6
H index
4
i10 index
230
Citations
International Monetary Fund (IMF) | 6 H index 4 i10 index 230 Citations RESEARCH PRODUCTION: 9 Articles 20 Papers RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Roland Meeks. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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European Economic Review | 2 |
Working Papers Series with more than one paper published | # docs |
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Working Papers / Federal Reserve Bank of Dallas | 3 |
OFRC Working Papers Series / Oxford Financial Research Centre | 2 |
Year | Title of citing document |
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2020 | Inflation Dynamics of Financial Shocks. (2020). Palmén, Olli. In: Papers. RePEc:arx:papers:2006.03301. Full description at Econpapers || Download paper |
2020 | Hidden Markov Models Applied To Intraday Momentum Trading With Side Information. (2020). Turner, Richard ; Godsill, Simon ; Christensen, Hugh. In: Papers. RePEc:arx:papers:2006.08307. Full description at Econpapers || Download paper |
2022 | A Neural Phillips Curve and a Deep Output Gap. (2022). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2202.04146. Full description at Econpapers || Download paper |
2020 | RegGae: a toolkit for macroprudential policy with DSGEs. (2020). Castro, Eduardo C. In: Working Papers Series. RePEc:bcb:wpaper:526. Full description at Econpapers || Download paper |
2021 | Welfare-Based Optimal Macroprudential Policy with Shadow Banks. (2021). Stefan, Gebauer. In: Working papers. RePEc:bfr:banfra:817. Full description at Econpapers || Download paper |
2022 | Cross-border regulatory spillovers and macroprudential policy coordination. (2022). Pereira, Luiz Awazu ; Jackson, Timothy ; Agenor, Pierre-Richard. In: BIS Working Papers. RePEc:bis:biswps:1007. Full description at Econpapers || Download paper |
2020 | Effects of credit restrictions in the Netherlands and lessons for macroprudential policy. (2020). Moessner, Richhild ; Kakes, Jan ; Galati, Gabriele. In: BIS Working Papers. RePEc:bis:biswps:872. Full description at Econpapers || Download paper |
2021 | Are Government and Bank Loans Substitutes or Complements? Evidence from Spatial Discontinuity in Equity Loans. (2021). Vanino, Enrico ; Szumilo, Nikodem. In: Real Estate Economics. RePEc:bla:reesec:v:49:y:2021:i:3:p:968-996. Full description at Econpapers || Download paper |
2020 | Liquidity and monetary transmission: a quasi-experimental approach. (2020). Wanengkirtyo, Boromeus ; Miller, Sam. In: Bank of England working papers. RePEc:boe:boeewp:0891. Full description at Econpapers || Download paper |
2022 | House price dynamics, optimal LTV limits and the liquidity trap. (2022). Nelson, Benjamin ; Harrison, Richard ; Ferrero, Andrea. In: Bank of England working papers. RePEc:boe:boeewp:0969. Full description at Econpapers || Download paper |
2020 | Are bank capital requirements optimally set? Evidence from researchers’ views. (2020). Ristolainen, Kim ; HASAN, IFTEKHAR ; Ambrocio, Gene ; Jokivuolle, Esa. In: Research Discussion Papers. RePEc:bof:bofrdp:2020_010. Full description at Econpapers || Download paper |
2021 | A Tale of Different Capital Ratios: How to Correctly Assess the Impact of Capital Regulation on Lending. (2021). Gric, Zuzana ; Malovana, Simona ; Hodula, Martin ; Bajzik, Josef. In: Working Papers. RePEc:cnb:wpaper:2021/8. Full description at Econpapers || Download paper |
2021 | Optimal capital ratios for banks in the euro area. (2021). Kramer, Bert ; Soederhuizen, Beau ; Luginbuhl, Rob ; van Heuvelen, Harro. In: CPB Discussion Paper. RePEc:cpb:discus:429. Full description at Econpapers || Download paper |
2020 | Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions. (2020). Hamilton, James ; Baumeister, Christiane. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14271. Full description at Econpapers || Download paper |
2020 | Global Macro-Financial Cycles and Spillovers. (2020). Ha, Jongrim ; Kose, Ayhan ; Otrok, Christopher ; Prasad, Eswar. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14404. Full description at Econpapers || Download paper |
