Banks' financial conditions and the transmission of monetary policy: a FAVAR approach
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- Ramona Jimborean & Jean-Stéphane Méesonnier, 2010. "Banks' Financial Conditions and the Transmission of Monetary Policy: A FAVAR Approach," International Journal of Central Banking, International Journal of Central Banking, vol. 6(34), pages 71-117, December.
References listed on IDEAS
- Skander J. van den Heuvel, 2002. "Does bank capital matter for monetary transmission?," Economic Policy Review, Federal Reserve Bank of New York, issue May, pages 259-265.
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- Jean-Stéphane Mésonnier & Dalibor Stevanovic, 2012.
"Bank Leverage Shocks and the Macroeconomy: a New Look in a Data-Rich Environment,"
CIRANO Working Papers
- Jean-Stéphane Mésonnier & Dalibor Stevanovic, 2013. "Bank Leverage Shocks and the Macroeconomy: a New Look in a Data-Rich Environment," Cahiers de recherche 1330, CIRPEE.
- Mésonnier, J-S. & Stevanovic, D., 2012. "Bank leverage shocks and the macroeconomy: a new look in a data-rich environment," Working papers 394, Banque de France.
- Challe, Edouard & Mojon, Benoit & Ragot, Xavier, 2013.
"Equilibrium risk shifting and interest rate in an opaque financial system,"
European Economic Review,
Elsevier, vol. 63(C), pages 117-133.
- Edouard Challe & Benoit Monjon & Xavier Ragot, 2012. "Equilibrium Risk Shifting and Interest Rate in an Opaque Financial System," Working Papers hal-00719952, HAL.
- Edouard Challe & Benoit Mojon & Xavier Ragot, 2013. "Equilibrium risk shifting and interest rate in an opaque financial system," Sciences Po publications info:hdl:2441/2ld6ogm9lq9, Sciences Po.
- Edouard Challe & Benoît Mojon & Xavier Ragot, 2013. "Equilibrium risk shifting and interest rate in an opaque financial system," PSE - Labex "OSE-Ouvrir la Science Economique" halshs-00944916, HAL.
- Challe, E. & Mojon, B. & Ragot, X., 2012. "Equilibrium Risk Shifting and Interest Rate in an Opaque Financial System," Working papers 391, Banque de France.
- repec:eee:eecrev:v:95:y:2017:i:c:p:125-141 is not listed on IDEAS
- Kok, Christoffer & Gross, Marco & Żochowski, Dawid, 2016. "The impact of bank capital on economic activity - evidence from a mixed-cross-section GVAR model," Working Paper Series 1888, European Central Bank.
- repec:eee:ecosys:v:42:y:2018:i:1:p:32-44 is not listed on IDEAS
More about this item
KeywordsMonetary transmission; Credit channel; Factor Augmented Vector Autoregression (FAVAR).;
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-10-09 (All new papers)
- NEP-BAN-2010-10-09 (Banking)
- NEP-CBA-2010-10-09 (Central Banking)
- NEP-MAC-2010-10-09 (Macroeconomics)
- NEP-MON-2010-10-09 (Monetary Economics)
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