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Citations for "Inefficient Credit Booms"

by Guido Lorenzoni

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  1. Christian Fahrholz & Andreas Freytag, 2011. "Ein Lösungsweg für die europäische Zahlungsbilanzkrise? Mehr Markt wagen!," Ifo Schnelldienst, Ifo Institute for Economic Research at the University of Munich, Ifo Institute for Economic Research at the University of Munich, vol. 64(16), pages 73-78, 09.
  2. Martin, Alberto & Taddei, Filippo, 2013. "International capital flows and credit market imperfections: A tale of two frictions," Journal of International Economics, Elsevier, Elsevier, vol. 89(2), pages 441-452.
  3. Javier Bianchi & Enrique G. Mendoza, 2013. "Optimal Time-Consistent Macroprudential Policy," NBER Working Papers 19704, National Bureau of Economic Research, Inc.
  4. Anton Korinek, 2011. "Systemic Risk-Taking: Amplification Effects, Externalities, and Regulatory Responses," NFI Working Papers, Indiana State University, Scott College of Business, Networks Financial Institute 2011-WP-13, Indiana State University, Scott College of Business, Networks Financial Institute.
  5. Zhiguo He & Wei Xiong, 2010. "Rollover Risk and Credit Risk," NBER Working Papers 15653, National Bureau of Economic Research, Inc.
  6. Jean Tirole, 2010. "Illiquidity and all its Friends," Working Papers, Fondazione Eni Enrico Mattei 2010.78, Fondazione Eni Enrico Mattei.
  7. Itay Goldstein & Assaf Razin, 2013. "Three Branches of Theories of Financial Crises," NBER Working Papers 18670, National Bureau of Economic Research, Inc.
  8. Charles T Carlstrom & Timothy S Fuerst & Matthius Paustian, 2011. "Indexed debt contracts and the financial accelerator," Working Paper, Federal Reserve Bank of Cleveland 1117, Federal Reserve Bank of Cleveland.
  9. Christian Fahrholz & Andreas Freytag, 2012. "Will TARGET2-Balances be Reduced again after an End of the Crisis?," Global Financial Markets Working Paper Series, Friedrich-Schiller-University Jena 30-2012, Friedrich-Schiller-University Jena.
  10. Enrico Perotti & Javier Suarez, 2011. "A Pigovian Approach to Liquidity Regulation," Tinbergen Institute Discussion Papers, Tinbergen Institute 11-040/2/DSF15, Tinbergen Institute.
  11. DeGroot, Oliver, 2014. "The Risk Channel of Monetary Policy," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2014-31, Board of Governors of the Federal Reserve System (U.S.).
  12. Benigno, Gianluca & Chen, Huigang & Otrok, Christopher & Rebucci, Alessandro & Young, Eric R, 2011. "Financial Crisis and Macro-Prudential Policies," CEPR Discussion Papers, C.E.P.R. Discussion Papers 8175, C.E.P.R. Discussion Papers.
  13. Tressel, Thierry & Verdier, Thierry, 2014. "Optimal Prudential Regulation of Banks and the Political Economy of Supervision," CEPR Discussion Papers, C.E.P.R. Discussion Papers 9871, C.E.P.R. Discussion Papers.
  14. Prasanna Gai & Sujit Kapadia & Stephen Millard & Ander Perez, 2006. "Financial innovation, macroeconomic stability and systemic crises," Proceedings, Federal Reserve Bank of San Francisco, Federal Reserve Bank of San Francisco, issue Nov.
  15. Biais, Bruno & Rochet, Jean-Charles & Woolley, Paul, 2009. "The Lifecycle of the Financial Sector and Other Speculative Industries," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse 549, Institut d'Économie Industrielle (IDEI), Toulouse.
  16. Charles T. Carlstrom & Timothy S. Fuerst & Matthius Paustian, 2012. "Privately optimal contracts and suboptimal outcomes in a model of agency costs," Working Paper, Federal Reserve Bank of Cleveland 1204, Federal Reserve Bank of Cleveland.
  17. John Moore (The University of Edinburgh), 2013. "Pecuniary Externality through Credit Constraints: Two Examples without Uncertainty," ESE Discussion Papers, Edinburgh School of Economics, University of Edinburgh 233, Edinburgh School of Economics, University of Edinburgh.
  18. Jeanne, O. & Korinek, A., 2010. "Managing Credit Booms and Busts: A Pigouvian Taxation Approach," Discussion Paper, Tilburg University, Center for Economic Research 2010-108S, Tilburg University, Center for Economic Research.
