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A monthly monetary model with banking intermediation for the euro area

  • Bruggeman, Annick
  • Donnay, Marie
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    JEL Classification: C32, E41, E43, E50, G21

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    Paper provided by European Central Bank in its series Working Paper Series with number 0264.

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    Date of creation: Sep 2003
    Date of revision:
    Handle: RePEc:ecb:ecbwps:20030264
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    9. Anil K. Kashyap & Raghuram G. Rajan & Jeremy C. Stein, 1998. "Banks as liquidity providers: an explanation for the co-existence of lending and deposit-taking," Proceedings 582, Federal Reserve Bank of Chicago.
    10. Vlaar, Peter J.G., 2004. "On The Asymptotic Distribution Of Impulse Response Functions With Long-Run Restrictions," Econometric Theory, Cambridge University Press, vol. 20(05), pages 891-903, October.
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    21. Marie-Odile Yanelle, 1997. "Banking Competition and Market Efficiency," Review of Economic Studies, Oxford University Press, vol. 64(2), pages 215-239.
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    23. Bernanke, Ben & Gertler, Mark, 1995. "Inside the Black Box: The Credit Channel of Monetary Policy Transmission," Working Papers 95-15, C.V. Starr Center for Applied Economics, New York University.
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    25. P.J.G. Vlaar & H. Schuberth, 1999. "Monetary Transmission and Controllability of Money in Europe: aStructural Vector Error Correction Approach," DNB Staff Reports (discontinued) 36, Netherlands Central Bank.
    26. Chiappori, Pierre-Andre & Perez-Castrillo, David & Verdier, Thierry, 1995. "Spatial competition in the banking system: Localization, cross subsidies and the regulation of deposit rates," European Economic Review, Elsevier, vol. 39(5), pages 889-918, May.
    27. Shamik Dhar & Darren Pain & Ryland Thomas, 2000. "A small structural empirical model of the UK monetary transmission mechanism," Bank of England working papers 113, Bank of England.
    28. Katarina Juselius & Ronald MacDonald, 2003. "International Parity Relationships Between Germany and the United States: A Joint Modelling Approach," FRU Working Papers 2004/08, University of Copenhagen. Department of Economics. Finance Research Unit.
    29. Subramanian S Sriram, 1999. "Survey of Literature on Demand for Money; Theoretical and Empirical Work with Special Reference to Error-Correction Models," IMF Working Papers 99/64, International Monetary Fund.
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    36. : Katarina Juselius, 1993. "VAR Modelling and Haavelmo's Probability Approach to Macroeconomic Modelling," Discussion Papers 93-05, University of Copenhagen. Department of Economics.
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