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Citations for "The role of bank capital in the propagation of shocks"

by Meh, Césaire A. & Moran, Kevin

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  1. Denis Beau & Christophe Cahn & Laurent Clerc & Benoît Mojon, 2013. "Macro-Prudential Policy and the Conduct of Monetary Policy," Working Papers Central Bank of Chile 715, Central Bank of Chile.
  2. Robert Kollmann & Marco Ratto & Werner Roeger & Jan in'tVeld, 2012. "Fiscal Policy, Banks and the Financial Crisis," Working Papers ECARES ECARES 2012-034, ULB -- Universite Libre de Bruxelles.
  3. Sami Alpanda & Gino Cateau & Césaire Meh, 2014. "A Policy Model to Analyze Macroprudential Regulations and Monetary Policy," Working Papers 14-6, Bank of Canada.
  4. Angeloni, Ignazio & Faia, Ester, 2013. "Capital regulation and monetary policy with fragile banks," Journal of Monetary Economics, Elsevier, vol. 60(3), pages 311-324.
  5. Vincenzo Quadrini & Enrique G. Mendoza, 2010. "Financial Globalization, Financial Crises and Contagion," 2010 Meeting Papers 841, Society for Economic Dynamics.
  6. M. Falagiarda & A. Saia, 2013. "Credit, Endogenous Collateral and Risky Assets: A DSGE Model," Working Papers wp916, Dipartimento Scienze Economiche, Universita' di Bologna.
  7. R. P. Agenor & K. Alper & L. Pereira da Silva, 2013. "Capital Regulation, Monetary Policy, and Financial Stability," International Journal of Central Banking, International Journal of Central Banking, vol. 9(3), pages 198-243, September.
  8. Matthew Schurin, 2012. "Optimal Fiscal Policy and the Banking Sector," Working papers 2012-40, University of Connecticut, Department of Economics, revised Jul 2013.
  9. Gambacorta, Leonardo & Signoretti, Federico M., 2014. "Should monetary policy lean against the wind?," Journal of Economic Dynamics and Control, Elsevier, vol. 43(C), pages 146-174.
  10. Enders, Zeno & Kollmann, Robert & Müller, Gernot, 2010. "Global Banking and International Business Cycles," CEPR Discussion Papers 7972, C.E.P.R. Discussion Papers.
  11. Ansgar Rannenberg, 2012. "Asymmetric information in credit markets, bank leverage cycles and macroeconomic dynamics," Working Paper Research 224, National Bank of Belgium.
  12. Eleni Iliopulos & Thepthida Sopraseuth, 2012. "L’intermédiation financière dans l’analyse macroéconomique : Le défi de la crise," TEPP Research Report 2012-02, TEPP.
  13. Ryo Kato & Takayuki Tsuruga, 2012. "Bank Overleverage and Macroeconomic Fragility," Discussion papers e-12-002, Graduate School of Economics Project Center, Kyoto University, revised Mar 2013.
  14. Agénor, P.-R. & Alper, K. & Pereira da Silva, L., 2009. "Capital requirements and business cycles with credit market imperfections," Policy Research Working Paper Series 5151, The World Bank.
  15. Mathias Drehmann & Claudio Borio & Kostas Tsatsaronis, 2012. "Characterising the financial cycle: don't lose sight of the medium term!," BIS Working Papers 380, Bank for International Settlements.
  16. Tomas Konecny & Oxana Babecka Kucharcukova, 2013. "Evaluating the Links Between the Financial and Real Sectors in a Small Open Economy: The Case of the Czech Republic," Working Papers 2013/10, Czech National Bank, Research Department.
  17. Samano, Daniel, 2011. "In the quest of macroprudential policy tools," MPRA Paper 30738, University Library of Munich, Germany.
  18. Jaromir Benes & Michael Kumhof & Douglas Laxton & Dirk Muir & Susanna Mursula, 2013. "The Benefits of International Policy Coordination Revisited," IMF Working Papers 13/262, International Monetary Fund.
  19. Kosuke Aoki & Kalin Nikolov, 2011. "Bubbles, Banks, and Financial Stability," CARF F-Series CARF-F-253, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  20. Bruche, Max & Suarez, Javier, 2009. "The Macroeconomics of Money Market Freezes," CEPR Discussion Papers 7304, C.E.P.R. Discussion Papers.
  21. Bucher, Monika & Dietrich, Diemo & Hauck, Achim, 2013. "Implications of Bank Regulation for Credit Intermediation and Bank Stability: A Dynamic Perspective," Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79792, Verein für Socialpolitik / German Economic Association.
