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Goodhart, Charles A. E. - 2005

Persistent link: https://www.econbiz.de/10003222010

Analysis of monetary policy and financial stability : a new paradigm

Goodhart, Charles A. E.; Osorio, Carolina; Tsomocos, … - 2009

This paper introduces agent heterogeneity, liquidity, and endogenous default to a DSGE framework. Our model allows for … the economy. Due to liquidity and endogenous default, the transmission mechanism of shocks is well defined, and their …

Persistent link: https://www.econbiz.de/10003923247

Modelling a housing and mortgage crisis

Goodhart, Charles A. E.; Tsomocos, Dimitrios P.; … - 2010

Persistent link: https://www.econbiz.de/10003934965

Modelling a housing and mortgage crisis

Goodhart, Charles A. E.; Tsomocos, Dimitrios P.; … - 2009

Persistent link: https://www.econbiz.de/10008822815

Precautionary liquidity shocks, excess reserves and business cycles

Bratsiotis, George; Theodoridis, Konstantinos - 2020

Persistent link: https://www.econbiz.de/10012793438

Precautionary liquidity shocks, excess reserves and business cycles

Bratsiotis, George; Theodoridis, Konstantinos - 2020

This paper identifies a precautionary banking liquidity shock via a set of sign, zero and forecast variance … financial intermediation with credit and liquidity frictions. The precautionary liquidity shock is shown to work through two …

Persistent link: https://www.econbiz.de/10012483779

Understanding international long-term interest rate comovement

Chin, Michael; De Graeve, Ferre; Filippeli, Thomai; … - 2018

Long-term interest rates of small open economies correlate strongly with the US long-term rate. Can central banks in those countries decouple from the US? An estimated DSGE model for the UK (vis-`a-vis the US) establishes three structural empirical results. (1) Comovement arises due to nominal...

Persistent link: https://www.econbiz.de/10011887034

The City of Glasgow Bank failure and the case for liability reform

Goodhart, Charles A. E.; Postel-Vinay, Natacha - 2024

Persistent link: https://www.econbiz.de/10014546327

Distress dependence and financial stability

Segoviano, Miguel A.; Goodhart, Charles A. E. - 2010

Persistent link: https://www.econbiz.de/10008810970

Systemic implications of the bail-in design

Kleinnijenhuis, Alissa; Goodhart, Charles A. E.; … - 2021

Persistent link: https://www.econbiz.de/10012613276