IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Log in (now much improved!)

Citations for "The external finance premium and the macroeconomy: US post-WWII evidence"

by De Graeve, Ferre

For a complete description of this item, click here. For a RSS feed for citations of this item, click here.
as in new window

  1. Poutineau, Jean-Christophe & Vermandel, Gauthier, 2015. "Cross-border banking flows spillovers in the Eurozone: Evidence from an estimated DSGE model," Journal of Economic Dynamics and Control, Elsevier, vol. 51(C), pages 378-403.
  2. Samad Sarferaz & Francesco Furlanetto & Francesco Furlanetto, 2014. "Identification of Financial Factors in Economic Fluctuations," KOF Working papers 14-364, KOF Swiss Economic Institute, ETH Zurich.
  3. Marco Del Negro & Marc P. Giannoni & Frank Schorfheide, 2014. "Inflation in the Great Recession and New Keynesian Models," NBER Working Papers 20055, National Bureau of Economic Research, Inc.
  4. Roberta Cardani & Alessia Paccagnini & Stefania Villa, 2015. "Forecasting in a DSGE Model with Banking Intermediation: Evidence from the US," Working Papers 292, University of Milano-Bicocca, Department of Economics, revised Feb 2015.
  5. Kuang-Liang Chang & Nan-Kuang Chen & Charles Ka Yui Leung, 2016. "Losing Track of the Asset Markets: the Case of Housing and Stock," International Real Estate Review, Asian Real Estate Society, vol. 19(4), pages 435-492.
  6. Chadha, J.S. & Corrado, L. & Holly, S., 2008. "Reconnecting Money to Inflation: The Role of the External Finance Premium," Cambridge Working Papers in Economics 0852, Faculty of Economics, University of Cambridge.
  7. 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.
  8. Wieland, Volker & Cwik, Tobias J. & Müller, Gernot J. & Schmidt, Sebastian & Wolters, Maik H., 2012. "A new comparative approach to macroeconomic modeling and policy analysis," CFS Working Paper Series 2012/03, Center for Financial Studies (CFS).
  9. Gunes Kamber & Christoph Thoenissen, 2011. "The financial accelerator and monetary policy rules," CDMA Working Paper Series 201115, Centre for Dynamic Macroeconomic Analysis.
  10. Afanasyeva, Elena & Kuete, Meguy & Wieland, Volker & Yoo, Jinhyuk, 2016. "New Methods for Macro-Financial Model Comparison and Policy Analysis," CEPR Discussion Papers 11461, C.E.P.R. Discussion Papers.
  11. Altavilla, Carlo & Canova, Fabio & Ciccarelli, Matteo, 2016. "Mending the broken link: heterogeneous bank lending and monetary policy pass-through," CEPR Discussion Papers 11584, C.E.P.R. Discussion Papers.
  12. Eleni Iliopulos & Thepthida Sopraseuth, 2011. "L'intermédiation financière dans l'analyse macroéconomique : le défi de la crise," Documents de travail du Centre d'Economie de la Sorbonne 11046, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  13. Giannone, Domenico & Monti , Francesca & Reichlin , Lucrezia, 2014. "Exploiting the monthly data flow in structural forecasting," Bank of England working papers 509, Bank of England.
  14. Sanjay K. Chugh, 2013. "Firm Risk and Leverage Based Business Cycles," Boston College Working Papers in Economics 844, Boston College Department of Economics.
  15. Fabien Tripier & Kevin E. Beaubrun-Diant, 2010. "The Credit Spread Cycle with Matching Friction," 2010 Meeting Papers 76, Society for Economic Dynamics.
  16. Meeks, Roland, 2012. "Do credit market shocks drive output fluctuations? Evidence from corporate spreads and defaults," Journal of Economic Dynamics and Control, Elsevier, vol. 36(4), pages 568-584.
  17. Suh, Hyunduk & Walker, Todd B., 2016. "Taking financial frictions to the data," Journal of Economic Dynamics and Control, Elsevier, vol. 64(C), pages 39-65.
  18. JEAN-CHRISTOPHE POUTINEAU & GAUTHIER Vermandel, 2013. "Integration Bancaire Et Conjoncture Macroeconomique Dans Une Union Monetaire Heterogene: The Macroeconomic Consequences Of Banking Integration In An Heterogenous Monetary Union," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 56(3-4), pages 241-260.
