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Economic activity and the short-term credit markets: an analysis of prices and quantities

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Cited by:

  1. de Bandt, O. & Bruneau, C. & El Amri, W., 2008. "Stress testing and corporate finance," Journal of Financial Stability, Elsevier, vol. 4(3), pages 258-274, September.
  2. Woon Gyu Choi & Yungsan Kim, 2001. "Monetary Policy and Corporate Liquid Asset Demand," IMF Working Papers 01/177, International Monetary Fund.
  3. Daniel L. Thornton, 1996. "The information content of discount rate announcements: what's behind the announcement effect?," Working Papers 1994-032, Federal Reserve Bank of St. Louis.
  4. Shijaku, Gerti & Kalluci, Irini, 2013. "Determinants of bank credit to the private sector: The case of Albania," MPRA Paper 79092, University Library of Munich, Germany.
  5. Claessens, Stijn & Kose, M. Ayhan & Terrones, Marco E., 2012. "How do business and financial cycles interact?," Journal of International Economics, Elsevier, vol. 87(1), pages 178-190.
  6. Stijn Claessens & M Ayhan Kose, 2018. "Frontiers of macrofinancial linkages," BIS Papers, Bank for International Settlements, number 95, April.
  7. Brissimis, Sophocles N. & Kamberoglou, Nicos C. & Simigiannis, George T., 2001. "Is there a bank lending channel of monetary policy in Greece? Evidence from bank level data," Working Paper Series 104, European Central Bank.
  8. Simon Gilchrist & Benoit Mojon, 2018. "Credit Risk in the Euro Area," Economic Journal, Royal Economic Society, vol. 128(608), pages 118-158.
  9. Menzie Chinn & Michael Dooley, 1995. "National, regional and international capital markets: Measurement and implications for domestic financial fragility," International Finance 9508006, University Library of Munich, Germany.
  10. A. Calza & C. Gartner & J. Sousa, 2003. "Modelling the demand for loans to the private sector in the euro area," Applied Economics, Taylor & Francis Journals, vol. 35(1), pages 107-117.
  11. Holtemöller, Oliver, 2002. "Further VAR evidence for the effectiveness of a credit channel in Germany," SFB 373 Discussion Papers 2002,66, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  12. Berument, Hakan & Kilinc, Zubeyir & Ozlale, Umit, 2004. "The effects of different inflation risk premiums on interest rate spreads," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 333(C), pages 317-324.
  13. Albertazzi, Ugo & Gambacorta, Leonardo, 2010. "Bank profitability and taxation," Journal of Banking & Finance, Elsevier, vol. 34(11), pages 2801-2810, November.
  14. Menzie Chinn & Michael Dooley, 1995. "Asia-Pacific Capital Markets: Measurement of Integration and the Implications for Economic Activity," NBER Working Papers 5280, National Bureau of Economic Research, Inc.
  15. Hubbard, R Glenn & Kuttner, Kenneth N & Palia, Darius N, 2002. "Are There Bank Effects in Borrowers' Costs of Funds? Evidence from a Matched Sample of Borrowers and Banks," The Journal of Business, University of Chicago Press, vol. 75(4), pages 559-581, October.
  16. Ben R. Craig & Joseph G. Haubrich, 2013. "Gross Loan Flows," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(2-3), pages 401-421, March.
  17. Pamphile MEZUI-MBENG, 2012. "Cycle Du Credit Et Cycle Des Affaires Dans Les Pays De La Cemac," Cahiers du CEREFIGE 1202, CEREFIGE (Centre Europeen de Recherche en Economie Financiere et Gestion des Entreprises), Universite de Lorraine, revised 2012.
  18. Albertazzi, Ugo & Gambacorta, Leonardo, 2009. "Bank profitability and the business cycle," Journal of Financial Stability, Elsevier, vol. 5(4), pages 393-409, December.
  19. Ramos-Tallada, Julio, 2015. "Bank risks, monetary shocks and the credit channel in Brazil: Identification and evidence from panel data," Journal of International Money and Finance, Elsevier, vol. 55(C), pages 135-161.
