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Endogenous Liquidity and the Business Cycle

Citations

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Cited by:

  1. Javier Bianchi, 2016. "Efficient Bailouts?," American Economic Review, American Economic Association, vol. 106(12), pages 3607-3659, December.
  2. Radde, Sören, 2015. "Flight to liquidity and the Great Recession," Journal of Banking & Finance, Elsevier, vol. 54(C), pages 192-207.
  3. Julian Kozlowski & Laura Veldkamp & Venky Venkateswaran, 2015. "The Tail that Wags the Economy: Belief-Driven Business Cycles and Persistent Stagnation," Working Papers 15-10, New York University, Leonard N. Stern School of Business, Department of Economics.
  4. Julian Kozlowski & Laura Veldkamp & Venky Venkateswaran, 2020. "The Tail That Wags the Economy: Beliefs and Persistent Stagnation," Journal of Political Economy, University of Chicago Press, vol. 128(8), pages 2839-2879.
  5. Lawrence Christiano & Daisuke Ikeda, 2011. "Government Policy, Credit Markets and Economic Activity," NBER Working Papers 17142, National Bureau of Economic Research, Inc.
  6. Konstantin Milbradt & Martin Oehmke, 2014. "Maturity Rationing and Collective Short-Termism," NBER Working Papers 19946, National Bureau of Economic Research, Inc.
  7. Zhifeng Cai & Feng Dong, 0. "A Model of Secular Migration from Centralized to Decentralized Trade," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 0, pages 1-44.
  8. Feng Dong & Yi Wen, 2017. "Flight to What? — Dissecting Liquidity Shortages in the Financial Crisis," Working Papers 2017-25, Federal Reserve Bank of St. Louis, revised 10 Oct 2017.
  9. Javier Bianchi & Enrique G. Mendoza, 2018. "Optimal Time-Consistent Macroprudential Policy," Journal of Political Economy, University of Chicago Press, vol. 126(2), pages 588-634.
  10. Kobayashi, Keiichiro, 2013. "Diamond-Rajan Bank Runs in a Production Economy," Economic Review, Hitotsubashi University, vol. 64(2), pages 160-174, April.
  11. Lawrence J. Christiano & Martin S. Eichenbaum & Mathias Trabandt, 2015. "Understanding the Great Recession," American Economic Journal: Macroeconomics, American Economic Association, vol. 7(1), pages 110-167, January.
  12. Vladimir Asriyan & William Fuchs & Brett Green, 2017. "Liquidity sentiments," Economics Working Papers 1583, Department of Economics and Business, Universitat Pompeu Fabra, revised Jun 2018.
  13. Javier Bianchi & Saki Bigio, 2014. "Banks, Liquidity Management and Monetary Policy," Working Papers 2014-18, Peruvian Economic Association.
  14. Saki Bigio, 2012. "Financial Risk Capacity," 2012 Meeting Papers 97, Society for Economic Dynamics.
  15. Martin Kuncl, 2016. "Fragility of Resale Markets for Securitized Assets and Policy of Asset Purchases," Staff Working Papers 16-46, Bank of Canada.
  16. Caterina Mendicino & Kalin Nikolov & Juan Rubio-Ramirez & Javier Suarez, 2020. "Twin Default Crises," Working Papers 2020-01, FEDEA.
  17. Kang, Sunmin & Hwang, Intae & Song, Sooyoung, 2018. "Cash hoarding: Vice or virtue," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 53(C), pages 94-116.
  18. Zachary Bethune & Bruno Sultanum & Nicholas Trachter, 2016. "Private Information in Over-the-Counter Markets," Working Paper 16-16, Federal Reserve Bank of Richmond, revised 21 Dec 2016.
  19. Dong, Feng & Xu, Zhiwei, 2020. "Cycles of credit expansion and misallocation: The Good, the Bad and the Ugly," Journal of Economic Theory, Elsevier, vol. 186(C).
  20. Piero Gottardi & Vincent Maurin & Cyril Monnet, 2019. "A theory of repurchase agreements, collateral re-use, and repo intermediation," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 33, pages 30-56, July.
  21. Fuchs, William & Green, Brett & Papanikolaou, Dimitris, 2016. "Adverse selection, slow-moving capital, and misallocation," Journal of Financial Economics, Elsevier, vol. 120(2), pages 286-308.
  22. Benhabib, Jess & Dong, Feng & Wang, Pengfei, 2018. "Adverse selection and self-fulfilling business cycles," Journal of Monetary Economics, Elsevier, vol. 94(C), pages 114-130.
