create a website

Bubbles over the U.S. business cycle: A macroeconometric approach. (2014). Wesselbaum, Dennis ; Luik, Marc-André.
In: Journal of Macroeconomics.
RePEc:eee:jmacro:v:40:y:2014:i:c:p:27-41.

Full description at Econpapers || Download paper

Cited: 7

Citations received by this document

Cites: 29

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. Credit policy and asset price bubbles. (2020). Wesselbaum, Dennis ; Luik, Marc-André ; Caraiani, Petre.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:65:y:2020:i:c:s0164070420301555.

    Full description at Econpapers || Download paper

  2. A Quantitative Model of Bubble-Driven Business Cycles. (2018). Larin, Benjamin.
    In: 2018 Meeting Papers.
    RePEc:red:sed018:662.

    Full description at Econpapers || Download paper

  3. A Quantitative Model of Bubble-Driven Business Cycles. (2016). Larin, Benjamin.
    In: VfS Annual Conference 2016 (Augsburg): Demographic Change.
    RePEc:zbw:vfsc16:145817.

    Full description at Econpapers || Download paper

  4. Bubble-driven business cycles. (2016). Larin, Benjamin.
    In: Working Papers.
    RePEc:zbw:leiwps:143.

    Full description at Econpapers || Download paper

  5. Did the FED REact to Asset Price Bubbles?. (2016). Wesselbaum, Dennis ; Luik, Marc-André.
    In: Working Papers.
    RePEc:otg:wpaper:1602.

    Full description at Econpapers || Download paper

  6. Asset price bubbles and economic welfare. (2016). Sharma, Susan ; Phan, Dinh ; Narayan, Paresh ; Bach, Dinh Hoang.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:44:y:2016:i:c:p:139-148.

    Full description at Econpapers || Download paper

  7. Bubbles in health care: Evidence from the U.S., U.K., and German stock markets. (2015). Chen, Mei-Ping ; Lin, Yu-Hui ; Tseng, Chun-Yao.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:31:y:2015:i:c:p:193-205.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Allen, F. ; Douglas, G. Bubbles and Crises. 2000 Econ. J.. 110 236-255

  2. Allen, F. ; Gorton, G. Churning Bubbles. 1993 Rev. Econ. Stud.. 60 813-836

  3. Barlevy, G., 2008. A Leverage-based Model of Speculative Bubbles. Chicago FED Working paper, No. 2008-01.

  4. Bernanke, B. ; Gertler, M. ; Gilchrist, S. The financial accelerator in a quantitative business cycle framework. 1999 En : . Elsevier:

  5. Bernanke, B., Gertler, M., 2000. Monetary Policy and Asset Price Volatility. NBER Working Paper, No. 7559.

  6. Brunnermeier, M.K., Eisenbach, T.M., Sannikov, Y., 2012. Macroeconomics with Financial Frictions: A Survey. NBER Working Paper, No. 18102.

  7. Calvo, G. Staggered prices in a utility-maximizing framework. 1983 J. Monet. Econ.. 12 383-398

  8. Carlstrom, C. ; Fuerst, T. Agency costs, net worth, and business fluctuations: a computable general equilibrium analysis. 1997 Am. Econ. Rev.. 87 893-910

  9. Christiano, L. ; Eichenbaum, M. ; Evans, C. Nominal rigidities and the dynamic effects of a shock to monetary policy. 2005 J. Polit. Econ.. 113 1-45

  10. Christiano, L., Motto, R., Rostagno, M., 2010. Financial Factors in Economic Fluctuations. Working Paper Series 1192. European Central Bank.

  11. Chung, H., Leeper, E.M., 2007. What has Financed Government Debt? NBER Working Papers 13425, National Bureau of Economic Research, Inc.

  12. Fisher, J.D.M., 2002. Technology Shocks Matter. Federal Reserve Bank of Chicago Working Paper, No. 2002-14.

  13. Forni, L. ; Monteforte, L. ; Sessa, L. The general equilibrium effects of fiscal policy: estimates for the euro area. 2009 J. Public Econ.. 93 559-585

  14. Gertler, M. ; Kiyotaki, N. Financial intermediation and credit policy in business cycle analysis. 2010 Handb. Monet. Econ.. 3 547-599

  15. In’t Veld, J. ; Raciborski, R. ; Ratto, M. ; Roeger, W. The recent boom-bust cycle: the relative contribution of capital flows, credit supply and asset bubbles. 2011 Eur. Econ. Rev.. 55 386-406

  16. Jermann, U. ; Quadrini, V. Macroeconomic effects of financial shocks. 2012 Am. Econ. Rev.. 102 238-271

  17. King, R.G. ; Plosser, C.I. ; Rebelo, S.T. Production, growth and business cycles : I. The basic neoclassical model. 1988 J. Monet. Econ.. 21 195-232

