[go: up one dir, main page]
More Web Proxy on the site http://driver.im/
create a website
Imperfect credit markets: implications for monetary policy. (2010). Vlieghe, Gertjan.
In: Bank of England working papers.
RePEc:boe:boeewp:0385.

Full description at Econpapers || Download paper

Cited: 1

Citations received by this document

Cites: 20

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Incomplete Markets and Financial Instability. The Role of Information. (2012). Ionescu, Cristian .
    In: Annals of the University of Petrosani, Economics.
    RePEc:pet:annals:v:12:y:2012:i:1:p:141-150.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Aikman, D and Paustian, M (2006), `Bank capital, asset prices and monetary policy', Bank of England Working Paper, No. 305.

  2. Alvarez, F and Jermann, U J (2000), `Efficiency, equilibrium, and asset pricing with risk of default', Econometrica, Vol. 68, No. 4, pages 775-98.

  3. Angeletos, G-M (2003), `Optimal monetary and fiscal policy: A linear-quadratic approach (comment)', NBER Macroeconomics Annual 2003, pages 350-6 1. Aoki, K (200i), `Optimal monetary policy responses to relative-price changes', Journal of Monetary Economics, Vol. 48, No. 1, pages 55-80.
    Paper not yet in RePEc: Add citation now
  4. Barlevy, G (2003), `Credit market frictions and the allocation of resources over the business cycle', Journal of Monetary Economics, Vol. 50, No. 8, pages 1,795-8 18. Basu, S and Fernald, J G (i997), `Returns to scale in U.S. production: Estimates and implications', Journal of Political Economy, Vol. 105, No. 2, pages 249-83. Bernanke, B and Gertler, M (200i), `Should central banks respond to movements in asset prices?', American Economic Review, Vol. 91, No. 2, pages 253-57. Bernanke, B, Gertler, M and Gilchrist, S (i999), `The financial accelerator in a quantitative business cycle framework', Handbook of Macroeconomics, Vol. 1C, pages 1,341-93.

  5. Blanchard, 0 (2005), `Inflation targeting in transition economies: A comment', in Bernanke, B and Woodford, M (eds), The Inflation-Targeting Debate, Chicago: University of Chicago Press. Blanchard, 0 and Kahn, C M (i980), `The solution of linear difference models under rational expectations', Econometrica, Vol. 48, No.5, pages 1,305-11. Calvo, G (i983), `Staggered prices in a utility-maximizing framework', Journal of Monetary Economics, Vol. 12, No. 3, pages 3 83-98. Carlstrom, C T and Fuerst, T S (i997), `Agency costs, net worth, and business fluctuations: A computable general equilibrium analysis', American Economic Review, Vol. 87, No. 5, pages 893-9 10. Carlstrom, C T and Fuerst, T S (i998), `Agency costs and business cycles', Economic Theory, Vol. 12, No. 3, pages 5 83-97.
    Paper not yet in RePEc: Add citation now
  6. Chari, V V, Kehoe, P J and McGrattan, E R (2004), `Business cycle accounting', NBER Working Paper, No. 10351. BANK OF ENGLAND Working Paper No. 385 March2010 39 Chen, N-K (200i), `Bank net worth, asset prices and economic activity', Journal of Monetary Economics, Vol. 48, pages 415-36. Clarida, R, Gali, J and Gertler, M (i999), `The science of monetary policy: a new Keynesian perspective', Journal of Economic Literature, Vol. 37, pages 1,661 - 707.

  7. Cooley, T F, Marimon, R and Quadrini, V (2004), `Aggregate consequences of limited contract enforceability', Journal of Political Economy, Vol. 112, pages 817-47. Cooley, T F and Prescott, E C (i995), `Economic growth and business cycles', in Cooley, T F (ed), Frontiers of Business Cycle Research, Princeton: Princeton University Press, pages 1-39.

