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Citations for "A Macroeconomic Model with a Financial Sector"

by Yuliy Sannikov & Markus Brunnermeier

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  1. 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.).
  2. Itamar Drechsler & Alexi Savov & Philipp Schnabl, 2016. "The Deposits Channel of Monetary Policy," NBER Working Papers 22152, National Bureau of Economic Research, Inc.
  3. 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.
  4. Brzoza-Brzezina, Michał & Kolasa, Marcin & Makarski, Krzysztof, 2015. "A penalty function approach to occasionally binding credit constraints," Economic Modelling, Elsevier, vol. 51(C), pages 315-327.
  5. 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.
  6. Vincenzo Quadrini, 2011. "Financial frictions in macroeconomic fluctations," Economic Quarterly, Federal Reserve Bank of Richmond, issue 3Q, pages 209-254.
  7. 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.
  8. 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.
  9. Thakor, Anjan V., 2012. "Incentives to innovate and financial crises," Journal of Financial Economics, Elsevier, vol. 103(1), pages 130-148.
  10. Radde, Sören, 2015. "Flight to liquidity and the Great Recession," Journal of Banking & Finance, Elsevier, vol. 54(C), pages 192-207.
  11. 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.
  12. Sam Langfield & Marco Pagano, 2016. "Bank bias in Europe: effects on systemic risk and growth," Economic Policy, CEPR;CES;MSH, vol. 31(85), pages 51-106.
  13. 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.
  14. Venky Venkateswaran & Laura Veldkamp & Julian Kozlowski, 2015. "The Tail that Wags the Economy: Belief-Driven Business Cycles and Persistent Stagnation," 2015 Meeting Papers 800, Society for Economic Dynamics.
  15. Elenev, Vadim & Landvoigt, Tim & Van Nieuwerburgh, Stijn, 2016. "Phasing out the GSEs," Journal of Monetary Economics, Elsevier, vol. 81(C), pages 111-132.
  16. Caiani, Alessandro & Godin, Antoine & Caverzasi, Eugenio & Gallegati, Mauro & Kinsella, Stephen & Stiglitz, Joseph E., 2016. "Agent based-stock flow consistent macroeconomics: Towards a benchmark model," Journal of Economic Dynamics and Control, Elsevier, vol. 69(C), pages 375-408.
  17. 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.
  18. Marco Bassetto & Marco Cagetti & Mariacristina De Nardi, 2015. "Credit Crunches and Credit Allocation in a Model of Entrepreneurship," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 18(1), pages 53-76, January.
  19. Markus K. Brunnermeier & Gary Gorton & Arvind Krishnamurthy, 2012. "Risk Topography," NBER Macroeconomics Annual, University of Chicago Press, vol. 26(1), pages 149-176.
    • 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.
  20. Schleer, Frauke & Semmler, Willi, 2015. "Financial sector and output dynamics in the euro area: Non-linearities reconsidered," Journal of Macroeconomics, Elsevier, vol. 46(C), pages 235-263.
  21. Adrian, Tobias & Liang, Nellie, 2016. "Monetary Policy, Financial Conditions, and Financial Stability," CEPR Discussion Papers 11394, C.E.P.R. Discussion Papers.
  22. repec:fip:fedreq:y:2011:i:3q:p:209-254:n:vol.97no.3 is not listed on IDEAS
  23. 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.
  24. 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.
  25. Denis Gromb & Dimitri Vayanos, 2015. "The Dynamics of Financially Constrained Arbitrage," NBER Working Papers 20968, National Bureau of Economic Research, Inc.
  26. Maffezzoli, Marco & Monacelli, Tommaso, 2015. "Deleverage and Financial Fragility," CEPR Discussion Papers 10531, C.E.P.R. Discussion Papers.
  27. Yuliy Sannikov & Markus Brunnermeier, 2012. "The I Theory of Money," 2012 Meeting Papers 411, Society for Economic Dynamics.
