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Ambrogio Cesa-Bianchi

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. Saleheen, Jumana & Imbs, Jean & Cesa-Bianchi, Ambrogio, 2016. "Finance and Synchronization," CEPR Discussion Papers 11037, C.E.P.R. Discussion Papers.

    Mentioned in:

    1. International business cycle synchronization: what is the role of financial linkages?
      by bankunderground in Bank Underground on 2016-04-06 11:30:09
  2. Alessandro Rebucci & Ambrogio Cesa-Bianchi & M. Hashem Pesaran & TengTeng Xu, 2012. "China's Emergence in the World Economy and Business Cycles in Latin America," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, vol. 0(Spring 20), pages 1-75, January.

    Mentioned in:

    1. Modelling banking sector shocks and unconventional policy: new wine in old bottles?
      by bankunderground in Bank Underground on 2016-03-31 11:30:36
    2. James Cloyne, Ryland Thomas and Alex Tuckett — Modelling banking sector shocks and unconventional policy: new wine in old bottles?
      by contrarianmedia@hotmail.com (Mike Norman) in Mike Norman Economics on 2016-04-07 22:33:00
  3. Cesa-Bianchi, Ambrogio & Cespedes, Luis & Rebucci, Alessandro, 2015. "Global liquidity, house prices and the macroeconomy: evidence from advanced and emerging economies," Bank of England working papers 522, Bank of England.

    Mentioned in:

    1. Liquidité mondiale, prix de l’immobilier et macroéconomie
      by Martin Anota in D'un champ l'autre on 2015-02-03 23:43:43
  4. Ambrogio Cesa-Bianchi & Alessandro Rebucci, 2013. "Does Easing Monetary Policy Increase Financial Instability?," Research Department Publications 4825, Inter-American Development Bank, Research Department.

    Mentioned in:

    1. Guest Contribution: "Is the Federal Reserve Breeding the Next Financial Crisis?"
      by Menzie Chinn in Econbrowser on 2013-03-28 15:05:32

Working papers

  1. Cesa-Bianchi, Ambrogio & Eguren-Martin, Fernando, 2021. "Dash for dollars," Bank of England working papers 932, Bank of England.

    Cited by:

    1. Javier Bianchi & Saki Bigio & Charles Engel, 2022. "Scrambling for Dollars: International Liquidity, Banks and Exchange Rates," Working Papers 182, Peruvian Economic Association.
    2. Zakrajsek, Egon & Gilchrist, Simon & Wei, Bin & Yue, Vivian, 2020. "The Fed Takes on Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF," CEPR Discussion Papers 15258, C.E.P.R. Discussion Papers.

  2. Cesa-Bianchi, Ambrogio & Ferrero, Andrea, 2021. "The transmission of Keynesian supply shocks," Bank of England working papers 934, Bank of England.

    Cited by:

    1. Chan, Jenny & Diz, Sebastian & Kanngiesser, Derrick, 2022. "Energy Prices and Household Heterogeneity: Monetary Policy in a Gas-TANK," MPRA Paper 115975, University Library of Munich, Germany, revised Dec 2022.
    2. Andrea Cipollini & Fabio Parla, 2023. "Climate risk and investment in equities in Europe: a Panel SVAR approach," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0093, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
    3. Marko Mlikota, 2022. "Cross-Sectional Dynamics Under Network Structure: Theory and Macroeconomic Applications," Papers 2211.13610, arXiv.org, revised Dec 2023.
    4. Catherine L. Mann & Lennart Brandt, 2022. "On Returning Inflation to Target," Intereconomics: Review of European Economic Policy, Springer;ZBW - Leibniz Information Centre for Economics;Centre for European Policy Studies (CEPS), vol. 57(2), pages 87-92, March.
    5. Stefan Schiman-Vukan, 2023. "Austria's (Over)Inflation and Its Main Sources," WIFO Research Briefs 9, WIFO.

  3. Anderson, Gareth & Cesa-Bianchi, Ambrogio, 2020. "Crossing the credit channel: credit spreads and firm heterogeneity," Bank of England working papers 854, Bank of England.

    Cited by:

    1. Michael Kumhof & Marco Pinchetti & Phurichai Rungcharoenkitkul & Andrej Sokol, 2023. "CBDC Policies in Open Economies," PIER Discussion Papers 205, Puey Ungphakorn Institute for Economic Research.
    2. Zhanna Chupina & Irina Abanina & Valery Abramov & Kira Artamonova & Oksana Yurchenko & Irina Osipova & Pavel Stroev, 2021. "Management of Monetary Policy in the Framework of Decision Making on Setting Interest Rates for Sustainable Social System: Example of the Russian Federation," Sustainability, MDPI, vol. 14(1), pages 1-13, December.
    3. Alex Ilek & Nimrod Cohen, 2023. "Semi-Structural Model with Household Debt for Israel," Bank of Israel Working Papers 2023.03, Bank of Israel.
    4. Darmouni, Olivier & Geisecke, Oliver & Rodnyanky, Alexander, 2019. "The Bond Lending Channel of Monetary Policy," MPRA Paper 95141, University Library of Munich, Germany.
    5. Patozi, A., 2023. "Green Transmission: Monetary Policy in the Age of ESG," Janeway Institute Working Papers 2302, Faculty of Economics, University of Cambridge.
    6. Filipp Prokopev, 2021. "Balance Sheet Channel of Monetary Policy Evidence from Credit Spreads of Russian Firms," Russian Journal of Money and Finance, Bank of Russia, vol. 80(4), pages 3-30, December.
    7. Lo Duca, Marco & Moccero, Diego & Parlapiano, Fabio, 2024. "The impact of macroeconomic and monetary policy shocks on credit risk in the euro area corporate sector," Working Paper Series 2897, European Central Bank.
    8. 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.
    9. Minjie Deng & Min Fang, 2021. "Debt Maturity Heterogeneity and Investment Responses to Monetary Policy," Discussion Papers dp21-17, Department of Economics, Simon Fraser University.
    10. Giuzio, Margherita & Kaufmann, Christoph & Ryan, Ellen & Cappiello, Lorenzo, 2021. "Investment funds, risk-taking, and monetary policy in the euro area," Working Paper Series 2605, European Central Bank.
    11. Jarociński, Marek, 2022. "Central bank information effects and transatlantic spillovers," Journal of International Economics, Elsevier, vol. 139(C).
    12. Pablo Ottonello & Wenting Song, 2022. "Financial Intermediaries and the Macroeconomy: Evidence from a High-Frequency Identification," NBER Working Papers 29638, National Bureau of Economic Research, Inc.
    13. Vladimir Asriyan & Luc Laeven & Alberto Martin & Alejandro Van der Ghote & Victoria Vanasco, 2021. "Falling Interest Rates and Credit Misallocation: Lessons from General Equilibrium," Working Papers 1268, Barcelona School of Economics.
    14. Kumhof, Michael & Rungcharoenkitkul, Phurichai & Sokol, Andrej, 2020. "How does international capital flow?," Bank of England working papers 884, Bank of England, revised 19 Nov 2020.
    15. Albuquerque, Bruno, 2021. "Corporate debt booms, financial constraints and the investment nexus," Bank of England working papers 935, Bank of England.
    16. Ester Faiaa & Sören Karau, 2021. "Systemic Bank Risk and Monetary Policy," International Journal of Central Banking, International Journal of Central Banking, vol. 17(71), pages 1-40, December.
    17. Anna Burova & Alexey Ponomarenko & Svetlana Popova & Andrey Sinyakov & Yulia Ushakova, 2021. "Measuring heterogeneity in banks' interest rate setting in Russia," Bank of Russia Working Paper Series wps77, Bank of Russia.
    18. Vladimir Asriyan & Luc Laeven & Alberto Martin & Alejandro Van der Ghote & Victoria Vanasco, 2021. "Falling interest rates and credit reallocation: Lessons from general equilibrium," Economics Working Papers 1784, Department of Economics and Business, Universitat Pompeu Fabra, revised Jun 2022.
    19. Cesa Bianchi, Ambrogio & Sokol, Andrej, 2017. "Financial shocks, credit spreads and the international credit channel," Bank of England working papers 693, Bank of England.
    20. policy, Work stream on macroprudential & Albertazzi, Ugo & Martin, Alberto & Assouan, Emmanuelle & Tristani, Oreste & Galati, Gabriele & Vlassopoulos, Thomas, 2021. "The role of financial stability considerations in monetary policy and the interaction with macroprudential policy in the euro area," Occasional Paper Series 272, European Central Bank.
    21. Michael Smolyansky & Gustavo A. Suarez, 2021. "Monetary policy and the corporate bond market: How important is the Fed information effect?," Finance and Economics Discussion Series 2021-010, Board of Governors of the Federal Reserve System (U.S.).
    22. Palazzo, Berardino & Yamarthy, Ram, 2022. "Credit risk and the transmission of interest rate shocks," Journal of Monetary Economics, Elsevier, vol. 130(C), pages 120-136.
    23. Patozi, A., 2023. "Green Transmission: Monetary Policy in the Age of ESG," Cambridge Working Papers in Economics 2311, Faculty of Economics, University of Cambridge.

  4. Cesa-Bianchi, Ambrogio & Kumhof, Michael & Sokol, Andrej & Thwaites, Gregory, 2019. "Towards a new monetary theory of exchange rate determination," Bank of England working papers 817, Bank of England.

    Cited by:

    1. Rob Hayward & Andros Gregoriou, 2021. "International Capital Flows and Speculation," JRFM, MDPI, vol. 14(5), pages 1-12, April.

  5. Cesa-Bianchi, Ambrogio & Pesaran, M Hashem & Rebucci, Alessandro, 2018. "Uncertainty and economic activity: a multi-country perspective," Bank of England working papers 730, Bank of England.

    Cited by:

    1. Rodrigo da Silva Souza & Leonardo Bornacki Mattos, 2023. "Macroeconomic effects of oil price shocks on an emerging market economy," Economic Change and Restructuring, Springer, vol. 56(2), pages 803-824, April.
    2. Arturas Juodis & Simon Reese, 2018. "The Incidental Parameters Problem in Testing for Remaining Cross-section Correlation," Papers 1810.03715, arXiv.org, revised Feb 2021.
    3. Levenko, Natalia, 2020. "Rounding bias in forecast uncertainty," Research in Economics, Elsevier, vol. 74(4), pages 277-291.
    4. Ian Dew-Becker & Stefano Giglio & Bryan T. Kelly, 2019. "Hedging Macroeconomic and Financial Uncertainty and Volatility," NBER Working Papers 26323, National Bureau of Economic Research, Inc.
    5. Alexander Chudik & Kamiar Mohaddes & M. Hashem Pesaran & Mehdi Raissi & Alessandro Rebucci, 2020. "A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model," CESifo Working Paper Series 8588, CESifo.
    6. Jose E. Gomez-Gonzalez & Jorge Hirs-Garzón & Sebastián Sanin-Restrepo & Jorge M. Uribe, 2024. "Financial and Macroeconomic Uncertainties and Real Estate Markets," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 50(1), pages 29-53, January.
    7. Efrem Castelnuovo, 2022. "Uncertainty Before and During COVID-19: A Survey," "Marco Fanno" Working Papers 0279, Dipartimento di Scienze Economiche "Marco Fanno".
    8. Iader Giraldo & Carlos Giraldo & José E. Gomez-Gonzalez & Jorge Mario Uribe, 2023. "US uncertainty shocks, credit, production, and prices: The case of fourteen Latin American countries," Documentos de trabajo 20667, FLAR.
    9. Rebucci, Alessandro & Ma, Chang, 2019. "Capital Controls: A Survey of the New Literature," CEPR Discussion Papers 14186, C.E.P.R. Discussion Papers.
    10. Miescu, Mirela S., 2023. "Uncertainty shocks in emerging economies: A global to local approach for identification," European Economic Review, Elsevier, vol. 154(C).
    11. Chudik, A. & Pesaran, H. & Mohaddes, K., 2018. "Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR," Cambridge Working Papers in Economics 1874, Faculty of Economics, University of Cambridge.
    12. Daniele Valenti & Andrea Bastianin & Matteo Manera, 2022. "A weekly structural VAR model of the US crude oil market," Working Papers 2022.11, Fondazione Eni Enrico Mattei.
    13. Andrea Cipollini & Fabio Parla, 2023. "Climate risk and investment in equities in Europe: a Panel SVAR approach," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0093, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
    14. Kang, Wensheng & Ratti, Ronald. A. & Vespignani, Joaquin, 2018. "Financial and non-financial global stock market volatility shocks," Working Papers 2018-07, University of Tasmania, Tasmanian School of Business and Economics.
    15. Wen, Qiang & Zhang, Teng, 2022. "Economic policy uncertainty and industrial pollution: The role of environmental supervision by local governments," China Economic Review, Elsevier, vol. 71(C).
    16. Andrea Carriero & Alessio Volpicella, 2022. "Generalizing the Max Share Identification to multiple shocks identification: an Application to Uncertainty," School of Economics Discussion Papers 0322, School of Economics, University of Surrey.
    17. Cremers, Martijn & Fleckenstein, Matthias & Gandhi, Priyank, 2021. "Treasury yield implied volatility and real activity," Journal of Financial Economics, Elsevier, vol. 140(2), pages 412-435.
    18. Artūras Juodis, 2022. "A regularization approach to common correlated effects estimation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(4), pages 788-810, June.
    19. Ahmed, Rashad, 2023. "Flights-to-safety and macroeconomic adjustment in emerging markets: The role of U.S. monetary policy," Journal of International Money and Finance, Elsevier, vol. 133(C).
    20. Efrem Castelnuovo, 2019. "Domestic and Global Uncertainty: A Survey and Some New Results," CESifo Working Paper Series 7900, CESifo.
    21. Venditti, Fabrizio & Veronese, Giovanni, 2020. "Global financial markets and oil price shocks in real time," Working Paper Series 2472, European Central Bank.
    22. Alexander Chudik & Janet Koech & Mark Wynne, 2021. "The Heterogeneous Effects of Global and National Business Cycles on Employment in US States and Metropolitan Areas," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(2), pages 495-517, April.
    23. Danielsson, Jon & Valenzuela, Marcela & Zer, Ilknur, 2022. "The impact of risk cycles on business cycles: a historical view," LSE Research Online Documents on Economics 117384, London School of Economics and Political Science, LSE Library.
    24. Trung, Nguyen Ba, 2019. "The spillover effects of US economic policy uncertainty on the global economy: A global VAR approach," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 90-110.
    25. Ahmed, Rashad, 2023. "Global commodity prices and macroeconomic fluctuations in a low interest rate environment," Energy Economics, Elsevier, vol. 127(PB).
    26. Lu, Fei & Ma, Feng & Guo, Qiang, 2023. "Less is more? New evidence from stock market volatility predictability," International Review of Financial Analysis, Elsevier, vol. 89(C).
    27. Eguren-Martin, Fernando & Sokol, Andrej, 2019. "Attention to the tail(s): global financial conditions and exchange rate risks," Bank of England working papers 822, Bank of England.
    28. Tosapol Apaitan & Pongsak Luangaram & Pym Manopimoke, 2022. "Uncertainty in an emerging market economy: evidence from Thailand," Empirical Economics, Springer, vol. 62(3), pages 933-989, March.
    29. George Kapetanios & M. Hashem Pesaran & Simon Reese, 2018. "A Residual-based Threshold Method for Detection of Units that are Too Big to Fail in Large Factor Models," CESifo Working Paper Series 7401, CESifo.
    30. Graziano Moramarco, 2022. "Measuring Global Macroeconomic Uncertainty and Cross-Country Uncertainty Spillovers," Econometrics, MDPI, vol. 11(1), pages 1-29, December.
    31. Juan M. Londono & Sai Ma & Beth Anne Wilson, 2021. "The Global Transmission of Real Economic Uncertainty," International Finance Discussion Papers 1317, Board of Governors of the Federal Reserve System (U.S.).
    32. Angelini Giovanni & Costantini Mauro & Easaw Joshy, 2024. "Estimating uncertainty spillover effects across euro area using a regime dependent VAR model," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 28(1), pages 39-59, February.

