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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...
Persistent link: https://www.econbiz.de/10012181042
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Dynamic equilibrium economies : a framework for comparing models and data
Diebold, Francis X.; Ohanian, Lee E.; Berkowitz, Jeremy - 1997
Persistent link: https://www.econbiz.de/10000633266
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Do noisy data exacerbate cyclical volatility?
Bomfim, Antúlio N. - 1999
Persistent link: https://www.econbiz.de/10001426905
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The empirical implications of the interest-rate lower bound
Gust, Christopher J.; López-Salido, José David; … - 2012
Persistent link: https://www.econbiz.de/10009715465
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Structural shocks and the comovements between output and interest rates
Mertens, Elmar - 2010
Persistent link: https://www.econbiz.de/10003989482
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Output gaps
Kiley, Michael T. - 2010
Persistent link: https://www.econbiz.de/10003989917
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When it rains it pours : cascading uncertainty shocks
Diercks, Anthony M.; Hsu, Alex; Tamoni, Andrea - 2020 - This version: August 10, 2020
Persistent link: https://www.econbiz.de/10012389084
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Capital requirements, business loans, and business cycles : an empirical analysis of the standardized approach in the new Basel Capital Accord
Carpenter, Seth B.; Whitesell, William C.; Zakrajšek, Egon - 2001
Persistent link: https://www.econbiz.de/10001637847
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Un-used bank capital buffers and credit supply shocks at SMEs during the pandemic
Berróspide, José M.; Gupta, Arun; Seay, Matthew P. - 2021
Persistent link: https://www.econbiz.de/10012609373
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Putty-clay and investment : a business cycle analysis
Gilchrist, Simon - 1998
Persistent link: https://www.econbiz.de/10000990408