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
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- 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.
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- Christopher Martin & Costas Milas, 2011. "Financial Crises and Monetary Policy: Evidence from the UK," Working Paper series 14_11, Rimini Centre for Economic Analysis.
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- 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.
- Rozina Shaheen, 2020. "Credit market conditions and impact of monetary policy in a developing economy context," International Economics and Economic Policy, Springer, vol. 17(2), pages 409-425, May.
- 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.
- Brana, Sophie & Campmas, Alexandra & Lapteacru, Ion, 2019.
"(Un)Conventional monetary policy and bank risk-taking: A nonlinear relationship,"
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- Sophie Brana & Alexandra Campmas & Ion Lapteacru, 2019. "(Un)Conventional monetary policy and bank risk-taking: A nonlinear relationship," Post-Print hal-03285116, HAL.
- Thibaut Duprey, 2020.
"Canadian Financial Stress and Macroeconomic Condition,"
Canadian Public Policy, University of Toronto Press, vol. 46(S3), pages 236-260, October.
- Thibaut Duprey, 2020. "Canadian Financial Stress and Macroeconomic Conditions," Discussion Papers 2020-4, Bank of Canada.
- Yildirim, Yusuf & Sanyal, Anirban, 2021. "Financial Stress and Effect on Real Economy: The Turkish Experience," MPRA Paper 109845, University Library of Munich, Germany.
- 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.
- Yongzheng Liu & Hang Tai & Chenping Yang, 2020. "Fiscal incentives and local tax competition: Evidence from China," The World Economy, Wiley Blackwell, vol. 43(12), pages 3340-3356, December.
- Ms. Aleksandra Zdzienicka & Ms. Sally Chen & Katsiaryna Svirydzenka & Stefan Laseen & Federico Diaz Kalan, 2015. "Effects of Monetary and Macroprudential Policies on Financial Conditions: Evidence from the United States," IMF Working Papers 2015/288, International Monetary Fund.
- Ján Malega & Roman Horváth, 2017. "Financial Stress in the Czech Republic: Measurement and Effects on the Real Economy," Prague Economic Papers, Prague University of Economics and Business, vol. 2017(3), pages 257-268.
- 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.
- Galyna Grynkiv & Lars Stentoft, 2018. "Stationary Threshold Vector Autoregressive Models," JRFM, MDPI, vol. 11(3), pages 1-23, August.
- 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.
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More about this item
Keywords
Financial stability; Monetary policy and uncertainty;JEL classification:
- 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 fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2010-06-18 (Central Banking)
- NEP-MAC-2010-06-18 (Macroeconomics)
- NEP-MON-2010-06-18 (Monetary Economics)
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