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Citations for "Financial Intermediation and Aggregate Fluctuations: A Quantative Analysis"

by Russell Cooper & Joao Ejarque

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  1. V. V. Chari & Patrick J. Kehoe & Ellen R. McGrattan, 2002. "Business cycle accounting," Working Papers 625, Federal Reserve Bank of Minneapolis.
  2. Ana Balcao Reis & Joao Ejarque, 2005. "(Relative Price) Lessons from Taking an AK Model to the Data," 2005 Meeting Papers 312, Society for Economic Dynamics.
  3. Kevin Salyer & Gabriel S. Lee, 2004. "Time-Varying Uncertainty and the Credit Channel," Working Papers 29, University of California, Davis, Department of Economics.
  4. Aadland, David, 2005. "Detrending time-aggregated data," Economics Letters, Elsevier, vol. 89(3), pages 287-293, December.
  5. Zsolt Becsi & Ping Wang & Mark A. Wynne, 1998. "Costly intermediation and the big push," Working Paper 98-16, Federal Reserve Bank of Atlanta.
  6. WenLi Li & Pierre-Daniel Sarte, 2000. "Investigating fluctuations in U.S. manufacturing : what are the direct effects of informational frictions?," Working Paper 00-01, Federal Reserve Bank of Richmond.
  7. Roland Meeks, 2006. "Credit shocks and cycles: a Bayesian calibration approach," Economics Series Working Papers 2006-W11, University of Oxford, Department of Economics.
  8. Atta-Mensah, Joseph & Dib, Ali, 2008. "Bank lending, credit shocks, and the transmission of Canadian monetary policy," International Review of Economics & Finance, Elsevier, vol. 17(1), pages 159-176.
  9. Zsolt Becsi & Ping Wang & Mark A. Wynne, 1998. "Endogenous market structures and financial development," Working Paper 98-15, Federal Reserve Bank of Atlanta.
  10. Raimundo Soto, . "Nonlinearities in the Demand for money: A Neural Network Approach," ILADES-Georgetown University Working Papers inv107, Ilades-Georgetown University, Universidad Alberto Hurtado/School of Economics and Bussines.
  11. Eickmeier, Sandra & Ng, Tim, 2011. "How Do Credit Supply Shocks Propagate Internationally? A GVAR approach," CEPR Discussion Papers 8720, C.E.P.R. Discussion Papers.
  12. Russell Cooper & Joao Ejarque, 1995. "Financial Intermediation and The Great Depression: A Multiple Equilibrium Interpretation," NBER Working Papers 5130, National Bureau of Economic Research, Inc.
  13. Russell W. Cooper, 2005. "Estimation and Identification of Structural Parameters in the Presence of Multiple Equilibria," Eastern Economic Journal, Eastern Economic Association, vol. 31(1), pages 107-130, Winter.
  14. Christopher L. House, 2002. "Adverse Selection and the Accelerator," Macroeconomics 0211015, EconWPA.
  15. Russell W. Cooper, 2002. "Estimation and Identification of Structural Parameters in the Presence of Multiple Equilibria," NBER Working Papers 8941, National Bureau of Economic Research, Inc.
  16. Erik Hjalmarsson & Par Osterholm, 2007. "A residual-based cointegration test for near unit root variables," International Finance Discussion Papers 907, Board of Governors of the Federal Reserve System (U.S.).
  17. Ian Christensen & Ali Dib, 2006. "Monetary Policy in an Estimated DSGE Model with a Financial Accelerator," Working Papers 06-9, Bank of Canada.
  18. Dominik Menno & Tommaso Oliviero, 2013. "Financial Intermediation, House Prices, and the Distributive Effects of the U.S. Great Recession," Economics Working Papers ECO2013/05, European University Institute.
  19. Carol Scotese Lehr, 2001. "Banks and Output Fluctuations," Working Papers 0101, VCU School of Business, Department of Economics.