Allen, F. and A. Santomero, 1998, The theory of financial intermediation, Journal of Banking and Finance, Vol. 21, No. 11-12, 1461-1485.
- Amisano, G. and C. Giannini, 1997, Topics in Structural VAR Econometrics, Second, revised and enlarged edition, Springer-Verlag, Berlin.
Paper not yet in RePEc: Add citation now
- Angeloni, I., 1994, The Bank of Italy monthly money market model, Economic Modelling, Vol. 11, No.
Paper not yet in RePEc: Add citation now
- Angeloni, I., Kashyap, A. and B. Mojon (eds.), 2003, Monetary transmission in the euro area, Cambridge University Press, forthcoming.
Paper not yet in RePEc: Add citation now
Angeloni, I., Kashyap, A., Mojon, B. and D. Terlizzese, 2002, Monetary transmission in the euro area: Where do we stand?, ECB Working Paper, 114.
Berger, A and G. Udell, 1992, Some evidence on the empirical significance of credit rationing, Journal of Political Economy, Vol. 100, No. 5, 1047-1077.
Berger, A. and G. Udell, 2003, The institutional memory hypothesis and the procyclicality of bank lending behaviour, BIS Working paper, 125.
Berger, A., Kyle, M. and J Scalise, 2001, Did US bank supervisors get tougher during the credit crunch? Did they get easier during the credit boom? Did it matter to bank lending?, in F. Mishkin (ed), 2001, Prudential supervision: What works and what doesnât, NBER University of Chicago Press, Chicago, IL, 301-349.
Berlin, M. and L. Mester, 1998, On the profitability and cost relationship lending, Journal of Banking and Finance, Vol. 22, No. 6-8, 873-897.
Bernanke, B. and M. Gertler, 1995, Inside the black box: The credit channel of monetary policy Journal of Economic Perspectives, Vol. 9, No. 4, 27-48.
- Bernanke, B., 1993, Credit in the macroeconomy, Federal Reserve Bank of New York, Quarterly Review, Vol. 18, No. 1, 50-70.
Paper not yet in RePEc: Add citation now
Blanchard, O. and D. Quah , 1989, The dynamic effects of aggregate demand and supply disturbances, American Economic Review, Vol. 79, No. 4, 655-673.
Borio, C. and W. Fritz, 1995, The response of short-term bank lending rates to policy rates: A cross- country perspective, BIS Working Paper, 27.
Brand, C. and N. Cassola, 2000, A money demand system for euro area M3, ECB Working paper, 39.
Brigden, A. and P. Mizen, 1999, Money, credit and investment in the UK corporate sector, Bank of England Working paper, 100.
Calza, A, Gartner, C. and J. Sousa, 2003, Modelling the demand for loans to the private sector in the euro-area, Applied Economics, Vol. 35, No. 1, 107-117.
Calza, A., Gerdesmeier, D. and J. Levy, 2001, Euro area money demand: measuring the opportunity costs appropriately, IMF Working Paper, 01/179.
Cassola, N. and C. Morana, 2002, Monetary policy and the stock market in the Euro area, ECB Working paper, 119.
Chiappori, P-A., Perez-Castrillo, D. and T. Verdier, 1995, Spatial competition in the banking system: Localization, cross subsidies and the regulation of deposit rates, European Economic Review, Vol. 39, No. 5, 889-918.
Chow, G. and A. Lin, 1971, Best linear unbiased interpolation, distribution and extrapolation of time series by related series, Review of Economics and Statistics, Vol. 53, No. 4, 372-375.
Chrystal, K. and P. Mizen, 2001(a), Consumption, money and lending: a joint model for the UK household sector, Bank of England Working Paper, 134.
Chrystal, K. and P. Mizen, 2001(b), Other financial corporations: Cinderella or ugly sister of empirical monetary economics?, Bank of England Working paper, 151.
Cottarelli, C. and A. Kourelis, 1994, Financial structure, bank lending rates, and the transmission mechanism of monetary policy, IMF Staff Papers, Vol. 41, No. 4, 587-623.
Dhar, S., Pain, D. and R. Thomas, 2000, A small structural empirical model for the UK monetary transmission mechanism, Bank of England Working Paper, 113.
Diamond, D. and R. Rajan, 2000, A theory of bank capital, The Journal of Finance, Vol. 55, No. 6, 2431-2465.
ECB â Working Paper No 264 â September 2003 Calza, A., Marnique, M. and J. Sousa, 2003, The determinants of the behaviour of aggregate loans to the private sector in the Euro area, ECB Working Paper, 202.
ECB â Working Paper No 264 â September 2003 Hubrich, K. and P. Vlaar, 2003, Monetary transmission in Germany: Lessons for the euro area, Empirical Economics, forthcoming.
- Enders, W., 1995, Applied Econometrics Time Series, Wiley International Edition, John Wiley & Sons, Inc, New-York.
