Roy Zilberman
Personal Details
First Name: | Roy |
Middle Name: | |
Last Name: | Zilberman |
Suffix: | |
RePEc Short-ID: | pzi114 |
[This author has chosen not to make the email address public] | |
Lancaster University Management School, Department of Economics, Lancaster LA1 4YX, United Kingdom. | |
Affiliation
Department of Economics
Management School
Lancaster University
Lancaster, United Kingdomhttp://www.lancaster.ac.uk/lums/our-departments/economics/
RePEc:edi:delanuk (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Matteo Ghilardi & Roy Zilberman, 2022.
"Macroeconomic Effects of Dividend Taxation with Investment Credit Limits,"
IMF Working Papers
2022/127, International Monetary Fund.
- Matteo F. Ghilardi & Roy Zilberman, 2024. "Macroeconomic Effects of Dividend Taxation with Investment Credit Limits," Journal of Political Economy Macroeconomics, University of Chicago Press, vol. 2(3), pages 409-448.
- Matteo Ghilardi & Roy Zilberman, 2023. "Macroeconomic Effects of Dividend Taxation with Investment Credit Limits," Working Papers 387012802, Lancaster University Management School, Economics Department.
- Matteo F. Ghilardi & Roy Zilberman, 2022. "Macroeconomic Effects of Dividend Taxation with Investment Credit Limits," Working Papers 359000594, Lancaster University Management School, Economics Department.
- William John Tayler & Roy Zilberman, 2019.
"Unconventional Policies in State-Contingent Liquidity Traps,"
Working Papers
257107351, Lancaster University Management School, Economics Department.
- William Tayler & Roy Zilberman, 2023. "Unconventional Policies in State-Contingent Liquidity Traps," Working Papers 400233890, Lancaster University Management School, Economics Department.
- William Tayler & Roy Zilberman, 2017. "Unconventional Taxation Policy, Financial Frictions and Liquidity Traps," EcoMod2017 10741, EcoMod.
- William John Tayler & Roy Zilberman, 2017. "Taxation, Credit Spreads and Liquidity Traps," Working Papers 173174116, Lancaster University Management School, Economics Department.
- Tayler, William & Zilberman , Roy, 2016.
"Macroprudential regulation, credit spreads and the role of monetary policy,"
Bank of England working papers
599, Bank of England.
- Tayler, William J. & Zilberman, Roy, 2016. "Macroprudential regulation, credit spreads and the role of monetary policy," Journal of Financial Stability, Elsevier, vol. 26(C), pages 144-158.
- Tayler, William & Zilberman, Roy, 2014.
"Macroprudential Regulation and the Role of Monetary Policy,"
Dynare Working Papers
37, CEPREMAP.
- Tayler, William & Zilberman, Roy, 2014. "Macroprudential Regulation and the Role of Monetary Policy," EconStor Preprints 95230, ZBW - Leibniz Information Centre for Economics.
- William Tayler & Roy Zilberman, 2014. "Macroprudential regulation and the role of monetary policy," Working Papers 63933064, Lancaster University Management School, Economics Department.
- Tayler, William & Zilberman, Roy, 2014. "Macroprudential Regulation and the Role of Monetary Policy," MPRA Paper 54885, University Library of Munich, Germany.
- William John Tayler & Roy Zilberman, 2014. "Financial Shocks, Loan Loss Provisions and Macroeconomic Stability," Working Papers 124138133, Lancaster University Management School, Economics Department.
- Pierre-Richard Agénor & Roy Zilberman, 2013.
"Loan Loss Provisioning Rules, Procyclicality, and Financial Volatility,"
Centre for Growth and Business Cycle Research Discussion Paper Series
184, Economics, The University of Manchester.
- Agénor, Pierre-Richard & Zilberman, Roy, 2015. "Loan Loss Provisioning Rules, Procyclicality, and Financial Volatility," Journal of Banking & Finance, Elsevier, vol. 61(C), pages 301-315.
- Roy Zilberman, 2012. "Supply Shocks and the Cyclical Behaviour of Bank Lending Rates under the Basel Accords," Centre for Growth and Business Cycle Research Discussion Paper Series 161, Economics, The University of Manchester.
Articles
- Matteo F. Ghilardi & Roy Zilberman, 2024.
"Macroeconomic Effects of Dividend Taxation with Investment Credit Limits,"
Journal of Political Economy Macroeconomics, University of Chicago Press, vol. 2(3), pages 409-448.
- Matteo Ghilardi & Roy Zilberman, 2023. "Macroeconomic Effects of Dividend Taxation with Investment Credit Limits," Working Papers 387012802, Lancaster University Management School, Economics Department.
- Matteo F. Ghilardi & Roy Zilberman, 2022. "Macroeconomic Effects of Dividend Taxation with Investment Credit Limits," Working Papers 359000594, Lancaster University Management School, Economics Department.
