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Citations for "Credit Cycles"

by Kiyotaki, Nobuhiro & Moore, John

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  1. Halldin, Torbjörn, 2012. "External finance, collateralizable assets and export market entry," Working Paper Series in Economics and Institutions of Innovation 268, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
  2. Giovanni Lombardo & Luca Dedola, 2010. "Financial Frictions, Financial Integration and the International Propagation of Shocks," 2010 Meeting Papers 288, Society for Economic Dynamics.
  3. Cordoba, Juan Carlos, 2010. "US Inequality: Debt Constraints or Incomplete Asset Markets?," Staff General Research Papers 32120, Iowa State University, Department of Economics.
  4. 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.
  5. Cook, Douglas O. & Tang, Tian, 2010. "Macroeconomic conditions and capital structure adjustment speed," Journal of Corporate Finance, Elsevier, vol. 16(1), pages 73-87, February.
  6. Huang, Daisy J. & Leung, Charles K. & Qu, Baozhi, 2015. "Do bank loans and local amenities explain Chinese urban house prices?," MPRA Paper 62853, University Library of Munich, Germany.
  7. Jose L Wynne, 2001. "Financial Frictions in Business Cycles, Trade and Growth," Levine's Working Paper Archive 625018000000000127, David K. Levine.
  8. Herrala, Risto & Turk Ariss, Rima, 2012. "Credit conditions and firm investment: Evidence from the MENA region," BOFIT Discussion Papers 29/2012, Bank of Finland, Institute for Economies in Transition.
  9. Michael M. Hutchison & Ilan Noy, . "Sudden Stops and the Mexican Wave: Currency Crises, Capital Flow Reversals and Output Loss in Emerging Markets," EPRU Working Paper Series 02-12, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
  10. Vincenzo Quadrini & Fabrizio Perri, 2011. "International Recessions," 2011 Meeting Papers 123, Society for Economic Dynamics.
  11. Bougheas, Spiros, 2007. "Imperfect capital markets, income distribution and the choice of external finance: A financial equilibrium approach," The Quarterly Review of Economics and Finance, Elsevier, vol. 47(4), pages 507-520, September.
  12. Pei Kuang, 2014. "A Model of Housing and Credit Cycles with Imperfect Market Knowledge," Discussion Papers 14-07, Department of Economics, University of Birmingham.
  13. Detragiache, Enrica & Gupta, Poonam, 2006. "Foreign banks in emerging market crises: Evidence from Malaysia," Journal of Financial Stability, Elsevier, vol. 2(3), pages 217-242, October.
  14. Amable, Bruno & Jean-Bernard Chatelain & Kirsten RALF, 2002. "Credit Rationing, Profit Accumulation and Economic Growth," Royal Economic Society Annual Conference 2002 5, Royal Economic Society.
  15. Claudio Borio & Haibin Zhu, 2008. "Capital regulation, risk-taking and monetary policy: a missing link in the transmission mechanism?," BIS Working Papers 268, Bank for International Settlements.
  16. Chakrabarty, Debajyoti, 2002. "Growth and business cycles with imperfect credit markets," ZEI Working Papers B 29A-2002, ZEI - Center for European Integration Studies, University of Bonn.
  17. Cooley, Thomas F & Marimon, Ramon & Quadrini, Vincenzo, 2004. "Aggregate Consequences of Limited Contract Enforceability," CEPR Discussion Papers 4173, C.E.P.R. Discussion Papers.
  18. Dimitri Vayanos & Jiang Wang, 2012. "Market Liquidity - Theory and Empirical Evidence," FMG Discussion Papers dp709, Financial Markets Group.
  19. Choi, Woon Gyu & Cook, David, 2004. "Liability dollarization and the bank balance sheet channel," Journal of International Economics, Elsevier, vol. 64(2), pages 247-275, December.
  20. Lee, Sang Yoon Tim, 2012. "Entrepreneurs, Managers and Inequality," Working Papers 12-15, University of Mannheim, Department of Economics.
  21. Frantisek Brazdik & Michal Hlavacek & Ales Marsal, 2011. "Survey of Research on Financial Sector Modeling within DSGE Models: What Central Banks Can Learn from It," Research and Policy Notes 2011/03, Czech National Bank, Research Department.
  22. Andrew Feltenstein & Maral Shamloo, 2013. "Tax reform, the informal economy, and bank financing of capital formation," International Tax and Public Finance, Springer, vol. 20(1), pages 1-28, February.
  23. repec:hal:wpaper:halshs-00590788 is not listed on IDEAS
  24. Giri, Federico, 2014. "Does interbank market matter for business cycle fluctuation? An estimated DSGE model with financial frictions for the Euro area," FinMaP-Working Papers 27, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
  25. Marco Bassetto & Marco Cagetti & Mariacristina De Nardi, 2013. "Credit crunches and credit allocation in a model of entrepreneurship," Working Paper Series WP-2013-06, Federal Reserve Bank of Chicago.
