[go: up one dir, main page]
More Web Proxy on the site http://driver.im/
create a website
How do shocks to bank capital affect lending and growth?. (2018). Miettinen, Paavo ; Tolo, Eero.
In: Research Discussion Papers.
RePEc:bof:bofrdp:2018_025.

Full description at Econpapers || Download paper

Cited: 4

Citations received by this document

Cites: 24

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. Banks credit losses and lending dynamics. (2021). Memmel, Christoph ; Raupach, Peter.
    In: Discussion Papers.
    RePEc:zbw:bubdps:362021.

    Full description at Econpapers || Download paper

  3. Are bank capital requirements optimally set? Evidence from researchers’ views. (2020). Ristolainen, Kim ; HASAN, IFTEKHAR ; Ambrocio, Gene ; Jokivuolle, Esa.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:50:y:2020:i:c:s1572308920300711.

    Full description at Econpapers || Download paper

  4. Are bank capital requirements optimally set? Evidence from researchers’ views. (2020). Ristolainen, Kim ; HASAN, IFTEKHAR ; Ambrocio, Gene ; Jokivuolle, Esa.
    In: Research Discussion Papers.
    RePEc:bof:bofrdp:2020_010.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Acharya, V., Bergant, K., Crosignani, M., Eisert, T., McCann, F. (2017). The Anatomy of the Transmission of Macroprudential Policies: Evidence from Ireland. Federal Reserve Bank of Atlanta Working Paper.

  2. Aiyar S., Calomiris, C. and Wieladek, T. (2014b). Identifying Channels of Credit Substitution When Bank Capital Requirements Are Varied, Economic Policy, January 2014, 47-71.

  3. Aiyar, S., C. Calomiris and T. Wieladek (2014a). Does macro-prudential regulation leak? Evidence from a UK policy experiment, Journal of Money, Credit and Banking 46 (1), 181–214.
    Paper not yet in RePEc: Add citation now
  4. Arias, J., Rubio-Ramirez, J., Waggoner, D. (2014). Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications, Board of Governors of the Federal Reserve System, International Finance Discussion Papers, 1100.

  5. Barnett, A. and Thomas, R. (2014). Weak Lending and Activity in the UK. The Manchester School, 82: 6089.

  6. Baumeister, C. and Hamilton, J. D. (2015). Sign restrictions, structural vector autoregressions, and useful prior information, Econometrica 83(5), 1963–1999.

  7. Berrospide, J.M., Edge, R.M. (2010). The Effects of Bank Capital on Lending: What Do We Know, and What Does It Mean? International Journal of Central Banking, Vol. 6, No. 4, 5–54.

  8. Ciccarelli, M., Maddaloni, A., Peydró, J.-L. (2015).Trusting the Bankers: A New Look at the Credit Channel of Monetary Policy, Review of Economic Dynamics, Vol. 18(4), 979-1002.

  9. Daesik, K. and Santomero , A., M. (1988). Risk in Banking and Capital Regulation, The Journal of Finance, 43, 5, pp. 1219-1233.

  10. Fry, R. and Pagan, A. (2011). Sign Restrictions in Structural Vector Autoregressions: A Critical Review, Journal of Economic Literature 49(4), pp 938–960.

  11. Jiménez, G., Mian, A., Peydró J.-L., Saurina, J. (2010). Estimating the Aggregate Impact of Credit Supply Channel: Evidence from Securitization in Spain, Bank of Spain Working Paper.
    Paper not yet in RePEc: Add citation now
  12. Jiménez, G., Ongena, S., Peydró, J.-L., and Saurina, J. (2014). Hazardous Times for Monetary Policy: What Do Twenty‐Three Million Bank Loans Say About the Effects of Monetary Policy on Credit Risk‐Taking? Econometrica 82(2), 463–505.

  13. Jiménez, G., Ongena, S., Peydró, J.-L., and Saurina, J. (2017). Macroprudential Policy, Countercyclical Bank Capital Buffers, and Credit Supply: Evidence from the Spanish Dynamic Provisioning Experiments, Journal of Political Economy 125, 6, 2126-2177.

  14. Kanngiesser, D., Martin, R., Maurin, L., Moccero, D. (2017). Estimating the impact of shocks to bank capital in the euro area, European Central Bank Working Paper Series, No. 2077.

  15. Lanne, M., Luoto, J. (2016). Data-Driven Inference on Sign Restrictions in Bayesian Structural Vector Autoregression, CREATES Working Paper.