- Matteo Ghilardi & Roy Zilberman, 2022. "Macroeconomic Effects of Dividend Taxation with Investment Credit Limits," IMF Working Papers 2022/127, International Monetary Fund.
- Ghilardi, Matteo F. & Zilberman, Roy, 2024. "Dividend Taxation and Financial Business Cycles," Economics Letters, Elsevier, vol. 238(C).
- Tayler, William J. & Zilberman, Roy, 2021. "Optimal Loan Loss Provisions and Welfare," Journal of Macroeconomics, Elsevier, vol. 69(C).
- Tayler, William J. & Zilberman, Roy, 2016.
"Macroprudential regulation, credit spreads and the role of monetary policy,"
Journal of Financial Stability, Elsevier, vol. 26(C), pages 144-158.
- Tayler, William & Zilberman , Roy, 2016. "Macroprudential regulation, credit spreads and the role of monetary policy," Bank of England working papers 599, Bank of England.
- Agénor, Pierre-Richard & Zilberman, Roy, 2015.
"Loan Loss Provisioning Rules, Procyclicality, and Financial Volatility,"
Journal of Banking & Finance, Elsevier, vol. 61(C), pages 301-315.
- Pierre-Richard Agénor & Roy Zilberman, 2013. "Loan Loss Provisioning Rules, Procyclicality, and Financial Volatility," Centre for Growth and Business Cycle Research Discussion Paper Series 184, Economics, The University of Manchester.
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.Working papers
- Matteo Ghilardi & Roy Zilberman, 2022.
"Macroeconomic Effects of Dividend Taxation with Investment Credit Limits,"
IMF Working Papers
2022/127, International Monetary Fund.
- Matteo F. Ghilardi & Roy Zilberman, 2024. "Macroeconomic Effects of Dividend Taxation with Investment Credit Limits," Journal of Political Economy Macroeconomics, University of Chicago Press, vol. 2(3), pages 409-448.
- Matteo Ghilardi & Roy Zilberman, 2023. "Macroeconomic Effects of Dividend Taxation with Investment Credit Limits," Working Papers 387012802, Lancaster University Management School, Economics Department.
- Matteo F. Ghilardi & Roy Zilberman, 2022. "Macroeconomic Effects of Dividend Taxation with Investment Credit Limits," Working Papers 359000594, Lancaster University Management School, Economics Department.
Cited by:
- Pham, Ngoc-Sang, 2023.
"Intertemporal equilibrium with physical capital and financial asset: Role of dividend taxation,"
Mathematical Social Sciences, Elsevier, vol. 123(C), pages 95-104.
- Ngoc-Sang Pham, 2023. "Intertemporal equilibrium with physical capital and financial asset: role of dividend taxation," Post-Print halshs-04033250, HAL.
- Pham, Ngoc-Sang, 2023. "Intertemporal equilibrium with physical capital and financial asset: role of dividend taxation," MPRA Paper 117131, University Library of Munich, Germany.
- Tayler, William & Zilberman , Roy, 2016.
"Macroprudential regulation, credit spreads and the role of monetary policy,"
Bank of England working papers
599, Bank of England.
- Tayler, William J. & Zilberman, Roy, 2016. "Macroprudential regulation, credit spreads and the role of monetary policy," Journal of Financial Stability, Elsevier, vol. 26(C), pages 144-158.
Cited by:
- Rizwan, Muhammad Suhail, 2021. "Macroprudential regulations and systemic risk: Does the one-size-fits-all approach work?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 74(C).
- Khoshnevis , Maryam & Ahmadyan , Azam, 2017. "Modeling Basel Regulatory in DSGE with Emphasis on Adequacy Regulatory," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 12(4), pages 379-407, October.
- David Aikman & Julia Giese & Sujit Kapadia & Michael McLeay, 2023.
"Targeting Financial Stability: Macroprudential or Monetary Policy?,"
International Journal of Central Banking, International Journal of Central Banking, vol. 19(1), pages 159-242, March.
- Aikman, David & Giese, Julia & Kapadia, Sujit & McLeay, Michael, 2018. "Targeting financial stability: macroprudential or monetary policy?," Bank of England working papers 734, Bank of England.
- Aikman, David & Giese, Julia & Kapadia, Sujit & McLeay, Michael, 2019. "Targeting financial stability: macroprudential or monetary policy?," Working Paper Series 2278, European Central Bank.
- Vasco Gabriel, 2021.
"Institutional Arrangements and Inflation Bias: A Dynamic Heterogeneous Panel Approach,"
Working Papers
w202106, Banco de Portugal, Economics and Research Department.