  26. Christopher Kent & Patrick D'Arcy, 2001. "Cyclical prudence - credit cycles in Australia," BIS Papers chapters, in: Bank for International Settlements (ed.), Marrying the macro- and micro-prudential dimensions of financial stability, volume 1, pages 58-90 Bank for International Settlements.
  27. Quader, Manzur & Taylor, Karl, 2014. "Corporate Efficiency, Credit Status and Investment," IZA Discussion Papers 8285, Institute for the Study of Labor (IZA).
  28. Simon Gilchrist & Vladimir Yankov & Egon Zakrajsek, 2009. "Credit Market Shocks and Economic Fluctuations: Evidence from Corporate Bond and Stock Markets," NBER Working Papers 14863, National Bureau of Economic Research, Inc.
  29. Marzie Taheri Sanjani, 2014. "Financial Frictions and Sources of Business Cycle," IMF Working Papers 14/194, International Monetary Fund.
  30. Carranza, Luis & Galdon-Sanchez, Jose E., 2004. "Financial intermediation, variability and the development process," Journal of Development Economics, Elsevier, vol. 73(1), pages 27-54, February.
  31. Menzie D. Chinn & Kenneth M. Kletzer, 2000. "International Capital Inflows, Domestic Financial Intermediation and Financial Crises under Imperfect Information," NBER Working Papers 7902, National Bureau of Economic Research, Inc.
  32. Caterina Mendicino, 2006. "Credit Market and Macroeconomic Volatility," 2006 Meeting Papers 317, Society for Economic Dynamics.
  33. Chatelain, J.-B., 2001. "Mark-up and Capital Structure of the Firm facing Uncertainty," Working papers 84, Banque de France.
  34. Erwan Quintin, 2012. "More punishment, less default?," Annals of Finance, Springer, vol. 8(4), pages 427-454, November.
  35. Michael M. Hutchison & Ilan Neuberger, . "How Bad Are Twins? Output Costs of Currency and Banking Crises," EPRU Working Paper Series 02-09, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
  36. Azariadis, Costas & Kaas, Leo, 2007. "Asset price fluctuations without aggregate shocks," Journal of Economic Theory, Elsevier, vol. 136(1), pages 126-143, September.
  37. Miguel Segoviano, 2006. "Conditional Probabilty of Default Methodolgy," FMG Discussion Papers dp558, Financial Markets Group.
  38. Michal Hlavacek & Ondrej Novotny & Marek Rusnak, 2014. "Office Property in Central European Countries," Occasional Publications - Chapters in Edited Volumes, in: CNB Financial Stability Report 2013/2014, chapter 0, pages 148-155 Czech National Bank, Research Department.
  39. Brueckner, Jan K. & Calem, Paul S. & Nakamura, Leonard I., 2012. "Subprime mortgages and the housing bubble," Journal of Urban Economics, Elsevier, vol. 71(2), pages 230-243.
  40. Pintus, P. A. & Suda, J., 2013. "Learning Leverage Shocks and the Great Recession," Working papers 440, Banque de France.
  41. Tobias Adrian & Daniel Covitz & Nellie Liang, 2013. "Financial stability monitoring," Finance and Economics Discussion Series 2013-21, Board of Governors of the Federal Reserve System (U.S.).
  42. 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.
  43. repec:hal:journl:halshs-00657047 is not listed on IDEAS
  44. Giovanni Dosi & Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini, 2012. "Income Distribution, Credit and Fiscal Policies in an Agent-Based Keynesian Model," Documents de Travail de l'OFCE 2012-06, Observatoire Francais des Conjonctures Economiques (OFCE).
  45. Calmès, Christian & Théoret, Raymond, 2014. "Bank systemic risk and macroeconomic shocks: Canadian and U.S. evidence," Journal of Banking & Finance, Elsevier, vol. 40(C), pages 388-402.
  46. Beck, Thorsten & Lundberg, Mattias & Majnoni, Giovanni, 2006. "Financial intermediary development and growth volatility: Do intermediaries dampen or magnify shocks?," Journal of International Money and Finance, Elsevier, vol. 25(7), pages 1146-1167, November.
  47. Gongpil Choi, 2001. "Structural changes and the scope of inflation targeting in Korea," Pacific Basin Working Paper Series 2001-05, Federal Reserve Bank of San Francisco.
  48. de Bandt, Olivier & Hartmann, Philipp, 2000. "Systemic Risk: A Survey," CEPR Discussion Papers 2634, C.E.P.R. Discussion Papers.
  49. Millard, Stephen & Nicolae, Anamaria, 2014. "The effect of the financial crisis on TFP growth: a general equilibrium approach," Bank of England working papers 502, Bank of England.
  50. Díaz, Julián P., 2012. "Can enforcement constraints explain the patterns of capital flows after financial liberalizations?," Journal of International Money and Finance, Elsevier, vol. 31(5), pages 1180-1194.