  6. Cesa-Bianchi, Ambrogio & Ferrero, Andrea & Rebucci, Alessandro, 2017. "International credit supply shocks," Bank of England working papers 680, Bank of England.

    Cited by:

    1. Beck, Roland & Berganza, Juan Carlos & Brüggemann, Axel & Cezar, Rafael & Eijking, Carlijn & Eller, Markus & Fuentes, Alberto & Alves, Joel Graça & Kreitz, Lilian & Marsilli, Clement & Moder, Isabella, 2023. "Recent advances in the literature on capital flow management," Occasional Paper Series 317, European Central Bank.
    2. Bajraj, Gent & Lorca, Jorge & Wlasiuk, Juan M., 2023. "On foreign drivers of emerging markets fluctuations," Economic Modelling, Elsevier, vol. 129(C).
    3. Gent Bajraj & Jorge Lorca & Juan M. Wlasiuk, 2022. "On Foreign Drivers of EMEs Fluctuations," Working Papers Central Bank of Chile 951, Central Bank of Chile.
    4. Stijn Claessens & M Ayhan Kose, 2018. "Frontiers of macrofinancial linkages," BIS Papers, Bank for International Settlements, number 95.
    5. Beatrice D. Scheubel & Livio Stracca & Tille Cedric, 2019. "The Global Financial Cycle and Capital Flow Episodes: A Wobbly Link?," CESifo Working Paper Series 7967, CESifo.
    6. Rebucci, Alessandro & Acalin, Julien, 2020. "Global Business and Financial Cycles: A Tale of Two Capital Account Regimes," CEPR Discussion Papers 15190, C.E.P.R. Discussion Papers.
    7. Mr. Eugenio M Cerutti & Mr. Stijn Claessens & Mr. Andrew K. Rose, 2017. "How Important is the Global Financial Cycle? Evidence from Capital Flows," IMF Working Papers 2017/193, International Monetary Fund.
    8. George J. Bratsiotis & Konstantinos Theodoridis, 2020. "Precautionary Liquidity Shocks, Excess Reserves and Business Cycles," Economics Discussion Paper Series 2014, Economics, The University of Manchester.
    9. Jorge Lorca, 2021. "Capital Flows and Emerging Markets Fluctuations," Working Papers Central Bank of Chile 898, Central Bank of Chile.
    10. Johannes Matschke, 2021. "Macroprudential Policy Interlinkages," Research Working Paper RWP 21-10, Federal Reserve Bank of Kansas City.
    11. Müller, Gernot & Georgiadis, Georgios & Schumann, Ben, 2021. "Global Risk and the Dollar," CEPR Discussion Papers 16245, C.E.P.R. Discussion Papers.
    12. Metiu, Norbert, 2021. "Anticipation effects of protectionist U.S. trade policies," Journal of International Economics, Elsevier, vol. 133(C).
    13. Torsten Ehlers & Mathias Hoffmann & Alexander Raabe, 2020. "Non-US global banks and dollar (co-)dependence: how housing markets became internationally synchronized," IHEID Working Papers 18-2020, Economics Section, The Graduate Institute of International Studies.
    14. Potjagailo, Galina & Wolters, Maik H., 2019. "Global financial cycles since 1880," IMFS Working Paper Series 132, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
    15. Rebucci, Alessandro & Ma, Chang, 2019. "Capital Controls: A Survey of the New Literature," CEPR Discussion Papers 14186, C.E.P.R. Discussion Papers.
    16. Eller, Markus & Hauzenberger, Niko & Huber, Florian & Schuberth, Helene & Vashold, Lukas, 2021. "The impact of macroprudential policies on capital flows in CESEE," Journal of International Money and Finance, Elsevier, vol. 119(C).
    17. Cesa-Bianchi, Ambrogio & Imbs, Jean & Saleheen, Jumana, 2019. "Finance and synchronization," Journal of International Economics, Elsevier, vol. 116(C), pages 74-87.
    18. Nadav Ben Zeev, 2019. "Asymmetric Business Cycles In Emerging Market Economies," Working Papers 1909, Ben-Gurion University of the Negev, Department of Economics.
    19. Mr. Tamon Asonuma & Mr. Marcos d Chamon & Aitor Erce & Akira Sasahara, 2019. "Costs of Sovereign Defaults: Restructuring Strategies, Bank Distress and the Capital Inflow-Credit Channel," IMF Working Papers 2019/069, International Monetary Fund.
    20. Pinchetti, Marco & Szczepaniak, Andrzej, 2021. "Global spillovers of the Fed information effect," Bank of England working papers 952, Bank of England.
    21. Callum Jones & Mr. Pau Rabanal, 2021. "Credit Cycles, Fiscal Policy, and Global Imbalances," IMF Working Papers 2021/043, International Monetary Fund.
    22. Ferrero, Andrea & Habib, Maurizio Michael & Stracca, Livio & Venditti, Fabrizio, 2022. "Leaning against the global financial cycle," Working Paper Series 2763, European Central Bank.
    23. Deniz Igan & Alexandre R. Lauwers & Damien Puy, 2022. "Capital flows and institutions," BIS Working Papers 994, Bank for International Settlements.
    24. Peter Bednarek & Daniel Marcel te Kaat & Chang Ma & Alessandro Rebucci, 2020. "Capital Flows, Real Estate, and Local Cycles: Evidence from German Cities, Banks, and Firms," NBER Working Papers 26820, National Bureau of Economic Research, Inc.
    25. Egan, Paul & McQuinn, Kieran, 2023. "Monetary tightening in the Euro Area: Implications for residential investment," Papers WP767, Economic and Social Research Institute (ESRI).
    26. Aldasoro, Iñaki & Beltrán, Paula & Grinberg, Federico & Mancini-Griffoli, Tommaso, 2023. "The macro-financial effects of international bank lending on emerging markets," Journal of International Economics, Elsevier, vol. 142(C).
    27. Pierre-Richard Agénor & Timothy P. Jackson & Luiz Pereira da Silva, 2020. "Cross-Border Regulatory Spillovers and Macroprudential Policy Coordination," Working Papers 202028, University of Liverpool, Department of Economics.
    28. Ahmed, Rashad, 2023. "Flights-to-safety and macroeconomic adjustment in emerging markets: The role of U.S. monetary policy," Journal of International Money and Finance, Elsevier, vol. 133(C).
    29. Ben Zeev, Nadav, 2019. "Global credit supply shocks and exchange rate regimes," Journal of International Economics, Elsevier, vol. 116(C), pages 1-32.
    30. Kose, M. Ayhan & Claessens, Stijn, 2017. "Asset Prices and Macroeconomic Outcomes: A Survey," CEPR Discussion Papers 12460, C.E.P.R. Discussion Papers.
    31. Markus Eller & Niko Hauzenberger & Florian Huber & Helene Schuberth & Lukas Vashold, 2020. "Capital Flows and the Stabilizing Role of Macroprudential Policies in CESEE," Papers 2009.06391, arXiv.org.
    32. William Gatt, 2018. "Housing boom-bust cycles and asymmetric macroprudential policy," CBM Working Papers WP/02/2018, Central Bank of Malta.
    33. Arrigoni, Simone & Bobasu, Alina & Venditti, Fabrizio, 2021. "The simpler, the better: Measuring financial conditions for monetary policy and financial stability," EIB Working Papers 2021/10, European Investment Bank (EIB).
    34. Cesa-Bianchi, Ambrogio & Eguren Martin, Fernando & Thwaites, Gregory, 2019. "Foreign booms, domestic busts: The global dimension of banking crises," Journal of Financial Intermediation, Elsevier, vol. 37(C), pages 58-74.
    35. Pierre‐Richard Agénor & Timothy P. Jackson & Luiz A. Pereira da Silva, 2023. "Global banking, financial spillovers and macroprudential policy coordination," Economica, London School of Economics and Political Science, vol. 90(359), pages 1003-1040, July.
    36. Banti, Chiara & Phylaktis, Kate, 2019. "Global liquidity, house prices and policy responses," Journal of Financial Stability, Elsevier, vol. 43(C), pages 79-96.
    37. Dekle, Robert & Tsang, Andrew, 2023. "Monetary policy shocks and resource misallocations in the Periphery: Evidence from Chinese provincial bond yields," Journal of International Money and Finance, Elsevier, vol. 137(C).
    38. Helmut Herwartz & Christian Ochsner & Hannes Rohloff, 2021. "Global Credit Shocks and Real Economies," MAGKS Papers on Economics 202116, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    39. Cesa-Bianchi, Ambrogio & Kumhof, Michael & Sokol, Andrej & Thwaites, Gregory, 2019. "Towards a new monetary theory of exchange rate determination," Bank of England working papers 817, Bank of England.
    40. Luigi Bonatti & Andrea Fracasso & Roberto Tamborini, 2021. "Monetary and Fiscal Spillovers Across the Atlantic: The Role of Financial Markets," DEM Working Papers 2021/09, Department of Economics and Management.
    41. Rosenberg, Signe, 2019. "The effects of conventional and unconventional monetary policy on house prices in the Scandinavian countries," Journal of Housing Economics, Elsevier, vol. 46(C).
    42. Eguren-Martin, Fernando & Sokol, Andrej, 2019. "Attention to the tail(s): global financial conditions and exchange rate risks," Bank of England working papers 822, Bank of England.
    43. Douglas W. Diamond & Yunzhi Hu & Raghuram G. Rajan, 2020. "The Spillovers from Easy Liquidity and the Implications for Multilateralism," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 68(1), pages 4-34, March.
    44. Nick Sander, 2023. "The Macroeconomic Effects of Portfolio Equity Inflows," Staff Working Papers 23-31, Bank of Canada.
    45. Yang Zhou, 2022. "The Effects of Capital Controls on Housing Prices," Discussion Paper Series DP2022-29, Research Institute for Economics & Business Administration, Kobe University.
    46. Shin, Wonmun, 2022. "A New angle on excess consumption volatility in emerging countries: Does house price matter?," Journal of International Money and Finance, Elsevier, vol. 124(C).
    47. Epstein, Brendan & Finkelstein Shapiro, Alan & Gonzalez Gomez, Andres, 2018. "Firm Dynamism and Housing Price Volatility," MPRA Paper 88694, University Library of Munich, Germany.
    48. Simone Arrigoni & Alina Bobasu & Fabrizio Venditti, 2022. "Measuring Financial Conditions using Equal Weights Combination," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 70(4), pages 668-697, December.
    49. Mikhail Mamonov & Anna Pestova, 2023. "The Price of War: Macroeconomic and Cross-Sectional Effects of Sanctions on Russia," CERGE-EI Working Papers wp756, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
    50. Beutel, Johannes & Emter, Lorenz & Metiu, Norbert & Prieto, Esteban & Schüler, Yves, 2022. "The global financial cycle and macroeconomic tail risks," Discussion Papers 43/2022, Deutsche Bundesbank.
    51. Néstor Romero & Sungjun Cho & Stuart Hyde, 2023. "Financial development and the effect of cross‐border bank flows on house prices," The Financial Review, Eastern Finance Association, vol. 58(1), pages 39-63, February.

  7. Cesa-Bianchi, Ambrogio & Eguren-Martin, Fernando & Thwaites, Gregory, 2017. "Foreign booms, domestic busts: the global dimension of banking crises," Bank of England working papers 644, Bank of England.

