References contributed by pha418-11053
- 320 Finance a úvěr-Czech Journal of Economics and Finance, 66, 2016, no. 4 Drehmann M, Patton A, Sorensen S (2006): Corporate Defaults and Large Macroeconomic Shocks.
Paper not yet in RePEc: Add citation now
Ã…sberg Sommar P, Shahnazarian H (2008): Macroeconomic Impact on Expected Default Frequency. Sveriges Riksbank Working Paper Series, no. 219.
Çatik AN, Martin C (2012): Macroeconomic Transitions and the Transmission Mechanism: Evidence from Turkey. Economic Modelling, 29(4):1440–1449.
Altunbas Y, Fazylov O, Molyneux P (2002): Evidence on the Bank-lending Channel in Europe. Journal of Banking and Finance, 26(11):2093–2110.
Alves I (2005): Sectoral Fragility: Factors and Dynamics. In: Investigating the Relationship Between the Financial and Real Economy. BIS Papers, 22:450–480.
- Applied Financial Economics, 20(14):1099–1112.
Paper not yet in RePEc: Add citation now
Aspachs O, Goodhart CAE, Tsomocos DP, Zicchino L (2007): Towards a Measure of Financial Fragility. Annals of Finance, 3(1):37–74.
Atanasova C (2003): Credit Market Imperfections and Business Cycle Dynamics: A Nonlinear Approach. Studies in Nonlinear Dynamics & Econometrics, 7(4), Article 5.
Balke NS (2000): Credit and Economic Activity: Credit Regimes and Nonlinear Propagation of Shocks. Review of Economics and Statistics, 82(2):344–349.
Bank of England, mimeo and ECB conference available at: https://www.ecb.europa.eu/events/pdf/conferences/jcbrconf4/Drehmann.pdf Égert B, MacDonald R (2009): Monetary Transmission Mechanism in Central and Eastern Europe: Surveying the Surveyable. Journal of Economic Surveys, 23(2): 277–327.
Bernanke BS, Blinder AS (1988): Credit, Money, and Aggregate Demand. American Economic Review, 78(2):435–439.
Bernanke BS, Gertler M (1995): Inside the Black Box: The Credit Channel of Monetary Policy Transmission. Journal of Economic Perspectives, 9(4):27–48.
- BIS (2011): The Transmission Channels Between the Financial and Real Sectors: A Critical Survey of the Literature. BIS Working Paper, no. 18.
Paper not yet in RePEc: Add citation now
Boivin J, Kiley MT, Mishkin FS (2010): How Has the Monetary Transmission Mechanism Evolved Over Time? Handbook of Monetary Economics, vol. 3:369–422.
- Bondt GJ de (1998): Credit Channels in Europe: Bank-level Panel Data Analyses. De Nederlandsche Bank Research Memorandum WO&E 567.
Paper not yet in RePEc: Add citation now
- Bondt GJ de (2013): Credit Channels in Europe: A Cross-country Investigation. PSL Quarterly Review, 52(210).
Paper not yet in RePEc: Add citation now
Borio CEV, Furfine C, Lowe PW (2001): Procyclicality of the Financial System and Financial Stability: Issues and Policy Options. In: Marrying the macro- and microprudential dimensions of financial stability, BIS Papers, no. 1 (March 2001).
Borys-Morgese M, Horváth R, Franta M (2009): The Effects of Monetary Policy in the Czech Republic: An Empirical Study. Empirica, 36(4):419–443.
Calza A, Sousa J (2006): Output and Inflation Responses to Credit Shocks: Are There Threshold Effects in the Euro Area? Studies in Nonlinear Dynamics & Econometrics, 10(2):1–21.
- Canova F (2007): Methods for Applied Macroeconomic Research. Princeton University Press.
Paper not yet in RePEc: Add citation now
Castrén O, Dées S, Zaher F (2008): Global Macro-Financial Shocks and Expected Default Frequencies in the Euro Area. ECB Working Paper, no. 875.
Chen CWS, Lee JC (1995): Bayesian Inference of Threshold Autoregressive Models. Journal of Time Series Analysis, 16(5):483–492.
Cushman DO, Zha T (1997): Identifying Monetary Policy in a Small Open Economy under Flexible Exchange Rates. Journal of Monetary Economics, 39(3):433–448.
Favero CA, Giavazzi F, Flabbi L (1999): The Transmission Mechanism of Monetary Policy in Europe: Evidence from Banks’ Balance Sheets. NBER Working Paper, no. 7231.
Finance a úvěr-Czech Journal of Economics and Finance, 66, 2016, no. 4 321 Meh C, Moran K (2010): The Role of Bank Capital in the Propagation of Shocks. Journal of Economic Dynamics and Control, 34:555–576.
