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Citations for "A Macroeconomic Model with a Financial Sector"

by Yuliy Sannikov & Markus Brunnermeier

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  1. Daniel L. Greenwald & Martin Lettau & Sydney C. Ludvigson, 2014. "Origins of Stock Market Fluctuations," NBER Working Papers 19818, National Bureau of Economic Research, Inc.
  2. Laurent Clerc & Alexis Derviz & Caterina Mendicino & Stephane Moyen & Kalin Nikolov & Livio Stracca & Javier Suarez & Alexandros P. Vardoulakis, 2015. "Capital Regulation in a Macroeconomic Model with Three Layers of Default," International Journal of Central Banking, International Journal of Central Banking, vol. 11(3), pages 9-63, June.
  3. Del Negro, Marco & Hasegawa, Raiden B. & Schorfheide, Frank, 2014. "Dynamic prediction pools: an investigation of financial frictions and forecasting performance," Staff Reports 695, Federal Reserve Bank of New York.
  4. Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2016. "Macrofinancial History and the New Business Cycle Facts," NBER Chapters, in: NBER Macroeconomics Annual 2016, Volume 31 National Bureau of Economic Research, Inc.
  5. Markus K. Brunnermeier & Yuliy Sannikov, 2015. "International Credit Flows and Pecuniary Externalities," American Economic Journal: Macroeconomics, American Economic Association, vol. 7(1), pages 297-338, January.
  6. Adrian, Tobias & Crump, Richard K. & Vogt, Erik, 2016. "Nonlinearity and Flight-to-Safety in the Risk-Return Tradeoff for Stocks and Bonds," CEPR Discussion Papers 11401, C.E.P.R. Discussion Papers.
  7. Langfield, Sam & Pagano, Marco, 2015. "Bank bias in Europe: effects on systemic risk and growth," Working Paper Series 1797, European Central Bank.
  8. 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.
  9. Nikolay Hristov & Oliver Hülsewig, 2016. "Unexpected Loan Losses and Bank Capital in an Estimated DSGE Model of the Euro Area," CESifo Working Paper Series 6160, CESifo Group Munich.
  10. Adrian, Tobias & Liang, J. Nellie, 2014. "Monetary policy, financial conditions, and financial stability," Staff Reports 690, Federal Reserve Bank of New York, revised 01 Jul 2016.
  11. Xavier Giroud & Holger M. Mueller, 2015. "Firm Leverage and Unemployment during the Great Recession," NBER Working Papers 21076, National Bureau of Economic Research, Inc.
  12. Tobias Adrian & Nellie Liang, 2014. "Monetary Policy, Financial Conditions, and Financial Stability," IMES Discussion Paper Series 14-E-13, Institute for Monetary and Economic Studies, Bank of Japan.
  13. Giglio, Stefano & Kelly, Bryan & Pruitt, Seth, 2016. "Systemic risk and the macroeconomy: An empirical evaluation," Journal of Financial Economics, Elsevier, vol. 119(3), pages 457-471.
  14. Ernst, Ekkehard & Semmler, Willi & Haider, Alexander, 2016. "Debt deflation, financial market stress and regime change: Evidence from Europe using MRVAR," ZEW Discussion Papers 16-030, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  15. Michał Brzoza‐Brzezina & Marcin Kolasa, 2013. "Bayesian Evaluation of DSGE Models with Financial Frictions," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(8), pages 1451-1476, December.
  16. Vincenzo Quadrini, 2011. "Financial frictions in macroeconomic fluctations," Economic Quarterly, Federal Reserve Bank of Richmond, issue 3Q, pages 209-254.
  17. Malherbe, Frederic, 2015. "Optimal capital requirements over the business and financial cycles," Working Paper Series 1830, European Central Bank.
  18. Khabibulina, Liliya & Hefti, Andreas, 2015. "Talent Allocation, Financial Intermediation and Growth: Evidence and Theory," Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113095, Verein für Socialpolitik / German Economic Association.
  19. repec:fip:fedreq:y:2011:i:3q:p:209-254:n:vol.97no.3 is not listed on IDEAS
  20. Adrian, Tobias & Covitz, Daniel M. & Liang, J. Nellie, 2013. "Financial stability monitoring," Staff Reports 601, Federal Reserve Bank of New York, revised 01 Jun 2014.
