[go: up one dir, main page]
More Web Proxy on the site http://driver.im/
create a website
The lending channel under optimal choice of monetary policy. (2007). Milne, Alistair ; Kilponen, Juha.
In: Research Discussion Papers.
RePEc:bof:bofrdp:2007_033.

Full description at Econpapers || Download paper

Cited: 6

Citations received by this document

Cites: 49

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. .

    Full description at Econpapers || Download paper

  2. MONETARY POLICY AND ANTI‐CYCLICAL BANK CAPITAL REGULATION. (2018). Diaz, Roger Aliaga ; Pa, Mara ; Daz, Roger Aliagaa ; Powell, Andrew ; Olivero, Maria Pia ; Aliagadiaz, Roger.
    In: Economic Inquiry.
    RePEc:bla:ecinqu:v:56:y:2018:i:2:p:837-858.

    Full description at Econpapers || Download paper

  3. Anti-Cyclical Bank Capital Regulation and Monetary Policy. (2016). Powell, Andrew ; Olivero, Maria ; Aliaga-Diaz, Roger.
    In: School of Economics Working Paper Series.
    RePEc:ris:drxlwp:2016_016.

    Full description at Econpapers || Download paper

  4. The future of financial markets: financial crisis avoidance. (2011). .
    In: Empirica.
    RePEc:kap:empiri:v:38:y:2011:i:1:p:77-101.

    Full description at Econpapers || Download paper

  5. Macroprudential policy: what can it achieve?. (2009). Milne, Alistair.
    In: Oxford Review of Economic Policy.
    RePEc:oup:oxford:v:25:y:2009:i:4:p:608-629.

    Full description at Econpapers || Download paper

  6. Testing the structural interpretation of the price puzzle with a cost channel model. (2009). Castelnuovo, Efrem.
    In: Research Discussion Papers.
    RePEc:bof:bofrdp:2009_020.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Baglioni, A — Cherubini, U (1994) Capital regulation, adjustment costs and bank management: An (s,s) approach. Rivista Internatzionale Di Scienze Economiche e Commerciali, 41(10—11), 893—904.
    Paper not yet in RePEc: Add citation now
  2. Barth, M — Ramey, V (2001) The cost channel of monetary transmission.
    Paper not yet in RePEc: Add citation now

  3. Bernanke, B — Gertler, M — Gilchrist, S (1999) The financial accelerator in a quantitative business cycle framework. In Taylor, J B and Woodford, M (eds), Handbook of Macroeconomics, Volume 1C, Elsevier Science, North-Holland, 1341—1393.

  4. Bernanke, B S — Gertler, M (1989) Agency costs, net worth, and business fluctuations. American Economic Review, 79(1), 14—31.

  5. Blum, J — Hellwig, M (1995) The macroeconomic implications of capital adequacy requirements for banks. European Economic Review, 39, 739—749.

  6. Calem, P S — Rob, R (1996) The impact of capital-based regulation on bank risk-taking: A dynamic model. Finance and Economics Discussion Series, 96—12, Federal Reserve Board.

  7. Calomiris, C W — Mason, J R (2003) Consequences of bank distress during the great depression. The American Economic Review, 93(3), 937—947.

  8. Cecchetti, S G — Li, L (2005) Do capital adequacy requirements matter for the conduct of monetary policy? Working Paper 11830, National Bureau of Economic Research.

  9. Christiano, L — Eichenbaum, M — Evans, C (2001) Nominal rigidities and the dynamic effects of a shock to monetary policy. NBER Working Paper No. 8403 (July).

  10. Diamond, D W — Rajan, R G (2000) A theory of bank capital. Journal of Finance, 55(6), 2431—2465.

  11. Estrella, A (2004) The cyclical behaviour of optimal bank capital.

  12. Gaiotti, E — Secchi, A (2004) Is there a cost channel of monetary policy transmission? An investigation into the pricing behaviour of 2,000 firms. Technical Report 525, Bank of Italy.

  13. Gerali, A — Lippi, F (2003) Optimal control and filtering in linear forward-looking economies: A toolkit. CEPR Discussion Paper No. 3706.

  14. Giannoni, M — Woodford, M (2003) Optimal inflation targeting rules.

  15. Grossman, S — Weiss, L (1983) A transactions-based model of the monetary transmission mechanism. American Economic Review, 73(5), 871—880.