Franta M, Horváth R, Rusnák M (2014): Evaluating Changes in the Monetary Transmission Mechanism in the Czech Republic. Empirical Economics, 46(3):827–842.
Gambacorta L, Rossi C (2010): Modelling Bank Lending in the Euro Area: A Nonlinear Approach.
Giannone D, Lenza M, Primiceri GE (2012): Prior Selection for Vector Autoregressions. NBER Working Paper, no. 18467.
Gilchrist S, Zakrajšek E (2011): Monetary Policy and Credit Supply Shocks. IMF Economic Review, 59:195–232.
Goodhart C, Hofmann B (2008): House Prices, Money, Credit, and the Macroeconomy. Oxford Review of Economic Policy, 24(1):180–205.
Goodhart CAE, Hofmann B, Segoviano M (2004): Bank Regulation and Macroeconomic Fluctuations. Oxford Review of Economic Policy, 20(4):591–615.
Graeve F de, Kick T, Koetter M (2008): Monetary Policy and Financial Instability: An Integrated Micro-Macro Approach. Journal of Financial Stability, 4(3):205–231.
Havránek T, Horváth R, Matějů J (2010): Do Financial Variables Help Predict Macroeconomic Environment? CNB Working Paper, no. 6.
Helbling T, Huidrom R, Kose MA, Otrok C (2011): Do Credit Shocks Matter? A Global Perspective. European Economic Review, 55(3):340–353.
- Heuvel SJ van den (2002): Does Bank Capital Matter for Monetary Transmission? Federal Reserve Bank of New York Economic Policy Review, 8(1):259–265.
Paper not yet in RePEc: Add citation now
Hristov N, Hülsewig O, Wollmershäuser T (2012): Loan Supply Shocks During the Financial Crisis: Evidence for the Euro Area. Journal of International Money and Finance, 31(3):569–592.
Kadiyala KR, Karlsson S (1997): Numerical Methods for Estimation and Inference in Bayesian VAR-Models. Journal of Applied Econometrics, 12:99–132.
Kaufmann S, Valderrama MT (2007): The Role of Credit Aggregates and Asset Prices in the Transmission Mechanism: A Comparison Between the Euro Area and the US. ECB Working Paper, no. 816.
Kaufmann S, Valderrama MT (2008): Bank Lending in Germany and the UK: Are There Differences Between a Bank-Based and a Market-Based Country? International Journal of Finance and Economics, 13:266–279.
Koop G, Korobilis D (2010): Bayesian Multivariate Time Series Methods for Empirical Macroeconomics. Foundations and Trends in Econometrics, 3(4):267–358.
Koop G, Pesaran M, Potter S (1996): Impulse Response Analysis in Nonlinear Multivariate Models. Journal of Econometrics, 74:119–148.
Koop G, Potter S (2003): Bayesian Analysis of Endogenous Delay Threshold Models. Journal of Business & Economic Statistics, 21(1):93–103.
- Maćkowiak B (2006): How Much of the Macroeconomic Variation in Eastern Europe is Attributable to External Shocks? Comparative Economic Studies, 48(3):523–544.
Paper not yet in RePEc: Add citation now
Meeks R (2012): Do Credit Market Shocks Drive Output Fluctuations? Evidence from Corporate Spreads and Defaults. Journal of Economic Dynamics and Control, 36:568–584.
Milcheva S (2013): A Bank Lending Channel or a Credit Supply Shock? Journal of Macroeconomics, 37(September):314–332.
Mojon B, Peersman G (2001): A VAR Description of the Effects of Monetary Policy in the Individual Countries of the Euro Area. ECB Working Paper, no. 92.
Pesaran MH, Schuermann T, Treutler B-J, Weiner SM (2006): Macroeconomic Dynamics and Credit Risk: A Global Perspective. Journal of Money, Credit, and Banking, 38(5):1211–1261.
Primiceri GE (2005): Time Varying Structural Vector Autoregressions and Monetary Policy. Review of Economic Studies, 72(3):821–852.
Schleer F, Semmler W (2015): Financial Sector and Output Dynamics in the Euro Area: Nonlinearities Reconsidered. Journal of Macroeconomics, 46:235–263.
Sims CA, Stock JH, Watson MW (1990): Inference in Linear Time Series Models with Some Unit Roots. Econometrica, 58:113–44.
Strahan P (2008): Liquidity Production in 21st Century Banking. NBER Working Papers, no. 13798.
Vilagi B, Tamási B (2011): Identification of Credit Supply Shocks in a Bayesian SVAR Model of the Hungary Economy. MNB Working Paper, no. 2011/7.
Wagner W (2010): Diversification at Financial Institutions and Systemic Crises. Journal of Financial Intermediation, 19:373–386.
Zha T (1999): Block Recursion and Structural Vector Autoregressions. Journal of Econometrics, 90:291–316.