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Banking, Liquidity and Bank Runs in an Infinite-Horizon Economy
Citations
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As found by EconAcademics.org, the blog aggregator for Economics research:- Banking, Liquidity and Bank Runs in an Infinite Horizon Economy
by Christian Zimmermann in NEP-DGE blog on 2013-08-24 20:50:35
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Luis Araujo & Qingqing Cao & Raoul Minetti & Pierluigi Murro, 2019.
"Credit Crunches, Asset Prices and Technological Change,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 32, pages 153-179, April.
- Luis Araujo & Raoul Minetti, 2012. "Credit Crunches, Asset Prices and Technological Change," Mo.Fi.R. Working Papers 61, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
- Luis Araujo & Raoul Minetti, 2012. "Credit Crunches, Asset Prices and Technological Change," Working Papers CASMEF 1204, Dipartimento di Economia e Finanza, LUISS Guido Carli.
- Luis Araujo & Qingqing Cao & Raoul Minetti & Pierluigi Murro, 2018. "Credit crunches, asset prices, and technological change," CERBE Working Papers wpC22, CERBE Center for Relationship Banking and Economics.
- Huberman, Gur & Repullo, Rafael, 2025.
"Moral hazard and debt maturity,"
Journal of Financial Intermediation, Elsevier, vol. 61(C).
- Gur Huberman & Rafael Repullo, 2013. "Moral Hazard and Debt Maturity," Working Papers wp2013_1311, CEMFI.
- Huberman, Gur & Repullo, Rafael, 2014. "Moral hazard and debt maturity," LSE Research Online Documents on Economics 59294, London School of Economics and Political Science, LSE Library.
- Repullo, Rafael & Huberman, Gur, 2014. "Moral Hazard and Debt Maturity," CEPR Discussion Papers 9930, C.E.P.R. Discussion Papers.
- repec:spo:wpmain:info:hdl:2441/5por5bt92h8l0bc7ls4elmcc0b is not listed on IDEAS
- Collard, Fabrice & Boissay, Frédéric & Galì, Jordi & Manea, Cristina, 2021.
"Monetary Policy and Endogenous Financial Crises,"
TSE Working Papers
21-1277, Toulouse School of Economics (TSE), revised Apr 2023.
- Frédéric Boissay & Fabrice Collard & Jordi Galí & Cristina Manea, 2022. "Monetary Policy and Endogenous Financial Crises," Working Papers hal-03509283, HAL.
- Boissay, Frédéric & Collard, Fabrice & Galí, Jordi & Manea, Cristina, 2022. "Monetary policy and endogenous financial crises," Discussion Papers 21/2022, Deutsche Bundesbank.
- Boissay, Frederic & Collard, Fabrice & GalÃ, Jordi & Manea, Cristina, 2022. "Monetary Policy and Endogenous Financial Crises," CEPR Discussion Papers 16825, C.E.P.R. Discussion Papers.
- José Frederic Boissay & Fabrice Collard & Jordi Galí & Cristina Manea, 2022. "Monetary policy and endogenous financial crises," BIS Working Papers 991, Bank for International Settlements.
- F. Boissay & F. Collard & Jordi Galí & C. Manea, 2021. "Monetary policy and endogenous financial crises," Economics Working Papers 1810, Department of Economics and Business, Universitat Pompeu Fabra.
- Cristina Manea & Frederic Boissay & Fabrice Collard & Jordi GalÃ, 2021. "Monetary Policy and Endogenous Financial Crises," Working Papers 1308, Barcelona School of Economics.
- F Boissay & F Collard & J Galí & C Manea, 2022. "Monetary Policy and Endogenous Financial Crises," Working Papers hal-03763108, HAL.
- Frederic Boissay & Fabrice Collard & Jordi Galí & Cristina Manea, 2021. "Monetary Policy and Endogenous Financial Crises," NBER Working Papers 29602, National Bureau of Economic Research, Inc.
