- , âMonetary policy as ïnancial-stability regulation,â Technical Report, National Bureau of Economic Research 2011.
Paper not yet in RePEc: Add citation now
- , Econometric analysis of panel data, New York: Wiley, 2008, 4th ed.
Paper not yet in RePEc: Add citation now
, J.C. Fuhrer, and D.W. Wilcox, âDoes consumer sentiment forecast household spending? If so, why?,â The American Economic Review, 1994, 84 (5), 1397â1408.
Adrian, T. and H.S. Shin, âLiquidity and leverage,â Journal of Financial Intermediation, 2010, 19 (3), 418â437.
Altman, E.I. and A. Saunders, âAn analysis and critique of the BIS proposal on capital adequacy and ratings,â Journal of Banking & Finance, 2001, 25 (1), 25â46.
Altunbas, Y., L. Gambacorta, and D. Marques-Ibanez, âSecuritisation and the bank lending channel,â European Economic Review, 2009, 53 (8), 996â1009.
Arellano, M. and O. Bover, âAnother look at the instrumental variable estimation of errorcomponents models,â Journal of econometrics, 1995, 68 (1), 29â51.
Ashley, R.A. and R.J. Verbrugge, âTo diïerence or not to diïerence: a Monte Carlo investigation of inference in vector autoregression models,â International Journal of Data Analysis Techniques and Strategies, 2009, 1 (3), 242â274.
Baker, Malcolm, Jeremy C. Stein, and Jeïrey Wurgler, âWhen does the market matter? Stock prices and the investment of equity-dependent ïrms,â Quarterly Journal of Economics, 2003, 118 (3), 969 â 1005.
Baltagi, B.H., âPooling:: An experimental study of alternative testing and estimation procedures in a two-way error component model,â Journal of Econometrics, 1981, 17 (1), 21â49.
- Bernanke, B. and M. Gertler, âAgency costs, net worth, and business ïuctuations,â The American Economic Review, 1989, 79 (1), 14â31.
Paper not yet in RePEc: Add citation now
Bernanke, B.S. and A.S. Blinder, âThe Federal Funds Rate and the Channels of Monetary Transmission,â The American Economic Review, 1992, pp. 901â921.
Bram, J. and S. Ludvigson, âDoes Consumer Conïdence Forecast Household Expenditure? A Sentiment Index Horse Race,â Economic Policy Review, 1998, 4 (2).
- Brunnermeier, M. and Y. Sannikov, âA macroeconomic model with a ïnancial sector,â Department of Economics, Princeton University, 2011.
Paper not yet in RePEc: Add citation now
Brunnermeier, M.K., âDeciphering the liquidity and credit crunch 2007-2008,â Journal of Economic Perspectives, 2009, 23 (1), 77â100.
- Caballero, R.J. and A. Krishnamurthy, âCollective risk management in a ïight to quality episode,â The Journal of Finance, 2008, 63 (5), 2195â2230.
Paper not yet in RePEc: Add citation now
Carroll, C.D. and W.E. Dunn, âUnemployment expectations, jumping (S, s) triggers, and household balance sheets,â NBER Macroeconomics Annual, 1997, 12, 165â217.
- Cecchetti, S.G., âDistinguishing theories of the monetary transmission mechanism,â ReviewFederal Reserve Bank of Saint Louis, 1995, 77, 83â83.
Paper not yet in RePEc: Add citation now
Christiano, L.J. and L. Ljungqvist, âMoney does Granger-cause output in the bivariate moneyoutput relation* 1,â Journal of Monetary Economics, 1988, 22 (2), 217â235.
Drucker, S. and M. Puri, âOn loan sales, loan contracting, and lending relationships,â Review of Financial Studies, 2009, 22 (7), 2835.
Fostel, A. and J. Geanakoplos, âLeverage cycles and the anxious economy,â American Economic Review, 2008, 98 (4), 1211â1244.
- Friedman, M., A.J. Schwartz, and York) National Bureau of Economic Rese, A monetary history of the United States, Princeton University Press, 1963.
Paper not yet in RePEc: Add citation now
Geanakoplos, J., âThe Leverage Cycle,â NBER Macroeconomic Annual 2009, 2009, 24, 1â65.
- Giordana, G. and I. Schumacher, âBanking Types And Their Leverage Dynamics in Europe,â mimeo, 2011.
Paper not yet in RePEc: Add citation now
- Gorton, G. and A. Metrick, âSecuritized banking and the run on repo,â Journal of Financial Economics, 2011.
Paper not yet in RePEc: Add citation now
Gromb, D. and D. Vayanos, âA model of ïnancial market liquidity based on intermediary capital,â Journal of the European Economic Association, 2010, 8 (2-3), 456â466.
- Hamilton, J.D., Time series analysis, Princeton Univ Pr, 1994.
Paper not yet in RePEc: Add citation now
Holtz-Eakin, D., W. Newey, and H.S. Rosen, âEstimating vector autoregressions with panel data,â Econometrica: Journal of the Econometric Society, 1988, pp. 1371â1395.
