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Citations for "Optimal interest rate rules, asset prices, and credit frictions"

by Faia, Ester & Monacelli, Tommaso

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  1. Nutahara, Kengo, 2010. "Asset prices and monetary policy in a sticky-price economy with financial frictions," MPRA Paper 24113, University Library of Munich, Germany.
  2. Tayler, William & Zilberman, Roy, 2014. "Macroprudential Regulation and the Role of Monetary Policy," EconStor Preprints 95230, ZBW - German National Library of Economics.
  3. Mendicino, Caterina & Punzi, Maria Teresa, 2014. "House prices, capital inflows and macroprudential policy," Journal of Banking & Finance, Elsevier, vol. 49(C), pages 337-355.
  4. Francesco Furlanetto & Paolo Gelain & Marzie Taheri Sanjani, 2014. "Output Gap in Presence of Financial Frictions and Monetary Policy Trade-offs," IMF Working Papers 14/128, International Monetary Fund.
  5. Caterina Mendicino & Andrea Pescatori, 2004. "Credit Frictions, housing prices and optimal monetary policy Rules," Departmental Working Papers of Economics - University 'Roma Tre' 0042, Department of Economics - University Roma Tre.
  6. Cesa-Bianchi, Ambrogio & Fernandez-Corugedo, Emilio, 2014. "Uncertainty in a model with credit frictions," Bank of England working papers 496, Bank of England.
  7. Fiorella De Fiore & Oreste Tristani, 2013. "Optimal Monetary Policy in a Model of the Credit Channel," Economic Journal, Royal Economic Society, vol. 123(571), pages 906-931, 09.
  8. repec:hal:journl:halshs-00768906 is not listed on IDEAS
  9. Pierre-Richard Agenor & Koray Alper, 2009. "Monetary Shocks and Central Bank Liquidity with Credit Market Imperfections," Working Papers 0906, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
  10. Ester Faia, 2008. "Optimal Monetary Policy with Credit Augmented Liquidity Cycles," 2008 Meeting Papers 414, Society for Economic Dynamics.
  11. Pierre-Richard Agenor & Koray Alper & Luiz Pereira da Silva, 2012. "Capital Regulation, Monetary Policy and Financial Stability," Working Papers 1228, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
  12. Ferre De Graeve, 2006. "The External Finance Premium and the Macroeconomy: US post-WWII Evidence," Computing in Economics and Finance 2006 84, Society for Computational Economics.
  13. Jianjun Miao & PENGFEI WANG, 2010. "Credit Risk and Business Cycles," Boston University - Department of Economics - Working Papers Series WP2010-033, Boston University - Department of Economics.
  14. Glocker, C. & Towbin, P., 2012. "Reserve Requirements for Price and Financial Stability - When Are They Effective?," Working papers 363, Banque de France.
  15. Bianchi, Francesco & Melosi, Leonardo, 2014. "Constrained Discretion and Central Bank Transparency," Working Paper Series WP-2014-16, Federal Reserve Bank of Chicago.
  16. Waters, George A., 2013. "Quantity rationing of credit and the Phillips curve," Journal of Macroeconomics, Elsevier, vol. 37(C), pages 68-80.
  17. Marc Pourroy & Benjamin Carton & Dramane Coulibaly, 2012. "Food Prices and Inflation Targeting in Emerging Economies," Documents de travail du Centre d'Economie de la Sorbonne 12087, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  18. Christian Bustamante, 2011. "Política monetaria contracíclica y encaje bancario," BORRADORES DE ECONOMIA 008202, BANCO DE LA REPÚBLICA.
  19. Ichiro Fukunaga & Masashi Saito, 2009. "Asset Prices and Monetary Policy," IMES Discussion Paper Series 09-E-21, Institute for Monetary and Economic Studies, Bank of Japan.
  20. P-R. Agénor & G.J. Bratsiotis & D. Pfajfar, 2012. "Credit Frictions, Collateral and the Cyclical Behaviour of the Finance Premium," Centre for Growth and Business Cycle Research Discussion Paper Series 172, Economics, The Univeristy of Manchester.
  21. Andrew Hughes Hallett & Jan Libich & Petr Stehlík, 2009. "Macro prudential Policies and Financial Stability," Working Papers 2009.02, School of Economics, La Trobe University.
  22. Ravn, Søren Hove, 2014. "Asymmetric monetary policy towards the stock market: A DSGE approach," Journal of Macroeconomics, Elsevier, vol. 39(PA), pages 24-41.
  23. Baxa, Jaromír & Horváth, Roman & Vašíček, Bořek, 2013. "Time-varying monetary-policy rules and financial stress: Does financial instability matter for monetary policy?," Journal of Financial Stability, Elsevier, vol. 9(1), pages 117-138.
