Capital requirements and business cycles with credit market imperfections
Author
Suggested Citation
Download full text from publisher
Other versions of this item:
- Agénor, P.-R. & Alper, K. & Pereira da Silva, L., 2012. "Capital requirements and business cycles with credit market imperfections," Journal of Macroeconomics, Elsevier, vol. 34(3), pages 687-705.
- Pierre-Richard Agénor & Koray Alper & Luiz Pereira da Silva, 2011. "Capital Requirements and Business Cycles with Credit Market Imperfections," Working Papers Series 231, Central Bank of Brazil, Research Department.
- Pierre-Richard Agénor & Koray Alper & Luiz Pereira da Silva, 2009. "Capital Requirements and Business Cycles with Credit Market Imperfections," Centre for Growth and Business Cycle Research Discussion Paper Series 124, Economics, The University of Manchester.
References listed on IDEAS
- Bester, Helmut, 1994.
"The Role of Collateral in a Model of Debt Renegotiation,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 26(1), pages 72-86, February.
- Bester, H., 1990. "The Role Of Collateral In A Model Of Debt Renegotiation," Papers 9060, Tilburg - Center for Economic Research.
- Bester, H., 1990. "The Role of Collateral in a Model of Debt Renegotiation," Discussion Paper 1990-60, Tilburg University, Center for Economic Research.
- Bester, H., 1994. "The role of collateral in a model of debt renegotiation," Other publications TiSEM efe919a3-7b33-4c98-93d1-2, Tilburg University, School of Economics and Management.
- Helmut Bester, 1990. "The Role of Collateral in a Model of Debt Renegotiation," CEPR Financial Markets Paper 0001, European Science Foundation Network in Financial Markets, c/o C.E.P.R, 33 Great Sutton Street, London EC1V 0DX..
- Bester, H., 1990. "The Role of Collateral in a Model of Debt Renegotiation," Other publications TiSEM c3595a51-2a58-40d7-9128-a, Tilburg University, School of Economics and Management.
- Chen, Nan-Kuang, 2001. "Bank net worth, asset prices and economic activity," Journal of Monetary Economics, Elsevier, vol. 48(2), pages 415-436, October.
- Pierre-Richard Agénor & Peter Montiel, 2008.
"Monetary Policy Analysis in a Small Open Credit-Based Economy,"
Open Economies Review, Springer, vol. 19(4), pages 423-455, September.
- Pierre-Richard Agénor & Peter J. Montiel, 2007. "Monetary Policy Analysis in a Small Open Credit-Based Economy," Centre for Growth and Business Cycle Research Discussion Paper Series 90, Economics, The University of Manchester.
- R. P. Agenor & K. Alper & L. Pereira da Silva, 2013.
"Capital Regulation, Monetary Policy, and Financial Stability,"
International Journal of Central Banking, International Journal of Central Banking, vol. 9(3), pages 198-243, September.
- Pierre-Richard Agénor & Koray Alper & Luiz A. Pereira da Silva, 2011. "Capital Regulation, Monetary Policy and Financial Stability," Working Papers Series 237, Central Bank of Brazil, Research Department.
- Pierre-Richard Agenor & Koray Alper & Luiz Pereira da Silva, 2012. "Capital Regulation, Monetary Policy and Financial Stability," Working Papers 1228, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Pierre-Richard Agénor & Koray Alper & Luiz Pereira da Silva, 2011. "Capital Regulation, Monetary Policy and Financial Stability," Centre for Growth and Business Cycle Research Discussion Paper Series 154, Economics, The University of Manchester.
- Thakor, Anjan V, 1996. "Capital Requirements, Monetary Policy, and Aggregate Bank Lending: Theory and Empirical Evidence," Journal of Finance, American Finance Association, vol. 51(1), pages 279-324, March.
- Charles A.E. Goodhart & Pojanart Sunirand & Dimitrios P. Tsomocos, 2005.
"A risk assessment model for banks,"
Annals of Finance, Springer, vol. 1(2), pages 197-224, September.
- Goodhart, Charles & Sunirand, Pojanart & Tsomocos, Dimitrios P., 2004. "A risk assessment model for banks," LSE Research Online Documents on Economics 24750, London School of Economics and Political Science, LSE Library.
