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

2011

• Zheng Liu & Pengfei Wang & Tao Zha, 2011, "Land-price dynamics and macroeconomic fluctuations," NBER Working Papers, National Bureau of Economic Research, Inc, number 17045, May.
• Quamrul Ashraf & Boris Gershman & Peter Howitt, 2011, "Banks, Market Organization, and Macroeconomic Performance: An Agent-Based Computational Analysis," NBER Working Papers, National Bureau of Economic Research, Inc, number 17102, Jun.
• Nicola Gennaioli & Andrei Shleifer & Robert W. Vishny, 2011, "A Model of Shadow Banking," NBER Working Papers, National Bureau of Economic Research, Inc, number 17115, Jun.
• Efraim Benmelech & Nittai K. Bergman & Amit Seru, 2011, "Financing Labor," NBER Working Papers, National Bureau of Economic Research, Inc, number 17144, Jun.
• Enrique G. Mendoza & Vivian Z. Yue, 2011, "A General Equilibrium Model of Sovereign Default and Business Cycles," NBER Working Papers, National Bureau of Economic Research, Inc, number 17151, Jun.
• David Backus & Mikhail Chernov & Stanley E. Zin, 2011, "Sources of Entropy in Representative Agent Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 17219, Jul.
• Klaus Adam & Pei Kuang & Albert Marcet, 2011, "House Price Booms and the Current Account," NBER Working Papers, National Bureau of Economic Research, Inc, number 17224, Jul.
• François Gourio & Michael Siemer & Adrien Verdelhan, 2011, "International Risk Cycles," NBER Working Papers, National Bureau of Economic Research, Inc, number 17277, Aug.
• Xiaoji Lin & Lu Zhang, 2011, "Covariances versus Characteristics in General Equilibrium," NBER Working Papers, National Bureau of Economic Research, Inc, number 17285, Aug.
• Aubhik Khan & Julia K. Thomas, 2011, "Credit Shocks and Aggregate Fluctuations in an Economy with Production Heterogeneity," NBER Working Papers, National Bureau of Economic Research, Inc, number 17311, Aug.
• Marcin Kacperczyk & Philipp Schnabl, 2011, "Implicit Guarantees and Risk Taking: Evidence from Money Market Funds," NBER Working Papers, National Bureau of Economic Research, Inc, number 17321, Aug.
• Robert J. Barro & José F. Ursua, 2011, "Rare Macroeconomic Disasters," NBER Working Papers, National Bureau of Economic Research, Inc, number 17328, Aug.
• Athanasios Geromichalos & Ina Simonovska, 2011, "Asset Liquidity and International Portfolio Choice," NBER Working Papers, National Bureau of Economic Research, Inc, number 17331, Aug.
• Tommaso Monacelli & Vincenzo Quadrini & Antonella Trigari, 2011, "Financial Markets and Unemployment," NBER Working Papers, National Bureau of Economic Research, Inc, number 17389, Sep.
• Bo Becker & Victoria Ivashina, 2011, "Cyclicality of Credit Supply: Firm Level Evidence," NBER Working Papers, National Bureau of Economic Research, Inc, number 17392, Sep.
• Jules H. van Binsbergen & Wouter Hueskes & Ralph Koijen & Evert B. Vrugt, 2011, "Equity Yields," NBER Working Papers, National Bureau of Economic Research, Inc, number 17416, Sep.
• Gary Richardson & Patrick Van Horn, 2011, "In the Eye of a Storm: Manhattan's Money Center Banks During the International Financial Crisis of 1931," NBER Working Papers, National Bureau of Economic Research, Inc, number 17437, Sep.
• Yiting Li & Guillaume Rocheteau & Pierre-Olivier Weill, 2011, "Liquidity and the Threat of Fraudulent Assets," NBER Working Papers, National Bureau of Economic Research, Inc, number 17500, Oct.
• Chao Gu & Randall Wright, 2011, "Endogenous Credit Cycles," NBER Working Papers, National Bureau of Economic Research, Inc, number 17510, Oct.
• Todd A. Gormley & Simon Johnson & Changyong Rhee, 2011, "Ending "Too Big To Fail": Government Promises vs. Investor Perceptions," NBER Working Papers, National Bureau of Economic Research, Inc, number 17518, Oct.
• Elias Albagli & Christian Hellwig & Aleh Tsyvinski, 2011, "A Theory of Asset Pricing Based on Heterogeneous Information," NBER Working Papers, National Bureau of Economic Research, Inc, number 17548, Oct.
• Charles Goodhart, 2011, "Global Macroeconomic and Financial Supervision: Where Next?," NBER Working Papers, National Bureau of Economic Research, Inc, number 17682, Dec.
• Solntsev, O. & Mamonov, M. & Pestova, A. & Magomedova, Z., 2011, "Experience in Developing Early Warning System for Financial Crises and the Forecast of Russian Banking Sector Dynamic in 2012," Journal of the New Economic Association, New Economic Association, issue 12, pages 41-76.
• Lance Taylor, 2011, "Growth cycles, asset prices, and finance," Working Papers, New School for Social Research, Department of Economics, number 1101, Jul.
