Research classified by Journal of Economic Literature (JEL) codes

---

Top JEL
/ E: Macroeconomics and Monetary Economics
/ / E4: Money and Interest Rates
/ / / E44: Financial Markets and the Macroeconomy

---

This JEL code is mentioned in the following RePEc Biblio entries:

1. Monetary Theory

2016

• Denis Gorea & Oleksiy Kryvtsov & Tamon Takamura, 2016, "Leaning Within a Flexible Inflation-Targeting Framework: Review of Costs and Benefits," Discussion Papers, Bank of Canada, number 16-17, DOI: 10.34989/sdp-2016-17.
• Sami Alpanda & Alexander Ueberfeldt, 2016, "Should Monetary Policy Lean Against Housing Market Booms?," Staff Working Papers, Bank of Canada, number 16-19, DOI: 10.34989/swp-2017-19.
• Marc-André Letendre & Joel Wagner, 2016, "Agency Costs, Risk Shocks and International Cycles," Staff Working Papers, Bank of Canada, number 16-2, DOI: 10.34989/swp-2017-2.
• Laurent Ferrara & Pierre Guérin, 2016, "What Are the Macroeconomic Effects of High-Frequency Uncertainty Shocks," Staff Working Papers, Bank of Canada, number 16-25, DOI: 10.34989/swp-2017-25.
• Josef Schroth, 2016, "Financial Crisis Interventions," Staff Working Papers, Bank of Canada, number 16-29, DOI: 10.34989/swp-2017-29.
• Gregory Bauer & Gurnain Pasricha & Rodrigo Sekkel & Yaz Terajima, 2016, "The Global Financial Cycle, Monetary Policies and Macroprudential Regulations in Small, Open Economies," Staff Working Papers, Bank of Canada, number 16-38, DOI: 10.34989/swp-2017-38.
• Simona Cociuba & Malik Shukayev & Alexander Ueberfeldt, 2016, "Managing Risk Taking with Interest Rate Policy and Macroprudential Regulations," Staff Working Papers, Bank of Canada, number 16-47, DOI: 10.34989/swp-2017-47.
• Malik Shukayev & Alexander Ueberfeldt, 2016, "Monetary Policy Tradeoffs Between Financial Stability and Price Stability," Staff Working Papers, Bank of Canada, number 16-49, DOI: 10.34989/swp-2017-49.
• Josef Schroth, 2016, "Supervising Financial Regulators," Staff Working Papers, Bank of Canada, number 16-52, DOI: 10.34989/swp-2017-52.
• Jean-Sébastien Fontaine, 2016, "What Fed Funds Futures Tell Us About Monetary Policy Uncertainty," Staff Working Papers, Bank of Canada, number 16-61, DOI: 10.34989/swp-2017-61.
• Henrique S. Basso & James Costain, 2016, "Macroprudential theory: advances and challenges," Occasional Papers, Banco de España, number 1604, Mar.
• Celestino Girón & Marta Morano & Enrique M. Quilis & Daniel Santabárbara & Carlos Torregrosa, 2016, "Modelling interest payments for macroeconomic assessment," Working Papers, Banco de España, number 1612, Jun.
• Mihály Tamás Borsi, 2016, "Credit contractions and unemployment," Working Papers, Banco de España, number 1617, Aug.
• Mihály Tamás Borsi, 2016, "Fiscal multipliers across the credit cycle," Working Papers, Banco de España, number 1618, Sep.
• Adrian van Rixtel & Luna Romo González & Jing Yang, 2016, "The determinants of long-term debt issuance by European banks: evidence of two crises," Working Papers, Banco de España, number 1621, Oct.
• Javier Andrés & Óscar Arce & Carlos Thomas, 2016, "When fiscal consolidation meets private deleveraging," Working Papers, Banco de España, number 1622, Oct.
• Federica Ciocchetta & Wanda Cornacchia & Roberto Felici & Michele Loberto, 2016, "Assessing financial stability risks from the real estate market in Italy," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 323, Mar.
• Ugo Albertazzi & Alessandro Notarpietro & Stefano Siviero, 2016, "An inquiry into the determinants of the profitability of Italian banks," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 364, Oct.
• Lorenzo Burlon & Davide Fantino & Andrea Nobili & Gabriele Sene, 2016, "The quantity of corporate credit rationing with matched bank-firm data," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1058, Feb.
• Nikola Bokan & Andrea Gerali & Sandra Gomes & Pascal Jacquinot & Massimiliano Pisani, 2016, "EAGLE-FLI. A macroeconomic model of banking and financial interdependence in the euro area," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1064, Apr.