- Charles A.E. Goodhart & Pojanart Sunirand & Dimitrios P. Tsomocos, 2004. "A Risk Assessment Model for Banks," OFRC Working Papers Series 2004fe11, Oxford Financial Research Centre.
- Merton H. Miller, 1989.
"The Modigliani‐Miller Propositions After Thirty Years,"
Journal of Applied Corporate Finance, Morgan Stanley, vol. 2(1), pages 6-18, March.
- Miller, Merton H, 1988. "The Modigliani-Miller Propositions after Thirty Years," Journal of Economic Perspectives, American Economic Association, vol. 2(4), pages 99-120, Fall.
- Agénor, Pierre-Richard & Pereira da Silva, Luiz A., 2012.
"Cyclical effects of bank capital requirements with imperfect credit markets,"
Journal of Financial Stability, Elsevier, vol. 8(1), pages 43-56.
- Agenor, Pierre-Richard & Pereira da Silva, Luiz A., 2009. "Cyclical effects of bank capital requirements with imperfect credit markets," Policy Research Working Paper Series 5067, The World Bank.
- Pierre-Richard Agénor & Luiz A. Pereira da Silva, 2011. "Cyclical Effects of Bank Capital Requirements with Imperfect Credit Markets," Working Papers Series 234, Central Bank of Brazil, Research Department.
- Ines Drumond, 2009.
"Bank Capital Requirements, Business Cycle Fluctuations And The Basel Accords: A Synthesis,"
Journal of Economic Surveys, Wiley Blackwell, vol. 23(5), pages 798-830, December.
- Inês Drumond, 2008. "Bank Capital Requirements, Business Cycle Fluctuations and the Basel Accords: A Synthesis," FEP Working Papers 277, Universidade do Porto, Faculdade de Economia do Porto.
- Carlstrom, Charles T & Fuerst, Timothy S, 1997.
"Agency Costs, Net Worth, and Business Fluctuations: A Computable General Equilibrium Analysis,"
American Economic Review, American Economic Association, vol. 87(5), pages 893-910, December.
- Charles T. Carlstrom & Timothy S. Fuerst, 1996. "Agency costs, net worth, and business fluctuations: a computable general equilibrium analysis," Working Papers (Old Series) 9602, Federal Reserve Bank of Cleveland.
- Franklin Allen & Elena Carletti & Robert Marquez, 2011.
"Credit Market Competition and Capital Regulation,"
The Review of Financial Studies, Society for Financial Studies, vol. 24(4), pages 983-1018.
- Allen, Franklin & Carletti, Elena & Marquez, Robert, 2005. "Credit market competition and capital regulation," CFS Working Paper Series 2005/23, Center for Financial Studies (CFS).
- Franklin Allen & Elena Carletti & Robert Marquez, 2009. "Credit Market Competition and Capital Regulation," Economics Working Papers ECO2009/08, European University Institute.
- Franklin Allen & Elena Carletti & Robert Marquez, 2006. "Credit market competition and capital regulation," Finance and Economics Discussion Series 2006-11, Board of Governors of the Federal Reserve System (U.S.).
- Agénor, Pierre-Richard & Pereira da Silva, Luiz A., 2014.
"Macroprudential regulation and the monetary transmission mechanism,"
Journal of Financial Stability, Elsevier, vol. 13(C), pages 44-63.
- Pierre-Richard Agénor & Luiz A. Pereira da Silva, 2011. "Macroprudential Regulation and the Monetary Transmission Mechanism," Working Papers Series 254, Central Bank of Brazil, Research Department.
- Pierre-Richard Agénor & Luiz A. Pereira da Silva, 2013. "Macroprudential Regulation and the Monetary Transmission Mechanism," Centre for Growth and Business Cycle Research Discussion Paper Series 185, Economics, The University of Manchester.
- Juan Pablo Medina & Claudio Soto, 2007. "The Chilean Business Cycles Through the Lens of a Stochastic General Equilibrium Model," Working Papers Central Bank of Chile 457, Central Bank of Chile.
- Ayuso, Juan & Perez, Daniel & Saurina, Jesus, 2004.