• Christian Proaño, 2011, "Monetary Policy Rules and Macroeconomic Stabilization in Small Open Economies under Behavioral FX Trading: Insights from Numerical Simulations," Working Papers, New School for Social Research, Department of Economics, number 1102, Sep.
• Anton Korinek, 2011, "Systemic Risk-Taking: Amplification Effects, Externalities, and Regulatory Responses," NFI Working Papers, Indiana State University, Scott College of Business, Networks Financial Institute, number 2011-WP-13, May.
• John A. Tatom, 2011, "Inflation and Asset Prices," NFI Working Papers, Indiana State University, Scott College of Business, Networks Financial Institute, number 2011-WP-26, Nov.
• António Afonso & Ricardo M. Sousa, 2011, "Consumption, Wealth, Stock and Government Bond Returns: International Evidence," NIPE Working Papers, NIPE - Universidade do Minho, number 09/2011.
• João Sousa & Ricardo M. Sousa, 2011, "Asset Returns Under Model Uncertainty: Eveidence from the euro area, the U.K and the U.S," NIPE Working Papers, NIPE - Universidade do Minho, number 21/2011.
• Ricardo M. Sousa, 2011, "Wealth, Labour Income, Stock Returns and Government Bond Yields, and Financial Stress in the Euro Area," NIPE Working Papers, NIPE - Universidade do Minho, number 22/2011.
• Luca Agnello & Ricardo M. Sousa, 2011, "How do Banking Crises Impact on Income Inequality?," NIPE Working Papers, NIPE - Universidade do Minho, number 30/2011.
• Guglielmo Maria Caporale & Ricardo M. Sousa, 2011, "Consumption, Wealth, Stock and Housing Returns: Evidence from Emerging Markets," NIPE Working Papers, NIPE - Universidade do Minho, number 32/2011.
• Guglielmo Maria Caporale & Ricardo M. Sousa, 2011, "Are Stock and Housing Returns Complements or Substitutes? Evidence from OECD Countries," NIPE Working Papers, NIPE - Universidade do Minho, number 33/2011.
• Dr Tatiana Fic & Ray Barrell, 2011, "The Banking Sector and Recovery in the EU Economy," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 374, Jan.
• Venelina Trifonova, 2011, "Globalization of Financial Markets," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 1, pages 3-30, Janyary.
• Kumiharu Shigehara & Paul Atkinson, 2011, "Surveillance by International Institutions: Lessons from the Global Financial and Economic Crisis," OECD Economics Department Working Papers, OECD Publishing, number 860, May, DOI: 10.1787/5kgchzchkvd2-en.
• Davide Furceri & Stéphanie Guichard & Elena Rusticelli, 2011, "Episodes of Large Capital Inflows and the Likelihood of Banking and Currency Crises and Sudden Stops," OECD Economics Department Working Papers, OECD Publishing, number 865, May, DOI: 10.1787/5kgc9kpkslvk-en.
• Petar Vujanovic, 2011, "Understanding the Recent Surge in the Accumulation of International Reserves," OECD Economics Department Working Papers, OECD Publishing, number 866, May, DOI: 10.1787/5kgc6tdfsblp-en.
• Clovis Kerdrain, 2011, "How Important is Wealth for Explaining Household Consumption Over the Recent Crisis?: An Empirical Study for the United States, Japan and the Euro Area," OECD Economics Department Working Papers, OECD Publishing, number 869, May, DOI: 10.1787/5kgc42qxm237-en.
• Richard Herd & Vincent Koen & Ila Patnaik & Ajay Shah, 2011, "Financial Sector Reform in India: Time for a Second Wave?," OECD Economics Department Working Papers, OECD Publishing, number 879, Jul, DOI: 10.1787/5kg8ghvzr2jk-en.
• Rudiger Ahrend & Charlotte Moeser & Tommaso Monacelli, 2011, "How Institutions Shape the Distributive Impact of Macroeconomic Shocks: A DSGE Analysis," OECD Economics Department Working Papers, OECD Publishing, number 884, Jul, DOI: 10.1787/5kg84x0155s0-en.
• Dăianu Daniel, 2011, "Regaining Financial Stability: Taming Financial Markets Is a Must – a Focus on NMSs," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 01, March.
• Benjamin Neudorfer & Michael Sigmund & Alexander Trachta, 2011, "Detecting Financial Stability Vulnerabilities in Due Time: Can Simple Indicators Identify a Complex Issue?," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 22, pages 59-71.
• Stefan Kerbl & Michael Sigmund, 2011, "What Drives Aggregate Credit Risk?," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 22, pages 72-87.
• Wolfgang Pointner & Katharina Wolner-Rößlhuber, 2011, "European Financial Supervision: The Long Road to Reform," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 3, pages 62-81.
• Burkhard Raunig & Johann Scharler, 2011, "Stock Market Volatility, Consumption and Investment; An Evaluation of the Uncertainty Hypothesis Using Post-War U.S. Data," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 168, May.
• Yuzo Honda & Minoru Tachibana, 2011, "Quantitative Easing in Japan from 2001 to 2006 and the World Financial Crisis," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 11-18, May.