  16. Heuvel, S J V D (2004) The bank capital channel of monetary policy.
    Paper not yet in RePEc: Add citation now
  17. Heuvel, S V D (2002) Does bank capital matter for monetary transmission? Federal Reserve Bank of New York Economic Policy Review, 259—265.
    Paper not yet in RePEc: Add citation now

  18. Hoggarth, G — Reis, R — Saporta, V (2002) Costs of banking system instability: Some empirical evidence. Journal of Banking and Finance, 26(5), 825—855.

  19. Holmstrom, B — Tirole, J (1997) Financial intermediation, loanable funds, and the real sector. Quarterly Journal of Economics, 112(3), 663—691.

  20. Houston, J F — Marcus, A — James, C (1997) Capital market frictions and the role of internal capital markets in banking. Journal of Financial Economics, 46, 135—164.
    Paper not yet in RePEc: Add citation now

  21. Ibrahim Chowdhury, M H — Schabert, A (2006) Inflation dynamics and the cost channel of monetary transmission. European Economic Review, 50(4), 995—1016.

  22. In Bernanke, B and Woodford, M (eds), Inflation Targeting, University of Chicago Press. Gordy, M B — Howells, B (2006) Procyclicality in basel II: Can we treat the disease without killing the patient? Journal of Financial Intermediation, 15(3), 395—417.

  23. Jokipii, T — Milne, A (2006) The cyclical behaviour of european bank capital buffers. Bank of Finland Discussion Paper 17/2006.

  24. Journal of Banking and Finance, 28(6), 1469—1496. Froot, K — Stein, J (1998) A new approach to capital budgeting for financial institutions. Journal of Financial Economics, 47, 55—82.

  25. Journal of Monetary Economics, 50(3), 691—720. Williamson, S D (2005) Limited participation and the neutrality of money. Federal Reserve Bank of Fichmond Economic Quarterly, 91(2), 1—20.

  26. Kashyap, A — Stein, J (2000) What do a million observations on banks say about the transmission of monetary policy? American Economic Review, 90(3), 407—428.

  27. Kashyap, A — Stein, J (2004) Cyclical implications of the basel II capital standards. Federal Reserve Bank of Chicago Economic Perspectives (Q1), 18—31.

  28. Kaufmann, S — Scharler, J (2006) Financial systems and the cost channel transmission of monetary policy shocks. Working Paper 116, Oesterreichische Nationalbank.
    Paper not yet in RePEc: Add citation now
  29. Lawrence J Christiano, M E — Evans, C L (2005) Nominal rigidities and the dynamic effects of a shock to monetary policy. Journal of Political Economy, 113(1), 1—45.
    Paper not yet in RePEc: Add citation now

  30. Lucas, R E (1990) Liquidity and interest rates. Journal of Economic Theory, 50(2), 237—264.

  31. Milne, A (2002) Bank capital regulation as an incentive mechanism: Implications for portfolio choice. Journal of Banking and Finance, 26(1), 1—24.

  32. Milne, A (2004) The inventory perspective on bank capital. Technical report, SSRN.
    Paper not yet in RePEc: Add citation now
  33. Milne, A — Robertson, D — Tang, L (2006) Internal funds and the supply of bank loans. Technical report, SSRN.
    Paper not yet in RePEc: Add citation now

  34. Milne, A — Whalley, A E (1999) Bank capital and risk taking. Working Paper 90, Bank of England.

  35. Milne, A — Whalley, A E (2003) Bank capital and incentives for risk taking. Technical report, SSRN.
    Paper not yet in RePEc: Add citation now
  36. NBER Macroeconomic Annual, National Bureau of Economic Research, 199—239. Bernanke, B (1983) Nonmonetary effects of the financial crisis in the propogation of the great depression. The American Economic Review, 73(3), 257—276.
    Paper not yet in RePEc: Add citation now

  37. Olover Huelsewig, E M — Wollmershaeuser, T (2006) Bank behaviour and the cost channel of monetary transmission. Working paper 1813, CESifo.

  38. Passmore, W — Sharpe, S A (1994) Optimal bank portfolios and the credit crunch. Finance and Economics Discussion Series 94—19, Federal Reserve Board.

  39. Peek, J — Rosengreen, E S (2000) Collateral damage: Effects of the japanese bank crisis on real activity in the United States. American Economic Review, 90(1), 30—45.
    Paper not yet in RePEc: Add citation now

  40. Puera, S — Keppo, J (2006) Optimal bank capital with costly recapitalization. Journal of Business. Forthcoming.

  41. Rabanal, P (2003) The cost channel of monetary policy: Further evidence for the united states and the euro area. Technical Report WP/03/149, International Monetary Fund.