"Are capital buffers pro-cyclical?: Evidence from Spanish panel data,"
Journal of Financial Intermediation, Elsevier, vol. 13(2), pages 249-264, April.
- Juan Ayuso & Daniel Pérez & Jesús Saurina, 2002. "Are capital buffers pro-cyclical? Evidence from Spanish panel data," Working Papers 0224, Banco de España.
- Hamid Mehran, 2011.
"Bank Capital and Value in the Cross-Section,"
The Review of Financial Studies, Society for Financial Studies, vol. 24(4), pages 1019-1067.
- Hamid Mehran & Anjan V. Thakor, 2009. "Bank capital and value in the cross section," Staff Reports 390, Federal Reserve Bank of New York.
- Ireland, Peter N., 2001.
"Sticky-price models of the business cycle: Specification and stability,"
Journal of Monetary Economics, Elsevier, vol. 47(1), pages 3-18, February.
- Peter N. Ireland, 1999. "Sticky-Price Models of the Business Cycle: Specification and Stability," Boston College Working Papers in Economics 426, Boston College Department of Economics.
- Peter N. Ireland, 2000. "Sticky-Price Models of the Business Cycle: Specification and Stability," NBER Working Papers 7511, National Bureau of Economic Research, Inc.
- Paolo Angelini & Stefano Neri & Fabio Panetta, 2011.
"Monetary and macroprudential policies,"
Temi di discussione (Economic working papers)
801, Bank of Italy, Economic Research and International Relations Area.
- Angelini, Paolo & Neri, Stefano & Panetta, Fabio, 2012. "Monetary and macroprudential policies," Working Paper Series 1449, European Central Bank.
- Andrea Gerali & Stefano Neri & Luca Sessa & Federico M. Signoretti, 2010.
"Credit and Banking in a DSGE Model of the Euro Area,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(s1), pages 107-141, September.
- Andrea Gerali & Stefano Neri & Luca Sessa & Federico M. Signoretti, 2010. "Credit and Banking in a DSGE Model of the Euro Area," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(s1), pages 107-141, September.
- Andrea Gerali & Stefano Neri & Luca Sessa & Federico M. Signoretti, 2010. "Credit and banking in a DSGE model of the euro area," Temi di discussione (Economic working papers) 740, Bank of Italy, Economic Research and International Relations Area.
- Francisco Covas & Shigeru Fujita, 2010.
"Procyclicality of Capital Requirements in a General Equilibrium Model of Liquidity Dependence,"
International Journal of Central Banking, International Journal of Central Banking, vol. 6(34), pages 137-173, December.
- Francisco Covas & Shigeru Fujita, 2009. "Procyclicality of capital requirements in a general equilibrium model of liquidity dependence," Working Papers 09-23, Federal Reserve Bank of Philadelphia.
- Barrios, Victor E. & Blanco, Juan M., 2003. "The effectiveness of bank capital adequacy regulation: A theoretical and empirical approach," Journal of Banking & Finance, Elsevier, vol. 27(10), pages 1935-1958, October.
- Vasco Cúrdia & Michael Woodford, 2010.
"Credit Spreads and Monetary Policy,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(s1), pages 3-35, September.
- Vasco Curdia & Michael Woodford, 2010. "Credit Spreads and Monetary Policy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(s1), pages 3-35, September.
- Vasco Curdia & Michael Woodford, 2009. "Credit spreads and monetary policy," Staff Reports 385, Federal Reserve Bank of New York.
- Vasco Cúrdia & Michael Woodford, 2009. "Credit Spreads and Monetary Policy," NBER Working Papers 15289, National Bureau of Economic Research, Inc.
- Boot, Arnoud W A & Thakor, Anjan V & Udell, Gregory F, 1991. "Secured Lending and Default Risk: Equilibrium Analysis, Policy Implications and Empirical Results," Economic Journal, Royal Economic Society, vol. 101(406), pages 458-472, May.
- Stephen G. Cecchetti & Lianfa Li, 2008.
"Do Capital Adequacy Requirements Matter For Monetary Policy?,"
Economic Inquiry, Western Economic Association International, vol. 46(4), pages 643-659, October.