• Pietro Cova & Patrizio Pagano & Massimiliano Pisani, 2016, "Global macroeconomic effects of exiting from unconventional monetary policy," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1078, Sep.
• Nuguer Victoria & Cuadra Gabriel, 2016, "Risky Banks and Macroprudential Policy for Emerging Economies," Working Papers, Banco de México, number 2016-06, Jun.
• Laura Andrade-Pardo & Oscar Valencia-Arana & Diego Vásquez-Escobar & Mauricio Villamizar-Villegas, 2016, "Uncovering the Portfolio Balance Channel with the use of Sovereign Credit Ratings," Borradores de Economia, Banco de la Republica de Colombia, number 941, May, DOI: 10.32468/be.941.
• J. Sebastián Amador-Torres, 2016, "Finance neutral potential output: an evaluation on an emerging market monetary policy context," Borradores de Economia, Banco de la Republica de Colombia, number 958, Sep, DOI: 10.32468/be.958.
• Felipe Clavijo Ramírez & Jorge Luis Hurtado Guarín & Oscar Fernando Jaulín Méndez & Javier Pirateque Niño, 2016, "El requerimiento de capital contracíclico en Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 963, Oct, DOI: 10.32468/be.963.
• Laura Andrade-Pardo & Oscar Valencia-Arana & Diego Vásquez-Escobar & Mauricio Villamizar-Villegas, 2016, "Uncovering the portfolio balance channel with the use of sovereign credit ratings," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 34, issue 81, pages 191-205, December, DOI: 10.1016/j.espe.2016.08.003.
• Vesna Martin, 2016, "Veza Izmeðu Rezultata Primene Strategije Dinarizacije I Transmisionog Mehanizma Monetarne Politike U Srbiji (Relationship Between The Results Of Strategy Of Dinarisation And Transmission Mechanism Of Monetary Policy In Serbia)," Ekonomske ideje i praksa, Faculty of Economics and Business, University of Belgrade, issue 23, pages 35-48, December.
• Sophie Osotimehin & Francesco Pappa, 2016, "Credit frictions and the cleansing effect of recessions," Working papers, Banque de France, number 583.
• Mattia Girotti, 2016, "How Monetary Policy Changes Bank Liability Structure and Funding Cost," Working papers, Banque de France, number 590.
• Gaetano Gaballo & A. Zetlin-Jones, 2016, "Bailouts, Moral Hazard and Banks' Home Bias for Sovereign Debt," Working papers, Banque de France, number 594.
• Olivier de Bandt & Mohammed Chahad, 2016, "A DGSE Model to Assess the Post-Crisis Regulation of Universal Banks," Working papers, Banque de France, number 602.
• M. Isor & Urzula Szczerbowicz, 2016, "Disaster Risk and Preference Shifts in a New Keynesian Model," Working papers, Banque de France, number 614.
• Patrick A. Pintus & Y. Wen & X. Xing, 2016, "The Inverted Leading Indicator Property and Redistribution Effect of the Interest Rate," Working papers, Banque de France, number 616.
• Paolo Emilio Mistrulli & Leonardo Gambacorta & Patrick Bolton & Xavier Freixas, 2015, "Relationship and Transaction Lending in a Crisis," Working Papers, Barcelona School of Economics, number 714, Sep.
• Vladimir Asriyan, 2015, "Balance Sheet Recessions with Informational and Trading Frictions," Working Papers, Barcelona School of Economics, number 806, Sep.
• Joachim Jungherr, 2016, "Bank Opacity and Financial Crises," Working Papers, Barcelona School of Economics, number 882, Feb.
• Jaume Ventura & Alberto Martin & Luca Fornaro & Vladimir Asriyan, 2016, "Monetary Policy for a Bubbly World," Working Papers, Barcelona School of Economics, number 921, Sep.
• Luca Fornaro, 2016, "International Debt Deleveraging," Working Papers, Barcelona School of Economics, number 931, Oct.
• Immo Schott & Joachim Jungherr, 2016, "Optimal Debt Maturity and Firm Investment," Working Papers, Barcelona School of Economics, number 943, Dec.
• Krzysztof Olszewski & Hanna Augustyniak & Jacek Laszek & Robert Leszczynski & Joanna Waszczuk, 2016, "On the dynamics of the primary housing market and the forecasting of house prices," IFC Bulletins chapters, Bank for International Settlements, in: Bank for International Settlements, "Combining micro and macro data for financial stability analysis".
• Leonardo Gambacorta & Hyun Song Shin, 2016, "Why bank capital matters for monetary policy," BIS Working Papers, Bank for International Settlements, number 558, Apr.
• Frederic Boissay & Russell Cooper, 2016, "The Collateral Trap," BIS Working Papers, Bank for International Settlements, number 565, Jun.