  16. Lanne, M., Meitz, M., Saikkonen, P. (2017). Identification and estimation of non-Gaussian structural vector autoregressions, Journal of Econometrics, Vol. 196, No. 2, pp. 288–304.

  17. Lown, C., Morgan,D.P. (2006). The credit cycle and the business cycle: new findings using the Loan Officer Opinion Survey, Journal of Money, Credit and Banking, Vol. 37, No. 6, pp. 1575-97.

  18. Mésonnier, J.-S., and Stevanovic, D. (2017). The Macroeconomic Effects of Shocks to Large Banks’ Capital, Oxford Bulletin of Economics and Statistics, Vol. 79, No. 4, 546–569.

  19. Maurin, L., Toivanen, M. (2012). Risk, capital buffer and bank lending: a granular approach to the adjustment of euro area banks, European Central Bank Working Paper Series, No. 1499.

  20. Meeks, R. (2014). Capital regulation and the macroeconomy: Empirical evidence and macroprudential policy, European Economic Review 95, 125–141.

  21. Nelimarkka, J. (2018): Identification of monetary policy shocks through proxies and non-normality. Unpublished manuscript (work in progress).
    Paper not yet in RePEc: Add citation now
  22. Noss, J., Toffano, P. (2014). Estimating the impact of changes in aggregate bank capital requirements during an upswing, Journal of Banking and Finance 62, pp. 15–27..

  23. Peydró, J.-L. (2010). Discussion: The Effects of Bank Capital on Lending: What Do We Know, and What Does It Mean? International Journal of Central Banking, Vol. 6, No. 4, pp 55–69.
    Paper not yet in RePEc: Add citation now
  24. Uluc, A. and Wieladek, T. (2017). Capital requirements, risk shifting and the mortgage market, ECB Working paper No 2061. A. B. C. D. E. F. G. H. I. J. K. L. Figure 1. Descriptive graphics. Medians and percentile bands for variables. The line shows the median and light and dark areas show the 25–75 percentile range and the 10–90 percentile range, respectively. 1H directly shows the EONIA, O/N Stibor, and O/N Libor. Figure 2. Example shocks – Germany. The fan charts show the posterior median21 (blue line) and 68 %, 90 %, and 95 % credible sets (different shadings of red). a) Model 1a Shock 1 Shock 2 Shock 3 Shock 4 21 The median and the credible sets displayed are calculated pointwise for each horizon from the set of impulse responses. We employ the same calculation in all the figures that display medians or credible sets.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Complexity and the default risk of mortgage-backed securities. (2023). Dufour, Alfonso ; Varotto, Simone ; Segato, Samuele ; Billio, Monica.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:155:y:2023:i:c:s0378426623001917.

    Full description at Econpapers || Download paper

  2. Macroprudential policy in central banks: Integrated or separate? Survey among academics and central bankers. (2023). Malovana, Simona ; Hodula, Martin ; Bajzik, Josef ; Gric, Zuzana.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:65:y:2023:i:c:s1572308923000074.

    Full description at Econpapers || Download paper

  3. Monetary policy spillovers and the role of prudential policies in the European Union. (2023). Coman, Andra.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20232854.

    Full description at Econpapers || Download paper

  4. The role of financial stability considerations in monetary policy and the interaction with macroprudential policy in the euro area. (2023). Signoretti, Federico ; Nikolov, Kalin ; Ambrocio, Gene ; Heider, Florian ; Jovanovic, Mario ; Lewis, Vivien ; Miettinen, Pavo ; Policy, Monetary ; Bonatti, Guido ; Prieto, Esteban ; Redak, Vanessa ; Altavilla, Carlo ; Geiger, Felix ; Chalamandaris, Dimitrios ; Fourel, Valere ; Jan, Jansen David ; Kok, Christoffer ; Mazelis, Falk ; Balfoussia, Hiona ; Licak, Marek ; Patriek, Matic ; Pogulis, Armands ; Adolf, Petra ; Garabedian, Garo ; Cassar, Alan ; Weigert, Benjamin ; Fahr, Stephan ; Ioannidis, Michael ; Vlassopoulos, Thomas ; Maddaloni, Angela ; Klein, Melanie ; Papageorghiou, Maria ; Galati, Gabriele ; Fernandez, Luis ; Busch, Ulrike ; Valderrama, Maria ; Bussiere, Mat
  5. Assessing the Effects of Borrower-Based Macroprudential Policy on Credit in the EU Using Intensity-Based Indices. (2022). de Schryder, Selien ; Coulier, Lara.
    In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
    RePEc:rug:rugwps:22/1044.