2020 | A Structural Investigation of Quantitative Easing. (2020). Strobel, Felix ; Goy, Gavin ; Boehl, Gregor. In: DNB Working Papers. RePEc:dnb:dnbwpp:691. Full description at Econpapers || Download paper |
2020 | Macroprudential regulation and leakage to the shadow banking sector. (2020). Mazelis, Falk ; Gebauer, Stefan. In: Working Paper Series. RePEc:ecb:ecbwps:20202406. Full description at Econpapers || Download paper |
2020 | Time-Varying Consumer Disagreement and Future Inflation. (2020). Tsiaplias, Sarantis. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:116:y:2020:i:c:s0165188920300713. Full description at Econpapers || Download paper |
2021 | A rational inattention unemployment trap. (2021). Ellison, Martin ; MacAulay, Alistair. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:131:y:2021:i:c:s0165188921001615. Full description at Econpapers || Download paper |
2020 | What impact do differences in financial structure have on the macro effects of bank capital requirements in the United States and Australia?. (2020). Nassios, Jason ; Giesecke, James ; Rimmer, Maureen T ; Dixon, Peter B. In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:429-446. Full description at Econpapers || Download paper |
2020 | The role of credit supply shocks in pacific alliance countries: A TVP-VAR-SV approach. (2020). RodrÃÂguez, Gabriel ; Guevara, Carlos. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819304656. Full description at Econpapers || Download paper |
2021 | Identifying credit demand, financial intermediation, and supply of funds shocks: A structural VAR approach. (2021). Zhang, Ren ; Zeng, Zheng ; Balke, Nathan S. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940821000140. Full description at Econpapers || Download paper |
2020 | Off the radar: Factors behind the growth of shadow banking in Europe. (2020). Melecky, Ales ; Hodula, Martin ; MacHacek, Martin . In: Economic Systems. RePEc:eee:ecosys:v:44:y:2020:i:3:s0939362520301369. Full description at Econpapers || Download paper |
2021 | Decomposing the U.S. Great Depression: How important were loan supply shocks?. (2021). Scharler, Johann ; Mathy, Gabriel P ; Breitenlechner, Max. In: Explorations in Economic History. RePEc:eee:exehis:v:79:y:2021:i:c:s0014498320300814. Full description at Econpapers || Download paper |
2020 | Changes in the effects of bank lending shocks and development of public debt markets. (2020). Choi, Sangyup. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612318309449. Full description at Econpapers || Download paper |
2020 | Are bank capital requirements optimally set? Evidence from researchers’ views. (2020). Ristolainen, Kim ; HASAN, IFTEKHAR ; Ambrocio, Gene ; Jokivuolle, Esa. In: Journal of Financial Stability. RePEc:eee:finsta:v:50:y:2020:i:c:s1572308920300711. Full description at Econpapers || Download paper |
2021 | How can green differentiated capital requirements affect climate risks? A dynamic macrofinancial analysis. (2021). Nikolaidi, Maria ; Dafermos, Yannis. In: Journal of Financial Stability. RePEc:eee:finsta:v:54:y:2021:i:c:s1572308921000310. Full description at Econpapers || Download paper |
2020 | The impact of liquidity and capital requirements on lending and stability of African banks. (2020). Stephan, Andreas ; Schäfer, Dorothea ; MUTARINDWA, Samuel ; Schafer, Dorothea. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:67:y:2020:i:c:s1042443120300858. Full description at Econpapers || Download paper |
2021 | QE in the euro area: Has the PSPP benefited peripheral bonds?. (2021). Gros, Daniel ; Belke, Ansgar. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s104244312100069x. Full description at Econpapers || Download paper |
2021 | Macroprudential regulations and systemic risk: Does the one-size-fits-all approach work?. (2021). Rizwan, Muhammad Suhail. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121001256. Full description at Econpapers || Download paper |
