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Silvia Miranda-Agrippino

Personal Details

First Name:Silvia
Middle Name:
Last Name:Miranda-Agrippino
Suffix:
RePEc Short-ID:pmi740
http://silviamirandaagrippino.com/
Terminal Degree: Innocenzo Gasparini Institute for Economic Research (IGIER); Università Commerciale Luigi Bocconi (from RePEc Genealogy)

Affiliation

Bank of England

London, United Kingdom
http://www.bankofengland.co.uk/

: +44 (0)20 3461 4878
+44 (0)20 3461 4771
Threadneedle Street, London EC2R 8AH
RePEc:edi:boegvuk (more details at EDIRC)

Research output

as
Jump to: Working papers Chapters

Working papers

  1. Silvia Miranda-Agrippino & Giovanni Ricco, 2018. "Bayesian Vector Autoregressions," Discussion Papers 1808, Centre for Macroeconomics (CFM).
  2. Silvia Miranda-Agrippino & Giovanni Ricco, 2015. "The Transmission of Monetary Policy Shocks," Discussion Papers 1711, Centre for Macroeconomics (CFM), revised Feb 2017.
  3. Miranda-Agrippino, Silvia & Rey, Hélène, 2015. "World Asset Markets and the Global Financial Cycle," CEPR Discussion Papers 10936, C.E.P.R. Discussion Papers.
  4. Silvia Miranda-Agrippino, 2015. "Unsurprising Shocks: Information, Premia, and the Monetary Transmission," Discussion Papers 1613, Centre for Macroeconomics (CFM), revised Apr 2016.
  5. Silvia Miranda-Agrippino & Hélène Rey, 2015. "US Monetary Policy and the Global Financial Cycle," NBER Working Papers 21722, National Bureau of Economic Research, Inc.

Chapters

  1. Silvia Miranda Agrippino & Hélène Rey, 2013. "Funding Flows and Credit in Carry Trade Economies," RBA Annual Conference Volume,in: Alexandra Heath & Matthew Lilley & Mark Manning (ed.), Liquidity and Funding Markets Reserve Bank of Australia.

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.

RePEc Biblio mentions

As found on the RePEc Biblio, the curated bibliography of Economics:
  1. Silvia Miranda-Agrippino & Hélène Rey, 2015. "US Monetary Policy and the Global Financial Cycle," NBER Working Papers 21722, National Bureau of Economic Research, Inc.

    Mentioned in:

    1. > Econometrics > Time Series Models > Dynamic Factor Models

Working papers

  1. Silvia Miranda-Agrippino & Giovanni Ricco, 2015. "The Transmission of Monetary Policy Shocks," Discussion Papers 1711, Centre for Macroeconomics (CFM), revised Feb 2017.

    Cited by:

    1. Miranda-Agrippino, Silvia, 2016. "Unsurprising shocks: information, premia, and the monetary transmission," Bank of England working papers 626, Bank of England.
    2. Paul Hubert & Becky Maule, 2016. "Policy and Macro Signals as Inputs to Inflation Expectation Formation," Sciences Po publications 2016-02, Sciences Po.
    3. Elena Gerko & Hélène Rey, 2017. "Monetary Policy in the Capitals of Capital," NBER Working Papers 23651, National Bureau of Economic Research, Inc.
    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. Benjamin Garcia & Arsenios Skaperdas, "undated". "Inferring the Shadow Rate from Real Activity," Finance and Economics Discussion Series 2017-106, Board of Governors of the Federal Reserve System (U.S.).

  2. Miranda-Agrippino, Silvia & Rey, Hélène, 2015. "World Asset Markets and the Global Financial Cycle," CEPR Discussion Papers 10936, C.E.P.R. Discussion Papers.