  28. Robert Ulbricht & Ludwig Straub, 2015. "Endogenous Uncertainty and Credit Crunches," 2015 Meeting Papers 199, Society for Economic Dynamics.
  29. 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.
  30. Angeloni, Ignazio & Faia, Ester & Lo Duca, Marco, 2015. "Monetary policy and risk taking," Journal of Economic Dynamics and Control, Elsevier, vol. 52(C), pages 285-307.
  31. 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.
  32. Velauthapillai, Jeyakrishna, 2015. "Makroprudenzielle Regulierung – eine kurze Einführung und ein Überblick," EconStor Preprints 116781, ZBW - German National Library of Economics.
  33. Toni Ahnert & Ali Kakhbod, 2014. "Information, Amplification and Financial Crisis," Staff Working Papers 14-30, Bank of Canada.
  34. 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.
  35. 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.
  36. 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.
  37. 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.
  38. 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.
  39. Malherbe, Frederic, 2015. "Optimal capital requirements over the business and financial cycles," Working Paper Series 1830, European Central Bank.
  40. Del Negro, Marco & Hasegawa, Raiden B. & Schorfheide, Frank, 2016. "Dynamic prediction pools: An investigation of financial frictions and forecasting performance," Journal of Econometrics, Elsevier, vol. 192(2), pages 391-405.
  41. Matteo Maggiori, 2012. "Financial Intermediation, International Risk Sharing, and Reserve Currencies," 2012 Meeting Papers 146, Society for Economic Dynamics.
  42. Angeloni, Ignazio & Faia, Ester & Winkler, Roland, 2014. "Exit strategies," European Economic Review, Elsevier, vol. 70(C), pages 231-257.
  43. Mark Gertler & Nobuhiro Kiyotaki, 2015. "Banking, Liquidity, and Bank Runs in an Infinite Horizon Economy," American Economic Review, American Economic Association, vol. 105(7), pages 2011-2043, July.
  44. Adrian, Tobias & Brunnermeier, Markus K., 2008. "CoVaR," Staff Reports 348, Federal Reserve Bank of New York, revised 01 Sep 2014.
    • Tobias Adrian & Markus K. Brunnermeier, 2011. "CoVaR," NBER Working Papers 17454, National Bureau of Economic Research, Inc.
  45. Hamed Ghiaie, 2017. "Credit Crunch On Financial Intermediary Abstract This paper details a speculative account of a DSGE model with housing and borrowing constrained intermediary agents where the economy is under the stai," THEMA Working Papers 2017-09, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  46. Klimenko, Nataliya & Pfeil, Sebastian & Rochet, Jean-Charles, 2017. "A simple macroeconomic model with extreme financial frictions," Journal of Mathematical Economics, Elsevier, vol. 68(C), pages 92-102.
  47. Gersbach, Hans & Rochet, Jean-Charles & Scheffel, Martin, 2015. "Taking Banks to Solow," CEPR Discussion Papers 10439, C.E.P.R. Discussion Papers.
  48. Lindé, Jesper & Smets, Frank & Wouters, Rafael, 2016. "Challenges for Central Banks' Macro Models," CEPR Discussion Papers 11405, C.E.P.R. Discussion Papers.
  49. Metiu, Norbert & Hilberg, Björn & Grill, Michael, 2016. "Credit constraints and the international propagation of US financial shocks," Journal of Banking & Finance, Elsevier, vol. 72(C), pages 67-80.
  50. 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.
  51. Muellbauer, John, 2016. "Macroeconomics and Consumption," CEPR Discussion Papers 11588, C.E.P.R. Discussion Papers.
  52. Brunnermeier, Markus K. & Oehmke, Martin, 2013. "Bubbles, Financial Crises, and Systemic Risk," Handbook of the Economics of Finance, Elsevier.
  53. 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.
  54. Tobias Adrian & Daniel M. Covitz & J. Nellie Liang, 2013. "Financial stability monitoring," Finance and Economics Discussion Series 2013-21, Board of Governors of the Federal Reserve System (U.S.).