- Stephen G. Cecchetti & Lianfi Li, 2005. "Do Capital Adequacy Requirements Matter for Monetary Policy?," NBER Working Papers 11830, National Bureau of Economic Research, Inc.
- Hainz, Christa, 2003. "Bank competition and credit markets in transition economies," Journal of Comparative Economics, Elsevier, vol. 31(2), pages 223-245, June.
- Barth, James R. & Caprio, Gerard Jr. & Levine, Ross, 2004.
"Bank regulation and supervision: what works best?,"
Journal of Financial Intermediation, Elsevier, vol. 13(2), pages 205-248, April.
- Barth, James R. & Caprio Jr., Gerard & Levine, Ross, 2001. "Bank regulation and supervision : what works best?," Policy Research Working Paper Series 2725, The World Bank.
- James R. Barth & Gerard Caprio, Jr. & Ross Levine, 2002. "Bank Regulation and Supervision: What Works Best?," NBER Working Papers 9323, National Bureau of Economic Research, Inc.
- Hubbard, R Glenn & Kuttner, Kenneth N & Palia, Darius N, 2002.
"Are There Bank Effects in Borrowers' Costs of Funds? Evidence from a Matched Sample of Borrowers and Banks,"
The Journal of Business, University of Chicago Press, vol. 75(4), pages 559-581, October.
- R. Glenn Hubbard & Kenneth N. Kuttner & Darius N. Palia, 1999. "Are there "bank effects" in borrowers' costs of funds? Evidence from a matched sample of borrowers and banks," Staff Reports 78, Federal Reserve Bank of New York.
- Moura, Marcelo L. & de Carvalho, Alexandre, 2010.
"What can Taylor rules say about monetary policy in Latin America?,"
Journal of Macroeconomics, Elsevier, vol. 32(1), pages 392-404, March.
- Carvalho, Alexandre & Moura, Marcelo L., 2008. "What Can Taylor Rules Say About Monetary Policy in Latin America?," Insper Working Papers wpe_126, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
- Berentsen, Aleksander & Monnet, Cyril, 2008.
"Monetary policy in a channel system,"
Journal of Monetary Economics, Elsevier, vol. 55(6), pages 1067-1080, September.
- Aleksander Berentsen & Cyril Monet, 2006. "Monetary Policy in a Channel System," IEW - Working Papers 295, Institute for Empirical Research in Economics - University of Zurich.
- Aleksander Berentsen & Cyril Monnet, 2008. "Monetary policy in a channel system," Working Papers 08-7, Federal Reserve Bank of Philadelphia.
- Aleksander Berentsen & Cyril Monnet, 2007. "Monetary Policy in a Channel System," CESifo Working Paper Series 1929, CESifo.
- Benford, James & Nier, Erlend, 2007. "Financial Stability Paper No 3: Monitoring Cyclicality of Basel II Capital Requirements," Bank of England Financial Stability Papers 3, Bank of England.
- Atta-Mensah, Joseph & Dib, Ali, 2008.
"Bank lending, credit shocks, and the transmission of Canadian monetary policy,"
International Review of Economics & Finance, Elsevier, vol. 17(1), pages 159-176.
- Joseph Atta-Mensah & Ali Dib, 2003. "Bank Lending, Credit Shocks, and the Transmission of Canadian Monetary Policy," Staff Working Papers 03-9, Bank of Canada.
- Julio J. Rotemberg, 1982. "Monopolistic Price Adjustment and Aggregate Output," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 49(4), pages 517-531.
- Ravenna, Federico & Walsh, Carl E., 2006. "Optimal monetary policy with the cost channel," Journal of Monetary Economics, Elsevier, vol. 53(2), pages 199-216, March.
- A. R. Fonseca & F. González & L. Pereira da Silva, 2010. "Cyclical Effects of Bank Capital Buffers with Imperfect Credit Markets: International Evidence," Working Papers Series 216, Central Bank of Brazil, Research Department.
- Guangling Dave Liu & Nkhahle E. Seeiso, 2011.
"Business Cycle and Bank Capital Regulation: Basel II Procyclicality,"
Working Papers
221, Economic Research Southern Africa.
