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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. 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.
  2. 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.
  3. 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.
  4. 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.
  5. 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.
  6. Bonciani, Dario & van Roye, Björn, 2013. "Uncertainty shocks, banking frictions, and economic activity," Kiel Working Papers 1843, Kiel Institute for the World Economy (IfW).
  7. Marc Pourroy & Benjamin Carton & Dramane Coulibaly, 2016. "Food Prices and Inflation Targeting in Emerging Economies," International Economics, CEPII research center, issue 146, pages 108-140.
  8. Pavasuthipaisit, Robert, 2007. "Monetary policy responses amid credit and asset booms and busts," MPRA Paper 4491, University Library of Munich, Germany.
  9. Richard E. Ericson & Xuan Liu, 2012. "Welfare effect of interest rate shocks and policy implications," Applied Financial Economics, Taylor & Francis Journals, vol. 22(22), pages 1899-1917, November.
  10. 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.
  11. Tayler, William & Zilberman, Roy, 2014. "Macroprudential Regulation and the Role of Monetary Policy," MPRA Paper 54885, University Library of Munich, Germany.
  12. De Fiore, Fiorella & Tristani, Oreste, 2009. "Optimal monetary policy in a model of the credit channel," Working Paper Series 1043, European Central Bank.
  13. Kevin E. Beaubrun-Diant & Fabien Tripier, 2009. "The Credit Spread Cycle with Matching Friction," Working Papers hal-00430809, HAL.
  14. Tayler, William & Zilberman , Roy, 2016. "Macroprudential regulation, credit spreads and the role of monetary policy," Bank of England working papers 599, Bank of England.
  15. De Graeve, Ferre, 2008. "The external finance premium and the macroeconomy: US post-WWII evidence," Journal of Economic Dynamics and Control, Elsevier, vol. 32(11), pages 3415-3440, November.
  16. Bruno Amable & Jean-Bernard Chatelain & Kirsten Ralf, 2010. "Patents as Collateral," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00475854, HAL.
  17. 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.
  18. Waters, George A., 2013. "Quantity rationing of credit and the Phillips curve," Journal of Macroeconomics, Elsevier, vol. 37(C), pages 68-80.
  19. Kolasa, Marcin & Lombardo, Giovanni, 2011. "Financial frictions and optimal monetary policy in an open economy," Working Paper Series 1338, European Central Bank.
  20. 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.
  21. 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.
  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. Yaprak Tavman, 2014. "A Comparative Analysis of Macroprudential Policies," Discussion Papers 14/18, Department of Economics, University of York.
  24. 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.
  25. F. Gulcin Ozkan & D. Filiz Unsal, 2015. "Get ready for the Fed lift-off: The role of macroprudential policy," Discussion Papers 15/25, Department of Economics, University of York.
  26. 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).
  27. Nicolas Petrosky-Nadeau, 2014. "Credit, Vacancies and Unemployment Fluctuations," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 17(2), pages 191-205, April.
  28. Pierre-Richard Agénor & Koray Alper, 2009. "Monetary Shocks and Central Bank Liquidity with Credit Market Imperfections," Centre for Growth and Business Cycle Research Discussion Paper Series 120, Economics, The Univeristy of Manchester.
  29. Angeloni, Ignazio & Faia, Ester & Lo Duca, Marco, 2013. "Monetary policy and risk taking," SAFE Working Paper Series 8, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.
  30. Filiz Unsal, 2011. "Capital Flows and Financial Stability; Monetary Policy and Macroprudential Responses," IMF Working Papers 11/189, International Monetary Fund.
  31. Alejandro Justiniano & Giorgio E. Primiceri, 2008. "The Time-Varying Volatility of Macroeconomic Fluctuations," American Economic Review, American Economic Association, vol. 98(3), pages 604-41, June.
  32. Francesco Bianchi, 2014. "Constrained Discretion and Central Bank Transparency," 2014 Meeting Papers 424, Society for Economic Dynamics.
  33. 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.
  34. 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.
  35. 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 Republica de Colombia, vol. 29(64), pages 32-61.
  36. Giovanni Melina & Stefania Villa, 2015. "Leaning Against Windy Bank Lending," CESifo Working Paper Series 5317, CESifo Group Munich.
  37. Vlieghe, Gertjan, 2010. "Imperfect credit markets: implications for monetary policy," Bank of England working papers 385, Bank of England.
  38. repec:spr:pharme:v:4:y:2014:i:1:p:45-69 is not listed on IDEAS
  39. George A. Waters, 2011. "Quantity Rationing of Credit," Working Paper Series 20111005, Illinois State University, Department of Economics.