• Philipp Matros & Enzo Weber, 2011, "Non-Stationary Interest Rate Differentials and the Role of Monetary Policy," Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Leibniz Institute for East and Southeast European Studies), number 293, Jan.
• Carlo A. Favero & Andrea Tamoni, 2011, "Demographics and US Stock Market Fluctuations ," CESifo Economic Studies, CESifo Group, volume 57, issue 1, pages 25-43, March.
• Leonardo Gambacorta & David Marques-Ibanez, 2011, "The bank lending channel: lessons from the crisis
  [Financial intermediaries and monetary economics]," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, volume 26, issue 66, pages 135-182.
• Hans Dewachter & Leonardo Iania & Marco Lyrio, 2011, "Information in the Yield Curve: A Macro-Finance Approach," Business and Economics Working Papers, Unidade de Negocios e Economia, Insper, number 132.
• Hans Dewachter & Leonardo Iania & Marco Lyrio, 2011, "A New-Keynesian Model of the Yield Curve with Learning Dynamics: A Bayesian Evaluation," Business and Economics Working Papers, Unidade de Negocios e Economia, Insper, number 134.
• Philippe Bacchetta & Cedric Tille & Eric van Wincoop, 2011, "Regulating Asset Price Risk," American Economic Review, American Economic Association, volume 101, issue 3, pages 410-412, May.
• Francisco J. Buera & Joseph P. Kaboski & Yongseok Shin, 2011, "Finance and Development: A Tale of Two Sectors," American Economic Review, American Economic Association, volume 101, issue 5, pages 1964-2002, August.
• Masami Imai & Seitaro Takarabe, 2011, "Bank Integration and Transmission of Financial Shocks: Evidence from Japan," American Economic Journal: Macroeconomics, American Economic Association, volume 3, issue 1, pages 155-183, January.
• Fiorella De Fiore & Pedro Teles & Oreste Tristani, 2011, "Monetary Policy and the Financing of Firms," American Economic Journal: Macroeconomics, American Economic Association, volume 3, issue 4, pages 112-142, October.
• Charles A. E. Goodhart, 2011, "The Squam Lake Report : Commentary," Journal of Economic Literature, American Economic Association, volume 49, issue 1, pages 114-119, March.
• Takeo Hoshi, 2011, "Financial Regulation: Lessons from the Recent Financial Crises," Journal of Economic Literature, American Economic Association, volume 49, issue 1, pages 120-128, March.
• Jean Tirole, 2011, "Illiquidity and All Its Friends," Journal of Economic Literature, American Economic Association, volume 49, issue 2, pages 287-325, June.
• Frederic S. Mishkin, 2011, "Over the Cliff: From the Subprime to the Global Financial Crisis," Journal of Economic Perspectives, American Economic Association, volume 25, issue 1, pages 49-70, Winter.
• Vincent Reinhart, 2011, "A Year of Living Dangerously: The Management of the Financial Crisis in 2008," Journal of Economic Perspectives, American Economic Association, volume 25, issue 1, pages 71-90, Winter.
• Marta Gómez-Puig & Simón Sosvilla-Rivero, 2011, "Causality and contagion in peripheral EMU public debt markets: A dynamic approach," Working Papers, Asociación Española de Economía y Finanzas Internacionales, number 11-06, Oct.
• Tarntip Boonkomrat & Kanokwan Chancharoenchai, 2011, "Futures Basis of RSS3 in the Agricultural Futures Exchange of Thailand," Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, volume 18, issue 1, pages 15-30, June.
• Christian Fahrholz & Andreas Freytag, 2011, "Whither the TARGET2 System? Taking a Glance at the Real Economic Facets of the Euro-Area Debt Crisis," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, volume 57, issue 1, pages 15-25, DOI: 10.3790/aeq.57.1.15.
• Anila Mançka, 2011, "The Influence Of The Macroeconmic Situation In The Value Of The Sytematic Credit Risk In Albania. An Statistical Analysis," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 16, pages 176-187, April.
• S. T. Katircioglu & S. Fethi & D. Unlucan & I. Dalci, 2011, "Bank selection factors in the banking industry: An empirical investigation from potential customers in Northern Cyprus," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 61, issue 1, pages 77-89, March.
• Angela Roman & Alina Camelia Åžargu, 2011, "Eu New Member States Households' Banking Indebtedness And It'S Implications: An Overview," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 2, issue 13, pages 1-28.
• Mustafa Ibicioglu & Ayhan Kapusuzoglu, 2011, "An Empirical Analysis On The Integration Of The Stock Exchanges Of The Ise With Those Of European Union Mediterranean Countries," Anadolu University Journal of Social Sciences, Anadolu University, volume 11, issue 3, pages 85-102, September.
• Clemens Vinícius de A. Nunes & Márcio Holland & Cleomar Gomes da Silva, 2011, "Sinalização de Política Monetária e Movimentos na Estrutura a Termo da Taxa de Juros no Brasil," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 12, issue 1, pages 71-90.
