22
H index
28
i10 index
3892
Citations
Bank for International Settlements (BIS) | 22 H index 28 i10 index 3892 Citations RESEARCH PRODUCTION: 26 Articles 66 Papers 7 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Egon Zakrajšek. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Monetary Economics | 4 |
Federal Reserve Bulletin | 3 |
Journal of Money, Credit and Banking | 3 |
American Economic Review | 2 |
Journal of Money, Credit and Banking | 2 |
Year | Title of citing document | |
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2021 | Network Analysis of Economic and Financial Uncertainties in Advanced Economies: Evidence from Graph-Theory. (2021). Tiwari, Aviral ; GUPTA, RANGAN ; Boachie, Micheal Kofi. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:25:y:2021:i:1:p:188-215. Full description at Econpapers || Download paper | |
2021 | Uncertainty and Monetary Policy during the Great Recession. (2021). Caggiano, Giovanni ; Castelnuovo, Efrem ; Pellegrino, Giovanni. In: Economics Working Papers. RePEc:aah:aarhec:2021-05. Full description at Econpapers || Download paper | |
2021 | Economic vulnerability is state dependent. (2021). Vallarino, Pierluigi ; Luati, Alessandra ; Catania, Leopoldo. In: CREATES Research Papers. RePEc:aah:create:2021-09. Full description at Econpapers || Download paper | |
2021 | Revisiting the macroeconomic effects of monetary policy shocks. (2021). Haque, Qazi ; Doko Tchatoka, Firmin. In: School of Economics Working Papers. RePEc:adl:wpaper:2021-02. Full description at Econpapers || Download paper | |
2021 | The Transmission of Monetary Policy Shocks. (2021). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:13:y:2021:i:3:p:74-107. Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2021 | Network Analysis of Economic and Financial Uncertainties in Advanced Economies: Evidence from Graph-Theory. (2021). Tiwari, Aviral ; GUPTA, RANGAN ; Boachie, Micheal Kofi. In: International Association of Decision Sciences. RePEc:ahq:wpaper:v:25:y:2021:i:1:p:188-215. Full description at Econpapers || Download paper | |
2021 | The Transmission Channels of Government Spending Uncertainty. (2021). Poilly, Celine ; Eyquem, Aurelien ; Belianska, Anna. In: AMSE Working Papers. RePEc:aim:wpaimx:2115. Full description at Econpapers || Download paper | |
2021 | Linking Covid-19 epidemic and emerging market OAS: Evidence using dynamic copulas and Pareto distributions. (2021). Esposito, Julien ; Dufrenot, Gilles ; Chitou, Imdade. In: AMSE Working Papers. RePEc:aim:wpaimx:2138. Full description at Econpapers || Download paper | |
2021 | Why Are Fiscal Multipliers Moderate Even Under Monetary Accommodation?. (2021). Schabert, Andreas ; Juessen, Falko ; Bredemeier, Christian. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:074. Full description at Econpapers || Download paper | |
2021 | Credit Supply, Firms, and Earnings Inequality. (2021). Moser, Christian ; Wolter, Stefanie ; Wirth, Benjamin ; Saidi, Farzad. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:086. Full description at Econpapers || Download paper | |
2023 | Capital Deaccumulation and the Large Persistent Effects of Financial Crises. (2023). Knowles, Matthew. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:218. Full description at Econpapers || Download paper | |
2023 | Fiscal Rules, Independent Fiscal Institutions, and Sovereign Risk. (2023). Sprincean, Nicu ; Georgescu, George ; Capraru, Bogdan. In: Working Papers of Romania Fiscal Council. RePEc:ane:wpcfro:230201. Full description at Econpapers || Download paper | |
2022 | The effectiveness of government measures in the first wave of Covid-19 pandemic. (2022). Kaderabkova, Bozena ; Jasova, Emilie. In: International Journal of Economic Sciences. RePEc:aop:jijoes:v:11:y:2022:i:1:p:19-36. Full description at Econpapers || Download paper | |
2021 | Monetary Policy, External Finance and Investment. (2021). Surico, Paolo ; Froemel, Maren ; Ferreira, Clodomiro ; Cloyne, James. In: Working Papers. RePEc:aoz:wpaper:92. Full description at Econpapers || Download paper | |
2022 | What Drives Inflation and How: Evidence from Additive Mixed Models Selected by cAIC. (2020). Volkmann, Alexander ; Rossi, Enzo ; Baumann, Philipp. In: Papers. RePEc:arx:papers:2006.06274. Full description at Econpapers || Download paper | |
2022 | Predicting Disaggregated CPI Inflation Components via Hierarchical Recurrent Neural Networks. (2020). Caspi, Itamar ; Barkan, Oren ; Koenigstein, Noam ; Hammer, Allon. In: Papers. RePEc:arx:papers:2011.07920. Full description at Econpapers || Download paper | |
2021 | Uncertainty spill-overs: when policy and financial realms overlap. (2021). Dragomirescu-Gaina, Catalin ; Bacchiocchi, Emanuele. In: Papers. RePEc:arx:papers:2102.06404. Full description at Econpapers || Download paper | |
