Anufriev, Mikhail, and Cars Hommes. (2012) “Evolutionary Selection of Individual Expectations and Aggregate Outcomes in Asset Pricing Experiments.” American Economic Journal: Microeconomics, 4, 35–64.
- Assenza, Tiziana, Peter Heemeijer, Cars Hommes, and Domenico Massaro. (2011) “Individual Expectations and Aggregate Macro Behavior.” CeNDEF Working Papers 11‐01, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
Paper not yet in RePEc: Add citation now
Atanasova, Christina. (2003) “Credit Market Imperfections and Business Cycle Dynamics: A Nonlinear Approach.” Studies in Nonlinear Dynamics & Econometrics, 7, 1–22.
Avdjiev, Stefan, and Zheng Zeng. (2014) “Credit Growth, Monetary Policy and Economic Activity in a Three‐Regime TVAR Model.” Applied Economics, 46, 2936–2951.
Balke, Nathan S. (2000) “Credit and Economic Activity: Credit Regimes and Nonlinear Propagation of Shocks.” Review of Economics and Statistics, 82, 344–349.
Beaudry, Paul, and Franck Portier. (2004) “An Exploration into Pigou's Theory of Cycles.” Journal of Monetary Economics, 51, 1183–1216.
- Beaudry, Paul, and Franck Portier. (2014) “News‐Driven Business Cycles: Insights and Challenges.” Journal of Economic Literature, 52, 993–1074.
Paper not yet in RePEc: Add citation now
Bernanke, Ben S., and Mark Gertler. (1989) “Agency Costs, Net Worth, and Business Fluctuations.” American Economic Review, 79, 14–31.
- Boeck, Maximilian, and Thomas O. Zörner. (2023) “Online Appendix to ‘The Impact of Credit Market Sentiment Shocks’.” Technical report.
Paper not yet in RePEc: Add citation now
- Boeck, Maximilian. (2023) “Belief Distortions and Risk Premia.” Working Paper 314, WU Vienna University of Economics and Business.
Paper not yet in RePEc: Add citation now
Caldara, Dario, and Edward Herbst. (2019) “Monetary Policy, Real Activity, and Credit Spreads: Evidence from Bayesian Proxy SVARs.” American Economic Journal: Macroeconomics, 11, 157–192.
- Carriero, Andrea, Ana Beatriz Galvao, and Massimiliano Marcellino. (2018) “Credit Conditions and the Effects of Economic Shocks: Amplification and Asymmetries.” Technical report, Economic Modelling and Forecasting Group.
Paper not yet in RePEc: Add citation now
Cynthia Wu, Jing, and Fan Dora Xia. (2016) “Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound.” Journal of Money, Credit and Banking, 48, 253–291.
- Doan, Thomas, Robert Litterman, and Christopher Sims. (1984) “Forecasting and Conditional Projection using Realistic Prior Distributions.” Econometric Reviews, 3, 1–100.
Paper not yet in RePEc: Add citation now
Fama, Eugene F. (1970) “Efficient Capital Markets: A Review of Theory and Empirical Work.” Journal of Finance, 25, 383–417.
Forni, Mario, and Luca Gambetti. (2014) “Sufficient Information in Structural VARs.” Journal of Monetary Economics, 66, 124–136.
Gabaix, Xavier. (2014) “A Sparsity‐Based Model of Bounded Rationality.” Quarterly Journal of Economics, 129, 1661–1710.
- Gennaioli, Nicola, and Andrei Shleifer. (2018) A Crisis of Beliefs: Investor Psychology and Financial Fragility. New Jersey, US: Princeton University Press.
Paper not yet in RePEc: Add citation now
Gertler, Mark, and Peter Karadi. (2015) “Monetary Policy Surprises, Credit Costs, and Economic Activity.” American Economic Journal: Macroeconomics, 7, 44–76.
- Griffin, Jim, and Philip Brown. (2010) “Inference with Normal‐Gamma Prior Distributions in Regression Problems.” Bayesian Analysis, 5, 171–188.
Paper not yet in RePEc: Add citation now
Hommes, Cars, Tomasz Makarewicz, Domenico Massaro, and Tom Smits. (2017) “Genetic Algorithm Learning in a New Keynesian Macroeconomic Setup.” Journal of Evolutionary Economics, 27, 1133–1155.
- Hommes, Cars. (2006) “Heterogeneous Agent Models in Economics and Finance.” In Handbook of Computational Economics, edited by Leigh Tesfatsion and Kenneth L. Judd, Vol. 2, pp. 1109–1186. Elsevier.
Paper not yet in RePEc: Add citation now
- Hommes, Cars. (2009) “Bounded Rationality and Learning in Complex Markets.” In Handbook of Research on Complexity, pp. 87–123. Edward Elgar.
Paper not yet in RePEc: Add citation now
Huber, Florian, and Martin Feldkircher. (2019) “Adaptive Shrinkage in Bayesian Vector Autoregressive Models.” Journal of Business & Economic Statistics, 37, 27–39.