Paper not yet in RePEc: Add citation now
- Fama, E., 1985, Whatâs different about banks?, Journal of Monetary Economics, Vol. 15, No. 1, 29-39.
Paper not yet in RePEc: Add citation now
Hannan, T. and A. Berger, 1991, The rigidity of prices: Evidence from the banking sector, American Economic Review, Vol. 81, No. 4, 938-945.
Harbo, I., Johansen, S., Nielsen, B. and A. Rahbek, 1998, Asymptotic Inference on Cointegration Rank in Partial Systems, Journal of Business & Economic Statistics, Vol. 16, No. 4, 388-399.
- Hubrich, K. and P.J.G. Vlaar, 2001, Monetary transmission in Germany: Lessons for the euro area, DNB Staff Reports, 57.
Paper not yet in RePEc: Add citation now
- Johansen, S. and B. Nielsen, 1993, Asymptotics for Cointegration Rank tests in the Presence of Intervention Dummies â Manual for the simulation program DisCo, program and manual available at http://www.nuff.ox.ac.uk/users/nielsen/disco.html.
Paper not yet in RePEc: Add citation now
Johansen, S., 1995, Likelihood-based Inference in Cointegration Vector Autoregressive Models, Oxford University Press, Oxford.
Juselius, K. and R. MacDonald, 2000, International parity relationships between Germany and the United States: A joint modelling approach, Discussion Paper 00-10, Institute of Economics, University of Copenhagen.
Juselius, K., 1993, VAR modelling and Haavelmoâs probability approach to macroeconomic modelling, Empirical Economics, Vol. 18, No. 4, 595-622.
Kashyap, A. and J. Stein, 2000, What do a million observations on banks have to say about the transmission of monetary policy, American Economic Review, Vol. 90, No. 3, 407-428.
Kashyap, A., Rajan, R. and J. Stein, 2002, Banks as liquidity providers: An explanation for the co- existence of lending and deposit-taking, Journal of Finance, Vol. 57, No. 1, 33-73.
- Kieler, M., 2003, The ECBâs inflation objective, IMF Working Paper, 03/91.
Paper not yet in RePEc: Add citation now
King, R., Plosser, C., Stock, J. and W. Watson, 1991, Stochastic trends and economic fluctuations, American Economic Review, Vol. 81, No. 4, 819-840.
- Klein, M., 1971, A theory of the banking firm, Journal of Money, Credit and Banking, Vol. 3, 205-18.
Paper not yet in RePEc: Add citation now
Mojon, B., 2000, Financial structure and the interest rate channel of the ECB monetary policy, ECB Working Paper, 40.
- Monti, M., 1972, Deposit, credit and interest rate determination under alternative bank objectives, in Mathematical methods in investment and finance, ed. G. Szego and K. Shell. Amsterdam: North- Holland.
Paper not yet in RePEc: Add citation now
Pesaran, P., Shin, Y. and R. Smith, 2000, Structural Analysis of Vector Error Correction Models with Exogenous I(1) Variables, Journal of Econometrics, Vol. 97, No. 2, 293-343.
- Rünstler, G. and F. SÃdillot, 2002, Short-term estimates of euro area real GDP by means of monthly data, mimeo.
Paper not yet in RePEc: Add citation now
Rahbek, A. and R. Mosconi, 1999, Cointegration Rank Inference with Stationary Regressors in VAR Models, Econometrics Journal, Vol. 2, No. 1, 76-91.
Sims, C., 1980, Macroeconomics and reality, Econometrica, Vol. 48, No. 1, 1-48.
Sriram, S., 1999, Survey of literature on demand for money: theoretical and empirical work with special reference to Error-correction-models, IMF Working Paper, 99/64.
Stein, J., 1998, An adverse-selection model of bank asset and liability management with implications for the transmission of monetary policy, RAND Journal of Economics, Vol. 29, No. 3, 466-486.
- Stock, J. and W. Watson, 1988, Testing for common trends, Journal of the American Statistical Association, Vol. 83, No. 404, 1097-1107.
Paper not yet in RePEc: Add citation now
- Vlaar, P. and H. Schubert, 1999, Monetary transmission and controllability of money in Europe: a structural vector error correction approach, DNB Staff Report, 36.
Paper not yet in RePEc: Add citation now
- Vlaar, P., 1998, On the asymptotic distribution of impulse response functions with long-run restrictions, DNB Staff Report, 22.
Paper not yet in RePEc: Add citation now
Warne, A., 1993, A common trend model: Identification, estimation and inference, Seminar Paper No.555, IIES, Stockholm University.
Yanelle, M-O., 1989, The strategic analysis of intermediation, European Economic Review, Vol. 33, No. 2, 294-301.
Yanelle, M-O., 1997, Banking competition and market efficiency, Review of Economics Studies, Vol.