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

DOI10.1016/J.JEDC.2011.08.007zbMATH Open1241.91098OpenAlexW2019483037MaRDI QIDQ427987FDOQ427987

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

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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)

Cites Work

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

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
• Natural disasters, damage to banks, and firm investment
• Do banking shocks matter for the U.S. Economy?
• 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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