- Vasco J. Gabriel & Ioannis Lazopoulos & Diana Lima, 2023. "Institutional Arrangements and Inflation Bias: A Dynamic Heterogeneous Panel Approach," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(1), pages 43-76, February.
- Du, Brian & Serrano, Alejandro & Vianna, Andre, 2018. "Institutional development and foreign banks in Chile," International Review of Financial Analysis, Elsevier, vol. 58(C), pages 166-178.
- Badarau, Cristina & Carias, Marcos & Figuet, Jean-Marc, 2020. "Cross-border spillovers of macroprudential policy in the Euro area," The Quarterly Review of Economics and Finance, Elsevier, vol. 77(C), pages 1-13.
- Hollander, Hylton, 2017. "Macroprudential policy with convertible debt," Journal of Macroeconomics, Elsevier, vol. 54(PB), pages 285-305.
- Sivec, Vasja & Volk, Matjaz & Chen, Yi-An, 2018. "Empirical Evidence on the Effectiveness of Capital Buffer Release," MPRA Paper 84323, University Library of Munich, Germany, revised 02 Jan 2018.
- Lim, King Yoong & Liu, Chunping & Zhang, Shuonan, 2024.
"Optimal central banking policies: Envisioning the post-digital yuan economy with loan prime rate-setting,"
Emerging Markets Review, Elsevier, vol. 59(C).
- King Yoong Lim & Chunping Liu & Shuonan Zhang, 2021. "Optimal Central Banking Policies: Envisioning the Post-Digital Yuan Economy with Loan Prime Rate-setting," NBS Discussion Papers in Economics 2021/02, Economics, Nottingham Business School, Nottingham Trent University.
- Bekiros, Stelios & Nilavongse, Rachatar & Uddin, Gazi Salah, 2020. "Expectation-driven house prices and debt defaults: The effectiveness of monetary and macroprudential policies," Journal of Financial Stability, Elsevier, vol. 49(C).
- Pengfei Jia & King Yoong Lim, 2021. "The stabilization role of police spending in a neo‐Keynesian economy with credit market imperfections," Scottish Journal of Political Economy, Scottish Economic Society, vol. 68(1), pages 103-125, February.
- Ioannis Lazopoulos & Vasco J. Gabriel, 2019.
"Policy Mandates and Institutional Architecture,"
School of Economics Discussion Papers
0419, School of Economics, University of Surrey.
- Lazopoulos, Ioannis & Gabriel, Vasco, 2019. "Policy mandates and institutional architecture," Journal of Banking & Finance, Elsevier, vol. 100(C), pages 122-134.
- Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick, 2018.
"Financial stability: To Regulate or Not? A public choice inquiry,"
Cardiff Economics Working Papers
E2018/4, Cardiff University, Cardiff Business School, Economics Section.
- Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick, 2018. "Financial stability: To regulate or not? A public choice inquiry," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 57(C), pages 127-140.
- William John Tayler & Roy Zilberman, 2017. "Taxation, Credit Spreads and Liquidity Traps," Working Papers 173174116, Lancaster University Management School, Economics Department.
- Ben-Haim, Yakov & Demertzis, Maria & Van den End, Jan Willem, 2018. "Evaluating monetary policy rules under fundamental uncertainty: An info-gap approach," Economic Modelling, Elsevier, vol. 73(C), pages 55-70.
- José Abad & Antonio I Garcia Pascual, 2022. "Usability of Bank Capital Buffers: The Role of Market Expectations," IMF Working Papers 2022/021, International Monetary Fund.
- Lorenčič Eva & Festić Mejra, 2021. "The Impact of Seven Macroprudential Policy Instruments on Financial Stability in Six Euro Area Economies," Review of Economic Perspectives, Sciendo, vol. 21(3), pages 259-290, September.
- Darracq Pariès, Matthieu & Körner, Jenny & Papadopoulou, Niki, 2019.
"Empowering central bank asset purchases: The role of financial policies,"
Working Paper Series
2237, European Central Bank.
- Matthieu Darracq Paries & Jenny Korner & Niki Papadopoulou, 2019. "Empowering Central Bank Asset Purchases: The Role of Financial Policies," Working Papers 2019-1, Central Bank of Cyprus.
- Hodula, Martin & Libich, Jan, 2023. "Has monetary policy fueled the rise in shadow banking?," Economic Modelling, Elsevier, vol. 123(C).
- Benbouzid, Nadia & Kumar, Abhishek & Mallick, Sushanta K. & Sousa, Ricardo M. & Stojanovic, Aleksandar, 2022.
"Bank credit risk and macro-prudential policies: role of counter-cyclical capital buffer,"
LSE Research Online Documents on Economics
117539, London School of Economics and Political Science, LSE Library.