• Mikael Juselius & Claudio Borio & Piti Disyatat & Mathias Drehmann, 2016, "Monetary policy, the financial cycle and ultra-low interest rates," BIS Working Papers, Bank for International Settlements, number 569, Jul.
• Lubos Komarek & Kristyna Ters, 2016, "Intraday dynamics of euro area sovereign credit risk contagion," BIS Working Papers, Bank for International Settlements, number 573, Jul.
• Iñaki Aldasoro & Domenico Delli Gatti & Ester Faia, 2016, "Bank networks: contagion, systemic risk and prudential policy," BIS Working Papers, Bank for International Settlements, number 597, Dec.
• Mark A Carlson & David C Wheelock, 2016, "Did the founding of the Federal Reserve affect the vulnerability of the interbank system to contagion risk?," BIS Working Papers, Bank for International Settlements, number 598, Dec.
• Salem Abo-Zaid & Julio Garín, 2016, "Optimal Monetary Policy And Imperfect Financial Markets: A Case For Negative Nominal Interest Rates?," Economic Inquiry, Western Economic Association International, volume 54, issue 1, pages 215-228, January.
• Joseph P. Byrne & Marina-Eliza Spaliara & Serafeim Tsoukas, 2016, "Firm Survival, Uncertainty, And Financial Frictions: Is There A Financial Uncertainty Accelerator?," Economic Inquiry, Western Economic Association International, volume 54, issue 1, pages 375-390, January.
• Dirk Bezemer & Maria Grydaki & Lu Zhang, 2016, "More Mortgages, Lower Growth?," Economic Inquiry, Western Economic Association International, volume 54, issue 1, pages 652-674, January.
• Pablo D'Erasmo & Enrique G. Mendoza, 2016, "Distributional Incentives In An Equilibrium Model Of Domestic Sovereign Default," Journal of the European Economic Association, European Economic Association, volume 14, issue 1, pages 7-44, February.
• Alberto Martin & Jaume Ventura, 2016, "Managing Credit Bubbles," Journal of the European Economic Association, European Economic Association, volume 14, issue 3, pages 753-789, June.
• Salvatore Nisticò, 2016, "Optimal Monetary Policy And Financial Stability In A Non-Ricardian Economy," Journal of the European Economic Association, European Economic Association, volume 14, issue 5, pages 1225-1252, October.
• Klaus Adam & Albert Marcet & Juan Pablo Nicolini, 2016, "Stock Market Volatility and Learning," Journal of Finance, American Finance Association, volume 71, issue 1, pages 33-82, February.
• Soon Ryoo, 2016, "Inequality of Income and Wealth in the Long Run: A Kaldorian Perspective," Metroeconomica, Wiley Blackwell, volume 67, issue 2, pages 429-457, May, DOI: 10.1111/meca.12096.
• Yasin Mimir, 2016, "Financial Intermediaries, Credit Shocks and Business Cycles," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 78, issue 1, pages 42-74, February.
• Gauthier Lanot & David Leece, 2016, "Mortgage Loan Characteristics, Unobserved Heterogeneity and the Performance of United Kingdom Securitized Subprime Loans," Real Estate Economics, American Real Estate and Urban Economics Association, volume 44, issue 4, pages 771-813, October.
• Oscar Díaz Quevedo & Sergio Palma Cuenca, 2016, "Ciclos crediticios y políticas macroprudenciales," Serie de Documentos de Trabajo, Banco Central de Bolivia, number 2016/01, Oct.
• Oscar Díaz Quevedo & Tatiana Rocabado Palomeque, 2016, "En búsqueda de una relación de largo plazo entre crecimiento económico y desarrollo del sistema financiero," Revista de Análisis del BCB, Banco Central de Bolivia, volume 25, issue 2, pages 191-219, July.
• Artashes Karapetyan, 2016, "The risk-taking channel of monetary policy in Norway," Working Paper, Norges Bank, number 2016/5, Feb.
• Carlo Altavilla & Fabio Canova & Matteo Ciccarelli, 2016, "Mending the broken link: heterogeneous bank lending and monetary policy pass-through," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 9/2016, Oct.
• Dongho Song, 2016, "Bond Market Exposures to Macroeconomic and Monetary Policy Risks," Boston College Working Papers in Economics, Boston College Department of Economics, number 915, May, revised 19 Jul 2016.
• Gerardo Ferrara & Sam Langfield & Zijun Liu & Tomohiro Ota, 2016, "Systemic illiquidity in the interbank network," Bank of England working papers, Bank of England, number 586, Apr.
• Matthew Osborne, 2016, "Monetary policy and volatility in the sterling money market," Bank of England working papers, Bank of England, number 588, Apr.
