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Countercyclical Macro Prudential Policies in a Supporting Role to Monetary Policy
16 references·1 citing·46 second hop
Countercyclical Macro Prudential Policies in a Supporting Role to Monetary Policy (2009)Countercyclical Macro Prudential Policies…A New Keynesian Model with Unemployment (2010)A New Keynesian Model with Un…Assessing the risk of banking crises - revisited (2009)Assessing the risk of banking…Macrofinancial Risk Analysis (2008)Macrofinancial Risk AnalysisNew Framework for Measuring and Managing Macrofinancial Risk and Financial Stability (2007)New Framework for Measuring a…Practical Model-Based Monetary Policy Analysis: A How-To Guide (2006)Practical Model-Based Monetar…Practical Model-Based Monetary Policy Analysis (2006)Practical Model-Based Monetar…A new Keynesian model with unemployment (2006)A new Keynesian model with un…Risk and Uncertainty in Monetary Policy (2004)Risk and Uncertainty in Monet…ASSET PRICES AND MONETARY POLICY: A CANADIAN PERSPECTIVE ON THE ISSUES (2004)ASSET PRICES AND MONETARY POL…Monetary policy under uncertainty (1999)Monetary policy under uncerta…Monetary Policy Rules (1999)Monetary Policy RulesChapter 21 The financial accelerator in a quantitative business cycle framework (1999)Chapter 21 The financial acce…The Financial Accelerator in a Quantitative Business Cycle Framework (1998)The Financial Accelerator in …Credit Cycles (1997)Credit CyclesASSET-PRICE BUBBLES AND MONETARY POLICY (1997)ASSET-PRICE BUBBLES AND MONET…Applications of Option-Pricing Theory: Twenty-Five Years Later (1997)Applications of Option-Pricin…Mortgage lending in Korea: An example of a countercyclical macroprudential approach (2010)Mortgage lending in Korea: An…The Cost of Capital, Corporation Finance and the Theory of Investment (1958)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)The Science of Monetary Policy: A New Keynesian Perspective (1999)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Expectations and Exchange Rate Dynamics (1976)Inflation, Rational Valuation and the Market (1979)Financial Fragility and Economic Performance (1990)Recent House Price Developments: The Role of Fundamentals (2006)How to Deal with Real Estate Booms: Lessons from Country Experiences (2011)Monetary Policy, Risk-Taking, and Pricing: Evidence from a Quasi-Natural Experiment (2014)The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Funding Liquidity Risk in a Quantitative Model of Systemic Stability (2009)Measuring Systemic Risk (2010)Systemic risk and bank size (2017)Lombard Street: A Description of the Money Market (1873)Housing and the Monetary Transmission Mechanism (2007)Uncertainty, Risk, and the Financial Crisis of 2008 (2014)Short-Rate Expectations and Unexpected Returns in Treasury Bonds (2018)Manias, Panics and Crashes (1978)The Twin Crises: The Causes of Banking and Balance-of-Payments Problems (1999)Systemic Banking Crises: A New Database (2008)Bank regulation, property prices and early warning systems for banking crises in OECD countries (2010)Countercyclical Capital Buffers: Exploring Options (2010)Characterising the financial cycle : don't lose sight of the medium term! (2012)Inflation dynamics: A structural econometric analysis (1999)Employment Fluctuations with Equilibrium Wage Stickiness (2005)The Cyclical Behavior of Equilibrium Unemployment and Vacancies (2005)Convergence in Macroeconomics: The Labor Wedge (2009)A Macroeconomic Model with a Financial Sector (2012)Institutions and export dynamics (2015)Low inflation, pass-through, and the pricing power of firms (2000)Drifts and volatilities: monetary policies and outcomes in the post WWII US (2005)Monetary Policy and Exchange Rate Volatility in a Small Open Economy (2005)House Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle (2005)Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism? (2011)Credit Spreads and Business Cycle Fluctuations (2012)Financial Intermediation, Loanable Funds, and The Real Sector (1997)Financial Constraints Risk (2006)Market Liquidity and Funding Liquidity (2008)Measuring and Analyzing Sovereign Risk with Contingent Claims (2008)Systemic risk and the refinancing ratchet effect (2012)On a New Approach for Analyzing and Managing Macrofinancial Risks (corrected) (2013)
this work references cited by second hop

References

  • 1997Credit Cycles5,254 cited
  • 1998The Financial Accelerator in a Quantitative Business Cycle Framework4,624 cited
  • 1999Chapter 21 The financial accelerator in a quantitative business cycle framework3,549 cited
  • 1999Monetary Policy Rules1,705 cited
  • 2004Risk and Uncertainty in Monetary Policy439 cited
  • 2009Assessing the risk of banking crises - revisited402 cited
  • 2010A New Keynesian Model with Unemployment261 cited
  • 1997ASSET-PRICE BUBBLES AND MONETARY POLICY250 cited
  • 2007New Framework for Measuring and Managing Macrofinancial Risk and Financial Stability203 cited
  • 2008Macrofinancial Risk Analysis178 cited
  • 1997Applications of Option-Pricing Theory: Twenty-Five Years Later169 cited
  • 1999Monetary policy under uncertainty117 cited
  • 2006Practical Model-Based Monetary Policy Analysis: A How-To Guide110 cited
  • 2006A new Keynesian model with unemployment54 cited
  • 2006Practical Model-Based Monetary Policy Analysis51 cited
  • 2004ASSET PRICES AND MONETARY POLICY: A CANADIAN PERSPECTIVE ON THE ISSUES24 cited

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Cited by

  • 2010Mortgage lending in Korea: An example of a countercyclical macroprudential approach26 cited