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International transmission of financial shocks in an estimated DSGE model
16 references·6 citing·39 second hop
International transmission of financial shocks in an estimated DSGE model (2014)International transmission of financial s…Banking Globalization and Monetary Transmission (2012)Banking Globalization and Mon…Credit and Banking in a DSGE Model of the Euro Area (2010)Credit and Banking in a DSGE …A model of unconventional monetary policy (2010)A model of unconventional mon…Credit market shocks and economic fluctuations: Evidence from corporate bond and stock markets (2009)Credit market shocks and econ…Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Shocks and Frictions in US Bu…Bayesian Analysis of DSGE Models (2007)Bayesian Analysis of DSGE Mod…Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Nominal Rigidities and the Dy…What Do a Million Observations on Banks Say About the Transmission of Monetary Policy? (2000)What Do a Million Observation…The Financial Accelerator in a Quantitative Business Cycle Framework (1998)The Financial Accelerator in …Agency costs, net worth, and business fluctuations: A (1997)Agency costs, net worth, and …Staggered Prices in a Utility-Maximizing Framework (1996)Staggered Prices in a Utility…Agency Costs, Net Worth, and Business Fluctuations : A Computable General Equilibrium Analysis (1996)Agency Costs, Net Worth, and …International Real Business Cycles (1992)International Real Business C…Staggered prices in a utility-maximizing framework (1983)Staggered prices in a utility…Monopolistic Price Adjustment and Aggregate Output (1982)Monopolistic Price Adjustment…The Solution of Linear Difference Models under Rational Expectations (1980)The Solution of Linear Differ…Choice with Limited Capacity (2019)Choice with Limited CapacityChina's financial network with international spillovers: A first look (2019)China's financial network wit…Global Financial Cycles and Risk Premiums (2018)Global Financial Cycles and R…Behavioural Economics is Useful Also in Macroeconomics: The Role of Animal Spirits (2018)Behavioural Economics is Usef…The International Synchronisation of Business Cycles: the Role of Animal Spirits (2017)The International Synchronisa…Modeling Business Cycle with Financial Shocks Basing on Kaldor-Kalecki Model (2017)Modeling Business Cycle with …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)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Inflation and Costs of Price Adjustment (1977)Aggregate Dynamics and Staggered Contracts (1980)Behavioral Macroeconomics and Macroeconomic Behavior (2002)Employment Fluctuations with Equilibrium Wage Stickiness (2005)Unemployment Fluctuations with Staggered Nash Wage Bargaining (2009)The monetary dynamics of hyperinflation (1956)Equilibria under ‘active’ and ‘passive’ monetary and fiscal policies (1991)Solving Linear Rational Expectations Models (2002)Solving dynamic general equilibrium models using a second-order approximation to the policy function (2003)The federal funds rate and the channels of monetary transmission (1989)Monetary Policy, Business Cycles, and the Behavior of Small Manufacturing Firms (1994)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Does function follow organizational form? Evidence from the lending practices of large and small banks (2005)Liquidity and leverage (2008)Tracing the Impact of Bank Liquidity Shocks: Evidence from an Emerging Market (2008)Time to Build and Aggregate Fluctuations (1982)Theory ahead of business-cycle measurement (1986)Trying to Explain Home Bias in Equities and Consumption (1999)On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations (2002)Effects on Financial Globalization on Developing Countries: Some Empirical Evidence (2004)The Role of Monetary Policy (1995)The Science of Monetary Policy: A New Keynesian Perspective (1999)Estimation and Inference of Impulse Responses by Local Projections (2005)The Impact of Uncertainty Shocks (2009)Discretion versus policy rules in practice (1993)When Is the Government Spending Multiplier Large? (2011)Housing Market Spillovers: Evidence from an Estimated DSGE Model (2010)Macroeconomic Effects of Financial Shocks (2012)Risk Shocks (2013)American Economic Review (2019)Financial Intermediation and Credit Policy in Business Cycle Analysis (2010)Credit Spreads and Business Cycle Fluctuations (2012)A Macroeconomic Model with a Financial Sector (2014)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)
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References

  • 1983Staggered prices in a utility-maximizing framework7,892 cited
  • 2005Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy5,868 cited
  • 2007Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach4,628 cited
  • 1998The Financial Accelerator in a Quantitative Business Cycle Framework4,624 cited
  • 1996Staggered Prices in a Utility-Maximizing Framework4,369 cited
  • 2000What Do a Million Observations on Banks Say About the Transmission of Monetary Policy?2,505 cited
  • 2010A model of unconventional monetary policy2,439 cited
  • 1980The Solution of Linear Difference Models under Rational Expectations2,412 cited
  • 1992International Real Business Cycles1,842 cited
  • 2007Bayesian Analysis of DSGE Models1,367 cited
  • 2010Credit and Banking in a DSGE Model of the Euro Area1,252 cited
  • 1982Monopolistic Price Adjustment and Aggregate Output1,167 cited
  • 1996Agency Costs, Net Worth, and Business Fluctuations : A Computable General Equilibrium Analysis899 cited
  • 1997Agency costs, net worth, and business fluctuations: A794 cited
  • 2012Banking Globalization and Monetary Transmission776 cited

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  • 2009Credit market shocks and economic fluctuations: Evidence from corporate bond and stock markets575 cited
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    • 2018Global Financial Cycles and Risk Premiums29 cited
    • 2017Modeling Business Cycle with Financial Shocks Basing on Kaldor-Kalecki Model15 cited
    • 2018Behavioural Economics is Useful Also in Macroeconomics: The Role of Animal Spirits14 cited
    • 2019Choice with Limited Capacity1 cited