  42. Ravenna, F — Walsh, C E (2006) Optimal monetary policy with the cost channel. Journal of Monetary Economics, 53(2), 199—216.

  43. Rotemberg, J — Woodford, M (1999) Interest-rate rules in an estimated sticky-price model. In Taylor, J (ed), Monetary Policy Rules, University of Chicago Press, Chicago.

  44. Rotemberg, J J (1984) A monetary equilibrium model with transactions costs. Journal of Political Economy, 92(1), 40—58.

  45. Söderling, P (1999) Solution and estimation of RE macromodels with optimal policy. European Economic Review, 43, 813—823.
    Paper not yet in RePEc: Add citation now
  46. Sharpe, S A (1995) Bank capitalization, regulation, and the credit crunch: A critical review of the research findings. Technical Report 95—20, Federal Reserve Board.
    Paper not yet in RePEc: Add citation now

  47. Svensson, L — Woodford, M (2003) Indicator variables for optimal policy.

  48. Woodford, M (2003) Interest and Prices: Foundations of a Theory of Monetary Policy. Princeton University Press.
    Paper not yet in RePEc: Add citation now
  49. Zhu, H (2006) Capital regulation and banks’ financial decisions.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Commodity Exports, Financial Frictions and International Spillovers. (2022). Otrok, Christopher ; Mohimont, Jolan ; Houssa, Romain.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:95404.

    Full description at Econpapers || Download paper

  2. Systemic risk: A new trade-off for monetary policy?. (2017). Turunen, Jarkko ; Laseen, Stefan ; Pescatori, Andrea.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:32:y:2017:i:c:p:70-85.

    Full description at Econpapers || Download paper

  3. Macro, Money, and Finance. (2016). Brunnermeier, M K ; Sannikov, Y.
    In: Handbook of Macroeconomics.
    RePEc:eee:macchp:v2-1497.

    Full description at Econpapers || Download paper

  4. Repensar la profundización financiera: estabilidad y crecimiento en los mercados emergentes. (2015). Svirydzenka, Katsiaryna ; Saborowski, Christian ; Cihak, Martin ; Sahay, Ratna ; Yousefi, Seyed Reza ; NDiaye, Papa ; Barajas, Adolfo ; Bi, Ran ; Ayala, Diana ; Gao, Yuan ; Kyobe, Annette ; Nguyen, Lam.
    In: Revista de Economía Institucional.
    RePEc:rei:ecoins:v:17:y:2015:i:33:p:73-107.

    Full description at Econpapers || Download paper

  5. Corporate Investment in Emerging Markets; Financing vs. Real Options Channel. (2015). Magud, Nicolas ; Valencia, Fabian ; Li, Delong.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2015/285.

    Full description at Econpapers || Download paper

  6. Financial stress and economic dynamics: The transmission of crises. (2015). Tetlow, Robert ; Hubrich, Kirstin.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:70:y:2015:i:c:p:100-115.

    Full description at Econpapers || Download paper

  7. Bank and Sovereign Risk Interdependence in the Euro Area. (2015). Kollintzas, Tryphon ; Tsoukalas, Konstantinos .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10485.

    Full description at Econpapers || Download paper

  8. La coordination entre politique monétaire et politique macroprudentielle. Que disent les modèles dsge ?. (2015). Dehmej, Salim ; Couppey-Soubeyran, Jézabel ; Carré, Emmanuel ; Carre, Emmanuel.
    In: Revue économique.
    RePEc:cai:recosp:reco_663_0541.

    Full description at Econpapers || Download paper

  9. The financial accelerator and market-based debt instruments: A role for maturities?. (2014). Kühl, Michael ; Kuhl, Michael.
    In: Discussion Papers.
    RePEc:zbw:bubdps:082014.

    Full description at Econpapers || Download paper

  10. Financial Frictions and Sources of Business Cycle. (2014). Sanjani, Marzie Taheri.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2014/194.

    Full description at Econpapers || Download paper

  11. Credit shocks and monetary policy in Brazil: a structural FAVAR approach. (2014). Valls Pereira, Pedro ; Fonseca, Marcelo Gonçalves da Silva, ; Pereira, Pedro L. Valls, .
    In: Textos para discussão.
    RePEc:fgv:eesptd:358.

    Full description at Econpapers || Download paper

  12. Monetarism rides again? US monetary policy in a world of Quantitative Easing. (2014). Minford, A. Patrick ; Meenagh, David ; Le, Vo Phuong Mai ; Le, Vo Phuong Mai, .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10250.

