1. Global Credit Shocks and Real Economies. (2021). Ochsner, Christian ; Rohloff, Hannes ; Herwartz, Helmut.
   In: MAGKS Papers on Economics.
   RePEc:mar:magkse:202116.

   Full description at Econpapers || Download paper

2. Equity market and money supply spillovers and economic growth in BRICS economies: A global vector autoregressive approach. (2020). Sohag, Kazi ; Alqahtani, Faisal ; Kutan, Ali M ; Samargandi, Nahla.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818303255.

   Full description at Econpapers || Download paper

3. Tougher than the rest? The resilience of specialized financial intermediation to macroeconomic shocks. (2019). Molterer, Manuel.
   In: The Quarterly Review of Economics and Finance.
   RePEc:eee:quaeco:v:74:y:2019:i:c:p:163-174.

   Full description at Econpapers || Download paper

4. Spillovers from Japans Unconventional Monetary Policy: A global VAR Approach. (2019). Ganelli, Giovanni ; Tawk, Nour .
   In: Economic Modelling.
   RePEc:eee:ecmode:v:77:y:2019:i:c:p:147-163.

   Full description at Econpapers || Download paper

5. Credit, financial conditions and the business cycle in China. (2019). Soudan, Michel ; Lodge, David.
   In: Working Paper Series.
   RePEc:ecb:ecbwps:20192244.

   Full description at Econpapers || Download paper

6. Asset pricing, spatial linkages and contagion in real estate stocks. (2018). Zhu, Bing ; Milcheva, Stanimira.
   In: Journal of Property Research.
   RePEc:taf:jpropr:v:35:y:2018:i:4:p:271-295.

   Full description at Econpapers || Download paper

7. The North-South Divide, the Euro and the World. (2018). Panagiotidis, Theodore ; Chisiridis, Konstantinos ; Mouratidis, Kostas.
   In: Working Papers.
   RePEc:shf:wpaper:2018015.

   Full description at Econpapers || Download paper

8. Explaining the impact of the global financial crisis on European transition countries: a GVAR approach. (2018). Hoxha, Artha.
   In: Focus on European Economic Integration.
   RePEc:onb:oenbfi:y:2018:i:q2-18:b:2.

   Full description at Econpapers || Download paper

9. An empirical study of credit shock transmission in a small open economy. (2017). Stevanovic, Dalibor ; Bedock, Nathan .
   In: Canadian Journal of Economics/Revue canadienne d'économique.
   RePEc:wly:canjec:v:50:y:2017:i:2:p:541-570.

   Full description at Econpapers || Download paper

10. The role of China in the world economy: evidence from global VAR model. (2017). Sznajderska, Anna.
    In: NBP Working Papers.
    RePEc:nbp:nbpmis:270.

    Full description at Econpapers || Download paper

11. Subsidising car purchases in the euro area: any spill-over on production?. (2017). Paredes, Joan.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20172094.

    Full description at Econpapers || Download paper

12. Destabilizing effects of bank overleveraging on real activity - an analysis based on a threshold MCS-GVAR. (2017). Semmler, Willi ; Henry, Jerome ; Gross, Marco.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20172081.

    Full description at Econpapers || Download paper

13. The International Impact of Financial Shocks: A Global VAR and Connectedness Measures Approach. (2016). Smith, Donal.
    In: Discussion Papers.
    RePEc:yor:yorken:16/07.

    Full description at Econpapers || Download paper

14. Spillovers from Japan’s Unconventional Monetary Policy to Emerging Asia; a Global VAR approach. (2016). Ganelli, Giovanni ; Tawk, Nour.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2016/099.

    Full description at Econpapers || Download paper

15. An Eclectic Credit Cycle Search: The Case of US, Japan and Germany. (2016). Athanasenas, Athanasios L.
    In: International Journal of Economics & Business Administration (IJEBA).
    RePEc:ers:ijebaa:v:iv:y:2016:i:2:p:70-96.

    Full description at Econpapers || Download paper

16. Financial crisis, US unconventional monetary policy and international spillovers. (2016). He, Dong ; Filardo, Andrew ; Zhu, Feng ; Chen, Qianying .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:67:y:2016:i:c:p:62-81.

    Full description at Econpapers || Download paper

17. Determinants of global spillovers from US monetary policy. (2016). Georgiadis, Georgios.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:67:y:2016:i:c:p:41-61.

    Full description at Econpapers || Download paper

18. Bank integration and co-movements across housing markets. (2016). Milcheva, Stanimira ; Zhu, Bing.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:72:y:2016:i:s:p:s148-s171.

    Full description at Econpapers || Download paper

19. Sovereign CDS spread determinants and spill-over effects during financial crisis: A panel VAR approach. (2016). Spyrou, Spyros ; Galariotis, Emilios C ; Makrichoriti, Panagiota.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:26:y:2016:i:c:p:62-77.

    Full description at Econpapers || Download paper

20. MACRO-FINANCE LINKAGES. (2016). Morley, James.
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:30:y:2016:i:4:p:698-711.

