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

2012

• Apostolos Thomadakis, 2012, "Contagion or Flight-to-Quality Phenomena in Stock and Bond Returns," School of Economics Discussion Papers, School of Economics, University of Surrey, number 0612, Feb.
• Apostolos Thomadakis, 2012, "Measuring Financial Contagion with Extreme Coexceedances," School of Economics Discussion Papers, School of Economics, University of Surrey, number 1112, Sep.
• Rangan Gupta & Monique Reid, 2012, "Macroeconomic Surprises and Stock Returns in South Africa," Working Papers, Stellenbosch University, Department of Economics, number 05/2012.
• Sonali Das & Rangan Gupta & Patrick T. Kanda & Monique Reid & Christian K. Tipoy & Mulatu F. Zerihun, 2012, "Real Interest Rate Persistence in South Africa: Evidence and Implications," Working Papers, Stellenbosch University, Department of Economics, number 17/2012.
• Luca Agnello & Ricardo M. Sousa, 2012, "How do banking crises impact on income inequality?," Applied Economics Letters, Taylor & Francis Journals, volume 19, issue 15, pages 1425-1429, October, DOI: 10.1080/13504851.2011.631885.
• Jan Willem van den End, 2012, "Liquidity stress-tester: do Basel III and unconventional monetary policy work?," Applied Financial Economics, Taylor & Francis Journals, volume 22, issue 15, pages 1233-1257, August, DOI: 10.1080/09603107.2011.646065.
• A. Hoffmann, 2012, "Determinants of carry trades in Central and Eastern Europe," Applied Financial Economics, Taylor & Francis Journals, volume 22, issue 18, pages 1479-1490, September, DOI: 10.1080/09603107.2012.663470.
• Riccardo De Bonis & Andrea Silvestrini, 2012, "The effects of financial and real wealth on consumption: new evidence from OECD countries," Applied Financial Economics, Taylor & Francis Journals, volume 22, issue 5, pages 409-425, March, DOI: 10.1080/09603107.2011.613773.
• Akhter Faroque & William Veloce & Jean-Francois Lamarche, 2012, "Have structural changes eliminated the out-of-sample ability of financial variables to forecast real activity after the mid-1980s? Evidence from the Canadian economy," Applied Economics, Taylor & Francis Journals, volume 44, issue 30, pages 3965-3985, October, DOI: 10.1080/00036846.2011.583226.
• Nada Mora & Andrew Logan, 2012, "Shocks to bank capital: evidence from UK banks at home and away," Applied Economics, Taylor & Francis Journals, volume 44, issue 9, pages 1103-1119, March, DOI: 10.1080/00036846.2010.537639.
• Petra Duenhaupt, 2012, "Financialization and the rentier income share -- evidence from the USA and Germany," International Review of Applied Economics, Taylor & Francis Journals, volume 26, issue 4, pages 465-487, June, DOI: 10.1080/02692171.2011.595705.
• S�bastien Lleo & William T. Ziemba, 2012, "Stock market crashes in 2007--2009: were we able to predict them?," Quantitative Finance, Taylor & Francis Journals, volume 12, issue 8, pages 1161-1187, July, DOI: 10.1080/14697688.2012.709791.
• Koray Alper & Timur Hulagu & Gursu Keles, 2012, "An Empirical Study on Liquidity and Bank Lending," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1204.
• A. Hakan Kara, 2012, "Monetary Policy in Turkey After the Global Crisis," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1217.
• Yasin Mimir & Enes Sunel & Temel Taskin, 2012, "Required Reserves as a Credit Policy Tool," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1224.
• Pierre-Richard Agenor & Koray Alper & Luiz Pereira da Silva, 2012, "Capital Regulation, Monetary Policy and Financial Stability," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1228.
• Yasin Akcelik & Orcan Cortuk & Ibrahim M. Turhan, 2012, "Mitigating Turkey's Trilemma Tradeoffs," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1229.
• Angela ROMAN, 2012, "Sources of financing european smes and new supporting EU policies: evidence from the new EU member states," Anale. Seria Stiinte Economice. Timisoara, Faculty of Economics, Tibiscus University in Timisoara, volume 0, pages 245-252, May.
• Takashi Fukuda & Jauhari Dahalan, 2012, "Finance-Growth-Crisis Nexus in Asian Emerging Economies: Evidence from VECM and ARDL Assessment," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 5, issue 2, pages 69-100, August.
• Wen-Yao Grace Wang & Paula Hernandez-Verme & Raymond A. K. Cox Author E-mail: rcox@unbc.ca, 2012, "Financial Fragility, Exchange-Rate Regimes, and Sudden Stops in a Small Open Economy," Ekonomi-tek - International Economics Journal, Turkish Economic Association, volume 1, issue 3, pages 25-54, September.
