Cross-border banking flows spillovers in the eurozone: evidence from an estimated DSGE model

DOI10.1016/J.JEDC.2014.11.006MaRDI QIDQ1624013zbMATH OpenOpenAlexFDO

Authors Jean-Christophe Poutineau, Gauthier Vermandel

Publication date 15 November 2018

Published in Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL https://basepub.dauphine.fr/handle/123456789/15630

zbMATH Keywords

banking globalizationeurozonefinancial acceleratorinterbank marketmonetary policy

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Dynamic stochastic general equilibrium theory (91B51) Macroeconomic theory (monetary models, models of taxation) (91B64)

Recommendations

• Cross-Border Banking and Global Liquidity
• Deposit insurance and financial integration in the Eurozone: a DSGE model
• Monetary policy spillovers and currency networks in cross-border bank lending: lessons from the 2013 fed taper tantrum
• International fiscal-financial spillovers: the effect of fiscal shocks on cross-border bank lending
• Capital flows, financial intermediation and macroprudential policies

Cites work

• Bayesian Analysis of DSGE Models
• Do banking shocks matter for the U.S. Economy?
• Financial openness, financial frictions and optimal monetary policy
• Global sensitivity analysis: The primer
• The external finance premium and the macroeconomy: US post-WWII evidence

Cited in

(8)

• Deposit insurance and financial integration in the Eurozone: a DSGE model
• International fiscal-financial spillovers: the effect of fiscal shocks on cross-border bank lending
• The spillover effect of euro area on central and southeastern European economies: a global VAR approach
• Monetary policy spillovers and currency networks in cross-border bank lending: lessons from the 2013 fed taper tantrum
• Households saving and financial spillovers in the Euro area
• Non-significant in life but significant in death: spillover effects to euro area banks from the SVB fallout
• The role of systemic risk spillovers in the transmission of euro area monetary policy
• Macroprudential policies and global banking

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