2020 | Identifying the risk-Taking channel of monetary transmission and the connection to economic activity. (2020). Segev, Nimrod. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:116:y:2020:i:c:s0378426620301163. Full description at Econpapers || Download paper |
2020 | Mortgage arrears, regulation and institutions: Cross-country evidence. (2020). Vlahu, Razvan ; de Haan, Jakob ; Stanga, Irina. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:118:y:2020:i:c:s0378426620301552. Full description at Econpapers || Download paper |
2020 | Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions. (2020). Hamilton, James ; Baumeister, Christiane. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:109:y:2020:i:c:s0261560620302060. Full description at Econpapers || Download paper |
2021 | Reprint: Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions. (2021). Baumeister, Christiane ; Hamilton, James D. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:114:y:2021:i:c:s0261560621000541. Full description at Econpapers || Download paper |
2021 | International shadow banking and prudential capital controls. (2021). Johnson, Christopher P. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:119:y:2021:i:c:s0261560621001212. Full description at Econpapers || Download paper |
2021 | The impact of macroprudential policies on capital flows in CESEE. (2021). Huber, Florian ; Eller, Markus ; Vashold, Lukas ; Schuberth, Helene ; Hauzenberger, Niko. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:119:y:2021:i:c:s0261560621001467. Full description at Econpapers || Download paper |
2020 | Risk Shocks and Credit Spreads. (2020). Kwon, Dohyoung. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:64:y:2020:i:c:s0164070420301348. Full description at Econpapers || Download paper |
2021 | Comment on “Low Interest Rates and Risk Incentives for Banks with Market Power,” by Whited, Wu, and Xiao. (2021). Van den Heuvel, Skander. In: Journal of Monetary Economics. RePEc:eee:moneco:v:121:y:2021:i:c:p:175-179. Full description at Econpapers || Download paper |
2020 | Cross-border spillovers of macroprudential policy in the Euro area. (2020). Figuet, Jean-Marc ; Carias, Marcos ; Badarau, Cristina. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:77:y:2020:i:c:p:1-13. Full description at Econpapers || Download paper |
2022 | A Macroprudential Perspective on the Regulatory Boundaries of U.S. Financial Assets. (2022). Darst, Matthew ; Arseneau, David ; Vardoulakis, Alexandros ; Rappoport, David E ; Brang, Grace. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2022-02. Full description at Econpapers || Download paper |
2022 | Learning Forecast-Efficient Yield Curve Factor Decompositions with Neural Networks. (2022). Stern, Julio M ; Terada, Ana T ; Takada, Hellinton H ; Kauffmann, Piero C. In: Econometrics. RePEc:gam:jecnmx:v:10:y:2022:i:2:p:15-:d:780065. Full description at Econpapers || Download paper |
2021 | Uncovering the Dynamic Relationship between Credit and Sustainable Economic Growth in Selected CEE Countries. (2021). Zaharia, Alina ; Kubinschi, Matei Nicolae ; Altr, Adam. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:11:p:6349-:d:568274. Full description at Econpapers || Download paper |
2020 | Global Macro-Financial Cycles and Spillovers. (2020). Prasad, Eswar ; Kose, Ayhan ; Ha, Jongrim ; Otrok, Christopher. In: IZA Discussion Papers. RePEc:iza:izadps:dp13000. Full description at Econpapers || Download paper |
2021 | A Semiparametric Model for Bond Pricing with Life Cycle Fundamental. (2021). Liu, Linlin ; Chen, Jiazi ; Cai, Zongwu. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202102. Full description at Econpapers || Download paper |
2020 | Global Macro-Financial Cycles and Spillovers. (2020). Prasad, Eswar ; Kose, Ayhan ; Ha, Jongrim ; Otrok, Christopher. In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:2004. Full description at Econpapers || Download paper |
2020 | Cross-Border Regulatory Spillovers and Macroprudential Policy Coordination. (2020). Pereira da Silva, Luiz Awazu ; Jackson, Timothy P ; Agenor, Pierre-Richard. In: Working Papers. RePEc:liv:livedp:202028. Full description at Econpapers || Download paper |