    Cited by:

    1. Simon Lloyd & Ed Manuel & Konstantin Panchev, 2024. "Foreign Vulnerabilities, Domestic Risks: The Global Drivers of GDP-at-Risk," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 72(1), pages 335-392, March.
    2. Kashif Abbass & Abdul Aziz Khan Niazi & Abdul Basit & Tehmina Fiaz Qazi & Huaming Song & Halima Begum, 2021. "Uncovering Effects of Hot Potatoes in Banking System: Arresting Die-Hard Issues," SAGE Open, , vol. 11(4), pages 21582440211, December.
    3. Sunghwa Park & Hyunsok Kim & Janghan Kwon & Taeil Kim, 2021. "Empirics of Korean Shipping Companies’ Default Predictions," Risks, MDPI, vol. 9(9), pages 1-17, September.
    4. Stephanie Guichard, 2017. "10 Years after the Global Financial Crisis: What Have We Learnt About International Capital Flows?," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., vol. 8(03), pages 1-30, October.
    5. Ferrero, Andrea & Habib, Maurizio Michael & Stracca, Livio & Venditti, Fabrizio, 2022. "Leaning against the global financial cycle," Working Paper Series 2763, European Central Bank.
    6. Lodge, David & Pérez, Javier J. & Albrizio, Silvia & Everett, Mary & De Bandt, Olivier & Georgiadis, Georgios & Ca' Zorzi, Michele & Lastauskas, Povilas & Carluccio, Juan & Parrága, Susana & Carvalho,, 2021. "The implications of globalisation for the ECB monetary policy strategy," Occasional Paper Series 263, European Central Bank.
    7. Aldasoro, Iñaki & Beltrán, Paula & Grinberg, Federico & Mancini-Griffoli, Tommaso, 2023. "The macro-financial effects of international bank lending on emerging markets," Journal of International Economics, Elsevier, vol. 142(C).
    8. Beck, Roland & Di Nino, Virginia & Stracca, Livio, 2021. "Globalisation and the efficiency-equity trade-off," Working Paper Series 2546, European Central Bank.
    9. Rachel Cho & Rodolphe Desbordes & Markus Eberhardt, 2022. "The causal effects of the darker side of financial development," Discussion Papers 2022-04, University of Nottingham, GEP.
    10. Bluwstein, Kristina & Buckmann, Marcus & Joseph, Andreas & Kapadia, Sujit & Şimşek, Özgür, 2023. "Credit growth, the yield curve and financial crisis prediction: Evidence from a machine learning approach," Journal of International Economics, Elsevier, vol. 145(C).
    11. Aikman, David & Bridges, Jonathan & Hacioglu Hoke, Sinem & O’Neill, Cian & Raja, Akash, 2019. "Credit, capital and crises: a GDP-at-Risk approach," Bank of England working papers 824, Bank of England, revised 18 Oct 2019.
    12. Boese-Schlosser, Vanessa A. & Eberhardt, Markus, 2023. "How Does Democracy Cause Growth?," Discussion Papers, Research Unit: Transformations of Democracy SP V 2023-501, WZB Berlin Social Science Center.
    13. Zhai, Weiyang, 2020. "Financial structure, capital openness and financial crisis," MPRA Paper 105457, University Library of Munich, Germany.
    14. Presbitero, Andrea & Eberhardt, Markus, 2021. "Commodity Prices and Banking Crises," CEPR Discussion Papers 15959, C.E.P.R. Discussion Papers.
    15. Bank for International Settlements, 2020. "US dollar funding: an international perspective," CGFS Papers, Bank for International Settlements, number 65, december.
    16. Mary Chen & Matthew DeHaven & Isabel Kitschelt & Seung Jung Lee & Martin J. Sicilian, 2023. "Identifying Financial Crises Using Machine Learning on Textual Data," JRFM, MDPI, vol. 16(3), pages 1-28, March.
    17. Kumhof, Michael & Rungcharoenkitkul, Phurichai & Sokol, Andrej, 2020. "How does international capital flow?," Bank of England working papers 884, Bank of England, revised 19 Nov 2020.
    18. Monnet, Eric & Puy, Damien, 2021. "One Ring to Rule Them All? New Evidence on World Cycles," CEPR Discussion Papers 15958, C.E.P.R. Discussion Papers.
    19. Mary Chen & Matthew DeHaven & Isabel Kitschelt & Seung Jung Lee & Martin Sicilian, 2023. "Identifying Financial Crises Using Machine Learning on Textual Data," International Finance Discussion Papers 1374, Board of Governors of the Federal Reserve System (U.S.).
    20. Eberhardt, Markus, 2018. "(At Least) Four Theories for Sovereign Default," CEPR Discussion Papers 13084, C.E.P.R. Discussion Papers.
    21. Mr. Markus Eberhardt & Mr. Andrea F Presbitero, 2018. "Commodity Price Movements and Banking Crises," IMF Working Papers 2018/153, International Monetary Fund.

  8. Cesa Bianchi, Ambrogio & Sokol, Andrej, 2017. "Financial shocks, credit spreads and the international credit channel," Bank of England working papers 693, Bank of England.

    Cited by:

    1. Simon Lloyd & Ed Manuel & Konstantin Panchev, 2024. "Foreign Vulnerabilities, Domestic Risks: The Global Drivers of GDP-at-Risk," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 72(1), pages 335-392, March.
    2. Federico Di Pace & Christoph Gortz, 2021. "Monetary Policy, Sectoral Comovement and the Credit Channel," Discussion Papers 21-07, Department of Economics, University of Birmingham.
    3. Jongrim Ha & Inhwan So, 2023. "Which Monetary Shocks Matter in Small Open Economies? Evidence from Canada," International Journal of Central Banking, International Journal of Central Banking, vol. 19(2), pages 389-472, June.
    4. Giovanni Ricco & Riccardo Degasperi & Seokki S. Hong, 2020. "The Global Transmission of U.S. Monetary Policy," Working Papers 814, Economic Research Southern Africa.
    5. Silvia Miranda-Agrippino & Tsvetelina Nenova, 2021. "A Tale of Two Global Monetary Policies," NBER Chapters, in: NBER International Seminar on Macroeconomics 2021, National Bureau of Economic Research, Inc.
    6. Habib, Maurizio Michael & Venditti, Fabrizio, 2019. "The global capital flows cycle: structural drivers and transmission channels," Working Paper Series 2280, European Central Bank.
    7. Habib, Maurizio Michael & Stracca, Livio & Venditti, Fabrizio, 2020. "The fundamentals of safe assets," Journal of International Money and Finance, Elsevier, vol. 102(C).
    8. Jongrim Ha & Seohyun Lee & Inhwan So, 2022. "The Impact of Uncertainty Shocks: Evidence from Geopolitical Swings on the Korean Peninsula," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(1), pages 21-56, February.
    9. Pierre-Richard Agénor & Timothy P. Jackson & Luiz Pereira da Silva, 2020. "Cross-Border Regulatory Spillovers and Macroprudential Policy Coordination," Working Papers 202028, University of Liverpool, Department of Economics.
    10. Marco Bernardini & Antonio M. Conti, 2023. "Announcement and implementation effects of central bank asset purchases," Temi di discussione (Economic working papers) 1435, Bank of Italy, Economic Research and International Relations Area.
    11. Ahmed, Rashad, 2023. "Flights-to-safety and macroeconomic adjustment in emerging markets: The role of U.S. monetary policy," Journal of International Money and Finance, Elsevier, vol. 133(C).
    12. Di Pace, Federico & Görtz, Christoph, 2021. "Sectoral comovement, monetary policy and the credit channel," Bank of England working papers 925, Bank of England.
    13. Venditti, Fabrizio & Veronese, Giovanni, 2020. "Global financial markets and oil price shocks in real time," Working Paper Series 2472, European Central Bank.
    14. Carsten Jentsch & Kurt G. Lunsford, 2022. "Asymptotically Valid Bootstrap Inference for Proxy SVARs," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(4), pages 1876-1891, October.
    15. Helmut Herwartz & Christian Ochsner & Hannes Rohloff, 2021. "Global Credit Shocks and Real Economies," MAGKS Papers on Economics 202116, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    16. Jarociński, Marek, 2022. "Central bank information effects and transatlantic spillovers," Journal of International Economics, Elsevier, vol. 139(C).
    17. Robin Braun & Ralf Brüggemann, 2020. "Identification of SVAR Models by Combining Sign Restrictions With External Instruments," Working Paper Series of the Department of Economics, University of Konstanz 2020-01, Department of Economics, University of Konstanz.
    18. Helmut Herwartz & Christian Ochsner & Hannes Rohloff, 2021. "The Credit Composition of Global Liquidity," MAGKS Papers on Economics 202115, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    19. Cesa-Bianchi, Ambrogio & Ferrero, Andrea, 2021. "The transmission of Keynesian supply shocks," Bank of England working papers 934, Bank of England.
    20. Julio Carrillo, 2017. "Inquiry on the Transmission of U.S. Aggregate Shocks to Mexico: A SVAR Approach," 2017 Meeting Papers 1509, Society for Economic Dynamics.
    21. Braun, Robin & Brüggemann, Ralf, 2022. "Identification of SVAR models by combining sign restrictions with external instruments," Bank of England working papers 961, Bank of England.
    22. Domit, Sílvia & Monti, Francesca & Sokol, Andrej, 2019. "Forecasting the UK economy with a medium-scale Bayesian VAR," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1669-1678.

  9. Ambrogio Cesa-Bianchi & Emilio Fernández Corugedo, 2017. "Uncertainty, Financial Frictions and Nominal Rigidities: A Quantitative Investigation," IMF Working Papers 2017/211, International Monetary Fund.

    Cited by:

    1. Freund, L. B & Rendahl, P., 2020. "Unexpected Effects: Uncertainty, Unemployment, and Inflation," Cambridge Working Papers in Economics 2035, Faculty of Economics, University of Cambridge.
    2. Balcilar, Mehmet & Ozdemir, Zeynel Abidin & Ozdemir, Huseyin & Aygun, Gurcan & Wohar, Mark E., 2022. "The macroeconomic impact of economic uncertainty and financial shocks under low and high financial stress," The North American Journal of Economics and Finance, Elsevier, vol. 63(C).
    3. Meinen, Philipp & Röhe, Oke, 2018. "To sign or not to sign? On the response of prices to financial and uncertainty shocks," Discussion Papers 33/2018, Deutsche Bundesbank.
    4. Benjamin Born & Johannes Pfeifer, 2017. "Uncertainty-driven Business Cycles: Assessing the Markup Channel," CESifo Working Paper Series 6303, CESifo.
    5. Joonseok Oh, 2020. "The Propagation Of Uncertainty Shocks: Rotemberg Versus Calvo," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 61(3), pages 1097-1113, August.
    6. Emanuele Bacchiocchi & Catalin Dragomirescu-Gaina, 2022. "Uncertainty spill-overs: when policy and financial realms overlap," Working Papers wp1174, Dipartimento Scienze Economiche, Universita' di Bologna.
    7. Yoshito Funashima, 2024. "How does economic policy uncertainty respond to permanent and transitory shocks?," Bulletin of Economic Research, Wiley Blackwell, vol. 76(1), pages 267-282, January.
    8. Christian Grimme, 2023. "Uncertainty and the Cost of Bank versus Bond Finance," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(1), pages 143-169, February.
    9. Ferreira Costa, Carlos Germano, 2021. "Increased vulnerability of family farming in the context of a weakened FNS agenda due to austerity measures in Brazil," Economia Agraria y Recursos Naturales, Spanish Association of Agricultural Economists, vol. 21(01), June.
    10. Chikhale, Nisha, 2023. "The effects of uncertainty shocks: Implications of wealth inequality," European Economic Review, Elsevier, vol. 154(C).
    11. Huang, Bihong & Punzi, Maria Teresa & Wu, Yu, 2021. "Do banks price environmental transition risks? Evidence from a quasi-natural experiment in China," Journal of Corporate Finance, Elsevier, vol. 69(C).
    12. OH, Joonseok; ROGANTINI PICCO, Anna, 2019. "Macro uncertainty and unemployment risk," Economics Working Papers ECO 2019/02, European University Institute.
    13. OH, Joonseok, 2019. "The propagation of uncertainty shocks : Rotemberg vs. Calvo," Economics Working Papers ECO 2019/01, European University Institute.
    14. Higgins, C. Richard, 2023. "Risk and Uncertainty: The Role of Financial Frictions," Economic Modelling, Elsevier, vol. 119(C).
    15. Arbex, Marcelo & Caetano, Sidney & Correa, Wilson, 2019. "Macroeconomic effects of inflation target uncertainty shocks," Economics Letters, Elsevier, vol. 181(C), pages 111-115.
    16. Huang, Bihong & Punzi, Maria Teresa & Wu, Yu, 2019. "Do Banks Price Environmental Risk? Evidence from a Quasi Natural Experiment in the People’s Republic of China," ADBI Working Papers 974, Asian Development Bank Institute.
    17. Josué Diwambuena & Jean-Paul K. Tsasa, 2021. "The Real Effects of Uncertainty Shocks: New Evidence from Linear and Nonlinear SVAR Models," BEMPS - Bozen Economics & Management Paper Series BEMPS87, Faculty of Economics and Management at the Free University of Bozen.
    18. Punzi, Maria Teresa, 2020. "The impact of uncertainty on the macro-financial linkage with international financial exposure," Journal of Economics and Business, Elsevier, vol. 110(C).
    19. Anna Belianska & Aurélien Eyquem & Céline Poilly, 2021. "The Transmission Channels of Government Spending Uncertainty," Working Papers halshs-03160370, HAL.
    20. Dorofeenko Victor & Lee Gabriel & Salyer Kevin & Strobel Johannes, 2020. "Risk shocks with time-varying higher moments," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 24(2), pages 1-20, April.
    21. Kamalyan, Hayk & Davtyan, Vahagn, 2022. "Exchange Rate Uncertainty and Business Cycle Fluctuations," MPRA Paper 113443, University Library of Munich, Germany.
    22. Balke, Nathan S. & Martínez-García, Enrique & Zeng, Zheng, 2021. "In no uncertain terms: The effect of uncertainty on credit frictions and monetary policy," Economic Modelling, Elsevier, vol. 100(C).
    23. Chao Wu & Ziyu Liu & Jinquan Liu & Mingze Du, 2022. "Nonlinear Effects of Economic Policy Uncertainty Shocks on Carbon Emissions in China: Evidence from Province-Level Data," IJERPH, MDPI, vol. 19(23), pages 1-16, December.
    24. Valeriu Nalban & Andra Smadu, 2022. "Uncertainty shocks and the monetary-macroprudential policy mix," Working Papers 739, DNB.
    25. Li, Li & Chen, Hongyi & Xiang, Jingjie, 2023. "Oil price uncertainty, financial distress and real economic activities: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 81(C).