    Full description at Econpapers || Download paper

  6. Housing Consumption and Investment: Evidence from Shared Equity Mortgages. (2022). Garbarinoifo, Nicola ; Cocco, Joo F ; Bracke, Philippe ; Benetton, Matteo.
    In: Review of Financial Studies.
    RePEc:oup:rfinst:v:35:y:2022:i:8:p:3525-3573..

    Full description at Econpapers || Download paper

  7. Macroprudential Policy and Aggregate Demand. (2022). Venter, Zoe ; Teixeira, Andre.
    In: Working Papers.
    RePEc:inf:wpaper:2022.04.

    Full description at Econpapers || Download paper

  8. Exploring the Dynamic Shock of Unconventional Monetary Policy Channels on Income Inequality: A Panel VAR Approach. (2022). Greyling, Lorraine ; Zungu, Lindokuhle Talent.
    In: Social Sciences.
    RePEc:gam:jscscx:v:11:y:2022:i:8:p:369-:d:891392.

    Full description at Econpapers || Download paper

  9. Nonlinear Dynamics of the Development-Inequality Nexus in Emerging Countries: The Case of a Prudential Policy Regime. (2022). Mbatha, Nkanyiso ; Greyling, Lorraine ; Zungu, Lindokuhle Talent.
    In: Economies.
    RePEc:gam:jecomi:v:10:y:2022:i:5:p:120-:d:822072.

    Full description at Econpapers || Download paper

  10. The real effects of macroprudential policy: Evidence from micro data. (2022). Teixeira, Andre.
    In: Journal of Policy Modeling.
    RePEc:eee:jpolmo:v:44:y:2022:i:6:p:1165-1178.

    Full description at Econpapers || Download paper

  11. Countercyclical prudential buffers and bank risk-taking. (2022). Udell, Gregory F ; Pacelli, Joseph ; Norden, Lars ; Illueca, Manuel.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:51:y:2022:i:c:s1042957322000146.

    Full description at Econpapers || Download paper

  12. Release of a liquidity regulation: What do we learn for credit and house prices?. (2022). Galardo, Maddalena ; Cornacchia, Wanda ; Bologna, Pierluigi.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:61:y:2022:i:c:s1572308922000456.

    Full description at Econpapers || Download paper

  13. The effects of macroprudential policy on banks profitability. (2022). Noel, Dennison ; Karim, Dilruba ; Davis, Philip E.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:80:y:2022:i:c:s1057521921003057.

    Full description at Econpapers || Download paper

  14. The effects of a macroprudential loosening: the importance of borrowers’ choices. (2022). Durante, Elena ; McCann, Fergal.
    In: Research Technical Papers.
    RePEc:cbi:wpaper:9/rt/22.

    Full description at Econpapers || Download paper

  15. Heterogeneous effects and spillovers of macroprudential policy in an agent-based model of the UK housing market. (2022). Farmer, Doyne J ; Uluc, Arzu ; Hinterschweiger, Marc ; Carro, Adrian.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0976.

    Full description at Econpapers || Download paper

  16. Heterogeneous effects and spillovers of macroprudential policy in an agent-based model of the UK housing market. (2022). Farmer, Doyne J ; Uluc, Arzu ; Hinterschweiger, Marc ; Carro, Adrian.
    In: Working Papers.
    RePEc:bde:wpaper:2217.

    Full description at Econpapers || Download paper

  17. .

    Full description at Econpapers || Download paper

  18. Macroprudential policy and the sovereign-bank nexus in the euro area. (2021). Hülsewig, Oliver ; Kolb, Benedikt ; Hulsewig, Oliver ; Hristov, Nikolay.
    In: Discussion Papers.
    RePEc:zbw:bubdps:322021.

    Full description at Econpapers || Download paper

  19. Global financial cycle, household credit, and macroprudential policies. (2021). Epure, Mircea ; Peydro, Jose-Luis ; Minoiu, Camelia ; Mihai, Irina.
    In: Economics Working Papers.
    RePEc:upf:upfgen:1590.

    Full description at Econpapers || Download paper

  20. The impact of a macroprudential borrower based measure on households’ leverage and housing choices. (2021). Félix, Sónia ; Abreu, Daniel ; Felix, Sonia ; Silva, Fatima ; Oliveira, Vitor.
    In: Working Papers.
    RePEc:ptu:wpaper:w202116.