  21. Pablo Herrera & Javier García Fronti, 2014. "Impacto del crédito gubernamental en el sistema financiero," REVISTA FINANZAS Y POLÍTICA ECONÓMICA, UNIVERSIDAD CATOLICA DE COLOMBIA, September.
  22. Cuong Le Van & Ngoc-Sang Pham, 2014. "Intertemporal equilibrium with financial asset and physical capital," Documents de travail du Centre d'Economie de la Sorbonne 14085r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Feb 2015.
  23. Charles T. Carlstrom & Timothy S. Fuerst & Matthias Paustian, 2016. "Optimal Contracts, Aggregate Risk, and the Financial Accelerator," American Economic Journal: Macroeconomics, American Economic Association, vol. 8(1), pages 119-147, January.
  24. Itamar Drechsler & Alexi Savov & Philipp Schnabl, 2016. "The Deposits Channel of Monetary Policy," NBER Working Papers 22152, National Bureau of Economic Research, Inc.
  25. Thomas Helbling & Ayhan Kose & Christopher Otrok & Raju Huidrom, 2010. "Do Credit Shocks Matter? A Global Perspective," IMF Working Papers 10/261, International Monetary Fund.
  26. Proaño, Christian R. & Schoder, Christian & Semmler, Willi, 2014. "Financial Stress, Sovereign Debt and Economic Activity in Industrialized Countries: Evidence from Dynamic Threshold Regressions," WU Library - ePub - Series 005 4085, WU Library - ePub.
  27. Jeroen Rozendaal & Yannick Malevergne & Didier Sornette, 2015. "Macroeconomic Dynamics of Assets, Leverage and Trust," Papers 1512.03618, arXiv.org.
  28. Adrian, Tobias & Liang, Nellie, 2016. "Monetary Policy, Financial Conditions, and Financial Stability," CEPR Discussion Papers 11394, C.E.P.R. Discussion Papers.
  29. Bianco, Antonio, 2015. "Relationship Banking, Shadow Banking, and the Economics of Depression," MPRA Paper 65849, University Library of Munich, Germany.
  30. Scott J. Dressler & Erasmus Kersting, 2013. "Excess Reserves and Economic Activity," Villanova School of Business Department of Economics and Statistics Working Paper Series 24, Villanova School of Business Department of Economics and Statistics.
  31. Carlos Garcia & Luis González & Alejandro Granda, 2010. "¿Cómo funcionan y se pueden enfrentar los shocks bursátiles en economías abiertas y emergentes?," ILADES-Georgetown University Working Papers inv259, Ilades-Georgetown University, Universidad Alberto Hurtado/School of Economics and Bussines.
  32. Plosser, Matthew, 2014. "Bank heterogeneity and capital allocation: evidence from "fracking" shocks," Staff Reports 693, Federal Reserve Bank of New York, revised 01 Feb 2015.
  33. Straub, Ludwig & Ulbricht, Robert, 2015. "Endogenous Uncertainty and Credit Crunches," TSE Working Papers 15-604, Toulouse School of Economics (TSE).
  34. Vadim Elenev & Tim Landvoigt & Stijn Van Nieuwerburgh, 2015. "Phasing Out the GSEs," NBER Working Papers 21626, National Bureau of Economic Research, Inc.
  35. Carlstrom, Charles T. & Fuerst, Timothy S., 2015. "Macro Credit Policy and the Financial Accelerator," Working Paper 1531, Federal Reserve Bank of Cleveland.
  36. Metiu, Norbert & Hilberg, Björn & Grill, Michael, 2015. "Financial frictions and global spillovers," Discussion Papers 04/2015, Deutsche Bundesbank, Research Centre.
  37. Matteo Iacoviello, 2015. "Financial Business Cycles," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 18(1), pages 140-164, January.
  38. Mercè Sala-Rios & Teresa Torres-Solé & Mariona Farré-Perdiguer, 2016. "Credit and business cycles’ relationship: evidence from Spain," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 15(3), pages 149-171, December.
  39. Maffezzoli, Marco & Monacelli, Tommaso, 2015. "Deleverage and Financial Fragility," CEPR Discussion Papers 10531, C.E.P.R. Discussion Papers.
  40. Denis Gromb & Dimitri Vayanos, 2015. "The Dynamics of Financially Constrained Arbitrage," NBER Working Papers 20968, National Bureau of Economic Research, Inc.