- Frédéric Boissay & Fabrice Collard & Jordi Gali & Cristina Manea, 2023. "Monetary Policy and Endogenous Financial Crises," Working Papers hal-03917780, HAL.
- Goldstein, Itay & Razin, Assaf, 2015.
"Three Branches of Theories of Financial Crises,"
Foundations and Trends(R) in Finance, now publishers, vol. 10(2), pages 113-180, 30.
- Itay Goldstein & Assaf Razin, 2013. "Three Branches of Theories of Financial Crises," NBER Working Papers 18670, National Bureau of Economic Research, Inc.
- Tobias Adrian & Nina Boyarchenko & Domenico Giannone, 2021.
"Multimodality In Macrofinancial Dynamics,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 62(2), pages 861-886, May.
- Tobias Adrian & Nina Boyarchenko & Domenico Giannone, 2019. "Multimodality in Macro-Financial Dynamics," Staff Reports 903, Federal Reserve Bank of New York.
- Boyarchenko, Nina & Adrian, Tobias & Giannone, Domenico, 2020. "Multimodality in Macro-Financial Dynamics," CEPR Discussion Papers 15088, C.E.P.R. Discussion Papers.
- Markus K. Brunnermeier, 2024. "Presidential Address: Macrofinance and Resilience," Journal of Finance, American Finance Association, vol. 79(6), pages 3683-3728, December.
- Christian Bittner & Diana Bonfim & Florian Heider & Farzad Saidi & Glenn Schepens & Carla Soares, 2022.
"The Augmented Bank Balance-Sheet Channel of Monetary Policy,"
ECONtribute Discussion Papers Series
149, University of Bonn and University of Cologne, Germany.
- Carla Soares & Diana Bonfim & Christian Bittner, 2022. "The Augmented Bank Balance-Sheet Channel of Monetary Policy," Working Papers w202202, Banco de Portugal, Economics and Research Department.
- Bittner, Christian & Bonfim, Diana & Heider, Florian & Saidi, Farzad & Schepens, Glenn & Soares, Carla, 2022. "The augmented bank balance-sheet channel of monetary policy," Working Paper Series 2745, European Central Bank.
- Bittner, Christian & Bonfim, Diana & Heider, Florian & Saidi, Farzad & Schepens, Glenn & Soares, Carla, 2022. "The augmented bank balance-sheet channel of monetary policy," Discussion Papers 22/2022, Deutsche Bundesbank.
- Bittner, Christian & Bonfim, Diana & Heider, Florian & Saidi, Farzad & Schepens, Glenn & Soares, Carla, 2022. "The Augmented Bank Balance-Sheet Channel of Monetary Policy," CEPR Discussion Papers 17056, C.E.P.R. Discussion Papers.
- repec:zbw:bofrdp:urn:nbn:fi:bof-201602101026 is not listed on IDEAS
- Frédéric Boissay & Fabrice Collard & Frank Smets, 2016.
"Booms and Banking Crises,"
Journal of Political Economy, University of Chicago Press, vol. 124(2), pages 489-538.
- Frederic Boissay & Fabrice Collard & Frank Smets, 2016. "Booms and banking crises," BIS Working Papers 545, Bank for International Settlements.
- Choi, Sangyup & Furceri, Davide & Loungani, Prakash & Shim, Myungkyu, 2022.
"Inflation anchoring and growth: The role of credit constraints,"
Journal of Economic Dynamics and Control, Elsevier, vol. 134(C).
- Sangyup Choi & Davide Furceri & Prakash Loungani & Myungkyu Shim, 2020. "Inflation Anchoring and Growth: The Role of Credit Constraints," GRU Working Paper Series GRU_2020_032, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Sangyup Choi & David Furceri & Prakash Loungani & Myungkyu shim, 2021. "Inflation Anchoring and Growth: The Role of Credit Constraints," Working papers 2021rwp-188, Yonsei University, Yonsei Economics Research Institute.
- David Andolfatto & Ed Nosal, 2018.
"Bank runs without sequential service,"
Working Papers
2018-16, Federal Reserve Bank of St. Louis.