    Full description at Econpapers || Download paper

  21. Assessing the effectiveness of the Portuguese borrower-based measure in the Covid-19 context. (2021). Neugebauer, Katja ; Ramos, Angelo ; Oliveira, Vitor.
    In: Working Papers.
    RePEc:ptu:wpaper:w202110.

    Full description at Econpapers || Download paper

  22. Macroprudential Policy, Bank Competition and Bank Risk in East Asia. (2021). Karim, Dilruba ; Chan, Ka Kei ; Davis, Philip E.
    In: National Institute of Economic and Social Research (NIESR) Discussion Papers.
    RePEc:nsr:niesrd:533.

    Full description at Econpapers || Download paper

  23. The effect of LTV-based risk weights on house prices: Evidence from an Israeli macroprudential policy. (2021). Tzur-Ilan, Nitzan ; Laufer, Steven.
    In: Journal of Urban Economics.
    RePEc:eee:juecon:v:124:y:2021:i:c:s0094119021000310.

    Full description at Econpapers || Download paper

  24. Macroprudential policy and intra-group dynamics: The effects of reserve requirements in Brazil. (2021). Tonzer, Lena ; Ossandon Busch, Matias ; Becker, Chris.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:71:y:2021:i:c:s0929119921002182.

    Full description at Econpapers || Download paper

  25. The role of financial stability considerations in monetary policy and the interaction with macroprudential policy in the euro area. (2021). Weigert, Benjamin ; Rodriguez-Moreno, Maria ; Prieto, Esteban ; Nikolov, Kalin ; Maddaloni, Angela ; Mazelis, Falk ; Lewis, Vivien ; Geiger, Felix ; Martin, Alberto ; Jovanovic, Mario ; Miettinen, Pavo ; Andreeva, Desislava ; Cuciniello, Vincenzo ; Albertazzi, Ugo ; Heider, Florian ; Redak, Vanessa ; Bonatti, Guido ; Licak, Marek ; Jan, Jansen David ; Garabedian, Garo ; Altavilla, Carlo ; Chalamandaris, Dimitrios ; Fourel, Valere ; Pogulis, Armands ; Carlo Altavilla , ; Balfoussia, Hiona ; Ioannidis, Michael ; Patriek, Matic ; Fernandez, Luis ; Kok, Christoffer ; Cassar, Alan ; Klein, Melanie ; Papageorghiou, Maria ; Fahr, Stephan ; Falagiarda, Matteo ; Adolf, Petra ;
  26. Effects of LTV announcements in EU economies. (2021). Giuliodori, Massimo ; Mokas, Dimitris.
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:704.

    Full description at Econpapers || Download paper

  27. Macroprudential Policy and the Sovereign-Bank Nexus in the Euro Area. (2021). Kolb, Benedikt ; Hulsewig, Oliver ; Hristov, Nikolay.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_9342.

    Full description at Econpapers || Download paper

  28. Corporate debt booms, financial constraints and the investment nexus. (2021). Albuquerque, Bruno.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0935.

    Full description at Econpapers || Download paper

  29. The household effects of mortgage regulation. (2021). Wold, Ella Getz ; Juelsrud, Ragnar Enger ; Aastveit, Knut Are.
    In: Working Papers.
    RePEc:bny:wpaper:0103.

    Full description at Econpapers || Download paper

  30. Leverage Regulation and Market Structure: A Structural Model of the U.K. Mortgage Market. (2021). Benetton, Matteo.
    In: Journal of Finance.
    RePEc:bla:jfinan:v:76:y:2021:i:6:p:2997-3053.

    Full description at Econpapers || Download paper

  31. Review of Bank of Russia – NES Workshop ‘Identification and Measurement of Macroprudential Policies Effects’. (2021). Penikas, Henry.
    In: Russian Journal of Money and Finance.
    RePEc:bkr:journl:v:80:y:2021:i:3:p:94-104.

    Full description at Econpapers || Download paper

  32. Macroprudential policy, monetary policy and Eurozone bank risk. (2020). Vander Vennet, Rudi ; Meuleman, Elien.
    In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
    RePEc:rug:rugwps:20/1004.

    Full description at Econpapers || Download paper

  33. The strategic response of banks to macroprudential policies: Evidence from mortgage stress tests in Canada. (2020). Clark, Robert ; Li, Shaoteng.
    In: Working Paper.
    RePEc:qed:wpaper:1445.

    Full description at Econpapers || Download paper

  34. The International Aspects of Macroprudential Policy. (2020). Forbes, Kristin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:27698.