  51. Branch, William A. & Petrosky-Nadeau, Nicolas & Rocheteau, Guillaume, 2014. "Financial frictions, the housing market, and unemployment," Working Paper Series 2014-26, Federal Reserve Bank of San Francisco.
  52. Pengfei Wang & Yi Wen & Zhiwei Xu, 2012. "Two-way capital flows and global imbalances: a neoclassical approach," Working Papers 2012-016, Federal Reserve Bank of St. Louis.
  53. Galina Hale & Carlos Arteta, 2007. "Currency crises and foreign credit in emerging markets: credit crunch or demand effect?," Working Paper Series 2007-02, Federal Reserve Bank of San Francisco.
  54. Serguei Chervachidze & William Wheaton, 2013. "What Determined the Great Cap Rate Compression of 2000–2007, and the Dramatic Reversal During the 2008–2009 Financial Crisis?," The Journal of Real Estate Finance and Economics, Springer, vol. 46(2), pages 208-231, February.
  55. Alistair Milne, 2009. "Macroprudential policy: what can it achieve?," Oxford Review of Economic Policy, Oxford University Press, vol. 25(4), pages 608-629, Winter.
  56. Nicolas Petrosky-Nadeau & Etienne Wasmer, 2013. "The Cyclical Volatility of Labor Markets under Frictional Financial Markets," American Economic Journal: Macroeconomics, American Economic Association, vol. 5(1), pages 193-221, January.
  57. Yan Bai & Jing Zhang & Cristina Arellano, 2009. "Firm Dynamics and Financial Development," 2009 Meeting Papers 152, Society for Economic Dynamics.
  58. Assenza, T. & Delli Gatti, D., 2013. "An Intertemporal Greenwald-Stiglitz," CeNDEF Working Papers 13-06, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  59. Itamar Drechsler & Alexi Savov & Philipp Schnabl, 2014. "A Model of Monetary Policy and Risk Premia," NBER Working Papers 20141, National Bureau of Economic Research, Inc.
  60. Priestley, Richard, 2001. "Time-varying persistence in expected returns," Journal of Banking & Finance, Elsevier, vol. 25(7), pages 1271-1286, July.
  61. Daiki Asanuma, 2013. "Lending attitude as a financial accelerator in a credit network economy," Journal of Economic Interaction and Coordination, Springer, vol. 8(2), pages 231-247, October.
  62. Fender, John, 2005. "Self employment, education and credit constraints: A model of interdependent credit rationing decisions," Journal of Macroeconomics, Elsevier, vol. 27(1), pages 31-51, March.
  63. Beck, Thorsten & Degryse, Hans & Kneer, Christiane, 2014. "Is more finance better? Disentangling intermediation and size effects of financial systems," Journal of Financial Stability, Elsevier, vol. 10(C), pages 50-64.
  64. Andrew G. Atkeson & Andrea L. Eisfeldt & Pierre-Olivier Weill, 2013. "Measuring the Financial Soundness of U.S. Firms, 1926-2012," NBER Working Papers 19204, National Bureau of Economic Research, Inc.
  65. Percic Stanislav & Apostoaie Constantin-Marius & Chirlesan Dan, 2013. "A Tale Of Two Cycles In Developing And Advanced Economies: A Country Case Study Comparison," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(2), pages 440-450, December.
  66. Anton Korinek & Enrique G. Mendoza, 2013. "From Sudden Stops to Fisherian Deflation: Quantitative Theory and Policy Implications," NBER Working Papers 19362, National Bureau of Economic Research, Inc.
  67. Jeong-Joon Lee, 2007. "The Adjusted Solow Residual and Asset Returns," Eastern Economic Journal, Eastern Economic Association, vol. 33(2), pages 231-255, Spring.
  68. Narayana R. Kocherlakota, 2006. "Injecting Rational Bubbles," Levine's Bibliography 122247000000000905, UCLA Department of Economics.
  69. Güneş Kamber & Christoph Thoenissen, 2013. "Financial Exposure and the International Transmission of Financial Shocks," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(s2), pages 127-158, December.
  70. Robert Kollmann & Zeno Enders & Gernot J. Mueller, 2011. "Global banking and international business cycles," Globalization and Monetary Policy Institute Working Paper 72, Federal Reserve Bank of Dallas.
  71. Walker, David A., 2010. "Costs of short-term credit for small and large firms," The Quarterly Review of Economics and Finance, Elsevier, vol. 50(4), pages 485-491, November.
  72. Tiziana Assenza & Domenico Delli Gatti, 2012. "E Pluribus Unum: Macroeconomic Modelling for Multi-agent Economies," GREDEG Working Papers 2012-08, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), University of Nice Sophia Antipolis.