  55. Jon Danielsson & Marcela Valenzuela & Ilknur Zer, 2016. "Learning from history: volatility and financial crises," LSE Research Online Documents on Economics 66046, London School of Economics and Political Science, LSE Library.
  56. 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.
  57. 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.
  58. 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.
  59. 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.
  60. Amir Sufi, 2012. "Commentary: redistributive monetary policy," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 385-396.
  61. Galip Kemal Ozhan, 2015. "Financial Intermediation, Resource Allocation, and Macroeconomic Interdependence," 2015 Papers poz71, Job Market Papers.
  62. Tamim Bayoumi & Giovanni Dell'Ariccia & Karl F Habermeier & Tommaso Mancini Griffoli & Fabian Valencia, 2014. "Monetary Policy in the New Normal," IMF Staff Discussion Notes 14/3, International Monetary Fund.
  63. Ignazio Angeloni, 2009. "A Tale of Two Policies: Prudential Regulation and Monetary Policy with Fragile Banks," Working Papers 345, Bruegel.
  64. Danielsson, Jon & James, Kevin R. & Valenzuela, Marcela & Zer, Ilknur, 2016. "Model risk of risk models," Journal of Financial Stability, Elsevier, vol. 23(C), pages 79-91.
  65. 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.
  66. Jordà, Òscar & Richter, Björn & Schularick, Moritz & Taylor, Alan M., 2017. "Bank Capital Redux: Solvency, Liquidity, and Crisis," CEPR Discussion Papers 11934, C.E.P.R. Discussion Papers.
  67. Roel Beetsma & Siert Vos & Christiaan Wanningen, 2017. "Systemic Aspects of Pension Funds and the Role of Supervision," CESifo Forum, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 17(4), pages 54-67, 01.
  68. 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.
  69. Mazzocchetti, Andrea & Raberto, Marco & Teglio, Andrea & Cincotti, Silvano, 2017. "Securitisation and Business Cycle: An Agent-Based Perspective," MPRA Paper 76760, University Library of Munich, Germany.
  70. Daniel L. Greenwald & Martin Lettau & Sydney C. Ludvigson, 2014. "Origins of Stock Market Fluctuations," NBER Working Papers 19818, National Bureau of Economic Research, Inc.
  71. Miao, Jianjun & Wang, Pengfei, 2015. "Banking bubbles and financial crises," Journal of Economic Theory, Elsevier, vol. 157(C), pages 763-792.
  72. Antonio Bianco, 2015. "Shadow banking, relationship banking, and the economics of depression," PSL Quarterly Review, Economia civile, vol. 68(275), pages 297-326.
  73. 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.
  74. Oriol Carreras & E Philip Davis & Rebecca Piggott, 2016. "Macroprudential tools, transmission and modelling," NIESR Discussion Papers 470, National Institute of Economic and Social Research.
  75. Denis Gorea, 2013. "Tax Avoidance, Welfare Transfers, and Asset Prices," 2013 Meeting Papers 1054, Society for Economic Dynamics.
  76. 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.
  77. Cuong Le Van & Ngoc-Sang Pham, 2016. "Intertemporal equilibrium with financial asset and physical capital," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 62(1), pages 155-199, June.
  78. 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.).
  79. 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.
  80. Caterina Mendicino & Kalin Nikolov & Javier Suarez & Dominik Supera, 2016. "Optimal Dynamic Capital Requirements," Working Papers wp2016_1614, CEMFI.
  81. Piergiorgio Alessandri & Haroon Mumtaz, 2017. "Financial conditions and density forecasts for US output and inflation," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 24, pages 66-78, March.
  82. Galip Kemal Ozhan, 2016. "Financial intermediation, resource allocation, and macroeconomic interdependence," ESRB Working Paper Series 28, European Systemic Risk Board.
  83. Claire-Océane Chevallier, 2017. "Empirical Investigation of the Effect of Bank Long Term Debt on Loans and Output in the Euro-zone," CREA Discussion Paper Series 17-04, Center for Research in Economic Analysis, University of Luxembourg.
