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Bank liquidity creation: A new global dataset for developing and emerging countries
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Bank liquidity creation: A new global dataset for developing and emerging countries (2021)Bank liquidity creation: A new global dat…Systemic Banking Crises Database II (2020)Systemic Banking Crises Datab…Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound (2016)Measuring the Macroeconomic I…Systemic Banking Crises Database (2013)Systemic Banking Crises Datab…Bank Liquidity Creation (2009)Bank Liquidity CreationMarket Liquidity and Funding Liquidity (2008)Market Liquidity and Funding …A simple panel unit root test in the presence of cross‐section dependence (2007)A simple panel unit root test…Unit root tests in panel data: asymptotic and finite-sample properties (2002)Unit root tests in panel data…Medium-term determinants of current accounts in industrial and developing countries: an empirical exploration (2002)Medium-term determinants of c…Banks as Liquidity Providers: An Explanation for the Coexistence of Lending and Deposit‐taking (2002)Banks as Liquidity Providers:…Liquidity Risk, Liquidity Creation, and Financial Fragility: A Theory of Banking (2001)Liquidity Risk, Liquidity Cre…Finance and the sources of growth (2000)Finance and the sources of gr…The Twin Crises: The Causes of Banking and Balance-of-Payments Problems (1999)The Twin Crises: The Causes o…The Determinants of Banking Crises in Developing and Developed Countries (1998)The Determinants of Banking C…Private and Public Supply of Liquidity (1998)Private and Public Supply of …Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Some Tests of Specification f…Bank Runs, Deposit Insurance, and Liquidity (1983)Bank Runs, Deposit Insurance,…Time Series Analysis: Forecasting and Control (1977)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Specification Tests in Econometrics (1978)Initial conditions and moment restrictions in dynamic panel data models (1998)Econometric Analysis of Cross Section and Panel Data (2001)A Model of Balance-of-Payments Crises (1979)New Indexes of Coincident and Leading Economic Indicators (1989)Does financial liberalization spur growth? (2005)Economic Freedom of the World: 2022 Annual Report (2022)Non-Monetary Effects of the Financial Crisis in the Propagation of the Great Depression (1983)Financial Intermediation and Delegated Monitoring (1984)Financial Contagion (2000)A Monetary History of the United States, 1867-1960 (2017)Credit Rationing in Markets with Imperfect Information (1981)Continuous Auctions and Insider Trading (1985)Liquidity and leverage (2008)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)Debt Maturity Structure and Liquidity Risk (1991)Liquidation Values and Debt Capacity: A Market Equilibrium Approach (1992)Default and Renegotiation: A Dynamic Model of Debt (1998)Testing for unit roots in heterogeneous panels (2003)Testing slope homogeneity in large panels (2007)Testing for Granger non-causality in heterogeneous panels (2012)The effect of renewable energy consumption on economic growth: Evidence from top 38 countries (2015)Firms, Contracts, and Financial Structure (1995)Does Distance Still Matter? The Information Revolution in Small Business Lending (2002)How does capital affect bank performance during financial crises? (2013)Another look at the instrumental variable estimation of error-components models (1995)Law and Finance (1998)Financial intermediation and growth: Causality and causes (2000)Finance and Growth: Theory and Evidence (2004)The Economic Consequences of Legal Origins (2008)Interpreting the macroeconomic time series facts (1992)Monetary Policy Shocks: What Have We Learned and to What End? (1998)Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)Macroeconomic Shocks and Their Propagation (2016)Uncertainty Shocks in a Model of Effective Demand (2017)Measuring the effects of federal reserve forward guidance and asset purchases on financial markets (2020)
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References

  • 1991Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations33,089 cited
  • 2002Unit root tests in panel data: asymptotic and finite-sample properties12,832 cited
  • 2007A simple panel unit root test in the presence of cross‐section dependence12,758 cited
  • 1983Bank Runs, Deposit Insurance, and Liquidity9,689 cited
  • 2008Market Liquidity and Funding Liquidity5,007 cited
  • 1999The Twin Crises: The Causes of Banking and Balance-of-Payments Problems4,990 cited
  • 2000Finance and the sources of growth3,709 cited
  • 2001Liquidity Risk, Liquidity Creation, and Financial Fragility: A Theory of Banking2,006 cited
  • 2016Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound1,840 cited
  • 1998Private and Public Supply of Liquidity1,821 cited
  • 1998The Determinants of Banking Crises in Developing and Developed Countries1,799 cited
  • 2002Banks as Liquidity Providers: An Explanation for the Coexistence of Lending and Deposit‐taking1,447 cited
  • 2009Bank Liquidity Creation1,308 cited
  • 2013Systemic Banking Crises Database1,162 cited
  • 2020Systemic Banking Crises Database II1,127 cited

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  • 2002Medium-term determinants of current accounts in industrial and developing countries: an empirical exploration889 cited
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