8), pages 2519-2546, December.
- GUERRON-QUINTANA, Pablo A. & JINNAI, Ryo & 陣内, 了, 2015. "Liquidity Shocks and Asset Prices," Discussion paper series HIAS-E-17, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
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Cited by:
- Hasumi, Ryo & Iiboshi, Hirokuni & Nakamura, Daisuke, 2018.
"Trends, cycles and lost decades: Decomposition from a DSGE model with endogenous growth,"
Japan and the World Economy, Elsevier, vol. 46(C), pages 9-28.
- Hasumi, Ryo & Iibsoshi, Hirokuni & Nakamura, Daisuke, 2018. "Trends, Cycles and Lost Decades: Decomposition from a DSGE Model with Endogenous Growth," MPRA Paper 85521, University Library of Munich, Germany.
- Ohdoi, Ryoji, 2020.
"Financial Shocks to Banks, R&D Investment, and Recessions,"
MPRA Paper
101993, University Library of Munich, Germany.
- Ryoji Ohdoi, 2023. "Financial shocks to banks, R&D investment, and recessions," Discussion Paper Series 250, School of Economics, Kwansei Gakuin University, revised Aug 2023.
- Toshiaki Ogawa, 2020. "Liquidity Management of Heterogeneous Banks during the Great Recession," IMES Discussion Paper Series 20-E-05, Institute for Monetary and Economic Studies, Bank of Japan.
- Werner, Maximilian, 2023. "Occasionally binding liquidity constraints and macroeconomic dynamics," Journal of Economic Dynamics and Control, Elsevier, vol. 150(C).
- Marco Del Negro & Domenico Giannone & Marc P. Giannoni & Andrea Tambalotti, 2017.
"Safety, Liquidity, and the Natural Rate of Interest,"
Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 48(1 (Spring), pages 235-316.
- Marco Del Negro & Domenico Giannone & Marc Giannoni & Andrea Tambalotti, 2017. "Safety, liquidity, and the natural rate of interest," Staff Reports 812, Federal Reserve Bank of New York.
- Marc Giannoni & Domenico Giannone & Andrea Tambalotti & Marco Del Negro, 2017. "Safety, Liquidity, and the Natural Rate of Interest," 2017 Meeting Papers 803, Society for Economic Dynamics.
- Robert Amano & Thomas Carter & Sylvain Leduc, 2019. "Precautionary Pricing: The Disinflationary Effects of ELB Risk," Working Paper Series 2019-26, Federal Reserve Bank of San Francisco.
- Marco Del Negro & Gauti Eggertsson & Andrea Ferrero & Nobuhiro Kiyotaki, 2017.
"The Great Escape? A Quantitative Evaluation of the Fed's Liquidity Facilities,"
American Economic Review, American Economic Association, vol. 107(3), pages 824-857, March.
- Marco Del Negro & Gauti B. Eggertsson & Andrea Ferrero & Nobuhiro Kiyotaki, 2011. "The great escape? A quantitative evaluation of the Fed’s liquidity facilities," Staff Reports 520, Federal Reserve Bank of New York.
- Marco Del Negro & Gauti Eggertsson & Andrea Ferrero & Nobuhiro Kiyotaki, 2016. "The Great Escape? A Quantitative Evaluation of the Fed’s Liquidity Facilities," NBER Working Papers 22259, National Bureau of Economic Research, Inc.
- Jesus Fernandez-Villaverde & Pablo Guerron-Quintana, 2020.
"Uncertainty Shocks and Business Cycle Research,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 37, pages 118-166, August.
- Fernández-Villaverde, Jesús, 2020. "Uncertainty Shocks and Business Cycle Research," CEPR Discussion Papers 14398, C.E.P.R. Discussion Papers.
- Jesús Fernández-Villaverde & Pablo A. Guerrón-Quintana, 2020. "Uncertainty Shocks and Business Cycle Research," NBER Working Papers 26768, National Bureau of Economic Research, Inc.
- Mahdi Nezafat & Ctirad Slavik, 2021. "Asset Prices and Business Cycles with Liquidity Shocks," CERGE-EI Working Papers wp711, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
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This paper has been announced in the following NEP Reports:- NEP-DGE-2019-03-18 (Dynamic General Equilibrium)
- NEP-FDG-2019-03-18 (Financial Development and Growth)
- NEP-FMK-2019-03-18 (Financial Markets)
- NEP-MAC-2019-03-18 (Macroeconomics)
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