  84. Hubrich, Kirstin & Tetlow, Robert J., 2015. "Financial stress and economic dynamics: The transmission of crises," Journal of Monetary Economics, Elsevier, vol. 70(C), pages 100-115.
  85. 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.
  86. 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.
  87. 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.
  88. Proaño, Christian R. & Schoder, Christian & Semmler, Willi, 2014. "Financial stress, sovereign debt and economic activity in industrialized countries: Evidence from dynamic threshold regressions," Journal of International Money and Finance, Elsevier, vol. 45(C), pages 17-37.
  89. Alan Moreira & Alexi Savov, 2014. "The Macroeconomics of Shadow Banking," NBER Working Papers 20335, National Bureau of Economic Research, Inc.
  90. Dressler, Scott J. & Kersting, Erasmus K., 2015. "Excess reserves and economic activity," Journal of Economic Dynamics and Control, Elsevier, vol. 52(C), pages 17-31.
  91. Hélène Rey, 2016. "International Channels of Transmission of Monetary Policy and the Mundellian Trilemma," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 64(1), pages 6-35, May.
  92. Larin, Benjamin, 2016. "Bubble-driven business cycles," Working Papers 143, University of Leipzig, Faculty of Economics and Management Science.
  93. Schoenmaker, Dirk & Wierts, Peter, 2015. "Regulating the financial cycle: An integrated approach with a leverage ratio," Economics Letters, Elsevier, vol. 136(C), pages 70-72.
  94. Giroud, Xavier & Mueller, Holger M, 2015. "Firm Leverage and Unemployment during the Great Recession," CEPR Discussion Papers 10539, C.E.P.R. Discussion Papers.
  95. 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.).
  96. Stéphane Moyen & Josef Schroth, 2017. "Optimal Capital Regulation," Staff Working Papers 17-6, Bank of Canada.
  97. 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.
  98. Adrian, Tobias & Boyarchenko, Nina & Giannone, Domenico, 2016. "Vulnerable Growth," CEPR Discussion Papers 11583, C.E.P.R. Discussion Papers.
  99. 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.
  100. 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.
  101. 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.
  102. Itai Agur & Maria Demertzis, 2015. "Will Macroprudential Policy Counteract Monetary Policy’s Effects on Financial Stability?," IMF Working Papers 15/283, .
  103. Goldberg, Andrew & Romalis, John, 2015. "Public Debt and Growth in U.S. States," Working Papers 2015-10, University of Sydney, School of Economics.
  104. 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.
  105. 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.
  106. Kara, Alper & Marques-Ibanez, David & Ongena, Steven, 2015. "Securitization and Credit Quality," International Finance Discussion Papers 1148, Board of Governors of the Federal Reserve System (U.S.).
  107. Malamud, Semyon & Malkhozov, Aytek, 2016. "Market Integration and Global Crashes," CEPR Discussion Papers 11468, C.E.P.R. Discussion Papers.
  108. Jaroslav Borovička & Lars Peter Hansen, 2016. "Term Structure of Uncertainty in the Macroeconomy," NBER Working Papers 22364, National Bureau of Economic Research, Inc.
  109. Xavier Giroud & Holger M. Mueller, 2017. "Firm Leverage, Consumer Demand, and Employment Losses during the Great Recession," Working Papers 17-01, Center for Economic Studies, U.S. Census Bureau.
  110. 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.
  111. Matteo Iacoviello, 2015. "Financial Business Cycles," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 18(1), pages 140-164, January.
  112. Legroux, Vincent & Rahmouni-Rousseau, Imène & Szczerbowicz, Urszula & Valla, Natacha, 2017. "Stabilising virtues of central banks: (re)matching bank liquidity," EIB Working Papers 2017/01, European Investment Bank (EIB).
  113. 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.
  114. 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.
  115. 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.
  116. Esteban Gómez & Angélica Lizarazo & Juan Carlos Mendoza & Andrés Murcia, 2017. "Evaluating the Impact of Macroprudential Policies in Colombia's Credit Growth," Borradores de Economia 980, Banco de la Republica de Colombia.