  40. Luisa Lambertini & Caterina Mendicino & Maria Teresa Punzi, 2011. "Leaning Against Boom-Bust Cycles in Credit and Housing Prices," Working Papers 201101, Center for Fiscal Policy, Swiss Federal Institute of Technology Lausanne, revised Mar 2011.
  41. Andrew Hughes Hallett & Jan Libich & Petr Stehlík, 2011. "Macroprudential Policies and Financial Stability," The Economic Record, The Economic Society of Australia, vol. 87(277), pages 318-334, 06.
  42. Margarita Rubio, 2015. "Monetary and Macroprudential Policies under Fixed and Variable Interest Rates," Discussion Papers 2015/10, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
  43. 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.
  44. Agénor, Pierre-Richard & Bratsiotis, George J. & Pfajfar, Damjan, 2014. "Credit Frictions, Collateral, And The Cyclical Behavior Of The Finance Premium," Macroeconomic Dynamics, Cambridge University Press, vol. 18(05), pages 985-997, July.
  45. Guido Lorenzoni, 2008. "Inefficient Credit Booms," Review of Economic Studies, Oxford University Press, vol. 75(3), pages 809-833.
  46. 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.
  47. 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.
  48. Chiara Forlati & Luisa Lambertini, 2010. "Risky Mortgages in a DSGE Model," Working Papers 201002, Center for Fiscal Policy, Swiss Federal Institute of Technology Lausanne, revised Nov 2010.
  49. Nuguer Victoria, 2015. "Financial Intermediation in a Global Environment," Working Papers 2015-05, Banco de México.
  50. Ethan Cohen-Cole & Enrique Martinez-Garcia, 2009. "The Balance Sheet Channel," Working Papers Central Bank of Chile 537, Central Bank of Chile.
  51. 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.
  52. Ueda, Kenichi & Valencia, Fabián, 2014. "Central bank independence and macro-prudential regulation," Economics Letters, Elsevier, vol. 125(2), pages 327-330.
  53. Fabia A. de Carvalho & Marcos R. de Castro, 2015. "Macroprudential and Monetary Policy Interaction: a Brazilian perspective," Working Papers Series 405, Central Bank of Brazil, Research Department.
  54. 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.
  55. 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.
  56. Nutahara, Kengo, 2010. "Asset prices and monetary policy in a sticky-price economy with financial frictions," MPRA Paper 24113, University Library of Munich, Germany.
  57. Nutahara, Kengo, 2011. "Asset Prices, Nominal Rigidities, and Monetary Policy: Role of Price Indexation," MPRA Paper 29859, University Library of Munich, Germany.
  58. 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).
  59. Hilde C. Bjørnland & Kai Leitemo, 2008. "Identifying the interdependence between US monetary policy and the stock market," Working Paper 2008/04, Norges Bank.
  60. Nuguer Victoria & Cuadra Gabriel, 2016. "Risky Banks and Macroprudential Policy for Emerging Economies," Working Papers 2016-06, Banco de México.
  61. Juan Pablo Medina Guzman & Jorge Roldos, 2014. "Monetary and Macroprudential Policies to Manage Capital Flows," IMF Working Papers 14/30, International Monetary Fund.
  62. Stefan Laseen & Andrea Pescatori & Jarkko Turunen, 2015. "Systemic Risk; A New Trade-off for Monetary Policy?," IMF Working Papers 15/142, International Monetary Fund.
  63. repec:hal:journl:halshs-00768906 is not listed on IDEAS
  64. 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.
  65. Mendicino, Caterina & Punzi, Maria Teresa, 2014. "House Prices, Capital Inflows and Macroprudential Policy," FinMaP-Working Papers 10, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
  66. Bailliu, Jeannine & Meh, Cesaire & Zhang, Yahong, 2015. "Macroprudential rules and monetary policy when financial frictions matter," Economic Modelling, Elsevier, vol. 50(C), pages 148-161.
  67. 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.
  68. Nutahara, Kengo, 2015. "Do credit market imperfections justify a central bank׳s response to asset price fluctuations?," Journal of Economic Dynamics and Control, Elsevier, vol. 61(C), pages 81-94.
  69. Silvo, Aino, 2016. "The interaction of monetary and macroprudential policies in economic stabilisation," Research Discussion Papers 1/2016, Bank of Finland.
  70. 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.
  71. Glocker, C. & Towbin, P., 2012. "Reserve Requirements for Price and Financial Stability - When Are They Effective?," Working papers 363, Banque de France.
