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A Macroeconomic Model with Financial Panics

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Cited by:

  1. Chen, Guojin & Liu, Yanzhen & Zhang, Yu, 2020. "Can systemic risk measures predict economic shocks? Evidence from China," China Economic Review, Elsevier, vol. 64(C).
  2. Darracq Pariès, Matthieu & Kok, Christoffer & Rottner, Matthias, 2023. "Reversal interest rate and macroprudential policy," European Economic Review, Elsevier, vol. 159(C).
  3. Kris James Mitchener & Gary Richardson, 2020. "Contagion of Fear," NBER Working Papers 26859, National Bureau of Economic Research, Inc.
  4. Ferrante, Francesco, 2019. "Risky lending, bank leverage and unconventional monetary policy," Journal of Monetary Economics, Elsevier, vol. 101(C), pages 100-127.
  5. Han, Leyla Jianyu & Kasa, Kenneth & Luo, Yulei, 2024. "Ambiguity, information processing, and financial intermediation," Journal of Economic Theory, Elsevier, vol. 222(C).
  6. Becard, Yvan & Gauthier, David, 2023. "Banks, nonbanks, and business cycles," European Economic Review, Elsevier, vol. 154(C).
  7. Dubois, Corinne, 2021. "Deposit insurance and financial integration in the Eurozone: A DSGE model," Economics Letters, Elsevier, vol. 207(C).
  8. Mendicino, Caterina & Nikolov, Kalin & Ramirez, Juan-Rubio & Suarez, Javier & Supera, Dominik, 2020. "Twin defaults and bank capital requirements," Working Paper Series 2414, European Central Bank.
  9. Si Guo & Yun Pei, 2023. "The impact of sovereign defaults on lending countries," Review of Quantitative Finance and Accounting, Springer, vol. 60(1), pages 345-374, January.
  10. Masciandaro, Donato & Goodhart, Charles & Ugolini, Stefano, 2021. "Pandemic recession and helicopter money: Venice, 1629–1631," Financial History Review, Cambridge University Press, vol. 28(3), pages 300-318, December.
  11. Ulrich Krüger & Christoph Roling & Leonid Silbermann & Lui-Hsian Wong, 2025. "Bank’s strategic interaction, adverse price dynamics and systemic liquidity risk," Journal of Banking Regulation, Palgrave Macmillan, vol. 26(1), pages 1-24, March.
  12. 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.).
  13. 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.
  14. Krüger, Ulrich & Roling, Christoph & Silbermann, Leonid & Wong, Lui Hsian, 2022. "Banks' strategic interaction, adverse price dynamics and systemic liquidity risk," Discussion Papers 06/2022, Deutsche Bundesbank.
  15. Luca Fornaro & Christoph Grosse Steffen, 2024. "Fragmented Monetary Unions," Working papers 978, Banque de France.
  16. Camous, Antoine & Van der Ghote, Alejandro, 2022. "Financial stability and macroprudential regulation under diagnostic expectations," Research Bulletin, European Central Bank, vol. 101.
  17. Caterina Mendicino & Kalin Nikolov & Juan Rubio-Ramirez & Javier Suarez & Dominik Supera, 2020. "Twin Default Crises," Working Papers wp2020_2006, CEMFI.
  18. 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.
  19. Krishnamurthy, Arvind & Li, Wenhao, 2020. "Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment," Research Papers 3874, Stanford University, Graduate School of Business.
  20. 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.
  21. Paul, Pascal, 2020. "A macroeconomic model with occasional financial crises," Journal of Economic Dynamics and Control, Elsevier, vol. 112(C).
  22. Fornaro, Luca & Grosse Steffen, Christoph, 2024. "Fragmented Monetary Unions," CEPR Discussion Papers 19171, C.E.P.R. Discussion Papers.
  23. Federico Faveretto & Donato Masciandaro, 2018. "Financial Inequality, group entitlements and populism," BAFFI CAREFIN Working Papers 1892, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
  24. Olivier J. Blanchard & Lawrence H. Summers, 2017. "Rethinking Stabilization Policy: Evolution or Revolution?," NBER Working Papers 24179, National Bureau of Economic Research, Inc.
  25. Mikkelsen, Jakob & Poeschl, Johannes, 2019. "Banking Panic Risk and Macroeconomic Uncertainty," MPRA Paper 94729, University Library of Munich, Germany.