  8. Cordoba, J-C and Ripoll, M (2004), `Credit cycles redux', International Economic Review, Vol. 45, No. 4, pages 1,011-46. Dixit, A K and Stiglitz, J E (i977), `Monopolistic competition and optimum product diversity', American Economic Review, Vol. 67, No. 3, pages 297-3 08.

  9. Eisfeldt, A L and Rampini, A A (2005), `Capital reallocation and liquidity', Northwestern University Working Paper.

  10. Erceg, C J, Henderson, D W and Levin, A T (2000), `Optimal monetary policy with staggered wage and price contracts', Journal of Monetary Economics, Vol. 46, No. 2, pages 28 1-313.

  11. Faia, E and Monacelli, T (2007), `Optimal interest rate rules, asset prices and credit frictions', Journal of Economic Dynamics and Control, Vol. 31, pages 3,228-54. Gertler, M (i988), `Financial structure and aggregate economic activity: An overview', Journal of Money, Credit and Banking, Vol. 20, No. 3, pages 559-88.

  12. Gilchrist, S and Leahy, J V (2002), `Monetary policy and asset prices', Journal of Monetary Economics, Vol. 49, No. 1, pages 75-97. Hamilton, J D (i994), Time Series Analysis, Princeton, NJ: Princeton University Press. Hubbard, R G (i998), `Capital-market imperfections and investment', Journal of Economic Literature, Vol. 36, No. 1, pages 193-225.

  13. Jermann, U and Quadrini, V (2002), `Stock market boom and the productivity gains of the 1990s', NBER Working Paper, No. 9034. Kehoe, T J and Levine, D K (i993), `Debt-constrained asset markets', Review of Economic Studies, Vol. 60, No. 4, pages 865-8 8.

  14. Kehoe, T J and Prescott, E C (2002), `Great depressions of the twentieth century', Review of Economic Dynamics, Vol. 5, No. 1, pages 1-18. BANK OF ENGLAND Working Paper No. 385 March2010 40 Kiyotaki, N (i998), `Credit and business cycles', Japanese Economic Review, Vol. 49, No. 1, pages 18-35. Kiyotaki, N and Moore, J (i997), `Credit cycles', Journal of Political Economy, Vol. 105, No. 2, pages 211-48. Kocherlakota, N R (i996), `Implications of efficient risk sharing without commitment', Review of Economic Studies, Vol. 63, No. 4, pages 595-609.

  15. Kocherlakota, N R (2000), `Creating business cycles through credit constraints', Federal Reserve Bank of Minneapolis Quarterly Review, Vol. 24, No. 3, pages 2-10.

  16. lacoviello, M (2005), `House prices, borrowing constraints and monetary policy in the business cycle', American Economic Review, Vol. 95, No. 3, pages 739-64.

  17. Sbordone, A M (2002), `Prices and unit labor costs: a new test of price stickiness', Journal of Monetary Economics, Vol. 49, No. 2, pages 265-92. Schiantarelli, F (i996), `Financial constraints and investment: Methodological issues and international evidence', Oxford Review of Economic Policy, Vol. 12, No. 2, pages 70-89.

  18. Schmitt-Grohe, S and Uribe, M (2004), `Optimal fiscal and monetary policy under sticky prices', Journal of Economic Theory, Vol. 114, No. 2, pages 198-230. Soderlind, P (i999), `Solution and estimation of RE macromodels with optimal policy', European Economic Review, Vol. 43, No. 4-6, pages 8 13-23. BANK OF ENGLAND Working Paper No. 385 March2010 41 Taylor, J B (i993), `Discretion versus policy rules in practice', Carnegie-Rochester Conference Series on Public Policy, Vol. 39, pages 195-2 14.

  19. Vlieghe, G (2006), Credit market imperfections: macroeconomic consequences and policy implications, Ph.D. thesis, London School of Economics.
    Paper not yet in RePEc: Add citation now
  20. Woodford, M (2003), Interest and Prices, Princeton, NJ: Princeton University Press. BANK OF ENGLAND Working Paper No. 385 March2010 42
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. .