- Benbouzid, Nadia & Kumar, Abhishek & Mallick, Sushanta K. & Sousa, Ricardo M. & Stojanovic, Aleksandar, 2022. "Bank credit risk and macro-prudential policies: Role of counter-cyclical capital buffer," Journal of Financial Stability, Elsevier, vol. 63(C).
- van Holle, Frederiek, 2017. "Essays in empirical finance and monetary policy," Other publications TiSEM 30d11a4b-7bc9-4c81-ad24-5, Tilburg University, School of Economics and Management.
- Malovaná, Simona & Hodula, Martin & Gric, Zuzana & Bajzík, Josef, 2023.
"Macroprudential policy in central banks: Integrated or separate? Survey among academics and central bankers,"
Journal of Financial Stability, Elsevier, vol. 65(C).
- Simona Malovana & Martin Hodula & Zuzana Gric & Josef Bajzik, 2021. "Macroprudential Policy in Central Banks: Integrated or Separate? Survey Among Academics and Central Bankers," Research and Policy Notes 2021/04, Czech National Bank.
- Ben-Gad, M. & Pearlman, J. & Sabuga, I., 2021.
"An Analysis of Monetary and Macroprudential Policies in a DSGE Model with Reserve Requirements and Mortgage Lending,"
Working Papers
21/04, Department of Economics, City University London.
- Ben-Gad, Michael & Pearlman, Joseph & Sabuga, Ivy, 2022. "An analysis of monetary and macroprudential policies in a DSGE model with reserve requirements and mortgage lending," Economic Modelling, Elsevier, vol. 116(C).
- Tayler, William J. & Zilberman, Roy, 2021. "Optimal Loan Loss Provisions and Welfare," Journal of Macroeconomics, Elsevier, vol. 69(C).
- Górajski, Mariusz & Kuchta, Zbigniew, 2023. "Coordination and non-coordination risks of monetary and macroprudential authorities: A robust welfare analysis," The North American Journal of Economics and Finance, Elsevier, vol. 67(C).
- Borsuk, Marcin & Budnik, Katarzyna & Volk, Matjaz, 2020. "Buffer use and lending impact," Macroprudential Bulletin, European Central Bank, vol. 11.
- Mascia, Danilo V. & Rossi, Stefania P.S., 2017. "Is there a gender effect on the cost of bank financing?," Journal of Financial Stability, Elsevier, vol. 31(C), pages 136-153.
- King Yoong Lim & Pengfei Jia, 2019. "Police spending and economic stabilization in a monetary economy with crime and differential human capital," NBS Discussion Papers in Economics 2019/02, Economics, Nottingham Business School, Nottingham Trent University.
- Pedro Manuel Nogueira Reis & António Pedro Soares Pinto, 2022. "How Do Banking Characteristics Influence Companies’ Debt Features and Performance during COVID-19? A Study of Portuguese Firms," IJFS, MDPI, vol. 10(4), pages 1-29, October.
- William Tayler & Roy Zilberman, 2017. "Unconventional Taxation Policy, Financial Frictions and Liquidity Traps," EcoMod2017 10741, EcoMod.
- Martin Hodula & Ngoc Anh Ngo, 2021. "Does Macroprudential Policy Leak? Evidence from Non-Bank Credit Intermediation in EU Countries," Working Papers 2021/5, Czech National Bank.
- Shaun de Jager & Riaan Ehlers & Keabetswe Mojapelo & Pieter Pienaar, 2021. "Shortterm impacts and interaction of macroprudential policy tools," Working Papers 11020, South African Reserve Bank.
- William John Tayler & Roy Zilberman, 2019.
"Unconventional Policies in State-Contingent Liquidity Traps,"
Working Papers
257107351, Lancaster University Management School, Economics Department.
- William Tayler & Roy Zilberman, 2023. "Unconventional Policies in State-Contingent Liquidity Traps," Working Papers 400233890, Lancaster University Management School, Economics Department.
- 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.
- Leighton Vaughan Williams & Chunping Liu & Hannah Gerrard, 2019. "How well do Elo-based ratings predict professional tennis matches?," NBS Discussion Papers in Economics 2019/03, Economics, Nottingham Business School, Nottingham Trent University.
- Chrysanthopoulou Xakousti & Mylonidis Nikolaos & Sidiropoulos Moise, 2024. "Regulatory capital requirements, inflation targeting, and equilibrium determinacy," Working Papers of BETA 2024-05, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- Douglas da Rosa München & Herbert Kimura, 2020. "Regulatory Banking Leverage: what do you know?," Working Papers Series 540, Central Bank of Brazil, Research Department.
- Muhammad Suhail Rizwan & Anum Qureshi & Irfan Ullah Sahibzada, 2024. "Macro-prudential regulations and systemic risk: the role of country-level governance indicators," Journal of Banking Regulation, Palgrave Macmillan, vol. 25(3), pages 305-325, September.