• Maria de Lourdes Rollenberg Mollo, 2011, "Capital Fictício, Autonomia Produção-Circulação e Crises: Precedentes Teóricos para o Entendimento da Crise Atual," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 12, issue 3, pages 475-496.
• Luc Laeven, 2011, "Banking Crises: A Review," Annual Review of Financial Economics, Annual Reviews, volume 3, issue 1, pages 17-40, December.
• Claudio Borio, 2011, "Rediscovering the Macroeconomic Roots of Financial Stability Policy: Journey, Challenges, and a Way Forward," Annual Review of Financial Economics, Annual Reviews, volume 3, issue 1, pages 87-117, December.
• Kiminori Matsuyama, 2011, "Imperfect Credit Markets, Household Wealth Distribution, and Development," Annual Review of Economics, Annual Reviews, volume 3, issue 1, pages 339-362, September.
• Kun Guo & Wei-Xing Zhou & Si-Wei Cheng & Didier Sornette, 2011, "The US stock market leads the Federal funds rate and Treasury bond yields," Papers, arXiv.org, number 1102.2138, Feb.
• Radim Bohacek & Hugo Rodríguez-Mendizábal, 2011, "Misallocation of Capital in a Model of Endogenous Financial Intermediation and Insurance," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 867.11, Mar.
• Di Giorgio, Giorgio & Rotondi, Zeno, 2011, "Monetary policy, financial stability and interest rate rules," Journal of Risk Management in Financial Institutions, Henry Stewart Publications, volume 4, issue 3, pages 229-242, June.
• Cristian Ionescu, 2011, "Macro-prudentiality and financial stability," Studies and Scientific Researches. Economics Edition, "Vasile Alecsandri" University of Bacau, Faculty of Economic Sciences, issue 16-17.
• Christian Dreger & J¨¹rgen Wolters, 2011, "Liquidity and Asset Prices: How Strong are the Linkages?," Review of Economics & Finance, Better Advances Press, Canada, volume 1, pages 43-52, February.
• Ahmed Ameur Ameur, 2011, "The Lifestyle Halal in European Marketing," Review of Economics & Finance, Better Advances Press, Canada, volume 1, pages 83-90, April.
• Dieter Gerdesmeier & Hans-Eggert Reimers & Barbara Roffia, 2011, "Early Warning Indicators for Asset Price Booms," Review of Economics & Finance, Better Advances Press, Canada, volume 1, pages 1-19, June.
• Grigori Fainstein & Igor Novikov, 2011, "The Comparative Analysis of Credit Risk Determinants In the Banking Sector of the Baltic States," Review of Economics & Finance, Better Advances Press, Canada, volume 1, pages 20-45, June.
• Karl Aiginger, 2011, "Why Growth Performance Differed across Countries in the Recent Crisis: the Impact of Pre-crisis Conditions," Review of Economics & Finance, Better Advances Press, Canada, volume 1, pages 35-52, August.
• Nikolaos Dritsakis, 2011, "Demand for Money in Hungary: An ARDL Approach," Review of Economics & Finance, Better Advances Press, Canada, volume 1, pages 01-16, November.
• Giovanni Melina & Stefania Villa, 2011, "Fiscal Policy and Lending Relationships," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 1103, Jul.
• Yahong Zhang, 2011, "Financial Frictions, Financial Shocks and Labour Market Fluctuations in Canada," Discussion Papers, Bank of Canada, number 11-10, DOI: 10.34989/sdp-2011-10.
• Céline Gauthier & Toni Gravelle & Xuezhi Liu & Moez Souissi, 2011, "What Matters in Determining Capital Surcharges for Systemically Important Financial Institutions?," Discussion Papers, Bank of Canada, number 11-9, DOI: 10.34989/sdp-2011-9.
• Yahong Zhang, 2011, "Financial Factors and Labour Market Fluctuations," Staff Working Papers, Bank of Canada, number 11-12, DOI: 10.34989/swp-2011-12.
• Simona Cociuba & Malik Shukayev & Alexander Ueberfeldt, 2011, "Do Low Interest Rates Sow the Seeds of Financial Crises?," Staff Working Papers, Bank of Canada, number 11-31, DOI: 10.34989/swp-2011-31.
• Ian Christensen & Césaire Meh & Kevin Moran, 2011, "Bank Leverage Regulation and Macroeconomic Dynamics," Staff Working Papers, Bank of Canada, number 11-32, DOI: 10.34989/swp-2011-32.
• Pierre-Richard Agénor & Koray Alper & Luiz Pereira da Silva, 2011, "Capital Requirements and Business Cycles with Credit Market Imperfections," Working Papers Series, Central Bank of Brazil, Research Department, number 231, Jan.
• Leonardo S. Alencar, 2011, "Revisiting Bank Pricing Policies in Brazil: evidence from loan and deposit markets," Working Papers Series, Central Bank of Brazil, Research Department, number 235, Mar.
• Pierre-Richard Agénor & Koray Alper & Luiz A. Pereira da Silva, 2011, "Capital Regulation, Monetary Policy and Financial Stability," Working Papers Series, Central Bank of Brazil, Research Department, number 237, Apr.
