Financial Stress, Monetary Policy, and Economic Activity
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- Fuchun Li & Pierre St-Amant, 2010. "Financial Stress, Monetary Policy, and Economic Activity," Bank of Canada Review, Bank of Canada, vol. 2010(Autumn), pages 9-18.
References listed on IDEAS
- Weise, Charles L, 1999. "The Asymmetric Effects of Monetary Policy: A Nonlinear Vector Autoregression Approach," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 31(1), pages 85-108, February.
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- Thoma, Mark A., 1994. "Subsample instability and asymmetries in money-income causality," Journal of Econometrics, Elsevier, vol. 64(1-2), pages 279-306.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Martin, Christopher & Milas, Costas, 2013.
"Financial crises and monetary policy: Evidence from the UK,"
Journal of Financial Stability,
Elsevier, vol. 9(4), pages 654-661.
- Christopher Martin & Costas Milas, 2011. "Financial Crises and Monetary Policy: Evidence from the UK," Working Paper series 14_11, Rimini Centre for Economic Analysis.
- António Afonso & Jaromír Baxa & Michal Slavík, 2018.
"Fiscal developments and financial stress: a threshold VAR analysis,"
Springer, vol. 54(2), pages 395-423, March.
- Afonso, António & Slavík, Michal & Baxa, Jaromír, 2011. "Fiscal developments and financial stress: a threshold VAR analysis," Working Paper Series 1319, European Central Bank.
- António Afonso & Jaromír Baxa & Michal Slavík, 2011. "Fiscal developments and financial stress: a threshold VAR analysis," Working Papers IES 2011/16, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Aug 2011.
- António Afonso & Jaromír Baxa & Michal Slavík, 2011. "Fiscal developments and financial stress: a threshold VAR analysis," Working Papers Department of Economics 2011/11, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Kremer, Manfred & Lo Duca, Marco & Holló, Dániel, 2012. "CISS - a composite indicator of systemic stress in the financial system," Working Paper Series 1426, European Central Bank.
- Marius Constantin APOSTOAIE, 2011. "Inflation Targeting In Romania in the Perspective of Joining the Exchange Rate Mechanism II," Timisoara Journal of Economics, West University of Timisoara, Romania, Faculty of Economics and Business Administration, vol. 4(1(13)), pages 43-56.
- Aleksandra Zdzienicka & Sally Chen & Federico Diaz Kalan & Stefan Laseen & Katsiaryna Svirydzenka, 2015. "Effects of Monetary and Macroprudential Policies on Financial Conditions; Evidence from the United States," IMF Working Papers 15/288, International Monetary Fund.
- Fedorova, E. & Mukhin, A. & Dovzhenko, S., 2016. "Modeling Rules of Monetary Policy of the Central Bank of the Russian Federation with the Financial Stress Index," Journal of the New Economic Association, New Economic Association, vol. 29(1), pages 84-105.
- Renee Fry-McKibbin & Jasmine Zheng, 2016. "Effects of US monetary policy shocks during financial crises - A threshold vector autoregression approach," CAMA Working Papers 2016-25, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Apostolakis, George & Papadopoulos, Athanasios P., 2015. "Financial stress spillovers across the banking, securities and foreign exchange markets," Journal of Financial Stability, Elsevier, vol. 19(C), pages 1-21.
- repec:gam:jjrfmx:v:11:y:2018:i:3:p:45-:d:162047 is not listed on IDEAS
- Halvorsen, Jørn I. & Jacobsen, Dag Henning, 2016. "The bank-lending channel empirically revisited," Journal of Financial Stability, Elsevier, vol. 27(C), pages 95-105.
- Tng & Kwek, 2015. "Financial stress, economic activity and monetary policy in the ASEAN-5 economies," Applied Economics, Taylor & Francis Journals, vol. 47(48), pages 5169-5185, October.
More about this item
KeywordsFinancial stability; Monetary policy and uncertainty;
- G01 - Financial Economics - - General - - - Financial Crises
- E50 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - General
- C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-06-18 (All new papers)
- NEP-CBA-2010-06-18 (Central Banking)
- NEP-MAC-2010-06-18 (Macroeconomics)
- NEP-MON-2010-06-18 (Monetary Economics)
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