• William Tayler & Roy Zilberman, 2016, "Macroprudential regulation, credit spreads and the role of monetary policy," Bank of England working papers, Bank of England, number 599, Apr.
• John Barrdear & Michael Kumhof, 2016, "The macroeconomics of central bank issued digital currencies," Bank of England working papers, Bank of England, number 605, Jul.
• Ching-Wai (Jeremy) Chiu & Richard Harris & Evarist Stoja & Michael Chin, 2016, "Financial market volatility, macroeconomic fundamentals and investor sentiment," Bank of England working papers, Bank of England, number 608, Aug.
• Ambrogio Cesa-Bianchi & Gregory Thwaites & Alejandro Vicondoa, 2016, "Monetary policy transmission in an open economy: new data and evidence from the United Kingdom," Bank of England working papers, Bank of England, number 615, Sep.
• Andrew Haldane & Matt Roberts-Sklar & Tomasz Wieladek & Chris Young, 2016, "QE: The Story so far," Bank of England working papers, Bank of England, number 624, Oct.
• Silvia Miranda-Agrippino, 2016, "Unsurprising shocks: information, premia, and the monetary transmission," Bank of England working papers, Bank of England, number 626, Nov.
• Chak Hung Jack Cheng & Ching-Wai (Jeremy) Chiu, 2016, "Nonlinearities of mortgage spreads over the business cycles," Bank of England working papers, Bank of England, number 634, Dec.
• Konstantina Manou & Evangelia Papapetrou, 2016, "The economic behaviour of households in Greece: recent developments and prospects," Economic Bulletin, Bank of Greece, issue 44, pages 7-33, December.
• Hiona Balfoussia & Heather D. Gibson, 2016, "Firm investment and financial conditions in the euro area: evidence from firm-level data," Working Papers, Bank of Greece, number 208, Jun.
• Hiona Balfoussia & Dimitris Papageorgiou, 2016, "Insights on the Greek economy from the 3D macro model," Working Papers, Bank of Greece, number 218, Dec.
• Eliezer Borenstein & David Elkayam, 2016, "Financial Distress and Unconventional Monetary Policy in Financially Open Economies," Bank of Israel Working Papers, Bank of Israel, number 2016.09, Jun.
• Kousuke Nishino & Hiroki Yamamoto & Jun Kitahara & Takashi Nagahata, 2016, "Supplementary Paper Series for the "Comprehensive Assessment" (1): Developments in Inflation Expectations over the Three Years since the Introduction of Quantitative and Qualitative Monetary Easing (QQE)," Bank of Japan Review Series, Bank of Japan, number 16-E-13, Oct.
• Yoshiyuki Nakazono, 2016, "Inflation expectations and monetary policy under disagreements," Bank of Japan Working Paper Series, Bank of Japan, number 16-E-1, Jan.
• Arito Ono & Kosuke Aoki & Shinichi Nishioka & Kohei Shintani & Yosuke Yasui, 2016, "Long-term interest rates and bank loan supply: Evidence from firm-bank loan-level data," Bank of Japan Working Paper Series, Bank of Japan, number 16-E-2, Mar.
• Takuji Fueki & Hiroka Higashi & Naoto Higashio & Jouchi Nakajima & Shinsuke Ohyama & Yoichiro Tamanyu, 2016, "Identifying Oil Price Shocks and Their Consequences:Role of Expectations and Financial Factors in the Crude Oil Market," Bank of Japan Working Paper Series, Bank of Japan, number 16-E-17, Nov.
• Hosung Jung & Woo Joon Myung, 2016, "The Role of Foreign Currency Deposits, and the Impacts of External Shocks on CDS Spreads for EMEs (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 22, issue 2, pages 90-115, June.
• Hosung Jung & Jieun Lee, 2016, "The Effects of Macro-prudential Policies on House Prices Using Real Transaction Data: Evidence from Korea (in Korean)," Working Papers, Economic Research Institute, Bank of Korea, number 2016-10, Jul.
• Jieun Lee & Jung-Min Kim & Jong Kook Shin, 2016, "US Interest Rate Policy Spillover and International Capital Flow: Evidence from Korea," Working Papers, Economic Research Institute, Bank of Korea, number 2016-21, Dec.
• Syed Aun R. Rizvi & Shaista Arshad, 2016, "How does crisis affect efficiency? An empirical study of East Asian markets," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 16, issue 1, pages 1-8, March.
• Alaa Alaabed & Mansur Masih, 2016, "Finance-growth nexus: Insights from an application of threshold regression model to Malaysia's dual financial system," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 16, issue 2, pages 63-71, June.
• Ahmad Monir Abdullah & Buerhan Saiti & Mansur Masih, 2016, "The impact of crude oil price on Islamic stock indices of South East Asian countries: Evidence from MGARCH-DCC and wavelet approaches," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 16, issue 4, pages 219-232, December.
