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Financial Stress, Monetary Policy, and Economic Activity
16 references·6 citing·42 second hop
Financial Stress, Monetary Policy, and Economic Activity (2021)Financial Stress, Monetary Policy, and Ec…Financial Intermediation and Regime Switching in Business Cycles (2016)Financial Intermediation and …Measuring financial stress in a developed country: An application to Canada (2006)Measuring financial stress in…Credit and Economic Activity: Credit Regimes and Nonlinear Propagation of Shocks (2000)Credit and Economic Activity:…The Asymmetric Effects of Monetary Policy: A Nonlinear Vector Autoregression Approach (1999)The Asymmetric Effects of Mon…The Financial Accelerator and the Flight to Quality (1996)The Financial Accelerator and…Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis (1996)Inference When a Nuisance Par…Impulse response analysis in nonlinear multivariate models (1996)Impulse response analysis in …ARE THE OUTPUT EFFECTS OF MONETARY POLICY ASYMMETRIC? EVIDENCE FROM A SAMPLE OF EUROPEAN COUNTRIES (1996)ARE THE OUTPUT EFFECTS OF MON…Subsample instability and asymmetries in money-income causality (1994)Subsample instability and asy…Asymmetric Effects of Positive and Negative Money-Supply Shocks (1992)Asymmetric Effects of Positiv…The Federal Funds Rate and the Channels of Monetary Transnission (1990)The Federal Funds Rate and th…The federal funds rate and the channels of monetary transmission (1989)The federal funds rate and th…Agency Costs, Net Worth, And Business Fluctuations (1988)Agency Costs, Net Worth, And …Credit Rationing and Effective Supply Failures (1985)Credit Rationing and Effectiv…The General Theory of Employment, Interest and Money. (1936)The General Theory of Employm…The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employm…The role of geopolitical risks on the Turkish economy opportunity or threat (2019)The role of geopolitical risk…The asymmetric effects of monetary policy on economic activity in Turkey (2019)The asymmetric effects of mon…(Un)Conventional monetary policy and bank risk-taking: A nonlinear relationship (2018)(Un)Conventional monetary pol…The bank-lending channel empirically revisited (2016)The bank-lending channel empi…Effects of the US monetary policy shocks during financial crises – a threshold vector autoregression approach (2016)Effects of the US monetary po…Financial stress, economic activity and monetary policy in the ASEAN-5 economies (2015)Financial stress, economic ac…MONEY, INCOME, AND CAUSALITY (1972)Alternative Explanations of the Money-Income Correlation (1986)Credit, Money, and Aggregate Demand (1988)DOES MONETARY POLICY GENERATE RECESSIONS? (2006)Financial Intermediaries and Monetary Economics (2010)The Transmission of Monetary Policy Shocks (2017)Corporate financing and investment decisions when firms have information that investors do not have (1984)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)Finance and Growth: Schumpeter Might Be Right (1993)Small Business Credit Availability and Relationship Lending: The Importance of Bank Organisational Structure (2002)Information Asymmetry and Financing Arrangements: Evidence from Syndicated Loans (2007)Hazardous Times for Monetary Policy: What Do Twenty-Three Million Bank Loans Say About the Effects of Monetary Policy on Credit Risk-Taking? (2014)Moral Hazard and Observability (1979)Optimal contracts and competitive markets with costly state verification (1979)Theory ahead of business-cycle measurement (1986)Financial Constraints Risk (2006)Market Liquidity and Funding Liquidity (2008)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Stochastic Simulation (1987)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Generalized impulse response analysis in linear multivariate models (1998)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)ARCH modeling in finance (1992)Currency crashes in emerging markets: An empirical treatment (1996)The Twin Crises: The Causes of Banking and Balance-of-Payments Problems (1999)CISS - A Composite Indicator of Systemic Stress in the Financial System (2010)Financial stress and economic contractions (2010)Financial stability, energy consumption and environmental quality: Evidence from South Asian economies (2016)Does the Stock Market Overreact? (1985)Noise Trader Risk in Financial Markets (1990)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Threshold effects in non-dynamic panels: Estimation, testing, and inference (1999)Sample Splitting and Threshold Estimation (2000)Introductory Econometrics for Finance (2008)BUSINESS CYCLE ASYMMETRY: A DEEPER LOOK (1993)Pushing on a string: US monetary policy is less powerful in recessions ∗ (2013)Oil prices, US stock return, and the dependence between their quantiles (2015)Introduction: epistemic communities and international policy coordination (1992)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)The Science of Monetary Policy: A New Keynesian Perspective (1999)What Do a Million Observations on Banks Say About the Transmission of Monetary Policy? (2000)
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References

  • 1936The General Theory of Employment, Interest and Money.14,486 cited
  • 1936The General Theory of Employment, Interest and Money, by John Maynard Keynes6,220 cited
  • 1996Impulse response analysis in nonlinear multivariate models5,071 cited
  • 1988Agency Costs, Net Worth, And Business Fluctuations4,382 cited
  • 1989The federal funds rate and the channels of monetary transmission2,833 cited
  • 1996The Financial Accelerator and the Flight to Quality2,351 cited
  • 1996Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis2,282 cited
  • 1990The Federal Funds Rate and the Channels of Monetary Transnission658 cited
  • 2006Measuring financial stress in a developed country: An application to Canada569 cited
  • 1992Asymmetric Effects of Positive and Negative Money-Supply Shocks541 cited
  • 2000Credit and Economic Activity: Credit Regimes and Nonlinear Propagation of Shocks357 cited
  • 1999The Asymmetric Effects of Monetary Policy: A Nonlinear Vector Autoregression Approach333 cited
  • 1994Subsample instability and asymmetries in money-income causality282 cited
  • 1985Credit Rationing and Effective Supply Failures223 cited
  • 2016Financial Intermediation and Regime Switching in Business Cycles

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164 cited
  • 1996ARE THE OUTPUT EFFECTS OF MONETARY POLICY ASYMMETRIC? EVIDENCE FROM A SAMPLE OF EUROPEAN COUNTRIES158 cited
  • Cited by

    • 2019The role of geopolitical risks on the Turkish economy opportunity or threat79 cited
    • 2018(Un)Conventional monetary policy and bank risk-taking: A nonlinear relationship49 cited
    • 2016The bank-lending channel empirically revisited30 cited
    • 2015Financial stress, economic activity and monetary policy in the ASEAN-5 economies26 cited
    • 2019The asymmetric effects of monetary policy on economic activity in Turkey18 cited
    • 2016Effects of the US monetary policy shocks during financial crises – a threshold vector autoregression approach17 cited