    Cited by:

    1. Holston, Kathryn & Laubach, Thomas & Williams, John C., 2016. "Measuring the Natural Rate of Interest: International Trends and Determinants," Working Paper Series 2016-11, Federal Reserve Bank of San Francisco.
    2. Paul Wohlfarth, 2018. "Measuring the Impact of Monetary Policy Attention on Global Asset Volatility Using Search Data," Birkbeck Working Papers in Economics and Finance 1803, Birkbeck, Department of Economics, Mathematics & Statistics.
    3. Belke, Ansgar & Dubova, Irina, 2017. "International spillovers in global asset markets," Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168087, Verein für Socialpolitik / German Economic Association.
    4. Ben S Bernanke, 2017. "Federal Reserve Policy in an International Context," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 65(1), pages 5-36, April.
    5. Michael Siemer & Adrien Verdelhan & Francois Gourio, 2015. "Uncertainty and International Capital Flows," 2015 Meeting Papers 880, Society for Economic Dynamics.
    6. Eugenio Cerutti & Stijn Claessens & Andrew K Rose, 2017. "How important is the Global Financial Cycle? Evidence from capital flows," BIS Working Papers 661, Bank for International Settlements.
    7. Octavio Fernández-Amador & Martin Gächter & Friedrich Sindermann, 2016. "Finance-augmented business cycles: A robustness check," Economics Bulletin, AccessEcon, vol. 36(1), pages 132-144.
    8. Nitschka, Thomas, 2018. "Bond market evidence of time variation in exposures to global risk factors and the role of US monetary policy," Journal of International Money and Finance, Elsevier, vol. 83(C), pages 44-54.
    9. Andrea Vedolin & Alireza Tahbaz-Salehi & Philippe Mueller, 2016. "Exchange Rates and Monetary Policy Uncertainty," 2016 Meeting Papers 138, Society for Economic Dynamics.
    10. Ricardo J. Caballero & Alp Simsek, 2016. "A Model of Fickle Capital Flows and Retrenchment," NBER Working Papers 22751, National Bureau of Economic Research, Inc.
    11. Meller, Barbara & Metiu, Norbert, 2017. "The synchronization of credit cycles," Journal of Banking & Finance, Elsevier, vol. 82(C), pages 98-111.
    12. S. Delle Chiaie & L. Ferrara & D. Giannone, 2017. "Common Factors of Commodity Prices," Working papers 645, Banque de France.
    13. David Haab & Thomas Nitschka, 2017. "Predicting returns on asset markets of a small, open economy and the influence of global risks," Working Papers 2017-14, Swiss National Bank.
    14. Georgiadis, Georgios & Jancokova, Martina, 2017. "Financial Globalisation, Monetary Policy Spillovers and Macro-modelling: Tales from 1001 Shocks," Globalization and Monetary Policy Institute Working Paper 314, Federal Reserve Bank of Dallas.
    15. Kyungkeun Kim & Dongwon Lee, 2017. "Equity Market Globalization and Portfolio Rebalancing," Working Papers 2017-17, Economic Research Institute, Bank of Korea.
    16. Luca Dedola & Giulia Rivolta & Livio Stracca, 2016. "If the Fed Sneezes, Who Catches a Cold?," NBER Chapters,in: NBER International Seminar on Macroeconomics 2016 National Bureau of Economic Research, Inc.
    17. Gopalakrishnan, Balagopal & Mohapatra, Sanket, 2017. "Global Risk and Demand for Gold by Central Banks," IIMA Working Papers WP 2017-01-01, Indian Institute of Management Ahmedabad, Research and Publication Department.
    18. Forbes, Kristin & Hjortsoe, Ida & Nenova, Tsvetelina, 2016. "Current account deficits during heightened risk: menacing or mitigating?," Discussion Papers 46, Monetary Policy Committee Unit, Bank of England.
    19. Hanisch, Max & Kempa, Bernd, 2017. "The international transmission channels of US supply and demand shocks: Evidence from a non-stationary dynamic factor model for the G7 countries," The North American Journal of Economics and Finance, Elsevier, vol. 42(C), pages 70-88.
    20. Kaminsky, Graciela, 2017. "The Center and the Periphery: Two Hundred Years of International Borrowing Cycles," MPRA Paper 82125, University Library of Munich, Germany.
    21. Avdjiev, Stefan & Gambacorta, Leonardo & Goldberg, Linda S. & Schiaffi, Stefano, 2017. "The shifting drivers of global liquidity," Staff Reports 819, Federal Reserve Bank of New York.
    22. Gopalakrishnan, Balagopal & Mohapatra, Sanket, 2017. "Turning Over a Golden Leaf? Global Liquidity and Emerging Market Central Banks’ Demand for Gold after the Financial Crisis," IIMA Working Papers WP 2017-04-02, Indian Institute of Management Ahmedabad, Research and Publication Department.
    23. Duygu Yolcu Karadam & Erdal Özmen, 2016. "Real Exchange Rates and Growth," ERC Working Papers 1609, ERC - Economic Research Center, Middle East Technical University, revised Sep 2016.
    24. Piti Disyatat & Phurichai Rungcharoenkitkul, 2015. "Monetary Policy and Financial Spillovers: Losing Traction?," PIER Discussion Papers 9., Puey Ungphakorn Institute for Economic Research, revised Nov 2015.
    25. Maurice Obstfeld & Alan M. Taylor, 2017. "International Monetary Relations: Taking Finance Seriously," Journal of Economic Perspectives, American Economic Association, vol. 31(3), pages 3-28, Summer.
    26. Amat Adarov, 2017. "Financial Cycles in Credit, Housing and Capital Markets: Evidence from Systemic Economies," wiiw Working Papers 140, The Vienna Institute for International Economic Studies, wiiw.
    27. Bhattarai, Saroj & Chatterjee, Arpita & Park, Woong Yong, 2017. "Global Spillover Effects of US Uncertainty," Globalization and Monetary Policy Institute Working Paper 331, Federal Reserve Bank of Dallas.