  20. Robert E. Carpenter & Steven M. Fazzari & Bruce C. Petersen, 1995. "Three Financing Constraint Hypotheses and Inventory Investment: New Tests With Time and Sectoral Heterogeneity," Macroeconomics 9510001, University Library of Munich, Germany, revised 09 Oct 1995.
  21. Hans Genberg, 2008. "The changing nature of financial intermediation and its implications for monetary policy," BIS Papers chapters, in: Bank for International Settlements (ed.),Financial market developments and their implications for monetary policy, volume 39, pages 100-113, Bank for International Settlements.
  22. Nippani, Srinivas & Shwiff, Steven S. & Arize, Augustine C., 2009. "A note on inventories and commercial paper yields," The Quarterly Review of Economics and Finance, Elsevier, vol. 49(2), pages 711-719, May.
  23. Bernanke, Ben & Gertler, Mark & Gilchrist, Simon, 1996. "The Financial Accelerator and the Flight to Quality," The Review of Economics and Statistics, MIT Press, vol. 78(1), pages 1-15, February.
  24. Useche, Pilar & Blare, Trent, 2012. "Seeds of Gold: How Environmental Considerations Influence Cacao Production Decisions for Small Landholder Households in Northwestern Ecuador," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 124738, Agricultural and Applied Economics Association.
  25. Sandra Eickmeier & Boris Hofmann & Andreas Worms, 2009. "Macroeconomic Fluctuations and Bank Lending: Evidence for Germany and the Euro Area," German Economic Review, Verein für Socialpolitik, vol. 10(2), pages 193-223, May.
  26. Christina V. Atanasova & Nicholas Wilson, 2003. "Bank borrowing constraints and the demand for trade credit: evidence from panel data," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 24(6-7), pages 503-514.
  27. Calza, Alessandro & Manrique, Marta & Sousa, Joao, 2006. "Credit in the euro area: An empirical investigation using aggregate data," The Quarterly Review of Economics and Finance, Elsevier, vol. 46(2), pages 211-226, May.
  28. Smets, Frank & Tsatsaronis, Kostas, 1997. "Why Does the Yield Curve Predict Economic Activity? Dissecting the Evidence for Germany and the United States," CEPR Discussion Papers 1758, C.E.P.R. Discussion Papers.
  29. Rossiter, R. D., 1995. "Monetary policy indicators after deregulation," The Quarterly Review of Economics and Finance, Elsevier, vol. 35(2), pages 207-223.
  30. Cihan Yalcin & Spiros Bougheas & Paul Mizen, 2004. "The Impact of Firm-Specific Characteristics on the Response to Monetary Policy Actions," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 4(1), pages 1-30.
  31. Honda, Yuzo, 2004. "Bank capital regulations and the transmission mechanism," Journal of Policy Modeling, Elsevier, vol. 26(6), pages 675-688, September.
  32. Alejandro Diaz-Bautista & Julio R. Escandon, 2003. "A Simple Dynamic Model of Credit and Aggregate Demand," Macroeconomics 0308001, University Library of Munich, Germany.
  33. Cheng Wang & Ruilin Zhou, 2010. "Equilibrium Lending Mechanism And Aggregate Activity," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 51(3), pages 631-651, August.
  34. Kashyap, Anil K. & Stein, Jeremy C., 1995. "The impact of monetary policy on bank balance sheets," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 42(1), pages 151-195, June.
  35. McMillin, W. Douglas, 1996. "Monetary policy and bank portfolios," Journal of Economics and Business, Elsevier, vol. 48(4), pages 315-335, October.
  36. Leonardo S. Alencar, 2012. "Revisiting Bank Pricing Policies in Brazil: Evidence from Loan and Deposit Markets," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, vol. 1(67), pages 35-71, December.
  37. Grégory Levieuge, 2017. "Explaining and forecasting bank loans. Good times and crisis," Applied Economics, Taylor & Francis Journals, vol. 49(8), pages 823-843, February.
  38. Matteo Ciccarelli & Angela Maddaloni & Jose Luis Peydro, 2015. "Trusting the Bankers: A New Look at the Credit Channel of Monetary Policy," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 18(4), pages 979-1002, October.