  22. Clerc, Laurent & Derviz, Alexis & Mendicino, Caterina & Moyen, Stéphane & Nikolov, Kalin & Stracca, Livio & Suarez, Javier & Vardoulakis, Alexandros, 2014. "Capital Regulation in a Macroeconomic Model with Three Layers of Default," CEPR Discussion Papers 10316, C.E.P.R. Discussion Papers.
  23. Ester Faia, 2011. "Credit Risk Transfers and the Macroeconomy," Kiel Working Papers 1677, Kiel Institute for the World Economy.
  24. Verona, Fabio & Martins, Manuel M. F. & Drumond, Inês, 2012. "(Un)anticipated monetary policy in a DSGE model with a shadow banking system," IMFS Working Paper Series 56, Institute for Monetary and Financial Stability (IMFS), Goethe University Frankfurt.
  25. Martinez-Miera, David & Suarez, Javier, 2012. "A Macroeconomic Model of Endogenous Systemic Risk Taking," CEPR Discussion Papers 9134, C.E.P.R. Discussion Papers.
  26. Christina Badarau & Grégory Levieuge, 2011. "Assessing the Effects of Financial Heterogeneity in a Monetary Union : A DSGE Approach," Larefi Working Papers 1108, Larefi, Université Bordeaux 4.
  27. Rafael Repullo & Javier Suarez, 2013. "The Procyclical Effects of Bank Capital Regulation," Review of Financial Studies, Society for Financial Studies, vol. 26(2), pages 452-490.
  28. Gerke, Rafael & Jonsson, Magnus & Kliem, Martin & Kolasa, Marcin & Lafourcade, Pierre & Locarno, Alberto & Makarski, Krzysztof & McAdam, Peter, 2012. "Assessing macro-financial linkages: A model comparison exercise," Discussion Papers 02/2012, Deutsche Bundesbank, Research Centre.
  29. Hylton Hollander & Guangling Liu, 2013. "The equity price channel in a New-Keynesian DSGE model with financial frictions and banking," Working Papers 16/2013, Stellenbosch University, Department of Economics, revised 2014.
  30. Brzoza-Brzezina, Michał & Kolasa, Marcin & Makarski, Krzysztof, 2013. "The anatomy of standard DSGE models with financial frictions," Journal of Economic Dynamics and Control, Elsevier, vol. 37(1), pages 32-51.
  31. Mathias Drehmann & Claudio Borio & Kostas Tsatsaronis, 2011. "Anchoring Countercyclical Capital Buffers: The role of Credit Aggregates," International Journal of Central Banking, International Journal of Central Banking, vol. 7(4), pages 189-240, December.
  32. Michał Brzoza-Brzezina & Marcin Kolasa, 2012. "Bayesian evaluation of DSGE models with financial frictions," National Bank of Poland Working Papers 109, National Bank of Poland, Economic Institute.
  33. Occhino Filippo & Pescatori Andrea, 2014. "Leverage, investment, and optimal monetary policy," The B.E. Journal of Macroeconomics, De Gruyter, vol. 14(1), pages 21, January.
  34. Kollmann, Robert & Zeugner, Stefan, 2011. "Leverage as a Predictor for Real Activity and Volatility," CEPR Discussion Papers 8327, C.E.P.R. Discussion Papers.
  35. Erlingsson, Einar Jon & Cincotti, Silvano & Stefansson, Hlynur & Sturlusson, Jon Thor & Teglio, Andrea & Raberto, Marco, 2013. "Housing market bubbles and business cycles in an agent-based credit economy," Economics Discussion Papers 2013-32, Kiel Institute for the World Economy.
  36. Meilan Yan & Maximilian J. B. Hall & Paul Turner, 2011. "A Cost-Benefit Analysis of Basel III: Some Evidence from the UK," Discussion Paper Series 2011_05, Department of Economics, Loughborough University, revised Nov 2011.
  37. Valencia, Fabián, 2014. "Monetary policy, bank leverage, and financial stability," Journal of Economic Dynamics and Control, Elsevier, vol. 47(C), pages 20-38.
  38. Claudio Borio & Haibin Zhu, 2008. "Capital regulation, risk-taking and monetary policy: a missing link in the transmission mechanism?," BIS Working Papers 268, Bank for International Settlements.
  39. Mitchener, Kris James, 2014. "The Evolution of Bank Supervision: Evidence from U.S. States," CAGE Online Working Paper Series 181, Competitive Advantage in the Global Economy (CAGE).