  18. Kocherlakota, N.R., 2009. Bursting Bubbles: Consequences and Cures. Manuscript, Federal Reserve Bank of Minneapolis and University of Minnesota.
    Paper not yet in RePEc: Add citation now
  19. Leeper, E.M. Equilibria under ‘active’ and ‘passive’ monetary and fiscal policies. 1991 J. Monet. Econ.. 27 129-147

  20. Leeper, E.M. ; Plante, M. ; Traum, N. Dynamics of fiscal financing in the United States. 2010 J. Economet.. 156 304-321

  21. Martin, A. ; Ventura, J. Theoretical notes on bubbles and the current crisis. 2011 IMF Econ. Rev.. 59 6-40

  22. Miao, J., Wang, P., 2011. Bubbles and Credit Constraints. Working Paper WP 2011-031. Boston University and HKUST.

  23. Miao, J., Wang, P., Xu, Z., 2013. A Bayesian DSGE Model of Stock Market Bubbles and Business Cycles. 2013 Meeting Papers 167, Society for Economic Dynamics.

  24. Smets, F. ; Wouters, R. Shocks and frictions in US business cycles: a Bayesian DSGE approach. 2007 Am. Econ. Rev.. 97 586-606

  25. Tirole, J. On the possibility of speculation under rational expectations. 1982 Econometrica. 50 1163-1181

  26. Townsend, R. Optimal contracts and competitive markets with costly state verification. 1979 J. Econ. Theory. 21 265-293

  27. von Heideken, V.Q. How important are financial frictions in the United States and the euro area?. 2009 Scand. J. Econ.. 111 567-596

  28. Wang, P. ; Wen, Y. Speculative bubbles and financial crises. 2012 Am. Econ. J.: Macroecon.. 4 184-221

  29. Weil, P. Confidence and the real value of money in an overlapping generations economy. 1987 Quart. J. Econ.. 102 1-22

Cocites

Documents in RePEc which have cited the same bibliography

  1. Do Option-like Incentives Induce Overvaluation? Evidence from Experimental Asset Markets. (2012). Kirchler, Michael ; Holmen, Martin ; Kleinlercher, Daniel.
    In: Working Papers in Economics.
    RePEc:hhs:gunwpe:0540.

    Full description at Econpapers || Download paper

  2. A Dynamic General Equilibrium Analysis of Monetary Policy Rules, Adverse Selection and Long-Run Financial Risk. (2011). Qian, Zongxin ; Eijffinger, Sylvester ; Blommestein, Hans ; Eijffinger, Sylvester C W, .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8652.

    Full description at Econpapers || Download paper

  3. The Washington consensus : assessing a damaged brand. (2010). Valencia Caicedo, Felipe ; de la Torre, Augusto ; Birdsall, Nancy.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:5316.

    Full description at Econpapers || Download paper

  4. Risk analysis in the evaluation of the international investment opportunities. Advances in modelling and forecasting volatility for risk assessment purposes. (2010). Matei, Marius.
    In: Working Papers of Institute for Economic Forecasting.
    RePEc:rjr:wpiecf:100201.

    Full description at Econpapers || Download paper

  5. Unstable Banking. (2009). Vishny, Robert ; Shleifer, Andrei.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14943.

    Full description at Econpapers || Download paper

  6. Financial Liberalisation and Stock Market Volatility: The Case of Indonesia. (2009). Karoglou, Michail ; James, Gregory.
    In: Discussion Paper Series.
    RePEc:lbo:lbowps:2009_11.

    Full description at Econpapers || Download paper

  7. Assessing the risk of banking crises - revisited. (2009). Drehmann, Mathias ; BORIO, Claudio.
    In: BIS Quarterly Review.
    RePEc:bis:bisqtr:0903e.

    Full description at Econpapers || Download paper

  8. Fuzzy Capital Requirements, Risk-Shifting and the Risk Taking Channel of Monetary Policy. (2009). Ragot, Xavier ; Mojon, Benoit ; Dubecq, Simon.
    In: Working papers.
    RePEc:bfr:banfra:254.

    Full description at Econpapers || Download paper

  9. Real estate markets and bank distress. (2008). Poghosyan, Tigran ; Koetter, Michael.
    In: Discussion Paper Series 2: Banking and Financial Studies.
    RePEc:zbw:bubdp2:7449.

    Full description at Econpapers || Download paper

  10. Regulation and Banking Stability: A Survey of Empirical Studies. (2008). Tchana Tchana, Fulbert.
    In: MPRA Paper.
    RePEc:pra:mprapa:9298.

