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Citations for "The External Finance Premium and the Macroeconomy: US post-WWII Evidence"

by Ferre De Graeve

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  1. Eleni Iliopulos & Thepthida Sopraseuth, 2013. "L'intermédiation financière dans l'analyse macroéconomique : le défi de la crise," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00821532, HAL.
  2. Yahong Zhang, 2011. "Financial Factors and Labour Market Fluctuations," Staff Working Papers 11-12, Bank of Canada.
  3. Hirakata, Naohisa & Sudo, Nao & Takei, Ikuo & Ueda, Kozo, 2016. "Japan's financial crises and lost decades," Japan and the World Economy, Elsevier, vol. 40(C), pages 31-46.
  4. Carlstrom, Charles T. & Fuerst, Timothy S. & Ortiz, Alberto & Paustian, Matthias, 2014. "Estimating contract indexation in a Financial Accelerator Model," Journal of Economic Dynamics and Control, Elsevier, vol. 46(C), pages 130-149.
  5. Altavilla, Carlo & Canova, Fabio & Ciccarelli, Matteo, 2016. "Mending the broken link: heterogeneous bank lending and monetary policy pass-through," CEPR Discussion Papers 11584, C.E.P.R. Discussion Papers.
  6. Prieto, Esteban & Eickmeier, Sandra & Marcellino, Massimiliano, 2013. "Time variation in macro-financial linkages," Discussion Papers 13/2013, Deutsche Bundesbank, Research Centre.
  7. Pierre-Richard Agénor & Koray Alper, 2009. "Monetary Shocks and Central Bank Liquidity with Credit Market Imperfections," Centre for Growth and Business Cycle Research Discussion Paper Series 120, Economics, The Univeristy of Manchester.
  8. Lawrence J. Christiano & Mathias Trabandt & Karl Walentin, 2010. "Introducing financial frictions and unemployment into a small open economy model," FRB Atlanta CQER Working Paper 2010-04, Federal Reserve Bank of Atlanta.
  9. JEAN-CHRISTOPHE POUTINEAU & GAUTHIER Vermandel, 2013. "Integration Bancaire Et Conjoncture Macroeconomique Dans Une Union Monetaire Heterogene: The Macroeconomic Consequences Of Banking Integration In An Heterogenous Monetary Union," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 56(3-4), pages 241-260.
  10. Agénor, Pierre-Richard & Bratsiotis, George J. & Pfajfar, Damjan, 2014. "Credit Frictions, Collateral, And The Cyclical Behavior Of The Finance Premium," Macroeconomic Dynamics, Cambridge University Press, vol. 18(05), pages 985-997, July.
  11. Frank Smets & Stefania Villa, 2016. "Slow recoveries: any role for corporate leverage?," BCAM Working Papers 1602, Birkbeck Centre for Applied Macroeconomics.
  12. Denis Beau & Christophe Cahn & Laurent Clerc & Benoît Mojon, 2014. "Macro-Prudential Policy and the Conduct of Monetary Policy," Central Banking, Analysis, and Economic Policies Book Series, in: Sofía Bauducco & Lawrence Christiano & Claudio Raddatz (ed.), Macroeconomic and Financial Stability: challenges for Monetary Policy, edition 1, volume 19, chapter 9, pages 273-314 Central Bank of Chile.
  13. Roberta Cardani & Alessia Paccagnini & Stefania Villa, 2015. "Forecasting with Instabilities: an Application to DSGE Models with Financial Frictions," Working Papers 201523, School of Economics, University College Dublin.
  14. repec:hal:psewpa:halshs-00744047 is not listed on IDEAS
  15. Merola, Rossana, 2014. "The role of financial frictions during the crisis: an estimated DSGE model," Dynare Working Papers 33, CEPREMAP.
  16. Gunes Kamber & Christoph Thoenissen, 2011. "The financial accelerator and monetary policy rules," CAMA Working Papers 2011-38, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  17. Marco Del Negro & Raiden B. Hasegawa & Frank Schorfheide, 2014. "Dynamic Prediction Pools: An Investigation of Financial Frictions and Forecasting Performance," NBER Working Papers 20575, National Bureau of Economic Research, Inc.
  18. Wieland, Volker & Afanasyeva, Elena & Kuete, Meguy & Yoo, Jinhyuk, 2016. "New methods for macro-financial model comparison and policy analysis," IMFS Working Paper Series 107, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
  19. Domenico Giannone & Francesca Monti & Lucrezia Reichlin, 2014. "Exploiting the monthly data-flow in structural forecasting," LSE Research Online Documents on Economics 57998, London School of Economics and Political Science, LSE Library.