  40. Schmidt, Sebastian & Wieland, Volker, 2012. "The new keynesian approach to dynamic general equilibrium modeling: Models, methods, and macroeconomic policy evaluation," IMFS Working Paper Series 52, Institute for Monetary and Financial Stability (IMFS), Goethe University Frankfurt.
  41. Kühl, Michael, 2014. "Bank capital, the state contingency of banks' assets and its role for the transmission of shocks," Discussion Papers 25/2014, Deutsche Bundesbank, Research Centre.
  42. PIROVANO, Mara, 2013. "International financial integration, credit frictions and exchange rate regimes," Working Papers 2013015, University of Antwerp, Faculty of Applied Economics.
  43. Ian Christensen & Césaire Meh & Kevin Moran, 2011. "Bank Leverage Regulation and Macroeconomic Dynamics," CIRANO Working Papers 2011s-76, CIRANO.
  44. Matteo Iacoviello, 2015. "Financial Business Cycles," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 18(1), pages 140-164, January.
  45. Franziska Bremus & Claudia Buch & Katheryn Russ & Monika Schnitzer, 2013. "Big Banks and Macroeconomic Outcomes: Theory and Cross-Country Evidence of Granularity," NBER Working Papers 19093, National Bureau of Economic Research, Inc.
  46. Carlos A. Arango & Oscar M. Valencia, 2015. "Macro-Prudential Policy under Moral Hazard and Financial Fragility," Borradores de Economia 878, Banco de la Republica de Colombia.
  47. Huang, Xian & Xiong, Qiyue, 2015. "Bank capital buffer decisions under macroeconomic fluctuations: Evidence for the banking industry of China," International Review of Economics & Finance, Elsevier, vol. 36(C), pages 30-39.
  48. Grégory Levieuge, 2010. "Commentaire : Effets de richesse : le cas français. Les effets de richesse importent moins que les effets de bilan," Économie et Statistique, Programme National Persée, vol. 438(1), pages 141-149.
  49. Borio, Claudio & Drehmann, Mathias & Tsatsaronis, Kostas, 2014. "Stress-testing macro stress testing: Does it live up to expectations?," Journal of Financial Stability, Elsevier, vol. 12(C), pages 3-15.
  50. Robert Kollmann, 2013. "Global Banks, Financial Shocks And International Business Cycles: Evidence From An Estimated Model," CAMA Working Papers 2013-30, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  51. Chris Bloor & Rebecca Craigie & Anella Munro, 2012. "The macroeconomic effects of a stable funding requirement," Reserve Bank of New Zealand Discussion Paper Series DP2012/05, Reserve Bank of New Zealand.
  52. Villa, Stefania & Yang, Jing, 2011. "Financial intermediaries in an estimated DSGE model for the United Kingdom," Bank of England working papers 431, Bank of England.
  53. Gunes Kamber & Christoph Thoenissen, 2011. "Financial intermediation and the internationalbusiness cycle: The case of small countries with big banks," CAMA Working Papers 2011-22, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  54. Scott Davis, 2010. "The adverse feedback loop and the effects of risk in both the real and financial sectors," Globalization and Monetary Policy Institute Working Paper 66, Federal Reserve Bank of Dallas.
  55. Maria Th. Kasselaki & Athanasios O. Tagkalakis, 2013. "Financial soundness indicators and financial crisis episodes," Working Papers 158, Bank of Greece.
  56. 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.
  57. Yasin Mimir, 2013. "Financial Intermediaries, Credit Shocks and Business Cycles," Working Papers 1313, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
  58. Uluc Aysun & Sami Alpanda, 2012. "International Transmission of Financial Shocks in an Estimated DSGE model," Working Papers 2012-06, University of Central Florida, Department of Economics.
  59. Konečný, Tomáš & Babecká Kucharčuková, Oxana, 2014. "Credit spreads and the links between the financial and real sectors in a small open economy: the case of the Czech Republic," Working Paper Series 1730, European Central Bank.
  60. Sören Radde, 2012. "Flight-to-Liquidity and the Great Recession," Discussion Papers of DIW Berlin 1242, DIW Berlin, German Institute for Economic Research.
  61. William Tayler & Roy Zilberman, 2014. "Macroprudential regulation and the role of monetary policy," Working Papers 63933064, Lancaster University Management School, Economics Department.
  62. Naohisa Hirakata & Nao Sudo & Kozo Ueda, 2013. "Capital Injection, Monetary Policy, and Financial Accelerators," International Journal of Central Banking, International Journal of Central Banking, vol. 9(2), pages 101-145, June.
