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Financial factors in economic fluctuations
Christiano, Lawrence; Rostagno, Massimo; Motto, Roberto - 2010
We augment a standard monetary DSGE model to include a banking sector and financial markets. We fit the model to Euro Area and US data. We find that agency problems in financial contracts, liquidity constraints facing banks and shocks that alter the perception of market risk and hit financial...
Persistent link: https://www.econbiz.de/10011605238
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Impact of monetary policy shocks on the conventional and islamic banks in a dual banking system : evidence from Malaysia
Kassim, Salina; Majid, Muhammad Shabri Abdul; Rosylin … - In: Journal of economic cooperation & development 30 (2009) 1, pp. 41-58
Persistent link: https://www.econbiz.de/10003807865
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The dynamic analysis of monetary policy shock on banking behaviour
Le Héron, Edwin - In: Issues in finance and monetary policy, (pp. 73-99). 2007
Persistent link: https://www.econbiz.de/10003466325
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Bank behavior and the cost channel of monetary transmission
Hülsewig, Oliver (contributor); Mayer, Eric (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003377604
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Macroeconomic factors and micro-level bank risk
Buch, Claudia M.; Eickmeier, Sandra; Prieto, Esteban - 2010
address the following questions. How are macroeconomic shocks transmitted to bank risk and other banking variables? What are … the sources of bank heterogeneity, and what explains differences in individual banks’ responses to macroeconomic shocks …? Our paper has two main findings: (i) Average bank risk declines, and average bank lending increases following expansionary …
Persistent link: https://www.econbiz.de/10008697445
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Financial factors in economic fluctuations
Christiano, Lawrence J.; Motto, Roberto; Rostagno, Massimo - 2010
We augment a standard monetary DSGE model to include a banking sector and financial markets. We fit the model to Euro Area and US data. We find that agency problems in financial contracts, liquidity constraints facing banks and shocks that alter the perception of market risk and hit financial...
Persistent link: https://www.econbiz.de/10003973320
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Bank behavior and the cost channel of monetary transmission
Hülsewig, Oliver (contributor); Mayer, Eric (contributor);  … - 2006
This paper presents a New Keynesian model that dwells on the role of banks in the cost channel of monetary policy. Banks extend loans to firms in an environment of monopolistic competition by setting the loan rate according to a Calvo-type staggered price setting approach, which means that the...
Persistent link: https://www.econbiz.de/10003380031
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Bank behavior and the cost channel of monetary transmission
Hülsewig, Oliver; Mayer, Eric; Wollmershäuser, Timo - 2006
This paper presents a New Keynesian model that dwells on the role of banks in the cost channel of monetary policy. Banks extend loans to firms in an environment of monopolistic competition by setting the loan rate according to a Calvo-type staggered price setting approach, which means that the...
Persistent link: https://www.econbiz.de/10003381607
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Impact of interest rates on Islamic and conventional banks : the case of Turkey
Ergeç, E. H.; Arslan, B. G. - In: Applied economics 45 (2013) 16/18, pp. 2381-2388
Persistent link: https://www.econbiz.de/10009772277
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Inside money in general equilibrium : does it matter for monetary policy?
Stracca, Livio - In: Macroeconomic dynamics 17 (2013) 3, pp. 563-590
Persistent link: https://www.econbiz.de/10009754566