    Full description at Econpapers || Download paper

  13. Credit Risk in the Euro area.. (2014). Mojon, Benoit ; Gilchrist, Simon.
    In: Working papers.
    RePEc:bfr:banfra:482.

    Full description at Econpapers || Download paper

  14. China and global rebalancing: A two-country approach. (2013). Gauvin, Ludovic ; Carton, Benjamin ; Benassy-Quere, Agnès.
    In: China Economic Review.
    RePEc:eee:chieco:v:26:y:2013:i:c:p:118-139.

    Full description at Econpapers || Download paper

  15. Políticas de Encajes y Modelos Económicos. (2012). Carrera, Cesar.
    In: Working Papers.
    RePEc:rbp:wpaper:2012-006.

    Full description at Econpapers || Download paper

  16. How do business and financial cycles interact?. (2012). Terrones, Marco ; Kose, Ayhan ; Claessens, Stijn.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:87:y:2012:i:1:p:178-190.

    Full description at Econpapers || Download paper

  17. Financial crises and liquidity shocks a bank-run perspective. (2012). Calvo, Guillermo.
    In: European Economic Review.
    RePEc:eee:eecrev:v:56:y:2012:i:3:p:317-326.

    Full description at Econpapers || Download paper

  18. Macro-Prudential Policy and the Conduct of Monetary Policy.. (2012). Mojon, Benoit ; CLERC, Laurent ; Beau, D..
    In: Working papers.
    RePEc:bfr:banfra:390.

    Full description at Econpapers || Download paper

  19. Reserve Requirements for Price and Financial Stability - When Are They Effective?. (2012). Towbin, Pascal ; Glocker, Christian.
    In: Working papers.
    RePEc:bfr:banfra:363.

    Full description at Econpapers || Download paper

  20. Financial intermediation, investment dynamics and business cycle fluctuations. (2011). Ajello, Andrea.
    In: MPRA Paper.
    RePEc:pra:mprapa:32447.

    Full description at Econpapers || Download paper

  21. The Dynamics of Housing Returns in Singapore: How Important are the International Transmission Mechanisms?. (2011). Leung, Charles ; Chen, Nan-Kuang ; Chang, Kuang Liang ; Leung, Charles Ka Yui, .
    In: MPRA Paper.
    RePEc:pra:mprapa:32255.

    Full description at Econpapers || Download paper

  22. The effect mechanism of credit constraint on cycles formation. (2011). Zhong, Changbiao ; Chen, Kunting .
    In: China Finance Review International.
    RePEc:eme:cfripp:v:1:y:2011:i:4:p:408-424.

    Full description at Econpapers || Download paper

  23. Droht in Deutschland eine Kreditklemme?. (2010). van Roye, Björn ; Groll, Dominik ; Dovern, Jonas ; Boysen-Hogrefe, Jens ; Scheide, Joachim .
    In: Kiel Discussion Papers.
    RePEc:zbw:ifwkdp:472-473.

    Full description at Econpapers || Download paper

  24. The Optimal Inflation Rate in New Keynesian Models. (2010). Wieland, Johannes ; Gorodnichenko, Yuriy ; Coibion, Olivier ; Olivier Coibion, Yuriy Gorodnichenko, Johannes F. , .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16093.

    Full description at Econpapers || Download paper

  25. Credit supply - Identifying balance-sheet channels with loan applications and granted loans. (2010). Saurina, Jesús ; Peydro, Jose-Luis ; Ongena, Steven ; Jimenez, Gabriel.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20101179.

    Full description at Econpapers || Download paper

  26. Monetary policy, housing booms and financial (im)balances. (2010). Hofmann, Boris ; Eickmeier, Sandra.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20101178.

    Full description at Econpapers || Download paper

  27. The external finance premium in the euro area A useful indicator for monetary policy?. (2010). Gelain, Paolo.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20101171.

    Full description at Econpapers || Download paper

  28. Financial Development and Amplification. (2009). Hirano, Tomohiro.
    In: MPRA Paper.
    RePEc:pra:mprapa:16907.

    Full description at Econpapers || Download paper

  29. Three Cycles; Housing, Credit, and Real Activity. (2009). Kabundi, Alain ; Igan, Deniz ; Pinheiro, Marcelo ; Nadal, Francisco D ; Tamirisa, Natalia T.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2009/231.

    Full description at Econpapers || Download paper

  30. Frugality; Are We Fretting Too Much? Household Saving and Assets in the United States. (2009). Abdih, Yasser ; Tanner, Evan C.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2009/197.