    Full description at Econpapers || Download paper

  11. Thought and Behavior Contagion in Capital Markets. (2008). Teoh, Siew Hong ; Hirshleifer, David.
    In: MPRA Paper.
    RePEc:pra:mprapa:9164.

    Full description at Econpapers || Download paper

  12. Thought and Behavior Contagion in Capital Markets. (2008). Teoh, Siew Hong ; Hirshleifer, David.
    In: MPRA Paper.
    RePEc:pra:mprapa:9142.

    Full description at Econpapers || Download paper

  13. A leverage-based model of speculative bubbles. (2008). Barlevy, Gadi.
    In: Working Paper Series.
    RePEc:fip:fedhwp:wp-08-01.

    Full description at Econpapers || Download paper

  14. Should Central Banks Burst Bubbles? Some Microeconomic Issues. (2008). Conlon, John.
    In: Levine's Working Paper Archive.
    RePEc:cla:levarc:122247000000002330.

    Full description at Econpapers || Download paper

  15. Financial market developments and their implications for monetary policy. (2008). Malaysia, Bank Negara ; Bank for International Settlements, .
    In: BIS Papers.
    RePEc:bis:bisbps:39.

    Full description at Econpapers || Download paper

  16. Equity prices as leading indicators: the Asian experience. (2008). Kuttner, Kenneth N.
    In: BIS Papers chapters.
    RePEc:bis:bisbpc:39-10.

    Full description at Econpapers || Download paper

  17. Financial Liberalisation and Breaks in Stock Market Volatility: Evidence from East Asia. (2007). Law, Siong Hook ; Karoglou, Michail ; Demetriades, Panicos.
    In: Money Macro and Finance (MMF) Research Group Conference 2006.
    RePEc:mmf:mmfc06:162.

    Full description at Econpapers || Download paper

  18. Liquidity shocks and asset price boom/bust cycles. (2007). Detken, Carsten ; Adalid, Ramon.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2007732.

    Full description at Econpapers || Download paper

  19. Was There A British House Price Bubble? Evidence from a Regional Panel. (2006). muellbauer, john.
    In: Economics Series Working Papers.
    RePEc:oxf:wpaper:276.

    Full description at Econpapers || Download paper

  20. Stock Prices, Output and the Monetary Regime. (2006). Marion, Nancy ; Flood, Robert.
    In: Open Economies Review.
    RePEc:kap:openec:v:17:y:2006:i:2:p:147-173.

    Full description at Econpapers || Download paper

  21. Irrational exuberance in the Pigou cycle under collateral constraints. (2006). Kobayashi, Keiichiro ; Inaba, Masaru.
    In: Discussion papers.
    RePEc:eti:dpaper:06015.

    Full description at Econpapers || Download paper

  22. Transaction services and asset-price bubbles (Revised). (2006). Kobayashi, Keiichiro.
    In: Discussion papers.
    RePEc:eti:dpaper:06010.

    Full description at Econpapers || Download paper

  23. Was There a British House Price Bubble? Evidence from a Regional Panel. (2006). Murphy, Anthony ; muellbauer, john.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5619.

    Full description at Econpapers || Download paper

  24. Should Central Banks Burst Bubbles?. (2005). Conlon, John.
    In: Game Theory and Information.
    RePEc:wpa:wuwpga:0508007.

    Full description at Econpapers || Download paper

  25. Boom or Bubble in the US Real Estate Market?. (2005). Wiedmann, Marcel.
    In: Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim.
    RePEc:hoh:hohdip:260.

    Full description at Econpapers || Download paper

  26. Asset Price Dynamics When Traders Care About Reputation. (2005). Prat, Andrea ; Dasgupta, Amil.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5372.

    Full description at Econpapers || Download paper

  27. Reputation and Asset Prices: A Theory of Information Cascades and Systematic Mispricing. (2005). Prat, Andrea ; Dasgupta, Amil.
    In: Levine's Bibliography.
    RePEc:cla:levrem:784828000000000368.

    Full description at Econpapers || Download paper

  28. Modelling extreme financial returns of global equity markets. (2004). cotter, john.
    In: MPRA Paper.
    RePEc:pra:mprapa:3532.

    Full description at Econpapers || Download paper

  29. Transaction services and asset-price bubbles. (2004). Kobayashi, Keiichiro.
    In: Discussion papers.
    RePEc:eti:dpaper:04026.

    Full description at Econpapers || Download paper

  30. Learning the CAPM through Bubbles. (2004). Kedar-Levy, Haim.
    In: Econometric Society 2004 Far Eastern Meetings.
    RePEc:ecm:feam04:775.

    Full description at Econpapers || Download paper

  31. Asset price booms and monetary policy. (2004). Smets, Frank ; Detken, Carsten.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2004364.