  26. Gu, Chao & Monnet, Cyril & Nosal, Ed & Wright, Randall, 2023. "Diamond–Dybvig and beyond: On the instability of banking," European Economic Review, Elsevier, vol. 154(C).
  27. Ohdoi, Ryoji, 2024. "Financial shocks to banks, R&D investment, and recessions," Macroeconomic Dynamics, Cambridge University Press, vol. 28(5), pages 999-1022, July.
  28. Pacicco, Fausto & Serati, Massimiliano & Venegoni, Andrea, 2022. "The Euro Area credit crunch conundrum: Was it demand or supply driven?," Economic Modelling, Elsevier, vol. 106(C).
  29. Mikhail Mamonov & Vera Pankova & Renat Akhmetov & Anna Pestova, 2020. "Financial Shocks and Credit Cycles," Russian Journal of Money and Finance, Bank of Russia, vol. 79(4), pages 45-74, December.
  30. Federico Favaretto & Donato Masciandaro, 2022. "Populism, financial crises and banking policies: Economics and psychology," Scottish Journal of Political Economy, Scottish Economic Society, vol. 69(4), pages 441-464, September.
  31. Becard, Yvan & Gauthier, David, 2021. "Banks, shadow banks, and business cycles," Bank of England working papers 907, Bank of England.
  32. Donato Masciandaro & Francesco Passarelli, 2018. "Populism, Financial Inequality And Central Bank Independence: A Political Economics Approach," BAFFI CAREFIN Working Papers 1874, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
  33. Joseph Abadi & Markus Brunnermeier & Yann Koby, 2023. "The Reversal Interest Rate," American Economic Review, American Economic Association, vol. 113(8), pages 2084-2120, August.
  34. De Polis, Andrea & Melosi, Leonardo & Petrella, Ivan, 2024. "The Taming of the Skew : Asymmetric Inflation Risk and Monetary Policy," The Warwick Economics Research Paper Series (TWERPS) 1530, University of Warwick, Department of Economics.
  35. Kristian Blickle & Markus Brunnermeier & Stephan Luck, 2024. "Who Can Tell Which Banks Will Fail?," The Review of Financial Studies, Society for Financial Studies, vol. 37(9), pages 2685-2731.
  36. Miguel Faria-e-Castro, 2019. "A Quantitative Analysis of Countercyclical Capital Buffers," Working Papers 2019-008, Federal Reserve Bank of St. Louis, revised 01 Jan 2020.
  37. Guohua He & Zirun Hu, 2023. "Precautionary Saving and Liquidity Shortage," Sustainability, MDPI, vol. 15(3), pages 1-15, January.
  38. Rottner, Matthias, 2023. "Financial crises and shadow banks: A quantitative analysis," Journal of Monetary Economics, Elsevier, vol. 139(C), pages 74-92.
  39. Brini, Alessio & Tedeschi, Gabriele & Tantari, Daniele, 2023. "Reinforcement learning policy recommendation for interbank network stability," Journal of Financial Stability, Elsevier, vol. 67(C).
  40. Corbisiero, Giuseppe, 2022. "Bank lending, collateral, and credit traps in a monetary union," European Economic Review, Elsevier, vol. 144(C).
  41. Turdaliev, Nurlan & Zhang, Yahong, 2023. "Mortgage risk and bank runs," The Quarterly Review of Economics and Finance, Elsevier, vol. 88(C), pages 315-343.
  42. Williamson, Stephen D., 2022. "Central bank digital currency and flight to safety," Journal of Economic Dynamics and Control, Elsevier, vol. 142(C).
  43. Agur, Itai, 2019. "Monetary and macroprudential policy coordination among multiple equilibria," Journal of International Money and Finance, Elsevier, vol. 96(C), pages 192-209.
  44. Claudio Borio & Piti Disyatat & Phurichai Rungcharoenkitkul, 2018. "What Anchors for the Natural Rate of Interest?," PIER Discussion Papers 98, Puey Ungphakorn Institute for Economic Research.
  45. Aicha Kharazi & Francesco Ravazzolo, 2023. "Regulatory Collateral Requirements and Delinquency Rate in a Two-Agent New Keynesian Model," Working Paper series 23-03, Rimini Centre for Economic Analysis.