  19. Emmanuel De Veirman & Andrew Levin, 2014. "Cyclical changes in firm volatility," DNB Working Papers 408, Netherlands Central Bank, Research Department.
  20. repec:hal:psewpa:halshs-00744047 is not listed on IDEAS
  21. Schmidt, Sebastian & Wieland, Volker, 2013. "The New Keynesian Approach to Dynamic General Equilibrium Modeling: Models, Methods and Macroeconomic Policy Evaluation," Handbook of Computable General Equilibrium Modeling, Elsevier.
  22. Krylova, Elizaveta, 2016. "Leading indicator properties of corporate bond spreads, excess bond premia and lending spreads in the euro area," Working Paper Series 1911, European Central Bank.
  23. Merola, Rossana, 2014. "The role of financial frictions during the crisis: an estimated DSGE model," Dynare Working Papers 33, CEPREMAP.
  24. Lawrence J. Christiano & Mathias Trabandt & Karl Walentin, 2010. "Introducing financial frictions and unemployment into a small open economy model," FRB Atlanta CQER Working Paper 2010-04, Federal Reserve Bank of Atlanta.
  25. 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.
  26. Nan-Kuang Chen & Han-Liang Cheng & Ching-Sheng Mao, 2011. "House Price, Mortgage Premium, and Business Fluctuations," Working Papers 192011, Hong Kong Institute for Monetary Research.
  27. Eickmeier, Sandra & Marcellino, Massimiliano & Prieto, Esteban, 2013. "Time Variation in Macro-Financial Linkages," CEPR Discussion Papers 9436, C.E.P.R. Discussion Papers.
  28. Shin-Ichi Nishiyama, 2011. "How Important are Financial Shocks for the Canadian Business Cycle?," TERG Discussion Papers 276, Graduate School of Economics and Management, Tohoku University.
  29. Pekka Mannonen & Elias Oikarinen, 2013. "Risk premium, macroeconomics shocks, and information technology: An empirical analysis," Discussion Papers 84, Aboa Centre for Economics.
  30. Yahong Zhang, 2013. "Unemployment Fluctuations in a Small Open-Economy Model with Segmented Labour Markets: The Case of Canada," Staff Working Papers 13-40, Bank of Canada.
  31. Majid Bazarbash, 2013. "Valuation of Collateral and Transaction Services," GSIA Working Papers 2014-E5, Carnegie Mellon University, Tepper School of Business.
  32. Lindé, Jesper & Smets, Frank & Wouters, Rafael, 2016. "Challenges for Central Banks' Macro Models," CEPR Discussion Papers 11405, C.E.P.R. Discussion Papers.
  33. Hirakata, Naohisa & Sudo, Nao & Ueda, Kozo, 2011. "Do banking shocks matter for the U.S. economy?," Journal of Economic Dynamics and Control, Elsevier, vol. 35(12), pages 2042-2063.
  34. Stefania Villa, 2014. "Financial frictions in the Euro Area and the United States: a Bayesian assessment," BCAM Working Papers 1407, Birkbeck Centre for Applied Macroeconomics.
  35. Taylor, John B. & Wieland, Volker, 2010. "Surprising comparative properties of monetary models: Results from a new model database," Working Paper Series 1261, European Central Bank.
  36. Buchmann, Marco, 2011. "Corporate bond spreads and real activity in the euro area - Least Angle Regression forecasting and the probability of the recession," Working Paper Series 1286, European Central Bank.
  37. Jess Benhabib & Pengfei Wang, 2012. "Financial Constraints, Endogenous Markups, and Self-fulfilling Equilibria," NBER Working Papers 18074, National Bureau of Economic Research, Inc.
  38. Sohei Kaihatsu & Takushi Kurozumi, 2014. "Sources of Business Fluctuations: Financial or Technology Shocks?," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 17(2), pages 224-242, April.
  39. Mumtaz, Haroon & Zanetti, Francesco, 2016. "The Effect Of Labor And Financial Frictions On Aggregate Fluctuations," Macroeconomic Dynamics, Cambridge University Press, vol. 20(01), pages 313-341, January.