    Full description at Econpapers || Download paper

  32. Did the Bundesbank React to Stock Price Movements?. (2003). Siklos, Pierre ; Werner, Thomas ; Bohl, Martin T..
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:4211.

    Full description at Econpapers || Download paper

  33. Financial Fragility, Liquidity and Asset Prices. (2003). Gale, Douglas ; Allen, Franklin.
    In: Center for Financial Institutions Working Papers.
    RePEc:wop:pennin:01-37.

    Full description at Econpapers || Download paper

  34. Financial distress, corporate borrowing, and industrial decline: the Lancashire cotton spinning industry, 1918-38. (2003). Toms, Steven ; Higgins, David.
    In: Accounting History Review.
    RePEc:taf:acbsfi:v:13:y:2003:i:2:p:207-232.

    Full description at Econpapers || Download paper

  35. Banking System, Real Estate Markets, and Nonperforming Loans. (2003). Selvili, Zekiye ; Wu, Wen-Chieh ; Chang, Chin-Oh.
    In: International Real Estate Review.
    RePEc:ire:issued:v:06:n:01:2003:p:43_62.

    Full description at Econpapers || Download paper

  36. Debt Deflation and Bank Recapitalization. (2003). Kobayashi, Keiichiro.
    In: Discussion papers.
    RePEc:eti:dpaper:03007.

    Full description at Econpapers || Download paper

  37. Soft Landings (February 2000), with Martin Schneider. (2003). Tornell, Aaron.
    In: UCLA Economics Online Papers.
    RePEc:cla:uclaol:241.

    Full description at Econpapers || Download paper

  38. Asset Price Bubbles and Stock Market Interlinkages. (2002). Gale, Douglas ; Allen, Franklin.
    In: Center for Financial Institutions Working Papers.
    RePEc:wop:pennin:02-22.

    Full description at Econpapers || Download paper

  39. Financial globalization : unequal blessings. (2002). Schmukler, Sergio ; Levy Yeyati, Eduardo ; de la Torre, Augusto.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:2903.

    Full description at Econpapers || Download paper

  40. Financial Instability and Monetary Policy: The Swedish Evidence. (2002). Bergman, Michael U. ; Hansen, Jan.
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0137.

    Full description at Econpapers || Download paper

  41. Is the International Convergence of Capital Adequacy Regulation Desirable?. (2002). Acharya, Viral.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3253.

    Full description at Econpapers || Download paper

  42. Liquidity Shocks, Systemic Risk, and Market Collapse: Theory and Application to the Market for Perps. (2001). Herring, Richard J. ; Fernando, Chitru S..
    In: Center for Financial Institutions Working Papers.
    RePEc:wop:pennin:01-34.

    Full description at Econpapers || Download paper

  43. Comparative Financial Systems: A Survey. (2001). Gale, Douglas ; Allen, Franklin.
    In: Center for Financial Institutions Working Papers.
    RePEc:wop:pennin:01-15.

    Full description at Econpapers || Download paper

  44. Do Financial Institutions Matter?. (2001). Allen, Franklin.
    In: Center for Financial Institutions Working Papers.
    RePEc:wop:pennin:01-04.

    Full description at Econpapers || Download paper

  45. Herd Behavior and Cascading in Capital Markets: A Review and Synthesis. (2001). Teoh, Siew Hong ; Hirshleifer, David.
    In: MPRA Paper.
    RePEc:pra:mprapa:5186.

    Full description at Econpapers || Download paper

  46. Monetary Policy and Asset Price Volatility. (2000). Gertler, Mark ; Bernanke, Ben.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7559.

    Full description at Econpapers || Download paper

  47. Monetary policy and asset price volatility. (1999). Gertler, Mark ; Bernanke, Ben.
    In: Proceedings - Economic Policy Symposium - Jackson Hole.
    RePEc:fip:fedkpr:y:1999:p:77-128.

    Full description at Econpapers || Download paper

  48. Financial Crisis and Credit Crunch as a Result of Inefficient Financial Intermediation—with Reference to the Asian Financial Crisis. (1998). Chan-Lau, Jorge ; Chen, Zhaohui.
    In: International Finance.
    RePEc:wpa:wuwpif:9804001.

    Full description at Econpapers || Download paper

  49. Stock market crises in developed and emerging markets. (1998). Sarkar, Asani ; Patel, Sandeep.
    In: Research Paper.
    RePEc:fip:fednrp:9809.

    Full description at Econpapers || Download paper

  50. Asset bubbles, domino effects and lifeboats: elements of the East Asian crisis. (1998). Miller, Marcus ; Luangaram, Pongsak ; Edison, Hali.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:606.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-09-20 03:11:19 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.