Location via proxy:   [ UP ]  
[Report a bug]   [Manage cookies]                
create a website

Macro-prudential Policy in a Fisherian Model of Financial Innovation. (2012). Mendoza, Enrique ; Bianchi, Javier ; Boz, Emine.
In: IMF Working Papers.
RePEc:imf:imfwpa:2012/181.

Full description at Econpapers || Download paper

Cited: 21

Citations received by this document

Cites: 24

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. The Macroeconomic Effects of Macroprudential Policy : Evidence from a Narrative Approach. (2022). Vegh, Carlos ; Vuletin, Guillermo Javier ; Rojas, Luis Diego.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:10145.

    Full description at Econpapers || Download paper

  2. The macroeconomic effects of macroprudential policy: Evidence from a narrative approach. (2022). Vuletin, Guillermo ; Vegh, Carlos ; Rojas, Diego.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:139:y:2022:i:c:s0022199622000769.

    Full description at Econpapers || Download paper

  3. The Prudential Use of Capital Controls and Foreign Currency Reserves. (2021). Bianchi, Javier ; Lorenzoni, Guido.
    In: Working Papers.
    RePEc:fip:fedmwp:93469.

    Full description at Econpapers || Download paper

  4. 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

  5. Sudden stops in the Euro Area: Does monetary union matter?. (2020). McNelis, Paul D ; Fagan, Gabriel.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:108:y:2020:i:c:s0261560620300772.

    Full description at Econpapers || Download paper

  6. Gross Capital Flows by Banks, Corporates and Sovereigns. (2020). Hardy, Bryan ; Avdjiev, Stefan ; Serven, Luis ; Kalemli-Ozcan, Sebnem.
    In: Working Papers.
    RePEc:cmf:wpaper:wp2020_2020.

    Full description at Econpapers || Download paper

  7. Does Financial Tranquility Call for Stringent Regulation?. (2018). Zhao, Yunhui ; Basak, Deepal.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2018/123.

    Full description at Econpapers || Download paper

  8. Gross capital flows by banks, corporates and sovereigns. (2018). Servén, Luis ; Avdjiev, Stefan ; Serven, Luis ; Kalemli-Ozcan, Sebnem.
    In: BIS Working Papers.
    RePEc:bis:biswps:760.

    Full description at Econpapers || Download paper

  9. Does Financial Tranquility Call for More Stringent Regulation?. (2017). Basak, Deepal ; Zhao, Yunhui ; Murray, Alexander.
    In: MPRA Paper.
    RePEc:pra:mprapa:81373.

    Full description at Econpapers || Download paper

  10. Optimal policy rules at home, crisis and quantitative easing abroad. (2016). McNelis, Paul.
    In: BOFIT Discussion Papers.
    RePEc:bof:bofitp:2016_015.

    Full description at Econpapers || Download paper

  11. A Welfare Criterion for Models with Distorted Beliefs. (2014). Brunnermeier, Markus ; Xiong, Wei ; Simsek, Alp.
    In: 2014 Meeting Papers.
    RePEc:red:sed014:1418.

    Full description at Econpapers || Download paper

  12. A Welfare Criterion for Models with Distorted Beliefs. (2014). Xiong, Wei ; Brunnermeier, Markus ; Simsek, Alp.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20691.

    Full description at Econpapers || Download paper

  13. TARGET Balances and Macroeconomic Adjustment to Sudden Stops in the Euro Area. (2014). McNelis, Paul ; Fagan, Gabriel.
    In: The Institute for International Integration Studies Discussion Paper Series.
    RePEc:iis:dispap:iiisdp465.

    Full description at Econpapers || Download paper

  14. Financial innovation, the discovery of risk, and the U.S. credit crisis. (2014). Mendoza, Enrique ; Boz, Emine.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:62:y:2014:i:c:p:1-22.

    Full description at Econpapers || Download paper

  15. .

    Full description at Econpapers || Download paper

  16. The foundations of macroprudential regulation : a conceptual roadmap. (2013). Ize, Alain ; de la Torre, Augusto.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:6575.

    Full description at Econpapers || Download paper

  17. Optimal Time-Consistent Macroprudential Policy. (2013). Mendoza, Enrique ; Bianchi, Javier.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19704.

