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Understanding Bank and Nonbank Credit Cycles: A Structural Exploration
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Understanding Bank and Nonbank Credit Cycles: A Structural Exploration (2019)Understanding Bank and Nonbank Credit Cyc…Financial Intermediaries and the Cross‐Section of Asset Returns (2014)Financial Intermediaries and …Financial business cycles (2014)Financial business cyclesRisk Shocks (2013)Risk ShocksCyclicality of credit supply: Firm level evidence (2013)Cyclicality of credit supply:…Regime Switches, Agents' Beliefs, and Post-World War II U.S. Macroeconomic Dynamics (2012)Regime Switches, Agents' Beli…Macroeconomic Effects of Financial Shocks (2012)Macroeconomic Effects of Fina…Credit Spreads and Business Cycle Fluctuations (2012)Credit Spreads and Business C…Sectoral versus Aggregate Shocks: A Structural Factor Analysis of Industrial Production (2011)Sectoral versus Aggregate Sho…Credit and Banking in a DSGE Model of the Euro Area (2010)Credit and Banking in a DSGE …The Econometrics of DSGE Models (2009)The Econometrics of DSGE Mode…Investment Shocks and Business Cycles (2008)Investment Shocks and Busines…Bayesian Analysis of DSGE Models (2007)Bayesian Analysis of DSGE Mod…Medium-Term Business Cycles (2006)Medium-Term Business CyclesChapter 21 The financial accelerator in a quantitative business cycle framework (1999)Chapter 21 The financial acce…Agency Costs, Net Worth, and Business Fluctuations : A Computable General Equilibrium Analysis (1996)Agency Costs, Net Worth, and …10 Asset Pricing Implications of Equilibrium Business Cycle Models (1995)10 Asset Pricing Implications…Financial Intermediation and Delegated Monitoring (1984)Agency Costs, Net Worth, And Business Fluctuations (1988)Credit Cycles (1997)External Constraints on Monetary Policy and the Financial Accelerator (2007)The role of bank capital in the propagation of shocks (2009)Capital regulation and monetary policy with fragile banks (2013)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)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)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)The Employment Effects of Credit Market Disruptions: Firm-level Evidence from the 2008–9 Financial Crisis * (2013)Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices (2018)U.S. Monetary Policy and the Global Financial Cycle (2020)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Intermediary asset pricing: New evidence from many asset classes (2017)Deviations from Covered Interest Rate Parity (2018)Taming the Factor Zoo: A Test of New Factors (2020)DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Credit Booms Gone Bust: Monetary Policy, Leverage Cycles and Financial Crises, 1870-2008 (2009)Credit Crises, Precautionary Savings, and the Liquidity Trap* (2017)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Disentangling demand and supply in credit developments: A survey-based analysis for Italy (2011)The Interaction between Capital Requirements and Monetary Policy (2014)Macroeconomics and Reality (1980)Time to Build and Aggregate Fluctuations (1982)Stock Prices, News, and Economic Fluctuations (2006)The Time-Varying Volatility of Macroeconomic Fluctuations (2008)Housing Market Spillovers: Evidence from an Estimated DSGE Model (2010)Endogenous Technological Change (1989)Endogenous Technological Change (1990)Postwar U.S. Business Cycles: An Empirical Investigation (1997)CREDIT CONSTRAINTS AND THE CYCLICALITY OF R&D INVESTMENT: EVIDENCE FROM FRANCE (2008)Volatility and growth: Credit constraints and the composition of investment (2010)The financial cycle and macroeconomics: What have we learnt? (2013)American Economic Review (2019)The Impact of Uncertainty Shocks (2009)Uncertainty, Financial Frictions, and Investment Dynamics (2014)The macroeconomic impact of financial and uncertainty shocks (2016)Economic uncertainty before and during the COVID-19 pandemic (2020)
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References

  • 1999Chapter 21 The financial accelerator in a quantitative business cycle framework3,549 cited
  • 2012Credit Spreads and Business Cycle Fluctuations2,209 cited
  • 2007Bayesian Analysis of DSGE Models1,367 cited
  • 2013Risk Shocks1,342 cited
  • 2010Credit and Banking in a DSGE Model of the Euro Area1,252 cited
  • 2012Macroeconomic Effects of Financial Shocks1,207 cited
  • 1996Agency Costs, Net Worth, and Business Fluctuations : A Computable General Equilibrium Analysis899 cited
  • 2008Investment Shocks and Business Cycles887 cited
  • 2014Financial Intermediaries and the Cross‐Section of Asset Returns847 cited
  • 2006Medium-Term Business Cycles797 cited
  • 2013Cyclicality of credit supply: Firm level evidence557 cited
  • 2011Sectoral versus Aggregate Shocks: A Structural Factor Analysis of Industrial Production431 cited
  • 2009The Econometrics of DSGE Models402 cited
  • 199510 Asset Pricing Implications of Equilibrium Business Cycle Models346 cited
  • 2014Financial business cycles319 cited
  • 2012Regime Switches, Agents' Beliefs, and Post-World War II U.S. Macroeconomic Dynamics

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