Understanding the accumulation of bank and thrift reserves during the U.S. financial crisis

DOI10.1016/J.JEDC.2014.02.007zbMATH Open1402.91908OpenAlexW3122798761MaRDI QIDQ1994549FDOQ1994549

Authors: Su-Hsin Chang, Silvio Contessi, Johanna L. Francis 

Publication date: 1 November 2018

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

Full work available at URL: http://research.stlouisfed.org/wp/2013/2013-029.pdf

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zbMATH Keywords

financial crisiscommercial banksexcess reservesTARP

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)

Cites Work

• Least absolute deviations estimation for the censored regression model
• The central role of the propensity score in observational studies for causal effects
• Bank Runs, Deposit Insurance, and Liquidity

Cited In (3)

• The role of financial intermediaries in monetary policy transmission
• The federal funds market, excess reserves, and unconventional monetary policy
• Determinants of excess reserve holdings

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