  73. Martins-da-Rocha, Victor Filipe & Vailakis, Y., 2011. "Endogenous debt constraints in collateralized economies with default penalties," Economics Working Papers (Ensaios Economicos da EPGE) 719, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  74. Calza, Alessandro & Monacelli, Tommaso & Stracca, Livio, 2007. "Mortgage Markets, Collateral Constraints, and Monetary Policy: Do Institutional Factors Matter?," CEPR Discussion Papers 6231, C.E.P.R. Discussion Papers.
  75. Keiichiro Kobayashi & Kengo Nutahara, 2007. "Collateralized capital and news-driven cycles," Economics Bulletin, AccessEcon, vol. 5(18), pages 1-9.
  76. repec:hal:journl:halshs-00497486 is not listed on IDEAS
  77. Caterina Mendicino, 2012. "Collateral Requirements: Macroeconomic Fluctuations and Macro-Prudential Policy," Working Papers w201211, Banco de Portugal, Economics and Research Department.
  78. Anna Grodecka, 2013. "Subprime borrowers, securitization and the transmission of business cycles," Bonn Econ Discussion Papers bgse07_2013, University of Bonn, Germany.
  79. Yuanyan Sophia Zhang, 2011. "Credit Market Imperfection and Sectoral Asymmetry of Chinese Business Cycle," IMF Working Papers 11/118, International Monetary Fund.
  80. Honda, Yuzo, 2004. "Bank capital regulations and the transmission mechanism," Journal of Policy Modeling, Elsevier, vol. 26(6), pages 675-688, September.
  81. Assenza, Tiziana & Berardi, Michele, 2009. "Learning in a credit economy," Journal of Economic Dynamics and Control, Elsevier, vol. 33(5), pages 1159-1169, May.
  82. Vincent Sterk, 2009. "Credit Frictions and the Comovement between Durable and Non-durable Consumption," DNB Working Papers 210, Netherlands Central Bank, Research Department.
  83. Krainer, Robert, 2009. "Portfolio and financing adjustments for U.S. banks: Some empirical evidence," Journal of Financial Stability, Elsevier, vol. 5(1), pages 1-24, January.
  84. Mauro Gallegati & Gianfranco Giulioni, 2003. "Complex Dynamics and Financial Fragility in an Agent Based Model," Computing in Economics and Finance 2003 86, Society for Computational Economics.
  85. Julia K. Thomas & Aubhik Khan, 2010. "Credit Shocks and Aggregate Fluctuations in an Economy with Production Heterogeneity," 2010 Meeting Papers 801, Society for Economic Dynamics.
  86. Bruno Albuquerque & Ursel Baumann & Georgi Krustev, 2014. "Has US Household Deleveraging Ended? A Model-Based Estimate of Equilibrium Debt," Working Papers w201404, Banco de Portugal, Economics and Research Department.
  87. Malgorzata Sulimierska, 2008. "Capital Account Liberalization and Currency Crisis - The Case of Central Eastern European Countries," International Trade and Finance Association Conference Papers 1140, International Trade and Finance Association.
  88. M. Casares & L. Deidda & JE. Galdon Sanchez, 2013. "Business cycle and monetary policy analysis with market rigidities and financial frictions," Working Paper CRENoS 201301, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
  89. Javier Andrés & J.E. Boscá & Javier Ferri, 2014. "Instruments, rules and household debt: the effects of fiscal policy," Working Papers 1401, International Economics Institute, University of Valencia.
  90. Tobias Adrian & Paolo Colla & Hyun Song Shin, 2012. "Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009," NBER Chapters, in: NBER Macroeconomics Annual 2012, Volume 27, pages 159-214 National Bureau of Economic Research, Inc.
  91. Claudio Borio & Mathias Drehmann, 2011. "Toward an Operational Framework for Financial Stability: “Fuzzy” Measurement and Its Consequences," Central Banking, Analysis, and Economic Policies Book Series, in: Rodrigo Alfaro (ed.), Financial Stability, Monetary Policy, and Central Banking, edition 1, volume 15, chapter 4, pages 063-123 Central Bank of Chile.
  92. Ogawa, K. & Suzuki, K., 1996. "Land Value and Corporate Investment: Evidence from Japanese Panel Data," ISER Discussion Paper 0408, Institute of Social and Economic Research, Osaka University.
  93. Apostolakis, George & Papadopoulos, Athanasios P., 2014. "Financial stress spillovers in advanced economies," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 32(C), pages 128-149.
  94. Hajime Tomura, 2013. "Repos in Over-the-Counter Markets," UTokyo Price Project Working Paper Series 005, University of Tokyo, Graduate School of Economics.
  95. Fritz Breuss, 2009. "The Financial Crisis as a Stock Market Overshooting Phenomenon: A Theoretical Analysis," WIFO Monatsberichte (monthly reports), WIFO, vol. 82(12), pages 933-941, December.
  96. Cerqueiro, Geraldo & Ongena, Steven & Roszbach, Kasper, 2012. "Collateralization, Bank Loan Rates and Monitoring: Evidence from a Natural Experiment," Working Paper Series 257, Sveriges Riksbank (Central Bank of Sweden).