- David Andolfatto & Ed Nosal, 2018. "Bank Runs without Sequential Service," FRB Atlanta Working Paper 2018-6, Federal Reserve Bank of Atlanta.
- Grégory Levieuge, 2018.
"La politique monétaire doit-elle être utilisée à des fins de stabilité financière ?,"
Revue française d'économie, Presses de Sciences-Po, vol. 0(3), pages 63-104.
- Grégory Levieuge, 2018. "La politique monétaire doit-elle être utilisée à des fins de stabilité financière ?," Post-Print hal-03530128, HAL.
- Gete, Pedro, 2018. "Lending standards and macroeconomic dynamics," Working Paper Series 2207, European Central Bank.
- 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.
- Carlos A. Arango & Oscar M. Valencia, 2015. "Macro-Prudential Policy under Moral Hazard and Financial Fragility," Borradores de Economia 12695, Banco de la Republica.
- Keiichiro Kobayashi & Tomoyuki Nakajima, 2014.
"A macroeconomic model of liquidity crises,"
CIGS Working Paper Series
14-003E, The Canon Institute for Global Studies.
- Keiichiro Kobayashi & Tomoyuki Nakajima, 2017. "A macroeconomic model of liquidity crises," CIGS Working Paper Series 17-010E, The Canon Institute for Global Studies.
- Keiichiro Kobayashi & Tomoyuki Nakajima, 2014. "A macroeconomic model of liquidity crises," KIER Working Papers 876, Kyoto University, Institute of Economic Research.
- Daisuke Ikeda & Hidehiko Matsumoto, 2021. "Procyclical Leverage and Crisis Probability in a Macroeconomic Model of Bank Runs," IMES Discussion Paper Series 21-E-01, Institute for Monetary and Economic Studies, Bank of Japan.
- Jakab, Zoltan & Kumhof, Michael, 2018. "Banks are not intermediaries of loanable funds — facts, theory and evidence," Bank of England working papers 761, Bank of England, revised 17 Jan 2020.
- repec:hal:wpspec:info:hdl:2441/1787nsa6d1927a90u4bkkombn4 is not listed on IDEAS
- Ferrante, Francesco, 2019. "Risky lending, bank leverage and unconventional monetary policy," Journal of Monetary Economics, Elsevier, vol. 101(C), pages 100-127.
- Asako Chiba, 2022. "Bank capital and liquidity regulation," Journal of Banking Regulation, Palgrave Macmillan, vol. 23(2), pages 120-138, June.
- Voellmy, Lukas, 2021. "Preventing runs with fees and gates," Journal of Banking & Finance, Elsevier, vol. 125(C).
- Daniel Garcia-Macia & Alonso Villacorta, 2023.
"Macroprudential Policy with Liquidity Panics,"
The Review of Financial Studies, Society for Financial Studies, vol. 36(5), pages 2046-2090.
- Garcia-Macia, Daniel & Villacorta, Alonso, 2016. "Macroprudential policy with liquidity panics," ESRB Working Paper Series 24, European Systemic Risk Board.
- Han, Leyla Jianyu & Kasa, Kenneth & Luo, Yulei, 2024. "Ambiguity, information processing, and financial intermediation," Journal of Economic Theory, Elsevier, vol. 222(C).
- Dubois, Corinne, 2021. "Deposit insurance and financial integration in the Eurozone: A DSGE model," Economics Letters, Elsevier, vol. 207(C).
- repec:spo:wpmain:info:hdl:2441/5cj1rrk8sb9f791t15lfl9ne27 is not listed on IDEAS
- José R. Maria & Paulo Júlio, 2018. "An integrated financial amplifier: the role of defaulted loans and occasionally binding constraints in output fluctuations," Working Papers w201813, Banco de Portugal, Economics and Research Department.
- Lubello, Federico & Petrella, Ivan & Santoro, Emiliano, 2019.