  24. Nicolas Petrosky-Nadeau, 2009. "Credit, Vacancies and Unemployment Fluctuations," GSIA Working Papers 2009-E27, Carnegie Mellon University, Tepper School of Business.
  25. Hilde C. Bjørnland & Kai Leitemo, 2008. "Identifying the interdependence between US monetary policy and the stock market," Working Paper 2008/04, Norges Bank.
  26. F. Gulcin Ozkan & D. Filiz Unsal, 2013. "On the use of monetary and macroprudential policies for financial stability in emerging markets," Discussion Papers 13/14, Department of Economics, University of York.
  27. Chatelain, Jean-Bernard & Ralf, Kirsten & Bruno, Amable, 2010. "Patents as Collateral," MPRA Paper 44698, University Library of Munich, Germany.
  28. Fabian Valencia & Kenichi Ueda, 2012. "Central Bank Independence and Macro-Prudential Regulation," IMF Working Papers 12/101, International Monetary Fund.
  29. Vicente da Gama Machado, 2012. "Monetary Policy, Asset Prices and Adaptive Learning," Working Papers Series 274, Central Bank of Brazil, Research Department.
  30. Woon Gyu Choi & David Cook, 2010. "Fire Sales and the Financial Accelerator," IMF Working Papers 10/141, International Monetary Fund.
  31. Sylvain Leduc & Jean-Marc Natal, 2011. "Should central banks lean against changes in asset prices?," Working Paper Series 2011-15, Federal Reserve Bank of San Francisco.
  32. Guido Lorenzoni, 2007. "Inefficient Credit Booms," NBER Working Papers 13639, National Bureau of Economic Research, Inc.
  33. Simon Gilchrist & Masashi Saito, 2006. "Expectations, Asset Prices, and Monetary Policy: The Role of Learning," NBER Working Papers 12442, National Bureau of Economic Research, Inc.
  34. Fabien Tripier & Kevin E. Beaubrun-Diant, 2010. "The Credit Spread Cycle with Matching Friction," 2010 Meeting Papers 76, Society for Economic Dynamics.
  35. Ahmet Aysan & Salih Fendoglu & Mustafa Kilinc, 2014. "Managing short-term capital flows in new central banking: unconventional monetary policy framework in Turkey," Eurasian Economic Review, Eurasia Business and Economics Society, vol. 4(1), pages 45-69, June.
  36. Beau, D. & Clerc, L. & Mojon, B., 2012. "Macro-Prudential Policy and the Conduct of Monetary Policy," Working papers 390, Banque de France.
  37. Engin Kara & Jasmin Sin, 2013. "Liquidity, Quantitative Easing and Optimal Monetary Policy," Bristol Economics Discussion Papers 13/635, Department of Economics, University of Bristol, UK.
  38. Ioannis N. Kallianiotis, 2014. "The Optimal Interest Rates and the Current Interest Rate System," Eurasian Journal of Economics and Finance, Eurasian Publications, vol. 2(3), pages 1-25.
  39. Santiago Acosta-Ormaechea & Atsuyoshi Morozumi, . "Idiosyncratic Uncertainty, Asymmetric Information, and Private Credit," Discussion Papers 12/12, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
  40. Sebastian Sienknecht, 2010. "On the Informational Loss Inherent in Approximation Procedures: Welfare Implications and Impulse Responses," Jena Economic Research Papers 2010-005, Friedrich-Schiller-University Jena, Max-Planck-Institute of Economics.
  41. F. Gulcin Ozkan & D. Filiz Unsal, 2012. "Global financial crisis, financial contagion and emerging markets," Discussion Papers 12/35, Department of Economics, University of York.
  42. Marcin Kolasa & Giovanni Lombardo, 2014. "Financial Frictions and Optimal Monetary Policy in an Open Economy," International Journal of Central Banking, International Journal of Central Banking, vol. 10(1), pages 43-94, March.
  43. Gertler, Mark & Karadi, Peter, 2011. "A model of unconventional monetary policy," Journal of Monetary Economics, Elsevier, vol. 58(1), pages 17-34, January.
  44. Ethan Cohen-Cole & Enrique Martinez-Garcia, 2009. "The Balance Sheet Channel," Working Papers Central Bank of Chile 537, Central Bank of Chile.
  45. Carlstrom, Charles T. & Fuerst, Timothy S. & Paustian, Matthias, 2012. "Privately optimal contracts and suboptimal outcomes in a model of agency costs," Working Paper 1204, Federal Reserve Bank of Cleveland.