  97. Kay Giesecke & Francis A. Longstaff & Stephen Schaefer & Ilya Strebulaev, 2012. "Macroeconomic Effects of Corporate Default Crises: A Long-Term Perspective," NBER Working Papers 17854, National Bureau of Economic Research, Inc.
  98. Simon Gilchrist & Jae W. Sim & Egon Zakrajšek, 2014. "Uncertainty, Financial Frictions, and Investment Dynamics," NBER Working Papers 20038, National Bureau of Economic Research, Inc.
  99. Leduc, Sylvain, 2002. "Incomplete markets, borrowing constraints, and the foreign exchange risk premium," Journal of International Money and Finance, Elsevier, vol. 21(7), pages 957-980, December.
  100. Ilhyock Shim & Goetz von Peter, 2007. "Distress selling and asset market feedback," BIS Working Papers 229, Bank for International Settlements.
  101. Kato, Ryo, 2008. "A note on pitfalls of credit crunch regressions," Economics Letters, Elsevier, vol. 99(3), pages 504-507, June.
  102. Michał Rubaszek & Marcin Kolasa, 2013. "Forecasting with DSGE models with financial frictions," EcoMod2013 5100, EcoMod.
  103. Petrosky-Nadeau, Nicolas & Wasmer, Etienne, 2011. "Macroeconomic Dynamics in a Model of Goods, Labor and Credit Market Frictions," IZA Discussion Papers 5763, Institute for the Study of Labor (IZA).
  104. Dang, Viet Anh & Kim, Minjoo & Shin, Yongcheol, 2014. "Asymmetric adjustment toward optimal capital structure: Evidence from a crisis," International Review of Financial Analysis, Elsevier, vol. 33(C), pages 226-242.
  105. Patrick Pintus & Yi Wen, 2013. "Leveraged Borrowing and Boom-Bust Cycles," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 16(4), pages 617-633, October.
  106. Riddiough, Timothy J. & Steven, Ott & Yi, Ha-Chin & Yoshida, Jiro, 2001. "On demand: Cross-country evidence form Commercial Real Estate Asset Markets," ERES eres2001_264, European Real Estate Society (ERES).
  107. Till Gross & Stéphane Verani, 2013. "Financing Constraints, Firm Dynamics, and International Trade," Carleton Economic Papers 13-07, Carleton University, Department of Economics.
  108. Lendvai, Julia & Raciborski, Rafal & Vogel, Lukas, 2013. "Macroeconomic effects of an equity transaction tax in a general-equilibrium model," Journal of Economic Dynamics and Control, Elsevier, vol. 37(2), pages 466-482.
  109. Haouat, Meriem & Moccero, Diego Nicolas & Sosa Navarro, Ramiro, 2010. "Foreign Banks and Credit Volatility: The Case of Latin American Countries," MPRA Paper 22991, University Library of Munich, Germany.
  110. Chen, Nan-Kuang & Chen, Shiu-Sheng & Chou, Yu-Hsi, 2010. "House prices, collateral constraint, and the asymmetric effect on consumption," Journal of Housing Economics, Elsevier, vol. 19(1), pages 26-37, March.
  111. Hans Dewachter & Raf Wouters, 2012. "Endogenous risk in a DSGE model with capital-constrained financial intermediaries," Working Paper Research 235, National Bank of Belgium.
  112. Ghosal, Sayantan & Miller, Marcus, 2003. "Coordination Failure, Moral Hazard and Sovereign Bankruptcy Procedures," CEPR Discussion Papers 3729, C.E.P.R. Discussion Papers.
  113. Kevin x.d. Huang & Jie Chen & Zhe Li & Jianfei Sun, 2014. "Financial Conditions and Slow Recoveries," Vanderbilt University Department of Economics Working Papers 14-00004, Vanderbilt University Department of Economics.
  114. Angelopoulou, Eleni & Balfoussia, Hiona & Gibson, Heather D., 2014. "Building a financial conditions index for the euro area and selected euro area countries: What does it tell us about the crisis?," Economic Modelling, Elsevier, vol. 38(C), pages 392-403.
  115. Modibo Sidibé, 2012. "The Contribution of Housing to the Dynamics of Inequalities," Working Papers halshs-00701151, HAL.
  116. Yuichiro Waki & Kenichi Fukushima, 2011. "A polyhederal approximation approach to concave numerical dynamic programming," 2011 Meeting Papers 689, Society for Economic Dynamics.
  117. Gareis, Johannes & Mayer, Eric, 2012. "What drives Ireland's housing market? A Bayesian DSGE approach," W.E.P. - Würzburg Economic Papers 88, University of Würzburg, Chair for Monetary Policy and International Economics.
  118. Anundsen, André Kallåk & Heebøll, Christian, 2013. "Supply Restrictions, Subprime Lending and Regional US Housing Prices," Memorandum 04/2013, Oslo University, Department of Economics.