• Markus Kirchner & Sweder van Wijnbergen, 2012, "Fiscal Deficits, Financial Fragility, and the Effectiveness of Government Policies," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 12-044/2, Apr.
• Kevin J. Lansing & Agnieszka Markiewicz, 2012, "Top Incomes, Rising Inequality, and Welfare," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 12-114/IV, Oct, revised 28 Apr 2015.
• Martin L. Scholtus & Dick van Dijk & Bart Frijns, 2012, "Speed, Algorithmic Trading, and Market Quality around Macroeconomic News Announcements," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 12-121/III, Nov.
• Eijffinger, S.C.W. & Mahieu, R.J. & Raes, L.B.D., 2012, "Can the Fed talk the Hind Legs off the Stock Market? (replaces CentER DP 2011-072)," Discussion Paper, Tilburg University, Center for Economic Research, number 2012-012.
• Jimenez Porras, G. & Ongena, S. & Peydro, J.L. & Saurina, J., 2012, "Credit Supply versus Demand : Bank and Firm Balance-Sheet Channels in Good and Crisis Times," Discussion Paper, Tilburg University, Center for Economic Research, number 2012-005.
• Tomohiro Hirano & Noriyuki Yanagawa, 2012, "Asset Bubbles and Bailout," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-838, Jan.
• Christiano A. Coelho & João M.P. De Mello & Bruno Funchal, 2012, "The Brazilian Payroll Lending Experiment," The Review of Economics and Statistics, MIT Press, volume 94, issue 4, pages 925-934, November.
• Miguel Ramirez & Racha Menhem, 2012, "The Greek Sovereign Debt Crisis: A Conceptual and Empirical Analysis," Working Papers, Trinity College, Department of Economics, number 1203, Jun.
• Miguel Ramirez & Aalok Pandey, 2012, "Why does the Cost of Credit Intermediation Increase for Small Firms Relative to Large Firms during Recessions? A Conceptual and Empirical Analysis," Working Papers, Trinity College, Department of Economics, number 1205, Jul.
• Yun Kim, 2012, "Emulation and Consumer Debt: Implications of Keeping-Up with the Joneses," Working Papers, Trinity College, Department of Economics, number 1208, Sep.
• Gollier, Christian, 2012, "Asset pricing with uncertain betas: A long-term perspective," TSE Working Papers, Toulouse School of Economics (TSE), number 12-354, Nov.
• Yiting Li & Guillaume Rocheteau & Pierre-Olivier Weill, 2012, "Liquidity and the Threat of Fraudulent Assets," Journal of Political Economy, University of Chicago Press, volume 120, issue 5, pages 000, DOI: 10.1086/668864.
• Klaus Adam & Pei Kuang & Albert Marcet, 2012, "House Price Booms and the Current Account," NBER Macroeconomics Annual, University of Chicago Press, volume 26, issue 1, pages 77-122, DOI: 10.1086/663990.
• Sanglim Lee, 2012, "Expected Currency Excess Returns and International Business Cycles," Working papers, University of Connecticut, Department of Economics, number 2012-16, Sep.
• Javier Bianchi, 2012, "Efficient Bailouts?," Documentos de Trabajo (working papers), Department of Economics - dECON, number 2012, Dec.
• Francis Breedon & Jagjit S. Chadha & Alex Waters, 2012, "The Financial Market Impact of UK Quantitative Easing," Studies in Economics, School of Economics, University of Kent, number 1211, Jun.
• Philippe Lambert & Sébastien Laurent & David Veredas, 2012, "Testing conditional asymmetry. A residual based approach," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/136195.
• Kevin Gallagher, 2012, "The Myth of Financial Protectionism: The New (and old) Economics of Capital Controls," Working Papers, Political Economy Research Institute, University of Massachusetts at Amherst, number wp278.
• Robert Pollin, 2012, "The Great U.S. Liquidity Trap of 2009-11: Are We Stuck Pushing on Strings?," Working Papers, Political Economy Research Institute, University of Massachusetts at Amherst, number wp284.
• Farla, Kristine, 2012, "Institutions and credit," MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT), number 2012-038.
• Grigory V. Kalyagin & Vladimir A. Kozlov, 2012, "Coordination in Political Machinery under Dictatorship: Signals, Shirking and Repression," Working Papers, Moscow State University, Faculty of Economics, number 0001, May.
• Vasco Carvalho & Alberto Martin & Jaume Ventura, 2012, "Understanding bubbly episodes," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1301, Jan.
• Alberto Martin & Jaume Ventura, 2012, "Managing credit bubbles," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1367, Oct, revised Mar 2015.
• Luca Fornaro, 2012, "International debt deleveraging," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1401, Nov, revised Sep 2016.
• Ammann, Manuel & Odoni, Sandro & Oesch, David, 2012, "An Alternative Three-Factor Model for International Markets: Evidence from the European Monetary Union," Working Papers on Finance, University of St. Gallen, School of Finance, number 1202, Aug.