  117. Bianco, Antonio, 2015. "Relationship Banking, Shadow Banking, and the Economics of Depression," MPRA Paper 65849, University Library of Munich, Germany.
  118. 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.
  119. Gersbach, Hans & Rochet, Jean-Charles & Scheffel, Martin, 2015. "Financial Intermediation, Capital Accumulation, and Recovery," CEPR Discussion Papers 10964, C.E.P.R. Discussion Papers.
  120. Dow, James & Han, Jungsuk, 2015. "Contractual incompleteness, limited liability and asset price bubbles," Journal of Financial Economics, Elsevier, vol. 116(2), pages 383-409.
  121. Borio, Claudio, 2014. "The financial cycle and macroeconomics: What have we learnt?," Journal of Banking & Finance, Elsevier, vol. 45(C), pages 182-198.
  122. Jeroen Rozendaal & Yannick Malevergne & Didier Sornette, 2015. "Macroeconomic Dynamics of Assets, Leverage and Trust," Papers 1512.03618, arXiv.org.
  123. 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.
  124. Carlstrom, Charles T. & Fuerst, Timothy S., 2015. "Macro Credit Policy and the Financial Accelerator," Working Paper 1531, Federal Reserve Bank of Cleveland.
  125. Zhang, Ally Quan, 2016. "Arbitrage with Production, Collateral Constraint and Heterogeneous Belief," Annual Conference 2016 (Augsburg): Demographic Change 145539, Verein für Socialpolitik / German Economic Association.
  126. 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.
  127. 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.
  128. Adrian, Tobias & Crump, Richard K. & Vogt, Erik, 2015. "Nonlinearity and flight to safety in the risk-return trade-off for stocks and bonds," Staff Reports 723, Federal Reserve Bank of New York, revised 01 May 2016.
  129. LG Deidda & J.E. Galdon-Sanchez & M. Casares, 2016. "Loan production and monetary policy," Working Paper CRENoS 201612, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
  130. Valencia, Fabián, 2014. "Monetary policy, bank leverage, and financial stability," Journal of Economic Dynamics and Control, Elsevier, vol. 47(C), pages 20-38.
  131. 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.
  132. Hugonnier, Julien & Prieto, Rodolfo, 2015. "Asset pricing with arbitrage activity," Journal of Financial Economics, Elsevier, vol. 115(2), pages 411-428.
  133. 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.
  134. Gabriele Galati & Richhild Moessner, 2014. "What do we know about the effects of macroprudential policy?," DNB Working Papers 440, Netherlands Central Bank, Research Department.
  135. Mark Gertler & Nobuhiro Kiyotaki & Andrea Prestipino, 2016. "Anticipated Banking Panics," American Economic Review, American Economic Association, vol. 106(5), pages 554-559, May.
  136. James D. Hamilton, 2013. "Off-Balance-Sheet Federal Liabilities," NBER Working Papers 19253, National Bureau of Economic Research, Inc.
  137. Pablo Herrera & Javier García Fronti, 2014. "Impacto del crédito gubernamental en el sistema financiero," REVISTA FINANZAS Y POLÍTICA ECONÓMICA, UNIVERSIDAD CATOLICA DE COLOMBIA, September.
  138. Luigi Bocola, 2016. "The Pass-Through of Sovereign Risk," Journal of Political Economy, University of Chicago Press, vol. 124(4), pages 879-926.
  139. 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.
  140. Zhang, Lu & Uluc, Arzu & Bezemer, Dirk, 2017. "Did pre-crisis mortgage lending limit post-crisis corporate lending? Evidence from UK bank balance sheets," Bank of England working papers 651, Bank of England.
  141. Juliane Begenau, 2015. "Capital Requirements, Risk Choice, and Liquidity Provision in a Business Cycle Model," 2015 Meeting Papers 687, Society for Economic Dynamics.
  142. David Marques†Ibanez, 2016. "Securitization and Credit Quality," IMF Working Papers 16/221, .
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This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.