    28. Elena Gerko & Hélène Rey, 2017. "Monetary Policy in the Capitals of Capital," NBER Working Papers 23651, National Bureau of Economic Research, Inc.
    29. Ricardo Correa & Teodora Paligorova & Horacio Sapriza & Andrei Zlate, 2017. "Cross-Border Bank Flows and Monetary Policy: Implications for Canada," Staff Working Papers 17-34, Bank of Canada.
    30. Sameer Khatiwada, 2017. "Quantitative Easing by the Fed and International Capital Flows," IHEID Working Papers 02-2017, Economics Section, The Graduate Institute of International Studies.
    31. Morais Bernardo & Peydró José-Luis & Roldán-Peña Jessica & Ruiz Claudia, 2017. "The International Bank Lending Channel of Monetary Policy Rates and QE: Credit Supply, Reach-for-Yield, and Real Effects," Working Papers 2017-15, Banco de México.
    32. Mircea Epure & Irina Mihai & Camelia Minoiu & José-Luis Peydró, 2018. "Household Credit, Global Financial Cycle, and Macroprudential Policies; Credit Register Evidence from an Emerging Country," IMF Working Papers 18/13, International Monetary Fund.
    33. Pietro Cova & Filippo Natoli, 2017. "International financial flows and the risk-taking channel," Temi di discussione (Economic working papers) 1152, Bank of Italy, Economic Research and International Relations Area.
    34. Spiegel, Mark M. & Tai, Andrew, 2017. "International Transmission of Japanese Monetary Shocks Under Low and Negative Interest Rates: A Global Favar Approach," Working Paper Series 2017-8, Federal Reserve Bank of San Francisco.
    35. Kaminska, Iryna & Roberts-Sklar, Matt, 2015. "A global factor in variance risk premia and local bond pricing," Bank of England working papers 576, Bank of England.
    36. Amat Adarov, 2018. "Financial Cycles Around the World," wiiw Working Papers 145, The Vienna Institute for International Economic Studies, wiiw.
    37. Claudia M. Buch & Matthieu Bussiere & Linda Goldberg & Robert Hills, 2018. "The International Transmission of Monetary Policy," NBER Working Papers 24454, National Bureau of Economic Research, Inc.
    38. Rünstler, Gerhard & Balfoussia, Hiona & Burlon, Lorenzo & Buss, Ginters & Comunale, Mariarosaria & De Backer, Bruno & Dewachter, Hans & Guarda, Paolo & Haavio, Markus & Hindrayanto, Irma & Iskrev, Nik, 2018. "Real and financial cycles in EU countries - Stylised facts and modelling implications," Occasional Paper Series 205, European Central Bank.
    39. Samuel Ligonnière, 2017. "Trilemma, Dilemma and Global Players," Working Papers 2017-15, CEPII research center.
    40. Teodora Paligorova & Horacio Sapriza & Andrei Zlate & Ricardo Correa, 2017. "Cross-border Flows and Monetary Policy," 2017 Meeting Papers 335, Society for Economic Dynamics.
    41. Enisse Kharroubi & Fabrizio Zampolli, 2016. "Monetary independence in a financially integrated world: what do measures of interest rate co-movement tell us?," BIS Papers chapters,in: Bank for International Settlements (ed.), Expanding the boundaries of monetary policy in Asia and the Pacific, volume 88, pages 193-205 Bank for International Settlements.
    42. Satoshi Tobe, 2017. "Local Banking Systems and Sensitivity of Capital Inflows to Global Factors," Economics Bulletin, AccessEcon, vol. 37(3), pages 1861-1872.
    43. Andrea Goldstein & Alessia Amighini & Jeffry A. Frieden, 2016. "Macroeconomic Rebalancing in China and the G20," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 24(4), pages 15-33, July.
    44. Olivier Blanchard, 2016. "Currency Wars, Coordination, and Capital Controls," NBER Working Papers 22388, National Bureau of Economic Research, Inc.
    45. Yusuf Soner Baskaya & Julian di Giovanni & Sebnem Kalemli-Ozcan & Jose-Luis Peydro & Mehmet Fatih Ulu, 2016. "Capital flows, credit cycles and macroprudential policy," BIS Papers chapters,in: Bank for International Settlements (ed.), Macroprudential policy, volume 86, pages 63-68 Bank for International Settlements.
    46. Pierre-Olivier Gourinchas & Hélène Rey, 2016. "Real Interest Rates, Imbalances and the Curse of Regional Safe Asset Providers at the Zero Lower Bound," NBER Working Papers 22618, National Bureau of Economic Research, Inc.
    47. Kunovac, Davor & Mandler, Martin & Scharnagl, Michael, 2018. "Financial cycles in euro area economies: A cross-country perspective," Discussion Papers 04/2018, Deutsche Bundesbank.
    48. Anaya, Pablo & Hachula, Michael & Offermanns, Christian J., 2017. "Spillovers of U.S. unconventional monetary policy to emerging markets: The role of capital flows," Journal of International Money and Finance, Elsevier, vol. 73(PB), pages 275-295.
    49. Schüler, Yves S. & Hiebert, Paul H. & Peltonen, Tuomas A., 2017. "Coherent financial cycles for G-7 countries: Why extending credit can be an asset," ESRB Working Paper Series 43, European Systemic Risk Board.
    50. Bräuning, Falk & Ivashina, Victoria, 2017. "U. S. monetary policy and emerging market credit cycles," Working Papers 17-9, Federal Reserve Bank of Boston.
    51. Uluc Aysun & Stefan Avdjiev & Ralf Hepp, 2017. "What drives local lending by global banks?," Working Papers 2017-02, University of Central Florida, Department of Economics.
    52. Nelson Camanho & Harald Hau & Hélène Rey, 2018. "Global Portfolio Rebalancing and Exchange Rates," NBER Working Papers 24320, National Bureau of Economic Research, Inc.