2021 | Time Varying Risk in U.S. Housing Sector and Real Estate Investment Trusts Equity Return. (2021). Alam, Masud. In: Papers. RePEc:arx:papers:2107.10455. Full description at Econpapers || Download paper | |
2022 | Macroeconomic Effect of Uncertainty and Financial Shocks: a non-Gaussian VAR approach. (2022). Palmén, Olli. In: Papers. RePEc:arx:papers:2202.10834. Full description at Econpapers || Download paper | |
2022 | Should Bank Stress Tests Be Fair?. (2022). Li, Mike ; Glasserman, Paul. In: Papers. RePEc:arx:papers:2207.13319. Full description at Econpapers || Download paper | |
2023 | Agreed and Disagreed Uncertainty. (2023). Korobilis, Dimitris ; Zanetti, Francesco ; Tsoukalas, John ; Gambetti, Luca. In: Papers. RePEc:arx:papers:2302.01621. Full description at Econpapers || Download paper | |
2021 | Uncertainty shocks and employment fluctuations in Germany: the role of establishment size. (2021). Kovalenko, Tim. In: Working Papers. RePEc:bav:wpaper:212_kovalenko. Full description at Econpapers || Download paper | |
2021 | Occasionally Binding Constraints in Large Models: A Review of Solution Methods. (). Swarbrick, Jonathan. In: Discussion Papers. RePEc:bca:bocadp:21-5. Full description at Econpapers || Download paper | |
2021 | A New Measure of Monetary Policy Shocks. (2021). Zhang, XU. In: Staff Working Papers. RePEc:bca:bocawp:21-29. Full description at Econpapers || Download paper | |
2021 | An Optimal Macroprudential Policy Mix for Segmented Credit Markets. (2021). Zivanovic, Jelena. In: Staff Working Papers. RePEc:bca:bocawp:21-31. Full description at Econpapers || Download paper | |
2021 | Evaluating the Effects of Forward Guidance and Large-scale Asset Purchases. (2021). Zhang, XU. In: Staff Working Papers. RePEc:bca:bocawp:21-54. Full description at Econpapers || Download paper | |
2022 | Financial Intermediaries and the Macroeconomy: Evidence from a High-Frequency Identification. (2022). Ottonello, Pablo ; Song, Wenting. In: Staff Working Papers. RePEc:bca:bocawp:22-24. Full description at Econpapers || Download paper | |
2022 | International Transmission of Quantitative Easing Policies: Evidence from Canada. (2022). Tuzcuoglu, Kerem ; Kabaca, Serdar. In: Staff Working Papers. RePEc:bca:bocawp:22-30. Full description at Econpapers || Download paper | |
2022 | Risk and State-Dependent Financial Frictions. (2022). Wouters, Rafael ; Harding, Martin. In: Staff Working Papers. RePEc:bca:bocawp:22-37. Full description at Econpapers || Download paper | |
2022 | The Impact of Globalization and Digitalization on the Phillips Curve. (2022). Friedrich, Christian ; Selcuk, Peter. In: Staff Working Papers. RePEc:bca:bocawp:22-7. Full description at Econpapers || Download paper | |
2022 | Central Bank Liquidity Facilities and Market Making. (2022). Walton, Adrian ; Cimon, David. In: Staff Working Papers. RePEc:bca:bocawp:22-9. Full description at Econpapers || Download paper | |
2021 | Forecasting with VAR-teXt and DFM-teXt Models:exploring the predictive power of central bank communication. (2021). Ferreira, Leonardo. In: Working Papers Series. RePEc:bcb:wpaper:559. Full description at Econpapers || Download paper | |
2023 | Another Boiling Frog: the impact of climate-related events on financial outcomes in Brazil. (2023). Ferreira, Leonardo Nogueira. In: Working Papers Series. RePEc:bcb:wpaper:573. Full description at Econpapers || Download paper | |
2021 | High-yield bond markets during the COVID-19 crisis: the role of monetary policy. (2021). Khametshin, Dmitry. In: Occasional Papers. RePEc:bde:opaper:2110. Full description at Econpapers || Download paper | |
2022 | Asset Holdings, Information Aggregation in Secondary Markets and Credit Cycles. (2022). Basso, Henrique S. In: Working Papers. RePEc:bde:wpaper:2214. Full description at Econpapers || Download paper | |
2021 | Firms inflation expectations and pricing strategies during Covid-19. (2021). Tagliabracci, Alex ; Riggi, Marianna ; Conflitti, Cristina ; Bottone, Marco. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_619_21. Full description at Econpapers || Download paper | |
2021 | Unconventional monetary policies and expectations on economic variables. (2021). Rossi, Luca ; Anzuini, Alessio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1323_21. Full description at Econpapers || Download paper | |
2021 | When the panic broke out: COVID-19 and investment funds portfolio rebalancing around the world. (2021). Santioni, Raffaele ; Affinito, Massimiliano. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1342_21. Full description at Econpapers || Download paper | |
2021 | The Yield Curve as a Predictor of Economic Activity in Mexico: The Role of the Term Premium. (2021). Ibarra-Ramirez, Raul . In: Working Papers. RePEc:bdm:wpaper:2021-07. Full description at Econpapers || Download paper | |