    Full description at Econpapers || Download paper

  31. 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

  32. A Vicious Cycle of Manias, Crashes and Asymmetric Policy Responses - An Overinvestment View. (2009). Schnabl, Gunther ; Hoffmann, Andreas.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2855.

    Full description at Econpapers || Download paper

  33. House Price Developments in Europe; A Comparison. (2008). Hoffmaister, Alexander ; Shi, Haiyan ; Banerji, Angana ; Ceriel, Paul Louis.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2008/211.

    Full description at Econpapers || Download paper

  34. Fluttuazioni endogene, deflazione da debiti e instabilità finanziaria. (2006). Ferri, Piero.
    In: Moneta e Credito.
    RePEc:psl:moneta:2006:22.

    Full description at Econpapers || Download paper

  35. Wealth Effects in Europe; A Tale of Two Countries (Italy and the United Kingdom). (2006). Muoz, Sonia.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2006/030.

    Full description at Econpapers || Download paper

  36. An Estimated Small Open Economy Model of the Financial Accelerator. (2005). Tchakarov, Ivan ; Elekdag, Selim ; Espigares, Alejandro Justiniano.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2005/044.

    Full description at Econpapers || Download paper

  37. The Monetary Transmission Mechanism. (2005). Ireland, Peter.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:628.

    Full description at Econpapers || Download paper

  38. Does Financial Structure Matter for the Information Content of Financial Indicators?. (2005). Djoudad, Ramdane ; Wilkins, Carolyn ; Selody, Jack .
    In: Staff Working Papers.
    RePEc:bca:bocawp:05-33.

    Full description at Econpapers || Download paper

  39. Inflation Targeting and Sudden Stops. (2004). Krishnamurthy, Arvind ; Caballero, Ricardo J..
    In: NBER Chapters.
    RePEc:nbr:nberch:9565.

    Full description at Econpapers || Download paper

  40. Globalization, Financial Volatility and Monetary Policy. (2004). Berger, Wolfram.
    In: Economic Change and Restructuring.
    RePEc:kap:ecopln:v:31:y:2004:i:2:p:163-184.

    Full description at Econpapers || Download paper

  41. Boom-Bust Phases in Asset Prices and Fiscal Policy Behavior. (2004). Schuknecht, Ludger ; Jaeger, Albert.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2004/054.

    Full description at Econpapers || Download paper

  42. Current Issues in the Design and Conduct of Monetary Policy. (2003). Khan, Mohsin S.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2003/056.

    Full description at Econpapers || Download paper

  43. Equilibrium analysis, banking, contagion and financial fragility. (2003). Tsomocos, Dimitrios.
    In: Bank of England working papers.
    RePEc:boe:boeewp:175.

    Full description at Econpapers || Download paper

  44. Houses as collateral: has the link between house prices and consumption in the U.K. changed?. (2002). Vlieghe, Gertjan ; Proudman, James ; aoki, kosuke.
    In: Economic Policy Review.
    RePEc:fip:fednep:y:2002:i:may:p:163-177:n:v.8no.1.

    Full description at Econpapers || Download paper

  45. Financial intermediation, agency and collateral and the dynamics of banking crises: theory and evidence for the Japanese banking crisis. (2002). Kletzer, Kenneth ; Dekle, Robert.
    In: Proceedings.
    RePEc:fip:fedfpr:y:2002:i:sep:x:5.

    Full description at Econpapers || Download paper

  46. House prices, consumption, and monetary policy: a financial accelerator approach. (2002). Vlieghe, Gertjan ; Proudman, James ; aoki, kosuke.
    In: Bank of England working papers.
    RePEc:boe:boeewp:169.

    Full description at Econpapers || Download paper

  47. The role of corporate balance sheets and bank lending policies in a financial accelerator framework. (2002). wetherilt, anne ; Hall, Simon .
    In: Bank of England working papers.
    RePEc:boe:boeewp:166.

    Full description at Econpapers || Download paper

  48. A Corporate Balance-Sheet Approach to Currency Crises. (2001). Bacchetta, Philippe ; Aghion, Philippe ; Banerjee, Abhijit.
    In: Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP).
    RePEc:lau:crdeep:01.14.

    Full description at Econpapers || Download paper

  49. Domestic Bank Regulation and Financial Crises; Theory and Empirical Evidence From East Asia. (2001). Dekle, Robert ; Kletzer, Kenneth.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2001/063.

    Full description at Econpapers || Download paper

  50. Financial accelerator effects in UK business cycles. (2001). Hall, Simon .
    In: Bank of England working papers.
    RePEc:boe:boeewp:150.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-25 18:37:15 || 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.