• Jianjun Miao & Jieran Wu & Eric Young, 2016, "Macro-Financial Volatility under Dispersed Information," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2019-10, Sep, revised May 2019.
• Jianjun Miao & Jieran Wu & Eric Young, 2016, "Macro-Financial Volatility under Dispersed Information," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2019-12, Sep, revised May 2019.
• Macnamara Patrick, 2016, "Understanding entry and exit: a business cycle accounting approach," The B.E. Journal of Macroeconomics, De Gruyter, volume 16, issue 1, pages 47-91, January, DOI: 10.1515/bejm-2015-0006.
• Chen Shiu-Sheng & Chou Yu-Hsi & Yen Chia-Yi, 2016, "Predicting US recessions with stock market illiquidity," The B.E. Journal of Macroeconomics, De Gruyter, volume 16, issue 1, pages 93-123, January, DOI: 10.1515/bejm-2015-0009.
• Tanaka Mariko, 2016, "Currency Exchange in an Open-Economy Random Search Model," The B.E. Journal of Theoretical Economics, De Gruyter, volume 16, issue 1, pages 1-31, January, DOI: 10.1515/bejte-2014-0106.
• Aboura Sofiane & Chevallier Julien & Jammazi Rania & Tiwari Aviral Kumar, 2016, "The place of gold in the cross-market dependencies," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 20, issue 5, pages 567-586, December, DOI: 10.1515/snde-2015-0017.
• Gerald Braunberger, 2016, "Joseph A. Schumpeter: Ein Pionier der Makrofinanz," Schumpeter Discussion Papers, Universitätsbibliothek Wuppertal, University Library, number SDP16007, Dec.
• Patrick Artus, 2016, "Déflation et taux d’intérêt zéro : causes profondes, conséquences sur les politiques économiques et le secteur financier," Revue d'économie financière, Association d'économie financière, volume 0, issue 1, pages 187-194.
• Coen N. Teulings, 2016, "Secular Stagnation, Rational Bubbles, and Fiscal Policy," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1642, Jul.
• Coen N. Teulings, 2016, "Are Bubbles Bad? Is a higher debt target for the Euro-zone desirable?," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1643, Jul.
• de Ridder, M., 2016, "Investment in Productivity and the Long-Run Effect of Financial Crises on Output," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1659, Oct.
• Ari, A., 2016, "Sovereign Risk and Bank Risk-Taking," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1665, Nov.
• Afrasiab Mirza & Eric Stephens, 2016, "Securitization and Aggregate Investment Efficiency," Carleton Economic Papers, Carleton University, Department of Economics, number 16-05, Mar, revised 24 Jan 2017.
• Corbisiero, Giuseppe, 2016, "Bank Lending, Collateral, and Credit Traps in a Monetary Union," Research Technical Papers, Central Bank of Ireland, number 02/RT/16, Mar.
• Mirna Dumičić, 2016, "Financial Stability Indicators – The Case of Croatia," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 5, issue 1, pages 113-140.
• Muhammad Ali Nasir & Alaa M. Soliman & Milton Yago & Junjie Wu, 2016, "Macroeconomic Policies Interaction & the Symmetry of Financial Markets’ Responses," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 5, issue 1, pages 53-69.
• Maja Ivanović, 2016, "Determinants of Credit Growth: The Case of Montenegro," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 5, issue 2, pages 101-118.
• Adrian Buss & Bernard Dumas & Raman Uppal & Grigory Vilkov, 2016, "The Intended and Unintended Consequences of Financial-Market Regulations: A General Equilibrium Analysis," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 449.
• Roberto Marfè & Julien Penasse, 2016, "The Time-Varying Risk of Macroeconomic Disasters," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 463.
• Aïssata COULIBALY & Urbain Thierry YOGO, 2016, "Access to Financial Services and Working Poverty in Developing Countries," Working Papers, CERDI, number 201620, Nov.
• Harold Ngalawa & Fulbert Tchana Tchana & Nicola Viegi, 2016, "Banking instability and deposit insurance: The role of moral hazard," Journal of Applied Economics, Universidad del CEMA, volume 19, pages 323-350, November.
• Alessandro Gavazza & Simon Mongey & Giovanni L. Violante, 2016, "Aggregate recruiting intensity," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp1449, Oct.
• Carmen M. Reinhart & Vincent Reinhart & Christoph Trebesch, 2016, "Global Cycles: Capital Flows, Commodities, and Sovereign Defaults, 1815-2015," CESifo Working Paper Series, CESifo, number 5737.