    Full description at Econpapers || Download paper

21. Credit cycles and real activity - the Swiss case. (2015). Scheufele, Rolf ; Baurle, Gregor .
    In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
    RePEc:zbw:vfsc15:112931.

    Full description at Econpapers || Download paper

22. The synchronization of European credit cycles. (2015). Metiu, Norbert ; Meller, Barbara.
    In: Discussion Papers.
    RePEc:zbw:bubdps:202015.

    Full description at Econpapers || Download paper

23. TRANMISSION OF INTERNATIONAL SHOCKS TO AN EMERGING SMALL OPEN-ECONOMY: EVIDENCE FROM TUNISIA. (2015). Lahiani, Amine ; Slama, Ines ; Belhedi, Mohamed .
    In: Region et Developpement.
    RePEc:tou:journl:v:42:y:2015:p:231-258.

    Full description at Econpapers || Download paper

24. Euro area financial shocks and economic activity in The Netherlands. (2015). Broer, Peter ; Antony, Jürgen.
    In: Empirica.
    RePEc:kap:empiri:v:42:y:2015:i:3:p:571-595.

    Full description at Econpapers || Download paper

25. Financial Crisis, US Unconventional Monetary Policy and International Spillovers. (2015). He, Dong ; Chen, Qianying ; Zhu, Feng ; Filardo, Andrew.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2015/085.

    Full description at Econpapers || Download paper

26. Bringing Financial Stability into Monetary Policy*. (2015). Nason, James ; Leeper, Eric.
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0305.

    Full description at Econpapers || Download paper

27. Arab Countries Between Winter and Spring: Where Democracy Shock Goes Next!. (2015). Staneva, Anita ; Mishra, Tapas ; Abdel-Latif, Hany.
    In: Working Papers.
    RePEc:erg:wpaper:954.

    Full description at Econpapers || Download paper

28. The macroeconomic impact of financial fragmentation in the euro area: Which role for credit supply?. (2015). Falagiarda, Matteo ; Bijsterbosch, Martin.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:54:y:2015:i:c:p:93-115.

    Full description at Econpapers || Download paper

29. A global macro model for emerging Europe. (2015). Feldkircher, Martin.
    In: Journal of Comparative Economics.
    RePEc:eee:jcecon:v:43:y:2015:i:3:p:706-726.

    Full description at Econpapers || Download paper

30. Determinants of global spillovers from US monetary policy. (2015). Georgiadis, Georgios.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20151854.

    Full description at Econpapers || Download paper

31. Financial crisis, US unconventional monetary policy and international spillovers. (2015). He, Dong ; Filardo, Andrew ; Chen, Qianying ; Zhu, Feng.
    In: BIS Working Papers.
    RePEc:bis:biswps:494.

    Full description at Econpapers || Download paper

32. Forecasting with Bayesian Global Vector Autoregressions. (2014). Huber, Florian ; Feldkircher, Martin ; Crespo Cuaresma, Jesus ; Crespo-Cuaresma, Jesus.
    In: ERSA conference papers.
    RePEc:wiw:wiwrsa:ersa14p25.

    Full description at Econpapers || Download paper

33. What do VARs Tell Us about the Impact of a Credit Supply Shock? An Empirical Analysis. (2014). Theodoridis, Konstantinos ; Pinter, Gabor ; mumtaz, haroon.
    In: Working Papers.
    RePEc:qmw:qmwecw:wp716.

    Full description at Econpapers || Download paper

34. What do VARs Tell Us about the Impact of a Credit Supply Shock? An Empirical Analysis. (2014). Theodoridis, Konstantinos ; Pinter, Gabor ; mumtaz, haroon.
    In: Working Papers.
    RePEc:qmw:qmwecw:716.

    Full description at Econpapers || Download paper

35. Macroeconomic Shocks, Housing Market and Banks’ Performance in Venezuela. (2014). Carvallo, Oscar ; Pagliacci, Carolina.
    In: MPRA Paper.
    RePEc:pra:mprapa:58711.

    Full description at Econpapers || Download paper

36. Forecasting with Bayesian Global Vector Autoregressive Models: A Comparison of Priors. (2014). Huber, Florian ; Feldkircher, Martin ; Crespo Cuaresma, Jesus.
    In: Working Papers.
    RePEc:onb:oenbwp:189.

    Full description at Econpapers || Download paper

37. International Transmission of Credit Shocks: Evidence from Global Vector Autoregression Model. (2014). Feldkircher, Martin ; Fadejeva, Ludmila ; Reininger, Thomas.
    In: Working Papers.
    RePEc:ltv:wpaper:201405.

    Full description at Econpapers || Download paper

38. Bringing Financial Stability into Monetary Policy. (2014). Leeper, Eric ; Nason, James .
    In: Caepr Working Papers.
    RePEc:inu:caeprp:2014003.

    Full description at Econpapers || Download paper

39. Bringing Financial Stability into Monetary Policy. (2014). Nason, James ; Leeper, Eric.
    In: Caepr Working Papers.
    RePEc:inu:caeprp:2014-003.

    Full description at Econpapers || Download paper

40. Theory and practice of GVAR modeling. (2014). Pesaran, M ; Chudik, Alexander.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:180.