  10. Cesa-Bianchi, Ambrogio & Imbs, Jean & Saleheen, Jumana, 2016. "Finance and Synchronization," Bank of England working papers 612, Bank of England.

    Cited by:

    1. Inekwe, John Nkwoma, 2020. "Liquidity connectedness and output synchronisation," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 66(C).
    2. Mariarosaria Comunale, 2017. "Synchronicity of real and financial cycles and structural characteristics in EU countries," Bank of Lithuania Occasional Paper Series 15, Bank of Lithuania.
    3. Giannitsarou, Chryssi & Anagnostopoulos, Alexios & Atesagaoglu, Orhan Erem & Faraglia, Elisa, 2022. "Cross-Country Stock Market Comovement: A Macro Perspective," CEPR Discussion Papers 16021, C.E.P.R. Discussion Papers.
    4. Michael A Stemmer, 2017. "Revisiting Finance and Growth in Transition Economies - A Panel Causality Approach," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01524462, HAL.
    5. Beyer, Robert & Milivojevic, Lazar, 2021. "Dynamics and synchronization of global equilibrium interest rates," IMFS Working Paper Series 146, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
    6. Büyükbaşaran, Tayyar & Karasoy-Can, Gökçe & Küçük, Hande, 2022. "Macroeconomic effects of bank lending in an emerging economy: Evidence from Turkey," Economic Modelling, Elsevier, vol. 115(C).
    7. Gong, Chi & Kim, Soyoung, 2018. "Regional business cycle synchronization in emerging and developing countries: Regional or global integration? Trade or financial integration?," Journal of International Money and Finance, Elsevier, vol. 84(C), pages 42-57.
    8. Nestor Azcona, 2022. "Trade and business cycle synchronization: The role of common trade partners," International Economics, CEPII research center, issue 170, pages 190-201.
    9. Mao Takongmo, Charles-O. & Touré, Adam, 2023. "Trade openness and connectedness of national productions: Do financial openness, economic specialization, and the size of the country matter?," Economic Modelling, Elsevier, vol. 125(C).
    10. An, Jiyoun & Kim, Kyunghun & Pyun, Ju Hyun, 2021. "Does debt market integration amplify the international transmission of business cycles during financial crises?," Journal of International Money and Finance, Elsevier, vol. 115(C).
    11. José De Gregorio, 2018. "Productivity in Emerging-Market Economies: Slowdown or Stagnation?," Working Paper Series WP18-12, Peterson Institute for International Economics.
    12. Hannes Böhm & Julia Schaumburg & Lena Tonzer, 2022. "Financial Linkages and Sectoral Business Cycle Synchronization: Evidence from Europe," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 70(4), pages 698-734, December.
    13. Martin R. Goetz & Juan Carlos Gozzi, 2020. "Financial Integration and the Co-Movement of Economic Activity: Evidence from U.S. States," International Finance Discussion Papers 1305, Board of Governors of the Federal Reserve System (U.S.).
    14. Mariarosaria Comunale, 2020. "New synchronicity indices between real and financial cycles: Is there any link to structural characteristics and recessions in European Union countries?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 25(4), pages 617-641, October.
    15. Lee, Hyun-Hoon & Park, Cyn-Young & Pyun, Ju Hyun, 2024. "International business cycle synchronization: A synthetic assessment," Japan and the World Economy, Elsevier, vol. 69(C).
    16. Nestor Azcona, 2022. "Business Cycle Co-Movement in Europe: Trade, Industry Composition and the Single Currency," Open Economies Review, Springer, vol. 33(1), pages 121-139, February.
    17. Zouri, Stéphane, 2020. "Business cycles, bilateral trade and financial integration: Evidence from Economic Community of West African States (ECOWAS)," International Economics, Elsevier, vol. 163(C), pages 25-43.
    18. Goetz, Martin R. & Gozzi, Juan Carlos, 2022. "Financial integration and the co-movement of economic activity: Evidence from U.S. states," Journal of International Economics, Elsevier, vol. 135(C).
    19. Bank for International Settlements, 2021. "Changing patterns of capital flows," CGFS Papers, Bank for International Settlements, number 66, december.
    20. Padhan, Rakesh & Prabheesh, K.P., 2020. "Business cycle synchronization: Disentangling direct and indirect effect of financial integration in the Indian context," Economic Modelling, Elsevier, vol. 85(C), pages 272-287.
    21. Tang, Aidi & Yao, Wen, 2022. "The effects of financial integration during crises," Journal of International Money and Finance, Elsevier, vol. 124(C).
    22. Claudio, João C. & von Schweinitz, Gregor, 2020. "On the international dissemination of technology news shocks," IWH Discussion Papers 25/2020, Halle Institute for Economic Research (IWH).
    23. Hwang, Sun Ho & Kim, Yun Jung, 2021. "International output synchronization at different frequencies," Economic Modelling, Elsevier, vol. 104(C).
    24. Theophilos Papadimitriou & Periklis Gogas & Fotios Gkatzoglou, 2022. "The Convergence Evolution in Europe from a Complex Networks Perspective," JRFM, MDPI, vol. 15(10), pages 1-14, October.

  11. Cesa-Bianchi, Ambrogio & Thwaites, Gregory & Vicondoa, Alejandro, 2016. "Monetary policy transmission in an open economy: new data and evidence from the United Kingdom," Bank of England working papers 615, Bank of England.

    Cited by:

    1. Güneş Kamber & Madhusudan Mohanty, 2018. "Do interest rates play a major role in monetary policy transmission in China?," BIS Working Papers 714, Bank for International Settlements.
    2. Michael Hachula & Michele Piffer & Malte Rieth, 2016. "Unconventional Monetary Policy, Fiscal Side Effects and Euro Area (Im)balances," Discussion Papers of DIW Berlin 1596, DIW Berlin, German Institute for Economic Research.
    3. Cao, Jin & Dinger, Valeriya & Grodecka, Anna & Juelsrud, Ragnar & Zhang, Xin, 2020. "The interaction between macroprudential and monetary policies: The cases of Norway and Sweden," Working Paper Series 392, Sveriges Riksbank (Central Bank of Sweden).
    4. Elena Gerko & Hélène Rey, 2017. "Monetary Policy in the Capitals of Capital," Journal of the European Economic Association, European Economic Association, vol. 15(4), pages 721-745.
    5. Luca Brugnolini, 2018. "About Local Projection Impulse Response Function Reliability," CEIS Research Paper 440, Tor Vergata University, CEIS, revised 09 Jun 2018.
    6. Andreas Schrimpf & Semyon Malamud, 2017. "Intermediation Markups and Monetary Policy Passthrough," 2017 Meeting Papers 812, Society for Economic Dynamics.
    7. Alexander Tishin, 2019. "Monetary Policy Surprises in Russia," Russian Journal of Money and Finance, Bank of Russia, vol. 78(4), pages 48-70, December.
    8. Miranda-Agrippino, Silvia, 2016. "Unsurprising shocks: information, premia, and the monetary transmission," Bank of England working papers 626, Bank of England.
    9. Mary Everett & Jakob de Haan & David‐Jan Jansen & Peter McQuade & Anna Samarina, 2021. "Mortgage lending, monetary policy, and prudential measures in small euro‐area economies: Evidence from Ireland and the Netherlands," Review of International Economics, Wiley Blackwell, vol. 29(1), pages 117-143, February.
    10. Coman, Andra, 2023. "Monetary policy spillovers and the role of prudential policies in the European Union," Working Paper Series 2854, European Central Bank.
    11. 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.
    12. Lucas Hafemann & Peter Tillmann, 2020. "The Aggregate and Country-Specific Effectiveness of ECB Policy: Evidence from an External Instruments VAR Approach," International Journal of Central Banking, International Journal of Central Banking, vol. 16(6), pages 97-136, December.
    13. Georgios Georgiadis & Martina Jancokova, 2017. "Financial Globalisation, Monetary Policy Spillovers and Macro-modelling: Tales from 1001 Shocks," Globalization Institute Working Papers 314, Federal Reserve Bank of Dallas.
    14. Jongrim Ha, 2021. "Financial market spillovers of U.S. monetary policy shocks," Review of International Economics, Wiley Blackwell, vol. 29(5), pages 1221-1274, November.
    15. Bussière, Matthieu & Cao, Jin & de Haan, Jakob & Hills, Robert & Lloyd, Simon & Meunier, Baptiste & Pedrono, Justine & Reinhardt, Dennis & Shina, Sonalika & Sowerbutts, Rhiannon & Styrin, Konstantin, 2020. "The interaction between macroprudential policy and monetary policy: overview," Bank of England working papers 886, Bank of England.
    16. Lucas Hafemann & Peter Tillmann, 2017. "The Aggregate and Country-Specific Effectiveness of ECB Policy: Evidence from an External Instruments (VAR) Approach," European Economy - Discussion Papers 063, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
    17. Thore Schlaak & Malte Rieth & Maximilian Podstawski, 2018. "Monetary Policy, External Instruments and Heteroskedasticity," Discussion Papers of DIW Berlin 1749, DIW Berlin, German Institute for Economic Research.
    18. Jung, Alexander & Uhlig, Harald, 2019. "Monetary policy shocks and the health of banks," Working Paper Series 2303, European Central Bank.
    19. Cesa-Bianchi, Ambrogio & Anderson, Gareth, 2020. "Crossing the Credit Channel: Credit Spreads and Firm Heterogeneity," CEPR Discussion Papers 14426, C.E.P.R. Discussion Papers.
    20. Lloyd, Simon, 2018. "Overnight index swap market-based measures of monetary policy expectations," Bank of England working papers 709, Bank of England.
    21. Angrick, Stefan & Nemoto, Naoko, 2018. "Breaking Par: Short-Term Determinants of Yen-Dollar Swap Deviations," ADBI Working Papers 859, Asian Development Bank Institute.
    22. Uluc, Arzu & Wieladek, Tomasz, 2018. "Capital requirements, monetary policy and risk shifting in the mortgage market," Journal of Financial Intermediation, Elsevier, vol. 35(PB), pages 3-16.
    23. Diego Comin & Antonella Trigari & Javier Quintana Gonzalez & Tom Schmitz, 2019. "Measuring Productivity Growth in the Presence of Adjustment Costs, Markups and Variable Capacity Utilization," 2019 Meeting Papers 666, Society for Economic Dynamics.
    24. Lucas Hafemann & Peter Tillmann, 2017. "The aggregate and country-speci c e ectiveness of ECB policy: evidence from an external instruments (VAR) approach," MAGKS Papers on Economics 201720, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).

  12. Cesa-Bianchi, Ambrogio & Rebucci, Alessandro, 2015. "Does easing monetary policy increase financial instability?," Bank of England working papers 570, Bank of England.

    Cited by:

    1. Sami Alpanda & Gino Cateau & Césaire Meh, 2014. "A Policy Model to Analyze Macroprudential Regulations and Monetary Policy," Staff Working Papers 14-6, Bank of Canada.
    2. Manuel Sanchez, 2016. "The Powers and Limits of Monetary Policy," Cato Journal, Cato Journal, Cato Institute, vol. 36(2), pages 269-278, Spring/Su.
    3. Carla Soares & Diana Bonfim, 2014. "The risk-taking channel of monetary policy – exploring all avenues," Working Papers w201402, Banco de Portugal, Economics and Research Department.
    4. Pedersen, Michael, 2018. "Credit risk and monetary pass-through—Evidence from Chile," Journal of Financial Stability, Elsevier, vol. 36(C), pages 144-158.
    5. Klingelhöfer, Jan & Sun, Rongrong, 2019. "Macroprudential policy, central banks and financial stability: Evidence from China," Journal of International Money and Finance, Elsevier, vol. 93(C), pages 19-41.
    6. Catullo, Ermanno & Giri, Federico & Gallegati, Mauro, 2021. "Macro- And Microprudential Policies: Sweet And Lowdown In A Credit Network Agent-Based Model," Macroeconomic Dynamics, Cambridge University Press, vol. 25(5), pages 1227-1246, July.
    7. Kabundi, Alain & De Simone, Francisco Nadal, 2020. "Monetary policy and systemic risk-taking in the euro area banking sector," Economic Modelling, Elsevier, vol. 91(C), pages 736-758.
    8. Chris Garbers & Guangling Liu, 2017. "Macroprudential policy and foreign interest rate shocks: A comparison of different instruments and regulatory regimes," Working Papers 15/2017, Stellenbosch University, Department of Economics.
    9. Charles Goodhart & Donato Masciandaro & Stefano Ugolini, 2022. "Pandemic Recession and Helicopter Money: Venice, 1629--1631," Papers 2201.07181, arXiv.org.
    10. Guangling Liu & Thabang Molise, 2020. "The Optimal Monetary and Macroprudential Policies for the South African Economy," South African Journal of Economics, Economic Society of South Africa, vol. 88(3), pages 368-404, September.
    11. Wang, Hao & Xu, Ning & Yin, Haiyan & Ji, Hao, 2022. "The dynamic impact of monetary policy on financial stability in China after crises," Pacific-Basin Finance Journal, Elsevier, vol. 75(C).
    12. Itai Agur & Maria Demertzis, 2018. "Will macroprudential policy counteract monetary policy’s effects on financial stability?," Working Papers 23907, Bruegel.
    13. Kim, Soyoung & Mehrotra, Aaron, 2017. "Managing price and financial stability objectives in inflation targeting economies in Asia and the Pacific," Journal of Financial Stability, Elsevier, vol. 29(C), pages 106-116.
    14. Garbers, Chris & Liu, Guangling, 2018. "Macroprudential policy and foreign interest rate shocks: A comparison of loan-to-value and capital requirements," International Review of Economics & Finance, Elsevier, vol. 58(C), pages 683-698.
    15. Soyoung Kim & Aaron Mehrotra, 2015. "Managing price and financial stability objectives - what can we learn from the Asia-Pacific region?," BIS Working Papers 533, Bank for International Settlements.
    16. Gianluca Benigno, 2013. "Commentary on Macroprudential Policies," International Journal of Central Banking, International Journal of Central Banking, vol. 9(1), pages 287-297, March.
    17. Christopher Otrok & Gianluca Benigno & Huigang Chen & Alessandro Rebucci & Eric R. Young, 2012. "Monetary and Macro-Prudential Policies: An Integrated Analysis," Working Papers 1208, Department of Economics, University of Missouri.
    18. Fabia A. de Carvalho & Marcos R. de Castro, 2015. "Macroprudential and Monetary Policy Interaction: a Brazilian perspective," Working Papers Series 405, Central Bank of Brazil, Research Department.
    19. Hartwell Christopher A., 2019. "Complexity, Uncertainty, and Monetary Policy: Can the ECB Avoid the Unconventional Becoming the ‘New Normal’?," The Economists' Voice, De Gruyter, vol. 16(1), pages 1-13, December.
    20. Gadiy, L. & Dzhaokhadze, E. & Kiyutsevskaya, A. & Chembulatova, M., 2020. "Price and financial stability: Is there a contradiction between these goals of the Bank of Russia?," Journal of the New Economic Association, New Economic Association, vol. 47(3), pages 67-83.
    21. Douglas W. Diamond & Yunzhi Hu & Raghuram G. Rajan, 2020. "The Spillovers from Easy Liquidity and the Implications for Multilateralism," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 68(1), pages 4-34, March.
    22. Soyoung Kim & Aaron Mehrotra, 2016. "Maintaining price and financial stability by monetary and macroprudential policy - evidence from Asia and the Pacific," BIS Papers chapters, in: Bank for International Settlements (ed.), Expanding the boundaries of monetary policy in Asia and the Pacific, volume 88, pages 17-28, Bank for International Settlements.
    23. Neda Assadollahzadehjafari & Bahar Hafezi & Seyed Mohsen Khalifehsoltani, 2021. "Evaluation of the Effect of Asset Market Fluctuations on the Financial Crisis of the Economy: An Application of Markov Switching," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(3), pages 191-203.

  13. Cesa-Bianchi, Ambrogio & Cespedes, Luis & Rebucci, Alessandro, 2015. "Global liquidity, house prices and the macroeconomy: evidence from advanced and emerging economies," Bank of England working papers 522, Bank of England.

    Cited by:

    1. Bhattarai, Saroj & Chatterjee, Arpita & Park, Woong Yong, 2018. "Effects of US Quantitative Easing on Emerging Market Economies," ADBI Working Papers 803, Asian Development Bank Institute.
    2. Rana Sajedi & Gregory Thwaites, 2016. "Why Are Real Interest Rates So Low? The Role of the Relative Price of Investment Goods," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 64(4), pages 635-659, November.
    3. Ha, Jongrim & Kose, M. Ayhan & Otrok, Christopher & Prasad, Eswar, 2020. "Global Macro-Financial Cycles and Spillovers," IZA Discussion Papers 13000, Institute of Labor Economics (IZA).
    4. Stijn Claessens & M Ayhan Kose, 2018. "Frontiers of macrofinancial linkages," BIS Papers, Bank for International Settlements, number 95.
    5. Charles Ka Yui Leung & Joe Cho Yiu Ng, 2018. "Macro Aspects of Housing," Globalization Institute Working Papers 340, Federal Reserve Bank of Dallas.
    6. Kok, Christoffer & Gross, Marco & Żochowski, Dawid, 2016. "The impact of bank capital on economic activity - evidence from a mixed-cross-section GVAR model," Working Paper Series 1888, European Central Bank.
    7. Rebucci, Alessandro & Acalin, Julien, 2020. "Global Business and Financial Cycles: A Tale of Two Capital Account Regimes," CEPR Discussion Papers 15190, C.E.P.R. Discussion Papers.
    8. Floro, Danvee, 2019. "Testing the predictive ability of house price bubbles for macroeconomic performance: A meta-analytic approach," International Review of Financial Analysis, Elsevier, vol. 62(C), pages 164-181.
    9. Akdi, Yilmaz & Varlik, Serdar & Berument, M. Hakan, 2020. "Duration of Global Financial Cycles," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 549(C).
    10. Ambrogio Cesa-Bianchi & Andrea Ferrero & Alessandro Rebucci, 2017. "International Credit Supply Shocks," NBER Working Papers 23841, National Bureau of Economic Research, Inc.
    11. Rémi Bazillier & Jérôme Héricourt & Samuel Ligonnière, 2021. "Structure of income inequality and household leverage : Cross-country causal evidence," Post-Print halshs-03099741, HAL.
    12. Jeanne, Olivier, 2022. "Rounding the corners of the trilemma: A simple framework," Journal of International Money and Finance, Elsevier, vol. 122(C).
    13. McGurk, Zachary, 2020. "US real estate inflation prediction: Exchange rates and net foreign assets," The Quarterly Review of Economics and Finance, Elsevier, vol. 75(C), pages 53-66.
    14. Elisabeth Beckmann, & Antje Hildebrandt & Krisztina Jäger-Gyovai, 2016. "Current risks in the CESEE residential property market: evidence from the OeNB Euro Survey," Chapters from NBP Conference Publications, in: Hanna Augustyniak & Jacek Łaszek & Krzysztof Olszewski & Joanna Waszczuk (ed.), Papers presented during the Narodowy Bank Polski Workshop: Recent trends in the real estate market and its analysis - 2015 edition, chapter 4, pages v1, 103-1, Narodowy Bank Polski.
    15. Sangyup Choi & Gabriele Ciminelli & Davide Furceri, 2022. "Is Domestic Uncertainty a Local Pull Factor Driving Foreign Capital Inflows? New Cross-Country Evidence," CAMA Working Papers 2022-64, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    16. Mehmet Balcilar & Gizem Uzuner & Festus Victor Bekun & Mark E. Wohar, 2023. "Housing price uncertainty and housing prices in the UK in a time-varying environment," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 50(2), pages 523-549, May.
    17. Karsten Staehr & Lenno Uusküla, 2020. "Macroeconomic and macro-financial factors as leading indicators of non-performing loans," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 48(3), pages 720-740, February.
    18. Peter Bednarek & Daniel Marcel te Kaat & Chang Ma & Alessandro Rebucci, 2020. "Capital Flows, Real Estate, and Local Cycles: Evidence from German Cities, Banks, and Firms," NBER Working Papers 26820, National Bureau of Economic Research, Inc.
    19. Elena IONAȘCU, 2019. "The Dynamic Relationship Between The Residential Real Estate Markets, Macro – Economy And Institutional Development: Evidence From Eu Countries," EURINT, Centre for European Studies, Alexandru Ioan Cuza University, vol. 6, pages 75-107.
    20. Sofoklis Vogiazas & Constantinos Alexiou, 2017. "Determinants of Housing Prices and Bubble Detection: Evidence from Seven Advanced Economies," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 45(1), pages 119-131, March.
    21. Tommaso Gabrieli & Keith Pilbeam & Tianyu Wang, 2018. "Estimation of bubble dynamics in the Chinese real estate market: a State space model," International Economics and Economic Policy, Springer, vol. 15(2), pages 483-499, April.
    22. Egan, Paul & McQuinn, Kieran, 2023. "Monetary tightening in the Euro Area: Implications for residential investment," Papers WP767, Economic and Social Research Institute (ESRI).
    23. Benjamin Kwakye & Chan Tze Haw, 2020. "Interplay of the Macroeconomy and Real Estate: Systematic Review of Literature," International Journal of Economics and Financial Issues, Econjournals, vol. 10(5), pages 262-271.
    24. Herwartz, Helmut & Rohloff, Hannes & Wang, Shu, 2020. "Proxy SVAR identification of monetary policy shocks: MonteCarlo evidence and insights for the US," University of Göttingen Working Papers in Economics 404, University of Goettingen, Department of Economics.
    25. Balcilar, Mehmet & Roubaud, David & Uzuner, Gizem & Wohar, Mark E., 2021. "Housing sector and economic policy uncertainty: A GMM panel VAR approach," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 114-126.
    26. Pierre-Richard Agénor & Timothy P. Jackson & Luiz Pereira da Silva, 2020. "Cross-Border Regulatory Spillovers and Macroprudential Policy Coordination," Working Papers 202028, University of Liverpool, Department of Economics.
    27. Ahnert, Toni & Forbes, Kristin & Friedrich, Christian & Reinhardt, Dennis, 2018. "Macroprudential FX regulations: shifting the snowbanks of FX vulnerability?," Bank of England working papers 758, Bank of England.
    28. Pierre-Richard Agénor & Luiz Awazu Pereira da Silva, 2021. "Macroeconomic policy under a managed float: a simple integrated framework," BIS Working Papers 964, Bank for International Settlements.
    29. Christophe André & Nikolaos Antonakakis & Rangan Gupta & Mulatu F. Zerihun, 2017. "Asymmetric Behaviour in Nominal and Real Housing Prices: Evidence from Advanced and Emerging Economies," Working Papers 201711, University of Pretoria, Department of Economics.
    30. Laura E. Jackson & M. Ayhan Kose & Christopher Otrok & Michael T. Owyang, 2015. "Specification and Estimation of Bayesian Dynamic Factor Models: A Monte Carlo Analysis with an Application to Global House Price Comovement," Working Papers 2015-31, Federal Reserve Bank of St. Louis.
    31. Kose, M. Ayhan & Claessens, Stijn, 2017. "Asset Prices and Macroeconomic Outcomes: A Survey," CEPR Discussion Papers 12460, C.E.P.R. Discussion Papers.
    32. Ozhan, Galip Kemal, 2020. "Financial intermediation, resource allocation, and macroeconomic interdependence," Journal of Monetary Economics, Elsevier, vol. 115(C), pages 265-278.
    33. Weida Kuang & Qilin Wang, 2018. "Cultural similarities and housing market linkage: evidence from OECD countries," Frontiers of Business Research in China, Springer, vol. 12(1), pages 1-25, December.
    34. Hernández Vega Marco A., 2019. "How Relevant are Capital Flows for House Prices in Emerging Economies?," Working Papers 2019-19, Banco de México.
    35. Arrigoni, Simone & Bobasu, Alina & Venditti, Fabrizio, 2021. "The simpler, the better: Measuring financial conditions for monetary policy and financial stability," EIB Working Papers 2021/10, European Investment Bank (EIB).
    36. Alessandro Piergallini, 2020. "Demographic change and real house prices: a general equilibrium perspective," Journal of Economics, Springer, vol. 130(1), pages 85-102, June.
    37. Tamara Slišković, 2018. "Analiza međuovisnosti stambenog tržišta i makroekonomskog sustava u Hrvatskoj," EFZG Occasional Publications (Department of Macroeconomics), in: Zbornik radova znanstvenog skupa: Modeli razvoja hrvatskog gospodarstva, (ur. Družić, G.; Družić, I., izdavač: Ekonomski fakultet Zagreb; Hrvatska aka, edition 1, volume 1, chapter 11, pages 247-280, Faculty of Economics and Business, University of Zagreb.
    38. Konstantin A. Kholodilin & Sebastian Kohl & Florian Müller, 2023. "Government-Made House Price Bubbles? Austerity, Homeownership, Rental, and Credit Liberalization Policies and the “Irrational Exuberance” on Housing Markets," Discussion Papers of DIW Berlin 2061, DIW Berlin, German Institute for Economic Research.
    39. Cesa-Bianchi, Ambrogio & Eguren Martin, Fernando & Thwaites, Gregory, 2019. "Foreign booms, domestic busts: The global dimension of banking crises," Journal of Financial Intermediation, Elsevier, vol. 37(C), pages 58-74.
    40. Banti, Chiara & Phylaktis, Kate, 2019. "Global liquidity, house prices and policy responses," Journal of Financial Stability, Elsevier, vol. 43(C), pages 79-96.
    41. Horvath, Jaroslav & Rothman, Philip, 2021. "Mortgage spreads, asset prices, and business cycles in emerging countries," Journal of International Money and Finance, Elsevier, vol. 115(C).
    42. Cheng, Ruijie & Rajan, Ramkishen S., 2022. "House price decoupling in East Asia and the Pacific: Trilemma versus dilemma revisited," International Review of Economics & Finance, Elsevier, vol. 79(C), pages 518-539.
    43. Juan Guillermo Bedoya Ospina, 2017. "Ciclos de crédito, liquidez global y regímenes monetarios: una aproximación para América Latina," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE, vol. 78, February.
    44. Hachula, Michael & Nautz, Dieter, 2017. "The dynamic impact of macroeconomic news on long-term inflation expectations," Discussion Papers 2017/12, Free University Berlin, School of Business & Economics.
    45. Bauer, Gregory H., 2017. "International house price cycles, monetary policy and credit," Journal of International Money and Finance, Elsevier, vol. 74(C), pages 88-114.
    46. Herwartz, Helmut & Rohloff, Hannes & Wang, Shu, 2022. "Proxy SVAR identification of monetary policy shocks - Monte Carlo evidence and insights for the US," Journal of Economic Dynamics and Control, Elsevier, vol. 139(C).
    47. Helmut Herwartz & Christian Ochsner & Hannes Rohloff, 2021. "Global Credit Shocks and Real Economies," MAGKS Papers on Economics 202116, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    48. Nady Rapelanoro, 2016. "Spillover effects of global liquiditys expansion on emerging countries: evidences from a Panel VAR approach," EconomiX Working Papers 2016-17, University of Paris Nanterre, EconomiX.
    49. Nady Rapelanoro, 2016. "Spillover effects of global liquidity’s expansion on emerging countries: evidences from a Panel VAR approach," Working Papers hal-04141593, HAL.
    50. Christina Christou & Rangan Gupta & Christis Hassapis, 2016. "Does Economic Policy Uncertainty Forecast Real Housing Returns in a Panel of OECD Countries? A Bayesian Approach," Working Papers 201637, University of Pretoria, Department of Economics.
    51. Chow Sheung-Chi & Cunado Juncal & Gupta Rangan & Wong Wing-Keung, 2018. "Causal relationships between economic policy uncertainty and housing market returns in China and India: evidence from linear and nonlinear panel and time series models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 22(2), pages 1-15, April.
    52. Gabriel Cuadra & Victoria Nuguer, 2018. "Online Appendix to "Risky Banks and Macro-Prudential Policy for Emerging Economies"," Online Appendices 15-242, Review of Economic Dynamics.
    53. Thomas Goda & Chris Stewart & Alejandro Torres García, 2016. "Absolute Income Inequality and Rising House Prices," Documentos de Trabajo de Valor Público 15247, Universidad EAFIT.
    54. Rosenberg, Signe, 2019. "The effects of conventional and unconventional monetary policy on house prices in the Scandinavian countries," Journal of Housing Economics, Elsevier, vol. 46(C).
    55. Dittmann Iwona, 2017. "Similarity of Changes in Average Prices of Residential Properties in Europe in 2010-2016," Real Estate Management and Valuation, Sciendo, vol. 25(4), pages 63-74, December.
    56. William Barcelona & Nathan Converse & Anna Wong, 2021. "U.S. Housing as a Global Safe Asset: Evidence from China Shocks," International Finance Discussion Papers 1332, Board of Governors of the Federal Reserve System (U.S.).
    57. Gregory Sutton & Dubravko Mihaljek & Agnė Subelytė, 2017. "Interest rates and house prices in the United States and around the world," BIS Working Papers 665, Bank for International Settlements.
    58. Rangan Gupta & Xiaojin Sun, 2020. "Housing market spillovers in South Africa: evidence from an estimated small open economy DSGE model," Empirical Economics, Springer, vol. 58(5), pages 2309-2332, May.
    59. Dan Costin NIŢESCU & Florin Alexandru DUNĂ & Adriana Daniela CIUREL, 2020. "Banking sector and bank liquidity – key actors within financial crises?," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(2(623), S), pages 147-168, Summer.
    60. Monnet, Eric & Puy, Damien, 2021. "One Ring to Rule Them All? New Evidence on World Cycles," CEPR Discussion Papers 15958, C.E.P.R. Discussion Papers.
    61. Madeira, Carlos, 2021. "The potential impact of financial portability measures on mortgage refinancing: Evidence from Chile," Journal of International Money and Finance, Elsevier, vol. 117(C).
    62. Huang, Wei-Ling & Lin, Wen-Yuan & Ning, Shao-Lin, 2020. "The effect of economic policy uncertainty on China’s housing market," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
    63. Berrak Bahadir & Neven Valev, 2021. "Global Liquidity and Household Credit," Working Papers 2106, Florida International University, Department of Economics.
    64. Ivan, Miruna-Daniela & Banti, Chiara & Kellard, Neil, 2022. "Prime money market funds regulation, global liquidity, and the crude oil market," Journal of International Money and Finance, Elsevier, vol. 127(C).
    65. Yang Zhou, 2022. "The Effects of Capital Controls on Housing Prices," Discussion Paper Series DP2022-29, Research Institute for Economics & Business Administration, Kobe University.
    66. Agnello, Luca & Castro, Vitor & Hammoudeh, Shawkat & Sousa, Ricardo M., 2017. "Spillovers from the oil sector to the housing market cycle," Energy Economics, Elsevier, vol. 61(C), pages 209-220.
    67. Nikolaos Antonakakis & Mehmet Balcilar & Rangan Gupta & Clement Kyei, 2016. "Components of Economic Policy Uncertainty and Predictability of US Stock Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantile Approach," Working Papers 201639, University of Pretoria, Department of Economics.
    68. Shin, Wonmun, 2022. "A New angle on excess consumption volatility in emerging countries: Does house price matter?," Journal of International Money and Finance, Elsevier, vol. 124(C).
    69. Rémi Bazillier & Jérôme Héricourt & Samuel Ligonnière, 2017. "Structure of Income Inequality and Household Leverage: Theory and Cross-Country Evidence," Working Papers 2017-01, CEPII research center.
    70. Mr. Damien Puy & Mr. Anil Ari & Ms. Yu Shi, 2020. "Foreign Demand and Local House Prices: Evidence from the US," IMF Working Papers 2020/043, International Monetary Fund.
    71. Epstein, Brendan & Finkelstein Shapiro, Alan & Gonzalez Gomez, Andres, 2018. "Firm Dynamism and Housing Price Volatility," MPRA Paper 88694, University Library of Munich, Germany.
    72. Simone Arrigoni & Alina Bobasu & Fabrizio Venditti, 2022. "Measuring Financial Conditions using Equal Weights Combination," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 70(4), pages 668-697, December.
    73. Rabah Arezki & Thorsten Beck & Robert Deyoung & John V. Duca & Prakash Loungani & Anthony Murphy, 2015. "Conference on Housing, Stability, and the Macroeconomy: International Perspectives," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(S1), pages 1-11, March.
    74. Nuguer Victoria & Cuadra Gabriel, 2016. "Risky Banks and Macroprudential Policy for Emerging Economies," Working Papers 2016-06, Banco de México.
    75. Paul Corrigan, 2017. "Terms-of-Trade and House Price Fluctuations: A Cross-Country Study," Staff Working Papers 17-1, Bank of Canada.
    76. Blanka ŠKRABIĆ PERIĆ & Ana RIMAC SMILJANIĆ & Petar SORIĆ, 2022. "Confidence vs. Uncertainty : An Explanation of Housing Prices In the Old EU Member States," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 31-45, October.
    77. Néstor Romero & Sungjun Cho & Stuart Hyde, 2023. "Financial development and the effect of cross‐border bank flows on house prices," The Financial Review, Eastern Finance Association, vol. 58(1), pages 39-63, February.