• Tiziana Assenza & Domenico Delli Gatti & Jakob Grazzini & Giorgio Ricchiuti, 2016, "Heterogeneous Firms and International Trade: The Role of Productivity and Financial Fragility," CESifo Working Paper Series, CESifo, number 5959.
• Bruno Chiarini & Maria Ferrara & Elisabetta Marzano, 2016, "Investment Shocks, Tax Evasion and the Consumption Puzzle: A DSGE Analysis with Financial Frictions," CESifo Working Paper Series, CESifo, number 6015.
• Nikolay Hristov & Oliver Hülsewig, 2016, "Unexpected Loan Losses and Bank Capital in an Estimated DSGE Model of the Euro Area," CESifo Working Paper Series, CESifo, number 6160.
• Andreas Neuhierl & Michael Weber & Michael Weber, 2016, "Monetary Policy and the Stock Market: Time-Series Evidence," CESifo Working Paper Series, CESifo, number 6199.
• Gianluca Cafiso, 2016, "Private Debt and GDP: A Short-Run Perspective," CESifo Working Paper Series, CESifo, number 6201.
• Michael Melvin & Duncan Shand, 2016, "When Carry Goes Bad: The Magnitude, Causes, and Duration of Currency Carry Unwinds," CESifo Working Paper Series, CESifo, number 6210.
• Maarten de Ridder, 2016, "Investment in Productivity and the Long-Run Effect of Financial Crises on Output," CESifo Working Paper Series, CESifo, number 6243.
• Julio Blanco & Gaston Navarro, 2016, "The Unemployment Accelerator," CESifo Working Paper Series, CESifo, number 6248.
• Antonio Rodriguez-Lopez, 2016, "Liquidity and the International Allocation of Economic Activity," CESifo Working Paper Series, CESifo, number 6286.
• Atanas Hristov, 2016, "Measuring the Natural Rate of Interest in the Eurozone: A DSGE Perspective," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 17, issue 01, pages 86-91, April.
• Uluc Aysun, 2016, "The credit channel is alive at the zero lower bound but how does it operate? Firm level evidence on the asymmetric effects of U.S. monetary policy," Working Papers, University of Central Florida, Department of Economics, number 2016-01, Jun.
• Davide Melcangi, 2016, "Firm’s precautionary savings and employment during a credit crisis," Discussion Papers, Centre for Macroeconomics (CFM), number 1610, Mar.
• Ambrogio Cesa-Bianchi & Gregory Thwaites & Alejandro Vicondoa, 2016, "Monetary Policy Transmission in an Open Economy: New Data and Evidence from the United Kingdom," Discussion Papers, Centre for Macroeconomics (CFM), number 1612, Apr, revised Aug 2016.
• Ricardo Reis, 2016, "QE in the future: the central bank's balance sheet in a financial crisis," Discussion Papers, Centre for Macroeconomics (CFM), number 1620, Jul.
• Alireza Sepahsalari, 2016, "Financial Market Imperfections and Labour Market Outcomes," Discussion Papers, Centre for Macroeconomics (CFM), number 1624, Jan.
• Ricardo Reis, 2016, "Funding Quantitative Easing to Target Inflation," Discussion Papers, Centre for Macroeconomics (CFM), number 1626, Sep.
• Coen N. Teulings, 2016, "Secular Stagnation, Rational Bubbles, and Fiscal Policy," Discussion Papers, Centre for Macroeconomics (CFM), number 1628, Jul.
• Maarten de Ridder, 2016, "Investment in Productivity and the Long-Run Effect of Financial Crises on Output," Discussion Papers, Centre for Macroeconomics (CFM), number 1630, Sep.
• Michael Woodford, 2016, "Quantitative easing and financial stability," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, volume 19, issue 2, pages 04-77, August.
• Eric T. Swanson, 2016, "Measuring the effects of unconventional monetary policy on asset prices," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, volume 19, issue 2, pages 78-100, August.
• Eric T. Swanson, 2016, "Measuring the Effects of Unconventional Monetary Policy on Asset Prices," Central Banking, Analysis, and Economic Policies Book Series, Central Bank of Chile, chapter 4, in: Elías Albagli & Diego Saravia & Michael Woodford, "Monetary Policy through Asset Markets: Lessons from Unconventional Measures and Implications for an Integrated World".
• Michael Woodford, 2016, "Quantitative Easing and Financial Stability," Central Banking, Analysis, and Economic Policies Book Series, Central Bank of Chile, chapter 6, in: Elías Albagli & Diego Saravia & Michael Woodford, "Monetary Policy through Asset Markets: Lessons from Unconventional Measures and Implications for an Integrated World".