Jordà, Òscar, Moritz Schularick, and Alan M. Taylor. (2016) “The Great Mortgaging: Housing Finance, Crises and Business Cycles.” Economic Policy, 31, 107–152.
- Kahneman, Daniel, and Amos Tversky. (1972) “Subjective Probability: A Judgment of Representativeness.” Cognitive Psychology, 3, 430–454.
Paper not yet in RePEc: Add citation now
- Kindleberger, Charles P. (1978) Manias, Panics and Crashes: A History of Financial Crisis. New York: Basic Books.
Paper not yet in RePEc: Add citation now
- Krishnamurthy, Arvind, and Tyler Muir. (2017) “How Credit Cycles across a Financial Crisis.” Working Paper 23850, National Bureau of Economic Research.
Paper not yet in RePEc: Add citation now
- Leijonhufvud, Axel. (1973) “Effective Demand Failures.” Swedish Journal of Economics, 75, 27–48.
Paper not yet in RePEc: Add citation now
Liu, Philip, Konstantinos Theodoridis, Haroon Mumtaz, and Francesco Zanetti. (2019) “Changing Macroeconomic Dynamics at the Zero Lower Bound.” Journal of Business & Economic Statistics, 37, 391–404.
Matsuyama, Kiminori, Iryna Sushko, and Laura Gardini. (2016) “Revisiting the Model of Credit Cycles with Good and Bad Projects.” Journal of Economic Theory, 163, 525–556.
- McCracken, Michael W., and Serena Ng. (2016) “FRED‐MD: A Monthly Database for Macroeconomic Research.” Journal of Business & Economic Statistics, 34, 574–589.
Paper not yet in RePEc: Add citation now
- Mertens, Karel, and Morten O. Ravn. (2013) “The Dynamic Effects of Personal and Corporate Income Tax Changes in the United States.” American Economic Review, 103, 1212–1247.
Paper not yet in RePEc: Add citation now
Mian, Atif, Amir Sufi, and Emil Verner. (2017) “Household Debt and Business Cycles Worldwide.” Quarterly Journal of Economics, 132, 1755–1817.
Minsky, Hyman P. (1977) “The Financial Instability Hypothesis: An Interpretation of Keynes and an Alternative to ‘Standard’ Theory.” Challenge, 20, 20–27.
Miranda‐Agrippino, Silvia, and Giovanni Ricco. (2023) “Identification with External Instruments in Structural VARs under Partial Invertibility.” Journal of Monetary Economics, 135, 1–19.
Montiel‐Olea, José L., James H. Stock, and Mark W. Watson. (2021) “Inference in Structural Vector Autoregressions Identified with an External Instrument.” Journal of Econometrics, 225, 74–87.
- Mumtaz, Haroon, and Katerina Petrova. (2018) “Changing Impact of Shocks: A Time‐Varying Proxy SVAR Approach.” Working Paper 875, Queen Mary University.
Paper not yet in RePEc: Add citation now
Plagborg‐Møller, Mikkel, and Christian K. Wolf. (2021) “Local Projections and VARs Estimate the Same Impulse Responses.” Econometrica, 89, 955–980.
Rajan, Raghuram G. (2006) “Has Finance Made the World Riskier?” European Financial Management, 12, 499–533.
Rao Kadiyala, K., and Sune Karlsson. (1997) “Numerical Methods for Estimation and Inference in Bayesian VAR‐Models.” Journal of Applied Econometrics, 12, 99–132.
Sargent, Thomas J. (1993) Bounded Rationality in Macroeconomics. New York: Oxford University Press.
- Schularick, Moritz, and Alan M. Taylor. (2012) “Credit Booms Gone Bust: Monetary Policy, Leverage Cycles, and Financial Crises, 1870‐2008.” American Economic Review, 102, 1029–1061.
Paper not yet in RePEc: Add citation now
- Simon, Herbert A. (1957) Models of Man. New York: Wiley.
Paper not yet in RePEc: Add citation now
Sims, Christopher A. (1980) “Macroeconomics and Reality.” Econometrica, 48, 1–48.
Stein, Jeremy C. (2014) “Incorporating Financial Stability Considerations into a Monetary Policy Framework : A Speech at the International Research Forum on Monetary Policy, Washington, D.C., March 21, 2014.” Speech 796, Board of Governors of the Federal Reserve System. (U.S.).
- Stock, James H., and Mark W. Watson. (2012) “Disentangling the Channels of the 2007‐2009 Recession.” Technical report, National Bureau of Economic Research.
Paper not yet in RePEc: Add citation now
Stock, James H., and Mark W. Watson. (2018) “Identification and Estimation of Dynamic Causal Effects in Macroeconomics using External Instruments.” Economic Journal, 128, 917–948.
- Tirole, Jean. (2010) The Theory of Corporate Finance. New Jersey, US: Princeton University Press.
Paper not yet in RePEc: Add citation now
- Tversky, Amos, and Daniel Kahneman. (1974) “Judgment under Uncertainty: Heuristics and Biases.” Science, 185, 1124–1130.
Paper not yet in RePEc: Add citation now