  40. Poutineau, Jean-Christophe & Vermandel, Gauthier, 2015. "Financial frictions and the extensive margin of activity," Research in Economics, Elsevier, vol. 69(4), pages 525-554.
  41. Marco Del Negro & Raiden B. Hasegawa & Frank Schorfheide, 2014. "Dynamic Prediction Pools: An Investigation of Financial Frictions and Forecasting Performance," NBER Working Papers 20575, National Bureau of Economic Research, Inc.
  42. Kaihatsu, Sohei & Kurozumi, Takushi, 2014. "What caused Japan’s Great Stagnation in the 1990s? Evidence from an estimated DSGE model," Journal of the Japanese and International Economies, Elsevier, vol. 34(C), pages 217-235.
  43. Nolan, Charles & Thoenissen, Christoph, 2008. "Financial shocks and the US business cycle," SIRE Discussion Papers 2008-58, Scottish Institute for Research in Economics (SIRE).
  44. Paolo Angelini & Andrea Enria & Stefano Neri & Fabio Panetta & Mario Quagliariello, 2010. "Pro-cyclicality of capital regulation: is it a problem? How to fix it?," Questioni di Economia e Finanza (Occasional Papers) 74, Bank of Italy, Economic Research and International Relations Area.
  45. Frank Smets & Stefania Villa, 2016. "Slow recoveries: any role for corporate leverage?," BCAM Working Papers 1602, Birkbeck Centre for Applied Macroeconomics.
  46. Roberto Motto & Massimo Rostagno & Lawrence J. Christiano, 2010. "Financial Factors in Economic Fluctuations," 2010 Meeting Papers 141, Society for Economic Dynamics.
  47. Yahong Zhang, 2011. "Financial Factors and Labour Market Fluctuations," Staff Working Papers 11-12, Bank of Canada.
  48. Roland Meeks, 2009. "Credit market shocks: evidence from corporate spreads and defaults," Working Papers 0906, Federal Reserve Bank of Dallas.
  49. Villa, Stefania, 2013. "Financial frictions in the euro area: a Bayesian assessment," Working Paper Series 1521, European Central Bank.
  50. 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.
  51. Eijffinger, S.C.W. & Grajales Olarte, A. & Uras, R.B., 2015. "Heterogeneity in Wage Setting Behavior in a New-Keynesian Model," Discussion Paper 2015-024, Tilburg University, Center for Economic Research.
  52. Carlstrom, Charles T. & Fuerst, Timothy S. & Ortiz, Alberto & Paustian, Matthias, 2014. "Estimating contract indexation in a Financial Accelerator Model," Journal of Economic Dynamics and Control, Elsevier, vol. 46(C), pages 130-149.
  53. Hirakata, Naohisa & Sudo, Nao & Takei, Ikuo & Ueda, Kozo, 2014. "Japan’s financial crises and lost decades," Globalization and Monetary Policy Institute Working Paper 220, Federal Reserve Bank of Dallas.
  54. Cho, Sungjun, 2013. "New return anomalies and new-Keynesian ICAPM," International Review of Financial Analysis, Elsevier, vol. 29(C), pages 87-106.
  55. Paolo Gelain & Marco Guerrazzi, 2010. "A DSGE Model from the Old Keynesian Economics: An Empirical Investigation," CDMA Working Paper Series 201014, Centre for Dynamic Macroeconomic Analysis.
  56. Rossana Merola, 2013. "The role of financial frictions in the 2007-2008 crisis: an estimated DSGE model," Working Papers Department of Economics 2013/08, ISEG - School of Economics and Management, Department of Economics, University of Lisbon.
  57. Roberta Cardani & Alessia Paccagnini & Stefania Villa, 2015. "Forecasting with Instabilities: an Application to DSGE Models with Financial Frictions," Working Papers 201523, School of Economics, University College Dublin.
  58. Raymond Hawkins & Jeffrey Speakes & Dan Hamilton, 2015. "Monetary policy and PID control," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 10(1), pages 183-197, April.
  59. Chugh, Sanjay K., 2013. "Costly external finance and labor market dynamics," Journal of Economic Dynamics and Control, Elsevier, vol. 37(12), pages 2882-2912.
  60. Ali Dib, 2010. "Banks, Credit Market Frictions, and Business Cycles," Staff Working Papers 10-24, Bank of Canada.
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.