- Guangling (Dave) Liu & Nkhahle Seeiso, 2011. "Business Cycle and Bank Capital Regulation: Basel II Procyclicality," Working Papers 18/2011, Stellenbosch University, Department of Economics.
- Cavalcanti, Marco Antonio F.H., 2010. "Credit market imperfections and the power of the financial accelerator: A theoretical and empirical investigation," Journal of Macroeconomics, Elsevier, vol. 32(1), pages 118-144, March.
- Carlos Montoro & Ramon Moreno, 2011. "The use of reserve requirements as a policy instrument in Latin America," BIS Quarterly Review, Bank for International Settlements, March.
- Alvaro Aguiar & Ines Drumond, 2007. "Business Cycle and Bank Capital: Monetary Policy Transmission under the Basel Accords," FEP Working Papers 242, Universidade do Porto, Faculdade de Economia do Porto.
- Pierre-Richard Agénor & Koray Alper, 2012.
"Monetary shocks and central bank liquidity with credit market imperfections,"
Oxford Economic Papers, Oxford University Press, vol. 64(3), pages 563-591, July.
- Pierre-Richard Agénor & Koray Alper, 2009. "Monetary Shocks and Central Bank Liquidity with Credit Market Imperfections," Centre for Growth and Business Cycle Research Discussion Paper Series 120, Economics, The University of Manchester.
- Pierre-Richard Agenor & Koray Alper, 2009. "Monetary Shocks and Central Bank Liquidity with Credit Market Imperfections," Working Papers 0906, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Yilmaz, Ensar, 2009. "Capital accumulation and regulation," The Quarterly Review of Economics and Finance, Elsevier, vol. 49(3), pages 760-771, August.
- Mr. Fabian Valencia, 2008. "Banks’ Precautionary Capital and Persistent Credit Crunches," IMF Working Papers 2008/248, International Monetary Fund.
- Matthieu Darracq Pariès & Christoffer Kok Sørensen & Diego Rodriguez-Palenzuela, 2011.
"Macroeconomic Propagation under Different Regulatory Regimes: Evidence from an Estimated DSGE Model for the Euro Area,"
International Journal of Central Banking, International Journal of Central Banking, vol. 7(4), pages 49-113, December.
- Kok, Christoffer & Rodriguez-Palenzuela, Diego & Darracq Pariès, Matthieu, 2010. "Macroeconomic propagation under different regulatory regimes: Evidence from an estimated DSGE model for the euro area," Working Paper Series 1251, European Central Bank.
- Aliaga-Díaz, Roger & Olivero, María Pía, 2010. "Is there a financial accelerator in US banking?: Evidence from the cyclicality of banks' price-cost margins," Economics Letters, Elsevier, vol. 108(2), pages 167-171, August.
- Meh, Césaire A. & Moran, Kevin, 2010.
"The role of bank capital in the propagation of shocks,"
Journal of Economic Dynamics and Control, Elsevier, vol. 34(3), pages 555-576, March.
- Césaire Meh & Kevin Moran, 2008. "The Role of Bank Capital in the Propagation of Shocks," Staff Working Papers 08-36, Bank of Canada.
- Xavier Freixas & Jean-Charles Rochet, 1997. "Microeconomics of Banking," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262061937, April.
- Haibin Zhu, 2008. "Capital Regulation and Banks' Financial Decisions," International Journal of Central Banking, International Journal of Central Banking, vol. 4(1), pages 165-211, March.
- Bojan Markovic, 2006. "Bank capital channels in the monetary transmission mechanism," Bank of England working papers 313, Bank of England.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- R. P. Agenor & K. Alper & L. Pereira da Silva, 2013.
"Capital Regulation, Monetary Policy, and Financial Stability,"
International Journal of Central Banking, International Journal of Central Banking, vol. 9(3), pages 198-243, September.
- Pierre-Richard Agénor & Koray Alper & Luiz A. Pereira da Silva, 2011. "Capital Regulation, Monetary Policy and Financial Stability," Working Papers Series 237, Central Bank of Brazil, Research Department.
- Pierre-Richard Agenor & Koray Alper & Luiz Pereira da Silva, 2012. "Capital Regulation, Monetary Policy and Financial Stability," Working Papers 1228, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Pierre-Richard Agénor & Koray Alper & Luiz Pereira da Silva, 2011. "Capital Regulation, Monetary Policy and Financial Stability," Centre for Growth and Business Cycle Research Discussion Paper Series 154, Economics, The University of Manchester.