- Tayler, William & Zilberman, Roy, 2014.
"Macroprudential Regulation and the Role of Monetary Policy,"
Dynare Working Papers
37, CEPREMAP.
- Tayler, William & Zilberman, Roy, 2014. "Macroprudential Regulation and the Role of Monetary Policy," EconStor Preprints 95230, ZBW - Leibniz Information Centre for Economics.
- William Tayler & Roy Zilberman, 2014. "Macroprudential regulation and the role of monetary policy," Working Papers 63933064, Lancaster University Management School, Economics Department.
- Tayler, William & Zilberman, Roy, 2014. "Macroprudential Regulation and the Role of Monetary Policy," MPRA Paper 54885, University Library of Munich, Germany.
Cited by:
- Emmanuel Carré & Jézabel Couppey-Soubeyran & Salim Dehmej, 2015.
"La coordination entre politique monétaire et politique macroprudentielle. Que disent les modèles DSGE ?,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
hal-01299318, HAL.
- Emmanuel Carré & Jézabel Couppey-Soubeyran & Salim Dehmej, 2015. "La coordination entre politique monétaire et politique macroprudentielle. Que disent les modèles DSGE ?," Post-Print hal-01299318, HAL.
- Emmanuel Carré & Jézabel Couppey-Soubeyran & Salim Dehmej, 2015. "La coordination entre politique monétaire et politique macroprudentielle. Que disent les modèles dsge ?," Revue économique, Presses de Sciences-Po, vol. 66(3), pages 541-572.
- Emna Trabelsi, 2022.
"Macroprudential Transparency and Price Stability in Emerging and Developing Countries,"
Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 11(1), pages 105-129.
- Emna Trabelsi, 2021. "Macroprudential Transparency And Price Stability In Emerging And Developing Countries," Post-Print hal-03566224, HAL.
- William John Tayler & Roy Zilberman, 2014.
"Financial Shocks, Loan Loss Provisions and Macroeconomic Stability,"
Working Papers
124138133, Lancaster University Management School, Economics Department.
Cited by:
- Lilit Popoyan & Mauro Napoletano & Andrea Roventini, 2015.
"Taming macroeconomic instability: Monetary and macro prudential policy interactions in an agent-based model,"
Working Papers
hal-03459508, HAL.
- Lilit Popoyan & Mauro Napoletano & Andrea Roventini, 2015. "Taming Macroeconomic Instability: Monetary and Macro Prudential Policy Interactions in an Agent-Based Model," LEM Papers Series 2015/33, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Lilit Popoyan & Mauro Napoletano & Andrea Roventini, 2015. "Taming macroeconomic instability: Monetary and macro prudential policy interactions in an agent-based model," SciencePo Working papers Main hal-03459508, HAL.
- Popoyan, Lilit & Napoletano, Mauro & Roventini, Andrea, 2017. "Taming macroeconomic instability: Monetary and macro-prudential policy interactions in an agent-based model," Journal of Economic Behavior & Organization, Elsevier, vol. 134(C), pages 117-140.
- Lilit Popoyan & Mauro Napoletano & Andrea Roventini, 2015. "Taming macroeconomic instability : monetary and macro prudential policy interactions in an agent-based model," Documents de Travail de l'OFCE 2015-32, Observatoire Francais des Conjonctures Economiques (OFCE).
- Francesco Lamperti & Antoine Mandel & Mauro Napoletano & Alessandro Sapio & Andrea Roventini & Tomas Balint & Igor Khorenzhenko, 2017.
"Taming macroeconomic instability,"
Post-Print
hal-03399574, HAL.
- Francesco Lamperti & Antoine Mandel & Mauro Napoletano & Alessandro Sapio & Andrea Roventini & Tomas Balint & Igor Khorenzhenko, 2017. "Taming macroeconomic instability," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-03399574, HAL.
- Francesco Lamperti & Antoine Mandel & Mauro Napoletano & Alessandro Sapio & Andrea Roventini & Tomas Balint & Igor Khorenzhenko, 2017. "Taming macroeconomic instability," SciencePo Working papers Main hal-03399574, HAL.
- Francesco Lamperti & Antoine Mandel & Mauro Napoletano & Alessandro Sapio & Andrea Roventini & Tomas Balint & Igor Khorenzhenko, 2017. "Taming macroeconomic instability," PSE-Ecole d'économie de Paris (Postprint) hal-03399574, HAL.
- Indrani Manna, 2018. "Can We Still Lean Against the Wind?," Open Economies Review, Springer, vol. 29(2), pages 223-259, April.
- Malgorzata Olszak & Iwona Kowalska & Patrycja Chodnicka-Jaworska & Filip Switala, 2016. "Bank-Specific Determinants Of Sensitivity Of Loan-Loss Provisions To Business Cycle," Faculty of Management Working Paper Series 32016, University of Warsaw, Faculty of Management.