  39. Gambacorta, Leonardo, 2008. "How do banks set interest rates?," European Economic Review, Elsevier, vol. 52(5), pages 792-819, July.
  40. Leonardo Gambacorta & Carlotta Rossi, 2010. "Modelling bank lending in the euro area: a nonlinear approach," Applied Financial Economics, Taylor & Francis Journals, vol. 20(14), pages 1099-1112.
  41. Bougheas, Spiros & Mizen, Paul & Yalcin, Cihan, 2006. "Access to external finance: Theory and evidence on the impact of monetary policy and firm-specific characteristics," Journal of Banking & Finance, Elsevier, vol. 30(1), pages 199-227, January.
  42. Atanasova, Christina V. & Wilson, Nicholas, 2004. "Disequilibrium in the UK corporate loan market," Journal of Banking & Finance, Elsevier, vol. 28(3), pages 595-614, March.
  43. Dilip M. Nachane & Prasad P. Ranade, 2005. "Relationship banking and the credit market in India: An empirical analysis," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2005-10, Indira Gandhi Institute of Development Research, Mumbai, India.
  44. Fabio ALESSANDRINI, 2003. "Some Additional Evidence from the Credit Channel on the Response to Monetary Shocks: Looking for Asymmetries," Cahiers de Recherches Economiques du Département d'économie 03.04, Université de Lausanne, Faculté des HEC, Département d’économie.
  45. Repullo, Rafael & Suarez, Javier, 2000. "Entrepreneurial moral hazard and bank monitoring: A model of the credit channel," European Economic Review, Elsevier, vol. 44(10), pages 1931-1950, December.
  46. Vessela Todorova, 2011. "Theoretical Link between the Economic and Financial Crises in Evolution," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 4, pages 55-74.
  47. Calomiris, Charles W. & Himmelberg, Charles P. & Wachtel, Paul, 1995. "Commercial paper, corporate finance, and the business cycle: a microeconomic perspective," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 42(1), pages 203-250, June.
  48. Useche, Pilar & Blare, Trent, 2013. "Traditional vs. modern production systems: Price and nonmarket considerations of cacao producers in Northern Ecuador," Ecological Economics, Elsevier, vol. 93(C), pages 1-10.
  49. Jiménez Polanco, Miguel Alejandro & Ramírez de Leon, Francisco Alberto, 2018. "Análisis del canal del crédito en presencia de racionamiento: Evidencia para Centroamérica y la República Dominicana [Credit Channel Analysis in Presence of Credit Crunches: Evidence for Central Am," MPRA Paper 87712, University Library of Munich, Germany.
  50. Spiros Bougheas & Paul Mizen & Cihan Yalcin, 2004. "Access to External Finance : Theory and Evidence on the Impact of Firm-Specific Characteristics," Working Papers 0406, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
  51. Frömmel, Michael & Schmidt, Torsten, 2006. "Bank Lending and Asset Prices in the Euro Area," Hannover Economic Papers (HEP) dp-342, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  52. Massimiliano Affinito & Fabio Farabullini, 2009. "Does the Law of One Price Hold in Euro-Area Retail Banking? An Empirical Analysis of Interest Rate Differentials across the Monetary Union," International Journal of Central Banking, International Journal of Central Banking, vol. 5(1), pages 5-37, March.
  53. repec:dau:papers:123456789/4726 is not listed on IDEAS
  54. Garretsen, Harry & Swank, Job, 1998. "The Transmission of Interest Rate Changes and the Role of Bank Balance Sheets: A VAR-Analysis for the Netherlands," Journal of Macroeconomics, Elsevier, vol. 20(2), pages 325-339, April.
  55. Gabe De Bondt, 2005. "Determinants of corporate debt securities in the Euro area," The European Journal of Finance, Taylor & Francis Journals, vol. 11(6), pages 493-509.
  56. Smant, David / D.J.C., 2002. "Bank credit in the transmission of monetary policy: A critical review of the issues and evidence," MPRA Paper 19816, University Library of Munich, Germany.
  57. Calza, Alessandro & Gartner, Christine & Sousa, João, 2001. "Modelling the demand for loans to the private sector in the euro area," Working Paper Series 55, European Central Bank.