  41. Tim Landvoigt & Stijn Van Nieuwerburgh & Vadim Elenev, 2016. "A Macroeconomic Model with Financially Constrained Producers and Intermediaries," 2016 Meeting Papers 1224, Society for Economic Dynamics.
  42. Suh, Hyunduk & Walker, Todd B., 2016. "Taking financial frictions to the data," Journal of Economic Dynamics and Control, Elsevier, vol. 64(C), pages 39-65.
  43. 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.
  44. Robert Tetlow & Kirstin Hubrich, 2013. "Financial stress and economic dynamics: The transmission of crises," 2013 Meeting Papers 571, Society for Economic Dynamics.
  45. Gertler, Mark & Kiyotaki, Nobuhiro & Prestipino, Andrea, 2016. "Wholesale Banking and Bank Runs in Macroeconomic Modeling of Financial Crises," International Finance Discussion Papers 1156, Board of Governors of the Federal Reserve System (U.S.).
  46. Aikman, David & Kiley, Michael T. & Lee, Seung Jung & Palumbo, Michael G. & Warusawitharana, Missaka, 2015. "Mapping Heat in the U.S. Financial System," Finance and Economics Discussion Series 2015-59, Board of Governors of the Federal Reserve System (U.S.).
  47. Kuzubaş, Tolga Umut & Saltoğlu, Burak & Sever, Can, 2016. "Systemic risk and heterogeneous leverage in banking networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 462(C), pages 358-375.
  48. Markus K. Brunnermeier & Gary Gorton & Arvind Krishnamurthy, 2011. "Risk Topography," NBER Chapters, in: NBER Macroeconomics Annual 2011, Volume 26, pages 149-176 National Bureau of Economic Research, Inc.
  49. Kara, Alper & Marques-Ibanez, David & Ongena, Steven, 2016. "Securitization and lending standards: Evidence from the European wholesale loan market," Journal of Financial Stability, Elsevier, vol. 26(C), pages 107-127.
  50. Markellos, Raphael N. & Psychoyios, Dimitris & Schneider, Friedrich, 2016. "Sovereign debt markets in light of the shadow economy," European Journal of Operational Research, Elsevier, vol. 252(1), pages 220-231.
  51. Marco Bassetto & Marco Cagetti & Mariacristina De Nardi, 2013. "Credit Crunches and Credit Allocation in a Model of Entrepreneurship," NBER Working Papers 19296, National Bureau of Economic Research, Inc.
  52. Caldara, Dario & Fuentes-Albero, Cristina & Gilchrist, Simon & Zakrajšek, Egon, 2016. "The macroeconomic impact of financial and uncertainty shocks," European Economic Review, Elsevier, vol. 88(C), pages 185-207.
  53. Kozlowski, Julian & Veldkamp, Laura & Venkateswaran, Venky, 2016. "The Tail that Wags the Economy: Belief-Driven Business Cycles and Persistent Stagnation," CEPR Discussion Papers 11352, C.E.P.R. Discussion Papers.
  54. Beck, Thorsten & Colciago, Andrea & Pfajfar, Damjan, 2014. "The role of financial intermediaries in monetary policy transmission," Journal of Economic Dynamics and Control, Elsevier, vol. 43(C), pages 1-11.
  55. Gissler, Stefan, 2015. "A margin call gone wrong: Credit, stock prices, and Germany's Black Friday 1927," Finance and Economics Discussion Series 2015-54, Board of Governors of the Federal Reserve System (U.S.).
  56. Yuliy Sannikov & Markus Brunnermeier, 2012. "The I Theory of Money," 2012 Meeting Papers 411, Society for Economic Dynamics.
  57. Dow, James & Han, Jungsuk, 2015. "Contractual incompleteness, limited liability and asset price bubbles," Journal of Financial Economics, Elsevier, vol. 116(2), pages 383-409.
  58. Angeloni, Ignazio & Faia, Ester & Lo Duca, Marco, 2013. "Monetary policy and risk taking," SAFE Working Paper Series 8, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.
  59. Sergey Chernenko & Samuel G. Hanson & Adi Sunderam, 2014. "The Rise and Fall of Demand for Securitizations," NBER Working Papers 20777, National Bureau of Economic Research, Inc.
  60. Zhiguo He & Bryan Kelly & Asaf Manela, 2016. "Intermediary Asset Pricing: New Evidence from Many Asset Classes," NBER Working Papers 21920, National Bureau of Economic Research, Inc.