• Pierre-Richard Agénor & Luiz A. Pereira da Silva, 2011, "Macroprudential Regulation and the Monetary Transmission Mechanism," Working Papers Series, Central Bank of Brazil, Research Department, number 254, Nov.
• Paolo Guarda & Abdelaziz Rouabah & John Theal, 2011, "An MVAR Framework to Capture Extreme Events in Macroprudential Stress Tests," BCL working papers, Central Bank of Luxembourg, number 63, Oct.
• Xisong Jin & Francisco Nadal de Simone, 2011, "Market- and Book-Based Models of Probability of Default for Developing Macroprudential Policy Tools," BCL working papers, Central Bank of Luxembourg, number 65, Oct.
• Pablo Gluzmann & Martín Guzman, 2011, "Financial Reforms and Financial Instability," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, volume 1, issue 61-62, pages 35-73, January -.
• Richard Koo, 2011, "The World in Balance Sheet Recession," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, volume 1, issue 63, pages 7-39, July - Se.
• Ekrem ERDEM & M. Fatih ILGUN & Cuneyt DUMRUL, 2011, "The Effect of Financial Pressure on the Banking Lending Policy: A Review under the 2008 Global Crisis on the Turkey," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 5, issue 1, pages 9-34.
• Rebeca Anguren Martín, 2011, "Credit cycles: Evidence based on a non linear model for developed countries," Working Papers, Banco de España, number 1113, May.
• Gabriel Jiménez & Atif Mian & José-Luis Peydró & Jesús Saurina, 2011, "Local versus aggregate lending channels: the effects of securitization on corporate credit supply," Working Papers, Banco de España, number 1124, Oct.
• Javier Andrés & José E. Boscá & Javier Ferri, 2011, "Household debt and labour market fluctuations," Working Papers, Banco de España, number 1129, Nov.
• Paolo Angelini & Laurent Clerc & Vasco C�rdia & Leonardo Gambacorta & Andrea Gerali & Alberto Locarno & Roberto Motto & Werner Roeger & Skander Van den Heuvel & Jan Vlcek, 2011, "Basel III: Long-term impact on economic performance and fluctuations," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 87, Feb.
• Alberto Locarno, 2011, "The macroeconomic impact of Basel III on the Italian economy," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 88, Feb.
• Eugenio Gaiotti, 2011, "Credit availability and investment in Italy: lessons from the "Great Recession"," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 793, Feb.
• Paolo Angelini & Stefano Neri & Fabio Panetta, 2011, "Monetary and macroprudential policies," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 801, Mar.
• Alberto Musso & Stefano Neri & Livio Stracca, 2011, "Housing, consumption and monetary policy: how different are the U.S. and the euro area?," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 807, Apr.
• Antonio De Socio, 2011, "The interbank market after the financial turmoil: squeezing liquidity in a "lemons market" or asking liquidity "on tap"," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 819, Sep.
• Leonardo Gambacorta & Paolo Emilio Mistrulli, 2011, "Bank heterogeneity and interest rate setting: what lessons have we learned since Lehman Brothers?," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 829, Oct.
• Riccardo De Bonis & Andrea Silvestrini, 2011, "The effects of financial and real wealth on consumption: new evidence from OECD countries," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 837, Nov.
• Sámano Daniel, 2011, "In the Quest of Macroprudential Policy Tools," Working Papers, Banco de México, number 2011-17, Dec.
• Fernando tenjo Galarza & Enrique López E. & Diego H. Rodríguez H., 2011, "El canal de préstamos de la política monetaria en Colombia. Un enfoque FAVAR," Borradores de Economia, Banco de la Republica de Colombia, number 684, Dec, DOI: 10.32468/be.684.
• Martha López & Fernando Tenjo & Héctor Zárate, 2011, "The Risk-Taking Channel and Monetary Transmission Mechanism in Colombia," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 29, issue 64, pages 211-234, July, DOI: 10.32468/Espe.6406.
• Carolina Osorio, 2011, "A Proposal on Macro-prudential Regulation," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 29, issue 64, pages 235-287, July, DOI: 10.32468/Espe.6407.
• Charle Augusto Londoño, 2011, "Regresión del cuantil aplicada al modelo de redes neuronales artificiales," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 29, issue 64, pages 62-109, July, DOI: 10.32468/Espe.6403.
• Clara Machado & Carlos León & Miguel Sarmiento & Freddy Cepeda & Orlando Chipatecua & Jorge Cely, 2011, "Riesgo Sistémico Y Estabilidad Del Sistema De Pagos De Alto Valor En Colombia: Análisis Bajo," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 29, issue 65, pages 106-175, June, DOI: 10.32468/Espe.6503.
• Esteban Gómez & Andrés Murcia & Nancy Zamundio, 2011, "Financial Conditions Index: Early and Leading Indicator for Colombia," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 29, issue 66, pages 174-220, December, DOI: 10.32468/Espe.6605.
• PakoÅ¡, Michal, 2011, "Estimating Intertemporal and Intratemporal Substitutions When Both Income and Substitution Effects Are Present: The Role of Durable Goods," Journal of Business & Economic Statistics, American Statistical Association, volume 29, issue 3, pages 439-454.
