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Monetary policy shock and impact asymmetry in bank lending channel: Evidence from the UK housing sector
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Monetary policy shock and impact asymmetry in bank lending channel: Evidence from the UK housing sector (2022)Monetary policy shock and impact asymmetr…Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound (2016)Measuring the Macroeconomic I…The role of securitization in bank liquidity and funding management (2011)The role of securitization in…Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism? (2011)Capital regulation, risk-taki…Are the responses of the U.S. economy asymmetric in energy price increases and decreases? (2011)Are the responses of the U.S.…Securitisation and the bank lending channel (2009)Securitisation and the bank l…Money, Liquidity, and Monetary Policy (2009)Money, Liquidity, and Monetar…What Do a Million Observations on Banks Say About the Transmission of Monetary Policy? (2000)What Do a Million Observation…Bank Size, Bank Capital, and the Bank Lending Channel (2000)Bank Size, Bank Capital, and …Credit Cycles (1997)Credit CyclesThe impact of monetary policy on bank balance sheets (1995)The impact of monetary policy…Symposium on the Monetary Transmission Mechanism (1995)Symposium on the Monetary Tra…Testing for parameter instability in linear models (1992)Testing for parameter instabi…Characterizing nonlinearities in business cycles using smooth transition autoregressive models (1992)Characterizing nonlinearities…Oil and the Macroeconomy When Prices Go Up and Down: An Extension of Hamilton's Results (1989)Oil and the Macroeconomy When…A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A New Approach to the Economi…Credit, Money, and Aggregate Demand (1988)Credit, Money, and Aggregate …A General Equilibrium Approach To Monetary Theory (1969)Credit Rationing in Markets with Imperfect Information (1981)Non-Monetary Effects of the Financial Crisis in the Propagation of the Great Depression (1983)The economics of small business finance: The roles of private equity and debt markets in the financial growth cycle (1998)Liquidity and leverage (2008)The federal funds rate and the channels of monetary transmission (1989)Measuring Monetary Policy (1998)Banks as Liquidity Providers: An Explanation for the Coexistence of Lending and Deposit‐taking (2002)Credit Supply and Monetary Policy: Identifying the Bank Balance-Sheet Channel with Loan Applications (2012)The Debt-Deflation Theory of Great Depressions (1933)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Inflation targeting as a monetary policy rule (1999)Do Liquidity Constraints and Interest Rates Matter for Consumer Behavior? Evidence from Credit Card Data (2002)Income distribution, credit and fiscal policies in an agent-based Keynesian model (2013)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Trends and random walks in macroeconmic time series (1982)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Comparing Predictive Accuracy (1994)Comparing Predictive Accuracy (1995)Oil and the Macroeconomy since World War II (1983)Oil Price Shocks and the Dispersion Hypothesis (1986)This is what happened to the oil price-macroeconomy relationship (1996)Oil price shocks and stock market activity (1999)What is an Oil Shock? (2000)Allocative Disturbances and Specific Capital in Real Business Cycle Theories (2016)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Financial Intermediation, Loanable Funds, and The Real Sector (1997)Does function follow organizational form? Evidence from the lending practices of large and small banks (2005)Tracing the Impact of Bank Liquidity Shocks: Evidence from an Emerging Market (2008)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Corporate financing and investment decisions when firms have information that investors do not have (1984)The Capital Structure Puzzle (1984)Risk, Uncertainty and Monetary Policy (2011)Hazardous Times for Monetary Policy: What Do Twenty-Three Million Bank Loans Say About the Effects of Monetary Policy on Credit Risk-Taking? (2014)Dilemma not Trilemma: The Global Financial Cycle and Monetary Policy Independence (2015)Bank Runs, Deposit Insurance, and Liquidity (1983)Monetary Policy Shocks: What Have We Learned and to What End? (1998)Zero Bound on Interest Rates and Optimal Monetary Policy (2003)Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)Economic policy uncertainty and the credit channel: Aggregate and bank level U.S. evidence over several decades (2016)Macroeconomic Shocks and Their Propagation (2016)Uncertainty Shocks in a Model of Effective Demand (2017)Market Liquidity and Funding Liquidity (2008)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)
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References

  • 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
  • 1997Credit Cycles5,254 cited
  • 2000What Do a Million Observations on Banks Say About the Transmission of Monetary Policy?2,505 cited
  • 2016Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound1,877 cited
  • 2011Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism?1,799 cited
  • 1989Oil and the Macroeconomy When Prices Go Up and Down: An Extension of Hamilton's Results1,566 cited
  • 1988Credit, Money, and Aggregate Demand1,436 cited
  • 1995The impact of monetary policy on bank balance sheets1,129 cited
  • 2000Bank Size, Bank Capital, and the Bank Lending Channel1,067 cited
  • 1995Symposium on the Monetary Transmission Mechanism1,030 cited
  • 1992Characterizing nonlinearities in business cycles using smooth transition autoregressive models890 cited
  • 1992Testing for parameter instability in linear models768 cited
  • 2009Money, Liquidity, and Monetary Policy646 cited
  • 2009Securitisation and the bank lending channel620 cited
  • 2011Are the responses of the U.S. economy asymmetric in energy price increases and decreases?

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576 cited
  • 2011The role of securitization in bank liquidity and funding management416 cited
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