  58. Massimiliano Affinito & Fabio Farabullini, 2006. "An empirical analysis of national differences in the retail bank interest rates of the euro area," Temi di discussione (Economic working papers) 589, Bank of Italy, Economic Research and International Relations Area.
  59. Claudio Borio & Leonardo Gambacorta & Boris Hofmann, 2017. "The influence of monetary policy on bank profitability," International Finance, Wiley Blackwell, vol. 20(1), pages 48-63, March.
  60. Vihriälä, Vesa, 1997. "Banks and the Finnish credit cycle 1986-1995," Scientific Monographs, Bank of Finland, number 1997_007.
  61. Calza, Alessandro & Sousa, João & Manrique, Marta, 2003. "Aggregate loans to the euro area private sector," Working Paper Series 202, European Central Bank.
  62. Gertler, Mark & Lown, Cara S, 1999. "The Information in the High-Yield Bond Spread for the Business Cycle: Evidence and Some Implications," Oxford Review of Economic Policy, Oxford University Press, vol. 15(3), pages 132-150, Autumn.
  63. Vijverberg, Chu-Ping C., 2004. "An empirical financial accelerator model: Small firms' investment and credit rationing," Journal of Macroeconomics, Elsevier, vol. 26(1), pages 101-129, March.
  64. Auel, Matias Carlos & de Mendonça, Helder Ferreira, 2011. "Macroeconomic relevance of credit channels: Evidence from an emerging economy under inflation targeting," Economic Modelling, Elsevier, vol. 28(3), pages 965-979, May.
  65. James H. Stock & Mark W.Watson, 2003. "Forecasting Output and Inflation: The Role of Asset Prices," Journal of Economic Literature, American Economic Association, vol. 41(3), pages 788-829, September.
  66. Brissimis, Sophocles N. & Kamberoglou, Nicos C. & Simigiannis, George T., 2001. "Is there a bank lending channel of monetary policy in Greece? Evidence from bank level data," Working Paper Series 0104, European Central Bank.
  67. Marco Mazzoli, 2000. "Credit channel and industrial firms' market power," Heterogeneity and monetary policy 0007, Universita di Modena e Reggio Emilia, Dipartimento di Economia Politica.
  68. Milne, Alistair & Wood, Geoffrey, 2009. "The bank lending channel reconsidered," Research Discussion Papers 2/2009, Bank of Finland.
  69. Yungsan Kim & Woon Gyu Choi, 2001. "Has Inventory Investment Been Liquidity-Constrained? Evidence From U.S. Panel Data," IMF Working Papers 01/122, International Monetary Fund.
  70. Chrystal, Alec & Mizen, Paul, 2002. "Modelling credit in the transmission mechanism of the United Kingdom," Journal of Banking & Finance, Elsevier, vol. 26(11), pages 2131-2154, November.
  71. Scharnagl, Michael, 1996. "Geldmengenaggregate unter Berücksichtigung struktureller Veränderungen an den Finanzmärkten," Discussion Paper Series 1: Economic Studies 1996,02, Deutsche Bundesbank.
  72. Kok, Christoffer & Rossi, Carlotta & Marqués-Ibáñez, David, 2009. "Modelling loans to non-financial corporations in the euro area," Working Paper Series 989, European Central Bank.
  73. Jui-Chuan (Della) Chang & Dennis W. Jansen, 2005. "The Effect of Monetary Policy on Bank Lending and Aggregate Output: Asymmetries from Nonlinearities in the Lending Channel," Annals of Economics and Finance, Society for AEF, vol. 6(1), pages 129-153, May.
  74. repec:dau:papers:123456789/3327 is not listed on IDEAS
  75. Robert E. Carpenter & Steven M. Fazzari & Bruce C. Petersen, 1994. "Inventory Investment, Internal-Finance Fluctuation, and the Business Cycle," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 25(2), pages 75-138.
  76. Sangyup Choi, 2018. "Bank Lending Standards, Loan Demand, and the Macroeconomy: Evidence from the Emerging Market Bank Loan Officer Survey," Working papers 2018rwp-126, Yonsei University, Yonsei Economics Research Institute.
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