• Angelini, P. & Laurent Clerc & C rdia, V. & Leonardo Gambacorta & Gerali, A. & Locarno, A. & Motto, R. & Roeger, W. & Van den Heuvel, S. & Vlcek, J., 2011, "BASEL III: Long-term impact on economic performance and fluctuations," Working papers, Banque de France, number 323.
• Alain Monfort & Jean-Paul Renne, 2011, "Default, liquidity and crises: an econometric framework," Working papers, Banque de France, number 340.
• Luc Arrondel & Frédérique Savignac & Kévin Tracol, 2011, "Wealth Effects on Consumption Plans: French Households in the Crisis," Working papers, Banque de France, number 344.
• Julien Idier. & Lam , G. & Jean-Stéphane Mésonnier, 2011, "How useful is the Marginal Expected Shortfall for the measurement of systemic exposure? A practical assessment," Working papers, Banque de France, number 348.
• Alain Monfort & Jean-Paul Renne, 2011, "Credit and liquidity risks in euro area sovereign yield curves," Working papers, Banque de France, number 352.
• Richard Barrett & Ioanna Kokores & Somnath Sen, 2011, "Monetary Policy Games, Instability and Incomplete Information," Discussion Papers, Department of Economics, University of Birmingham, number 11-10, Apr.
• Marco Lo Duca & Tuomas Peltonen, 2011, "Macrofinancial vulnerabilities and future financial stress: assessing systemic risks and predicting systemic events," BIS Papers chapters, Bank for International Settlements, in: Bank for International Settlements, "Macroprudential regulation and policy".
• Benjamin Born & Michael Ehrmann & Marcel Fratzscher, 2011, "Macroprudential policy and central bank communication," BIS Papers chapters, Bank for International Settlements, in: Bank for International Settlements, "Macroprudential regulation and policy".
• Stefan Avdjiev, 2011, "News driven business cycles and data on asset prices in estimated DSGE models," BIS Working Papers, Bank for International Settlements, number 358, Nov.
• Fernando Borraz & Alejandro Fried & Diego Gianelli, 2011, "Análisis de las calificaciones de riesgos soberano. El caso uruguayo," Documentos de trabajo, Banco Central del Uruguay, number 2011003, Aug.
• Scott J. Dressler, 2011, "Economies Of Scale In Banking, Indeterminacy, And Monetary Policy," Economic Inquiry, Western Economic Association International, volume 49, issue 1, pages 185-193, January.
• Susanto Basu & Robert Inklaar & J. Christina Wang, 2011, "The Value Of Risk: Measuring The Service Output Of U.S. Commercial Banks," Economic Inquiry, Western Economic Association International, volume 49, issue 1, pages 226-245, January.
• Peter L. Rousseau & Paul Wachtel, 2011, "What Is Happening To The Impact Of Financial Deepening On Economic Growth?," Economic Inquiry, Western Economic Association International, volume 49, issue 1, pages 276-288, January.
• Max Gillman & Michal Kejak, 2011, "Inflation, Investment and Growth: a Money and Banking Approach," Economica, London School of Economics and Political Science, volume 78, issue 310, pages 260-282, April.
• Sarah Carrington & Jakob B. Madsen, 2011, "House Prices, Credit and Willingness to Lend," The Economic Record, The Economic Society of Australia, volume 87, issue 279, pages 537-557, December, DOI: j.1475-4932.2011.00762.x.
• Julio J. Rotemberg, 2011, "Fair Pricing," Journal of the European Economic Association, European Economic Association, volume 9, issue 5, pages 952-981, October, DOI: j.1542-4774.2011.01036.x.
• Efraim Benmelech & Nittai K. Bergman, 2011, "Bankruptcy and the Collateral Channel," Journal of Finance, American Finance Association, volume 66, issue 2, pages 337-378, April.
• David Backus & Mikhail Chernov & Ian Martin, 2011, "Disasters Implied by Equity Index Options," Journal of Finance, American Finance Association, volume 66, issue 6, pages 1969-2012, December, DOI: j.1540-6261.2011.01697.x.
• António Afonso & Ricardo M. Sousa, 2011, "Consumption, Wealth, Stock And Government Bond Returns: International Evidence," Manchester School, University of Manchester, volume 79, issue 6, pages 1294-1232, December, DOI: j.1467-9957.2011.02247.x.
• Tuuli Juurikkala & Alexei Karas & Laura Solanko, 2011, "The Role of Banks in Monetary Policy Transmission: Empirical Evidence from Russia," Review of International Economics, Wiley Blackwell, volume 19, issue 1, pages 109-121, February.
• Joscha Beckmann & Ansgar Belke & Michael Kühl, 2011, "Global Integration of Central and Eastern European Financial Markets—The Role of Economic Sentiments," Review of International Economics, Wiley Blackwell, volume 19, issue 1, pages 137-157, February.