• Chase Parker DeHan, 2012, "Stock Markets and Growth: A Re-Evaluation," Working Paper Series, Department of Economics, University of Utah, University of Utah, Department of Economics, number 2012_08.
• Simona E. Cociuba & Malik Shukayev & Alexander Ueberfeldt, 2012, "Collateralized Borrowing and Risk Taking at Low Interest Rates?," University of Western Ontario, Economic Policy Research Institute Working Papers, University of Western Ontario, Economic Policy Research Institute, number 20121.
• David Laidler, 2012, "Two Crises, Two Ideas and One Question," University of Western Ontario, Economic Policy Research Institute Working Papers, University of Western Ontario, Economic Policy Research Institute, number 20124.
• Giuseppe Garofalo, 2012, "Interest rate in an "econom-ethic" perspective," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, volume 120, issue 4, pages 399-412.
• Giovanni Dosi & Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini, 2012, "Income Distribution, Credit and Fiscal Policies in an Agent-Based Keynesian Model," Working Papers, University of Verona, Department of Economics, number 03/2012, Jan.
• Scott J. Dressler & Erasmus K. Kersting, 2012, "Economies of Scale in Banking, Confidence Shocks, and Business Cycles," Villanova School of Business Department of Economics and Statistics Working Paper Series, Villanova School of Business Department of Economics and Statistics, number 18, Feb.
• Dinga, Emil & Baltaretu, Camelia, 2012, "On A General Frame For Macroeconomic Modelling􀀍," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 16, issue 1, pages 97-116.
• CRISTE, Adina, 2012, "Monetary Policy In The Context Of The European Sovereign Debts," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 16, issue 4, pages 23-34.
• Jean-Pierre Allegret & Sana Azzabi, 2012, "Développement financier, croissance de long terme et effets de seuil," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 59, issue 5, pages 553-581.
• Jamel Boukhatem, 2012, "Marchés obligataires et crises bancaires dans les pays émergents: le rôle des institutions," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 59, issue 5, pages 625-646.
• Kenneth Kuttner, 2012, "Low Interest Rates and Housing Bubbles: Still No Smoking Gun," Department of Economics Working Papers, Department of Economics, Williams College, number 2012-01, Jan.
• Sarah Jacobson & Jason Delaney, 2012, "The Good of the Few: Reciprocity in the Provision of a Public Bad," Department of Economics Working Papers, Department of Economics, Williams College, number 2012-02, Jan.
• Pierre Cahuc & Edouard Challe, 2012, "Produce Or Speculate? Asset Bubbles, Occupational Choice, And Efficiency," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 53, issue 4, pages 1105-1131, November, DOI: j.1468-2354.2012.00713.x.
• René Garcia & Richard Luger, 2012, "Risk aversion, intertemporal substitution, and the term structure of interest rates," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 27, issue 6, pages 1013-1036, September.
• Carlo A. Favero & Linlin Niu & Luca Sala, 2012, "Term Structure Forecasting: No‐Arbitrage Restrictions versus Large Information Set," Journal of Forecasting, John Wiley & Sons, Ltd., volume 31, issue 2, pages 124-156, March.
• Luis Gil‐Alana & Antonio Moreno & Fernando Pérez de Gracia, 2012, "Exploring Survey‐Based Inflation Forecasts," Journal of Forecasting, John Wiley & Sons, Ltd., volume 31, issue 6, pages 524-539, September.
• Jae Won Lee, 2012, "Aggregate Implications of Heterogeneous Households in a Sticky‐Price Model," Journal of Money, Credit and Banking, Blackwell Publishing, volume 44, issue 1, pages 1-22, February, DOI: 10.1111/j.1538-4616.2011.00467.x.
• Malte Krueger, 2012, "Money: A Market Microstructure Approach," Journal of Money, Credit and Banking, Blackwell Publishing, volume 44, issue 6, pages 1245-1258, September, DOI: 10.1111/j.1538-4616.2012.00530.x.
• Lucjan T. Orlowski, 2012, "Financial crisis and extreme market risks: Evidence from Europe," Review of Financial Economics, John Wiley & Sons, volume 21, issue 3, pages 120-130, September, DOI: 10.1016/j.rfe.2012.06.006.
• Kin‐Yip Ho & Lin Zheng & Zhaoyong Zhang, 2012, "Volume, volatility and information linkages in the stock and option markets," Review of Financial Economics, John Wiley & Sons, volume 21, issue 4, pages 168-174, November, DOI: 10.1016/j.rfe.2012.06.001.
• Alexander Kurov, 2012, "What determines the stock market's reaction to monetary policy statements?," Review of Financial Economics, John Wiley & Sons, volume 21, issue 4, pages 175-187, November, DOI: 10.1016/j.rfe.2012.06.010.