    Full description at Econpapers || Download paper

  18. Leaning against boom–bust cycles in credit and housing prices. (2013). Punzi, Maria Teresa ; Mendicino, Caterina ; Lambertini, Luisa.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:37:y:2013:i:8:p:1500-1522.

    Full description at Econpapers || Download paper

  19. Recent Issues in Emerging-Economies Macroeconomics. (2012). Yun, Tack.
    In: CAEPR Working Papers.
    RePEc:inu:caeprp:2013001.

    Full description at Econpapers || Download paper

  20. Financial Innovation, the Discovery of Risk, and the U.S. Credit Crisis. (2010). Mendoza, Enrique ; Boz, Emine.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16020.

    Full description at Econpapers || Download paper

  21. Financial Innovation, the Discovery of Risk, and the U.S. Credit Crisis. (2010). Mendoza, Enrique ; Boz, Emine.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7967.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Aiyagari, R., and M. Gertler (1999): âOverreaction of Asset Prices in General Equilibrium,â Review of Economic Dynamics, 2(1), 3â35.

  2. Benigno, G., H. Chen, C. Otrok, A. Rebucci, and E. Young (2010): âFinancial Crises and Macro-Prudential Policy,â Mimeo, University of Virginia.

  3. Bernanke, B., M. Gertler, and S. Gilchrist (1999): âThe ïnancial accelerator in a quantitative business cycle model,â in Handbook of Macroeconomics, ed. by J. Taylor, and M. Woodford, vol. 1C. by North-Holland.
    Paper not yet in RePEc: Add citation now
  4. Bianchi, J. (2011): âOverborrowing and Systemic Externalities in the Business Cycle,â American Economic Review, 101(7), 3400â3426.

  5. Bianchi, J., and E. G. Mendoza (2010): âOverborrowing, Financial Crises and âMacroprudential â Policy,â NBER Working Paper No. 16091.

  6. Boz, E., and E. G. Mendoza (2010): âFinancial Innovation, the Discovery of Risk, and the U.S. Credit Crisis,â NBER Working Paper 16020.

  7. Cao, D. (2011): âCollateral Shortages, Asset Price and Investment Volatility with Heterogeneous Beliefs,â mimeo, Georgetown University.

  8. Cogley, T., and T. J. Sargent (2008b): âAnticipated Utility and Rational Expectations as Approximations of Bayesian Decision Making,â International Economic Review, 49, 185â221.
    Paper not yet in RePEc: Add citation now
  9. Cogley, T., and T. Sargent (2008a): âThe market price of risk and the equity premium: A legacy of the Great Depression?,â Journal of Monetary Economics, 55(3), 454â476.
    Paper not yet in RePEc: Add citation now
  10. Davis, M., and J. Heathcote (2007): âThe price and quantity of residential land in the United States,â Journal of Monetary Economics, 54(8), 2595â2620.

  11. Fisher, I. (1933): âThe debt-deïation theory of great depressions,â Econometrica, 1(4), 337â357.
    Paper not yet in RePEc: Add citation now
  12. Geanakoplos, J. (2010): âThe leverage cycle,â NBER Macro-economics Annual 2009, University of Chicago Press, Chicago, 2010, D. Acemoglu, K. Rogoï, and M. Woodford, eds.

  13. Gennaioli, N., A. Shleifer, and R. Vishny (2010): âNeglected risks, ïnancial innovation, and ïnancial fragility,â Journal of Financial Economics.

  14. Gennaioli, N., and A. Shleifer (2010): âWhat comes to mind,â The Quarterly Journal of Economics, 125(4), 1399.

  15. Jeanne, O., and A. Korinek (2010): âManaging Credit Booms and Busts: A Pigouvian Taxation Approach,â Discussion paper, NBER Working Paper.

  16. Kehoe, T. J., and D. Levine (1993): âDebt-Constrained Asset Markets,â Review of Economic Studies, 60, 865â888.

  17. Kiyotaki, N., and J. Moore (1997): âCredit Cycles,â Journal of Political Economy, 105, 211â 248.
    Paper not yet in RePEc: Add citation now
  18. Korinek, A. (2010): âSystemic Risk-Taking: Accelerator Eïects, Externalities, and Regulatory,â Mimeo, University of Maryland.
    Paper not yet in RePEc: Add citation now
  19. Lorenzoni, G. (2008): âIneïcient Credit Booms,â Review of Economic Studies, 75, 809â833.
    Paper not yet in RePEc: Add citation now
  20. Lustig, H. (2000): âSecured lending and asset prices,â mimeo, Stanford University.
    Paper not yet in RePEc: Add citation now
  21. Mendoza, E. G., and M. E. Terrones (2008): âAn Anatomy Of Credit Booms: Evidence From Macro Aggregates And Micro Data,â NBER Working Paper 14049.