  14. Cesa-Bianchi, Ambrogio & Fernandez-Corugedo, Emilio, 2014. "Uncertainty in a model with credit frictions," Bank of England working papers 496, Bank of England.

    Cited by:

    1. Gabriela Nodari, 2013. "Financial Regulation Policy Uncertainty and Credit Spreads in the U.S," "Marco Fanno" Working Papers 0170, Dipartimento di Scienze Economiche "Marco Fanno".
    2. Reicher, Claire, 2014. "The aggregate effects of long run sectoral reallocation," Kiel Working Papers 1928, Kiel Institute for the World Economy (IfW Kiel).
    3. Benjamin Born & Johannes Pfeifer, 2017. "Uncertainty-driven Business Cycles: Assessing the Markup Channel," CESifo Working Paper Series 6303, CESifo.
    4. Bonciani, Dario, 2014. "Uncertainty shocks: it's a matter of habit," MPRA Paper 59370, University Library of Munich, Germany.
    5. Ekaterina Pirozhkova, 2017. "Banks' balance sheet, uncertainty and macroeconomy," EcoMod2017 10430, EcoMod.
    6. Grimme, Christian, 2017. "Uncertainty and the Cost of Bank vs. Bond Finance," MPRA Paper 79852, University Library of Munich, Germany.
    7. Martha Elena Delgado-Rojas & Hernán Rincón-Castro, 2017. "Incertidumbre acerca de la política fiscal y ciclo económico," Borradores de Economia 1008, Banco de la Republica de Colombia.
    8. Nathan S. Balke & Enrique Martínez García & Zheng Zeng, 2017. "Understanding the Aggregate Effects of Credit Frictions and Uncertainty," Globalization Institute Working Papers 317, Federal Reserve Bank of Dallas.
    9. Bonciani, Dario & van Roye, Björn, 2013. "Uncertainty shocks, banking frictions, and economic activity," Kiel Working Papers 1843, Kiel Institute for the World Economy (IfW Kiel).
    10. Ekaterina Pirozhkova, 2017. "Bank loan components, uncertainty and monetary transmission mechanism," BCAM Working Papers 1702, Birkbeck Centre for Applied Macroeconomics.
    11. Armelius, Hanna & Hull, Isaiah & Stenbacka Köhler, Hanna, 2016. "The timing of uncertainty shocks in a small open economy," Working Paper Series 334, Sveriges Riksbank (Central Bank of Sweden).
    12. Grimme, Christian & Siemsen, Thomas, 2014. "Are You a Lehman, Brother? Interbank Uncertainty in a DSGE Model," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100498, Verein für Socialpolitik / German Economic Association.
    13. Vivek Prasad, 2014. "Balanced budget stimulus with tax cuts in a liquidity constrained economy," Birkbeck Working Papers in Economics and Finance 1401, Birkbeck, Department of Economics, Mathematics & Statistics.
    14. Pancrazi, Roberto & Seoane, Hernán D. & Vukotic, Marija, 2016. "The price of capital and the financial accelerator," Economics Letters, Elsevier, vol. 149(C), pages 86-89.
    15. Anh Nguyen, 2015. "Financial frictions and the volatility of monetary policy in a DSGE model," Working Papers 75949436, Lancaster University Management School, Economics Department.
    16. Elisa Guglielminetti, 2016. "The labor market channel of macroeconomic uncertainty," Temi di discussione (Economic working papers) 1068, Bank of Italy, Economic Research and International Relations Area.

  15. Hashem Pesaran & Ambrogio Cesa-Bianchi & Alessandro Rebucci, 2014. "Uncertainty and Economic Activity: A Global Perspective," Cambridge Working Papers in Economics 1407, Faculty of Economics, University of Cambridge.

    Cited by:

    1. Giovanni Caggiano & Efrem Castelnuovo & Juan Manuel Figueres, 2018. "Economic Policy Uncertainty Spillovers in Booms and Busts," "Marco Fanno" Working Papers 0220, Dipartimento di Scienze Economiche "Marco Fanno".
    2. Chris Redl, 2019. "Uncertainty Matters: Evidence from Close Elections," NBER Chapters, in: NBER International Seminar on Macroeconomics 2019, National Bureau of Economic Research, Inc.
    3. Huber, Florian, 2016. "Density forecasting using Bayesian global vector autoregressions with stochastic volatility," International Journal of Forecasting, Elsevier, vol. 32(3), pages 818-837.
    4. Idriss Fontaine, 2021. "Uncertainty and Labour Force Participation," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(2), pages 437-471, April.
    5. Paraskevi Salamaliki, 2015. "Economic Policy Uncertainty and Economic Activity: A Focus on Infrequent Structural Shifts," Working Paper Series of the Department of Economics, University of Konstanz 2015-08, Department of Economics, University of Konstanz.
    6. Marcelle Chauvet & Zeynep Senyuz & Emre Yoldas, 2013. "What does financial volatility tell us about macroeconomic fluctuations?," Finance and Economics Discussion Series 2013-61, Board of Governors of the Federal Reserve System (U.S.).
    7. Mirela Miescu, 2019. "Uncertainty shocks in emerging economies," Working Papers 277077821, Lancaster University Management School, Economics Department.
    8. Alexander Chudik & M. Hashem Pesaran, 2014. "Theory and practice of GVAR modeling," Globalization Institute Working Papers 180, Federal Reserve Bank of Dallas.
    9. Aleksei Netsunajev & Katharina Glass, 2016. "Uncertainty and Employment Dynamics in the Euro Area and the US," SFB 649 Discussion Papers SFB649DP2016-002, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    10. Simon Gilchrist & Jae W. Sim & Egon Zakrajšek, 2014. "Uncertainty, Financial Frictions, and Investment Dynamics," Finance and Economics Discussion Series 2014-69, Board of Governors of the Federal Reserve System (U.S.).
    11. Jannsen, Nils & Potjagailo, Galina & Wolters, Maik H., 2015. "Monetary policy during financial crises: Is the transmission mechanism impaired?," Economics Working Papers 2015-04, Christian-Albrechts-University of Kiel, Department of Economics.
    12. Potjagailo, Galina, 2017. "Spillover effects from Euro area monetary policy across Europe: A factor-augmented VAR approach," Journal of International Money and Finance, Elsevier, vol. 72(C), pages 127-147.
    13. Peter Claeys, 2017. "Uncertainty spillover and policy reactions," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 35(82), pages 64-77, April.
    14. Silvia Delrio, 2016. "Estimating the effects of global uncertainty in open economies," Working Papers 2016:19, Department of Economics, University of Venice "Ca' Foscari".
    15. Ernst, Ekkehard & Semmler, Willi & Haider, Alexander, 2017. "Debt-deflation, financial market stress and regime change – Evidence from Europe using MRVAR," Journal of Economic Dynamics and Control, Elsevier, vol. 81(C), pages 115-139.
    16. Michele Piffer & Maximilian Podstawski, 2017. "Identifying Uncertainty Shocks Using the Price of Gold," CESifo Working Paper Series 6327, CESifo.
    17. Shen, Yifan & Shi, Xunpeng & Zeng, Ting, 2017. "Global Uncertainty, Macroeconomic Activity and Commodity Price," MPRA Paper 90089, University Library of Munich, Germany, revised 17 Nov 2018.
    18. Florian Huber, 2014. "Density Forecasting using Bayesian Global Vector Autoregressions with Common Stochastic Volatility," Department of Economics Working Papers wuwp179, Vienna University of Economics and Business, Department of Economics.
    19. Born, Benjamin & Breuer, Sebastian & Elstner, Steffen, 2014. "Uncertainty and the Great Recession," Working Papers 04/2014, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung.
    20. Mohammed T. Abusharbeh, 2022. "Determinants of credit risk in Palestine: Panel data estimation," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(3), pages 3434-3443, July.
    21. Cesa-Bianchi, Ambrogio & Eguren Martin, Fernando & Thwaites, Gregory, 2019. "Foreign booms, domestic busts: The global dimension of banking crises," Journal of Financial Intermediation, Elsevier, vol. 37(C), pages 58-74.
    22. Degiannakis, Stavros & Filis, George & Panagiotakopoulou, Sofia, 2018. "Oil price shocks and uncertainty: How stable is their relationship over time?," Economic Modelling, Elsevier, vol. 72(C), pages 42-53.
    23. Duo Qin & Sophie van Huellen & Qing Chao Wang & Thanos Moraitis, 2022. "Algorithmic Modelling of Financial Conditions for Macro Predictive Purposes: Pilot Application to USA Data," Econometrics, MDPI, vol. 10(2), pages 1-22, April.
    24. Potjagailo, Galina, 2016. "Spillover effects from euro area monetary policy across the EU: A factor-augmented VAR approach," Kiel Working Papers 2033, Kiel Institute for the World Economy (IfW Kiel).
    25. Jonathan Rice, 2020. "Policy Uncertainty Shocks and Small Open Economies in Monetary Union: a Case Study of Ireland," Trinity Economics Papers tep1020, Trinity College Dublin, Department of Economics.
    26. Syed Hassan & Sarosh Shabi & Taufiq Choudhry, 2018. "US Economic Uncertainty, EU Business Cycles and the Global Financial Crisis," Working Papers 2018-05, Swansea University, School of Management.
    27. Peter Claeys & Borek Vasicek, 2017. "Transmission of Uncertainty Shocks: Learning from Heterogeneous Responses on a Panel of EU Countries," Working Papers 2017/13, Czech National Bank.
    28. Apostolos Serletis & Sajjadur Rahman, 2015. "On the Output Effects of Monetary Variability," Open Economies Review, Springer, vol. 26(2), pages 225-236, April.
    29. Graziano Moramarco, 2022. "Measuring Global Macroeconomic Uncertainty and Cross-Country Uncertainty Spillovers," Econometrics, MDPI, vol. 11(1), pages 1-29, December.
    30. Pinter, Gabor & Theodoridis, Konstantinos & Yates, Tony, 2013. "Risk news shocks and the business cycle," Bank of England working papers 483, Bank of England.
    31. Honghai Yu & Libing Fang & Boyang Sun, 2018. "The role of global economic policy uncertainty in long-run volatilities and correlations of U.S. industry-level stock returns and crude oil," PLOS ONE, Public Library of Science, vol. 13(2), pages 1-17, February.
    32. Jamal Bouoiyour & Refk Selmi, 2017. "Political elections and uncertainty -Are BRICS markets equally exposed to Trump's agenda?," Working Papers hal-01429537, HAL.
    33. Graziano Moramarco, 2020. "Measuring Global Macroeconomic Uncertainty," Working Papers wp1148, Dipartimento Scienze Economiche, Universita' di Bologna.
    34. Cesa-Bianchi, Ambrogio & Fernandez-Corugedo, Emilio, 2014. "Uncertainty in a model with credit frictions," Bank of England working papers 496, Bank of England.

  16. Ambrogio Cesa-Bianchi & M. Hashem Pesaran & Alessandro Rebucci & TengTeng Xu, 2012. "China’s Emergence in the World Economy and Business Cycles in Latin America," Staff Working Papers 12-32, Bank of Canada.

    Cited by:

    1. Georgiadis, Georgios, 2015. "Determinants of global spillovers from US monetary policy," Working Paper Series 1854, European Central Bank.
    2. Lastauskas, Povilas & Nguyen, Anh Dinh Minh, 2021. "Global impacts of US monetary policy uncertainty shocks," Working Paper Series 2513, European Central Bank.
    3. Dungey, Mardi & Vehbi, Tugrul & Martin, Charlton, 2014. "VAR modelling in the presence of China’s rise : an application to the Taiwanese economy," Working Papers 2014-09, University of Tasmania, Tasmanian School of Business and Economics.
    4. Inoue,Tomoo & Kaya,Demet & Ohshige,Hitoshi, 2015. "The impact of China?s slowdown on the Asia Pacific region : an application of the GVAR model," Policy Research Working Paper Series 7442, The World Bank.
    5. Natalia Bailey & George Kapetanios & M. Hashem Pesaran, 2012. "Exponent of Cross-sectional Dependence: Estimation and Inference," CESifo Working Paper Series 3722, CESifo.
    6. Alexander Chudik & Kamiar Mohaddes & M. Hashem Pesaran & Mehdi Raissi & Alessandro Rebucci, 2020. "A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model," CESifo Working Paper Series 8588, CESifo.
    7. Cashin, Paul & Mohaddes, Kamiar & Raissi, Maziar & Raissi, Mehdi, 2014. "The differential effects of oil demand and supply shocks on the global economy," Energy Economics, Elsevier, vol. 44(C), pages 113-134.
    8. Juliana Araujo & Povilas Lastauskas & Chris Papageorgiou, 2016. "Evolution of Bilateral Capital Flows to Developing Countries at Intensive and Extensive Margins," Bank of Lithuania Working Paper Series 37, Bank of Lithuania.
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    Cited by:

    1. Andrea Cipollini & Fabio Parla, 2018. "Housing Market Shocks in Italy: a GVAR approach," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0069, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
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    5. Dees, Stéphane, 2016. "Credit, asset prices and business cycles at the global level," Economic Modelling, Elsevier, vol. 54(C), pages 139-152.
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    21. Lee, Hahn Shik & Lee, Woo Suk, 2019. "Cross-regional connectedness in the Korean housing market," Journal of Housing Economics, Elsevier, vol. 46(C).
    22. Ömer ALKAN & Abdulkerim KARAASLAN & Hayri ABAR & Ali Kemal ÇELIK & Erkan OKTAY, 2014. "Factors Affecting Motives For Housing Demand: The Case Of A Turkish Province," Theoretical and Empirical Researches in Urban Management, Research Centre in Public Administration and Public Services, Bucharest, Romania, vol. 9(3), pages 70-86, August.
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    24. Konstantakis, Konstantinos N. & Michaelides, Panayotis G. & Tsionas, Efthymios G. & Minou, Chrysanthi, 2015. "System estimation of GVAR with two dominants and network theory: Evidence for BRICs," Economic Modelling, Elsevier, vol. 51(C), pages 604-616.
    25. Marfatia Hardik A., 2021. "Modeling House Price Synchronization across the U.S. States and their Time-Varying Macroeconomic Linkages," Journal of Time Series Econometrics, De Gruyter, vol. 13(1), pages 73-117, January.
    26. Ambrogio Cesa-Bianchi & Mr. Luis Felipe Céspedes & Mr. Alessandro Rebucci, 2015. "Global Liquidity, House Prices, and the Macroeconomy: Evidence from Advanced and Emerging Economies," IMF Working Papers 2015/023, International Monetary Fund.
    27. Paredes, Joan, 2017. "Subsidising car purchases in the euro area: any spill-over on production?," Working Paper Series 2094, European Central Bank.
    28. Duan, Kun & Mishra, Tapas & Parhi, Mamata, 2018. "Space matters: Understanding the real effects of macroeconomic variations in cross-country housing price movements," Economics Letters, Elsevier, vol. 163(C), pages 130-135.
    29. Andrey V. Zubarev & Maria A. Kirillova, 2023. "Исследование Чувствительности Стран–Членов Еаэс К Внешним Шокам При Помощи Модели Gvar," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 7, pages 8-20, July.
    30. Kun Duan & Tapas Mishra & Mamata Parhi & Simon Wolfe, 2019. "How Effective are Policy Interventions in a Spatially-Embedded International Real Estate Market?," The Journal of Real Estate Finance and Economics, Springer, vol. 58(4), pages 596-637, May.
    31. Cesa-Bianchi, Ambrogio & Eguren Martin, Fernando & Thwaites, Gregory, 2019. "Foreign booms, domestic busts: The global dimension of banking crises," Journal of Financial Intermediation, Elsevier, vol. 37(C), pages 58-74.
    32. Maryam Akbari Nasiri, 2020. "How Long Do Housing Cycles Last? A Duration Analysis For Emerging Economies," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 23(2), pages 179-200, July.
    33. Pierre‐Richard Agénor & Timothy P. Jackson & Luiz A. Pereira da Silva, 2023. "Global banking, financial spillovers and macroprudential policy coordination," Economica, London School of Economics and Political Science, vol. 90(359), pages 1003-1040, July.
    34. Fadejeva, Ludmila & Feldkircher, Martin & Reininger, Thomas, 2017. "International spillovers from Euro area and US credit and demand shocks: A focus on emerging Europe," Journal of International Money and Finance, Elsevier, vol. 70(C), pages 1-25.
    35. Horvath, Jaroslav & Rothman, Philip, 2021. "Mortgage spreads, asset prices, and business cycles in emerging countries," Journal of International Money and Finance, Elsevier, vol. 115(C).
    36. Dovern, Jonas & van Roye, Björn, 2013. "International transmission of financial stress: Evidence from a GVAR," Kiel Working Papers 1844, Kiel Institute for the World Economy (IfW Kiel).
    37. Bauer, Gregory H., 2017. "International house price cycles, monetary policy and credit," Journal of International Money and Finance, Elsevier, vol. 74(C), pages 88-114.
    38. Zubarev, Andrey & Kirillova, Maria, 2022. "Оценивание Влияния Внешних Шоков На Российскую Экономику С Помощью Модели Gvar [Estimating the impact of external shocks on Russian economy: GVAR approach]," MPRA Paper 113762, University Library of Munich, Germany, revised 01 Jul 2022.
    39. Kyriakos Drivas & Claire Economidou & Konstantinos N. Konstantakis & Panayotis G. Michaelides, 2022. "Technological Leaders, Laggards and Spillovers: A Network GVAR Analysis," Open Economies Review, Springer, vol. 33(2), pages 231-269, April.
    40. Christina Christou & Rangan Gupta & Christis Hassapis, 2016. "Does Economic Policy Uncertainty Forecast Real Housing Returns in a Panel of OECD Countries? A Bayesian Approach," Working Papers 201637, University of Pretoria, Department of Economics.
    41. Brzezicka Justyna, 2022. "The Application of the Simplified Speculative Frame Method for Monitoring the Development of the Housing Market," Real Estate Management and Valuation, Sciendo, vol. 30(1), pages 84-98, March.
    42. Christian Dreger & Yanqun Zhang, 2013. "Does the economic integration of China affect growth and inflation in industrial countries?," FIW Working Paper series 116, FIW.
    43. Huang, Yuting & Li, Qiang & Liow, Kim Hiang & Zhou, Xiaoxia, 2020. "Is Housing the Business Cycle? A Multiresolution Analysis for OECD Countries," Journal of Housing Economics, Elsevier, vol. 49(C).
    44. Rangan Gupta & Xiaojin Sun, 2020. "Housing market spillovers in South Africa: evidence from an estimated small open economy DSGE model," Empirical Economics, Springer, vol. 58(5), pages 2309-2332, May.
    45. Georgiadis, Georgios, 2015. "Examining asymmetries in the transmission of monetary policy in the euro area: Evidence from a mixed cross-section global VAR model," European Economic Review, Elsevier, vol. 75(C), pages 195-215.
    46. Monnet, Eric & Puy, Damien, 2021. "One Ring to Rule Them All? New Evidence on World Cycles," CEPR Discussion Papers 15958, C.E.P.R. Discussion Papers.
    47. Dovern, Jonas & van Roye, Björn, 2014. "International transmission and business-cycle effects of financial stress," Journal of Financial Stability, Elsevier, vol. 13(C), pages 1-17.
    48. Milcheva, Stanimira & Zhu, Bing, 2016. "Bank integration and co-movements across housing markets," Journal of Banking & Finance, Elsevier, vol. 72(S), pages 148-171.
    49. Stenvall, David & Hedström, Axel & Yoshino, Naoyuki & Uddin, Gazi Salah & Taghizadeh-Hesary, Farhad, 2022. "Nonlinear tail dependence between the housing and energy markets," Energy Economics, Elsevier, vol. 106(C).
    50. L. Salzmann, 2018. "China’s Economic Slowdown and International Inflation Dynamics," Working Papers 2018.03, International Network for Economic Research - INFER.
    51. Zubarev, Andrey & Kirillova, Maria, 2021. "Эконометрическая Оценка Влияния Шоков На Рынке Нефти На Макроэкономические Показатели Российской Федерации С Помощью Gvar Моделирования [The Impact of Oil Market Shocks on the Macroeconomic Indicat," MPRA Paper 110410, University Library of Munich, Germany, revised 01 Nov 2021.
    52. Nikolaos Antonakakis & Mehmet Balcilar & Rangan Gupta & Clement Kyei, 2016. "Components of Economic Policy Uncertainty and Predictability of US Stock Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantile Approach," Working Papers 201639, University of Pretoria, Department of Economics.
    53. Barbieri Góes, Maria Cristina & Deleidi, Matteo, 2022. "Output determination and autonomous demand multipliers: An empirical investigation for the US economy," Economic Modelling, Elsevier, vol. 116(C).
    54. Andrey V. Zubarev & Maria A. Kirillova, 2023. "Estimation of the Sensitivity of the EAEU Members to External Shocks Using the GVAR Model [Исследование Чувствительности Стран–Членов Еаэс К Внешним Шокам При Помощи Модели Gvar]," Russian Economic Development, Gaidar Institute for Economic Policy, issue 7, pages 8-20, July.
    55. Razieh Zahedi & Asghar Shahmoradi & Ali Taiebnia, 2022. "The ever-evolving trade pattern: a global VAR approach," Empirical Economics, Springer, vol. 63(3), pages 1193-1218, September.
    56. Epstein, Brendan & Finkelstein Shapiro, Alan & Gonzalez Gomez, Andres, 2018. "Firm Dynamism and Housing Price Volatility," MPRA Paper 88694, University Library of Munich, Germany.
    57. Zubarev, Andrei & Kirillova, Maria, 2022. "Modeling COVID-19 spread in the Russian Federation using global VAR approach," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 65, pages 117-138.
    58. Girum D. Abate & Luc Anselin, 2016. "House price fluctuations and the business cycle dynamics," CREATES Research Papers 2016-06, Department of Economics and Business Economics, Aarhus University.
    59. Salzmann, Leonard, 2020. "China's Economic Slowdown and International Inflation Dynamics," EconStor Preprints 176757, ZBW - Leibniz Information Centre for Economics, revised 2020.
    60. Marc Anderes, 2021. "Housing Demand Shocks and Households Balance Sheets," KOF Working papers 21-492, KOF Swiss Economic Institute, ETH Zurich.
    61. Benecká, Soňa & Fadejeva, Ludmila & Feldkircher, Martin, 2020. "The impact of euro Area monetary policy on Central and Eastern Europe," Journal of Policy Modeling, Elsevier, vol. 42(6), pages 1310-1333.