• Marek Lubiński, 2012, "Aktywność kredytowa banków w cyklu koniunkturalnym [Banks’ Lending Activity During Business Cycles]," Prace i Materiały, Instytut Rozwoju Gospodarczego (SGH), volume 90, issue 3, pages 119-139, .
• Elżbieta Adamowicz & Konrad Walczyk, 2012, "Fakty empiryczne w danych jakościowych. Z badań koniunktury IRG SGH [Stylised Facts in Data out of RIED Business Cycle Research]," Prace i Materiały, Instytut Rozwoju Gospodarczego (SGH), volume 90, issue 3, pages 39-65, .
• Dirk J Bezemer, 2012, "The Economy As A Complex System: The Balance Sheet Dimension," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., volume 15, issue supp0, pages 1-22, DOI: 10.1142/S0219525912500476.
• Andrew K. Rose & Mark M. Spiegel, 2012, "Central Bank Swaps And International Dollar Illiquidity," Global Journal of Economics (GJE), World Scientific Publishing Co. Pte. Ltd., volume 1, issue 01, pages 1-20, DOI: 10.1142/S2251361212500024.
• Silviu CERNA, 2012, "Central banks, monetary policy and financial stability," Timisoara Journal of Economics, West University of Timisoara, Romania, Faculty of Economics and Business Administration, volume 5, issue 18, pages 336-379.
• Alfonso Mendoza-Velazquez & Peter N. Smith, 2012, "Equity Returns and the Business Cycle: The Role of Supply and Demand Shocks," Discussion Papers, Department of Economics, University of York, number 12/36, Dec.
• Na Guo & Peter N. Smith, 2012, "Durable Consumption, Long-Run Risk and The Equity Premium," Discussion Papers, Department of Economics, University of York, number 12/37, Dec.
• Ponomarenko, Alexey, 2012, "Early warning indicators of asset price boom/bust cycles in emerging markets," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 22/2012.
• Lambertini, Luisa & Mendicino, Caterina & Punzi, Maria Teresa, 2012, "Expectations-driven cycles in the housing market," Bank of Finland Research Discussion Papers, Bank of Finland, number 2/2012.
• Waters, George A., 2012, "Quantity rationing of credit," Bank of Finland Research Discussion Papers, Bank of Finland, number 3/2012.
• Fernández, Andrés & Gulan, Adam, 2012, "Interest rates and business cycles in emerging economies: the role of financial frictions," Bank of Finland Research Discussion Papers, Bank of Finland, number 23/2012.
• Gerke, Rafael & Jonsson, Magnus & Kliem, Martin & Kolasa, Marcin & Lafourcade, Pierre & Locarno, Alberto & Makarski, Krzysztof & McAdam, Peter, 2012, "Assessing macro-financial linkages: A model comparison exercise," Discussion Papers, Deutsche Bundesbank, number 02/2012.
• Georgiadis, Georgios, 2012, "Towards an explanation of cross-country asymmetries in monetary transmission," Discussion Papers, Deutsche Bundesbank, number 07/2012.
• Düwel, Cornelia & Frey, Rainer, 2012, "Competition for internal funds within multinational banks: Foreign affiliate lending in the crisis," Discussion Papers, Deutsche Bundesbank, number 19/2012.
• Kirchner, Markus & van Wijnbergen, Sweder, 2012, "Fiscal deficits, financial fragility, and the effectiveness of government policies," Discussion Papers, Deutsche Bundesbank, number 20/2012.
• Bräuning, Falk & Fecht, Falko, 2012, "Relationship lending in the interbank market and the price of liquidity," Discussion Papers, Deutsche Bundesbank, number 22/2012.
• Jahn, Nadya & Kick, Thomas, 2012, "Early warning indicators for the German banking system: A macroprudential analysis," Discussion Papers, Deutsche Bundesbank, number 27/2012.
• Issing, Otmar, 2012, "Central banks: Paradise lost," CFS Working Paper Series, Center for Financial Studies (CFS), number 2012/06.
• Jiménez, Gabriel & Ongena, Steven & Peydró, José-Luis & Saurina, Jesús, 2012, "Credit Supply and Monetary Policy: Identifying the Bank Balance-Sheet Channel with Loan Applications," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 102, issue 5, pages 2301-2326.
• Reimers, Hans-Eggert, 2012, "Early warning indicator model of financial developments using an ordered logit," Wismar Discussion Papers, Hochschule Wismar, Wismar Business School, number 06/2012.
• Al-Hussami, Fares & Remesal, Álvaro Martín, 2012, "Current account imbalances and income inequality: Theory and evidence," Kiel Advanced Studies Working Papers, Kiel Institute for the World Economy, number 459.
• Milne, Alistair, 2012, "Register, issue, cap and trade: A proposal for ending current and future financial crises," Economics Discussion Papers, Kiel Institute for the World Economy, number 2012-34.