    Full description at Econpapers || Download paper

  2. Long-term bank lending and the transfer of aggregate risk. (2020). Zessner-Spitzenberg, Leopold ; Reiter, Michael.
    In: IHS Working Paper Series.
    RePEc:ihs:ihswps:13.

    Full description at Econpapers || Download paper

  3. Bank Assets, Liquidity and Credit Cycles. (2019). Petrella, Ivan ; Lubello, Federico ; Santoro, Emiliano.
    In: EMF Research Papers.
    RePEc:wrk:wrkemf:26.

    Full description at Econpapers || Download paper

  4. Optimal Monetary Policy with Countercyclical Credit Spreads. (2019). Olivero, Maria Pia ; Airaudo, Marco.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:51:y:2019:i:4:p:787-829.

    Full description at Econpapers || Download paper

  5. Bank assets, liquidity and credit cycles. (2019). Petrella, Ivan ; Lubello, Federico ; Santoro, Emiliano.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:105:y:2019:i:c:p:265-282.

    Full description at Econpapers || Download paper

  6. Bank Assets, Liquidity and Credit Cycles. (2019). Petrella, Ivan ; Santoro, Emiliano ; Lubello, Federico .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:13831.

    Full description at Econpapers || Download paper

  7. A policy model to analyze macroprudential regulations and monetary policy. (2018). Alpanda, Sami ; Cateau, Gino ; Meh, Cesaire.
    In: Canadian Journal of Economics/Revue canadienne d'économique.
    RePEc:wly:canjec:v:51:y:2018:i:3:p:828-863.

    Full description at Econpapers || Download paper

  8. Capital regulation and credit fluctuations. (2017). Rochet, Jean ; Gersbach, Hans.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:90:y:2017:i:c:p:113-124.

    Full description at Econpapers || Download paper

  9. Bond finance, bank credit, and aggregate fluctuations in an open economy. (2017). Gulan, Adam ; Chang, Roberto ; Fernandez, Andres.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:85:y:2017:i:c:p:90-109.

    Full description at Econpapers || Download paper

  10. Bond Finance, Bank Credit, and Aggregate Fluctuations in an Open Economy. (2016). Gulan, Adam ; FERNÁNDEZ MARTIN, ANDRÉS ; Chang, Roberto ; Fernandez, Andres.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:22377.

    Full description at Econpapers || Download paper

  11. Bond Finance, Bank Credit, and Aggregate Fluctuations in an Open Economy. (2016). Chang, Roberto ; Gulan, Adam ; Fernandez, Andres.
    In: IDB Publications (Working Papers).
    RePEc:idb:brikps:95376.

    Full description at Econpapers || Download paper

  12. Bond finance, bank credit, and aggregate fluctuations in an open economy. (2016). Gulan, Adam ; Chang, Roberto ; Fernandez, Andres.
    In: Research Discussion Papers.
    RePEc:bof:bofrdp:2016_022.

    Full description at Econpapers || Download paper

  13. Saving Wall Street or main street. (2016). Takalo, Tuomas ; Ripatti, Antti ; Haavio, Markus.
    In: Research Discussion Papers.
    RePEc:bof:bofrdp:2016_012.

    Full description at Econpapers || Download paper

  14. Optimal Monetary Policy with Counter-Cyclical Credit Spreads. (2014). Olivero, Maria ; Airaudo, Marco.
    In: School of Economics Working Paper Series.
    RePEc:ris:drxlwp:2014_001.

    Full description at Econpapers || Download paper

  15. Bank Capital, Credit Market Frictions and International Shocks Transmission. (2014). Moran, Kevin ; Kopoin, Alexandre ; Pare, Jean-Pierre .
    In: MPRA Paper.
    RePEc:pra:mprapa:65512.

    Full description at Econpapers || Download paper

  16. Japan’s financial crises and lost decades. (2014). Ueda, Kozo ; Takei, Ikuo ; Sudo, Nao ; Hirakata, Naohisa.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:220.

    Full description at Econpapers || Download paper

  17. Financial integration and international business cycle co-movement. (2014). Davis, Jonathan.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:64:y:2014:i:c:p:99-111.

