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Faculty of Economics


Financial Markets and the Macroeconomy

Title AuthorsYearJEL Codes
Short and Variable LagsBuda, G., Carvalho, V. M., Corsetti, G., Duarte, J. B., Hansen, S., Moura, A. S., Ortiz, A., Rodrigo, T., Rodríguez Mora, J. V., Alves da Silva, G. [2023]E31 E43 E44 E52 E58
Firm Financial Conditions and the Transmission of Monetary PolicyFerreira, T. R. T., Ostry, D. A., Rogers, J.[2023]E22 E44 E50
Causal effects of the Fed's large-scale asset purchases on firms' capital structureNocera, A., Pesaran, M. H.[2022]G32 E44 E52 E58
Financial Market Globalization and Asset Price BubblesYago, N.[2021]E44 F32
Foreign Vulnerabilities, Domestic Risks: The Global Drivers of GDP-at-RiskLloyd, S., Manuel, E. and Panchev, K. [2021]E44 E58 F30 F41 F44 G01
Covid-19 Fiscal Support and its EffectivenessChudik, A., Mohaddes, K. and Raissi, M.[2021]C32 E44 E62 F44
A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country ModelChudik, A., Mohaddes, K., Pesaran, M. H., Raissi, M. and Rebucci, A.[2020]C32 E44 F44
The Bond Lending Channel of Monetary PolicyDarmouni, O., Giesecke, O. and Rodnyansky, R.[2020]E44 E52 G21 G23
The Elusive Gains from Nationally-Oriented Monetary PolicyBodenstein, M., Corsetti, G. and Guerrieri, L.[2020]E44 E61 F42
Exchange Rate Misalignment, Capital Flows, and Optimal Monetary Policy Trade-offsCorsetti, G., Dedola, L. and Leduc, S.[2018]E44 E52 E61 F41 F42
One Money, Many Markets - A Factor Model Approach to Monetary Policy in the Euro Area with High-Frequency IdentificationCorsetti, G., Duarte, J. B. and Mann, S.[2018]E21 E31 E44 E52 F44 F45
Unconventional Monetary Policy and the Interest Rate Channel: Signalling and Portfolio RebalancingLloyd, S. P.[2017]E32 E43 E44 E52 E58 G12 G14
Overnight Indexed Swap Market-Based Measures of Monetary Policy ExpectationsLloyd, S. P.[2017]E43 E44 E52 G1
Can Italy Grow Out of Its NPL Overhang? A Panel Threshold AnalysisMohaddes, K., Raissi, M. and Weber, A.[2017]C23 E44 G33
Sovereign Risk and Bank Risk-TakingAri, A.[2016]E44 E58 F34 G21 H63
Investment in Productivity and the Long-Run Effect of Financial Crises on OutputDe Ridder, M.[2016]E32 E44 O30 O47
Are Bubbles Bad? Is a higher debt target for the Euro-zone desirable?Teulings, C. N.[2016]E44 E62
Secular Stagnation, Rational Bubbles, and Fiscal PolicyTeulings, C. N.[2016]E44 E62
Uncertainty and Economic Activity: A Global PerspectivePesaran, H., Cesa-Bianchi, A. and Rebucci, A.[2014]E44 F44 G15
The role of credit in international business cyclesXu, T.[2012]C32 G21 E44 E32
Business Cycle Effects of Credit and Technology Shocks in a DSGE Model with Firm DefaultsPesaran, M. H. and Xu, T.[2011]E32 E44 G21

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