  22. Minsky, H. (1992): âThe ïnancial instability hypothesis,â The Jerome Levy Economics Institute Working Paper No. 74.
    Paper not yet in RePEc: Add citation now
  23. Simsek, A. (2010): âBelief disagreements and collateral constraints,â Mimeo, Harvard University.
    Paper not yet in RePEc: Add citation now
  24. Stein, J. (2011): âMonetary policy as ïnancial-stability regulation,â Discussion paper, NBER Working Paper.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. A Study in Monetary Macroeconomics. (2017). Homburg, Stefan.
    In: OUP Catalogue.
    RePEc:oxp:obooks:9780198807537.

    Full description at Econpapers || Download paper

  2. Learning Financial Shocks and the Great Recession. (2016). Suda, Jacek ; Pintus, Patrick.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-00830480.

    Full description at Econpapers || Download paper

  3. Margin regulation and volatility. (2015). Schmedders, Karl ; Kubler, Felix ; Grill, Michael ; Brumm, Johannes.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:75:y:2015:i:c:p:54-68.

    Full description at Econpapers || Download paper

  4. Momentum Trading, Return Chasing, and Predictable Crashes. (2014). Jagannathan, Ravi ; Ghysels, Eric ; Chabot, Benjamin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20660.

    Full description at Econpapers || Download paper

  5. Momentum Trading, Return Chasing and Predictable Crashes. (2014). Jagannathan, Ravi ; Chabot, Benjamin ; Ghysels, Eric.
    In: Working Paper Series.
    RePEc:fip:fedhwp:wp-2014-27.

    Full description at Econpapers || Download paper

  6. Margin regulation and volatility. (2014). Schmedders, Karl ; Kubler, Felix ; Grill, Michael ; Brumm, Johannes.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20141698.

    Full description at Econpapers || Download paper

  7. Momentum Trading, Return Chasing, and Predictable Crashes. (2014). Jagannathan, Ravi ; Chabot, Benjamin ; Ghysels, Eric.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10234.

    Full description at Econpapers || Download paper

  8. Labour Share Fluctuations in Emerging Markets: The Role of the Cost of Borrowing. (2014). Kabaca, Serdar.
    In: Staff Working Papers.
    RePEc:bca:bocawp:14-47.

    Full description at Econpapers || Download paper

  9. Optimal Time-Consistent Macroprudential Policy. (2013). Mendoza, Enrique ; Bianchi, Javier.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19704.

    Full description at Econpapers || Download paper

  10. Learning Leverage Shocks and the Great Recession.. (2013). Suda, Jacek ; Pintus, Patrick.
    In: Working papers.
    RePEc:bfr:banfra:440.

    Full description at Econpapers || Download paper

  11. Learning Financial Shocks and the Great Recession. (2013). Suda, Jacek ; Pintus, Patrick.
    In: AMSE Working Papers.
    RePEc:aim:wpaimx:1333.

    Full description at Econpapers || Download paper

  12. Financial frictions and the role of investment specific technology shocks in the business cycle. (2012). Thoenissen, Christoph ; Smith, Christie ; Kamber, Gunes.
    In: CDMA Working Paper Series.
    RePEc:san:cdmawp:1206.

    Full description at Econpapers || Download paper

  13. Countercyclical Capital Regulation and Bank Ownership Structure. (2012). Trani, Tommaso.
    In: IHEID Working Papers.
    RePEc:gii:giihei:heidwp14-2012.

    Full description at Econpapers || Download paper

  14. Country Portfolios with Heterogeneous Pledgeability. (2012). Trani, Tommaso.
    In: IHEID Working Papers.
    RePEc:gii:giihei:heidwp02-2012.

    Full description at Econpapers || Download paper

  15. Funding under Borrowing Limits in International Portfolios. (2012). Trani, Tommaso.
    In: IHEID Working Papers.
    RePEc:gii:giihei:heidwp01-2012.