• Stolbov, Mikhail, 2012, "The finance-growth nexus revisited: From origins to a modern theoretical landscape," Economics Discussion Papers, Kiel Institute for the World Economy, number 2012-45.
• Raberto, Marco & Teglio, Andrea & Cincotti, Silvano, 2012, "Debt, deleveraging and business cycles: An agent-based perspective," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 6, pages 1-49, DOI: 10.5018/economics-ejournal.ja.2012-.
• Raddant, Matthias, 2012, "Structure in the Italian overnight loan market," Kiel Working Papers, Kiel Institute for the World Economy, number 1772.
• Verona, Fabio & Martins, Manuel M. F. & Drumond, Inês, 2012, "(Un)anticipated monetary policy in a DSGE model with a shadow banking system," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 56.
• Sichei, Moses Muse & Tiriongo, Samuel & Shimba, Chris, 2012, "Segmentation and efficiency of the interbank market in Kenya," KBA Centre for Research on Financial Markets and Policy Working Paper Series, Kenya Bankers Association (KBA), number 1.
• Körner, Finn Marten & Zemanek, Holger, 2012, "On the brink? Intra-euro area imbalances and the sustainability of foreign debt," Working Papers, University of Leipzig, Faculty of Economics and Management Science, number 109.
• Jovanovic, Mario, 2012, "Empirical Evidence on the Generalized Taylor Principle," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 334, DOI: 10.4419/86788384.
• Beckmann, Joscha & Czudaj, Robert, 2012, "Gold as an Infl ation Hedge in a Time-Varying Coefficient Framework," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 362, DOI: 10.4419/86788416.
• Doluca, Hasan & Hübner, Malte & Rumpf, Dominik & Weigert, Benjamin, 2012, "The European Redemption Pact: An illustrative guide," Working Papers, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung, number 02/2012.
• Schmid, Kai Daniel & Schmidt, Michael, 2012, "EMU, the changing role of public debt and the revival of sovereign credit risk perception," University of Tübingen Working Papers in Business and Economics, University of Tuebingen, Faculty of Economics and Social Sciences, School of Business and Economics, number 48.
• Rannenberg, Ansgar, 2012, "Asymmetric Information in Credit Markets, Bank Leverage Cycles and Macroeconomic Dynamics," VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century, Verein für Socialpolitik / German Economic Association, number 62035.
• Schüder, Stefan, 2012, "Monetary Policy Trade-Offs in a Portfolio Model with Endogenous Asset Supply," VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century, Verein für Socialpolitik / German Economic Association, number 65402.
• Radde, Sören, 2012, "Liquidity Crises, Banking, and the Great Recession," VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century, Verein für Socialpolitik / German Economic Association, number 65408.
• Gareis, Johannes & Mayer, Eric, 2012, "What drives Ireland's housing market? A Bayesian DSGE approach," W.E.P. - Würzburg Economic Papers, University of Würzburg, Department of Economics, number 88.
• Gareis, Johannes & Mayer, Eric, 2012, "Euler equations and money market interest rates: The role of monetary and risk premium shocks," W.E.P. - Würzburg Economic Papers, University of Würzburg, Department of Economics, number 89.
• Gareis, Johannes & Mayer, Eric, 2012, "Financial market heterogeneity: Implications for the EMU," W.E.P. - Würzburg Economic Papers, University of Würzburg, Department of Economics, number 90.

2011

• Joscha Beckmann & Ansgar Belke & Michael Kühl, 2011, "The dollar-euro exchange rate and macroeconomic fundamentals: a time-varying coefficient approach," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 147, issue 1, pages 11-40, April, DOI: 10.1007/s10290-010-0074-6.
• Eilev S. Jansen & Tord S. H. Krogh, 2011, "Credit conditions indices: Controlling for regime shifts in the Norwegian credit market," Discussion Papers, Statistics Norway, Research Department, number 646, Feb.
• André K. Anundsen & Eilev S. Jansen, 2011, "Self-reinforcing effects between housing prices and credit. Evidence from Norway," Discussion Papers, Statistics Norway, Research Department, number 651, Mar.
• Roger Hammersland & Cathrine Bolstad Træe, 2011, "The Financial Accelerator and the real economy. Self-reinforcing feedback loops in a core macro econometric model for Norway," Discussion Papers, Statistics Norway, Research Department, number 668, Oct.
• Thomas Philippon & Vasiliki Skreta, 2011, "Optimal Interventions in Markets with Adverse Selection," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 11-11.
• David Backus & Mikhail Chernov & Stanley Zin, 2011, "Sources of Entropy in Representative Agent Models," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 11-21.
• J.W. Nevile & Peter Kriesler & Geoff Harcourt, 2011, "Exchange Rate Management in an Era of Global Financial Crises with special reference to Australia," Discussion Papers, School of Economics, The University of New South Wales, number 2012-05, Dec.