• Andreas Hoffmann & Gunther Schnabl, 2011, "A Vicious Cycle of Manias, Crises and Asymmetric Policy Responses – An Overinvestment View," The World Economy, Wiley Blackwell, volume 34, issue 3, pages 382-403, March.
• Kevin J. Lansing, 2011, "Asset pricing with concentrated ownership of capital," Working Paper, Norges Bank, number 2011/18, Dec.
• Georg H. Strasser, 2011, "Exchange Rate Pass-Through and Credit Constraints: Firms Price to Market as Long as They Can," Boston College Working Papers in Economics, Boston College Department of Economics, number 788, Oct, revised 13 Feb 2012.
• Martin Andreasen, 2011, "How non-Gaussian shocks affect risk premia in non-linear DSGE models," Bank of England working papers, Bank of England, number 417, Mar.
• Stefania Villa & Jing Yang, 2011, "Financial intermediaries in an estimated DSGE model for the United Kingdom," Bank of England working papers, Bank of England, number 431, Jul.
• Martin Andreasen, 2011, "An estimated DSGE model: explaining variation in term premia," Bank of England working papers, Bank of England, number 441, Dec.
• Ippei Fujiwara & Koji Takahashi, 2011, "Asian Financial Linkage: Macro-Finance Dissonance," Bank of Japan Working Paper Series, Bank of Japan, number 11-E-6, Aug.
• Hyun Euy Kim & Sang Min Aum, 2011, "The Role of Money and Banking in Monetary Policy: Does It Matter Quantitatively for the Korean Economy? (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 17, issue 1, pages 45-102, March.
• Hyun Jeong Kim & Jong Chil Son & Myung-Soo Yie, 2011, "The Effect of Housing Price Changes on Household Debt: An Overlapping Generations Model Approach (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 17, issue 4, pages 1-29, December.
• Jianjun Miao & PENGFEI WANG, 2011, "Bubbles and Credit Constraints," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2011-031, Jan.
• Jianjun Miao & PENGFEI WANG, 2011, "Sectoral Bubbles and Endogenous Growth," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2011-032, Jan.
• Thiago Bergmann de Queiroz & Otávio Ribeiro de Medeiros & José Carneiro da Cunha Oliveira Neto, 2011, "Evidence of speculative bubbles on the BOVESPA: an application of the Kalman filter," Brazilian Review of Finance, Brazilian Society of Finance, volume 9, issue 2, pages 257-275.
• Paul J.J. Welfens, 2011, "The Twin Crisis: From the Transatlantic Banking Crisis to the Euro Crisis?," EIIW Discussion paper, Universitätsbibliothek Wuppertal, University Library, number disbei187, Jan.
• André Cartapanis, 2011, "La crise financière et les politiques macroprudentielles. Inflexion réglementaire ou nouveau paradigme ?," Revue économique, Presses de Sciences-Po, volume 62, issue 3, pages 349-382.
• António Afonso & Pedro Gomes, 2011, "Do Fiscal Imbalances Deteriorate Sovereign Debt Ratings ?," Revue économique, Presses de Sciences-Po, volume 62, issue 6, pages 1123-1134.
• Agnès Labye, 2011, "La crise financière actuelle : une application du modèle de Minsky ?," Revue d'économie financière, Association d'économie financière, volume 0, issue 2, pages 263-284.
• Virginie Coudert & Valérie Mignon, 2011, "Quelques éléments empiriques sur la crise financière récente," Revue d'économie financière, Association d'économie financière, volume 0, issue 3, pages 21-40.
• Ibrahima Soumare, 2011, "Structure financière des banques centrales dans le contexte des mesures non conventionnelles de politique monétaire," Revue d'économie financière, Association d'économie financière, volume 0, issue 4, pages 237-260.
• Pierre Villa, 2011, "Le second ordre de la politique économique," Revue de l'OFCE, Presses de Sciences-Po, volume 0, issue 1, pages 213-249.
• Pesaran, M. H. & Xu, T., 2011, "Business Cycle Effects of Credit and Technology Shocks in a DSGE Model with Firm Defaults," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1159, Oct.
• Dunne, Peter & Forker, John & Zholos, Andrey, 2011, "The Value Relevance of Sentiment," Research Technical Papers, Central Bank of Ireland, number 5/RT/11, Mar.
• Konzelmann, S. & Fovargue-Davies, M., 2011, "Anglo-Saxon Capitalism in Crisis? Models of Liberal Capitalism and the Preconditions for Financial Stability," Working Papers, Centre for Business Research, University of Cambridge, number wp422, Jun.
• Hong, Hao, 2011, "Monetary aggregates, financial intermediate and the business cycle," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2011/16, Jun.
• Hong, Hao, 2011, "Money, interest rates and the real activity," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2011/18, Jul.
• Zhang, Hongru, 2011, "Financial Sector Shocks, External Finance Premium and Business Cycle ," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2011/7, Mar.
• Gourinchas, Pierre-Olivier & Obstfeld, Maurice, 2011, "Stories of the Twentieth Century for the Twenty-First," Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley, number qt6mq0x1jz, Jul.