  20. Roberto Motto & Massimo Rostagno & Lawrence J. Christiano, 2010. "Financial Factors in Economic Fluctuations," 2010 Meeting Papers 141, Society for Economic Dynamics.
  21. Kevin E. Beaubrun-Diant & Fabien Tripier, 2009. "The Credit Spread Cycle with Matching Friction," Working Papers hal-00430809, HAL.
  22. Naohisa Hirakata & Nao Sudo & Kozo Ueda, 2010. "Do Banking Shocks Matter for the U.S. Economy?," IMES Discussion Paper Series 10-E-13, Institute for Monetary and Economic Studies, Bank of Japan.
  23. Jean-Christophe Poutineau & Gauthier Vermandel, 2015. "Financial Frictions and the Extensive Margin of Activity," Working Papers halshs-01205497, HAL.
  24. Paolo Gelain & Marco Guerrazzi, 2010. "A DSGE Model from the Old Keynesian Economics: An Empirical Investigation," CDMA Working Paper Series 201014, Centre for Dynamic Macroeconomic Analysis.
  25. Nan-Kuang Chen & Han-Liang Cheng & Ching-Sheng Mao, 2011. "House Price, Mortgage Premium, and Business Fluctuations," Working Papers 192011, Hong Kong Institute for Monetary Research.
  26. Rychalovska, Yuliya, 2016. "The implications of financial frictions and imperfect knowledge in the estimated DSGE model of the U.S. economy," Journal of Economic Dynamics and Control, Elsevier, vol. 73(C), pages 259-282.
  27. Marco Del Negro & Marc P. Giannoni & Frank Schorfheide, 2015. "Inflation in the Great Recession and New Keynesian Models," American Economic Journal: Macroeconomics, American Economic Association, vol. 7(1), pages 168-196, January.
  28. Villa, Stefania, 2016. "Financial Frictions In The Euro Area And The United States: A Bayesian Assessment," Macroeconomic Dynamics, Cambridge University Press, vol. 20(05), pages 1313-1340, July.
  29. 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.
  30. Shin-Ichi Nishiyama, 2011. "How Important are Financial Shocks for the Canadian Business Cycle?," TERG Discussion Papers 276, Graduate School of Economics and Management, Tohoku University.
  31. Villa, Stefania, 2013. "Financial frictions in the euro area: a Bayesian assessment," Working Paper Series 1521, European Central Bank.
  32. Paolo Angelini & Andrea Enria & Stefano Neri & Fabio Panetta & Mario Quagliariello, 2010. "Pro-cyclicality of capital regulation: is it a problem? How to fix it?," Questioni di Economia e Finanza (Occasional Papers) 74, Bank of Italy, Economic Research and International Relations Area.
  33. Jess Benhabib & Pengfei Wang, 2012. "Financial Constraints, Endogenous Markups, and Self-fulfilling Equilibria," NBER Working Papers 18074, National Bureau of Economic Research, Inc.
  34. Ali Dib, 2010. "Banks, Credit Market Frictions, and Business Cycles," Staff Working Papers 10-24, Bank of Canada.
  35. Lindé, Jesper & Smets, Frank & Wouters, Rafael, 2016. "Challenges for Central Banks' Macro Models," CEPR Discussion Papers 11405, C.E.P.R. Discussion Papers.
  36. Wieland, Volker & Cwik, Tobias & Müller, Gernot J. & Schmidt, Sebastian & Wolters, Maik, 2012. "A new comparative approach to macroeconomic modeling and policy analysis," Journal of Economic Behavior & Organization, Elsevier, vol. 83(3), pages 523-541.
  37. Rossana Merola, 2013. "The role of financial frictions in the 2007-2008 crisis: an estimated DSGE model," Working Papers Department of Economics 2013/08, ISEG - School of Economics and Management, Department of Economics, University of Lisbon.
  38. Samad Sarferaz & Francesco Furlanetto & Francesco Furlanetto, 2014. "Identification of Financial Factors in Economic Fluctuations," KOF Working papers 14-364, KOF Swiss Economic Institute, ETH Zurich.
  39. John B. Taylor & Volker Wieland, 2012. "Surprising Comparative Properties of Monetary Models: Results from a New Model Database," The Review of Economics and Statistics, MIT Press, vol. 94(3), pages 800-816, August.
  40. Chadha, J.S. & Corrado, L. & Holly, S., 2008. "Reconnecting Money to Inflation: The Role of the External Finance Premium," Cambridge Working Papers in Economics 0852, Faculty of Economics, University of Cambridge.