  3. Silvia Miranda-Agrippino, 2015. "Unsurprising Shocks: Information, Premia, and the Monetary Transmission," Discussion Papers 1613, Centre for Macroeconomics (CFM), revised Apr 2016.

    Cited by:

    1. Georgiadis, Georgios & Jancokova, Martina, 2017. "Financial Globalisation, Monetary Policy Spillovers and Macro-modelling: Tales from 1001 Shocks," Globalization and Monetary Policy Institute Working Paper 314, Federal Reserve Bank of Dallas.
    2. Cesa-Bianchi, Ambrogio & Thwaites, Gregory & Vicondoa, Alejandro, 2016. "Monetary policy transmission in an open economy:new data and evidence from the United Kingdom," LSE Research Online Documents on Economics 86235, London School of Economics and Political Science, LSE Library.
    3. Lakdawala, Aeimit & Schaffer, Matthew, 2016. "Federal Reserve Private Information and the Stock Market," MPRA Paper 77608, University Library of Munich, Germany.
    4. Silvia Miranda-Agrippino & Giovanni Ricco, 2017. "The transmission of monetary policy shocks," Documents de Travail de l'OFCE 2017-15, Observatoire Francais des Conjonctures Economiques (OFCE).
    5. Elena Gerko & Hélène Rey, 2017. "Monetary Policy in the Capitals of Capital," NBER Working Papers 23651, National Bureau of Economic Research, Inc.
    6. Ettmeier, Stephanie & Kriwoluzky, Alexander, 2017. "Same, but different: Testing monetary policy shock measures," IWH Discussion Papers 9/2017, Halle Institute for Economic Research (IWH).
    7. 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.
    8. Andreas Neuhierl & Michael Weber, 2017. "Monetary Momentum," CESifo Working Paper Series 6648, CESifo Group Munich.
    9. Benjamin Garcia & Arsenios Skaperdas, "undated". "Inferring the Shadow Rate from Real Activity," Finance and Economics Discussion Series 2017-106, Board of Governors of the Federal Reserve System (U.S.).
    10. Paul, Pascal, 2017. "The Time-Varying Effect of Monetary Policy on Asset Prices," Working Paper Series 2017-9, Federal Reserve Bank of San Francisco, revised 02 Jan 2018.

  4. Silvia Miranda-Agrippino & Hélène Rey, 2015. "US Monetary Policy and the Global Financial Cycle," NBER Working Papers 21722, National Bureau of Economic Research, Inc.

    Cited by:

    1. Holston, Kathryn & Laubach, Thomas & Williams, John C., 2016. "Measuring the Natural Rate of Interest: International Trends and Determinants," Working Paper Series 2016-11, Federal Reserve Bank of San Francisco.
    2. Belke, Ansgar & Dubova, Irina, 2017. "International spillovers in global asset markets," Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168087, Verein für Socialpolitik / German Economic Association.
    3. Ben S Bernanke, 2017. "Federal Reserve Policy in an International Context," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 65(1), pages 5-36, April.
    4. Asli Demirguc-Kunt & Balint Horvath & Harry Huizinga, 2017. "Foreign Banks and International Transmission of Monetary Policy: Evidence from the Syndicated Loan Market," Bristol Accounting and Finance Discussion Papers 17/6, School of Economics, Finance, and Management, University of Bristol, UK.
    5. Jonas Heipertz & Amine Ouazad & Romain Ranciere & Natacha Valla, 2017. "Balance-Sheet Diversification in General Equilibrium: Identification and Network Effects," NBER Chapters,in: NBER International Seminar on Macroeconomics 2017 National Bureau of Economic Research, Inc.
    6. Eugenio Cerutti & Stijn Claessens & Andrew K Rose, 2017. "How important is the Global Financial Cycle? Evidence from capital flows," BIS Working Papers 661, Bank for International Settlements.
    7. Banerjee, Ryan & Devereux, Michael B. & Lombardo, Giovanni, 2016. "Self-oriented monetary policy, global financial markets and excess volatility of international capital flows," Journal of International Money and Finance, Elsevier, vol. 68(C), pages 275-297.
    8. Octavio Fernández-Amador & Martin Gächter & Friedrich Sindermann, 2016. "Finance-augmented business cycles: A robustness check," Economics Bulletin, AccessEcon, vol. 36(1), pages 132-144.
    9. Andrea Vedolin & Alireza Tahbaz-Salehi & Philippe Mueller, 2016. "Exchange Rates and Monetary Policy Uncertainty," 2016 Meeting Papers 138, Society for Economic Dynamics.
    10. Atif R. Mian & Amir Sufi & Emil Verner, 2015. "Household Debt and Business Cycles Worldwide," NBER Working Papers 21581, National Bureau of Economic Research, Inc.
    11. Baskaya, Yusuf Soner & di Giovanni, Julian & Kalemli-Ozcan, Sebnem & Ulu, Mehmet Fatih, 2017. "International Spillovers and Local Credit Cycles," CEPR Discussion Papers 11839, C.E.P.R. Discussion Papers.
    12. Ricardo J. Caballero & Alp Simsek, 2016. "A Model of Fickle Capital Flows and Retrenchment," NBER Working Papers 22751, National Bureau of Economic Research, Inc.
    13. Meller, Barbara & Metiu, Norbert, 2017. "The synchronization of credit cycles," Journal of Banking & Finance, Elsevier, vol. 82(C), pages 98-111.
    14. S. Delle Chiaie & L. Ferrara & D. Giannone, 2017. "Common Factors of Commodity Prices," Working papers 645, Banque de France.
    15. David Haab & Thomas Nitschka, 2017. "Predicting returns on asset markets of a small, open economy and the influence of global risks," Working Papers 2017-14, Swiss National Bank.
    16. Georgiadis, Georgios & Jancokova, Martina, 2017. "Financial Globalisation, Monetary Policy Spillovers and Macro-modelling: Tales from 1001 Shocks," Globalization and Monetary Policy Institute Working Paper 314, Federal Reserve Bank of Dallas.
    17. Kyungkeun Kim & Dongwon Lee, 2017. "Equity Market Globalization and Portfolio Rebalancing," Working Papers 2017-17, Economic Research Institute, Bank of Korea.
    18. Luca Dedola & Giulia Rivolta & Livio Stracca, 2016. "If the Fed Sneezes, Who Catches a Cold?," NBER Chapters,in: NBER International Seminar on Macroeconomics 2016 National Bureau of Economic Research, Inc.
    19. Thomas Mertens & Tarek Hassan, 2017. "Currency Manipulation," 2017 Meeting Papers 175, Society for Economic Dynamics.
    20. Gopalakrishnan, Balagopal & Mohapatra, Sanket, 2017. "Global Risk and Demand for Gold by Central Banks," IIMA Working Papers WP 2017-01-01, Indian Institute of Management Ahmedabad, Research and Publication Department.
