Monetary Cycles, Financial Cycles, and the Business Cycle

By Tobias Adrian, A. Estrella, Hyun Song, Shin. 2010

122 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/dbf969a8f8ace794c49622feec6536c7c75def81

Citations in the corpus

• The Yield Curve and the Macro-economy across Time and Frequencies" (Cef.up Working Paper nº. 2010-04, July 2010) (2012, unknown): “However, Hamilton and Kim (2002) found that both components make statistically significant contributions, similar at short horizons but larger for the expectations component for predicting output more than two years ahead (with interest rate volatility explaining part of the contribution of the term”
• Curbing the Credit Cycle (2015, unknown): “Even ahead of the present crisis, this had grown to a scale potentially in excess of the conventional banking system (Adrian et al (2010)).”
• Does monetary policy affect bank risk (2014, unknown): “5Also in this direction, as banks undertake a maturity transformation function, changes in the discount rate would affect more the value of banks’ assets than of their liabilities (Adrian, Estrella, and Shin 2010).”
• Macro Risk Premium and Intermediary Balance Sheet Quantities (2010, unknown): “The model in Adrian and Shin (2009a) outlined in this section does derive equilibrium in capital markets, but it is not a fully developed general equilibrium model.”