• Guangling (Dave) Liu & Nkhahle Seeiso, 2011, "Business Cycle and Bank Capital Regulation: Basel II Procyclicality," Working Papers, Stellenbosch University, Department of Economics, number 18/2011.
• Toni Beutler & Mathieu Grobéty, 2011, "The Collateral Channel under Imperfect Debt Enforcement," Working Papers, Swiss National Bank, Study Center Gerzensee, number 11.11, Nov.
• Rangan Gupta, 2011, "Currency Substitution and Financial Repression," International Economic Journal, Taylor & Francis Journals, volume 25, issue 1, pages 47-61, DOI: 10.1080/10168731003753875.
• Michal Pakoš, 2011, "Estimating Intertemporal and Intratemporal Substitutions When Both Income and Substitution Effects Are Present: The Role of Durable Goods," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 29, issue 3, pages 439-454, July, DOI: 10.1198/jbes.2009.07046.
• Huseyin Gunay & Mustafa Kilinc, 2011, "Credit Market Imperfections and Business Cycle Asymmetries in Turkey (Turkiye�de Kredi Piyasasi Noksanliklari ve Is Cevrim Nispetsizlikleri)," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1107.
• Erdem Basci & Hakan Kara, 2011, "Financial Stability and Monetary Policy," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1108.
• Ibrahim Burak Kanli & Yasemin Barlas, 2011, "Esigi Asinca : Kredi Notunun �Yatirim Yapilabilir� Seviyeye Yukselmesinin Etkileri," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1123.
• Samuel Bindu & Lloyd Chigusiwa & D. Mazambani & L. Muchabaiwa & V. Mudavanhu, 2011, "The Effect of stock market wealth on private consumption in Zimbabwe," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 4, issue 2, pages 125-142, August.
• Acocella Nicola & Bisio Laura & Di Bartolomeo Giovanni & Pelloni Alessandra, 2011, "Labor market imperfections, real wage rigidities and financial shocks," wp.comunite, Department of Communication, University of Teramo, number 0070, Mar.
• Masagus M. Ridhwan & Henri L.F. de Groot & Piet Rietveld & Peter Nijkamp, 2011, "The Regional Impact of Monetary Policy in Indonesia," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-081/3, May.
• Blommestein, H.J. & Eijffinger, S.C.W. & Qian, Z., 2011, "Monetary Policy Rules, Adverse Selection and Long-Run Financial Risk," Discussion Paper, Tilburg University, Center for Economic Research, number 2011-121.
• Pataracchia, B., 2011, "Ambiguity and Volatility : Asset Pricing Implications," Discussion Paper, Tilburg University, Center for Economic Research, number 2011-042.
• Yoshiro Miwa, 2011, "Are Japanese Firms Becoming More Independent from Their Banks?: Evidence from the Firm-Level Data of the "Corporate Enterprise Quarterly Statistics," 1994-2009," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-808, Jul.
• Mathias Hoffmann & Iryna Shcherbakova-Stewen, 2011, "Consumption Risk Sharing over the Business Cycle: The Role of Small Firms' Access to Credit Markets," The Review of Economics and Statistics, MIT Press, volume 93, issue 4, pages 1403-1416, November.
• Yun Kim & Alan Isaac, 2011, "Consumer and Corporate Debt: A Neo-Kaleckian Synthesis," Working Papers, Trinity College, Department of Economics, number 1108, Aug.
• Marisa Bordón, 2011, "El papel de las finanzas en la dinámica económica argentina entre 1976 y 2001
  [The role of finance in Angentinean economic dynamics between 1976 and 2001]," Papeles de Europa, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Estudios Internacionales (ICEI), volume 22, pages 103-137, DOI: http://dx.doi.org/10.5209/rev_PADE..
• Marta Gómez-Puig & Simón Sosvilla-Rivero, 2011, "Causality and contagion in peripheral EMU public debt markets: a dynamic approach," Working Papers del Instituto Complutense de Estudios Internacionales, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales, number 1108.
• Uluc Aysun, 2011, "The implications of dynamic financial frictions for DSGE models," Working papers, University of Connecticut, Department of Economics, number 2011-07, Apr.
• Dong Jin Lee & Jong Chil Son, 2011, "Nonlinearity and Structural Breaks in Monetary Policy Rules with Stock Prices," Working papers, University of Connecticut, Department of Economics, number 2011-19, Oct.
• Diego Gianelli, 2011, "El traspaso de las tasas de interés en el sistema bancario uruguayo," Documentos de Trabajo (working papers), Department of Economics - dECON, number 0411, Jan.
• Fernando Borraz & Alejandro Fried & Diego Gianelli, 2011, "Análisis de las calificaciones de riesgo soberano: el caso uruguayo," Documentos de Trabajo (working papers), Department of Economics - dECON, number 2111, Aug.
