Credit and Banking in a DSGE Model of the Euro Area
By Andrea Gerali, S. Neri, Luca Sessa, F. Signoretti. 2010
1,302 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/b22c1d6799338e8c46b870f37c49b410696ccfdf
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- Mathias Drehmann
- Luca Gambetti
- C. Borio
- P. Gelain
- Frederic S. Mishkin
- A. Musso
- Pau Rabanal
- Livio Stracca
In Finance
- Mathias Drehmann
- C. Borio
- Luca Gambetti
- P. Gelain
- Kostas Tsatsaronis
- A. Musso
- Pau Rabanal
- Livio Stracca
Citations in the corpus
- Macroeconomic Propagation Under Different Regulatory Regimes: Evidence From an Estimated DSGE Model For the Euro Area (2010, positive): “As in Gerali et al. (2010) the derived lending spreads emphasize “the role of bank capital in determining loan supply conditions.”
- The Bank Lending Channel: Lessons from the Crisis (2011, neutral): “See also Gerali et al. (2010) and Meh and Moran (2010).”
- Anchoring Countercyclical Capital Buffers: The Role of Credit Aggregates (2011, background): “The literature on dynamic models that combine financial and real sectors is growing (e.g., Bernanke, Gertler, and Gilchrist 1996, Van den Heuvel 2008, Gerali et al. 2010, and Meh and Moran 2010).”
- Borrowers under water! Rare disasters, regional banks, and recovery lending (2020, background): “Gerali et al. (2010) show that the unexpected destruction of bank capital leads to a significant contraction of credit supply.”
- A Third Wave in the Economics of Climate Change (2015, background): “Future DSGE climate models could incorporate credit and banking sectors in a similar fashion to Gerali et al. (2010).”