2021 | Financial Frictions in Mexico: Evidence from the Credit Spread and its Components. (2021). Pelez, Carlos D ; Aguirre, Mauricio Carabarn. In: Working Papers. RePEc:bdm:wpaper:2021-20. Full description at Econpapers || Download paper | |
2022 | Does monetary policy affect the net interest margin of credit institutions? Evidence from Colombia. (2022). Pieros-Gordo, Jose Hernan ; Rodriguez-Novoa, Daniela ; Pirateque-Nio, Javier Eliecer. In: Borradores de Economia. RePEc:bdr:borrec:1197. Full description at Econpapers || Download paper | |
2021 | Aggregate Implications of Credit Relationship Flows: a Tale of Two Margin. (2021). Mazet-Sonilhac, Clement ; Boualam, Yasser. In: Working papers. RePEc:bfr:banfra:801. Full description at Econpapers || Download paper | |
2021 | The Dynamic Effects of the ECBâs Asset Purchases: a Survey-Based Identification. (2021). Nguyen, Benoît ; Lhuissier, Stéphane. In: Working papers. RePEc:bfr:banfra:806. Full description at Econpapers || Download paper | |
2022 | Financial Conditions and Macroeconomic Downside Risks in the Euro Area. (2022). Lhuissier, Stéphane. In: Working papers. RePEc:bfr:banfra:863. Full description at Econpapers || Download paper | |
2021 | Monetary Policy, Sectoral Comovement and the Credit Channel. (2021). Görtz, Christoph ; Di Pace, Federico ; Gortz, Christoph ; Dipace, Federico. In: Discussion Papers. RePEc:bir:birmec:21-07. Full description at Econpapers || Download paper | |
2021 | News Shocks under Financial Frictions. (2021). Zanetti, Francesco ; Görtz, Christoph ; Tsoukalas, John ; Gortz, Christoph. In: Discussion Papers. RePEc:bir:birmec:21-08. Full description at Econpapers || Download paper | |
2022 | Private sector debt and financial stability. (2022). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:67. Full description at Econpapers || Download paper | |
2021 | How much stress could Covid put on corporate credit? Evidence using sectoral data. (2021). Rees, Daniel ; Mojon, Benoit ; Schmieder, Christian. In: BIS Quarterly Review. RePEc:bis:bisqtr:2103e. Full description at Econpapers || Download paper | |
2021 | Open-ended bond funds: systemic risks and policy implications. (2021). Lewrick, Ulf ; Claessens, Stijn. In: BIS Quarterly Review. RePEc:bis:bisqtr:2112c. Full description at Econpapers || Download paper | |
2022 | Exorbitant privilege? Quantitative easing and the bond market subsidy of prospective fallen angels. (2022). Spigt, Renee ; Eisert, Tim ; Crosignani, Matteo ; Niladri, Ryan ; Acharya, Viral V. In: BIS Working Papers. RePEc:bis:biswps:1002. Full description at Econpapers || Download paper | |
2022 | The term structure of carbon premia. (2022). Zulaica, Omar ; Xia, Dora. In: BIS Working Papers. RePEc:bis:biswps:1045. Full description at Econpapers || Download paper | |
2022 | What drives inflation? Disentangling demand and supply factors. (2022). Hofmann, Boris ; Eickmeier, Sandra. In: BIS Working Papers. RePEc:bis:biswps:1047. Full description at Econpapers || Download paper | |
2023 | Monetary policy and credit card spending. (2023). Sandri, Damiano ; Grigoli, Francesco. In: BIS Working Papers. RePEc:bis:biswps:1064. Full description at Econpapers || Download paper | |
2021 | Understanding bank and non-bank credit cycles: a structural exploration. (2021). Zhong, Molin ; Durdu, Bora C. In: BIS Working Papers. RePEc:bis:biswps:919. Full description at Econpapers || Download paper | |
2021 | Income inequality, financial intermediation, and small firms. (2021). Drechsel, Thomas ; Doerr, Sebastian ; Lee, Dong Gyu. In: BIS Working Papers. RePEc:bis:biswps:944. Full description at Econpapers || Download paper | |
2021 | Limits of stress-test based bank regulation. (2021). Agarwal, Isha ; Goel, Tirupam. In: BIS Working Papers. RePEc:bis:biswps:953. Full description at Econpapers || Download paper | |
2021 | The Treasury market in spring 2020 and the response of the Federal Reserve. (2021). Vissing-Jorgensen, Annette. In: BIS Working Papers. RePEc:bis:biswps:966. Full description at Econpapers || Download paper | |
2021 | ETFs, illiquid assets, and fire sales. (2021). Todorov, Karamfil ; Shim, John J. In: BIS Working Papers. RePEc:bis:biswps:975. Full description at Econpapers || Download paper | |
2021 | Back to the future: intellectual challenges for monetary policy. (2021). BORIO, Claudio. In: BIS Working Papers. RePEc:bis:biswps:981. Full description at Econpapers || Download paper | |
2021 | Navigating by r*: safe or hazardous?. (2021). BORIO, Claudio. In: BIS Working Papers. RePEc:bis:biswps:982. Full description at Econpapers || Download paper | |
2021 | Balance Sheet Channel of Monetary Policy Evidence from Credit Spreads of Russian Firms. (2021). Prokopev, Filipp. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:80:y:2021:i:4:p:3-30. Full description at Econpapers || Download paper | |