  46. Chen, Chuanqi & Pan, Dongyang, 2020. "The Optimal Mix of Monetary and Climate Policy," MPRA Paper 97718, University Library of Munich, Germany.
  47. Marcus Miller, 2021. "Choosing the Narrative: the Shadow Banking Crisis in Light of Covid," Open Economies Review, Springer, vol. 32(2), pages 291-310, April.
  48. Emter, Lorenz & Setzer, Ralph & Zorell, Nico & Moura, Afonso S., 2024. "Monetary policy and growth-at-risk: the role of institutional quality," Working Paper Series 2989, European Central Bank.
  49. Donato Masciandaro & Francesco Passarelli, 2020. "Populism, Political Pressure and Central Bank (in)Dependence," Open Economies Review, Springer, vol. 31(3), pages 691-705, July.
  50. Xuewen Liu, 2023. "A Model of Systemic Bank Runs," Journal of Finance, American Finance Association, vol. 78(2), pages 731-793, April.
  51. Isabel Gödl-Hanisch & Jordan Pandolfo, 2025. "Monetary Policy Transmission, Bank Market Power, and Income Source," CESifo Working Paper Series 11847, CESifo.
  52. Mark Gertler & Simon Gilchrist, 2018. "What Happened: Financial Factors in the Great Recession," Journal of Economic Perspectives, American Economic Association, vol. 32(3), pages 3-30, Summer.
  53. Kristian Blickle & Markus Brunnermeier & Stephan Luck, 2020. "Micro-evidence from a System-wide Financial Meltdown: The German Crisis of 1931," Working Papers 275, Princeton University, Department of Economics, Center for Economic Policy Studies..
  54. Kame Babilla, Thierry U., 2023. "Digital innovation and financial access for small and medium-sized enterprises in a currency union," Economic Modelling, Elsevier, vol. 120(C).
  55. Katz, Matthijs & van der Kwaak, Christiaan, 2018. "The Macroeconomic Effectiveness of Bank Bail-ins," Research Report 2018009-EEF, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
  56. Kwark, Noh-Sun & Lee, Changhyun, 2021. "Asymmetric effects of financial conditions on GDP growth in Korea: A quantile regression analysis," Economic Modelling, Elsevier, vol. 94(C), pages 351-369.
  57. Jondeau, Eric & Sahuc, Jean-Guillaume, 2022. "Bank capital shortfall in the euro area," Journal of Financial Stability, Elsevier, vol. 62(C).
  58. Pablo A. Guerron-Quintana & Tomohiro Hirano & Ryo Jinnai, 2021. "Bubbles, Crashes, Ups and Downs in Economic Growth Theory and Evidence," CIGS Working Paper Series 21-006E, The Canon Institute for Global Studies.
  59. Tomohiro HIRANO & Joseph E. Stiglitz, 2021. "The Wobbly Economy; Global Dynamics with Phase Transitions and State Transitions," CIGS Working Paper Series 21-008E, The Canon Institute for Global Studies.
  60. Kirstin Hubrich & Daniel F. Waggoner, 2022. "The Transmission of Financial Shocks and Leverage of Financial Institutions: An Endogenous Regime-Switching Framework," FRB Atlanta Working Paper 2022-5, Federal Reserve Bank of Atlanta.
  61. Caio Machado, 2024. "Coordinating in Financial Crises," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 54, October.
  62. Niraj P. Koirala & Hassan Anjum Butt & Jeffrey Zimmerman & Ahmed Kamara, 2024. "Financial Development, Financial Openness, and Policy Effectiveness," JRFM, MDPI, vol. 17(6), pages 1-16, May.
  63. Kosuke Aoki & Ko Munakata & Nao Sudo, 2019. "Prolonged Low Interest Rates and Banking Stability," IMES Discussion Paper Series 19-E-21, Institute for Monetary and Economic Studies, Bank of Japan.
  64. Porcellacchia, Davide & Sheedy, Kevin D., 2024. "The macroeconomics of liquidity in financial intermediation," Working Paper Series 2939, European Central Bank.
  65. Chen, Guojin & Liu, Yanzhen & Zhang, Yu, 2021. "Systemic risk measures and distribution forecasting of macroeconomic shocks," International Review of Economics & Finance, Elsevier, vol. 75(C), pages 178-196.