- Brancaccio, Emiliano & Califano, Andrea & Lopreite, Milena & Moneta, Alessio, 2020. "Nonperforming loans and competing rules of monetary policy: A statistical identification approach," Structural Change and Economic Dynamics, Elsevier, vol. 53(C), pages 127-136.
- Pool, Sebastiaan & de Haan, Leo & Jacobs, Jan P.A.M., 2015. "Loan loss provisioning, bank credit and the real economy," Journal of Macroeconomics, Elsevier, vol. 45(C), pages 124-136.
- Lilit Popoyan, 2020. "Macroprudential Policy: a Blessing or a Curse?," Review of Economics and Institutions, Università di Perugia, vol. 11(1-2).
- Lilit Popoyan & Mauro Napoletano & Andrea Roventini, 2015.
"Taming macroeconomic instability: Monetary and macro prudential policy interactions in an agent-based model,"
Working Papers
hal-03459508, HAL.
- Pierre-Richard Agénor & Roy Zilberman, 2013.
"Loan Loss Provisioning Rules, Procyclicality, and Financial Volatility,"
Centre for Growth and Business Cycle Research Discussion Paper Series
184, Economics, The University of Manchester.
- Agénor, Pierre-Richard & Zilberman, Roy, 2015. "Loan Loss Provisioning Rules, Procyclicality, and Financial Volatility," Journal of Banking & Finance, Elsevier, vol. 61(C), pages 301-315.
Cited by:
- Pierre-Richard Agénor & Enisse Kharroubi & Leonardo Gambacorta & Giovanni Lombardo & Luiz Awazu Pereira da Silva, 2017.
"The international dimensions of macroprudential policies,"
BIS Working Papers
643, Bank for International Settlements.
- Gambacorta, Leonardo & Agénor, Pierre-Richard & Kharroubi, Enisse & Lombardo, Giovanni & Pereira da Silva, Luiz A., 2017. "The International Dimensions of Macroprudential Policies," CEPR Discussion Papers 12108, C.E.P.R. Discussion Papers.
- Jose Arias & Oleksandr Talavera & Andriy Tsapin, 2020. "Bank Liquidity and Exposure to Industry Shocks," Discussion Papers 20-16, Department of Economics, University of Birmingham.
- Tristan Brouwer & Job Huttenhuis & Ralph ter Hoeven, 2021. "Empirical results for expected credit losses of G-SIBs during COVID-19. The proof of the pudding is in the eating," Maandblad Voor Accountancy en Bedrijfseconomie Articles, Maandblad Voor Accountancy en Bedrijfseconomie, vol. 95(11-12), pages 381-396, December.
- Frache, Serafín & García-Cicco, Javier & Ponce, Jorge, 2023.
"Countercyclical prudential tools in an estimated DSGE model,"
Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 4(3).
- Serafín Frache & Jorge Ponce & Javier Garcia Cicco, 2017. "Countercyclical prudential tools in an estimated DSGE model," Documentos de trabajo 2017001, Banco Central del Uruguay.
- Serafín Frache & Javier García-Cicco & Jorge Ponce, 2017. "Countercyclical Prudential Tools in an Estimated DSGE Model," Documentos de Trabajo (working papers) 0917, Department of Economics - dECON.
- Hassan Mazengera, 2017. "Derivation Of A Stochastic Loan Repayment Model For Valuing A Revenue-Based Loan Contract," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 12(03), pages 1-29, September.
- Zhang, Xingmin & Fu, Qiang & Lu, Liping & Wang, Qingyu & Zhang, Shuai, 2021. "Bank liquidity creation, network contagion and systemic risk: Evidence from Chinese listed banks," Journal of Financial Stability, Elsevier, vol. 53(C).
- Bátiz-Zuk Enrique & Mohamed Abdulkadir & Sánchez-Cajal Fátima, 2021. "Exploring the sources of loan default clustering using survival analysis with frailty," Working Papers 2021-14, Banco de México.
- Wei, Xiaoyun & Han, Liyan, 2020. "Targeted reduction in reserve requirement ratio and optimal monetary policy in China," International Review of Economics & Finance, Elsevier, vol. 69(C), pages 209-230.
- Indrani Manna, 2018. "Can We Still Lean Against the Wind?," Open Economies Review, Springer, vol. 29(2), pages 223-259, April.
- Raffaela Casciello & Marco Maffei & David A. Ziebart, 2024. "Regulatory and contextual factors influencing earnings and capital management decisions: evidence from the European banking sector," Review of Quantitative Finance and Accounting, Springer, vol. 63(1), pages 87-146, July.