2021 | Measuring heterogeneity in banks interest rate setting in Russia. (2021). Sinyakov, Andrey ; Ponomarenko, Alexey ; Burova, Anna ; Ushakova, Yulia ; Popova, Svetlana. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps77. Full description at Econpapers || Download paper | |
2021 | Bank interest rate risk management and valuation of earnings. (2021). Warfield, Terry D ; Burke, Qing L. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:3:p:4287-4337. Full description at Econpapers || Download paper | |
2022 | Firm?specific forecast errors and asymmetric investment propensity. (2022). Tonzer, Lena ; Berner, Julian ; Buchholz, Manuel. In: Economic Inquiry. RePEc:bla:ecinqu:v:60:y:2022:i:2:p:764-793. Full description at Econpapers || Download paper | |
2021 | Back to the Future: Intellectual Challenges for Monetary Policy. (2021). BORIO, Claudio. In: Economic Papers. RePEc:bla:econpa:v:40:y:2021:i:4:p:273-287. Full description at Econpapers || Download paper | |
2021 | Disentangling types of liquidity and testing limits?to?arbitrage theories in the CDSâbond basis. (2021). Schnitzler, Jan ; Augustin, Patrick. In: European Financial Management. RePEc:bla:eufman:v:27:y:2021:i:1:p:120-146. Full description at Econpapers || Download paper | |
2022 | Doubly heterogeneous monetary spillovers. (2022). Shah, Nihar. In: International Finance. RePEc:bla:intfin:v:25:y:2022:i:2:p:126-150. Full description at Econpapers || Download paper | |
2021 | Currency hedging and quantitative easing: Evidence from global bond markets. (2021). Zhong, Rui ; Zhang, Jie ; Kryzanowski, Lawrence. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:2:p:555-597. Full description at Econpapers || Download paper | |
2022 | Government economic policy uncertainty and corporate debt contracting. (2022). Phan, Hieu V. In: International Review of Finance. RePEc:bla:irvfin:v:22:y:2022:i:1:p:169-199. Full description at Econpapers || Download paper | |
2021 | Inalienable Customer Capital, Corporate Liquidity, and Stock Returns. (2021). Reibstein, David ; Ji, Yan ; Dou, Winston Wei ; Wu, Wei. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:1:p:211-265. Full description at Econpapers || Download paper | |
2021 | Liquidity Supply in the Corporate Bond Market. (2021). Nozawa, Yoshio ; Goldberg, Jonathan. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:2:p:755-796. Full description at Econpapers || Download paper | |
2021 | Equilibrium Asset Pricing with Leverage and Default. (2021). Schmid, Lukas ; Gomes, Joo F. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:2:p:977-1018. Full description at Econpapers || Download paper | |
2021 | Banking on Deposits: Maturity Transformation without Interest Rate Risk. (2021). Schnabl, Philipp ; Savov, Alexi ; Drechsler, Itamar. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:3:p:1091-1143. Full description at Econpapers || Download paper | |
2021 | Do Intermediaries Matter for Aggregate Asset Prices?. (2021). Muir, Tyler ; Haddad, Valentin. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:6:p:2719-2761. Full description at Econpapers || Download paper | |
2021 | Fire?Sale Spillovers in Debt Markets. (2021). Hortasu, Ali ; Falato, Antonio ; Shin, Chae Hee ; Li, Dan. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:6:p:3055-3102. Full description at Econpapers || Download paper | |
2021 | Volatility, Valuation Ratios, and Bubbles: An Empirical Measure of Market Sentiment. (2021). Martin, Ian ; Gao, Can. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:6:p:3211-3254. Full description at Econpapers || Download paper | |
2022 | How Do Financial Constraints Affect Product Pricing? Evidence from Weather and Life Insurance Premiums. (2022). Ge, Shan. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:1:p:449-503. Full description at Econpapers || Download paper | |
2022 | Volatility Expectations and Returns. (2022). Muir, Tyler ; Lochstoer, Lars A. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:2:p:1055-1096. Full description at Econpapers || Download paper | |
2022 | Predictable Financial Crises. (2022). Sorensen, Jakob Ahm ; Shleifer, Andrei ; Hanson, Samuel G ; Greenwood, Robin. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:2:p:863-921. Full description at Econpapers || Download paper | |
2022 | Monetary Policy and Asset Valuation. (2022). Ludvigson, Sydney C ; Lettau, Martin ; Bianchi, Francesco. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:2:p:967-1017. Full description at Econpapers || Download paper | |
2022 | Bank Market Power and Monetary Policy Transmission: Evidence from a Structural Estimation. (2022). Whited, Toni ; Wang, Yifei ; Xiao, Kairong ; Wu, Yufeng. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:4:p:2093-2141. Full description at Econpapers || Download paper | |
2022 | Quantifying Reduced?Form Evidence on Collateral Constraints. (2022). Huang, Zongbo ; Chaney, Thomas ; Catherine, Sylvain ; Thesmar, David ; Sraer, David. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:4:p:2143-2181. Full description at Econpapers || Download paper | |