Articles

  1. Cesa-Bianchi, Ambrogio & Sokol, Andrej, 2022. "Financial shocks, credit spreads, and the international credit channel," Journal of International Economics, Elsevier, vol. 135(C).
    See citations under working paper version above.
  2. Cesa-Bianchi, Ambrogio & Dickinson, Rosie & Kosem, Sevim & Lloyd, Simon & Manuel, Ed, 2021. "No economy is an island: how foreign shocks affect UK macrofinancial stability," Bank of England Quarterly Bulletin, Bank of England, vol. 61(3), pages 1-1.

    Cited by:

    1. Brenda Guevara & Gabriel Rodríguez & Lorena Yamuca Salvatierra, 2024. "External Shocks and Economic Fluctuations in Peru: Empirical Evidence using Mixture Innovation TVP-VAR-SV Models," Documentos de Trabajo / Working Papers 2024-529, Departamento de Economía - Pontificia Universidad Católica del Perú.

  3. Cesa-Bianchi, Ambrogio & Thwaites, Gregory & Vicondoa, Alejandro, 2020. "Monetary policy transmission in the United Kingdom: A high frequency identification approach," European Economic Review, Elsevier, vol. 123(C).

    Cited by:

    1. Boer, Lukas & Lütkepohl, Helmut, 2021. "Qualitative versus quantitative external information for proxy vector autoregressive analysis," Journal of Economic Dynamics and Control, Elsevier, vol. 127(C).
    2. Stéphane Lhuissier & Urszula Szczerbowicz, 2022. "Monetary Policy and Corporate Debt Structure," Post-Print hal-04459541, HAL.
    3. Motegi, Kaiji & Iitsuka, Yoshitaka, 2023. "Inter-regional dependence of J-REIT stock prices: A heteroscedasticity-robust time series approach," The North American Journal of Economics and Finance, Elsevier, vol. 64(C).
    4. Andersson, Fredrik N. G. & Kilman, Josefin, 2021. "A Study of the Romer and Romer Monetary Policy Shocks Using Revised Data," Working Papers 2021:19, Lund University, Department of Economics.
    5. Koeniger, Winfried & Ramelet, Marc-Antoine, 2018. "Home ownership and monetary policy transmission," CFS Working Paper Series 615, Center for Financial Studies (CFS).
    6. Ricardo Nunes & Ali Ozdagli & Jenny Tang, 2022. "Interest Rate Surprises: A Tale of Two Shocks," Working Papers 2213, Federal Reserve Bank of Dallas.
    7. Khamdan Rifa'i, 2023. "The Economic Impact of the US Unconventional Monetary Policy, Global Commodity Shocks, and Oil Price Shocks on ASEAN 3," International Journal of Energy Economics and Policy, Econjournals, vol. 13(5), pages 616-624, September.
    8. 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.
    9. Lütkepohl, Helmut & Schlaak, Thore, 2021. "Heteroskedastic Proxy Vector Autoregressions," VfS Annual Conference 2021 (Virtual Conference): Climate Economics 242399, Verein für Socialpolitik / German Economic Association.
    10. De Marco, Filippo & Kneer, Christiane & Wieladek, Tomasz, 2021. "The real effects of capital requirements and monetary policy: Evidence from the United Kingdom," Journal of Banking & Finance, Elsevier, vol. 133(C).
    11. Diego A. Comin & Javier Quintana Gonzalez & Tom G. Schmitz & Antonella Trigari, 2020. "A New Measure of Utilization-adjusted TFP Growth for Europe and the United States," NBER Working Papers 28008, National Bureau of Economic Research, Inc.
    12. Sangyup Choi & Tim Willems & Seung Yong Yoo, 2022. "Revisiting the Monetary Transmission Mechanism Through an Industry-Level Differential Approach," IMF Working Papers 2022/017, International Monetary Fund.
    13. Mumtaz, Haroon & Theophilopoulou, Angeliki, 2020. "Monetary policy and wealth inequality over the great recession in the UK. An empirical analysis," European Economic Review, Elsevier, vol. 130(C).
    14. Haroon Mumtaz & Jumana Saleheen & Roxane Spitznagel, 2023. "Keep it Simple: Central Bank Communication and Asset Prices," Working Papers 960, Queen Mary University of London, School of Economics and Finance.
    15. Winfried Koeniger & Benedikt Lennartz & Dr. Marc-Antoine Ramelet, 2021. "On the transmission of monetary policy to the housing market," Working Papers 2021-06, Swiss National Bank.
    16. Martin Geiger & Jochen Güntner, 2022. "The Chronology of Brexit and UK Monetary Policy," Economics working papers 2022-06, Department of Economics, Johannes Kepler University Linz, Austria.
    17. Bussière, Matthieu & Cao, Jin & de Haan, Jakob & Hills, Robert & Lloyd, Simon & Meunier, Baptiste & Pedrono, Justine & Reinhardt, Dennis & Shina, Sonalika & Sowerbutts, Rhiannon & Styrin, Konstantin, 2020. "The interaction between macroprudential policy and monetary policy: overview," Bank of England working papers 886, Bank of England.
    18. Esady, Vania, 2022. "Real and nominal effects of monetary shocks under time-varying disagreement," Bank of England working papers 1007, Bank of England.
    19. Weale, Martin & Wieladek, Tomasz, 2022. "Financial effects of QE and conventional monetary policy compared," Journal of International Money and Finance, Elsevier, vol. 127(C).
    20. Diego Comin & Javier Quintana & Tom Schmitz & Antonella Trigari, 2021. "Measuring TFP: The role of profits, adjustment costs, and capacity utilization," Working Papers 2143, Banco de España.
    21. Tenreyro, Silvana, 2023. "The economy and policy trade-offs," LSE Research Online Documents on Economics 117623, London School of Economics and Political Science, LSE Library.
    22. Betchani H. M. Tchereni & Ahmad Makawa & Fredrick Banda, 2022. "Effectiveness of the Asset Price Channel as a Monetary Policy Transmission Mechanism in Malawi: Evidence from Time Series Data," International Journal of Economics and Financial Issues, Econjournals, vol. 12(5), pages 160-168, September.
    23. Paul Hubert & Becky Maule, 2021. "Policy and Macro Signals from Central Bank Announcements," International Journal of Central Banking, International Journal of Central Banking, vol. 17(2), pages 255-296, June.
    24. Lukas Boer & Helmut Lütkepohl, 2020. "A Simple Instrument for Proxy Vector Autoregressive Analysis," Discussion Papers of DIW Berlin 1905, DIW Berlin, German Institute for Economic Research.
    25. Diego A. Comin & Javier Quintana & Tom G. Schmitz & Antonella Trigari, 2023. "Revisiting Productivity Dynamics in Europe: A New Measure of Utilization-Adjusted TFP Growth," NBER Working Papers 31006, National Bureau of Economic Research, Inc.
    26. 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).
    27. Cantore, Cristiano & Ferroni, Filippo & Mumtaz, Hroon & Theophilopoulou, Angeliki, 2022. "A tail of labour supply and a tale of monetary policy," Bank of England working papers 989, Bank of England.
    28. Benchimol, Jonathan & Gamrasni, Inon & Kahn, Michael & Ribon, Sigal & Saadon, Yossi & Ben-Ze’ev, Noam & Segal, Asaf & Shizgal, Yitzchak, 2022. "The interaction between domestic monetary policy and macroprudential policy in Israel," Economic Modelling, Elsevier, vol. 112(C).
    29. Philippe Andrade & Filippo Ferroni & Leonardo Melosi, 2023. "Identification Using Higher-Order Moments Restrictions," Working Paper Series WP 2023-28, Federal Reserve Bank of Chicago.
    30. Laséen, Stefan, 2020. "Monetary Policy Surprises, Central Bank Information Shocks, and Economic Activity in a Small Open Economy," Working Paper Series 396, Sveriges Riksbank (Central Bank of Sweden).
    31. Andrea Colciago & Riccardo Silvestrini, 2020. "Monetary policy, productivity, and market concentration," Working Papers 685, DNB.
    32. Braun, Robin & Miranda-Agrippino, Silvia & Saha, Tuli, 2023. "Measuring monetary policy in the UK: the UK Monetary Policy Event‑Study Database," Bank of England working papers 1050, Bank of England.
    33. Nick Stenner, 2022. "The Asymmetric Effects of Monetary Policy: Evidence from the United Kingdom," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(3), pages 516-543, June.
    34. Ranjan Kumar Mohanty & N R Bhanumurthy, 2020. "Asymmetric Monetary Policy Transmission in India:Does Financial Friction Matter?," BASE University Working Papers 03/2020, BASE University, Bengaluru, India.
    35. Fanelli, Luca & Marsi, Antonio, 2022. "Sovereign spreads and unconventional monetary policy in the Euro area: A tale of three shocks," European Economic Review, Elsevier, vol. 150(C).
    36. Bunn, Philip & Chadha, Jagjit & Lazarowicz, Thomas & Millard, Stephen & Rockall, Emma, 2021. "Household debt and labour supply," Bank of England working papers 941, Bank of England.
    37. Barria, Rodrigo & Pinter, Gabor, 2023. "Mispricing in inflation markets," Bank of England working papers 1034, Bank of England.

  4. Cesa-Bianchi, Ambrogio & Imbs, Jean & Saleheen, Jumana, 2019. "Finance and synchronization," Journal of International Economics, Elsevier, vol. 116(C), pages 74-87.
    See citations under working paper version above.
  5. Cesa-Bianchi, Ambrogio & Eguren Martin, Fernando & Thwaites, Gregory, 2019. "Foreign booms, domestic busts: The global dimension of banking crises," Journal of Financial Intermediation, Elsevier, vol. 37(C), pages 58-74.
    See citations under working paper version above.
  6. Ambrogio Cesa‐Bianchi & Emilio Fernandez‐Corugedo, 2018. "Uncertainty, Financial Frictions, and Nominal Rigidities: A Quantitative Investigation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(4), pages 603-636, June.
    See citations under working paper version above.
  7. Cesa-Bianchi, Ambrogio & Ferrero, Andrea & Rebucci, Alessandro, 2018. "International credit supply shocks," Journal of International Economics, Elsevier, vol. 112(C), pages 219-237.
    See citations under working paper version above.
  8. Cesa-Bianchi, Ambrogio & Rebucci, Alessandro, 2017. "Does easing monetary policy increase financial instability?," Journal of Financial Stability, Elsevier, vol. 30(C), pages 111-125.
    See citations under working paper version above.
  9. Cesa-Bianchi, Ambrogio & Stratford, Kate, 2016. "How could a shock to growth in China affect growth in the United Kingdom?," Bank of England Quarterly Bulletin, Bank of England, vol. 56(1), pages 4-11.

    Cited by:

    1. Blagrave, Patrick & Vesperoni, Esteban, 2018. "The implications of China’s slowdown for international trade," Journal of Asian Economics, Elsevier, vol. 56(C), pages 36-47.

  10. Ambrogio Cesa‐Bianchi & Luis Felipe Cespedes & Alessandro Rebucci, 2015. "Global Liquidity, House Prices, and the Macroeconomy: Evidence from Advanced and Emerging Economies," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(S1), pages 301-335, March.
    See citations under working paper version above.
  11. Cesa-Bianchi, Ambrogio, 2013. "Housing cycles and macroeconomic fluctuations: A global perspective," Journal of International Money and Finance, Elsevier, vol. 37(C), pages 215-238.
    See citations under working paper version above.
  12. Alessandro Rebucci & Ambrogio Cesa-Bianchi & M. Hashem Pesaran & TengTeng Xu, 2012. "China's Emergence in the World Economy and Business Cycles in Latin America," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, vol. 0(Spring 20), pages 1-75, January.
    See citations under working paper version above.

Chapters

  1. Ambrogio Cesa-Bianchi & Andrea Ferrero & Alessandro Rebucci, 2017. "International Credit Supply Shocks," NBER Chapters, in: NBER International Seminar on Macroeconomics 2017, National Bureau of Economic Research, Inc.
    See citations under working paper version above.Sorry, no citations of chapters recorded.
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