    Full description at Econpapers || Download paper

  16. Dynamic Competitive Economies with Complete Markets and Collateral Constraints. (2012). Kubler, Felix ; Gottardi, Piero.
    In: Economics Working Papers.
    RePEc:eui:euiwps:eco2012/17.

    Full description at Econpapers || Download paper

  17. Financial frictions and the role of investment specific technology shocks in the business cycle. (2012). Thoenissen, Christoph ; Smith, Christie ; Kamber, Gunes.
    In: CAMA Working Papers.
    RePEc:een:camaaa:2012-30.

    Full description at Econpapers || Download paper

  18. Aggregate implications of micro asset market segmentation. (2012). Weill, Pierre-Olivier ; Edmond, Chris.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:59:y:2012:i:4:p:319-335.

    Full description at Econpapers || Download paper

  19. Labor Share Fluctuations in Emerging Markets: The Role of the Cost of Borrowing. (2011). Kabaca, Serdar.
    In: Koç University-TUSIAD Economic Research Forum Working Papers.
    RePEc:koc:wpaper:1122.

    Full description at Econpapers || Download paper

  20. Trade in secured debt, adjustment in haircuts and international portfolios. (2011). Trani, Tommaso.
    In: IHEID Working Papers.
    RePEc:gii:giihei:heidwp13-2011.

    Full description at Econpapers || Download paper

  21. Balance sheet capacity and endogenous risk. (2011). Shin, Hyun Song ; Danielsson, Jon ; Zigrand, Jean-Pierre.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:43141.

    Full description at Econpapers || Download paper

  22. leverage constraints and the international transmission of shocks. (2010). Yetman, James ; Devereux, Michael.
    In: 2010 Meeting Papers.
    RePEc:red:sed010:1341.

    Full description at Econpapers || Download paper

  23. Overborrowing, financial crises and ‘macro-prudential’ taxes. (2010). Mendoza, Enrique ; Bianchi, Javier.
    In: Proceedings.
    RePEc:fip:fedfpr:y:2010:i:oct:x:4.

    Full description at Econpapers || Download paper

  24. Collateral Constraints and Macroeconomic Adjustment in an Open Economy. (2009). Brock, Philip .
    In: Working Papers.
    RePEc:udb:wpaper:uwec-2009-03.

    Full description at Econpapers || Download paper

  25. Overborrowing and systemic externalities in the business cycle. (2009). Bianchi, Javier.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2009-24.

    Full description at Econpapers || Download paper

  26. Distress selling and asset market feedback. (2007). von Peter, Goetz ; SHIM, ILHYOCK.
    In: BIS Working Papers.
    RePEc:bis:biswps:229.

    Full description at Econpapers || Download paper

  27. Can Miracles Lead to Crises? An Informational Frictions Explanation of Emerging Markets Crises. (2006). Boz, Emine ; Maryland, University of.
    In: Computing in Economics and Finance 2006.
    RePEc:sce:scecfa:19.

    Full description at Econpapers || Download paper

  28. Lessons From the Debt-Deflation Theory of Sudden Stops. (2006). Mendoza, Enrique.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11966.

    Full description at Econpapers || Download paper

  29. Are Asset Price Guarantees Useful for Preventing Sudden Stops?A Quantitative Investigation of the Globalization Hazard-Moral Hazard Tradeoff. (2006). Mendoza, Enrique ; Durdu, C. Bora.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2006/073.

    Full description at Econpapers || Download paper

  30. Quantitative implications of a debt-deflation theory of Sudden Stops and asset prices. (2006). Smith, Katherine ; Mendoza, Enrique.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:70:y:2006:i:1:p:82-114.

    Full description at Econpapers || Download paper

  31. Are asset price guarantees useful for preventing Sudden Stops?: A quantitative investigation of the globalization hazard-moral hazard tradeoff. (2006). Mendoza, Enrique ; Durdu, C. Bora.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:69:y:2006:i:1:p:84-119.

    Full description at Econpapers || Download paper

  32. Lessons from the Debt-Deflation Theory of Sudden Stops. (2006). Mendoza, Enrique.
    In: American Economic Review.
    RePEc:aea:aecrev:v:96:y:2006:i:2:p:411-416.