  119. Davis, E. Philip & Zhu, Haibin, 2009. "Commercial property prices and bank performance," The Quarterly Review of Economics and Finance, Elsevier, vol. 49(4), pages 1341-1359, November.
  120. Toni Ahnert, 2014. "Rollover Risk, Liquidity and Macroprudential Regulation," Working Papers 14-23, Bank of Canada.
  121. Mikhail Dmitriev & Jonathan Hoddenbagh, 2013. "The Financial Accelerator and the Optimal Lending Contract," 2013 Papers pdm9, Job Market Papers.
  122. Kosuke Aoki & Gianluca Benigno & Nobuhiro Kiyotaki, 2009. "Capital flows and asset prices," LSE Research Online Documents on Economics 25487, London School of Economics and Political Science, LSE Library.
    • Kosuke Aoki & Gianluca Benigno & Nobuhiro Kiyotaki, 2009. "Capital Flows and Asset Prices," NBER Chapters, in: NBER International Seminar on Macroeconomics 2007, pages 175-216 National Bureau of Economic Research, Inc.
  123. Charles Bean, 2003. "Asset prices, financial imbalances and monetary policy: are inflation targets enough?," BIS Working Papers 140, Bank for International Settlements.
  124. Bosch-Domenech, Antoni & Saez-Marti, Maria, 2001. "Cycles of Aggregate Behavior in Theory and Experiment," Games and Economic Behavior, Elsevier, vol. 36(2), pages 105-137, August.
  125. Guillermo A. Calvo & Fabrizio Coricelli & Pablo Ottonello, 2012. "Labor Market, Financial Crises and Inflation: Jobless and Wageless Recoveries," NBER Working Papers 18480, National Bureau of Economic Research, Inc.
  126. Alberto Martin & Jaume Ventura, 2011. "Theoretical Notes on Bubbles and the Current Crisis," IMF Economic Review, Palgrave Macmillan, vol. 59(1), pages 6-40, April.
  127. Gehrig, Thomas & Stenbacka, Rune, 2011. "Decentralized screening: Coordination failure, multiple equilibria and cycles," Journal of Financial Stability, Elsevier, vol. 7(2), pages 60-69, June.
  128. Cetorelli, Nicola & Peretto, Pietro F., 2012. "Credit quantity and credit quality: Bank competition and capital accumulation," Journal of Economic Theory, Elsevier, vol. 147(3), pages 967-998.
  129. Krause, Andreas & Giansante, Simone, 2012. "Interbank lending and the spread of bank failures: A network model of systemic risk," Journal of Economic Behavior & Organization, Elsevier, vol. 83(3), pages 583-608.
  130. Tommaso Trani, 2013. "Country Portfolios with Heterogeneous Pledgeability," Faculty Working Papers 02/13, School of Economics and Business Administration, University of Navarra.
  131. Stefan Notz & Peter Rosenkranz, 2014. "Business cycles in emerging markets: the role of liability dollarization and valuation effects," ECON - Working Papers 163, Department of Economics - University of Zurich.
  132. Thomas Helbling & M. Ayhan Kose & Christopher Otrok & Raju Huidrom, 2010. "Do Credit Shocks Matter? A Global Perspective," IMF Working Papers 10/261, International Monetary Fund.
  133. Leblebicioglu, AslI, 2009. "Financial integration, credit market imperfections and consumption smoothing," Journal of Economic Dynamics and Control, Elsevier, vol. 33(2), pages 377-393, February.
  134. Paul Castillo & Cesar Carrera & Marco Ortiz & Hugo Vega, 2014. "Spillovers, capital flows and prudential regulation in small open economies," Working Papers 2014-10, Peruvian Economic Association.
  135. Liu, Guangling (Dave) & Seeiso, Nkhahle E., 2012. "Basel II procyclicality: The case of South Africa," Economic Modelling, Elsevier, vol. 29(3), pages 848-857.
  136. Mueller, Andreas I., 2012. "Separations, Sorting and Cyclical Unemployment," IZA Discussion Papers 6849, Institute for the Study of Labor (IZA).
  137. Rubaszek, Michał & Serwa, Dobromil, 2012. "Determinants of credit to households in a life-cycle model," Working Paper Series 1420, European Central Bank.
  138. Allen N. Berger & W. Scott Frame & Vasso Ioannidou, 2010. "Tests of ex ante versus ex post theories of collateral using private and public information," Working Paper 2010-06, Federal Reserve Bank of Atlanta.
  139. Eric van Wincoop & Cedric Tille & Philippe Bacchetta, 2010. "On the Dynamics of Leverage, Liquidity, and Risk," 2010 Meeting Papers 393, Society for Economic Dynamics.
  140. Dikova, Desislava & Smeets, Roger & Garretsen, Harry & Van Ees, Hans, 2013. "Immediate responses to financial crises: A focus on US MNE subsidiaries," International Business Review, Elsevier, vol. 22(1), pages 202-215.