  61. Matteo Maggiori, 2013. "Financial Intermediation, International Risk Sharing, and Reserve Currencies," Working Paper 181796, Harvard University OpenScholar.
  62. Rick Bookstaber & Mark Paddrik & Brian Tivnan, 2014. "An Agent-based Model for Financial Vulnerability," Working Papers 14-05, Office of Financial Research, US Department of the Treasury, revised Sep 2014.
  63. Martien Lamers & Frederik Mergaerts & Elien Meuleman & Rudi Vander Vennet, 2016. "The trade-off between monetary policy and bank stability," Working Paper Research 308, National Bank of Belgium.
  64. Danielsson, Jon & James, Kevin & Valenzuela, Marcela & Zer, Ilknur, 2014. "Model Risk of Risk Models," Finance and Economics Discussion Series 2014-34, Board of Governors of the Federal Reserve System (U.S.).
  65. 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.
  66. Metiu, Norbert & Hilberg, Björn & Grill, Michael, 2016. "Credit constraints and the international propagation of US financial shocks," Working Paper Series 1954, European Central Bank.
  67. Tobias Adrian & Markus K. Brunnermeier, 2011. "CoVaR," NBER Working Papers 17454, National Bureau of Economic Research, Inc.
    • Tobias Adrian & Markus K. Brunnermeier, 2016. "CoVaR," American Economic Review, American Economic Association, vol. 106(7), pages 1705-1741, July.
    • Adrian, Tobias & Brunnermeier, Markus K., 2008. "CoVaR," Staff Reports 348, Federal Reserve Bank of New York, revised 01 Sep 2014.
  68. Amir Sufi, 2012. "Commentary: redistributive monetary policy," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 385-396.
  69. Markus K. Brunnermeier, 2016. "Comment on "The Analytics of the Greek Crisis"," NBER Chapters, in: NBER Macroeconomics Annual 2016, Volume 31 National Bureau of Economic Research, Inc.
  70. Brzoza-Brzezina, Michał & Kolasa, Marcin & Makarski, Krzysztof, 2013. "A penalty function approach to occasionally binding credit constraints," Dynare Working Papers 27, CEPREMAP.
  71. Toni Ahnert & Ali Kakhbod, 2014. "Information, Amplification and Financial Crisis," Staff Working Papers 14-30, Bank of Canada.
  72. Kappler, Marcus & Schleer, Frauke, 2016. "A financially stressed Euro area," Economics Discussion Papers 2016-22, Kiel Institute for the World Economy (IfW).
  73. Belke, Ansgar & Haskamp, Ulrich & Setzer, Ralph, 2016. "Bank efficiency and regional growth in Europe: new evidence from micro-data," Working Paper Series 1983, European Central Bank.
  74. Bezemer, Dirk & Grydaki, Maria, 2014. "Financial fragility in the Great Moderation," Journal of Banking & Finance, Elsevier, vol. 49(C), pages 169-177.
  75. Tasca, Paolo & Mavrodiev, Pavlin & Schweitzer, Frank, 2014. "Quantifying the impact of leveraging and diversification on systemic risk," Journal of Financial Stability, Elsevier, vol. 15(C), pages 43-52.
  76. Bent Jesper Christensen & Olaf Posch & Michel van der Wel, 2014. "Estimating Dynamic Equilibrium Models Using Mixed Frequency Macro and Financial Data," CESifo Working Paper Series 5030, CESifo Group Munich.
  77. Tobias Adrian & Emanuel Moench & Hyun Song Shin, 2010. "Macro Risk Premium and Intermediary Balance Sheet Quantities," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 58(1), pages 179-207, August.
  78. Abbassi, Puriya & Iyer, Rajkamal & Peydró, José-Luis & Tous, Francesc R., 2016. "Securities trading by banks and credit supply: Micro-evidence from the crisis," Journal of Financial Economics, Elsevier, vol. 121(3), pages 569-594.
  79. Rey, Hélène, 2015. "International Channels of Transmission of Monetary Policy and the Mundellian Trilemma," CEPR Discussion Papers 11027, C.E.P.R. Discussion Papers.
  80. Luigi Bocola, 2016. "The Pass-Through of Sovereign Risk," Journal of Political Economy, University of Chicago Press, vol. 124(4), pages 879-926.