    Full description at Econpapers || Download paper

41. Bringing Financial Stability into Monetary Policy. (2014). Nason, James ; Leeper, Eric.
    In: CAMA Working Papers.
    RePEc:een:camaaa:2014-72.

    Full description at Econpapers || Download paper

42. International transmission and business-cycle effects of financial stress. (2014). van Roye, Björn ; Dovern, Jonas.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:13:y:2014:i:c:p:1-17.

    Full description at Econpapers || Download paper

43. Understanding global liquidity. (2014). Hofmann, Boris ; Gambacorta, Leonardo ; Eickmeier, Sandra.
    In: European Economic Review.
    RePEc:eee:eecrev:v:68:y:2014:i:c:p:1-18.

    Full description at Econpapers || Download paper

44. Does the economic integration of China affect growth and inflation in industrial countries?. (2014). Dreger, Christian ; Zhang, Yanqun.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:38:y:2014:i:c:p:184-189.

    Full description at Econpapers || Download paper

45. Credit supply dynamics and economic activity in euro area countries: a time-varying parameter VAR analysis. (2014). Falagiarda, Matteo ; Bijsterbosch, Martin.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20141714.

    Full description at Econpapers || Download paper

46. Analyses of the Czech Republics Current Economic Alignment with the Euro Area 2014. (2014). Matějů, Jakub ; Kulhava, Kamila ; Saxa, Branislav ; Lesanovska, Jitka ; Pasalicova, Renata ; Solc, Jan ; Snobl, Radek ; Bruha, Jan ; Kral, Petr ; Babecky, Jan ; Komarkova, Zlatuse ; Soukup, Pavel ; Mateju, Jakub ; Dingova, Vilma ; Kucharcukova, Oxana Babecka ; Kubicova, Ivana ; Holub, Tomas ; Vozar, Mario ; Novotny, Filip ; Adam, Tomas ; Rusnak, Marek ; Hromadkova, Eva ; Benecka, Sona ; Ruzicka, Lubos ; Kocourek, David ; Zamazalova, Romana ; Komarek, Lubos ; Hajkova, Dana ; Ambrisko, Robert .
    In: Occasional Publications - Edited Volumes.
    RePEc:cnb:ocpubv:as14.

    Full description at Econpapers || Download

47. Theory and Practice of GVAR Modeling. (2014). Pesaran, M ; Chudik, Alexander.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_4807.

    Full description at Econpapers || Download paper

48. Theory and Practice of GVAR Modeling. (2014). Pesaran, M ; Chudik, Alexander.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:1408.

    Full description at Econpapers || Download paper

49. Has Weak Lending and Activity in the UK been Driven by Credit Supply Shocks?. (2014). Thomas, Ryland ; Barnett, Alina.
    In: Manchester School.
    RePEc:bla:manchs:v:82:y:2014:i:s1:p:60-89.

    Full description at Econpapers || Download paper

50. Feeding the Global VAR with theory: Is German wage moderation to blame for European imbalances?. (2013). Bettendorf, Timo .
    In: Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order.
    RePEc:zbw:vfsc13:79710.

    Full description at Econpapers || Download paper

51. International transmission of financial stress: Evidence from a GVAR. (2013). van Roye, Björn ; Dovern, Jonas.
    In: Kiel Working Papers.
    RePEc:zbw:ifwkwp:1844.

    Full description at Econpapers || Download paper

52. Time variation in macro-financial linkages. (2013). Prieto, Esteban ; Marcellino, Massimiliano ; Eickmeier, Sandra.
    In: Discussion Papers.
    RePEc:zbw:bubdps:132013.

    Full description at Econpapers || Download paper

53. Chinas role in global inflation dynamics. (2013). Eickmeier, Sandra ; Kuhnlenz, Markus .
    In: Discussion Papers.
    RePEc:zbw:bubdps:072013.

    Full description at Econpapers || Download paper

54. A Global Macro Model for Emerging Europe. (2013). Feldkircher, Martin.
    In: Working Papers.
    RePEc:onb:oenbwp:185.

    Full description at Econpapers || Download paper

55. Economic Spillovers from the Euro Area to the CESEE Region via the Financial Channel: A GVAR Approach. (2013). Feldkircher, Martin ; Slacik, Toma ; Backe, Peter.
    In: Focus on European Economic Integration.
    RePEc:onb:oenbfi:y:2013:i:4:b:1.

    Full description at Econpapers || Download paper

56. Business cycles and financial crises: the roles of credit supply and demand shocks. (2013). Tallman, Ellis ; Nason, James.
    In: Working Papers.
    RePEc:fip:fedpwp:12-24.

    Full description at Econpapers || Download paper

57. Business cycles and financial crises: the roles of credit supply and demand shocks. (2013). Tallman, Ellis ; Nason, James.
    In: Working Papers (Old Series).
    RePEc:fip:fedcwp:1221.

    Full description at Econpapers || Download paper

58. What drives oil prices? Emerging versus developed economies. (2013). Bjørnland, Hilde ; Aastveit, Knut Are ; Bjrnland, Hilde C..
    In: CAMA Working Papers.
    RePEc:een:camaaa:2013-11.