  141. Gabriel Jiménez & Steven Ongena & José-Luis Peydró & Jesús Saurina, 2012. "Macroprudential policy, countercyclical bank capital buffers and credit supply: Evidence from the Spanish dynamic provisioning experiments," Working Paper Research 231, National Bank of Belgium.
  142. Jürgen Hagen & Haiping Zhang, 2006. "Financial Liberalization in a Small Open Economy," Open Economies Review, Springer, vol. 17(4), pages 373-398, December.
  143. Wouter J. den Haan & Garey Ramey & Joel Watson, 1999. "Liquidity Flows and Fragility of Business Enterprises," Cowles Foundation Discussion Papers 1215, Cowles Foundation for Research in Economics, Yale University.
  144. Grodecka, Anna, 2014. "Subprime borrowers, securitization and the transmission of business cycles," Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100456, Verein für Socialpolitik / German Economic Association.
  145. Tracey Seslen & William C. Wheaton, 2005. "Contemporaneous Loan Stress and Termination Risk in the CMBS pool: how "Ruthless" is default?," Working Paper 8582, USC Lusk Center for Real Estate.
  146. Fostel, Ana & Geanakoplos, John, 2012. "Why does bad news increase volatility and decrease leverage?," Journal of Economic Theory, Elsevier, vol. 147(2), pages 501-525.
  147. Timothy Cogley, 1999. "Should the Fed take deliberate steps to deflate asset price bubbles?," Economic Review, Federal Reserve Bank of San Francisco, pages 42-52.
  148. Mark Gertler & Nobuhiro Kiyotaki, 2013. "Banking, Liquidity and Bank Runs in an Infinite Horizon Economy," 2013 Meeting Papers 59, Society for Economic Dynamics.
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  750. Koh, Winston T.H. & Mariano, Roberto S. & Pavlov, Andrey & Phang, Sock Yong & Tan, Augustine H.H. & Wachter, Susan M., 2005. "Bank lending and real estate in Asia: market optimism and asset bubbles," Journal of Asian Economics, Elsevier, vol. 15(6), pages 1103-1118, January.
  751. Dirk Mevis, 2012. "The Determinants of Short Term Funding in Luxembourgish Banks," BCL working papers 80, Central Bank of Luxembourg.
  752. Bhattacharjee, Arnab & Han, Jie, 2014. "Financial distress of Chinese firms: Microeconomic, macroeconomic and institutional influences," China Economic Review, Elsevier, vol. 30(C), pages 244-262.
  753. Reuven Glick, 1998. "Thoughts on the origins of the Asia crisis: impulses and propagation mechanisms," Pacific Basin Working Paper Series 98-07, Federal Reserve Bank of San Francisco.
  754. Claudia Pigini & Andrea Filippo Presbitero & Alberto Zazzaro, 2014. "State Dependence in Access to Credit," Mo.Fi.R. Working Papers 102, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
  755. Dietrich, Diemo, 2007. "Asset tangibility and capital allocation," Journal of Corporate Finance, Elsevier, vol. 13(5), pages 995-1007, December.
  756. Ishikawa Daisuke, 2003. "Tax-Financed Public Funds Injection into Banks and its Welfare Implications," Discussion Papers in Economics and Business 03-02, Osaka University, Graduate School of Economics and Osaka School of International Public Policy (OSIPP).
  757. Liang, Qi & Cao, Hua, 2007. "Property prices and bank lending in China," Journal of Asian Economics, Elsevier, vol. 18(1), pages 63-75, February.
  758. Khanna, Naveen & Sonti, Ramana, 2004. "Value creating stock manipulation: feedback effect of stock prices on firm value," Journal of Financial Markets, Elsevier, vol. 7(3), pages 237-270, June.
  759. repec:spo:wpecon:info:hdl:2441/5l6uh8ogmqildh09h48226q18 is not listed on IDEAS
  760. repec:dgr:uvatin:2003062 is not listed on IDEAS
  761. Dong Beom Choi, 2013. "Heterogeneity and stability: bolster the strong, not the weak," Staff Reports 637, Federal Reserve Bank of New York.
  762. Didier Cossin & Zhijiang Huang & Daniel Aunon-Nerin & Fer nando González, 2002. "A Framework for Collateral Risk Control Determination," FAME Research Paper Series rp61, International Center for Financial Asset Management and Engineering.
  763. d’Albis, Hippolyte & Iliopulos, Eleni, 2013. "Collateral constraints and rental markets," Economics Letters, Elsevier, vol. 121(3), pages 436-439.
  764. Chang, Kuang-Liang, 2009. "Do macroeconomic variables have regime-dependent effects on stock return dynamics? Evidence from the Markov regime switching model," Economic Modelling, Elsevier, vol. 26(6), pages 1283-1299, November.
  765. Assaf Razin & Itay Goldstein, 2012. "Review Of Theories of Financial Crises," 2012 Meeting Papers 214, Society for Economic Dynamics.