    Full description at Econpapers || Download paper

  18. A policy model to analyze macroprudential regulations and monetary policy. (2014). Alpanda, Sami ; Meh, Cesaire ; Cateau, Gino.
    In: BIS Working Papers.
    RePEc:bis:biswps:461.

    Full description at Econpapers || Download paper

  19. A Policy Model to Analyze Macroprudential Regulations and Monetary Policy. (2014). Alpanda, Sami ; Meh, Cesaire ; Cateau, Gino.
    In: Staff Working Papers.
    RePEc:bca:bocawp:14-6.

    Full description at Econpapers || Download paper

  20. Global Banks, Financial Shocks, and International Business Cycles: Evidence from an Estimated Model. (2013). Kollmann, Robert.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:45:y:2013:i:s2:p:159-195.

    Full description at Econpapers || Download paper

  21. The Business Cycle Implications of Banks Maturity Transformation. (2013). Zabczyk, Pawel ; Ferman, Marcelo ; Andreasen, Martin.
    In: Review of Economic Dynamics.
    RePEc:red:issued:11-169.

    Full description at Econpapers || Download paper

  22. Capital Regulation, Monetary Policy, and Financial Stability. (2013). Pereira da Silva, Luiz Awazu ; Alper, Koray ; Agénor, Pierre-Richard.
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2013:q:3:a:6.

    Full description at Econpapers || Download paper

  23. Capital Injection, Monetary Policy, and Financial Accelerators. (2013). Ueda, Kozo ; Sudo, Nao ; Hirakata, Naohisa.
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2013:q:2:a:6.

    Full description at Econpapers || Download paper

  24. Is the net worth of financial intermediaries more important than that of non-financial firms?. (2013). Ueda, Kozo ; Sudo, Nao ; Hirakata, Naohisa.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:161.

    Full description at Econpapers || Download paper

  25. Global Banks, Financial Shocks And International Business Cycles: Evidence From An Estimated Model. (2013). Kollmann, Robert.
    In: CAMA Working Papers.
    RePEc:een:camaaa:2013-30.

    Full description at Econpapers || Download paper

  26. Business Cycle Effects of Credit Shocks in a DSGE Model with Firm Defaults. (2013). Xu, TengTeng ; Pesaran, M.
    In: Staff Working Papers.
    RePEc:bca:bocawp:13-19.

    Full description at Econpapers || Download paper

  27. Global Banks, Financial Shocks and International Business Cycles: Evidence from Estimated Models. (2012). Kollmann, Robert.
    In: 2012 Meeting Papers.
    RePEc:red:sed012:840.

    Full description at Econpapers || Download paper

  28. Global banks, financial shocks and international business cycles: evidence from an estimated model. (2012). Kollmann, Robert.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:120.

    Full description at Econpapers || Download paper

  29. Leverage as a predictor for real activity and volatility. (2012). Zeugner, Stefan ; Kollmann, Robert.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:36:y:2012:i:8:p:1267-1283.

    Full description at Econpapers || Download paper

  30. The business cycle implications of banks maturity transformation. (2012). Zabczyk, Pawel ; Ferman, Marcelo ; Andreasen, Martin.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20121489.

    Full description at Econpapers || Download paper

  31. Global Banks, Financial Shocks and International Business Cycles: Evidence from an Estimated Model. (2012). Kollmann, Robert.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8985.

    Full description at Econpapers || Download paper

  32. Capital Regulation, Monetary Policy and Financial Stability. (2011). Pereira da Silva, Luiz Awazu ; Alper, Koray ; Agénor, Pierre-Richard.
    In: Centre for Growth and Business Cycle Research Discussion Paper Series.
    RePEc:man:cgbcrp:154.

    Full description at Econpapers || Download paper

  33. Business Cycle Effects of Credit and Technology Shocks in a DSGE Model with Firm Defaults. (2011). Xu, TengTeng ; Pesaran, M.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp6027.