    21. Forbes, Kristin & Hjortsoe, Ida & Nenova, Tsvetelina, 2016. "Current account deficits during heightened risk: menacing or mitigating?," Discussion Papers 46, Monetary Policy Committee Unit, Bank of England.
    22. Hanisch, Max & Kempa, Bernd, 2017. "The international transmission channels of US supply and demand shocks: Evidence from a non-stationary dynamic factor model for the G7 countries," The North American Journal of Economics and Finance, Elsevier, vol. 42(C), pages 70-88.
    23. Coimbra, Nuno & Rey, H�l�ne, 2017. "Financial Cycles with Heterogeneous Intermediaries," CEPR Discussion Papers 11907, C.E.P.R. Discussion Papers.
    24. Kaminsky, Graciela, 2017. "The Center and the Periphery: Two Hundred Years of International Borrowing Cycles," MPRA Paper 82125, University Library of Munich, Germany.
    25. Avdjiev, Stefan & Gambacorta, Leonardo & Goldberg, Linda S. & Schiaffi, Stefano, 2017. "The shifting drivers of global liquidity," Staff Reports 819, Federal Reserve Bank of New York.
    26. Gopalakrishnan, Balagopal & Mohapatra, Sanket, 2017. "Turning Over a Golden Leaf? Global Liquidity and Emerging Market Central Banks’ Demand for Gold after the Financial Crisis," IIMA Working Papers WP 2017-04-02, Indian Institute of Management Ahmedabad, Research and Publication Department.
    27. Duygu Yolcu Karadam & Erdal Özmen, 2016. "Real Exchange Rates and Growth," ERC Working Papers 1609, ERC - Economic Research Center, Middle East Technical University, revised Sep 2016.
    28. Stavrakeva, Vania & Tang, Jenny, 2015. "Exchange rates and monetary policy," Working Papers 15-16, Federal Reserve Bank of Boston.
    29. Piti Disyatat & Phurichai Rungcharoenkitkul, 2015. "Monetary Policy and Financial Spillovers: Losing Traction?," PIER Discussion Papers 9., Puey Ungphakorn Institute for Economic Research, revised Nov 2015.
    30. Maurice Obstfeld & Alan M. Taylor, 2017. "International Monetary Relations: Taking Finance Seriously," Journal of Economic Perspectives, American Economic Association, vol. 31(3), pages 3-28, Summer.
    31. Amat Adarov, 2017. "Financial Cycles in Credit, Housing and Capital Markets: Evidence from Systemic Economies," wiiw Working Papers 140, The Vienna Institute for International Economic Studies, wiiw.
    32. Adrian Alter & Selim Elekdag, 2016. "Emerging Market Corporate Leverage and Global Financial Conditions," IMF Working Papers 16/243, International Monetary Fund.
    33. Elena Gerko & Hélène Rey, 2017. "Monetary Policy in the Capitals of Capital," NBER Working Papers 23651, National Bureau of Economic Research, Inc.
    34. Ricardo Correa & Teodora Paligorova & Horacio Sapriza & Andrei Zlate, 2017. "Cross-Border Bank Flows and Monetary Policy: Implications for Canada," Staff Working Papers 17-34, Bank of Canada.
    35. Sameer Khatiwada, 2017. "Quantitative Easing by the Fed and International Capital Flows," IHEID Working Papers 02-2017, Economics Section, The Graduate Institute of International Studies.
    36. Morais Bernardo & Peydró José-Luis & Roldán-Peña Jessica & Ruiz Claudia, 2017. "The International Bank Lending Channel of Monetary Policy Rates and QE: Credit Supply, Reach-for-Yield, and Real Effects," Working Papers 2017-15, Banco de México.
    37. Ettmeier, Stephanie & Kriwoluzky, Alexander, 2017. "Same, but different: Testing monetary policy shock measures," IWH Discussion Papers 9/2017, Halle Institute for Economic Research (IWH).
    38. Mircea Epure & Irina Mihai & Camelia Minoiu & José-Luis Peydró, 2018. "Household Credit, Global Financial Cycle, and Macroprudential Policies; Credit Register Evidence from an Emerging Country," IMF Working Papers 18/13, International Monetary Fund.
    39. Elod Takats & Judit Temesvary, 2016. "The currency dimension of the bank lending channel in international monetary transmission," BIS Working Papers 600, Bank for International Settlements.
    40. Pietro Cova & Filippo Natoli, 2017. "International financial flows and the risk-taking channel," Temi di discussione (Economic working papers) 1152, Bank of Italy, Economic Research and International Relations Area.