  766. Charles Goodhart & Miguel A. Segoviano, 2004. "Basel and procyclicality: a comparison of the standardised and IRB approaches to an improved credit risk method," LSE Research Online Documents on Economics 24821, London School of Economics and Political Science, LSE Library.
  767. Rui Li & Dana Kiku & Hengjie Ai, 2014. "A Mechanism Design Model of Firm Dynamics: The Case of Limited Commitment," 2014 Meeting Papers 855, Society for Economic Dynamics.
  768. Tiago Pinheiro & Francisco Rivadeneyra & Marc Teignier, 2013. "Financial Development and the Volatility of Income," Working Papers 13-4, Bank of Canada.
  769. repec:hal:journl:halshs-00112522 is not listed on IDEAS
  770. Nikolov, Pavel, 2010. "Procyclical Effects of the banking System during the financial and economic Crisis 2007-2009: the Case of Europe," MPRA Paper 23945, University Library of Munich, Germany.
  771. Hajime Tomura, 2014. "Investment Horizon and Repo in the Over-the-Counter Market," UTokyo Price Project Working Paper Series 026, University of Tokyo, Graduate School of Economics.
  772. Toni Beutler & Mathieu Grobéty, 2011. "The Collateral Channel under Imperfect Debt Enforcement," Working Papers 11.11, Swiss National Bank, Study Center Gerzensee.
  773. Hajime Tomura, 2012. "On the Existence and Fragility of Repo Markets," Working Papers 12-17, Bank of Canada.
  774. repec:dgr:kubcen:2012036 is not listed on IDEAS
  775. Mankart, Jochen & Rodano, Giacomo, 2012. "Bankruptcy Law, Debt Portfolios, and Entrepreneurship," Economics Working Paper Series 1216, University of St. Gallen, School of Economics and Political Science.
  776. Ander Pérez Orive, 2010. "Credit Constraints, Firms' Precautionary Investment, and the Business Cycle," Working Papers 506, Barcelona Graduate School of Economics.
  777. Sudipto Bhattacharya & Charles Goodhart & Dimitrios Tsomocos & Alexandros Vardoulakis, 2011. "Minsky’s Financial Instability Hypothesis and the Leverage Cycle," FMG Special Papers sp202, Financial Markets Group.
  778. Driffill, John & Miller, Marcus, 2011. "Liquidity When It Matters Most: QE and Tobin’s q," CEPR Discussion Papers 8511, C.E.P.R. Discussion Papers.
  779. Leandro Medina, 2012. "Spring Forward or Fall Back? The Post-Crisis Recovery of Firms," IMF Working Papers 12/292, International Monetary Fund.
  780. repec:dgr:kubcen:2012060 is not listed on IDEAS
  781. Florio, Anna, 2006. "The asymmetric effects of monetary policy in a matching model with a balance sheet channel," Journal of Macroeconomics, Elsevier, vol. 28(2), pages 375-391, June.
  782. Toyofuku, Kenta, 2013. "Stability or restructuring? Macroeconomic dynamics under soft budget constraint problems," Economic Systems, Elsevier, vol. 37(4), pages 625-649.
  783. Nikolov, Kalin, 2014. "Collateral amplification under complete markets," Working Paper Series 1716, European Central Bank.
  784. Schabert, Andreas, 2014. "Optimal monetary policy, asset purchases, and credit market frictions," Working Paper Series 1738, European Central Bank.
  785. Pamphile MEZUI-MBENG, 2012. "Cycle Du Credit Et Cycle Des Affaires Dans Les Pays De La Cemac," Cahiers du CEREFIGE 1202, CEREFIGE (Centre Europeen de Recherche en Economie Financiere et Gestion des Entreprises), Universite de Lorraine, revised 2012.
  786. Steinberger, Thomas, 2005. "Imperfect financial contracting and macroeconomic stability," Journal of Financial Stability, Elsevier, vol. 1(4), pages 451-465, October.
  787. Paul Louis Ceriel Hilbers & Lisbeth Zacho & Qin Lei, 2001. "Real Estate Market Developments and Financal Sector Soundness," IMF Working Papers 01/129, International Monetary Fund.
  788. Kevin x.d. Huang & J. scott Davis, 2013. "Credit Risks and Monetary Policy Trade-Offs," Vanderbilt University Department of Economics Working Papers 13-00004, Vanderbilt University Department of Economics.
  789. Jennifer La'O, 2010. "Collateral Constraints and Noisy Fluctuations," 2010 Meeting Papers 780, Society for Economic Dynamics.
  790. Heaton, John C. & Lucas, Deborah & McDonald, Robert L., 2010. "Is mark-to-market accounting destabilizing? Analysis and implications for policy," Journal of Monetary Economics, Elsevier, vol. 57(1), pages 64-75, January.
  791. Chiarella Carl & Di Guilmi Corrado, 2012. "The Fiscal Cost of Financial Instability," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 16(4), pages 1-29, October.
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.