    Full description at Econpapers || Download paper

  35. Financial Spillovers and Macroprudential Policies. (2020). Chinn, Menzie ; Aizenman, Joshua ; Ito, Hiro.
    In: Open Economies Review.
    RePEc:kap:openec:v:31:y:2020:i:3:d:10.1007_s11079-020-09580-9.

    Full description at Econpapers || Download paper

  36. Effects of Macroprudential Policy: Evidence from Over 6,000 Estimates. (2020). Patnam, Manasa ; Araujo, Juliana Dutra ; Yao, Weijia ; Valencia, Fabian ; Popescu, Adina.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2020/067.

    Full description at Econpapers || Download paper

  37. Monetary and macroprudential policy complementarities: evidence from European credit registers. (2020). Altavilla, Carlo ; Carlo Altavilla , ; Peydro, Jose-Luis ; Laeven, Luc.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20202504.

    Full description at Econpapers || Download paper

  38. Barcelona Report 2 - The Bank Business Model in the Post-Covid-19 World. (2020). Vives, Xavier ; Fatas, Antonio ; Claessens, Stijn.
    In: Vox eBooks.
    RePEc:cpr:ebooks:p329.

    Full description at Econpapers || Download paper

  39. The International Aspects of Macroprudential Policy. (2020). Forbes, Kristin.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:15198.

    Full description at Econpapers || Download paper

  40. Dampening Global Financial Shocks: Can Macroprudential Regulation Help (More than Capital Controls)?. (2020). Grigoli, Francesco ; Sandri, Damiano ; Hansen, Niels-Jakob ; Bergant, Katharina.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:14948.

    Full description at Econpapers || Download paper

  41. A Prolonged Period of Low Interest Rates: Unintended Consequences. (2020). Malovana, Simona ; Kolcunová, Dominika ; Janku, Jan ; Ehrenbergerova, Dominika ; Bajzik, Josef.
    In: Research and Policy Notes.
    RePEc:cnb:rpnrpn:2020/02.

    Full description at Econpapers || Download paper

  42. The Forced Safety Effect: How Higher Capital Requirements Can Increase Bank Lending. (2020). Malherbe, Frederic ; Bahaj, Saleem.
    In: Journal of Finance.
    RePEc:bla:jfinan:v:75:y:2020:i:6:p:3013-3053.

    Full description at Econpapers || Download paper

  43. Prudential policies, credit supply and house prices: evidence from Italy. (2020). Galardo, Maddalena ; Cornacchia, Wanda ; Bologna, Pierluigi.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_1294_20.

    Full description at Econpapers || Download paper

  44. Housing Collateral Reform and Economic Reallocation. (2020). Silva, Thiago ; Fazio, Dimas.
    In: Working Papers Series.
    RePEc:bcb:wpaper:522.

    Full description at Econpapers || Download paper

  45. Take It to the Limit? The Effects of Household Leverage Caps. (2019). Peydro, Jose-Luis ; Irani, Rustom ; Gabarro, Marc ; van Bekkum, Sjoerd.
    In: EconStor Preprints.
    RePEc:zbw:esprep:216797.

    Full description at Econpapers || Download paper

  46. Take It to the limit? The effects of household leverage caps. (2019). Peydro, Jose-Luis ; Irani, Rustom M ; Gabarro, Marc ; van Bekkum, Sjoerd.
    In: Economics Working Papers.
    RePEc:upf:upfgen:1682.

    Full description at Econpapers || Download paper

  47. MACROPRUDENTIAL POLICY AND BANK SYSTEMIC RISK. (2019). Vander Vennet, Rudi ; Meuleman, Elien .
    In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
    RePEc:rug:rugwps:19/971.

    Full description at Econpapers || Download paper

  48. MACROPRUDENTIAL POLICY: IMPLEMENTATION, EFFECTS, AND LESSONS. (2019). Tzur-Ilan, Nitzan.
    In: Israel Economic Review.
    RePEc:boi:isrerv:v:17:y:2019:i:1:p:39-71.

    Full description at Econpapers || Download paper

  49. Take it to the Limit? The Effects of Household Leverage Caps. (2019). Peydro, Jose-Luis ; Irani, Rustom M ; Gabarro, Marc ; van Bekkum, Sjoerd.
    In: Working Papers.
    RePEc:bge:wpaper:1132.

    Full description at Econpapers || Download paper

  50. How do shocks to bank capital affect lending and growth?. (2018). Miettinen, Paavo ; Tolo, Eero.
    In: Research Discussion Papers.
    RePEc:bof:bofrdp:2018_025.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-02-03 11:56:27 || 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.