2022 | Stock Markets Assessment of Monetary Policy Transmission: The Cash Flow Effect. (2022). Lee, Sang Seok ; Gürkaynak, Refet ; Karasoycan, Hatce Goke. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:4:p:2375-2421. Full description at Econpapers || Download paper | |
2021 | Credit constraints, labor productivity, and the role of regional institutions: Evidence from manufacturing firms in Europe. (2021). RodrÃÂguez-Pose, Andrés ; Ganau, Roberto ; Brezzi, Monica ; Maslauskaite, Kristina ; Rodriguezpose, Andres. In: Journal of Regional Science. RePEc:bla:jregsc:v:61:y:2021:i:2:p:299-328. Full description at Econpapers || Download paper | |
2021 | A disaster always rings twice: Early life experiences and central bankers reactions to natural disasters. (2021). Farvaque, Etienne ; ASLAM, Maqsood ; Malan, Franck. In: Kyklos. RePEc:bla:kyklos:v:74:y:2021:i:3:p:301-320. Full description at Econpapers || Download paper | |
2021 | Using Credit Variables to Date Business Cycle and to Estimate the Probabilities of Recession in Real Time. (2021). Liberati, Danilo ; aprigliano, valentina. In: Manchester School. RePEc:bla:manchs:v:89:y:2021:i:s1:p:76-96. Full description at Econpapers || Download paper | |
2022 | Is the ECBâs conventional monetary policy state?dependent? An event study approach. (2022). Perdichizzi, Salvatore ; Torluccio, Giuseppe ; Cotugno, Matteo. In: Manchester School. RePEc:bla:manchs:v:90:y:2022:i:2:p:213-236. Full description at Econpapers || Download paper | |
2021 | The Impact of Pessimistic Expectations on the Effects of COVID?19?Induced Uncertainty in the Euro Area. (2021). Zullig, Gabriel ; Ravenna, Federico ; Pellegrino, Giovanni. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:4:p:841-869. Full description at Econpapers || Download paper | |
2021 | Disentangling the Effects of Uncertainty, Monetary Policy and Leverage Shocks on the Economy. (2021). Serletis, Apostolos ; Dery, Cosmas. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:5:p:1029-1065. Full description at Econpapers || Download paper | |
2021 | Empirical Evidence on the Dynamics of Investment Under Uncertainty in the U.S.. (2021). Magnusson, Leandro ; Haque, Qazi ; Tomioka, Kazuki. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:5:p:1193-1217. Full description at Econpapers || Download paper | |
2022 | The Impact of Uncertainty Shocks: Evidence from Geopolitical Swings on the Korean Peninsula. (2022). Lee, Seohyun ; Ha, Jongrim ; So, Inhwan. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:1:p:21-56. Full description at Econpapers || Download paper | |
2022 | Systemic Financial Stress and Macroeconomic Amplifications in the United Kingdom. (2022). Duprey, Thibaut ; Hacioluhoke, Sinem ; Chiu, Chingwai ; Chatterjee, Somnath. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:2:p:380-400. Full description at Econpapers || Download paper | |
2022 | Monetary Policy and Corporate Debt Structure. (2022). Szczerbowicz, Urszula ; Lhuissier, Stephane. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:3:p:497-515. Full description at Econpapers || Download paper | |
2022 | Loans to Different Groups and Economic Activity at Times of Crisis and Growth. (2022). Cafiso, Gianluca. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:3:p:594-623. Full description at Econpapers || Download paper | |
2022 | Debt Intolerance: Threshold Level and Composition. (2022). Matsuoka, Hideaki. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:4:p:894-932. Full description at Econpapers || Download paper | |
2021 | The Federal Reserve Municipal Liquidity Facility (MLF): Where the municipal securities market and fed finally meet. (2021). Luby, Martin J ; Moldogaziev, Tima T ; Johnson, Craig L ; Winecoff, Ruth. In: Public Budgeting & Finance. RePEc:bla:pbudge:v:41:y:2021:i:3:p:42-73. Full description at Econpapers || Download paper | |
2021 | The Dynamic Impact of Monetary Policy on Regional Housing Prices in the United States. (2021). Pfarrhofer, Michael ; Huber, Florian ; Fischer, Manfred ; Staufersteinnocher, Petra. In: Real Estate Economics. RePEc:bla:reesec:v:49:y:2021:i:4:p:1039-1068. Full description at Econpapers || Download paper | |
2021 | Fear thy neighbor: Spillovers from economic policy uncertainty. (2021). Grigoli, Francesco ; Hengge, Martina ; Biljanovska, Nina. In: Review of International Economics. RePEc:bla:reviec:v:29:y:2021:i:2:p:409-438. Full description at Econpapers || Download paper | |
2021 | Financial market spillovers of U.S. monetary policy shocks. (2021). Ha, Jongrim. In: Review of International Economics. RePEc:bla:reviec:v:29:y:2021:i:5:p:1221-1274. Full description at Econpapers || Download paper | |