    Full description at Econpapers || Download paper

59. A bank lending channel or a credit supply shock?. (2013). Milcheva, Stanimira.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:37:y:2013:i:c:p:314-332.

    Full description at Econpapers || Download paper

60. Housing cycles and macroeconomic fluctuations: A global perspective. (2013). Cesa-Bianchi, Ambrogio.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:37:y:2013:i:c:p:215-238.

    Full description at Econpapers || Download paper

61. Cross-country effects of regulatory capital arbitrage. (2013). Milcheva, Stanimira.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:12:p:5329-5345.

    Full description at Econpapers || Download paper

62. On the importance of indirect banking vulnerabilities in the Eurozone. (2013). Candelon, Bertrand ; Bicu, Andreea.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:12:p:5007-5024.

    Full description at Econpapers || Download paper

63. Estimating GVAR weight matrices. (2013). Gross, Marco.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20131523.

    Full description at Econpapers || Download paper

64. Financial Shocks and Economic Activity in the Netherlands. (2013). Broer, Peter ; Antony, Jürgen.
    In: CPB Discussion Paper.
    RePEc:cpb:discus:260.rdf.

    Full description at Econpapers || Download paper

65. Financial Shocks and Economic Activity in the Netherlands. (2013). Broer, Peter ; Antony, Jürgen.
    In: CPB Discussion Paper.
    RePEc:cpb:discus:260.

    Full description at Econpapers || Download paper

66. Analyses of the Czech Republics Current Economic Alignment with the Euro Area 2013. (2013). Kulhavá, Kamila ; Kulhava, Kamila ; Saxa, Branislav ; Radkovsky, Stepan ; Lesanovska, Jitka ; Polansky, Jiri ; Pasalicova, Renata ; Solc, Jan ; Snobl, Radek ; Bruha, Jan ; Kral, Petr ; Babecky, Jan ; Soukup, Pavel ; Seidler, Jakub ; Kucharcukova, Oxana Babecka ; Mateju, Jakub ; Komarkova, Zlatuse ; Vozar, Mario ; Kubicova, Ivana ; Zeisel, Viktor ; Ruzicka, Lubos ; Hromadkova, Eva ; Holub, Tomas ; Komarek, Lubos ; Kocourek, David ; Adam, Tomas .
    In: Occasional Publications - Edited Volumes.
    RePEc:cnb:ocpubv:as13.

    Full description at Econpapers || Download Has weak lending and activity in the United Kingdom been driven by credit supply shocks?. (2013). Thomas, Ryland ; Barnett, Alina.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0482.

    Full description at Econpapers || Download paper

67. Understanding Global Liquidity. (2013). Hofmann, Boris ; Gambacorta, Leonardo ; Eickmeier, Sandra.
    In: BIS Working Papers.
    RePEc:bis:biswps:402.

    Full description at Econpapers || Download paper

68. Exploring the Dynamics of Global Liquidity. (2012). Shin, Hyun Song ; Saksonovs, Sergejs ; Marsh, Chris ; Maechler, Andrea M ; Liu, Philip ; Chen, Sally.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2012/246.

    Full description at Econpapers || Download paper

69. Housing Cycles and Macroeconomic Fluctuations: A Global Perspective. (2012). Cesa-Bianchi, Ambrogio.
    In: IDB Publications (Working Papers).
    RePEc:idb:brikps:4085.

    Full description at Econpapers || Download paper

70. Business Cycles and Financial Crises: The Roles of Credit Supply and Demand Shocks. (2012). Tallman, Ellis ; Nason, James.
    In: CAMA Working Papers.
    RePEc:een:camaaa:2012-44.

    Full description at Econpapers || Download paper

71. Analyses of the Czech Republics Current Economic Alignment with the Euro Area 2012. (2012). Kadlcakova, Narcisa Liliana ; Saxa, Branislav ; Ruzicka, Lubos ; Komarkova, Zlatuse ; Komarek, Lubos ; Holub, Tomas ; Galuscak, Kamil ; Adam, Tomas ; Lesanovska, Jitka ; Radkovsky, Stepan ; Solc, Jan ; Zamazalova, Romana ; Babecky, Jan ; Pasalicova, Renata ; Seidler, Jakub ; Kral, Petr ; Mateju, Jakub ; Soukup, Pavel ; Kubicova, Ivana ; Kucharcukova, Oxana Babecka ; Hromadkova, Eva.
    In: Occasional Publications - Edited Volumes.
    RePEc:cnb:ocpubv:as12.

    Full description at Econpapers || Download What drives oil prices? Emerging versus developed economies. (2012). Thorsrud, Leif ; Bjørnland, Hilde ; Aastveit, Knut Are.
    In: Working Papers.
    RePEc:bny:wpaper:0007.

    Full description at Econpapers || Download paper

72. What drives oil prices? Emerging versus developed economies. (2012). Thorsrud, Leif ; Bjørnland, Hilde ; Aastveit, Knut Are ; Bjornland, Hilde C..
    In: Working Paper.
    RePEc:bno:worpap:2012_11.