  41. Mumtaz, Haroon & Zanetti, Francesco, 2016. "The Effect Of Labor And Financial Frictions On Aggregate Fluctuations," Macroeconomic Dynamics, Cambridge University Press, vol. 20(01), pages 313-341, January.
  42. Nolan, Charles & Thoenissen, Christoph, 2009. "Financial shocks and the US business cycle," Journal of Monetary Economics, Elsevier, vol. 56(4), pages 596-604, May.
  43. Sanjay Chugh, 2016. "Firm Risk and Leverage-Based Business Cycles," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 20, pages 111-131, April.
  44. Emmanuel De Veirman & Andrew Levin, 2011. "Cyclical changes in firm volatility," Reserve Bank of New Zealand Discussion Paper Series DP2011/06, Reserve Bank of New Zealand.
  45. Schmidt, Sebastian & Wieland, Volker, 2012. "The new keynesian approach to dynamic general equilibrium modeling: Models, methods, and macroeconomic policy evaluation," IMFS Working Paper Series 52, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
  46. Roberta Cardani & Alessia Paccagnini & Stefania Villa, 2015. "Forecasting in a DSGE Model with Banking Intermediation: Evidence from the US," Working Papers 292, University of Milano-Bicocca, Department of Economics, revised Feb 2015.
  47. Raymond Hawkins & Jeffrey Speakes & Dan Hamilton, 2015. "Monetary policy and PID control," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 10(1), pages 183-197, April.
  48. Sohei Kaihatsu & Takushi Kurozumi, 2010. "Sources of Business Fluctuations: Financial or Technology Shocks?," Bank of Japan Working Paper Series 10-E-12, Bank of Japan.
  49. Chugh, Sanjay K., 2013. "Costly external finance and labor market dynamics," Journal of Economic Dynamics and Control, Elsevier, vol. 37(12), pages 2882-2912.
  50. Kuang-Liang Chang & Nan-Kuang Chen & Charles Ka Yui Leung, 2016. "Losing Track of the Asset Markets: the Case of Housing and Stock," International Real Estate Review, Asian Real Estate Society, vol. 19(4), pages 435-492.
  51. Eijffinger, Sylvester C W & Grajales, Anderson & Uras, Rasim Burak, 2015. "Heterogeneity in Wage Setting Behavior in a New-Keynesian Model," CEPR Discussion Papers 10532, C.E.P.R. Discussion Papers.
  52. Majid Bazarbash, 2013. "Valuation of Collateral and Transaction Services," GSIA Working Papers 2014-E5, Carnegie Mellon University, Tepper School of Business.
  53. Kaihatsu, Sohei & Kurozumi, Takushi, 2014. "What caused Japan’s Great Stagnation in the 1990s? Evidence from an estimated DSGE model," Journal of the Japanese and International Economies, Elsevier, vol. 34(C), pages 217-235.
  54. Pekka Mannonen & Elias Oikarinen, 2013. "Risk premium, macroeconomics shocks, and information technology: An empirical analysis," Discussion Papers 84, Aboa Centre for Economics.
  55. Buchmann, Marco, 2011. "Corporate bond spreads and real activity in the euro area - Least Angle Regression forecasting and the probability of the recession," Working Paper Series 1286, European Central Bank.
  56. Cho, Sungjun, 2013. "New return anomalies and new-Keynesian ICAPM," International Review of Financial Analysis, Elsevier, vol. 29(C), pages 87-106.
  57. Meeks, Roland, 2012. "Do credit market shocks drive output fluctuations? Evidence from corporate spreads and defaults," Journal of Economic Dynamics and Control, Elsevier, vol. 36(4), pages 568-584.
  58. Yahong Zhang, 2013. "Unemployment Fluctuations in a Small Open-Economy Model with Segmented Labour Markets: The Case of Canada," Staff Working Papers 13-40, Bank of Canada.
  59. Jean-Christophe Poutineau & Gauthier Vermandel, 2015. "Cross-border banking flows spillovers in the Eurozone: Evidence from an estimated DSGE model," Post-Print halshs-01082798, HAL.
  60. Krylova, Elizaveta, 2016. "Leading indicator properties of corporate bond spreads, excess bond premia and lending spreads in the euro area," Working Paper Series 1911, European Central Bank.
  61. Roland Meeks, 2009. "Credit market shocks: evidence from corporate spreads and defaults," Working Papers 0906, Federal Reserve Bank of Dallas.
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