    Full description at Econpapers || Download paper

  34. Financial integration and international business cycle co-movement: the role of balance sheets. (2011). Davis, Jonathan.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:89.

    Full description at Econpapers || Download paper

  35. Do banking shocks matter for the U.S. economy?. (2011). Ueda, Kozo ; Sudo, Nao ; Hirakata, Naohisa.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:86.

    Full description at Econpapers || Download paper

  36. Global banking and international business cycles. (2011). Müller, Gernot ; Kollmann, Robert ; Enders, Zeno ; Muller, Gernot J..
    In: European Economic Review.
    RePEc:eee:eecrev:v:55:y:2011:i:3:p:407-426.

    Full description at Econpapers || Download paper

  37. Do banking shocks matter for the U.S. economy?. (2011). Ueda, Kozo ; Sudo, Nao ; Hirakata, Naohisa.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:35:y:2011:i:12:p:2042-2063.

    Full description at Econpapers || Download paper

  38. Leverage as a Predictor for Real Activity and Volatility. (2011). Zeugner, Stefan ; Kollmann, Robert.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8327.

    Full description at Econpapers || Download paper

  39. Business Cycle Effects of Credit and Technology Shocks in a DSGE Model with Firm Defaults. (2011). Xu, TengTeng ; Pesaran, M.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_3609.

    Full description at Econpapers || Download paper

  40. Business Cycle Effects of Credit and Technology Shocks in a DSGE Model with Firm Defaults. (2011). Xu, TengTeng ; Pesaran, M.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:1159.

    Full description at Econpapers || Download paper

  41. Financial intermediaries in an estimated DSGE model for the United Kingdom. (2011). Yang, Jing ; Villa, Stefania.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0431.

    Full description at Econpapers || Download paper

  42. Capital Regulation, Monetary Policy and Financial Stability. (2011). Pereira da Silva, Luiz Awazu ; Alper, Koray ; Agénor, Pierre-Richard ; Agenor, Pierre-Richard ; Luiz A. Pereira da Silva, .
    In: Working Papers Series.
    RePEc:bcb:wpaper:237.

    Full description at Econpapers || Download paper

  43. Joseph Schumpeter Lecture The Great Moderation, The Great Panic, and The Great Contraction. (2010). Bean, Charles.
    In: Journal of the European Economic Association.
    RePEc:tpr:jeurec:v:8:y:2010:i:2-3:p:289-325.

    Full description at Econpapers || Download paper

  44. The adverse feedback loop and the effects of risk in both the real and financial sectors. (2010). Davis, Jonathan.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:66.

    Full description at Econpapers || Download paper

  45. The role of bank capital in the propagation of shocks. (2010). Moran, Kevin ; Meh, Cesaire.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:34:y:2010:i:3:p:555-576.

    Full description at Econpapers || Download paper

  46. Imperfect credit markets: implications for monetary policy. (2010). Vlieghe, Gertjan.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0385.

    Full description at Econpapers || Download paper

  47. Chained Credit Contracts and Financial Accelerators. (2009). Ueda, Kozo ; Sudo, Nao ; Hirakata, Naohisa.
    In: IMES Discussion Paper Series.
    RePEc:ime:imedps:09-e-30.

    Full description at Econpapers || Download paper

  48. BANK CAPITAL REQUIREMENTS, BUSINESS CYCLE FLUCTUATIONS AND THE BASEL ACCORDS: A SYNTHESIS. (2009). Drumond, Ines.
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:23:y:2009:i:5:p:798-830.

    Full description at Econpapers || Download paper

  49. Bank Capital Requirements, Business Cycle Fluctuations and the Basel Accords: A Synthesis. (2008). Drumond, Ines.
    In: FEP Working Papers.
    RePEc:por:fepwps:277.

    Full description at Econpapers || Download paper

  50. The Role of Bank Capital in the Propagation of Shocks. (2008). Moran, Kevin ; Meh, Cesaire.
    In: Staff Working Papers.
    RePEc:bca:bocawp:08-36.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-01-17 05:07:41 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.