"Bank assets, liquidity and credit cycles,"
Journal of Economic Dynamics and Control, Elsevier, vol. 105(C), pages 265-282.
- Petrella, Ivan & Lubello, Federico & Santoro, Emiliano, 2019. "Bank Assets, Liquidity and Credit Cycles," CEPR Discussion Papers 13831, C.E.P.R. Discussion Papers.
- Roberto Robatto, 2019.
"Systemic Banking Panics, Liquidity Risk, and Monetary Policy,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 34, pages 20-42, October.
- Roberto Robatto, 2019. "Online Appendix to "Systemic Banking Panics, Liquidity Risk, and Monetary Policy"," Online Appendices 18-235, Review of Economic Dynamics.
- Urban, Jörg, 2020. "Credit cycles revisited," Working Paper Series in Economics 146, Karlsruhe Institute of Technology (KIT), Department of Economics and Management.
- Occhino Filippo & Pescatori Andrea, 2014.
"Leverage, investment, and optimal monetary policy,"
The B.E. Journal of Macroeconomics, De Gruyter, vol. 14(1), pages 511-531, January.
- Filippo Occhino & Andrea Pescatori, 2012. "Leverage, investment, and optimal monetary policy," Working Papers (Old Series) 1238, Federal Reserve Bank of Cleveland.
- Emmanuel Farhi & Matteo Maggiori, 2018.
"A Model of the International Monetary System,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 133(1), pages 295-355.
- Matteo Maggiori & Emmanuel Farhi, 2015. "A Model of the International Monetary System," Working Paper 349586, Harvard University OpenScholar.
- Emmanuel Farhi & Matteo Maggiori, 2016. "A Model of the International Monetary System," NBER Working Papers 22295, National Bureau of Economic Research, Inc.
- Emmanuel Farhi & Matteo Maggiori, 2016. "A Model of the International Monetary System," Working Paper 395971, Harvard University OpenScholar.
- Matteo Maggiori & Emmanuel Farhi, 2016. "A Model of the International Monetary System," Working Paper 395921, Harvard University OpenScholar.
- Maggiori, Matteo & Farhi, Emmanuel, 2016. "A Model of the International Monetary System," CEPR Discussion Papers 11297, C.E.P.R. Discussion Papers.
- Emmanuel Farhi & Matteo Maggiori, 2016. "A Model of the International Monetary System," 2016 Meeting Papers 1543, Society for Economic Dynamics.
- Sebastian Di Tella & Pablo Kurlat, 2021.
"Why Are Banks Exposed to Monetary Policy?,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 13(4), pages 295-340, October.
- Di Tella, Sebastian & Kurlat, Pablo, 2017. "Why Are Banks Exposed to Monetary Policy?," Research Papers repec:ecl:stabus:3525, Stanford University, Graduate School of Business.
- Sebastian Di Tella & Pablo Kurlat, 2017. "Why are Banks Exposed to Monetary Policy?," NBER Working Papers 24076, National Bureau of Economic Research, Inc.
- Wei Cui & Randall Wright & Yu Zhu, 2025.
"Endogenous Liquidity and Capital Reallocation,"
Journal of Political Economy, University of Chicago Press, vol. 133(1), pages 146-189.
- Wei Cui & Randall Wright & Yu Zhu, 2022. "Endogenous Liquidity and Capital Reallocation," Staff Working Papers 22-27, Bank of Canada.
- Miao, Jianjun & Wang, Pengfei, 2015.
"Banking bubbles and financial crises,"
Journal of Economic Theory, Elsevier, vol. 157(C), pages 763-792.
- Jianjun Miao & PENGFEI WANG, 2012. "Banking Bubbles and Financial Crisis," Boston University - Department of Economics - Working Papers Series WP2012-010, Boston University - Department of Economics.
- Khwazi Magubane, 2024. "Financial cycles synchronisation in South Africa. A dynamic conditional correlation (DCC) Approach," Cogent Economics & Finance, Taylor & Francis Journals, vol. 12(1), pages 2321069-232, December.