- Lucas Mahieux & Haresh Sapra & Gaoqing Zhang, 2023. "CECL: Timely Loan Loss Provisioning and Bank Regulation," Journal of Accounting Research, Wiley Blackwell, vol. 61(1), pages 3-46, March.
- Oscar Valencia & Daniel Osorio & Pablo Garay, 2017.
"The role of capital requirements and credit composition in the transmission of macroeconomic and financial shocks,"
Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 35(84), pages 203-221, December.
- Oscar Valencia & Daniel Osorio & Pablo Garay, 2017. "The role of capital requirements and credit composition in the transmission of macroeconomic and financial shocks," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 35(84), pages 203-221, December.
- Oscar Valencia & Daniel Osorio & Pablo Garay, 2016. "The Role of Capital Requirements and Credit Composition in the Transmission of Macroeconomic and Financial Shocks," Borradores de Economia 954, Banco de la Republica de Colombia.
- Pierre‐Richard Agénor & Timothy Jackson & Enisse Kharroubi & Leonardo Gambacorta & Giovanni Lombardo & Luiz A. Pereira Da Silva, 2021. "Assessing the Gains from International Macroprudential Policy Cooperation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(7), pages 1819-1866, October.
- Pierre-Richard Agénor & Alessandro Flamini, 2016.
"Institutional Mandates for Macroeconomic and Financial Stability,"
Centre for Growth and Business Cycle Research Discussion Paper Series
231, Economics, The University of Manchester.
- Agénor, Pierre-Richard & Flamini, Alessandro, 2022. "Institutional mandates for macroeconomic and financial stability," Journal of Financial Stability, Elsevier, vol. 62(C).
- Carmela D’Avino, 2020. "Global Banking and Macroprudential Policy: New Evidence on U.S. Banks," Journal of Economic Issues, Taylor & Francis Journals, vol. 54(4), pages 1095-1121, October.
- Agénor, Pierre-Richard & Pereira da Silva, Luiz, 2017.
"Cyclically adjusted provisions and financial stability,"
Journal of Financial Stability, Elsevier, vol. 28(C), pages 143-162.
- Pierre-Richard Agénor & L. Pereira da Silva, 2015. "Cyclically Adjusted Provisions and Financial Stability," Centre for Growth and Business Cycle Research Discussion Paper Series 216, Economics, The University of Manchester.
- Agénor, Pierre-Richard & Pereira da Silva, Luiz A., 2016. "Cyclically Adjusted Provisions and Financial Stability," IDB Publications (Working Papers) 7619, Inter-American Development Bank.
- Tayler, William J. & Zilberman, Roy, 2021. "Optimal Loan Loss Provisions and Welfare," Journal of Macroeconomics, Elsevier, vol. 69(C).
- Primus, Keyra, 2017. "Excess reserves, monetary policy and financial volatility," Journal of Banking & Finance, Elsevier, vol. 74(C), pages 153-168.
- Fatouh, Mahmoud & Giansante, Simone, 2023. "The cyclicality of bank credit losses and capital ratios under expected loss model," Bank of England working papers 1013, Bank of England.
- Ozili, Peterson K, 2019. "Bank Income Smoothing, Institutions and Corruption," MPRA Paper 92339, University Library of Munich, Germany.
- Danisman, Gamze Ozturk & Ersan, Oguz & Demir, Ender, 2020. "Economic policy uncertainty and bank credit growth: Evidence from European banks," Journal of Multinational Financial Management, Elsevier, vol. 57.
- Pool, Sebastiaan & de Haan, Leo & Jacobs, Jan P.A.M., 2015. "Loan loss provisioning, bank credit and the real economy," Journal of Macroeconomics, Elsevier, vol. 45(C), pages 124-136.
- Ren, Meixu & Ke, Konglin & Yu, Xin & Zhao, Jinxuan, 2023. "Local governments' economic growth target pressure and bank loan loss provision: Evidence from China," International Review of Economics & Finance, Elsevier, vol. 87(C), pages 1-14.
- Degryse, Hans & Huylebroek, Cédric, 2023. "Fiscal support and banks’ loan loss provisions during the COVID-19 crisis," Journal of Financial Stability, Elsevier, vol. 67(C).
- Apergis, Nicholas & Chatziantoniou, Ioannis, 2021. "Credit supply conditions and business cycles: New evidence from bank lending survey data," Research in International Business and Finance, Elsevier, vol. 55(C).
- Ozili, Peterson K., 2019. "Bank income smoothing, institutions and corruption," Research in International Business and Finance, Elsevier, vol. 49(C), pages 82-99.
- Mohd Afandi Abu Bakar* & Noormahayu Mohd Nasir & Farrah Dina Abd Razak & Nor Samsinar Kamsi & Asmalia Che Ahmad, 2018. "Provision for Bad & Doubtful Financing and Contingency Reserve Management: Assessing Resilient and Stable Islamic Banks," The Journal of Social Sciences Research, Academic Research Publishing Group, pages 621-627:6.
