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The transmission of financial shocks and leverage of financial institutions : an endogenous regime-switching framework

Hubrich, Kirstin; Waggoner, Daniel F. - 2022 - Preliminary, this version: May 23, 2022

Persistent link: https://www.econbiz.de/10013413172

Understanding bank and nonbank credit cycles : a structural exploration

Durdu, Ceyhun Bora; Zhong, Molin - 2019

We explore the structural drivers of bank and nonbank credit cycles using an estimated medium-scale macro model that … allows for bank and nonbank financial intermediation. We posit economy-wide aggregate and sectoral disturbances to … potentially drive bank and nonbank credit growth. We find that sectoral shocks affecting the balance sheets of entrepreneurs who …

Persistent link: https://www.econbiz.de/10012181042

The effect of banks' financial position on credit growth : evidence from OECD countries

Rappoport, David E. - 2016

This paper presents empirical evidence on the effect of banks' financial position on credit growth using a sample of 29 OECD countries. The failure of the exogeneity assumption of explanatory variables is addressed using dynamic panel type instruments. The empirical results show that among...

Persistent link: https://www.econbiz.de/10011579142

Financial stability monitoring

Adrian, Tobias; Covitz, Daniel M.; Liang, Jean Nellie - 2013

Persistent link: https://www.econbiz.de/10010424564

The informational centrality of banks

Foley-Fisher, Nathan; Gorton, Gary; Verani, Stéphane - 2023 - This version: December 2023

Persistent link: https://www.econbiz.de/10014490873

Central bank communication with a financial stability objective

Arseneau, David M. - 2020

Persistent link: https://www.econbiz.de/10012389795

The Federal Reserve's tools for policy normalization in a preferred habitat model of financial markets

Clouse, James A.; Ihrig, Jane; Klee, Elizabeth; Chen, Han - 2014

Persistent link: https://www.econbiz.de/10011280186

Financial vulnerabilities, macroeconomic dynamics, and monetary policy

Aikman, David; Lehnert, Andreas; Liang, Jean Nellie; … - 2016

We define a measure to be a financial vulnerability if, in a VAR framework that allows for nonlinearities, an impulse to the measure leads to an economic contraction. We evaluate alternative macrofinancial imbalances as vulnerabilities: nonfinancial sector credit, risk appetite of financial...

Persistent link: https://www.econbiz.de/10011578131

Do actions speak louder than words? : The response of asset prices to monetary policy actions and statements

Gürkaynak, Refet S.; Sack, Brian; Swanson, Eric T. - 2004

Persistent link: https://www.econbiz.de/10002455560

Federal Reserve transparency and financial market forecasts of short-term interest rates

Swanson, Eric T. (contributor) - 2004

Persistent link: https://www.econbiz.de/10002089865