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Output and Inflation Responses to Credit Shocks: Are There Threshold Effects in the Euro Area?
7 references·6 citing·52 second hop
Output and Inflation Responses to Credit Shocks: Are There Threshold Effects in the Euro Area? (2006)Output and Inflation Responses to Credit …Financial Systems and the Role of Banks in Monetary Policy Transmission in the Euro Area (2010)Financial Systems and the Rol…Credit Effects in the Monetary Mechanism (2005)Credit Effects in the Monetar…Aggregate Loans to the Euro Area Private Sector (2003)Aggregate Loans to the Euro A…Financial Structure and Monetary Transmission in Europe: A Cross-Country Study (2000)Financial Structure and Monet…Monetary Theory and Policy (1999)Monetary Theory and PolicyFinancial Structure and Aggregate Economic Activity: An Overview (1988)Financial Structure and Aggre…Credit Rationing and Effective Supply Failures (1985)Credit Rationing and Effectiv…Stationary Threshold Vector Autoregressive Models (2018)Stationary Threshold Vector A…Asymmetric effects of the international transmission of US financial stress. A threshold-VAR approach (2017)Asymmetric effects of the int…The bank-lending channel empirically revisited (2016)The bank-lending channel empi…Carry Trades and Exchange Rate Volatility: A TVAR Approach (2016)Carry Trades and Exchange Rat…THE ROLE OF CREDIT AGGREGATES AND ASSET PRICES IN THE TRANSMISSION MECHANISM: A COMPARISON BETWEEN THE EURO AREA AND THE USA (2010)THE ROLE OF CREDIT AGGREGATES…Larger crises cost more: Impact of banking sector instability on output growth (2010)Larger crises cost more: Impa…Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Monetary Policy and Credit Conditions: Evidence From the Composition of External Finance (1992)What Do a Million Observations on Banks Say About the Transmission of Monetary Policy? (2000)Does bank capital affect lending behavior? (2004)How Do Banks Set Interest Rates? 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(2021)Sovereign Risk and the Bank Lending Channel: Differences across Countries and the Effects of the Financial Crisis (2021)Discretion versus policy rules in practice (1993)The Impact of Uncertainty Shocks (2009)Assessing the impacts of financial stress index of developed countries on the exchange market pressure index of emerging countries (2020)Does Bitcoin or gold react to financial stress alike? Evidence from the U.S. and China (2020)Financial stress transmission between the U.S. and the Euro Area (2022)THE TRANSMISSION OF MONETARY POLICY IN THE EURO AREA: IMPLICATIONS FOR THE EUROPEAN CENTRAL BANK (2001)Monetary and fiscal policy dynamics in an asymmetric monetary union (2004)The Bank Lending Survey for the Euro Area (2005)
this work references cited by second hop

References

  • 1999Monetary Theory and Policy1,690 cited
  • 1988Financial Structure and Aggregate Economic Activity: An Overview462 cited
  • 2010Financial Systems and the Role of Banks in Monetary Policy Transmission in the Euro Area457 cited
  • 1985Credit Rationing and Effective Supply Failures223 cited
  • 2005Credit Effects in the Monetary Mechanism72 cited
  • 2003Aggregate Loans to the Euro Area Private Sector68 cited
  • 2000Financial Structure and Monetary Transmission in Europe: A Cross-Country Study41 cited

Cited by

  • 2017Asymmetric effects of the international transmission of US financial stress. A threshold-VAR approach57 cited
  • 2010Larger crises cost more: Impact of banking sector instability on output growth39 cited
  • 2016The bank-lending channel empirically revisited30 cited
  • 2010THE ROLE OF CREDIT AGGREGATES AND ASSET PRICES IN THE TRANSMISSION MECHANISM: A COMPARISON BETWEEN THE EURO AREA AND THE USA24 cited
  • 2018Stationary Threshold Vector Autoregressive Models17 cited
  • 2016Carry Trades and Exchange Rate Volatility: A TVAR Approach16 cited

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