2021 | Inflation, Unemployment, and Economic Growth in a Schumpeterian Economy. (2021). Furukawa, Yuichi ; fan, haichao ; Cozzi, Guido ; Chu, Angus. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:123:y:2021:i:3:p:874-909. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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2012 | Credit Spreads and Business Cycle Fluctuations In: American Economic Review. [Full Text][Citation analysis] | article | 1052 |
2011 | Credit Spreads and Business Cycle Fluctuations.(2011) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1052 | paper | |
2017 | Inflation Dynamics during the Financial Crisis In: American Economic Review. [Full Text][Citation analysis] | article | 224 |
2013 | Inflation Dynamics During the Financial Crisis.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 224 | paper | |
2015 | Inflation dynamics during the financial crisis.(2015) In: FRB Atlanta CQER Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 224 | paper | |
2015 | Inflation Dynamics During the Financial Crisis.(2015) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 224 | paper | |
2016 | Inflation Dynamics During the Financial Crisis.(2016) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 224 | paper | |
2013 | Inflation Dynamics During the Financial Crisis.(2013) In: 2013 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 224 | paper | |
2014 | Inflation Dynamics During the Financial Crisis.(2014) In: 2014 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 224 | paper | |
2015 | Monetary Policy and Real Borrowing Costs at the Zero Lower Bound In: American Economic Journal: Macroeconomics. [Full Text][Citation analysis] | article | 123 |
2014 | Monetary Policy and Real Borrowing Costs at the Zero Lower Bound.(2014) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 123 | paper | |
2014 | Monetary Policy and Real Borrowing Costs at the Zero Lower Bound.(2014) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 123 | paper | |
2014 | Monetary Policy and Real Borrowing Costs at the Zero Lower Bound.(2014) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 123 | paper | |
2013 | Monetary Policy and Real Borrowing Costs at the Zero Lower Bound.(2013) In: NBER Chapters. [Citation analysis] This paper has another version. Agregated cites: 123 | chapter | |
2014 | Monetary Policy and Real Borrowing Costs at the Zero Lower Bound.(2014) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 123 | paper | |
2020 | The outlook for business bankruptcies In: BIS Bulletins. [Full Text][Citation analysis] | paper | 9 |
2021 | Monetary policy, relative prices and inflation control: flexibility born out of success In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 4 |
1999 | Microeconomic inventory adjustment and aggregate dynamics In: BIS Working Papers. [Full Text][Citation analysis] | paper | 4 |
1998 | Microeconomic inventory adjustment and aggregate dynamics.(1998) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2021 | Income inequality and the depth of economic downturns In: BIS Working Papers. [Full Text][Citation analysis] | paper | 1 |
2021 | Income Inequality and the depth of economic downturns.(2021) In: Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
2021 | The Fed takes on corporate credit risk: an analysis of the efficacy of the SMCCF In: BIS Working Papers. [Full Text][Citation analysis] | paper | 37 |
2020 | The Fed Takes on Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF.(2020) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 37 | paper | |
2020 | The Fed Takes On Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF.(2020) In: FRB Atlanta Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 37 | paper | |
2020 | The Fed Takes on Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF.(2020) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 37 | paper | |
1995 | Retail Inventories, Internal Finance, and Aggregate Fluctuations: Evidence From Firm-Level Panel Data In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2016 | The response of sovereign bond yields to U.S. monetary policy In: Journal EconomÃa Chilena (The Chilean Economy). [Full Text][Citation analysis] | article | 9 |
2016 | The Response of Sovereign Bond Yields to U.S. Monetary Policy.(2016) In: Central Banking, Analysis, and Economic Policies Book Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | chapter | |
2020 | Trade Exposure and the Evolution of Inflation Dynamics In: Central Banking, Analysis, and Economic Policies Book Series. [Full Text][Citation analysis] | chapter | 8 |
2019 | Trade Exposure and the Evolution of Inflation Dynamics.(2019) In: Working Papers Central Bank of Chile. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2019 | Trade Exposure and the Evolution of Inflation Dynamics.(2019) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2014 | Interest Rate Risk and Bank Equity Valuations In: Working Papers. [Full Text][Citation analysis] | paper | 82 |