  19. Javier Bianchi & Enrique G. Mendoza, 2010. "Overborrowing, Financial Crises and 'Macro-prudential' Taxes," NBER Working Papers 16091, National Bureau of Economic Research, Inc.
  20. Gertler, Mark & Karadi, Peter, 2011. "A model of unconventional monetary policy," Journal of Monetary Economics, Elsevier, Elsevier, vol. 58(1), pages 17-34, January.
  21. Olivier Jeanne & Anton Korinek, 2013. "Macroprudential Regulation Versus Mopping Up After the Crash," NBER Working Papers 18675, National Bureau of Economic Research, Inc.
  22. John Geanakoplos, 2009. "The Leverage Cycle," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University 1715, Cowles Foundation for Research in Economics, Yale University.
  23. Gaetano Antinolfi & Francesca Carapella & Charles Kahn & Antoine Martin & David Mills & Ed Nosal, . "Repos, Fire Sales, and Bankruptcy Policy," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, Elsevier for the Society for Economic Dynamics.
  24. Rötheli, Tobias F., 2012. "Boundedly rational banks’ contribution to the credit cycle," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, Elsevier, vol. 41(5), pages 730-737.
  25. Augusto de la Torre & Alain Ize, 2010. "Containing Systemic Risk: Paradigm-Based Perspectives on Regulatory Reform," JOURNAL OF LACEA ECONOMIA, LACEA - LATIN AMERICAN AND CARIBBEAN ECONOMIC ASSOCIATION.
  26. Stefano Giglio & Tiago Severo, 2011. "Intangible Capital, Relative Asset Shortages and Bubbles," Levine's Working Paper Archive 786969000000000121, David K. Levine.
  27. Christian Fahrholz & Andreas Freytag, 2012. "A Way to Solve the Euro pean Balance of Payments Crisis? Take a Chance on Market Solutions!," CESifo Forum, Ifo Institute for Economic Research at the University of Munich, Ifo Institute for Economic Research at the University of Munich, vol. 13(SPECIALIS), pages 77-82, 02.
  28. Zheng Liu & Pengfei Wang & Tao Zha, 2009. "Do credit constraints amplify macroeconomic fluctuations?," Working Paper Series, Federal Reserve Bank of San Francisco 2009-28, Federal Reserve Bank of San Francisco.
  29. Michal Rubaszek & Dobromil Serwa, 2011. "Determinants of credit to households in a life-cycle model," National Bank of Poland Working Papers, National Bank of Poland, Economic Institute 92, National Bank of Poland, Economic Institute.
  30. Serwa, Dobromił, 2013. "Identifying multiple regimes in the model of credit to households," International Review of Economics & Finance, Elsevier, Elsevier, vol. 27(C), pages 198-208.
  31. John Geanakoplos, 2009. "The Leverage Cycle," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University 1715R, Cowles Foundation for Research in Economics, Yale University, revised Jan 2010.
  32. Aleksander Berentsen & Samuel Huber & Alessandro Marchesiani, 2012. "Degreasing the wheels of finance," ECON - Working Papers, Department of Economics - University of Zurich 101, Department of Economics - University of Zurich.
  33. Peter Broer & Jürgen Antony, 2013. "Financial Shocks and Economic Activity in the Netherlands," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis 260, CPB Netherlands Bureau for Economic Policy Analysis.
  34. Jimenez Porras, G. & Ongena, S. & Peydro, J.L. & Saurina, J., 2012. "Credit Supply versus Demand: Bank and Firm Balance-Sheet Channels in Good and Crisis Times," Discussion Paper, Tilburg University, Center for Economic Research 2012-005, Tilburg University, Center for Economic Research.
  35. Atif Mian & Amir Sufi & Francesco Trebbi, 2011. "Foreclosures, House Prices, and the Real Economy," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan 11-E-27, Institute for Monetary and Economic Studies, Bank of Japan.
  36. Andrei Shleifer & Robert Vishny, 2011. "Fire Sales in Finance and Macroeconomics," Journal of Economic Perspectives, American Economic Association, American Economic Association, vol. 25(1), pages 29-48, Winter.
  37. Tomohiro Hirano & Noriyuki Yanagawa, 2010. "Asset Bubbles, Endogenous Growth, and Financial Frictions," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo CARF-F-223, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, revised Sep 2010.