• Rodrigo Alfaro & Carlos Medel & Carola Moreno, 2016, "An Analysis of the Impact of External Financial Risks on the Sovereign Risk Premium of Latin American Economies," Working Papers Central Bank of Chile, Central Bank of Chile, number 795, Dec.
• Eric Jondeau & Michael Rockinger, 2016, "Forecasting Financial Returns with a Structural Macroeconomic Model," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-13, Mar.
• Ines Chaieb & Vihang R. Errunza & Rajna Gibson, 2016, "How Does Sovereign Bond Market Integration Relate to Fundamentals and CDS Spreads?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-52, Jul.
• Semyon Malamud & Andreas Schrimpf, 2016, "Intermediation Markups and Monetary Policy Passthrough," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-75, Dec.
• Michel Aglietta & Etienne Espagne, 2016, "Climate and finance systemic risks, more than an analogy? The climate fragility hypothesis," Working Papers, CEPII research center, number 2016-10, Apr.
• Stéphane Lhuissier & Fabien Tripier, 2016, "Do Uncertainty Shocks Always Matter for Business Cycles?," Working Papers, CEPII research center, number 2016-19, Aug.
• Thomas Grjebine & Fabien Tripier, 2016, "Finance and Growth: From the Business Cycle to the Long Run," Working Papers, CEPII research center, number 2016-28, Dec.
• Imen Dakhlaoui & Chaker Aloui, 2016, "The Interactive Relationship Between the US Economic Policy Uncertainty and BRIC Stock Markets," International Economics, CEPII research center, issue 146, pages 141-157.
• Maria Th. Kasselaki & Athanasios O. Tagkalakis, 2016, "Fiscal policy and private investment in Greece," International Economics, CEPII research center, issue 147, pages 53-106.
• Thomas Grjebine & Fabien Tripier, 2016, "Finance et croissance : le court terme aux dépens du long terme ?," La Lettre du CEPII, CEPII research center, issue 364.
• Jean Boivin & Marc P. Giannoni & Dalibor Stevanovic, 2016, "Dynamic Effects of Credit Shocks in a Data-Rich Environment," CIRANO Working Papers, CIRANO, number 2016s-55, Oct.
• Karl Pinno & Apostolos Serletis, , "Money, Velocity, and the Stock Market," Working Papers, Department of Economics, University of Calgary, number 2016-33, revised 06 Jun 2016.
• Caterina Mendicino & Kalin Nikolov & Javier Suarez & Dominik Supera, 2016, "Optimal Dynamic Capital Requirements," Working Papers, CEMFI, number wp2016_1614, Dec.
• Lubos Komarek & Kristyna Ters & Jorg Urban, 2016, "Intraday Dynamics of Euro Area Sovereign Credit Risk Contagion," Working Papers, Czech National Bank, Research and Statistics Department, number 2016/04, Jun.
• Enoch Hill & David Perez-Reyna, 2016, "Leverage away your wedge: An analysis of banks' impact on output," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 14586, May.
• Enoch Hill & David Perez-Reyna, 2016, "Macroprudential Regulation and Misallocation," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 14974, Jul.
• Laura Andrade-Pardo & Oscar Valencia-Arana & Diego V�squez-Escobar & Mauricio Villamizar-Villegas, 2016, "Uncovering the portfolio balance channel with the use of sovereign credit ratings," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 34, issue 81, pages 191-205, DOI: 10.1016/j.espe.2016.08.003.
• Dennis Sánchez Navarro & Juan Pablo Herrera Saavedra & Aura Mar�a Garc�a Pab�n & Jacobo Campo Robledo & jcampo@sic.gov.co, 2016, "Determinantes de la dinámica de la cuota de manejo de las tarjetas de crédito en Colombia: el caso de la franquicia VISA," Estudios Económicos SIC, Superintendencia de Industria y Comercio, number 17719, Dec.
• James A. Giesecke & Peter B. Dixon & Maureen T. Rimmer, 2016, "The Economy-wide Impact of a Rise in Commercial Bank Capital Adequacy Ratios," Centre of Policy Studies/IMPACT Centre Working Papers, Victoria University, Centre of Policy Studies/IMPACT Centre, number g-261, May.
• J. Nassios & James A. Giesecke & Maureen T. Rimmer & Peter B. Dixon, 2016, "Comparing the Impacts of Financial Regulation in Australia and the United States via Simulation with Country-specific Financial CGE Models," Centre of Policy Studies/IMPACT Centre Working Papers, Victoria University, Centre of Policy Studies/IMPACT Centre, number g-263, Aug.
• Pfeifer, Johannes, 2016, "Macroeconomic Effects of Financial Shocks: Comment," Dynare Working Papers, CEPREMAP, number 50, Jul.
