Do banking shocks matter for the U.S. Economy?

DOI10.1016/j.jedc.2011.08.007zbMath1241.91098OpenAlexW2019483037MaRDI QIDQ427987

Naohisa Hirakata, Kozo Ueda, Nao Sudo

Publication date: 18 June 2012

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2011.08.007

zbMATH Keywords

monetary policychained credit contractsfinancial acceleratorsfinancial intermediaries

Mathematics Subject Classification ID

Financial applications of other theories (91G80) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)

Related Items (4)

Cross-border banking flows spillovers in the eurozone: evidence from an estimated DSGE model ⋮ Do banking shocks matter for the U.S. Economy? ⋮ Optimal monetary policy rules, financial amplification, and uncertain business cycles ⋮ Risk pooling, intermediation efficiency, and the business cycle

Cites Work

• Do banking shocks matter for the U.S. Economy?
• Shocks, structures or monetary policies? The euro area and US after 2001
• The role of bank capital in the propagation of shocks
• The external finance premium and the macroeconomy: US post-WWII evidence

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