    Full description at Econpapers || Download paper

73. Monetary policy, financial intermediation, current account and housing market - how do they fit together?. (2012). Milcheva, Stanimira.
    In: ERES.
    RePEc:arz:wpaper:eres2012_151.

    Full description at Econpapers || Download paper

1. Atta-Mensah, J. and Dib, A. (2008). Bank lending, credit shocks, and the transmission of Canadian monetary policy. International Review of Economics & Finance, 17(1):159â 176.

2. Bagliano, F. and Morana, C. (2011). The Great Recession: US dynamics and spillovers to the world economy. Journal of Banking & Finance, 36(1):1â13.

3. Basel Committee on Banking Supervision (2010). Guidance for national authorities operating the countercyclical capital buïer. December.
   Paper not yet in RePEc: Add citation now
   

4. Baxter, M. and Kouparitsas, M. (2005). Determinants of business cycle comovement: a robust analysis. Journal of Monetary Economics, 52(1):113â157.

5. Bean, C., Paustian, M., Penalver, A., and Taylor, T. (2010). Monetary policy after the fall. Mimeo., Bank of England; Paper presented at the Federal Reserve Bank of Kansas City Annual Conference, Jackson Hole, Wyoming.

6. Beaton, K. and Desroches, B. (2011). Financial spillovers across countries: the case of Canada and the United States. Bank of Canada Discussion Paper, 2011-1.

7. Bernanke, B., Boivin, J., and Eliasz, P. (2005). Measuring the eïects of monetary policy: a factor-augmented vector autoregressive (FAVAR) approach. The Quarterly Journal of Economics, 120(1):387.
   Paper not yet in RePEc: Add citation now
   
8. BIS (2008). Guidelines to the international consolidated banking statistics. Monetary and Economic Department, BIS.
   Paper not yet in RePEc: Add citation now
   

9. Bordo, M., Rockoï, H., and Redish, A. (1994). The US banking system from a northern exposure: Stability versus eïciency. Journal of Economic History, 54(2):325â41.

10. Borio, C. (1995). The structure of credit to the non-goverment sector and the transmission mechanism of monetary policy: a cross-country comparison. BIS Working Paper, 24.

11. Borio, C., McCauley, R., and McGuire, P. (2011). Global credit and domestic credit booms. BIS Quarterly Review, September.

12. Buch, C., Eickmeier, S., and Prieto, E. (2010). Macroeconomic factors and micro-level bank risk. Deutsche Bundesbank Discussion Paper, 2010/20.

13. Busch, U., Scharnagl, M., and Scheithauer, J. (2010). Loan supply in Germany during the ïnancial crisis. Deutsche Bundesbank Discussion Paper, 2010/05.

14. BussiÃre, M., Chudik, A., and Mehl, A. (2011). Does the euro make a diïerence? Spatiotemporal transmission of global shocks to real eïective exchange rates in an inïnite VAR. ECB Working Paper, 1292.

15. CÃrdia, V. and Woodford, M. (2010). Credit spreads and monetary policy. Journal of Money, Credit and Banking, 42(6):3â35.

16. Cetorelli, N. and Goldberg, L. (2011). Global banks and international shock transmission: evidence from the crisis. IMF Economic Review, 59(1):41â46.

17. Chen, Q., Gray, D., NâDiaye, P., Oura, H., and Tamirisa, N. (2010). International transmission of bank and corporate distress. IMF Working Paper, 10/124.

18. Christiano, L., Motto, R., and Rostagno, M. (2010). Financial factors in economic ïuctuations.
    Paper not yet in RePEc: Add citation now
    

19. Chudik, A. and Fratzscher, M. (2011). Identifying the global transmission of the 2007-2009 ïnancial crisis in a GVAR model. European Economic Review, 55:325â339.

20. Ciccarelli, M., Maddaloni, A., and PeydrÃ, J.-L. (2010). Trusting the bankers: a new look at the credit channel of monetary policy. ECB Working Paper, 1228.

21. Claessens, S., Kose, M., and Terrones, M. (2010). How do business and ïnancial cycles interact? Mimeo, IMF.
    Paper not yet in RePEc: Add citation now
    
22. Committee on the Global Financial System (2011). Global liquidity - concepts, measurement and policy implications. CGFS Paper, 45.
    Paper not yet in RePEc: Add citation now
    

23. Cooper, R. and Ejarque, J. (2000). Financial intermediation and aggregate ïuctuations: A quantitative analysis. Macroeconomic Dynamics, 4:423â447.

24. DÃes, S., Mauro, F., Pesaran, M., and Smith, L. (2007). Exploring the international linkages of the euro area: A global VAR analysis. Journal of Applied Econometrics, 22(1):1â38.

25. DÃes, S., Pesaran, M., Smith, L., and Smith, R. (2010). Supply, demand and monetary policy shocks in a multi-country New Keynesian model. ECB Working Paper, 1239.