    41. Spiegel, Mark M. & Tai, Andrew, 2017. "International Transmission of Japanese Monetary Shocks Under Low and Negative Interest Rates: A Global Favar Approach," Working Paper Series 2017-8, Federal Reserve Bank of San Francisco.
    42. Kaminska, Iryna & Roberts-Sklar, Matt, 2015. "A global factor in variance risk premia and local bond pricing," Bank of England working papers 576, Bank of England.
    43. Joel M. David & Espen Henriksen & Ina Simonovska, 2014. "The Risky Capital of Emerging Markets," NBER Working Papers 20769, National Bureau of Economic Research, Inc.
    44. Samuel Ligonnière, 2017. "Trilemma, Dilemma and Global Players," Working Papers 2017-15, CEPII research center.
    45. Teodora Paligorova & Horacio Sapriza & Andrei Zlate & Ricardo Correa, 2017. "Cross-border Flows and Monetary Policy," 2017 Meeting Papers 335, Society for Economic Dynamics.
    46. Enisse Kharroubi & Fabrizio Zampolli, 2016. "Monetary independence in a financially integrated world: what do measures of interest rate co-movement tell us?," BIS Papers chapters,in: Bank for International Settlements (ed.), Expanding the boundaries of monetary policy in Asia and the Pacific, volume 88, pages 193-205 Bank for International Settlements.
    47. Satoshi Tobe, 2017. "Local Banking Systems and Sensitivity of Capital Inflows to Global Factors," Economics Bulletin, AccessEcon, vol. 37(3), pages 1861-1872.
    48. 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.
    49. Olivier Blanchard, 2016. "Currency Wars, Coordination, and Capital Controls," NBER Working Papers 22388, National Bureau of Economic Research, Inc.
    50. Yusuf Soner Baskaya & Julian di Giovanni & Sebnem Kalemli-Ozcan & Jose-Luis Peydro & Mehmet Fatih Ulu, 2016. "Capital flows, credit cycles and macroprudential policy," BIS Papers chapters,in: Bank for International Settlements (ed.), Macroprudential policy, volume 86, pages 63-68 Bank for International Settlements.
    51. Pierre-Olivier Gourinchas & Hélène Rey, 2016. "Real Interest Rates, Imbalances and the Curse of Regional Safe Asset Providers at the Zero Lower Bound," NBER Working Papers 22618, National Bureau of Economic Research, Inc.
    52. Geert Bekaert & Arnaud Mehl, 2017. "On the Global Financial Market Integration “Swoosh” and the Trilemma," NBER Working Papers 23124, National Bureau of Economic Research, Inc.
    53. Piti Disyatat & Phurichai Rungcharoenkitkul, 2016. "Financial globalisation and monetary independence," BIS Papers chapters,in: Bank for International Settlements (ed.), Expanding the boundaries of monetary policy in Asia and the Pacific, volume 88, pages 213-225 Bank for International Settlements.
    54. Anaya, Pablo & Hachula, Michael & Offermanns, Christian J., 2017. "Spillovers of U.S. unconventional monetary policy to emerging markets: The role of capital flows," Journal of International Money and Finance, Elsevier, vol. 73(PB), pages 275-295.
    55. Hélène Rey, 2016. "International Channels of Transmission of Monetary Policy and the Mundellian Trilemma," NBER Working Papers 21852, National Bureau of Economic Research, Inc.
    56. Stefan Avdjiev & Elod Takats, 2016. "Monetary policy spillovers and currency networks in cross-border bank lending," BIS Working Papers 549, Bank for International Settlements.
    57. Schüler, Yves S. & Hiebert, Paul H. & Peltonen, Tuomas A., 2017. "Coherent financial cycles for G-7 countries: Why extending credit can be an asset," ESRB Working Paper Series 43, European Systemic Risk Board.
    58. Bräuning, Falk & Ivashina, Victoria, 2017. "U. S. monetary policy and emerging market credit cycles," Working Papers 17-9, Federal Reserve Bank of Boston.
    59. Andrej Sokol & Ambrogio Cesa-Bianchi, 2017. "The International Credit Channel of U.S. Monetary Policy and Financial Shocks," 2017 Meeting Papers 724, Society for Economic Dynamics.
    60. Uluc Aysun & Stefan Avdjiev & Ralf Hepp, 2017. "What drives local lending by global banks?," Working Papers 2017-02, University of Central Florida, Department of Economics.
    61. Vicondoa, Alejandro, 2016. "Monetary News, U.S. Interest Rate and Business Cycles in Emerging Economies," Economics Working Papers ECO2016/10, European University Institute.