  63. Jaromir Benes & Michael Kumhof, 2011. "Risky Bank Lending and Optimal Capital Adequacy Regulation," IMF Working Papers 11/130, International Monetary Fund.
  64. Uluc Aysun & Ralf Hepp, 2014. "A comparison of the internal and external determinants of global bank loans: Evidence from bilateral cross-country data," Working Papers 2014-01, University of Central Florida, Department of Economics.
  65. Hirose, Yasuo & Kurozumi, Takushi, 2011. "Do investment-specific technological changes matter for business fluctuations? Evidence from Japan," MPRA Paper 32944, University Library of Munich, Germany.
  66. Davis, J. Scott, 2014. "Financial integration and international business cycle co-movement," Journal of Monetary Economics, Elsevier, vol. 64(C), pages 99-111.
  67. Uluc Aysun, 2013. "Bank size and macroeconomic shock transmission: Are there economic volatility gains from shrinking large, too big to fail banks?," Working Papers 2013-02, University of Central Florida, Department of Economics.
  68. Quadrini, Vincenzo, 2014. "Bank Liabilities Channel," CEPR Discussion Papers 10265, C.E.P.R. Discussion Papers.
  69. Mimir Yasin & Sunel Enes & Taşkın Temel, 2013. "Required reserves as a credit policy tool," The B.E. Journal of Macroeconomics, De Gruyter, vol. 13(1), pages 58, June.
  70. Yasin Mimir, 2011. "Financial Intermediaries, Leverage Ratios and Business Cycles," 2011 Meeting Papers 19, Society for Economic Dynamics.
  71. Carlos A. Arango & Oscar M. Valencia, 2015. "Macro-Prudential Policy under Moral Hazard and Financial Fragility," BORRADORES DE ECONOMIA 012695, BANCO DE LA REPÚBLICA.
  72. Dimitrios Tsomocos & Juan Francisco Martinez Sepulveda, 2012. "Liquidity effects on asset prices, financial stability and economic resilience," 2012 Meeting Papers 916, Society for Economic Dynamics.
  73. Radde, Sören, 2012. "Liquidity Crises, Banking, and the Great Recession," Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 65408, Verein für Socialpolitik / German Economic Association.
  74. Christiano, Lawrence & Rostagno, Massimo & Motto, Roberto, 2010. "Financial factors in economic fluctuations," Working Paper Series 1192, European Central Bank.
  75. Tamon Takamura, 2013. "A General Equilibrium Model with Banks and Default on Loans," Working Papers 13-3, Bank of Canada.
  76. Guangling (Dave) Liu & Nkhahle Seeiso, 2011. "Business Cycle and Bank Capital Regulation: Basel II Procyclicality," Working Papers 18/2011, Stellenbosch University, Department of Economics.
  77. Angeloni, Ignazio & Faia, Ester & Winkler, Roland C., 2010. "Exit strategies," CFS Working Paper Series 2010/25, Center for Financial Studies (CFS).
  78. Kozicki, Sharon, 2012. "Macro has progressed," Journal of Macroeconomics, Elsevier, vol. 34(1), pages 23-28.
  79. Mewael F. Tesfaselassie, 2011. "Trend Growth and the Dynamic Effects of Government Spending," Kiel Working Papers 1678, Kiel Institute for the World Economy.
  80. Darracq Paries, Matthieu & Faia, Ester & Rodriguez-Palenzuela, Diego, 2013. "Bank and sovereign debt risk," SAFE Working Paper Series 7, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.
  81. George J. Bratsiotis & William J. Tayler & Roy Zilberman, 2014. "Financial Regulation, Credit and Liquidity Policy and the Business Cycle," Centre for Growth and Business Cycle Research Discussion Paper Series 196, Economics, The Univeristy of Manchester.
  82. A. R. Fonseca & F. González & L. Pereira da Silva, 2010. "Cyclical Effects of Bank Capital Buffers with Imperfect Credit Markets: international evidence," Working Papers Series 216, Central Bank of Brazil, Research Department.
  83. Totzek, Alexander, 2011. "Banks, oligopolistic competition, and the business cycle: A new financial accelerator approach," Economics Working Papers 2011,02, Christian-Albrechts-University of Kiel, Department of Economics.
  84. Yaprak Tavman, 2014. "A Comparative Analysis of Macroprudential Policies," Discussion Papers 14/18, Department of Economics, University of York.
  85. Lawrence Christiano & Daisuke Ikeda, 2011. "Government Policy, Credit Markets and Economic Activity," NBER Working Papers 17142, National Bureau of Economic Research, Inc.