26. De NicolÃ, G. and Lucchetta, M. (2010). Systemic risks and the macroeconomy. IMF Working Paper, 10/29.

27. Dedola, L. and Lombardo, G. (2010). Financial frictions, ïnancial integration and the international propagation of shocks. Mimeo, ECB.

28. Devereux, M. and Yetman, J. (2010). Leverage constraints and the international transmission of shocks. Journal of Money, Credit and Banking, Supplement to No. 42(6):71â105.

29. Devereux, M. B. and Sutherland, A. (2011). Evaluating international ïnancial integration under leverage constraints. European Economic Review, 55:427â442.
    Paper not yet in RePEc: Add citation now
    

30. Drehmann, M., Borio, C., Gambacorta, L., JimÃnez, G., and Trucharte, C. (2010). Countercyclical capital buïers: exploring options. BIS Working Paper, 317.

31. Eickmeier, S. and Hofmann, B. (2011). Monetary policy, housing booms and ïnancial (im)balances. Macroeconomic Dynamics, forthcoming.
    Paper not yet in RePEc: Add citation now
    

32. Eickmeier, S. and Ng, T. (2010). Forecasting national activity using lots of international predictors: an application to New Zealand. International Journal of Forecasting, 27:496â 511.

33. Eickmeier, S., Lemke, W., and Marcellino, M. (2011a). The changing international transmission of ïnancial shocks: Evidence from a classical time-varying FAVAR. CEPR Discussion Paper, 8341.

34. Eickmeier, S., Lemke, W., and Marcellino, M. (2011b). Classical time-varying favar models - estimation, forecasting and structural analysis. Bundesbank Discussion Paper (Series 1), 04/2011.

35. Enders, Z., Kollmann, R., and MÃller, G. (2011). Global banking and international business cycles. European Economic Review, 55(3):407â426.

36. Fender, I. and McGuire, P. (2010). Bank structure, funding risk and the transmission of shocks across countries: concepts and measurement. BIS Quarterly Review, September:63â79.

37. Fry, R. and Pagan, A. (2007). Some issues in using sign restrictions for identifying structural VARs. NCER Working Paper, 14.

38. Galesi, A. and Sgherri, S. (2009). Regional ïnancial spillovers across Europe: a Global VAR analysis. IMF Working Paper, 09/23.
    Paper not yet in RePEc: Add citation now
    

39. Gerali, A., Neri, S., Sessa, L., and Signoretti, F. (2010). Credit and banking in a DSGE model of the euro area. Journal of Money, Credit and Banking, 42(6):108â141.

40. Gertler, M. and Karradi, P. (2009). A model of unconventional monetary policy. Mimeo.
    Paper not yet in RePEc: Add citation now
    

41. Gilchrist, S., Yankov, V., and Zakrajsek, E. (2009). Credit market shocks and economic ïuctuations: Evidence from corporate bond and stock markets. Journal of Monetary Economics, 56(4):471â493.

42. Gorton, G. (2009). Information, liquidity, and the (ongoing) panic of 2007. American Economic Review, 99(2):567â572.

43. Groen, J. and Kapetanios, G. (2008). Revisiting useful approaches to data-rich macroeconomic forecasting. Federal Reserve Bank of New York Staï Reports, 327.

44. Helbling, T., Huidrom, R., Kose, A., and Otrok, C. (2011). Do credit shocks matter? A global perspective. European Economic Review, 55:340â353.

45. Hiebert, P. and Vansteenkiste, I. (2009). Do house price developments spill over across euro area countries? Evidence from a Global VAR. ECB Working Paper, 1026.

46. Hristov, N., HÃlsewig, O., and WollmershÃuser, T. (2011). Loan supply shocks during the ïnancial crisis: evidence for the euro area. CESifo Working Paper, 3395.

47. Imbs, J. (2010). The ïrst global recession in decades. IMF Economic Review, 58(2):327â 354.
    Paper not yet in RePEc: Add citation now
    
48. IMF (2002). Coordinated portfolio investment survey guide. International Monetary Fund, second edition.
    Paper not yet in RePEc: Add citation now
    
49. IMF (2010). The coordinated direct investment survey guide. International Monetary Fund, Statistics Department.
    Paper not yet in RePEc: Add citation now
    

50. Koop, G., Pesaran, M., and Potter, S. (1996). Impulse response analysis in nonlinear multivariate models. Journal of Econometrics, 74:119â147.

51. Lane, P. and Milesi-Ferretti, G. (2007). The external wealth of nations Mark II: Revised and extended estimates of foreign assets and liabilities, 1970-2004. Journal of International Economics, 73(2):223â250.

52. Lane, P. and Shambaugh, J. (2010). Financial exchange rates and international currency exposures. American Economic Review, 100(1):518â540.

53. Meeks, R. (2011). Do credit market shocks drive output ïuctuations? Evidence from corporate spreads and defaults. Mimeo., Federal Reserve Bank of Dallas.

54. Park, H. and Fuller, W. (1995). Alternative estimators and unit root tests for the autoregressive process. Journal of Time Series Analysis, 16:415â429.

55. Peersman, G. (2010). Macroeconomic consequences of diïerent types of credit market disturbances and non-conventional monetary policy in the euro area. Mimeo, University of Ghent.