2018 | Interest rate risk and bank equity valuations.(2018) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 82 | article | |
2012 | Interest rate risk and bank equity valuations.(2012) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 82 | paper | |
2016 | The macroeconomic impact of financial and uncertainty shocks In: European Economic Review. [Full Text][Citation analysis] | article | 293 |
2016 | The Macroeconomic Impact of Financial and Uncertainty Shocks.(2016) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 293 | paper | |
2016 | The Macroeconomic Impact of Financial and Uncertainty Shocks.(2016) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 293 | paper | |
2022 | Sovereign risk and financial risk In: Journal of International Economics. [Full Text][Citation analysis] | article | 6 |
2021 | Sovereign Risk and Financial Risk.(2021) In: FRB Atlanta Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2021 | Sovereign Risk and Financial Risk.(2021) In: FRB Atlanta Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2021 | Sovereign Risk and Financial Risk.(2021) In: NBER Chapters. [Citation analysis] This paper has another version. Agregated cites: 6 | chapter | |
2021 | Sovereign Risk and Financial Risk.(2021) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2013 | Sovereign Risk and Financial Risk.(2013) In: 2013 Meeting Papers. [Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2014 | Stress-testing US bank holding companies: A dynamic panel quantile regression approach In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 36 |
2013 | Stress-testing U.S. bank holding companies: a dynamic panel quantile regression approach.(2013) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 36 | paper | |
2009 | Credit market shocks and economic fluctuations: Evidence from corporate bond and stock markets In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 398 |
2009 | Credit Market Shocks and Economic Fluctuations: Evidence from Corporate Bond and Stock Markets.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 398 | paper | |
2009 | Credit Market Shocks and Economic Fluctuations: Evidence from Corporate Bond and Stock Markets.(2009) In: 2009 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 398 | paper | |
2014 | Changes in bank lending standards and the macroeconomy In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 214 |
2012 | Changes in bank lending standards and the macroeconomy.(2012) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 214 | paper | |
2017 | Comment on bank liabilities channel In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 0 |
1995 | The importance of credit for macroeconomic activity: identification through heterogeneity In: Conference Series ; [Proceedings]. [Full Text][Citation analysis] | article | 32 |
1998 | The Importance of Credit for Macroeconomic Activity: Identification through Heterogeneity.(1998) In: Palgrave Macmillan Books. [Citation analysis] This paper has another version. Agregated cites: 32 | chapter | |
2000 | Purchasing power parity: three stakes through the heart of the unit root null In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 35 |
1999 | Purchasing power parity: three stakes through the heart of the unit root null.(1999) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 35 | paper | |
2000 | Microeconomic inventory adjustment: evidence from U.S. firm-level data In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 4 |
2000 | Microeconomic inventory adjustment: evidence from U.S. firm-level data.(2000) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2000 | Factor supplies and specialization in the world economy In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 36 |
2000 | Factor supplies and specialization in the world economy.(2000) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 36 | paper | |
2000 | Factor Supplies and Specialization in the World Economy.(2000) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 36 | paper | |
2001 | Capital requirements, business loans, and business cycles: an empirical analysis of the standardized approach in the new Basel Capital Accord In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 11 |
2004 | The magnitude and cyclical behavior of financial market frictions In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 100 |
2012 | Misallocation and financial market frictions: some direct evidence from the dispersion in borrowing costs In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 88 |
2013 | Misallocation and Financial Market Frictions: Some Direct Evidence from the Dispersion in Borrowing Costs.(2013) In: Review of Economic Dynamics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 88 | article | |
2012 | Credit spreads as predictors of real-time economic activity: a Bayesian Model-Averaging approach In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 117 |