Howrey, E.P., âThe predictive power of the index of consumer sentiment,â Brookings papers on economic activity, 2001, 2001 (1), 175â216.
- Jansen, W.J. and N.J. Nahuis, âThe stock market and consumer conïdence: European evidence, â Economics Letters, 2003, 79 (1), 89â98.
Paper not yet in RePEc: Add citation now
- JimÃnez, G., S. Ongena, J.L. PeydrÃ, and J. Saurina, âCredit supply: Identifying balancesheet channels with loan applications and granted loans,â Working Paper Series, 2010.
Paper not yet in RePEc: Add citation now
Jokipii, T. and A. Milne, âThe cyclical behaviour of European bank capital buïers,â Journal of Banking & Finance, 2008, 32 (8), 1440â1451.
Judson, R.A. and A.L. Owen, âEstimating dynamic panel data models: a guide for macroeconomists, â Economics Letters, 1999, 65 (1), 9â15.
Kashyap, A.K. and J.C. Stein, âThe impact of monetary policy on bank balance sheets* 1,â in âCarnegie-Rochester Conference Series on Public Policy,â Vol. 42 Elsevier 1995, pp. 151â195.
- Kiyotaki, N. and J. Moore, âCredit cycles,â Journal of Political Economy, 1997, 105 (2), 211â248.
Paper not yet in RePEc: Add citation now
- Krishnamurthy, A., âAmpliïcation Mechanisms in Liquidity Crises,â American Economic Journal: Macroeconomics, 2010, 2 (3), 1â30.
Paper not yet in RePEc: Add citation now
Loutskina, E. and P.E. Strahan, âSecuritization and the declining impact of bank ïnance on loan supply: Evidence from mortgage originations,â The Journal of Finance, 2009, 64 (2), 861â889.
Love, I. and L. Zicchino, âFinancial development and dynamic investment behavior: Evidence from panel VAR,â The Quarterly Review of Economics and Finance, 2006, 46 (2), 190â210.
Lovell, M.C., âSeasonal adjustment of economic time series and multiple regression analysis,â Journal of the American Statistical Association, 1963, 58 (304), 993â1010.
Lowe, P., âCredit risk measurement and procyclicality,â BIS Working Papers, 2002.
- Ludvigson, S.C., âConsumer conïdence and consumer spending,â Journal of Economic Perspectives, 2004, 18 (2), 29â50.
Paper not yet in RePEc: Add citation now
- Matsusaka, J.G. and A.M. Sbordone, âConsumer conïdence and economic ïuctuations,â Economic Inquiry, 1995, 33 (2), 296â318.
Paper not yet in RePEc: Add citation now
Miller, M. and J. Stiglitz, âLeverage and Asset Bubbles: Averting Armageddon with Chapter 11?,â The Economic Journal, 2010, 120 (544), 500â518.
Nahuis, N.J. and W.J. Jansen, âWhich survey indicators are useful for monitoring consumption ? Evidence from European countries,â Journal of Forecasting, 2004, 23 (2), 89â98.
- Nickell, S., âBiases in dynamic models with ïxed eïects,â Econometrica: Journal of the Econometric Society, 1981, pp. 1417â1426.
Paper not yet in RePEc: Add citation now
- Peek, J. and E.S. Rosengren, âBank lending and the transmission of monetary policy,â in âConference series-Federal Reserve Bank of Boston,â Vol. 39 Federal Reserve Bank of Boston 1995, pp. 47â68.
Paper not yet in RePEc: Add citation now
Persyn, D. and J. Westerlund, âError-correction-based cointegration tests for panel data,â Stata Journal, 2008, 8 (2), 232.
- Pozsar, Z., T. Adrian, A. Ashcraft, and H. Boesky, âShadow banking,â 2010.
Paper not yet in RePEc: Add citation now
Rivaud-Danset, D., E. Dubocage, and R. Salais, âComparison between the ïnancial structure of SMES and that of large enterprises (LES) using the BACH database,â European Economy-Economic Papers, 2001.
Romer, C.D., âThe Great Crash and the onset of the Great Depression,â The Quarterly Journal of Economics, 1990, 105 (3), 597â624.
Schiavo, S. and A. Vaona, âPoolability and the ïnance-growth nexus: A cautionary note,â Economics Letters, 2008, 98 (2), 144â147.
Shleifer, A. and R.W. Vishny, âLiquidation values and debt capacity: A market equilibrium approach,â Journal of ïnance, 1992, pp. 1343â1366.
Shleifer, Andrei and Robert W Vishny, âThe Limits of Arbitrage,â Journal of Finance, March 1997, 52 (1), 35â55.
Sims, C.A., J.H. Stock, and M.W. Watson, âInference in linear time series models with some unit roots,â Econometrica, 1990, pp. 113â144.
Stein, J.C., âAn Adverse-Selection Model of Bank Asset and Liability Management with Implications for the Transmission of Monetary Policy,â RAND Journal of Economics, 1998, 29 (3), 466â486.
Taylor, K. and R. McNabb, âBusiness Cycles and the Role of Conïdence: Evidence for Europe, â Oxford Bulletin of Economics and Statistics, 2007, 69 (2), 185â208.