56. Perri, F. and Quadrini, V. (2011). International recessions. NBER Working Paper, 17201.

57. Pesaran, H. and Shin, Y. (1998). Generalized impulse response analysis in linear multivariate models. Economics letters, 58(1):17â29.

58. Pesaran, M. and Smith, R. (2006). Macroeconometric modelling with a global perspective. The Manchester School, 74(1):24â49.

59. Pesaran, M., Schuermann, T., and Weiner, S. (2004). Modeling regional interdependencies using a global error-correcting macroeconometric model. Journal of Business and Economic Statistics, 22(2):129â162.

60. Pesaran, M., Shin, Y., and Smith, R. (2000). Structural analysis of vector error correction models with exogenous I(1) variables. Journal of Econometrics, 97:293â343.

61. Phillips, P. and McFarland, J. (1997). Forward exchange market unbiasedness: the case of the Australian dollar since 1984. Journal of International Money and Finance, 16(6):885â907.

62. Rigobon, R. (2003). Identiïcation through heteroskedasticity. Review of Economics and Statistics, 85(4):777â792.
    Paper not yet in RePEc: Add citation now
    

63. Rubio-RamÃrez, J., Waggoner, D., and Zha, T. (2010). Structural vector autoregressions: theory of identiïcation and algorithms for inference. Review of Economic Studies, 77(2):665â696.

64. Stock, J. and Watson, M. (2002). Macroeconomic forecasting using diïusion indexes. Journal of Business & Economic Statistics, 20(2):147.
    Paper not yet in RePEc: Add citation now
    
65. Stock, J. and Watson, M. (2008). Forecasting in dynamic factor models subject to structural instability. The Methodology and Practice of Econometrics, A Festschrift in Honour of Professor David F. Hendry, Jennifer Castle and Neil Shephard (eds.), Oxford: Oxford University Press.
    Paper not yet in RePEc: Add citation now
    
66. van Wincoop, E. (2011). International contagion through leveraged ïnancial institutions. Mimeo.
    Paper not yet in RePEc: Add citation now
    
67. Xu, T. (2010). The role of credit in international business cycles. Mimeo.
    Paper not yet in RePEc: Add citation now
    

1. Incidence de louverture économique et de la libéralisation financière des pays de la Communauté Économique des États de lAfrique de lOuest sur leurs activités économiques. (2017). KEBALO, Léleng.
   In: MPRA Paper.
   RePEc:pra:mprapa:79442.

   Full description at Econpapers || Download paper

2. Consumption, housing collateral and the Canadian business cycle. (2016). Nishiyama, Shin-Ichi ; Christensen, Ian ; Corrigan, Paul ; Mendicino, Caterina.
   In: Canadian Journal of Economics/Revue canadienne d'économique.
   RePEc:wly:canjec:v:49:y:2016:i:1:p:207-236.

   Full description at Econpapers || Download paper

3. Risk Shocks in a Small Open Economy. (2016). Zhang, Yahong ; Mendicino, Caterina.
   In: Working Papers.
   RePEc:wis:wpaper:1602.

   Full description at Econpapers || Download paper

4. Credit cycles and real activity - the Swiss case. (2016). Scheufele, Rolf ; Baeurle, Gregor ; Baurle, Gregor .
   In: Working Papers.
   RePEc:snb:snbwpa:2016-13.

   Full description at Econpapers || Download paper

5. The Sources of Business Cycles in a Low Income Country. (2015). Houssa, Romain ; Otrok, Christopher ; Mohimont, Jolan.
   In: IMF Working Papers.
   RePEc:imf:imfwpa:2015/040.

   Full description at Econpapers || Download paper

6. Unit Total Costs: An Alternative Marginal Cost Proxy for Inflation Dynamics. (2014). Robinson, Wayne ; Bratsiotis, George.
   In: Centre for Growth and Business Cycle Research Discussion Paper Series.
   RePEc:man:cgbcrp:192.

   Full description at Econpapers || Download paper

7. Why do firms allow their CEOs to join trade associations? An embeddedness view. (2014). Lin, Chih-Yung ; Chen, Yan-Shing ; Yen, Ju-Fang ; Shen, Chung-Hua.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:32:y:2014:i:c:p:47-61.

   Full description at Econpapers || Download paper

8. Indebtedness and macroeconomic imbalances in a monetary-union DSGE model. (2013). Huart, Florence ; Sangare, Ibrahima ; Badarau, Florina-Cristina .
   In: Working Papers.
   RePEc:hal:wpaper:hal-00996622.

   Full description at Econpapers || Download paper

9. Credit Shocks and Macroeconomic Fluctuations in Emerging Markets. (2013). Otrok, Christopher ; Mohimont, Jolan ; Houssa, Romain.
   In: CESifo Working Paper Series.
   RePEc:ces:ceswps:_4281.

   Full description at Econpapers || Download paper

10. Has weak lending and activity in the United Kingdom been driven by credit supply shocks?. (2013). Thomas, Ryland ; Barnett, Alina.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0482.