  46. Vlieghe, Gertjan W, 2007. "Imperfect credit markets: implications for monetary policy," MPRA Paper 12957, University Library of Munich, Germany.
  47. Sanjay K. Chugh, 2013. "Firm Risk and Leverage Based Business Cycles," Boston College Working Papers in Economics 844, Boston College Department of Economics.
  48. Giovanni Melina & Stefania Villa, 2014. "Leaning Against Windy Bank Lending," BCAM Working Papers 1402, Birkbeck Centre for Applied Macroeconomics.
  49. Lambertini, Luisa & Mendicino, Caterina & Teresa Punzi, Maria, 2013. "Leaning against boom–bust cycles in credit and housing prices," Journal of Economic Dynamics and Control, Elsevier, vol. 37(8), pages 1500-1522.
  50. Airaudo, Marco & Cardani, Roberta & Lansing, Kevin J., 2013. "Monetary policy and asset prices with belief-driven fluctuations," Journal of Economic Dynamics and Control, Elsevier, vol. 37(8), pages 1453-1478.
  51. Charles T. Carlstrom & Timothy S. Fuerst & Matthias Paustian, 2010. "Optimal Monetary Policy in a Model with Agency Costs," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(s1), pages 37-70, 09.
  52. Yaprak Tavman, 2014. "A Comparative Analysis of Macroprudential Policies," Discussion Papers 14/18, Department of Economics, University of York.
  53. Alejandro Justiniano & Giorgio E. Primiceri, 2006. "The Time Varying Volatility of Macroeconomic Fluctuations," NBER Working Papers 12022, National Bureau of Economic Research, Inc.
  54. Chiara Forlati & Luisa Lambertini, 2011. "Risky Mortgages in a DSGE Model," International Journal of Central Banking, International Journal of Central Banking, vol. 7(1), pages 285-335, March.
  55. Nutahara, Kengo, 2011. "Asset Prices, Nominal Rigidities, and Monetary Policy: Role of Price Indexation," MPRA Paper 29859, University Library of Munich, Germany.
  56. Mauricio Arango, 2014. "Collateralized assets prices and monetary policy," DOCUMENTOS DE DISCUSION FLAR 011853, FONDO LATINO AMERICANO DE RESERVAS - FLAR.
  57. PIROVANO, Mara, 2013. "International financial integration, credit frictions and exchange rate regimes," Working Papers 2013015, University of Antwerp, Faculty of Applied Economics.
  58. Mauricio Arango & Carlos Esteban Posada & Jorge Andrés Tamayo, 2011. "El sistema crediticio, la política monetaria y un posible origen de ciclos y crisis financieras," ENSAYOS SOBRE POLÍTICA ECONÓMICA, BANCO DE LA REPÚBLICA - ESPE.
  59. Angeloni, Ignazio & Faia, Ester & Lo Duca, Marco, 2015. "Monetary policy and risk taking," Journal of Economic Dynamics and Control, Elsevier, vol. 52(C), pages 285-307.
  60. Talukdar Bidyut, 2014. "Organizational learning and optimal fiscal and monetary policy," The B.E. Journal of Macroeconomics, De Gruyter, vol. 14(1), pages 31, January.
  61. Denis Beau & Christophe Cahn & Laurent Clerc & Benoît Mojon, 2014. "Macro-Prudential Policy and the Conduct of Monetary Policy," Central Banking, Analysis, and Economic Policies Book Series, in: Sofía Bauducco & Lawrence Christiano & Claudio Raddatz (ed.), Macroeconomic and Financial Stability: challenges for Monetary Policy, edition 1, volume 19, chapter 9, pages 273-314 Central Bank of Chile.
  62. Juan Pablo Medina Guzman & Jorge Roldos, 2014. "Monetary and Macroprudential Policies to Manage Capital Flows," IMF Working Papers 14/30, International Monetary Fund.
  63. Salih Fendoglu, 2011. "Optimal Monetary Policy Rules, Financial Amplification, and Uncertain Business Cycles," Working Papers 1126, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
  64. George J. Bratsiotis & Wayne A. Robinson, 2014. "Unit Total Costs: An Alternative Marginal Cost Proxy for Inflation Dynamics," Centre for Growth and Business Cycle Research Discussion Paper Series 192, Economics, The Univeristy of Manchester.
  65. George A. Waters, 2011. "Quantity Rationing of Credit," Working Paper Series 20111005, Illinois State University, Department of Economics.
  66. Yosra Baaziz, 2015. "Estimating Interest Rate Setting Behavior in Brazil: A LSTR Model Approach," Economies, MDPI, Open Access Journal, vol. 3(2), pages 55-71, April.
