Bank Leverage Shocks and the Macroeconomy: a New Look in a Data-Rich Environment
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- 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.
- 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.
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Cited by:
- 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.
- Alessandro Barattieri & Maya Eden & Dalibor Stevanovic, 2013.
"The Connection between Wall Street and Main Street: Measurement and Implications for Monetary Policy,"
Cahiers de recherche
1331, CIRPEE.
- Barattieri, Alessandro & Eden, Maya & Stevanovi, Dalibor, 2013. "The connection between Wall Street and Main Street : measurement and implications for monetary policy," Policy Research Working Paper Series 6667, The World Bank.
- Alessandro Barattieri & Maya Eden & Dalibor Stevanovic, 2013. "The Connection between Wall Street and Main Street: Measurement and Implications for Monetary Policy," CIRANO Working Papers 2013s-31, CIRANO.
- Barthélemy, J. & Marx, M., 2012.
"Generalizing the Taylor Principle: New Comment,"
Working papers
403, Banque de France.
- Jean Barthélemy & Magali Marx, 2012. "Generalizing the Taylor Principle: New Comment," Sciences Po publications 403, Sciences Po.
- Markus Behn & Marco Gross & Tuomas Peltonen, 2016.
"Assessing the costs and benefits of capital-based macroprudential policy,"
ESRB Working Paper Series
17, European Systemic Risk Board.
- Peltonen, Tuomas & Gross, Marco & Behn, Markus, 2016. "Assessing the costs and benefits of capital-based macroprudential policy," Working Paper Series 1935, European Central Bank.
More about this item
Keywords
bank capital ratios; macroeconomic fluctuations; panel; dynamic factor models;JEL classification:
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- C38 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Classification Methdos; Cluster Analysis; Principal Components; Factor Analysis
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- E51 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Money Supply; Credit; Money Multipliers
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ALL-2012-09-09 (All new papers)
- NEP-BAN-2012-09-09 (Banking)
- NEP-CBA-2012-09-09 (Central Banking)
- NEP-MAC-2012-09-09 (Macroeconomics)
- NEP-MON-2012-09-09 (Monetary Economics)
- NEP-RMG-2012-09-09 (Risk Management)
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