  66. Gauti B. Eggertsson & Sergey K. Egiev, 2024. "Liquidity Traps: A Unified Theory of the Great Depression and Great Recession," NBER Working Papers 33195, National Bureau of Economic Research, Inc.
  67. Olivier Blanchard & Lawrence H. Summers, 2019. "Ripensare le politiche macroeconomiche: evoluzione o rivoluzione? (Evolution or Revolution? Rethinking Macroeconomic Policy after the Great Recession)," Moneta e Credito, Economia civile, vol. 72(287), pages 171-195.
  68. Donato Masciandaro, 2019. "Populism, Economic Policies, Political Pressure And Central Bank (In)Dependence," BAFFI CAREFIN Working Papers 19111, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
  69. Ikeda, Daisuke, 2024. "Bank runs, prudential tools and social welfare in a global game general equilibrium model," Journal of Financial Stability, Elsevier, vol. 72(C).
  70. Rottner, Matthias, 2022. "Financial crises and shadow banks: A quantitative analysis," Discussion Papers 15/2022, Deutsche Bundesbank.
  71. Shim, Jae Hun, 2025. "Bubbles, banking and monetary policy," Journal of Financial Stability, Elsevier, vol. 76(C).
  72. Alfred Duncan & Charles Nolan, 2017. "Financial Frictions in Macroeconomic Models," Studies in Economics 1719, School of Economics, University of Kent.
  73. Aicha Kharazi, 2022. "Macroeconomic Effects of Collateral Requirements and Financial Shocks," BEMPS - Bozen Economics & Management Paper Series BEMPS93, Faculty of Economics and Management at the Free University of Bozen.
  74. Chan Wang & Gang Yi, 2019. "Bank Runs and Business Cycles in a Small Open Economy," Annals of Economics and Finance, Society for AEF, vol. 20(2), pages 847-865, November.
  75. Ben S. Bernanke, 2018. "The Real Effects of Disrupted Credit: Evidence from the Global Financial Crisis," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 49(2 (Fall)), pages 251-342.
  76. Xuewen Liu, 2018. "Diversification and Systemic Bank Runs," 2018 Meeting Papers 739, Society for Economic Dynamics.
  77. Li, Zehao, 2022. "Financial intermediary leverage and monetary policy transmission," European Economic Review, Elsevier, vol. 144(C).
  78. Garcia-Barragan, Fernando & Liu, Guangling, 2021. "Great recession, exports crunch, and China's fiscal stimulus in a global zero lower bound environment," Journal of Asian Economics, Elsevier, vol. 75(C).
  79. Ivan Mendieta‐Muñoz & Doğuhan Sündal, 2022. "Business cycles, financial conditions, and nonlinearities," Metroeconomica, Wiley Blackwell, vol. 73(2), pages 343-383, May.
  80. Paymon Khorrami & Fernando Mendo, 2021. "Rational Sentiments and Financial Frictions," Working Papers Central Bank of Chile 928, Central Bank of Chile.
  81. Phurichai Rungcharoenkitkul & Claudio Borio & Piti Disyatat Author-X-Name_First: Piti, 2019. "Monetary policy hysteresis and the financial cycle," BIS Working Papers 817, Bank for International Settlements.
  82. Laeven, Luc & Maddaloni, Angela & Mendicino, Caterina, 2022. "Monetary policy, macroprudential policy and financial stability," Working Paper Series 2647, European Central Bank.
  83. Li, Kai & Xu, Chenjie, 2024. "Intermediary-based equity term structure," Journal of Financial Economics, Elsevier, vol. 157(C).
  84. Poeschl, Johannes & Zhang, Xue, 2018. "Bank Capital Regulation and Endogenous Shadow Banking Crises," MPRA Paper 92529, University Library of Munich, Germany.
  85. repec:uta:papers:2020_04 is not listed on IDEAS
  86. Richard Friberg & Isak Trygg Kupersmidt, 2023. "Hedging to market‐wide shocks and competitive selection," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 32(2), pages 450-466, April.
  87. Christiano, Lawrence, 2022. "Financial frictions in macroeconomics," Journal of International Money and Finance, Elsevier, vol. 122(C).
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