  81. Itai Agur & Maria Demertzis, 2015. "Will Macroprudential Policy Counteract Monetary Policy’s Effects on Financial Stability?," IMF Working Papers 15/283, International Monetary Fund.
  82. John Muellbauer, 2016. "Macroeconomics and Consumption," Economics Series Working Papers Paper 811, University of Oxford, Department of Economics.
  83. Winkler, Roland C. & Angeloni, Ignazio & Faia, Ester, 2011. "Exit Strategies," Annual Conference 2011 (Frankfurt, Main): The Order of the World Economy - Lessons from the Crisis 48734, Verein für Socialpolitik / German Economic Association.
  84. Mark Gertler & Nobuhiro Kiyotaki, 2013. "Banking, Liquidity and Bank Runs in an Infinite-Horizon Economy," NBER Working Papers 19129, National Bureau of Economic Research, Inc.
  85. Ioanna Kokores, 2015. "Lean-Against-the-Wind Monetary Policy: The Post-Crisis Shift in the Literature," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, vol. 65(3-4), pages 66-99, july-Dece.
  86. Frauke Schleer & Willi Semmler, 2014. "Financial Sector and Output Dynamics in the Euro Area: Non-linearities Reconsidered," SCEPA working paper series. SCEPA's main areas of research are macroeconomic policy, inequality and poverty, and globalization. 2014-5, Schwartz Center for Economic Policy Analysis (SCEPA), The New School.
  87. Lindé, Jesper & Smets, Frank & Wouters, Rafael, 2016. "Challenges for Central Banks' Macro Models," CEPR Discussion Papers 11405, C.E.P.R. Discussion Papers.
  88. Akinci, Ozge & Queraltó, Albert, 2014. "Banks, Capital Flows and Financial Crises," International Finance Discussion Papers 1121, Board of Governors of the Federal Reserve System (U.S.).
  89. Valencia, Fabián, 2014. "Monetary policy, bank leverage, and financial stability," Journal of Economic Dynamics and Control, Elsevier, vol. 47(C), pages 20-38.
  90. Willi Semmler & Alexander Haider, 2016. "The perils of debt deflation in the Euro area: a multi regime model," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 43(2), pages 257-278, May.
  91. Semmler, Willi & Haider, Alexander, 2015. "The perils of debt deflation in the euro area: A multi regime model," ZEW Discussion Papers 15-071, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  92. Mark Gertler & Nobuhiro Kiyotaki & Andrea Prestipino, 2016. "Anticipated Banking Panics," American Economic Review, American Economic Association, vol. 106(5), pages 554-559, May.
  93. Antonio Bianco, 2015. "Shadow Banking, Relationship Banking, and the Economics of Depression," Working Papers 5/15, Sapienza University of Rome, DISS.
  94. Pennings, Steven & Ramayandi, Arief & Tang, Hsiao Chink, 2015. "The impact of monetary policy on financial markets in small open economies: More or less effective during the global financial crisis?," Journal of Macroeconomics, Elsevier, vol. 44(C), pages 60-70.
  95. Goldberg, Andrew & Romalis, John, 2015. "Public Debt and Growth in U.S. States," Working Papers 2015-10, University of Sydney, School of Economics.
  96. Alan Moreira & Alexi Savov, 2014. "The Macroeconomics of Shadow Banking," NBER Working Papers 20335, National Bureau of Economic Research, Inc.
  97. Oriol Carreras & E Philip Davis & Rebecca Piggott, 2016. "Macroprudential tools, transmission and modelling," NIESR Discussion Papers 470, National Institute of Economic and Social Research.
  98. Marc Teignier & Francisco Rivadeneyra & Tiago Pinheiro, 2011. "Costs and Benefits of the Financial Sector," 2011 Meeting Papers 1295, Society for Economic Dynamics.
  99. 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.
  100. Pablo Herrera & Javier García Fronti, 2014. "Impacto del crédito gubernamental en el sistema financiero," REVISTA FINANZAS Y POLÍTICA ECONÓMICA, UNIVERSIDAD CATOLICA DE COLOMBIA, September.
  101. Van Tassel, Peter & Vogt, Erik, 2016. "Global variance term premia and intermediary risk appetite," Staff Reports 789, Federal Reserve Bank of New York.