2020 | On Shadow Banking and Financial Frictions in DSGE Modeling. (2020). Philipp, Kirchner. In: Review of Economics. RePEc:lus:reveco:v:71:y:2020:i:2:p:101-133:n:2. Full description at Econpapers || Download paper |
2020 | Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions. (2020). Hamilton, James ; Baumeister, Christiane. In: NBER Working Papers. RePEc:nbr:nberwo:26606. Full description at Econpapers || Download paper |
2020 | Global Macro-Financial Cycles and Spillovers. (2020). Prasad, Eswar ; Otrok, Christopher ; Kose, Ayhan ; Ha, Jongrim. In: NBER Working Papers. RePEc:nbr:nberwo:26798. Full description at Econpapers || Download paper |
2020 | The Macroeconomic Effects of Macroprudential Policy: Evidence from a Narrative Approach. (2020). Vuletin, Guillermo ; Vegh, Carlos ; Rojas, Diego. In: NBER Working Papers. RePEc:nbr:nberwo:27687. Full description at Econpapers || Download paper |
2020 | Bank procyclicality, business cycles and capital requirements. (2020). Torres GarcÃÂa, Alejandro ; Villca-Condori, Alfredo ; Ballesteros-Ruiz, Carlos A ; Torres-Garcia, Alejandro. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:21:y:2020:i:2:d:10.1057_s41261-019-00102-3. Full description at Econpapers || Download paper |
2021 | How can green differentiated capital requirements affect climate risks? A dynamic macrofinancial analysis. (2021). Nikolaidi, Maria ; Dafermos, Yannis. In: Working Papers. RePEc:pke:wpaper:pkwp2105. Full description at Econpapers || Download paper |
2021 | Do NBFCs Propagate Real Shocks?. (2021). Mazumder, Debojyoti ; Ghosh, Saurabh. In: MPRA Paper. RePEc:pra:mprapa:110596. Full description at Econpapers || Download paper |
2021 | THE EFFECTIVENESS OF A NEGATIVE INTEREST RATE POLICY. (2021). Smets, Frank ; Peersman, Gert ; Onofri, Marco. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:21/1015. Full description at Econpapers || Download paper |
2020 | Financial shocks and inflation dynamics. (2020). Prieto, Esteban ; Eickmeier, Sandra ; Abbate, Angela. In: Working Papers. RePEc:snb:snbwpa:2020-13. Full description at Econpapers || Download paper |
2021 | Shadow banking: a bibliometric and content analysis. (2021). Ferdous, Mohammad Ashraful ; Nath, Ridoy Deb. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00286-6. Full description at Econpapers || Download paper |
2021 | Interlinkages between external debt financing, credit cycles and output fluctuations in emerging market economies. (2021). Sengupta, Rajeswari ; Verma, Akhilesh K. In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:157:y:2021:i:4:d:10.1007_s10290-021-00424-3. Full description at Econpapers || Download paper |
2020 | A Decade after the 2009 Global Recession : Macroeconomic and Financial Sector Policies. (2020). Koh, Wee Chian ; Yu, Shu. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:9289. Full description at Econpapers || Download paper |
2021 | A Semiparametric Model for Bond Pricing with Life Cycle Fundamental. (2021). Niu, Linlin ; Chen, Jiazi ; Cai, Zongwu. In: Working Papers. RePEc:wyi:wpaper:002581. Full description at Econpapers || Download paper |
2021 | A structural investigation of quantitative easing. (2021). Goy, Gavin ; Bohl, Gregor ; Strobel, Felix. In: Discussion Papers. RePEc:zbw:bubdps:012021. Full description at Econpapers || Download paper |
2021 | US trade policy and the US dollar. (2021). Khalil, Makram ; Strobel, Felix. In: Discussion Papers. RePEc:zbw:bubdps:492021. Full description at Econpapers || Download paper |
2020 | A structural investigation of quantitative easing. (2020). Strobel, Felix ; Goy, Gavin ; Bohl, Gregor. In: IMFS Working Paper Series. RePEc:zbw:imfswp:142. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2013 | Shadow banks and macroeconomic instability In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 50 |
2014 | Shadow banks and macroeconomic instability.(2014) In: Bank of England working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 50 | paper | |