• Nikolaus Hautsch & Dieter Hess & David Veredas, 2011, "The impact of macroeconomic news on quote adjustments, noise and informational volatility," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/136190.
• Meixing Dai, 2011, "Les ? hélicoptères ? des banques centrales," Bulletin de l'Observatoire des politiques économiques en Europe, Observatoire des Politiques Économiques en Europe (OPEE), volume 24, issue 1, pages 17-23, June.
• Meixing Dai, 2011, "Règle de taux d’intérêt et politique d’assouplissement quantitatif avec un rôle pour la monnaie," Bulletin de l'Observatoire des politiques économiques en Europe, Observatoire des Politiques Économiques en Europe (OPEE), volume 0, issue 1, pages 119-148, March.
• Meixing Dai, 2011, "Règle du taux d’intérêt et politique d’assouplissement quantitatif avec un rôle pour la monnaie," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2011-05.
• Thomas I. Palley, 2011, "Quantitative Easing: A Keynesian Critique," Working Papers, Political Economy Research Institute, University of Massachusetts at Amherst, number wp252.
• Gerald Epstein & Robert Pollin, 2011, "Regulating Wall Street: Exploring the Political Economy of the Possible," Working Papers, Political Economy Research Institute, University of Massachusetts at Amherst, number wp256.
• Chao Gu & Joseph Haslag, 2011, "Endogenous Credit Cycles," Working Papers, Department of Economics, University of Missouri, number 1114, Sep.
• Luis Gil-Alana & Antonio Moreno & Fernando Pérez de Gracia, 2011, "Exploring Survey-Based Inflation Forecasts," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 05/11, Jan.
• Nicola Gennaioli & Andrei Shleifer & Robert Vishny, 2011, "A model of shadow banking," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1283, May, revised May 2012.
• Jordi Galí, 2011, "Monetary policy and rational asset price bubbles," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1293, Apr, revised Aug 2013.
• Ellouz SIWAR, 2011, "The Impact Of Overconfidence Bias And Disposition Effect On The Volume Of Transaction And The Volatility Of The French Stock Market," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, volume 6, issue 1(15)/ Sp, pages 61-83.
• Dan Luo & Iris Biefang-Frisancho Mariscal & Peter Howells, 2011, "The effect of monetary policy on investors’ risk perception: Evidence from the UK and Germany," Working Papers, Department of Accounting, Economics and Finance, Bristol Business School, University of the West of England, Bristol, number 1107, May.
• Maria PASCU-NEDELCU, 2011, "Estimation of the Cost of Equity by Considering the Interdependences between Capital Markets," The Valuation Journal, The National Association of Authorized Romanian Valuers, volume 6, issue 2, pages 76-99.
• Mordecai Kurz, 2011, "Policy Formation for Managing Inherently Failing Markets," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, volume 119, issue 1, pages 13-22.
• Robert Rubin, 2011, "The Global Financial Crisis and Its Ramifications," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, volume 119, issue 1, pages 5-12.
• Manolescu, Gheorghe, 2011, "Operationalization Of The Composite Model Of The Financial Network Of The Economy. Cefimo 2010 Experiment," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 15, issue 1, pages 242-257.
• Ailinca, Alina Georgeta & Iordache, Floarea, 2011, "Possible Directions Of European Union Economic Governance During The Present Period," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 15, issue 2, pages 139-147.
• Dinga, Emil & Baltaretu, Camelia, 2011, "On The Economic Modelling," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 15, issue 4, pages 83-93.
• Chelsky, Jeff, 2011, "The SDR and Its Potential as an International Reserve Asset," World Bank - Economic Premise, The World Bank, issue 58, pages 1-6, May.
• Cowan, Kevin & Raddatz, Claudio, 2011, "Sudden stops and financial frictions : evidence from industry level data," Policy Research Working Paper Series, The World Bank, number 5605, Mar.
• Besnik Fetai, 2011, "Exchange Rate Pass-Through in Transition Economies: The Case of the Republic of Macedonia," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp1014, Apr.
• Kenneth Kuttner, 2011, "Monetary Policy and Asset Price Volatility: Should We Refill the Bernanke-Gertler Prescription?," Department of Economics Working Papers, Department of Economics, Williams College, number 2011-04, May, revised Jun 2011.
• Sara LaLumia & James Sallee, 2011, "The Value of Honesty: Empirical Estimates from the Case of the Missing Children," Department of Economics Working Papers, Department of Economics, Williams College, number 2011-05, Jun.
• Katja Neugebauer, 2011, "Banks in Space: Does Distance Really Affect Cross-Border Banking?," ERSA conference papers, European Regional Science Association, number ersa11p1227, Sep.
• Michael Ehrmann & Marcel Fratzscher & Roberto Rigobon, 2011, "Stocks, bonds, money markets and exchange rates: measuring international financial transmission," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 26, issue 6, pages 948-974, September.