  72. Abo-Zaid, Salem, 2015. "Optimal monetary policy with the cost channel and monopolistically-competitive banks," Journal of Macroeconomics, Elsevier, vol. 45(C), pages 284-299.
  73. Mauricio Arango, 2014. "Collateralized assets prices and monetary policy," DOCUMENTOS DE DISCUSION FLAR 011853, FONDO LATINO AMERICANO DE RESERVAS - FLAR.
  74. Charles T. Carlstrom & Timothy S. Fuerst & Matthias Paustian, 2011. "Indexed debt contracts and the financial accelerator," Working Paper 1117, Federal Reserve Bank of Cleveland.
  75. Sanjay K. Chugh, 2013. "Firm Risk and Leverage Based Business Cycles," Boston College Working Papers in Economics 844, Boston College Department of Economics.
  76. Ahmet Faruk Aysan & Salih Fendoglu & Mustafa Kilinc, 2014. "Managing Short-Term Capital Flows in New Central Banking: Unconventional Monetary Policy Framework in Turkey," Working Papers 1403, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
  77. Ignazio Angeloni & Ester Faia, 2009. "A Tale of Two Policies: Prudential Regulation and Monetary Policy with Fragile Banks," Kiel Working Papers 1569, Kiel Institute for the World Economy.
  78. Cohen-Cole, Ethan & Morse, Jonathan, 2010. "Monetary policy and capital regulation in the US and Europe," Working Paper Series 1222, European Central Bank.
  79. 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.
  80. PIROVANO, Mara, 2013. "International financial integration, credit frictions and exchange rate regimes," Working Papers 2013015, University of Antwerp, Faculty of Applied Economics.
  81. Vicente da Gama Machado, 2012. "Monetary Policy, Asset Prices and Adaptive Learning," Working Papers Series 274, Central Bank of Brazil, Research Department.
  82. repec:bof:bofrdp:urn:nbn:fi:bof-201602101026 is not listed on IDEAS
  83. Burkhard Heer & Alfred Maussner & Halvor Ruf, 2016. "Q-Targeting in New Keynesian Models," CESifo Working Paper Series 5854, CESifo Group Munich.
  84. 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 -.
  85. Christian Bustamante, . "Política monetaria contracíclica y encaje bancario," Borradores de Economia 646, Banco de la Republica de Colombia.
  86. Woon Gyu Choi & David Cook, 2010. "Fire Sales and the Financial Accelerator," IMF Working Papers 10/141, International Monetary Fund.
  87. Cesa-Bianchi, Ambrogio & Fernandez-Corugedo, Emilio, 2014. "Uncertainty in a model with credit frictions," Bank of England working papers 496, Bank of England.
  88. Abo-Zaid, Salem, 2015. "Optimal long-run inflation with occasionally binding financial constraints," European Economic Review, Elsevier, vol. 75(C), pages 18-42.
  89. 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.
  90. Lester, Robert, 2014. "Home production and sticky price models: Implications for monetary policy," Journal of Macroeconomics, Elsevier, vol. 41(C), pages 107-121.
  91. Gertler, Mark & Karadi, Peter, 2011. "A model of unconventional monetary policy," Journal of Monetary Economics, Elsevier, vol. 58(1), pages 17-34, January.
  92. Waters, George A., 2012. "Quantity rationing of credit," Research Discussion Papers 3/2012, Bank of Finland.
  93. 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.
  94. Simon Gilchrist & Masashi Saito, 2008. "Expectations, Asset Prices, and Monetary Policy: The Role of Learning," NBER Chapters, in: Asset Prices and Monetary Policy, pages 45-102 National Bureau of Economic Research, Inc.
  95. Yosra Baaziz, 2015. "Estimating Interest Rate Setting Behavior in Brazil: A LSTR Model Approach," Economies, MDPI, Open Access Journal, vol. 3(2), pages 55, April.
  96. F. Gulcin Ozkan & Filiz Unsal, 2014. "On the use of Monetary and Macroprudential Policies for Small Open Economies," IMF Working Papers 14/112, International Monetary Fund.
  97. 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).
  98. 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.
  99. Carl E. Walsh, 2011. "The Future of Inflation Targeting," The Economic Record, The Economic Society of Australia, vol. 87(s1), pages 23-36, 09.
  100. 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.
  101. 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.
  102. Chugh, Sanjay K., 2013. "Costly external finance and labor market dynamics," Journal of Economic Dynamics and Control, Elsevier, vol. 37(12), pages 2882-2912.
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