- Shengxing Zhang, 2014. "Collateral Risk, Repo Rollover and Shadow Banking," 2014 Meeting Papers 562, Society for Economic Dynamics.
- Altermatt, Lukas & van Buggenum, Hugo & Voellmy, Lukas, 2024.
"Systemic bank runs without aggregate risk: How a misallocation of liquidity may trigger a solvency crisis,"
Journal of Financial Economics, Elsevier, vol. 161(C).
- Lukas Altermatt & Hugo van Buggenum & Lukas Voellmy, 2022. "Systemic bank runs without aggregate risk: how a misallocation of liquidity may trigger a solvency crisis," Working Papers 2022-10, Swiss National Bank.
- Olivier Blanchard, 2018.
"Distortions in Macroeconomics,"
NBER Macroeconomics Annual, University of Chicago Press, vol. 32(1), pages 547-554.
- Olivier Blanchard, 2017. "Distortions in Macroeconomics," NBER Chapters, in: NBER Macroeconomics Annual 2017, volume 32, pages 547-554, National Bureau of Economic Research, Inc.
- Coimbra, Nuno, 2020.
"Sovereigns at risk: A dynamic model of sovereign debt and banking leverage,"
Journal of International Economics, Elsevier, vol. 124(C).
- Nuno Coimbra, 2019. "Sovereigns at Risk: A Dynamic Model of Sovereign Debt and Banking Leverage," NBER Chapters, in: NBER International Seminar on Macroeconomics 2019, National Bureau of Economic Research, Inc.
- Nuno Coimbra, 2020. "Sovereigns at risk: A dynamic model of sovereign debt and banking leverage," PSE-Ecole d'économie de Paris (Postprint) halshs-02491806, HAL.
- Nuno Coimbra, 2020. "Sovereigns at risk: A dynamic model of sovereign debt and banking leverage," Post-Print halshs-02491806, HAL.
- Thibaud Cargoet & Jean-Christophe Poutineau, 2018. "Financial Disruption and State Dependant Credit Policy," Post-Print halshs-01683785, HAL.
- Massimo Minesso Ferrari, 2020. "The Real Effects of Endogenous Defaults on the Interbank Market," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 6(3), pages 411-439, November.
- Andrea Ajello & Nina Boyarchenko & François Gourio & Andrea Tambalotti, 2022.
"Financial Stability Considerations for Monetary Policy: Theoretical Mechanisms,"
Finance and Economics Discussion Series
2022-005, Board of Governors of the Federal Reserve System (U.S.).
- Andrea Ajello & Nina Boyarchenko & François Gourio & Andrea Tambalotti, 2022. "Financial Stability Considerations for Monetary Policy: Theoretical Mechanisms," Staff Reports 1002, Federal Reserve Bank of New York.
- Lawrence Christiano & Husnu Dalgic & Xiaoming Li, 2022.
"Modelling the Great Recession as a Bank Panic: Challenges,"
Economica, London School of Economics and Political Science, vol. 89(S1), pages 200-238, June.
- Lawrence Christiano & Hüsnü Dalgic & Xiaoming Li, 2022. "Modeling the Great Recession as a Bank Panic: Challenges," NBER Working Papers 29955, National Bureau of Economic Research, Inc.
- Dong, Mei & Huangfu, Stella & Sun, Hongfei & Zhou, Chenggang, 2021.
"A macroeconomic theory of banking oligopoly,"
European Economic Review, Elsevier, vol. 138(C).
- Stella Xiuhua Huangfu & Hongfei Sun & Chenggang Zhou & Mei Dong, 2017. "A Macroeconomic Theory of Banking Oligopoly," 2017 Meeting Papers 191, Society for Economic Dynamics.
- Dong, Mei & Huangfu, Stella & Sun, Hongfei, 2020. "A Macroeconomic Theory of Banking Oligopoly," Working Papers 2020-12, University of Sydney, School of Economics.