    Full description at Econpapers || Download paper

11. An Empirical Study of Credit Shock Transmission in a Small Open Economy. (2012). Stevanovic, Dalibor ; Bedock, Nathan .
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2012s-16.

    Full description at Econpapers || Download paper

12. How do credit supply shocks propagate internationally? A GVAR approach. (2011). Ng, Tim ; Eickmeier, Sandra.
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:201127.

    Full description at Econpapers || Download paper

13. Optimal monetary policy under financial sector risk. (2011). Huang, Kevin ; Davis, Jonathan ; KevinX. D. Huang, ; Kevin x. d. Huang, ; Kevin X. D. Huang, .
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:85.

    Full description at Econpapers || Download paper

14. How Do Credit Supply Shocks Propagate Internationally? A GVAR approach. (2011). Ng, Tim ; Eickmeier, Sandra.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8720.

    Full description at Econpapers || Download paper

15. Financial Frictions and the Credit Channel of Monetary Transmission. (2011). Honig, Adam ; Brady, Ryan ; Aysun, Uluc.
    In: Working Papers.
    RePEc:cfl:wpaper:2011-03.

    Full description at Econpapers || Download paper

16. Loan Supply Shocks during the Financial Crisis: Evidence for the Euro Area. (2011). Wollmershäuser, Timo ; Hristov, Nikolay ; Hülsewig, Oliver ; Wollmershauser, Timo ; Hulsewig, Oliver.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_3395.

    Full description at Econpapers || Download paper

17. Financial Sector Shocks, External Finance Premium and Business Cycle .. (2011). Zhang, Hongru.
    In: Cardiff Economics Working Papers.
    RePEc:cdf:wpaper:2011/7.

    Full description at Econpapers || Download paper

18. Financial Frictions and Monetary Transmission Strength: A Cross-Country Analysis. (2010). Honig, Adam ; Brady, Ryan ; Aysun, Uluc.
    In: Working papers.
    RePEc:uct:uconnp:2009-24.

    Full description at Econpapers || Download paper

19. The Bank Lending Channel in Peru: evidence and transmission mechanism. (2010). Carrera, Cesar.
    In: Working Papers.
    RePEc:rbp:wpaper:2010-021.

    Full description at Econpapers || Download paper

20. The adverse feedback loop and the effects of risk in both the real and financial sectors. (2010). Davis, Jonathan.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:66.

    Full description at Econpapers || Download paper

21. Monetary Shocks and Central Bank Liquidity with Credit Market Imperfections. (2009). Alper, Koray ; Agénor, Pierre-Richard.
    In: Centre for Growth and Business Cycle Research Discussion Paper Series.
    RePEc:man:cgbcrp:120.

    Full description at Econpapers || Download paper

22. The Bank of Thailand Structural Model for Policy Analysis. (2008). Tanboon, Surach .
    In: Working Papers.
    RePEc:bth:wpaper:2008-06.

    Full description at Econpapers || Download paper

23. Monetary Policy in an Estimated DSGE Model with a Financial Accelerator. (2006). Dib, Ali ; Christensen, Ian.
    In: Staff Working Papers.
    RePEc:bca:bocawp:06-9.

    Full description at Econpapers || Download paper

24. Monetary Policy in an Estimated DSGE Model with a Financial Accelerator. (2005). Dib, Ali ; Christensen, Ian.
    In: Computing in Economics and Finance 2005.
    RePEc:sce:scecf5:314.

    Full description at Econpapers || Download paper

25. The effects of technological innovations on employment : a new explanation.. (2005). Boudaya, Chahnez.
    In: Cahiers de la Maison des Sciences Economiques.
    RePEc:mse:wpsorb:v05013.

    Full description at Econpapers || Download paper

26. The effects of technological innovations on employment : a new explanation. (2005). Boudaya, Chahnez .
    In: Post-Print.
    RePEc:hal:journl:halshs-00193600.

    Full description at Econpapers || Download paper

27. CRÉDITO Y DEPÓSITOS BANCARIOS EN COLOMBIA (1990-2004): UNA RELACIÓN DE LARGO PLAZO. (2005). Posada, Carlos ; Florez, Luz ; Escobar, Jose Fernando .
    In: Revista ESPE - ENSAYOS SOBRE POLÍTICA ECONÓMICA.
    RePEc:col:000107:002235.

    Full description at Econpapers || Download paper

28. Crédito y depósitos bancarios en Colombia (1990-2004): una relación de largo plazo. (2005). Posada, Carlos ; Florez, Luz ; Escobar, Jose Fernando .
    In: Revista ESPE - Ensayos sobre Política Económica.
    RePEc:bdr:ensayo:v:23:y:2005:i:48:p:12-63.

    Full description at Econpapers || Download paper

29. El crédito y sus factores determinantes: el caso colombiano (1990 -2004). (2004). Posada, Carlos ; Florez, Luz ; Escobar, Jose Fernando .
    In: Borradores de Economia.
    RePEc:bdr:borrec:311.

    Full description at Econpapers || Download paper

Report date: 2025-02-13 15:06:52 || Missing content? Let us know