  102. Gilbert COLLETAZ & Grégory LEVIEUGE & Alexandra POPESCU, 2016. "Monetary Policy and Long-Run Risk-Taking," LEO Working Papers / DR LEO 2409, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
  103. Sydney C. Ludvigson & Sai Ma & Serena Ng, 2015. "Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response?," NBER Working Papers 21803, National Bureau of Economic Research, Inc.
  104. Boyarchenko, Nina & Lucca, David O & Veldkamp, Laura, 2016. "Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets," CEPR Discussion Papers 11518, C.E.P.R. Discussion Papers.
  105. Claudio Borio, 2012. "The financial cycle and macroeconomics: What have we learnt?," BIS Working Papers 395, Bank for International Settlements.
  106. Michael, Bryane & Falzon, Joseph & Shamdasani, Ajay, 2015. "A Theory of Financial Services Competition, Compliance and Regulation," EconStor Preprints 107400, ZBW - German National Library of Economics.
  107. Dirk Schoenmaker & Peter Wierts, 2015. "Regulating the Financial Cycle: An Integrated Approach with a Leverage Ratio," Tinbergen Institute Discussion Papers 15-057/IV/DSF93, Tinbergen Institute.
  108. Hryckiewicz, Aneta & Kozlowski, Lukasz, 2014. "Banking business models and the nature of financial crises," MPRA Paper 64072, University Library of Munich, Germany, revised 09 Mar 2015.
  109. Ferrari, Massimo, 2014. "The financial meltdown: a model with endogenous default probability," MPRA Paper 59419, University Library of Munich, Germany.
  110. Juliane M. Begenau, 2015. "Capital Requirements, Risk Choice, and Liquidity Provision in a Business Cycle Model," Harvard Business School Working Papers 15-072, Harvard Business School, revised Sep 2016.
  111. Dewachter, Hans & Wouters, Raf, 2014. "Endogenous risk in a DSGE model with capital-constrained financial intermediaries," Journal of Economic Dynamics and Control, Elsevier, vol. 43(C), pages 241-268.
  112. Caliendo Frank N. & Guo Nick L., 2014. "Optimal Control Problems with State Specific Jumps in the State Equation," Mathematical Economics Letters, De Gruyter, vol. 1(2-4), pages 8-8, July.
  113. Adrian, Tobias, 2015. "Discussion of “Systemic Risk and the Solvency-Liquidity Nexus of Banks”," Staff Reports 722, Federal Reserve Bank of New York.
  114. Radde, Sören, 2015. "Flight to liquidity and the Great Recession," Journal of Banking & Finance, Elsevier, vol. 54(C), pages 192-207.
  115. Adrian, Tobias & Boyarchenko, Nina & Giannone, Domenico, 2016. "Vulnerable Growth," CEPR Discussion Papers 11583, C.E.P.R. Discussion Papers.
  116. Juliane Begenau, 2015. "Capital Requirements, Risk Choice, and Liquidity Provision in a Business Cycle Model," 2015 Meeting Papers 687, Society for Economic Dynamics.
  117. Giacomo Carboni & Christoffer Kok & Matthieu Darrak Paries, 2014. "Exploring the Nexus Between Macro-Prudential Policies and Monetary Policy Measures: Evidence from an Estimated DSGE Model for the Euro Area," Working Papers BFI_2013-005, Becker Friedman Institute for Research In Economics.
  118. Larin, Benjamin, 2016. "Bubble-driven business cycles," Working Papers 143, University of Leipzig, Faculty of Economics and Management Science.
  119. Christian R. Proaño & Christian Schoder & Willi Semmler, 2013. "Financial Stress, Sovereign Debt and Economic Activity in Industrialized Countries: Evidence from Nonlinear Dynamic Panels," Working Papers 1304, New School for Social Research, Department of Economics.
  120. Philipp König & David Pothier, 2015. "Bubbles and Monetary Policy: To Burst or Not to Burst?," DIW Roundup: Politik im Fokus 55, DIW Berlin, German Institute for Economic Research.
  121. Hiroshi Osano & Keiichi Hori, 2015. "A Dynamic Agency Theory of Investment and Managerial Replacement," KIER Working Papers 921, Kyoto University, Institute of Economic Research.
  122. Paul Glasserman, 2015. "Contagion in Financial Networks," Economics Series Working Papers 764, University of Oxford, Department of Economics.
  123. Ignazio Angeloni, 2009. "A Tale of Two Policies: Prudential Regulation and Monetary Policy with Fragile Banks," Working Papers 345, Bruegel.
