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Explaining and forecasting bank loans. Good times and crisis
16 references·0 citing·46 second hop
Explaining and forecasting bank loans. Good times and crisis (2016)Explaining and forecasting bank loans. Go…The financial cycle and macroeconomics: What have we learnt? (2013)The financial cycle and macro…Credit Booms Gone Bust: Monetary Policy, Leverage Cycles, and Financial Crises, 1870–2008 (2012)Credit Booms Gone Bust: Monet…Financial Crises, Credit Booms, and External Imbalances: 140 Years of Lessons (2011)Financial Crises, Credit Boom…A model of unconventional monetary policy (2010)A model of unconventional mon…Forecasting Output and Inflation: The Role of Asset Prices (2003)Forecasting Output and Inflat…Forecasting Output and Inflation: The Role of Asset Prices (2003)Forecasting Output and Inflat…Asset prices, financial and monetary stability: exploring the nexus (2002)Asset prices, financial and m…On crises, contagion, and confusion (2000)On crises, contagion, and con…Chapter 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 …The Determinants of Banking Crises in Developing and Developed Countries (1998)The Determinants of Banking C…Credit Conditions and the Cyclical Behavior of Inventories (1994)Credit Conditions and the Cyc…Monetary Policy and Credit Conditions: Evidence From the Composition of External Finance (1992)Monetary Policy and Credit Co…Inference in Linear Time Series Models with some Unit Roots (1990)Inference in Linear Time Seri…Forecasting and testing in co-integrated systems (1987)Forecasting and testing in co…The Debt-Deflation Theory of Great Depressions (1933)The Debt-Deflation Theory of …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)Bank Runs, Deposit Insurance, and Liquidity (1983)Qualitative Response Models: A Survey (1994)The Twin Crises: The Causes of Banking and Balance-of-Payments Problems (1999)Bank concentration, competition, and crises: First results (2005)Hazardous Times for Monetary Policy: What Do Twenty-Three Million Bank Loans Say About the Effects of Monetary Policy on Credit Risk-Taking? (2014)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Statistical inference in vector autoregressions with possibly integrated processes (1995)Macroeconomics and Reality (1980)In Search of Complementarity in Innovation Strategy: Internal R&D and External Knowledge Acquisition (2006)Introductory Econometrics for Finance (2008)Critical Values for Cointegration Tests (2010)An Intertemporal Capital Asset Pricing Model (1973)Credit Cycles (1997)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Financial Intermediation and Credit Policy in Business Cycle Analysis (2010)A Macroeconomic Model with a Financial Sector (2014)Credit Rationing in Markets with Imperfect Information (1981)Financial Intermediation and Delegated Monitoring (1984)The federal funds rate and the channels of monetary transmission (1989)Monetary Policy, Business Cycles, and the Behavior of Small Manufacturing Firms (1994)The Financial Accelerator and the Flight to Quality (1996)What Do a Million Observations on Banks Say About the Transmission of Monetary Policy? (2000)Comparing Predictive Accuracy (1994)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Approximately normal tests for equal predictive accuracy in nested models (2006)Why Has U.S. Inflation Become Harder to Forecast? (2007)Finance and Growth: Schumpeter Might Be Right (1993)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)This Time Is Different (2009)From Financial Crash to Debt Crisis (2011)Dilemma not Trilemma: The Global Financial Cycle and Monetary Policy Independence (2015)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)Market Liquidity and Funding Liquidity (2008)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)
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References

  • 1998The Financial Accelerator in a Quantitative Business Cycle Framework4,624 cited
  • 1999Chapter 21 The financial accelerator in a quantitative business cycle framework3,569 cited
  • 2012Credit Booms Gone Bust: Monetary Policy, Leverage Cycles, and Financial Crises, 1870–20082,655 cited
  • 1990Inference in Linear Time Series Models with some Unit Roots2,561 cited
  • 1933The Debt-Deflation Theory of Great Depressions2,516 cited
  • 2010A model of unconventional monetary policy2,439 cited
  • 1987Forecasting and testing in co-integrated systems1,896 cited
  • 1998The Determinants of Banking Crises in Developing and Developed Countries1,831 cited
  • 1992Monetary Policy and Credit Conditions: Evidence From the Composition of External Finance1,488 cited
  • 2003Forecasting Output and Inflation: The Role of Asset Prices1,488 cited
  • 2000On crises, contagion, and confusion1,270 cited
  • 2013The financial cycle and macroeconomics: What have we learnt?1,181 cited
  • 2003Forecasting Output and Inflation: The Role of Asset Prices1,076 cited
  • 2002Asset prices, financial and monetary stability: exploring the nexus784 cited
  • 1994Credit Conditions and the Cyclical Behavior of Inventories

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775 cited
  • 2011Financial Crises, Credit Booms, and External Imbalances: 140 Years of Lessons682 cited
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