• Tambalotti, Andrea & Primiceri, Giorgio & Justiniano, Alejandro, 2016, "A Simple Model of Subprime Borrowers and Credit Growth," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11083, Jan.
• Reinhart, Vincent & Reinhart, Carmen & Trebesch, Christoph, 2016, "Global Cycles: Capital Flows, Commodities, and Sovereign Defaults, 1815-2015," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11096, Feb.
• Fernández-Villaverde, Jesús & Levintal, Oren, 2016, "Solution Methods for Models with Rare Disasters," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11115, Feb.
• Marimon, Ramon, 2016, "Breaking the Spell with Credit-Easing: Self-Confirming Credit Crises in Competitive Search Economies," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11135, Feb.
• Broer, Tobias, 2016, "Securitisation Bubbles: Structured finance with disagreement about default correlations," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11145, Mar.
• Teulings, Coen, 2016, "Secular Stagnation, Rational Bubbles and Fiscal Policy," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11149, Mar.
• Mitchener, Kris & Richardson, Gary, 2016, "Network Contagion and Interbank Amplification during the Great Depression," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11164, Mar.
• Jensen, Henrik & Ravn, Søren Hove & Santoro, Emiliano, 2016, "Deepening Contractions and Collateral Constraints," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11166, Mar.
• Pagano, Marco & Simonelli, Saverio & Altavilla, Carlo, 2016, "Bank Exposures and Sovereign Stress Transmission," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11269, May.
• Woodford, Michael, 2016, "Quantitative Easing and Financial Stability," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11287, May.
• Maggiori, Matteo & Farhi, Emmanuel, 2016, "A Model of the International Monetary System," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11297, May.
• Brunnermeier, Markus & Sannikov, Yuliy, 2016, "Macro, Money and Finance: A Continuous Time Approach," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11329, Jun.
• Hazan, Moshe & Weiss, David & Zoabi, Hosny, 2016, "Women's Liberation as a Financial Innovation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11371, Jul.
• Brunnermeier, Markus & Sannikov, Yuliy, 2016, "The I Theory of Money," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11444, Aug.
• Huo, Zhen, 2016, "Financial Frictions, Asset Prices, and the Great Recession," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11544, Sep.
• Chernov, Mikhail & Schmid, Lukas & Schneider, Andres, 2016, "A Macrofinance View of U.S. Sovereign CDS Premiums," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11576, Oct.
• Adrian, Tobias & Boyarchenko, Nina & Giannone, Domenico, 2016, "Vulnerable Growth," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11583, Oct.
• Canova, Fabio & Ciccarelli, Matteo & Altavilla, Carlo, 2016, "Mending the broken link: heterogeneous bank lending and monetary policy pass-through," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11584, Oct.
• Taylor, Alan M. & Jordà , Ã’scar & Schularick, Moritz, 2016, "Macrofinancial History and the New Business Cycle Facts," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11587, Oct.
• Muellbauer, John, 2016, "Macroeconomics and Consumption," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11588, Oct.
• Martin, Ian & Wagner, Christian, 2016, "What is the Expected Return on a Stock?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11608, Nov.
• Schmitt-Grohé, Stephanie & Uribe, Martín, 2016, "Is Optimal Capital-Control Policy Countercyclical In Open-Economy Models With Collateral Constraints?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11619, Nov.
• Schmitt-Grohé, Stephanie & Uribe, Martín, 2016, "Multiple Equilibria in Open Economy Models with Collateral Constraints: Overborrowing Revisited," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11623, Nov.
• Favero, Carlo A. & Tamoni, Andrea & Ortu, Fulvio & Yang, Haoxi, 2016, "Implications of Return Predictability across Horizons for Asset Pricing Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11645, Nov.
• Sergeyev, Dmitriy & Mehrotra, Neil, 2016, "Financial Shocks and Job Flows," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11677, Dec.
• Wieladek, Tomasz & Haldane, Andrew & Roberts-Sklar, Matt & Young, Chris, 2016, "QE: the story so far," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11691, Dec.
• Orphanides, Athanasios & Breach, Tomas & D'Amico, Stefania, 2016, "The Term Structure and Inflation Uncertainty," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11730, Dec.
• Mattesini, Fabrizio & Nosal, Ed, 2016, "Liquidity and asset prices in a monetary model with OTC asset markets," Journal of Economic Theory, Elsevier, volume 164, issue C, pages 187-217, DOI: 10.1016/j.jet.2015.11.001.
• Gârleanu, Nicolae & Pedersen, Lasse Heje, 2016, "Dynamic portfolio choice with frictions," Journal of Economic Theory, Elsevier, volume 165, issue C, pages 487-516, DOI: 10.1016/j.jet.2016.06.001.