• Zeynep Senyuz, 2011, "Factor analysis of permanent and transitory dynamics of the US economy and the stock market," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 26, issue 6, pages 975-998, September.
• Babajide Fowowe, 2011, "The finance‐growth nexus in Sub‐Saharan Africa: Panel cointegration and causality tests," Journal of International Development, John Wiley & Sons, Ltd., volume 23, issue 2, pages 220-239, March.
• Margarita Rubio, 2011, "Fixed‐ and Variable‐Rate Mortgages, Business Cycles, and Monetary Policy," Journal of Money, Credit and Banking, Blackwell Publishing, volume 43, issue 4, pages 657-688, June, DOI: 10.1111/j.1538-4616.2011.00391.x.
• Fiorella De Fiore & Harald Uhlig, 2011, "Bank Finance versus Bond Finance," Journal of Money, Credit and Banking, Blackwell Publishing, volume 43, issue 7, pages 1399-1421, October, DOI: 10.1111/j.1538-4616.2011.00429.x.
• Gara Afonso & Hyun Song Shin, 2011, "Precautionary Demand and Liquidity in Payment Systems," Journal of Money, Credit and Banking, Blackwell Publishing, volume 43, issue s2, pages 589-619, October, DOI: 10.1111/j.1538-4616.2011.00454.x.
• Yochanan Shachmurove, 2011, "Booms and Busts in United States Financial Markets," Working Papers, Department of Applied Econometrics, Warsaw School of Economics, number 52, May.
• Szymon Grabowski, 2011, "Balance sheet effect in the Polish economy," Working Papers, Department of Applied Econometrics, Warsaw School of Economics, number 55, Jul.
• Ewa Syczewska, 2011, "Assessment of growth for countries of European Union," Working Papers, Department of Applied Econometrics, Warsaw School of Economics, number 59, Dec.
• Man Fu & Prasad V. Bidarkota, 2011, "The Present Value Model With Stochastic Discount Rate And An Ann Process For Broad Dividends," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 6, issue 01, pages 1-20, DOI: 10.1142/S2010495211500011.
• William A Barnett & Marcelle Chauvet, 2011, "Financial Aggregation and Index Number Theory," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 7580, ISBN: ARRAY(0x60f90130), September.
• Asli Demirgüç-Kunt & Douglas D Evanoff & George G Kaufman (ed.), 2011, "The International Financial Crisis:Have the Rules of Finance Changed?," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 7865, ISBN: ARRAY(0x60acccd8), September.
• Masayuki Susai & Shigeru Uchida (ed.), 2011, "Studies on Financial Markets in East Asia," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 8107, ISBN: ARRAY(0x5ffdff48), September.
• Yoshio Miyahara, 2011, "Option Pricing in Incomplete Markets:Modeling Based on Geometric Lévy Processes and Minimal Entropy Martingale Measures," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number p622, ISBN: ARRAY(0x61370f10), September.
• William A. Barnett & Marcelle Chauvet, 2011, "International Financial Aggregation and Index Number Theory: A Chronological Half-Century Empirical Overview," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "Financial Aggregation And Index Number Theory".
• William A. Barnett & Melvin J. Hinich & Piyu Yue, 2011, "The Exact Theoretical Rational Expectations Monetary Aggregate," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "Financial Aggregation And Index Number Theory".
• William A. Barnett & Shu Wu, 2011, "On User Costs of Risky Monetary Assets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "Financial Aggregation And Index Number Theory".
• William A. Barnett & Unja Chae & John W. Keating, 2011, "The Discounted Economic Stock of Money with VAR Forecasting," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "Financial Aggregation And Index Number Theory".
• William A. Barnett & Chang Ho Kwag, 2011, "Exchange Rate Determination from Monetary Fundamentals: An Aggregation Theoretic Approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "Financial Aggregation And Index Number Theory".
• William A. Barnett, 2011, "Multilateral Aggregation-Theoretic Monetary Aggregation over Heterogeneous Countries," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "Financial Aggregation And Index Number Theory".
• William A. Barnett & Marcelle Chauvet & Heather L. R. Tierney, 2011, "Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "Financial Aggregation And Index Number Theory".
• Marlène Isoré, 2011, "International Propagation of Financial Shocks in a Search and Matching Environment," FIW Working Paper series, FIW, number 068, Apr.
• Zahid Muhammad & Hassan Suleiman & Reza Kouhy, 2011, "Exploring oil price – exchange rate nexus for Nigeria," FIW Working Paper series, FIW, number 071, Sep.
• Lo Luca, Marco & Peltonen, Tuomas, 2011, "Macro-financial vulnerabilities and future financial stress: Assessing systemic risks and predicting systemic events," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 2/2011.
• Ponomarenko, Alexey & Solovyeva, Alexandra & Vasilieva, Elena, 2011, "Financial dollarization in Russia: causes and consequences," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 36/2011.