- Wayne Passmore & Judit Temesvary, 2020. "Investor Demands for Safety, Bank Capital, and Liquidity Measurement," Finance and Economics Discussion Series 2020-079, Board of Governors of the Federal Reserve System (U.S.).
- Petrosky-Nadeau, Nicolas & Wasmer, Etienne, 2015.
"Macroeconomic dynamics in a model of goods, labor, and credit market frictions,"
Journal of Monetary Economics, Elsevier, vol. 72(C), pages 97-113.
- Nicolas Petrosky-Nadeau & Etienne Wasmer, "undated". "Macroeconomic Dynamics in a Model of Goods, Labor and Credit Market Frictions," GSIA Working Papers 2011-E6, Carnegie Mellon University, Tepper School of Business.
- Nicolas Petrosky-Nadeau & Etienne Wasmer, 2014. "Macroeconomic Dynamics in a Model of Goods, Labor and Credit Market Frictions," SciencePo Working papers hal-01073540, HAL.
- Nicolas Petrosky-Nadeau & Etienne Wasmer, 2014. "Macroeconomic Dynamics in a Model of Goods, Labor and Credit Market Frictions," Working Papers hal-01073540, HAL.
- Nicolas Petrosky-Nadeau & Etienne Wasmer, 2015. "Macroeconomic Dynamics in a Model of Goods, Labor and Credit Market Frictions," Post-Print hal-03392977, HAL.
- Nicolas Petrosky-Nadeau & Etienne Wasmer, 2015. "Macroeconomic Dynamics in a Model of Goods, Labor and Credit Market Frictions," SciencePo Working papers Main hal-03392977, HAL.
- Nicolas Petrovsky-Nadeau & Etienne Wasmer, 2011. "Macroeconomic Dynamics in a Model of Goods, Labor and Credit Market Frictions," Working Papers hal-00972918, HAL.
- Petrosky-Nadeau, Nicolas & Wasmer, Etienne, 2011. "Macroeconomic Dynamics in a Model of Goods, Labor and Credit Market Frictions," IZA Discussion Papers 5763, Institute of Labor Economics (IZA).
- Nicolas Petrosky-Nadeau & Etienne Wasmer, 2014. "Macroeconomic Dynamics in a Model of Goods, Labor and Credit Market Frictions," SciencePo Working papers Main hal-01073540, HAL.
- Nicolas Petrovsky-Nadeau & Etienne Wasmer, 2011. "Macroeconomic Dynamics in a Model of Goods, Labor and Credit Market Frictions," SciencePo Working papers Main hal-00972918, HAL.
- Lewis, Brittany Almquist, 2023. "Creditor rights, collateral reuse, and credit supply," Journal of Financial Economics, Elsevier, vol. 149(3), pages 451-472.
- Mattana, Elena & Panetti, Ettore, 2014.
"A dynamic quantitative macroeconomic model of bank runs,"
LIDAM Discussion Papers CORE
2014068, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Ettore Panetti & Elena Mattana, 2014. "A Dynamic Quantitative Macroeconomic Model of Bank Runs," Working Papers w201413, Banco de Portugal, Economics and Research Department.
- Liu, Xuewen & Wang, Pengfei & Yang, Zhongchao, 2024. "Delayed crises and slow recoveries," Journal of Financial Economics, Elsevier, vol. 152(C).
- Gianluca Benigno & Andrew Foerster & Christopher Otrok & Alessandro Rebucci, 2025.
"Estimating macroeconomic models of financial crises: An endogenous regime‐switching approach,"
Quantitative Economics, Econometric Society, vol. 16(1), pages 1-47, January.
- Christopher Otrok & Andrew Foerster & Alessandro Rebucci & Gianluca Benigno, 2017. "Estimating Macroeconomic Models of Financial Crises: An Endogenous Regime Switching Approach," 2017 Meeting Papers 572, Society for Economic Dynamics.
- Rebucci, Alessandro & Benigno, Gianluca & Foerster, Andrew & Otrok, Christopher, 2020. "Estimating Macroeconomic Models of Financial Crises: An Endogenous Regime-Switching Approach," CEPR Discussion Papers 14545, C.E.P.R. Discussion Papers.