- Agnesa Krasniqi Pervetica & Skender Ahmeti, 2023. "The Effect of Financial Risk Management on the Financial Performance of Commercial Banks in Western Balkan Before and During COVID-19," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 7, pages 179-190.
- Silva, Felipe Bastos Gurgel, 2021. "Fiscal Deficits, Bank Credit Risk, and Loan-Loss Provisions," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 56(5), pages 1537-1589, August.
- Manuela M. Dantas & Kenneth J. Merkley & Felipe B. G. Silva, 2023. "Government Guarantees and Banks’ Income Smoothing," Journal of Financial Services Research, Springer;Western Finance Association, vol. 63(2), pages 123-173, April.
Articles
- Matteo F. Ghilardi & Roy Zilberman, 2024.
"Macroeconomic Effects of Dividend Taxation with Investment Credit Limits,"
Journal of Political Economy Macroeconomics, University of Chicago Press, vol. 2(3), pages 409-448.
See citations under working paper version above.
- Matteo Ghilardi & Roy Zilberman, 2023. "Macroeconomic Effects of Dividend Taxation with Investment Credit Limits," Working Papers 387012802, Lancaster University Management School, Economics Department.
- Matteo F. Ghilardi & Roy Zilberman, 2022. "Macroeconomic Effects of Dividend Taxation with Investment Credit Limits," Working Papers 359000594, Lancaster University Management School, Economics Department.
- Matteo Ghilardi & Roy Zilberman, 2022. "Macroeconomic Effects of Dividend Taxation with Investment Credit Limits," IMF Working Papers 2022/127, International Monetary Fund.
- Tayler, William J. & Zilberman, Roy, 2021.
"Optimal Loan Loss Provisions and Welfare,"
Journal of Macroeconomics, Elsevier, vol. 69(C).
Cited by:
- Degryse, Hans & Huylebroek, Cédric, 2023. "Fiscal support and banks’ loan loss provisions during the COVID-19 crisis," Journal of Financial Stability, Elsevier, vol. 67(C).
- Tayler, William J. & Zilberman, Roy, 2016.
"Macroprudential regulation, credit spreads and the role of monetary policy,"
Journal of Financial Stability, Elsevier, vol. 26(C), pages 144-158.
See citations under working paper version above.
- Tayler, William & Zilberman , Roy, 2016. "Macroprudential regulation, credit spreads and the role of monetary policy," Bank of England working papers 599, Bank of England.
- Agénor, Pierre-Richard & Zilberman, Roy, 2015.
"Loan Loss Provisioning Rules, Procyclicality, and Financial Volatility,"
Journal of Banking & Finance, Elsevier, vol. 61(C), pages 301-315.
See citations under working paper version above.
- Pierre-Richard Agénor & Roy Zilberman, 2013. "Loan Loss Provisioning Rules, Procyclicality, and Financial Volatility," Centre for Growth and Business Cycle Research Discussion Paper Series 184, Economics, The University of Manchester.
More information
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Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 11 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-DGE: Dynamic General Equilibrium (10) 2013-06-24 2014-04-05 2014-04-11 2014-09-25 2016-05-14 2017-06-11 2019-03-04 2022-09-05 2023-06-26 2023-11-27. Author is listed
- NEP-CBA: Central Banking (9) 2012-03-08 2013-06-24 2014-04-05 2014-04-11 2014-09-25 2016-05-14 2017-06-11 2019-03-04 2023-11-27. Author is listed
- NEP-BAN: Banking (7) 2012-03-08 2013-06-24 2014-04-05 2014-04-11 2014-09-25 2016-05-14 2023-11-27. Author is listed
- NEP-MAC: Macroeconomics (7) 2014-04-05 2014-04-11 2014-09-25 2016-05-14 2017-06-11 2019-03-04 2023-11-27. Author is listed
- NEP-MON: Monetary Economics (7) 2014-04-05 2014-04-11 2014-09-25 2016-05-14 2017-06-11 2019-03-04 2023-11-27. Author is listed
- NEP-PBE: Public Economics (2) 2022-09-05 2023-06-26
- NEP-PUB: Public Finance (2) 2022-09-05 2023-06-26
- NEP-CFN: Corporate Finance (1) 2022-09-05
- NEP-CTA: Contract Theory and Applications (1) 2012-03-08
- NEP-FDG: Financial Development and Growth (1) 2022-09-05
- NEP-GER: German Papers (1) 2014-04-11
- NEP-OPM: Open Economy Macroeconomics (1) 2014-04-11
- NEP-REG: Regulation (1) 2014-09-25
- NEP-RMG: Risk Management (1) 2012-03-08
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