  38. Anton Korinek, 2009. "Systemic Risk: Amplification Effects, Externalities, and Policy Responses," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank) 155, Oesterreichische Nationalbank (Austrian Central Bank).
  39. Weerachart T. Kilenthong & Robert M. Townsend, 2014. "A Market Based Solution to Price Externalities: A Generalized Framework," NBER Working Papers 20275, National Bureau of Economic Research, Inc.
  40. Filippo Taddei, 2013. "International Capital Flows, Financial Frictions and Welfare," 2013 Meeting Papers, Society for Economic Dynamics 1160, Society for Economic Dynamics.
  41. Kilenthong, Weerachart T. & Townsend, Robert M., 2011. "Information-constrained optima with retrading: An externality and its market-based solution," Journal of Economic Theory, Elsevier, Elsevier, vol. 146(3), pages 1042-1077, May.
  42. Meng, Channarith, 2014. "Consumer Loans in Cambodia: Implications on Banking Stability," MPRA Paper 54131, University Library of Munich, Germany.
  43. di Iasio, Giovanni, 2013. "Incentives and financial crises: Microfounded macroprudential regulation," Journal of Financial Intermediation, Elsevier, Elsevier, vol. 22(4), pages 627-638.
  44. Amir Sufi, 2012. "Detecting "Bad" Leverage," NBER Chapters, National Bureau of Economic Research, Inc, in: Risk Topography: Systemic Risk and Macro Modeling, pages 205-212 National Bureau of Economic Research, Inc.
  45. Charles D. Brummitt & Rajiv Sethi & Duncan J. Watts, 2014. "Inside Money, Procyclical Leverage, and Banking Catastrophes," Papers, arXiv.org 1403.1637, arXiv.org.
  46. Anton Korinek, 2011. "The New Economics of Capital Controls Imposed for Prudential Reasons+L4888," IMF Working Papers, International Monetary Fund 11/298, International Monetary Fund.
  47. Weerachart Kilenthong & Robert Townsend, 2014. "Segregated Security Exchanges with Ex Ante Rights to Trade: A Market-Based Solution to Collateral-Constrained Externalities," NBER Working Papers 20086, National Bureau of Economic Research, Inc.
  48. John Beirne & Christian Friedrich, 2014. "Capital Flows and Macroprudential Policies - A Multilateral Assessment of Effectiveness and Externalities," Working Papers, Bank of Canada 14-31, Bank of Canada.
  49. Arvind Krishnamurthy, 2009. "Amplification Mechanisms in Liquidity Crises," NBER Working Papers 15040, National Bureau of Economic Research, Inc.
  50. Chollete, Loran & Jaffee, Dwight, 2009. "Economic Implications of Extreme and Rare Events," UiS Working Papers in Economics and Finance, University of Stavanger 2009/32, University of Stavanger.
  51. Marek Lubiński, 2012. "Wpływ akceleratora finansowego na przebieg wahań koniunkturalnych [ Impact of Financial Accelerator on Business Cycle Fluctuations ]," Prace i Materiały, Instytut Rozwoju Gospodarczego (SGH), Instytut Rozwoju Gospodarczego (SGH), vol. 88(1), pages 63-84.
  52. Jing Zhang & Yun Jung Kim, 2010. "Decentralized Borrowing and Centralized Default," 2010 Meeting Papers, Society for Economic Dynamics 1288, Society for Economic Dynamics.
  53. Claudio Borio, 2011. "Rediscovering the macroeconomic roots of financial stability policy: journey, challenges and a way forward," BIS Working Papers, Bank for International Settlements 354, Bank for International Settlements.
  54. Andrés Fernández & Alessandro Rebucci & Martín Uribe, 2013. "Are Capital Controls Prudential? An Empirical Investigation," NBER Working Papers 19671, National Bureau of Economic Research, Inc.
  55. Jiménez, G. & Ongena, S. & Peydro, J.L. & Saurina, J., 2012. "Macroprudential Policy, Countercyclical Bank Capital Buffers and Credit Supply: Evidence from the Spanish Dynamic Provisioning Experiments," Discussion Paper, Tilburg University, Center for Economic Research 2012-036, Tilburg University, Center for Economic Research.
  56. Zhang, Lu & Grydaki, Maria & Bezemer, Dirk, 2014. "Is Financial Development Bad for Growth?," Research Report, University of Groningen, Research Institute SOM (Systems, Organisations and Management) 14016-GEM, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
  57. Ricardo J. Caballero & Guido Lorenzoni, 2007. "Persistent Appreciations and Overshooting: A Normative Analysis," NBER Working Papers 13077, National Bureau of Economic Research, Inc.