2013 | Shadow banks and macroeconomic instability.(2013) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 50 | paper | |
2017 | Shadow Banks and Macroeconomic Instability.(2017) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 50 | article | |
2008 | The Dynamics of Economic Functions: Modeling and Forecasting the Yield Curve In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 28 |
2008 | The dynamics of economics functions: modelling and forecasting the yield curve.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 28 | paper | |
2008 | The Dynamics of Economic Functions: Modelling and Forecasting the Yield Curve.(2008) In: Economics Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 28 | paper | |
2008 | The Dynamics of Economic Functions: Modelling and Forecasting the Yield Curve.(2008) In: OFRC Working Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 28 | paper | |
2017 | Monetary and macroprudential policies under rules and discretion In: Bank of England working papers. [Full Text][Citation analysis] | paper | 8 |
2018 | Monetary and macroprudential policies under rules and discretion.(2018) In: Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | article | |
2019 | Heterogeneous beliefs and the Phillips curve In: Bank of England working papers. [Full Text][Citation analysis] | paper | 3 |
2020 | Optimal simple objectives for monetary policy when banks matter In: Bank of England working papers. [Full Text][Citation analysis] | paper | 0 |
2021 | Optimal simple objectives for monetary policy when banks matter.(2021) In: European Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2020 | Optimal simple objectives for monetary policy when banks matter.(2020) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2020 | Optimal Simple Objectives for Monetary Policy when Banks Matter.(2020) In: IMF Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2021 | Negative Interest Rate Policies: Taking Stock of the Experience So Far In: CESifo Forum. [Full Text][Citation analysis] | article | 0 |
2012 | Do credit market shocks drive output fluctuations? Evidence from corporate spreads and defaults In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 81 |
2017 | Capital regulation and the macroeconomy: Empirical evidence and macroprudential policy In: European Economic Review. [Full Text][Citation analysis] | article | 38 |
2008 | Financial crisis casts shadow over commercial real estate In: Economic Letter. [Full Text][Citation analysis] | article | 3 |
2008 | Stationarity and the term structure of interest rates: a characterisation of stationary and unit root yield curves In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
2009 | Credit market shocks: evidence from corporate spreads and defaults In: Working Papers. [Full Text][Citation analysis] | paper | 9 |
2021 | Negative Interest Rates: Taking Stock of the Experience So Far In: IMF Departmental Papers / Policy Papers. [Full Text][Citation analysis] | paper | 1 |
2004 | Is collateralised borrowing an amplification mechanism? In: Money Macro and Finance (MMF) Research Group Conference 2003. [Full Text][Citation analysis] | paper | 0 |
2006 | The Impossibility of Stationary Yield Spreads and I(1) Yields under the Expectations Theory of the Term Structure In: Economics Papers. [Citation analysis] | paper | 0 |
2006 | Credit Shocks and Cycles: a Bayesian Calibration Approach In: Economics Papers. [Full Text][Citation analysis] | paper | 2 |
2006 | High Dimensional Yield Curves: Models and Forecasting In: Economics Papers. [Full Text][Citation analysis] | paper | 4 |
2006 | High Dimensional Yield Curves: Models and Forecasting.(2006) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2006 | High Dimensional Yield Curves: Models and Forecasting.(2006) In: OFRC Working Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2013 | Stationary and Nonstationary Behaviour of the Term Structure: A Nonparametric Characterization In: Applied Mathematical Finance. [Full Text][Citation analysis] | article | 0 |
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