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The term effect of financial cycle variables on GDP growth
16 references·0 citing·47 second hop
The term effect of financial cycle variables on GDP growth (2023)The term effect of financial cycle variab…The Unprecedented Stock Market Reaction to COVID-19 (2020)The Unprecedented Stock Marke…Vulnerable Growth (2019)Vulnerable GrowthHousehold Debt and Business Cycles Worldwide* (2017)Household Debt and Business C…A Macroeconomic Model with a Financial Sector (2014)A Macroeconomic Model with a …When Credit Bites Back (2013)When Credit Bites BackThe financial cycle and macroeconomics: What have we learnt? (2013)The financial cycle and macro…Procyclical Leverage and Value-at-Risk (2013)Procyclical Leverage and Valu…Intermediary Asset Pricing (2013)Intermediary Asset PricingHow do business and financial cycles interact? (2012)How do business and financial…Credit Booms Gone Bust: Monetary Policy, Leverage Cycles, and Financial Crises, 1870–2008 (2012)Credit Booms Gone Bust: Monet…Estimation and Inference of Impulse Responses by Local Projections (2005)Estimation and Inference of I…Asset Prices, Financial and Monetary Stability: Exploring the Nexus (2005)Asset Prices, Financial and M…Dissecting the cycle: a methodological investigation (2002)Dissecting the cycle: a metho…Determining the Number of Factors in Approximate Factor Models (2002)Determining the Number of Fac…Chapter 21 The financial accelerator in a quantitative business cycle framework (1999)Chapter 21 The financial acce…Credit Cycles (1997)Credit CyclesThe 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)Credit Spreads and Business Cycle Fluctuations (2012)Tests for Unit Roots: A Monte Carlo Investigation (1989)Forecasting inflation (1999)Inferential Theory for Factor Models of Large Dimensions (2003)A PANIC Attack on Unit Roots and Cointegration (2004)Panel Data Models With Interactive Fixed Effects (2009)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)The Science of Monetary Policy: A New Keynesian Perspective (1999)Has Financial Development Made the World Riskier? (2005)Risk, uncertainty and monetary policy (2013)Hazardous Times for Monetary Policy: What Do Twenty-Three Million Bank Loans Say About the Effects of Monetary Policy on Credit Risk-Taking? (2014)Measuring Business Cycles (1947)King Charles I (1981)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Growth Dynamics: The Myth of Economic Recovery (2008)How Regions React to Recessions: Resilience and the Role of Economic Structure (2016)Increasing Returns and Long-Run Growth (1986)Sudden Stops, Financial Crises, and Leverage (2010)CoVaR (2016)Macroeconomics and Reality (1980)Discretion versus policy rules in practice (1993)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Macroeconomic Shocks and Their Propagation (2016)Government Spending Multipliers in Good Times and in Bad: Evidence from US Historical Data (2017)Measuring Geopolitical Risk (2022)Measuring Economic Policy Uncertainty* (2016)COVID-Induced Economic Uncertainty (2020)Economic uncertainty before and during the COVID-19 pandemic (2020)Stock markets’ reaction to COVID-19: Cases or fatalities? (2020)The Debt-Deflation Theory of Great Depressions (1933)Finance and Growth: Schumpeter Might Be Right (1993)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)This Time Is Different (2009)From Financial Crash to Debt Crisis (2011)Dilemma not Trilemma: The Global Financial Cycle and Monetary Policy Independence (2015)Asset Prices in an Exchange Economy (1978)Agency Costs, Net Worth, And Business Fluctuations (1988)Financial Intermediaries and the Cross‐Section of Asset Returns (2014)The Deposits Channel of Monetary Policy* (2017)Financial Intermediation, Loanable Funds, and The Real Sector (1997)Financial Constraints Risk (2006)Market Liquidity and Funding Liquidity (2008)
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References

  • 1997Credit Cycles5,254 cited
  • 2005Estimation and Inference of Impulse Responses by Local Projections4,629 cited
  • 2002Determining the Number of Factors in Approximate Factor Models4,110 cited
  • 1999Chapter 21 The financial accelerator in a quantitative business cycle framework3,549 cited
  • 2012Credit Booms Gone Bust: Monetary Policy, Leverage Cycles, and Financial Crises, 1870–20082,655 cited
  • 2014A Macroeconomic Model with a Financial Sector1,976 cited
  • 2020The Unprecedented Stock Market Reaction to COVID-191,514 cited
  • 2002Dissecting the cycle: a methodological investigation1,504 cited
  • 2013Intermediary Asset Pricing1,401 cited
  • 2005Asset Prices, Financial and Monetary Stability: Exploring the Nexus1,287 cited
  • 2013The financial cycle and macroeconomics: What have we learnt?1,136 cited
  • 2013When Credit Bites Back875 cited
  • 2019Vulnerable Growth779 cited
  • 2017Household Debt and Business Cycles Worldwide*758 cited
  • 2012How do business and financial cycles interact?700 cited
  • 2013Procyclical Leverage and Value-at-Risk

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