  58. Ryo Kato & Takayuki Tsuruga, 2011. "Bank Overleverage and Macroeconomic Fragility," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan 11-E-15, Institute for Monetary and Economic Studies, Bank of Japan.
  59. Flavia Corneli & Emanuele Tarantino, 2011. "Reserve management and sovereign debt cost in a world with liquidity crises," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area 797, Bank of Italy, Economic Research and International Relations Area.
  60. Tommaso Trani, 2012. "Countercyclical Capital Regulation and Bank Ownership Structure," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies 14-2012, Economics Section, The Graduate Institute of International Studies.
  61. Kilenthong, Weerachart & Townsend, Robert, 2007. "Market Based, Segregated Exchanges with Default Risk," MPRA Paper 20724, University Library of Munich, Germany, revised 12 Nov 2009.
  62. Nikolov, Kalin, 2010. "Is Private Leverage Excessive?," MPRA Paper 28407, University Library of Munich, Germany, revised Jun 2010.
  63. Lawrence Christiano & Daisuke Ikeda, 2011. "Government Policy, Credit Markets and Economic Activity," NBER Working Papers 17142, National Bureau of Economic Research, Inc.
  64. Kang, Namho & Kondor, Péter & Sadka, Ronnie, 2011. "Idiosyncratic Return Volatility in the Cross-Section of Stocks," CEPR Discussion Papers, C.E.P.R. Discussion Papers 8307, C.E.P.R. Discussion Papers.
  65. Schmitt-Grohé, Stephanie & Uribe, Martín, 2012. "Prudential Policy for Peggers," CEPR Discussion Papers, C.E.P.R. Discussion Papers 8961, C.E.P.R. Discussion Papers.
  66. Paolo Angelini & Sergio Nicoletti-Altimari & Ignazio Visco, 2012. "Macroprudential, microprudential and monetary policies: conflicts, complementarities and trade-offs," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area 140, Bank of Italy, Economic Research and International Relations Area.
  67. Stephanie Schmitt-Grohe & Martin Uribe, 2012. "Prudential Policy for Peggers," NBER Working Papers 18031, National Bureau of Economic Research, Inc.
  68. Enrique G. Mendoza & Marco E. Terrones, 2008. "An anatomy of credit booms: evidence from macro aggregates and micro data," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 936, Board of Governors of the Federal Reserve System (U.S.).
  69. Marco Terrones & Enrique G. Mendoza, 2008. "An Anatomy of Credit Booms," IMF Working Papers, International Monetary Fund 08/226, International Monetary Fund.
  70. Jeremy C. Stein, 2011. "Monetary Policy as Financial-Stability Regulation," NBER Working Papers 16883, National Bureau of Economic Research, Inc.
  71. Guillermo A. Calvo, 2013. "The Mayekawa Lecture: Puzzling over the Anatomy of Crises- Liquidity and the Veil of Finance," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, Institute for Monetary and Economic Studies, Bank of Japan, vol. 31, pages 39-64, November.
  72. Daron Acemoglu & Asuman Ozdaglar & Alireza Tahbaz-Salehi, 2013. "Systemic Risk and Stability in Financial Networks," NBER Working Papers 18727, National Bureau of Economic Research, Inc.
  73. Josef Schroth, 2012. "Financial Crisis Resolution," Working Papers, Bank of Canada 12-42, Bank of Canada.
  74. Augusto de la Torre & Alain Ize, 2010. "Regulatory Reform: Integrating Paradigms," International Finance, Wiley Blackwell, Wiley Blackwell, vol. 13(1), pages 109-139, 03.
  75. Girardi, Giulio & Tolga Ergün, A., 2013. "Systemic risk measurement: Multivariate GARCH estimation of CoVaR," Journal of Banking & Finance, Elsevier, Elsevier, vol. 37(8), pages 3169-3180.
  76. Josef Schroth, 2012. "Financial Crisis Resolution," 2012 Meeting Papers, Society for Economic Dynamics 617, Society for Economic Dynamics.
  77. Guillermo Calvo, 2013. "Puzzling over the Anatomy of Crises: Liquidity and the Veil of Finance," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan 13-E-09, Institute for Monetary and Economic Studies, Bank of Japan.