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

DOI10.1016/J.JEDC.2011.08.007MaRDI QIDQ427987zbMATH OpenOpenAlexFDO

Authors Naohisa Hirakata, Nao Sudo, Kozo Ueda

Publication date 18 June 2012

Published in Journal of Economic Dynamics and 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

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

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Cites work

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

Cited in

(15)

• Optimal monetary policy rules, financial amplification, and uncertain business cycles
• Risk pooling, intermediation efficiency, and the business cycle
• A dynamic general equilibrium model with technological innovations in the banking sector
• Cross-border banking flows spillovers in the eurozone: evidence from an estimated DSGE model
• Learning about banks' net worth and the slow recovery after the financial crisis
• Do banking shocks matter for the U.S. Economy?
• Natural disasters, damage to banks, and firm investment
• Financial shocks, comovement and credit frictions
• Uncertainty shocks, banking frictions and economic activity
• The role of bank capital in the propagation of shocks
• The fall in shadow banking and the slow U.S. recovery
• Estimating a banking-macro model using a multi-regime VAR
• Banking and the macroeconomy in China: a banking crisis deferred?
• What causes banking crises? An empirical investigation for the world economy
• Banking sector concentration, credit shocks and aggregate fluctuations

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