- Gianluca Benigno & Andrew Foerster & Christopher Otrok & Alessandro Rebucci, 2020. "Estimating Macroeconomic Models of Financial Crises: An Endogenous Regime-Switching Approach," Working Paper Series 2020-10, Federal Reserve Bank of San Francisco.
- Gianluca Benigno & Andrew T. Foerster & Christopher Otrok & Alessandro Rebucci, 2020. "Estimating Macroeconomic Models of Financial Crises: An Endogenous Regime-Switching Approach," Staff Reports 944, Federal Reserve Bank of New York.
- Gianluca Benigno & Andrew Foerster & Christopher Otrok & Alessandro Rebucci, 2020. "Estimating Macroeconomic Models of Financial Crises: An Endogenous Regime-Switching Approach," NBER Working Papers 26935, National Bureau of Economic Research, Inc.
- Giri, Federico, 2018.
"Does interbank market matter for business cycle fluctuation? An estimated DSGE model with financial frictions for the Euro area,"
Economic Modelling, Elsevier, vol. 75(C), pages 10-22.
- Giri, Federico, 2014. "Does interbank market matter for business cycle fluctuation? An estimated DSGE model with financial frictions for the Euro area," FinMaP-Working Papers 27, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
- Federico GIRI, 2014. "Does Interbank Market Matter for Business Cycle Fluctuation? An Estimated DSGE Model with Financial Frictions for the Euro Area," Working Papers 398, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
- Guerrazzi, Marco, 2024. "Private and social welfare gains in the Diamond-Dybvig model: A rationale for the existence of banks," MPRA Paper 122102, University Library of Munich, Germany.
- Matteo Iacoviello, 2015.
"Financial Business Cycles,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 18(1), pages 140-164, January.
- Matteo Iacoviello, 2010. "Financial Business Cycles," 2010 Meeting Papers 1053, Society for Economic Dynamics.
- Matteo Iacoviello, 2014. "Financial Business Cycles," International Finance Discussion Papers 1116, Board of Governors of the Federal Reserve System (U.S.).
- Sang Rae Kim, 2024. "Financial Crisis as a Run on Profitable Banks," Annals of Economics and Finance, Society for AEF, vol. 25(1), pages 213-250, May.
- Jakub Mateju & Michal Kejak, 2015.
"Limited Liability, Asset Price Bubbles and the Credit Cycle: The Role of Monetary Policy,"
Working Papers
2015/16, Czech National Bank, Research and Statistics Department.
- Jakub Mateju, 2015. "Limited Liability, Asset Price Bubbles and the Credit Cycle. The Role of Monetary Policy," Working Papers IES 2015/05, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Mar 2015.
- Jakub Mateju, 2015. "Limited Liability, Asset Price Bubbles and the Credit Cycle: The Role of Monetary Policy," CERGE-EI Working Papers wp535, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Mark Egan & Ali Hortaçsu & Gregor Matvos, 2017.
"Deposit Competition and Financial Fragility: Evidence from the US Banking Sector,"
American Economic Review, American Economic Association, vol. 107(1), pages 169-216, January.
- Gregor Matvos & Ali Hortacsu & Mark Egan, 2015. "Deposit Competition and Financial Fragility: Evidence from the US Banking Sector," 2015 Meeting Papers 1363, Society for Economic Dynamics.
- Feng Dong & Pengfei Wang & Yi Wen, 2016.
"Credit search and credit cycles,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 61(2), pages 215-239, February.
- Feng Dong & Pengfei Wang & Yi Wen, 2015. "Credit Search and Credit Cycles," Working Papers 2015-23, Federal Reserve Bank of St. Louis.
- Douglas Gale & Andrea Gamba & Marcella Lucchetta, 2018. "Dynamic Bank Capital Regulation in Equilibrium," 2018 Meeting Papers 680, Society for Economic Dynamics.
