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Endogenous Sudden Stops in a Business Cycle Model with Collateral Constraints:A Fisherian Deflation of Tobin's Q
16 references·16 citing·35 second hopsampled
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References

  • 1997Credit Cycles5,254 cited
  • 1998The Financial Accelerator in a Quantitative Business Cycle Framework4,624 cited
  • 1982Tobin's Marginal q and Average q: A Neoclassical Interpretation3,178 cited
  • 1933The Debt-Deflation Theory of Great Depressions2,516 cited
  • 2002Closing Small Open Economy Models2,432 cited
  • 1998CAPITAL FLOWS AND CAPITAL-MARKET CRISES: The Simple Economics of Sudden Stops1,475 cited
  • 2005Business cycles in emerging economies: the role of interest rates1,360 cited
  • 1995The Terms of Trade, the Real Exchange Rate, and Economic Fluctuations1,007 cited
  • 1991Quadrature-Based Methods for Obtaining Approximate Solutions to Nonlinear Asset Pricing Models926 cited
  • 1934The Debt-Deflation Theory of Great Depressions812 cited
  • 1999The External Wealth of Nations Measures of Foreign Assets and Liabilities for Industrial and Developing Countries766 cited
  • 2004Business Cycles in Emerging Economies: The Role of Interest Rates432 cited
  • 2003Country Spreads and Emerging Countries: Who Drives Whom?408 cited
  • 2000Creating Business Cycles Through Credit Constraints330 cited
  • 1998Current Account Reversals and Currency Crises: Empirical Regularities

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307 cited
  • 2004Aggregate Consequences of Limited Contract Enforceability264 cited
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    • 2010Leverage Constraints and the International Transmission of Shocks68 cited
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    • 2009Currency crises and foreign credit in emerging markets: Credit crunch or demand effect?48 cited
    • 2005Are Asset Price Guarantees Useful for Preventing Sudden Stops? A Quantitative Investigation of the Globalization Hazard-Moral Hazard Tradeoff42 cited
    • 2008An Anatomy of Credit Booms: Evidence from Macro Aggregates and Micro Data41 cited
    • 2008Sudden Stops, Financial Crises and Leverage: A Fisherian Deflation of Tobin's Q40 cited
    • 2010Leverage Constraints and the International Transmission of Shocks39 cited
    • 2009Modeling Financial Crises and Sovereign Risks37 cited
    • 2007Precautionary Demand for Foreign Assets in Sudden Stop Economies: An Assessment of the New Merchantilism30 cited
    • 2007Precautionary Demand for Foreign Assets in Sudden Stop Economies: An Assessment of the New Mercantilism28 cited
    • 2009Currency mismatch, openness and exchange rate regime choice27 cited
    • 2007Monetary Policy under Sudden Stops22 cited
    • 2007Are Shocks to the Terms of Trade Shocks to Productivity?18 cited
    • 2023Business cycle accounting: What have we learned so far?13 cited