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SFX interventions, financial intermediation, and external shocks in emerging economies
Carrasco, Alex; Hoyle, David Florian; Nivin, Rafael - 2019 - This draft: December 2019
Persistent link: https://www.econbiz.de/10012153497
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The cyclical behavior of household and business investment in a cash-in-advance economy
Li, Victor E.; Chang, Chia-Ying - In: Journal of economic dynamics & control 28 (2004) 4, pp. 691-706
Persistent link: https://www.econbiz.de/10001854455
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Financial intermediaries' instability and euro area macroeconomic dynamics
Lhuissier, Stéphane - In: European economic review : EER 98 (2017), pp. 49-72
Persistent link: https://www.econbiz.de/10011812037
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Uncertainty shocks, capital flows, and international risk spillovers
Akinci, Ozge; Kalemli-Ozcan, Sebnem; Queralto, Albert - 2022
Persistent link: https://www.econbiz.de/10013281396
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Precautionary liquidity shocks, excess reserves and business cycles
Bratsiotis, George; Theodoridis, Konstantinos - 2020
Persistent link: https://www.econbiz.de/10012793438
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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 … restrictions imposed. The shock proxies the reluctance of the banking sector to "lend" to the real economy induced by an exogenous … change in financial intermediaries' preference for "high" liquid assets. The identified shock has sizeable and state …
Persistent link: https://www.econbiz.de/10012483779
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Time-varying volatility, financial intermediation and monetary policy
Eickmeier, Sandra; Metiu, Norbert; Prieto, Esteban - 2016
We document that expansionary monetary policy shocks are less effective at stimulating output and investment in periods of high volatility compared to periods of low volatility, using a regime-switching vector autoregression. Exogenous policy changes are identified by adapting an external...
Persistent link: https://www.econbiz.de/10011479073
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Precautionary liquidity shocks, excess reserves and business cycles
Bratsiotis, George; Theodoridis, Konstantinos - In: Journal of international financial markets, … 77 (2022), pp. 1-16
Persistent link: https://www.econbiz.de/10013357095
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Monetary cycles, financial cycles, and the business cycle
Adrian, Tobias; Estrella, Arturo; Shin, Hyun Song - 2010
One of the most robust stylized facts in macroeconomics is the forecasting power of the term spread for future real activity. The economic rationale for this forecasting power usually appeals to expectations of future interest rates, which affect the slope of the term structure. In this paper,...
Persistent link: https://www.econbiz.de/10003948217
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Animal spirits and credit spreads in a model with a cost channel
Bofinger, Peter; Debes, Sebastian; Gareis, Johannes; … - 2011 - Preliminary draft, August 27, 2011
Persistent link: https://www.econbiz.de/10009356842