  67. Pfajfar, Damjan & Santoro, Emiliano, 2014. "Credit Market Distortions, Asset Prices And Monetary Policy," Macroeconomic Dynamics, Cambridge University Press, vol. 18(03), pages 631-650, April.
  68. Jeannine Bailliu & Césaire Meh & Yahong Zhang, 2012. "Macroprudential Rules and Monetary Policy when Financial Frictions Matter," Working Papers 12-6, Bank of Canada.
  69. Charles T Carlstrom & Timothy S Fuerst & Matthius Paustian, 2011. "Indexed debt contracts and the financial accelerator," Working Paper 1117, Federal Reserve Bank of Cleveland.
  70. Karl Walentin & Guido Lorenzoni & Dan Cao, 2013. "Financial Frictions, Investment and Tobin’s q," 2013 Meeting Papers 634, Society for Economic Dynamics.
  71. Dario Bonciani & Björn van Roye, 2013. "Uncertainty shocks, banking frictions, and economic activity," Kiel Working Papers 1843, Kiel Institute for the World Economy.
  72. Atanas Hristov, 2010. "The High Sensitivity of Employment to Agency Costs: The Relevance of Wage Rigidity," SFB 649 Discussion Papers SFB649DP2010-044, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  73. Alejandro Justiniano & Northwestern University, 2006. "The Time Varying Volatility of Macroeconomic Fluctuations," Computing in Economics and Finance 2006 219, Society for Computational Economics.
  74. Cohen-Cole, Ethan & Morse, Jonathan, 2010. "Monetary policy and capital regulation in the US and Europe," Working Paper Series 1222, European Central Bank.
  75. Ioannis N. Kallianiotis, 2015. "Economic Crises and the Substitution of Fiscal Policy by Monetary Policy," International Journal of Economics and Financial Issues, Econjournals, vol. 5(1), pages 44-68.
  76. Abo-Zaid, Salem, 2015. "Optimal long-run inflation with occasionally binding financial constraints," European Economic Review, Elsevier, vol. 75(C), pages 18-42.
  77. Martínez-García, Enrique, 2013. "U.S. business cycles, monetary policy and the external finance premium," Globalization and Monetary Policy Institute Working Paper 160, Federal Reserve Bank of Dallas.
  78. Zervou, Anastasia S., 2013. "Financial market segmentation, stock market volatility and the role of monetary policy," European Economic Review, Elsevier, vol. 63(C), pages 256-272.
  79. repec:spr:pharme:v:4:y:2014:i:1:p:45-69 is not listed on IDEAS
  80. Bernd Hayo & Britta Niehof, 2013. "Studying International Spillovers in a New Keynesian Continuous Time Framework with Financial Markets," MAGKS Papers on Economics 201342, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
  81. Andrew Hughes Hallett & Jan Libich & Petr Stehlik, 2009. "Financial Instability Prevention," CAMA Working Papers 2009-14, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  82. D. Filiz Unsal, 2011. "Capital Flows and Financial Stability; Monetary Policy and Macroprudential Responses," IMF Working Papers 11/189, International Monetary Fund.
  83. John Keating & Andrew Lee Smith, 2013. "Price Versus Financial Stability: A role for money in Taylor rules?," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201307, University of Kansas, Department of Economics.
  84. Chugh, Sanjay K., 2013. "Costly external finance and labor market dynamics," Journal of Economic Dynamics and Control, Elsevier, vol. 37(12), pages 2882-2912.
  85. Scott Davis & Kevin X.D. Huang, 2011. "Optimal monetary policy under financial sector risk," Globalization and Monetary Policy Institute Working Paper 85, Federal Reserve Bank of Dallas.
  86. Lester, Robert, 2014. "Home production and sticky price models: Implications for monetary policy," Journal of Macroeconomics, Elsevier, vol. 41(C), pages 107-121.
  87. Ida, Daisuke, 2011. "Monetary policy and asset prices in an open economy," The North American Journal of Economics and Finance, Elsevier, vol. 22(2), pages 102-117, August.
  88. Horacio A. Aguirre, 2011. "On the “Science” of Monetary Policy: Methodological Notes," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, vol. 1(64), pages 83-115, October -.
  89. F. Gulcin Ozkan & D. Filiz Unsal, 2014. "On the use of Monetary and Macroprudential Policies for Small Open Economies," IMF Working Papers 14/112, International Monetary Fund.
  90. Pavasuthipaisit, Robert, 2007. "Monetary policy responses amid credit and asset booms and busts," MPRA Paper 4491, University Library of Munich, Germany.
  91. Bernd Hayo & Britta Niehof, 2014. "Monetary and Fiscal Policy in Times of Crises: A New Keynesian Perspective in Continuous Time," MAGKS Papers on Economics 201455, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
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