Chapters

  1. Silvia Miranda Agrippino & Hélène Rey, 2013. "Funding Flows and Credit in Carry Trade Economies," RBA Annual Conference Volume,in: Alexandra Heath & Matthew Lilley & Mark Manning (ed.), Liquidity and Funding Markets Reserve Bank of Australia.

    Cited by:

    1. Ragna Alstadheim & Christine Blandhol, 2018. "The global financial cycle, bank capital flows and monetary policy. Evidence from Norway," Working Paper 2018/2, Norges Bank.
    2. Antonio Diez de los Rios & Maral Shamloo, 2017. "Quantitative Easing and Long-Term Yields in Small Open Economies," Staff Working Papers 17-26, Bank of Canada.
    3. International Monetary Fund, 2016. "Iceland; Selected Issues," IMF Staff Country Reports 16/180, International Monetary Fund.

More information

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Statistics

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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 9 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.
  1. NEP-MAC: Macroeconomics (9) 2015-11-21 2015-12-28 2016-05-08 2016-11-13 2017-03-12 2017-03-12 2017-04-30 2017-11-26 2018-04-09. Author is listed
  2. NEP-CBA: Central Banking (5) 2016-05-08 2016-11-13 2017-03-12 2017-04-30 2017-11-26. Author is listed
  3. NEP-MON: Monetary Economics (5) 2016-05-08 2016-11-13 2017-03-12 2017-04-30 2017-11-26. Author is listed
  4. NEP-FDG: Financial Development & Growth (2) 2017-03-12 2017-04-30
  5. NEP-IFN: International Finance (2) 2015-11-21 2015-12-28
  6. NEP-ECM: Econometrics (1) 2017-04-30
  7. NEP-ETS: Econometric Time Series (1) 2018-04-09
  8. NEP-PKE: Post Keynesian Economics (1) 2016-05-08

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