2011 | Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach.(2011) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 117 | paper | |
2013 | The impact of the Federal Reserves Large-Scale Asset Purchase programs on corporate credit risk In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 62 |
2013 | The Impact of the Federal Reserves Large-Scale Asset Purchase Programs on Corporate Credit Risk.(2013) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 62 | article | |
2013 | The Impact of the Federal Reserves Large-Scale Asset Purchase Programs on Corporate Credit Risk.(2013) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 62 | paper | |
2013 | The Impact of the Federal Reserves Large?Scale Asset Purchase Programs on Corporate Credit Risk.(2013) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 62 | article | |
2014 | Uncertainty, Financial Frictions, and Investment Dynamics In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 444 |
2014 | Uncertainty, Financial Frictions, and Investment Dynamics.(2014) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 444 | paper | |
2010 | Uncertainty, Financial Frictions, and Investment Dynamics.(2010) In: 2010 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 444 | paper | |
2015 | Credit-Market Sentiment and the Business Cycle In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 136 |
2016 | Credit-Market Sentiment and the Business Cycle.(2016) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 136 | paper | |
2017 | Credit-Market Sentiment and the Business Cycle.(2017) In: The Quarterly Journal of Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 136 | article | |
2018 | US Monetary Policy and International Bond Markets In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 22 |
2019 | US Monetary Policy and International Bond Markets.(2019) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
2019 | U.S. Monetary Policy and International Bond Markets.(2019) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | article | |
2018 | Financial Heterogeneity and Monetary Union In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 12 |
2015 | Financial Heterogeneity and Monetary Union.(2015) In: 2015 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
2016 | Recession Risk and the Excess Bond Premium In: FEDS Notes. [Full Text][Citation analysis] | paper | 18 |
2016 | Updating the Recession Risk and the Excess Bond Premium In: FEDS Notes. [Full Text][Citation analysis] | paper | 31 |
2000 | Profits and balance sheet developments at U.S. commercial banks in 1999 In: Federal Reserve Bulletin. [Full Text][Citation analysis] | article | 0 |
2001 | Profits and balance sheet developments at U.S. commercial banks in 2000 In: Federal Reserve Bulletin. [Full Text][Citation analysis] | article | 0 |
2003 | Recent developments in business lending by commercial banks In: Federal Reserve Bulletin. [Full Text][Citation analysis] | article | 9 |
1997 | Retail inventories, internal finance, and aggregate fluctuations In: Research Paper. [Full Text][Citation analysis] | paper | 5 |
2002 | Inventory dynamics and business cycles: what has changed? In: Staff Reports. [Full Text][Citation analysis] | paper | 60 |
2007 | Inventory Dynamics and Business Cycles: What Has Changed?.(2007) In: Journal of Money, Credit and Banking. [Citation analysis] This paper has another version. Agregated cites: 60 | article | |
2007 | Inventory Dynamics and Business Cycles: What Has Changed?.(2007) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 60 | article | |
1998 | Trade inventories In: Staff Reports. [Full Text][Citation analysis] | paper | 2 |
2022 | Introducing the Credit Market Sentiment Index In: Richmond Fed Economic Brief. [Full Text][Citation analysis] | article | 0 |
2011 | Improving Our Ability to Monitor Bank Lending In: NBER Chapters. [Full Text][Citation analysis] | chapter | 4 |
2007 | Investment and the Cost of Capital: New Evidence from the Corporate Bond Market In: NBER Working Papers. [Full Text][Citation analysis] | paper | 63 |
2012 | Misallocation and Financial Frictions: Some Direct Evidence From the Dispersion in Borrowing Costs In: NBER Working Papers. [Full Text][Citation analysis] | paper | 4 |
2011 | Monetary Policy and Credit Supply Shocks In: IMF Economic Review. [Full Text][Citation analysis] | article | 58 |
2012 | Bank Lending and Credit Supply Shocks In: International Economic Association Series. [Citation analysis] | chapter | 9 |
2013 | On the Identification of Financial and Uncertainty Shocks In: 2013 Meeting Papers. [Full Text][Citation analysis] | paper | 17 |
2005 | The Determinants of Market Frictions in the Corporate Market In: Computing in Economics and Finance 2005. [Citation analysis] | paper | 13 |
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