- Quadrini, Vincenzo, 2017.
"Bank liabilities channel,"
Journal of Monetary Economics, Elsevier, vol. 89(C), pages 25-44.
- Quadrini, Vincenzo, 2014. "Bank Liabilities Channel," CEPR Discussion Papers 10265, C.E.P.R. Discussion Papers.
- Vincenzo Quadrini, 2015. "Bank Liabilities Channel," 2015 Meeting Papers 234, Society for Economic Dynamics.
- Silvo, Aino, 2016. "The interaction of monetary and macroprudential policies in economic stabilisation," Research Discussion Papers 1/2016, Bank of Finland.
- Jean-Guillaume Sahuc & Olivier de Bandt & Hibiki Ichiue & Bora Durdu & Yasin Mimir & Jolan Mohimont & Kalin Nikolov & Sigrid Roehrs & Valério Scalone & Michael Straughan, 2022.
"Assessing the Impact of Basel III: Evidence from Structural Macroeconomic Models,"
EconomiX Working Papers
2022-3, University of Paris Nanterre, EconomiX.
- Hibiki Ichiue & Jean-Guillaume Sahuc & Yasin Mimir & Jolan Mohimont & Kalin Nikolov & Olivier de Bandt & Sigrid Roehrs & Valério Scalone & Michael Straughan & Bora Durdu, 2022. "Assessing the Impact of Basel III: Evidence from Structural Macroeconomic Models," Working Papers hal-04159816, HAL.
- Olivier de Bandt & Bora Durdu & Hibiki Ichiue & Yasin Mimir & Jolan Mohimont & Kalin Nikolov & Sigrid Roehrs & Jean-Guillaume Sahuc & Valerio Scalone & Michael Straughan, 2022. "Assessing the Impact of Basel III: Evidence from Structural Macroeconomic Models," Working papers 864, Banque de France.
- Caldara, Dario & Ferrante, Francesco & Iacoviello, Matteo & Prestipino, Andrea & Queralto, Albert, 2024.
"The international spillovers of synchronous monetary tightening,"
Journal of Monetary Economics, Elsevier, vol. 141(C), pages 127-152.
- Dario Caldara & Francesco Ferrante & Matteo Iacoviello & Andrea Prestipino & Albert Queraltó, 2023. "The International Spillovers of Synchronous Monetary Tightening," International Finance Discussion Papers 1384, Board of Governors of the Federal Reserve System (U.S.).
- Krishnamurthy, Arvind & Li, Wenhao, 2020.
"Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment,"
Research Papers
3874, Stanford University, Graduate School of Business.
- Arvind Krishnamurthy & Wenhao Li, 2020. "Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment," NBER Working Papers 27088, National Bureau of Economic Research, Inc.
- Tarishi Matsuoka & Makoto Watanabe, 2017.
"Banking Panics and Liquidity in a Monetary Economy,"
CESifo Working Paper Series
6722, CESifo.
- Tarishi Matsuoka & Makoto Watanabe, 2017. "Banking Panics and Liquidity in a Monetary Economy," Tinbergen Institute Discussion Papers 17-091/VII, Tinbergen Institute.
- Miller, Marcus & Zhang, Lei, 2019.
"Externalities and financial crisis – enough to cause collapse?,"
The Warwick Economics Research Paper Series (TWERPS)
1207, University of Warwick, Department of Economics.
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"Wholesale Banking and Bank Runs in Macroeconomic Modeling of Financial Crises,"
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"Quantitative easing, accounting and prudential frameworks, and bank lending,"
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"Household debt, financial intermediation, and monetary policy,"
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"Pecuniary externalities, bank overleverage, and macroeconomic fragility,"
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"The ECB’s Asset Purchase Programme: Theory, effects, and risks,"
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"The Welfare Costs of Self‐Fulfilling Bank Runs,"
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"Cyclical Lending Standards: A Structural Analysis,"
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"Diamond–Dybvig and beyond: On the instability of banking,"
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