    Full description at Econpapers || Download paper

  33. Economic Development and Growth in the World Economy. (2005). Castro, Rui.
    In: Review of Economic Dynamics.
    RePEc:red:issued:v:8:y:2005:i:1:p:195-230.

    Full description at Econpapers || Download paper

  34. Economic Development under Alternative Trade Regimes. (2005). Castro, Rui.
    In: Cahiers de recherche.
    RePEc:mtl:montde:2005-02.

    Full description at Econpapers || Download paper

  35. Asset Mispricing Due to Cognitive Dissonance. (2005). Drees, Burkhard ; Eckwert, Bernhard.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2005/009.

    Full description at Econpapers || Download paper

  36. Uncovering the risk-return relation in the stock market. (2005). Guo, Hui.
    In: Working Papers.
    RePEc:fip:fedlwp:2001-001.

    Full description at Econpapers || Download paper

  37. Exchange rate overshooting and the costs of floating. (2005). Perri, Fabrizio ; Kisselev, Kate ; Roubini, Nouriel ; Cavallo, Michele.
    In: Working Paper Series.
    RePEc:fip:fedfwp:2005-07.

    Full description at Econpapers || Download paper

  38. Exchange rate overshooting and the costs of floating. (2004). Roubini, Nouriel ; Kisselev, Kate ; Cavallo, Michele.
    In: Computing in Economics and Finance 2004.
    RePEc:sce:scecf4:62.

    Full description at Econpapers || Download paper

  39. Putting the Brakes on Sudden Stops: The Financial Frictions-Moral Hazard Tradeoff of Asset Price Guarantees. (2004). Mendoza, Enrique ; Durdu, C. Bora.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10790.

    Full description at Econpapers || Download paper

  40. Exchange rate overshooting and the costs of floating. (2004). Roubini, Nouriel ; Perri, Fabrizio ; Kisselev, Kate ; Cavallo, Michele.
    In: Proceedings.
    RePEc:fip:fedfpr:y:2004:i:jun:x:5.

    Full description at Econpapers || Download paper

  41. Uncovering the Risk-Return Relation in the Stock Market. (2003). Guo, Hui.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9927.

    Full description at Econpapers || Download paper

  42. Credit, Prices, and Crashes: Business Cycles with a Sudden Stop. (2002). Mendoza, Enrique G..
    In: NBER Chapters.
    RePEc:nbr:nberch:10639.

    Full description at Econpapers || Download paper

  43. Fricciones crediticias y paradas repentinas en pequeñas economías abiertas: un marco de equilibrio del ciclo económico para crisis en mercados emergentes. (2002). Mendoza, Enrique ; Arellano, Cristina.
    In: Research Department Publications.
    RePEc:idb:wpaper:4308.

    Full description at Econpapers || Download paper

  44. Credit Frictions and Sudden Stops in Small Open Economies: An Equilibrium Business Cycle Framework for Emerging Markets Crises. (2002). Mendoza, Enrique ; Arellano, Cristina.
    In: Research Department Publications.
    RePEc:idb:wpaper:4307.

    Full description at Econpapers || Download paper

  45. Equilibrium and welfare in markets with financially constrained arbitrageurs. (2002). Vayanos, Dimitri ; Gromb, Denis.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:448.

    Full description at Econpapers || Download paper

  46. Bank net worth, asset prices and economic activity. (2001). Chen, Nan-Kuang.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:48:y:2001:i:2:p:415-436.

    Full description at Econpapers || Download paper

  47. Incomplete markets, borrowing constraints, and the foreign exchange risk premium. (2000). Leduc, Sylvain.
    In: Working Papers.
    RePEc:fip:fedpwp:00-3.

    Full description at Econpapers || Download paper

  48. Rational contagion and the globalization of securities markets. (2000). Mendoza, Enrique ; Calvo, Guillermo.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:51:y:2000:i:1:p:79-113.

    Full description at Econpapers || Download paper

  49. Capital-Markets Crises and Economic Collapse in Emerging Markets: An Informational-Frictions Approach. (2000). Mendoza, Enrique ; Calvo, Guillermo.
    In: American Economic Review.
    RePEc:aea:aecrev:v:90:y:2000:i:2:p:59-64.

    Full description at Econpapers || Download paper

  50. Consumption and the Stock Market: Interpreting International Experience. (1996). Campbell, John.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5610.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-02-21 06:26:23 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.