  86. Valencia, Fabián, 2014. "Banks' Precautionary Capital And Credit Crunches," Macroeconomic Dynamics, Cambridge University Press, vol. 18(08), pages 1726-1750, December.
  87. Scott Davis, 2011. "Financial integration and international business cycle co-movement: the role of balance sheets," Globalization and Monetary Policy Institute Working Paper 89, Federal Reserve Bank of Dallas.
  88. Meisenzahl, Ralf R., 2014. "Verifying the state of financing constraints: Evidence from U.S. business credit contracts," Journal of Economic Dynamics and Control, Elsevier, vol. 43(C), pages 58-77.
  89. Ali Dib, 2010. "Capital Requirement and Financial Frictions in Banking: Macroeconomic Implications," Working Papers 10-26, Bank of Canada.
  90. M. Hashem Pesaran & TengTeng Xu, 2013. "Business Cycle Effects of Credit Shocks in a DSGE Model with Firm Defaults," Working Papers 13-19, Bank of Canada.
  91. Gersbach, Hans & Rochet, Jean-Charles & Scheffel, Martin, 2015. "Taking Banks to Solow," CEPR Discussion Papers 10439, C.E.P.R. Discussion Papers.
  92. Radde, Sören, 2014. "Flight to liquidity and the Great Recession," Working Paper Series 1729, European Central Bank.
  93. Kris James Mitchener & Matthew Jaremski, 2014. "The Evolution of Bank Supervision: Evidence from U.S. States," NBER Working Papers 20603, National Bureau of Economic Research, Inc.
  94. Liu, Guangling (Dave) & Seeiso, Nkhahle E., 2012. "Basel II procyclicality: The case of South Africa," Economic Modelling, Elsevier, vol. 29(3), pages 848-857.
  95. Kühl, Michael, 2014. "Mitigating financial stress in a bank-financed economy: Equity injections into banks or purchases of assets?," Discussion Papers 19/2014, Deutsche Bundesbank, Research Centre.
  96. Hylton Hollander, 2014. "The effectiveness of countercyclical capital requirements and contingent convertible capital: a dual approach to macroeconomic stability," Working Papers 19/2014, Stellenbosch University, Department of Economics.
  97. 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.
  98. Andrea Silvestrini & Andrea Zaghini, 2015. "Financial shocks and the real economy in a nonlinear world: a survey of the theoretical and empirical literature," Questioni di Economia e Finanza (Occasional Papers) 255, Bank of Italy, Economic Research and International Relations Area.
  99. Ralf R. Meisenzahl, 2011. "Verifying the state of financing constraints: evidence from U.S. business credit contracts," Finance and Economics Discussion Series 2011-04, Board of Governors of the Federal Reserve System (U.S.).
  100. Eleni Iliopulos & Thepthida Sopraseuth, 2011. "L'intermédiation financière dans l'analyse macroéconomique : Le défi de la crise," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00613188, HAL.
  101. Moreno, Ramón, 2011. "La formulación de políticas desde una perspectiva macroprudencial en economías emergentes," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 22, pages 21-40.
  102. Keppo, Jussi & Kofman, Leonard & Meng, Xu, 2010. "Unintended consequences of the market risk requirement in banking regulation," Journal of Economic Dynamics and Control, Elsevier, vol. 34(10), pages 2192-2214, October.
  103. Fornari, Fabio & Stracca, Livio, 2013. "What does a financial shock do? First international evidence," Working Paper Series 1522, European Central Bank.
  104. Tommaso Trani, 2012. "Countercyclical Capital Regulation and Bank Ownership Structure," IHEID Working Papers 14-2012, Economics Section, The Graduate Institute of International Studies.
  105. Laurent Clerc & Alexis Derviz & Caterina Mendicino & Stephane Moyen & Kalin Nikolov & Livio Stracca & Javier Suarez & Alexandro Vardulakis, 2014. "The 3D Model: a Framework to Assess Capital Regulation," Economic Bulletin and Financial Stability Report Articles, Banco de Portugal, Economics and Research Department.
  106. Occhino, Filippo & Pescatori, Andrea, 2015. "Debt overhang in a business cycle model," European Economic Review, Elsevier, vol. 73(C), pages 58-84.
  107. repec:hal:psewpa:halshs-00744047 is not listed on IDEAS
  108. Primus, Keyra, 2013. "Excess Reserves, Monetary Policy and Financial Volatility," MPRA Paper 51670, University Library of Munich, Germany.
  109. Dellas, H. & Diba, B. & Loisel, O., 2010. "Financial Shocks and Optimal Policy," Working papers 277, Banque de France.
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