• Marco Crocco & Fabiana Santos & Ana Tereza Lanna Figueiredo, 2011, "Exclusão financeira no Brasil: uma análise regional exploratória," Textos para Discussão Cedeplar-UFMG, Cedeplar, Universidade Federal de Minas Gerais, number td450, Sep.
• Claudia M. Buch & Sandra Eickmeier & Esteban Prieto, 2011, "In Search for Yield? New Survey-Based Evidence on Bank Risk Taking," CESifo Working Paper Series, CESifo, number 3375.
• Galina Hale & Assaf Razin & Hui Tong, 2011, "The Impact of Creditor Protection on Stock Prices in the Presence of Credit Crunches," CESifo Working Paper Series, CESifo, number 3440.
• Robert S. Chirinko & Huntley Schaller, 2011, "Do Bubbles Lead to Overinvestment?: A Revealed Preference Approach," CESifo Working Paper Series, CESifo, number 3491.
• Carolina Achury & Christos Koulovatianos & John D. Tsoukalas, 2011, "External Sovereign Debt in a Monetary Union: Bailouts and the Role of Corruption," CESifo Working Paper Series, CESifo, number 3532.
• Sebastian Missio & Sebastian Watzka, 2011, "Financial Contagion and the European Debt Crisis," CESifo Working Paper Series, CESifo, number 3554.
• Gert Peersman, 2011, "Macroeconomic Effects of Unconventional Monetary Policy in the Euro Area," CESifo Working Paper Series, CESifo, number 3589.
• Guglielmo Maria Caporale & Ricardo M. Sousa, 2011, "Consumption, Wealth, Stock and Housing Returns: Evidence from Emerging Markets," CESifo Working Paper Series, CESifo, number 3601.
• M. Hashem Pesaran & TengTeng Xu, 2011, "Business Cycle Effects of Credit and Technology Shocks in a DSGE Model with Firm Defaults," CESifo Working Paper Series, CESifo, number 3609.
• Guglielmo Maria Caporale & Ricardo M. Sousa, 2011, "Are Stock and Housing Returns Complements or Substitutes? Evidence from OECD Countries," CESifo Working Paper Series, CESifo, number 3621.
• Stefan Homburg, 2011, "Erinnerungen an die deutschen Währungsreformen," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 64, issue 19, pages 17-22, October.
• Uluc Aysun & Ralf Hepp, 2011, "Identifying the balance sheet and lending channels of monetary transmission: A loan-level analysis," Working Papers, University of Central Florida, Department of Economics, number 2011-01, Jul.
• Uluc Aysun, 2011, "The implications of dynamic financial frictions for DSGE models," Working Papers, University of Central Florida, Department of Economics, number 2011-02, Aug.
• Uluc Aysun & Ryan Brady & Adam Honig, 2011, "Financial Frictions and the Credit Channel of Monetary Transmission," Working Papers, University of Central Florida, Department of Economics, number 2011-03, Aug.
• Uluc Aysun & Sami Alpanda, 2011, "Global banking and the balance sheet channel of monetary transmission," Working Papers, University of Central Florida, Department of Economics, number 2011-04, Aug.
• Micahel Caputo, 2011, "Optimal Control and Resources," Working Papers, University of Central Florida, Department of Economics, number 2011-07, Aug.
• José De Gregorio, 2011, "Acumulación de Reservas Internacionales en Economías Emergentes," Economic Policy Papers Central Bank of Chile, Central Bank of Chile, number 40, Jan.
• Carlos J. García & Andrés Sagner, 2011, "Crédito, Exceso de toma de Riesgo, Costo de Crédito y ciclo Económico en Chile," Working Papers Central Bank of Chile, Central Bank of Chile, number 645, Sep.
• Luisa Lambertini & Caterina Mendicino & Maria Teresa Punzi, 2011, "Leaning Against Boom-Bust Cycles in Credit and Housing Prices," Working Papers, Center for Fiscal Policy, Swiss Federal Institute of Technology Lausanne, number 201101, Mar, revised Mar 2011.
• Ian Christensen & Césaire Meh & Kevin Moran, 2011, "Bank Leverage Regulation and Macroeconomic Dynamics," CIRANO Working Papers, CIRANO, number 2011s-76, Dec.
• Ana Fostel & John Geanakoplos, 2011, "Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes," Levine's Working Paper Archive, David K. Levine, number 786969000000000168, Jul.
• Ana Fostel & John Geanakoplos, 2011, "Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes," Levine's Working Paper Archive, David K. Levine, number 786969000000000192, Aug.
• Jan Babecky & Tomas Havranek & Jakub Mateju & Marek Rusnak & Katerina Smidkova & Borek Vasicek, 2011, "Early Warning Indicators of Economic Crises: Evidence from a Panel of 40 Developed Countries," Working Papers, Czech National Bank, Research and Statistics Department, number 2011/08, Oct.
• Michal Franta & Roman Horvath & Marek Rusnak, 2011, "Evaluating Changes in the Monetary Transmission Mechanism in the Czech Republic," Working Papers, Czech National Bank, Research and Statistics Department, number 2011/13, Dec.
• José De Gregorio, 2011, "Acumulación de reservas internacionales en economías emergentes," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.