- Agénor, Pierre-Richard & Pereira da Silva, Luiz A., 2014.
"Macroprudential regulation and the monetary transmission mechanism,"
Journal of Financial Stability, Elsevier, vol. 13(C), pages 44-63.
- Pierre-Richard Agénor & Luiz A. Pereira da Silva, 2011. "Macroprudential Regulation and the Monetary Transmission Mechanism," Working Papers Series 254, Central Bank of Brazil, Research Department.
- Pierre-Richard Agénor & Luiz A. Pereira da Silva, 2013. "Macroprudential Regulation and the Monetary Transmission Mechanism," Centre for Growth and Business Cycle Research Discussion Paper Series 185, Economics, The University of Manchester.
- Agénor, Pierre-Richard & Pereira da Silva, Luiz A., 2012.
"Cyclical effects of bank capital requirements with imperfect credit markets,"
Journal of Financial Stability, Elsevier, vol. 8(1), pages 43-56.
- Agenor, Pierre-Richard & Pereira da Silva, Luiz A., 2009. "Cyclical effects of bank capital requirements with imperfect credit markets," Policy Research Working Paper Series 5067, The World Bank.
- Pierre-Richard Agénor & Luiz A. Pereira da Silva, 2011. "Cyclical Effects of Bank Capital Requirements with Imperfect Credit Markets," Working Papers Series 234, Central Bank of Brazil, Research Department.
- Tayler, William & Zilberman, Roy, 2014.
"Macroprudential Regulation and the Role of Monetary Policy,"
Dynare Working Papers
37, CEPREMAP.
- William Tayler & Roy Zilberman, 2014. "Macroprudential regulation and the role of monetary policy," Working Papers 63933064, Lancaster University Management School, Economics Department.
- Tayler, William & Zilberman, Roy, 2014. "Macroprudential Regulation and the Role of Monetary Policy," EconStor Preprints 95230, ZBW - Leibniz Information Centre for Economics.
- Tayler, William & Zilberman, Roy, 2014. "Macroprudential Regulation and the Role of Monetary Policy," MPRA Paper 54885, University Library of Munich, Germany.
- Ines Drumond, 2009.
"Bank Capital Requirements, Business Cycle Fluctuations And The Basel Accords: A Synthesis,"
Journal of Economic Surveys, Wiley Blackwell, vol. 23(5), pages 798-830, December.
- Inês Drumond, 2008. "Bank Capital Requirements, Business Cycle Fluctuations and the Basel Accords: A Synthesis," FEP Working Papers 277, Universidade do Porto, Faculdade de Economia do Porto.
- Tayler, William J. & Zilberman, Roy, 2016.
"Macroprudential regulation, credit spreads and the role of monetary policy,"
Journal of Financial Stability, Elsevier, vol. 26(C), pages 144-158.
- Tayler, William & Zilberman , Roy, 2016. "Macroprudential regulation, credit spreads and the role of monetary policy," Bank of England working papers 599, Bank of England.
- Matthieu Darracq Paries, 2018. "Financial frictions and monetary policy conduct," Erudite Ph.D Dissertations, Erudite, number ph18-01 edited by Ferhat Mihoubi.
- Agénor, Pierre-Richard & Alper, Koray & Pereira da Silva, Luiz, 2018.
"External shocks, financial volatility and reserve requirements in an open economy,"
Journal of International Money and Finance, Elsevier, vol. 83(C), pages 23-43.
- Pierre-Richard Agénor & Koray Alper & Luiz Pereira da Silva, 2015. "External Shocks, Financial Volatility and Reserve Requirements in an Open Economy," Working Papers Series 396, Central Bank of Brazil, Research Department.
- repec:zbw:bofrdp:2016_016 is not listed on IDEAS
- Falagiarda, Matteo & Saia, Alessandro, 2017.
"Credit, Endogenous Collateral and Risky Assets: A DSGE Model,"
International Review of Economics & Finance, Elsevier, vol. 49(C), pages 125-148.