  23. Julian Kozlowski & Laura Veldkamp & Venky Venkateswaran, 2019. "The Tail That Keeps the Riskless Rate Low," NBER Macroeconomics Annual, University of Chicago Press, vol. 33(1), pages 253-283.
  24. Alan Moreira & Alexi Savov, 2014. "The Macroeconomics of Shadow Banking," NBER Working Papers 20335, National Bureau of Economic Research, Inc.
  25. Gilbert Mbaraa & Ryszard Kokoszczyński, 2018. "Corporate governance, tax evasion and business cycles," Working Papers 2018-10, Faculty of Economic Sciences, University of Warsaw.
  26. Chia‐Yi Yen & Yu‐Hsi Chou, 2020. "Understanding The Macroeconomic Impact Of Illiquidity Shocks In The United States," Economic Inquiry, Western Economic Association International, vol. 58(3), pages 1245-1278, July.
  27. Soeren Radde & Wei Cui, 2013. "Search-Based Endogenous Illiquidity, Business Cycles and Monetary Policy," 2013 Meeting Papers 1009, Society for Economic Dynamics.
  28. Francesco Bianchi & Martin Lettau & Sydney C. Ludvigson, 2016. "Monetary Policy and Asset Valuation," NBER Working Papers 22572, National Bureau of Economic Research, Inc.
  29. Eisfeldt, Andrea L. & Muir, Tyler, 2016. "Aggregate external financing and savings waves," Journal of Monetary Economics, Elsevier, vol. 84(C), pages 116-133.
  30. Benigno, Pierpaolo & Robatto, Roberto, 2019. "Private money creation, liquidity crises, and government interventions," Journal of Monetary Economics, Elsevier, vol. 106(C), pages 42-58.
  31. Bianchi, Francesco & Lettau, Martin & Ludvigson, Sydney, 2018. "Monetary Policy and Asset Valuation," CEPR Discussion Papers 12671, C.E.P.R. Discussion Papers.
  32. Frank Smets & Joris Tielens & Jan Van Hove, 2018. "Pipeline Pressures and Sectoral Inflation Dynamics," Working Paper Research 351, National Bank of Belgium.
  33. Kuncl, Martin, 2019. "Securitization under asymmetric information over the business cycle," European Economic Review, Elsevier, vol. 111(C), pages 237-256.
  34. Bruno Sultanum & Zachary Bethune, 2016. "Decentralized Trade with Private Values," 2016 Meeting Papers 1630, Society for Economic Dynamics.
  35. Hollmayr, Josef & Kühl, Michael, 2019. "Learning about banks’ net worth and the slow recovery after the financial crisis," Journal of Economic Dynamics and Control, Elsevier, vol. 109(C).
  36. Bigio, Saki & Schneider, Andrés, 2017. "Liquidity shocks, business cycles and asset prices," European Economic Review, Elsevier, vol. 97(C), pages 108-130.
  37. Andrea L. Eisfeldt & Tyler Muir, 2014. "Aggregate External Financing and Savings Waves," NBER Working Papers 20442, National Bureau of Economic Research, Inc.
  38. Nelson Lind, 2017. "Credit Regimes and the Seeds of Crisis," 2017 Meeting Papers 1474, Society for Economic Dynamics.
  39. Francesco Molteni, 2015. "Liquidity, Government Bonds and Sovereign Debt Crises," Working Papers 2015-32, CEPII research center.
  40. Fukui, Masao, 2018. "Asset Quality Cycles," Journal of Monetary Economics, Elsevier, vol. 95(C), pages 97-108.
  41. Bigio, Saki, 2019. "Comments on “Optimal supply of public and private liquidity” by Marina Azzimonti and Pierre Yared," Journal of Monetary Economics, Elsevier, vol. 102(C), pages 145-152.
  42. Silvo, Aino, 2017. "House prices, lending standards, and the macroeconomy," Research Discussion Papers 4/2017, Bank of Finland.
  43. Marco Bassetto & Luca Benzoni & Trevor Serrao, 2016. "The Interplay Between Financial Conditions and Monetary Policy Shocks," Working Paper Series WP-2016-11, Federal Reserve Bank of Chicago.
  44. Bertsch, Christoph, 2013. "A detrimental feedback loop: deleveraging and adverse selection," Working Paper Series 277, Sveriges Riksbank (Central Bank of Sweden).
  45. Pablo Kurlat, 2013. "Lemons Markets and the Transmission of Aggregate Shocks," American Economic Review, American Economic Association, vol. 103(4), pages 1463-1489, June.
  46. Hevér, Judit, 2020. "A piaci likviditás és a szabályozás kapcsolatának vizsgálata általános egyensúlyelméleti modellkeretben [The effect of regulation on market liquidity: a general equilibrium approach]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 708-733.
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