A Tale of Two Policies- Prudential Regulation and Monetary Policy with Fragile Banks

By Ignazio Angeloni, Ester Faia. 2009

124 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/35d306c2107e24b800e86b2bed8ac6a44655316c

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Citations in the corpus

Capital Flows and Financial Stability: Monetary Policy and Macroprudential Responses (2011, methodology): “Angeloni and Faia (2009), Kannan et al. (2009), N’Diaye (2009), and Angelini et al. (2010) incorporate macroprudential instruments into general equilibrium models where monetary policy has a non-trivial role in stabilizing economy after a shock.”
Financial crises, bank risk exposure and government financial policy (2012, background): “The equations (1; 2; 3; 4; 6; 8; 9; 11; 12; 27; 30; 31; 32; 40; 45; 46; 47; 48) determine the seventeen endogenous variables (Yt; Kt; St; Ct; It; Lt; Zt; Rt+1; qt;”
In Search for Yield? Survey-Based Evidence on Bank Risk Taking (2014, background): “(2010) and Angeloni and Faia (2009) predict a risk-taking channel of monetary policy, while models such as those of Zhang (2009) and Dib (2010) predict a risk-reducing effect of cuts in the monetary policy instrument.”
How Has the Monetary Transmission Mechanism Evolved Over Time (2010, unknown): “Moreover, research is now focused explicitly on incorporating such channels in mainstream models used in policy analysis (e.g., Meh and Moran, 2008, Angeloni and Faia, 2009, Gerali et al, 2009, and Gertler and Kiyotaki, 2010).”
The Chicago Plan Revisited (2012, background): “(12)Gertler and Karadi (2010) and Angeloni and Faia (2009) make the latter assumption. (13)Van den Heuvel (2008) models capital adequacy as a continously binding constraint. Gerali et al. (2010) use a quadratic cost short-cut.”
Credit Supply: Identifying Balance-Sheet Channels with Loan Applications and Granted Loans (2010, background): “Angeloni and Faia (2009) integrate Diamond and Rajan (2000)-type banks that are exposed to runs into a standard DSGE model.”
Monetary Policy and the Global Housing Bubble (2011, unknown): “34 For examples of research considering the macroeconomic implications of alternative policy strategies, see Blum and Hellwig (1995), Cecchetti and Li (2008), Angeloni and Faia (2009), and the International Monetary Fund, 2009 World Economic Outlook.”