  124. Josef Falkinger, 2014. "In search of economic reality under the veil of financial markets," ECON - Working Papers 154, Department of Economics - University of Zurich.
  125. Salih Fendoglu, 2016. "Credit cycles and macroprudential policy framework in emerging countries," BIS Papers chapters, in: Bank for International Settlements (ed.), Macroprudential policy, volume 86, pages 17-25 Bank for International Settlements.
  126. Malamud, Semyon & Malkhozov, Aytek, 2016. "Market Integration and Global Crashes," CEPR Discussion Papers 11468, C.E.P.R. Discussion Papers.
  127. Hugonnier, Julien & Prieto, Rodolfo, 2015. "Asset pricing with arbitrage activity," Journal of Financial Economics, Elsevier, vol. 115(2), pages 411-428.
  128. Larsson, Bo & Wijkander, Hans, 2015. "Dynamic Banking with Endogenous Risk Based Funding Cost: Value Maximization, Risk-taking, Responses to Regulation and Credit Contraction," Research Papers in Economics 2015:3, Stockholm University, Department of Economics.
  129. Ubilava, David, 2014. "On the Relationship between Financial Instability and Economic Performance: Stressing the Business of Nonlinear Modelling," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 170222, Agricultural and Applied Economics Association.
  130. Thakor, Anjan V., 2012. "Incentives to innovate and financial crises," Journal of Financial Economics, Elsevier, vol. 103(1), pages 130-148.
  131. Gabriele Galati & Richhild Moessner, 2014. "What do we know about the effects of macroprudential policy?," DNB Working Papers 440, Netherlands Central Bank, Research Department.
  132. Schleer, Frauke & Semmler, Willi & Illner, Julian, 2014. "Overleveraging in the banking sector: Evidence from Europe," ZEW Discussion Papers 14-066, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  133. Velauthapillai, Jeyakrishna, 2015. "Makroprudenzielle Regulierung – eine kurze Einführung und ein Überblick," EconStor Preprints 116781, ZBW - German National Library of Economics.
  134. Galip Kemal Ozhan, 2015. "Financial Intermediation, Resource Allocation, and Macroeconomic Interdependence," 2015 Papers poz71, Job Market Papers.
  135. Kim, Myeong Hyeon & Kim, Baeho, 2014. "Systematic cyclicality of systemic bubbles: Evidence from the U.S. commercial banking system," Journal of Macroeconomics, Elsevier, vol. 42(C), pages 281-297.
  136. Boyarchenko, Nina & Gupta, Pooja & Steele, Nick & Yen, Jacqueline, 2016. "Trends in credit market arbitrage," Staff Reports 784, Federal Reserve Bank of New York, revised 04 Jul 2016.
  137. Jaroslav Borovička & Lars Peter Hansen, 2016. "Term Structure of Uncertainty in the Macroeconomy," NBER Working Papers 22364, National Bureau of Economic Research, Inc.
  138. Donal Smith, 2016. "The International Impact of Financial Shocks: A Global VAR and Connectedness Measures Approach," Discussion Papers 16/07, Department of Economics, University of York.
  139. Denis Gorea, 2013. "Tax Avoidance, Welfare Transfers, and Asset Prices," 2013 Meeting Papers 1054, Society for Economic Dynamics.
  140. Bezemer, Dirk & Zhang, Lu, 2014. "How the credit cycle affects growth," Research Report 14026-GEM, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
  141. Gersbach, Hans & Rochet, Jean-Charles & Scheffel, Martin, 2015. "Financial Intermediation, Capital Accumulation, and Recovery," CEPR Discussion Papers 10964, C.E.P.R. Discussion Papers.
  142. R. S.J. Koijen & F. Koulischer & B. Nguyen & M. Yogo, 2016. "Quantitative Easing in the Euro Area: The Dynamics of Risk Exposures and the Impact on Asset Prices," Working papers 601, Banque de France.
  143. Giroud, Xavier & Mueller, Holger M, 2015. "Firm Leverage and Unemployment during the Great Recession," CEPR Discussion Papers 10539, C.E.P.R. Discussion Papers.
  144. John V. Duca & Lilit Popoyan & Susan M. Wachter, 2016. "Real Estate and the Great Crisis: Lessons for Macro-Prudential Policy," LEM Papers Series 2016/30, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
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