- M. Falagiarda & A. Saia, 2013. "Credit, Endogenous Collateral and Risky Assets: A DSGE Model," Working Papers wp916, Dipartimento Scienze Economiche, Universita' di Bologna.
- Kilponen, Juha & Orjasniemi, Seppo & Ripatti, Antti & Verona, Fabio, 2016. "The Aino 2.0 model," Research Discussion Papers 16/2016, Bank of Finland.
- Stijn Claessens & M Ayhan Kose, 2018. "Frontiers of macrofinancial linkages," BIS Papers, Bank for International Settlements, number 95.
- Agénor, Pierre-Richard & Jackson, Timothy P., 2022. "Monetary and macroprudential policy coordination with biased preferences," Journal of Economic Dynamics and Control, Elsevier, vol. 144(C).
- Borio, Claudio & Zhu, Haibin, 2012.
"Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism?,"
Journal of Financial Stability, Elsevier, vol. 8(4), pages 236-251.
- Claudio Borio & Haibin Zhu, 2008. "Capital regulation, risk-taking and monetary policy: a missing link in the transmission mechanism?," BIS Working Papers 268, Bank for International Settlements.
- Kilponen, Juha & Orjasniemi, Seppo & Ripatti, Antti & Verona, Fabio, 2016. "The Aino 2.0 model," Bank of Finland Research Discussion Papers 16/2016, Bank of Finland.
- Totzek, Alexander, 2011. "Banks, oligopolistic competition, and the business cycle: A new financial accelerator approach," Economics Working Papers 2011-02, Christian-Albrechts-University of Kiel, Department of Economics.
- George J. Bratsiotis & William J. Tayler & Roy Zilberman, 2014. "Financial Regulation, Credit and Liquidity Policy and the Business Cycle," Centre for Growth and Business Cycle Research Discussion Paper Series 196, Economics, The University of Manchester.
- Kühl, Michael, 2017.
"Bank capital, the state contingency of banks’ assets and its role for the transmission of shocks,"
Journal of Macroeconomics, Elsevier, vol. 54(PB), pages 260-284.
- Kühl, Michael, 2014. "Bank capital, the state contingency of banks' assets and its role for the transmission of shocks," Discussion Papers 25/2014, Deutsche Bundesbank.
- Hristov, Nikolay & Hülsewig, Oliver, 2017.
"Unexpected loan losses and bank capital in an estimated DSGE model of the euro area,"
Journal of Macroeconomics, Elsevier, vol. 54(PB), pages 161-186.
- Nikolay Hristov & Oliver Hülsewig, 2016. "Unexpected Loan Losses and Bank Capital in an Estimated DSGE Model of the Euro Area," CESifo Working Paper Series 6160, CESifo.
- Gambacorta, Leonardo & Signoretti, Federico M., 2014.
"Should monetary policy lean against the wind?,"
Journal of Economic Dynamics and Control, Elsevier, vol. 43(C), pages 146-174.
- Leonardo Gambacorta & Federico M Signoretti, 2013. "Should monetary policy lean against the wind? - an analysis based on a DSGE model with banking," BIS Working Papers 418, Bank for International Settlements.
- Leonardo Gambacorta & Federico M. Signoretti, 2013. "Should monetary policy lean against the wind? An analysis based on a DSGE model with banking," Temi di discussione (Economic working papers) 921, Bank of Italy, Economic Research and International Relations Area.
- Khoshnevis , Maryam & Ahmadyan , Azam, 2017. "Modeling Basel Regulatory in DSGE with Emphasis on Adequacy Regulatory," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 12(4), pages 379-407, October.
More about this item
Keywords
Banks&Banking Reform; Debt Markets; Access to Finance; Economic Theory&Research; Emerging Markets;All these keywords.
JEL classification:
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- E51 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Money Supply; Credit; Money Multipliers
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2009-12-19 (Banking)
- NEP-BEC-2009-12-19 (Business Economics)
- NEP-REG-2009-12-19 (Regulation)
- NEP-RMG-2009-12-19 (Risk Management)
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:wbk:wbrwps:5151. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Roula I. Yazigi (email available below). General contact details of provider: https://edirc.repec.org/data/dvewbus.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.