Journal of Money, Credit and Banking

1969 - 2013

Continued by Journal of Money, Credit and Banking.

Current editor(s): Robert deYoung, Paul Evans, Pok-Sang Lam and Kenneth D. West

From Blackwell Publishing
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Volume 45, month 12, 2013

Special Issue Editors' Introduction pp. 1-1

Robert Kollmann and Kenneth West

When Credit Bites Back pp. 3-28

ÒSCAR JordÊ, Moritz Schularick and Alan Taylor

The Impact of the Federal Reserve's Large-Scale Asset Purchase Programs on Corporate Credit Risk pp. 29-57

Simon Gilchrist and Egon ZakrajŠek

Financial Crises and Recapitalizations pp. 59-86

Damiano Sandri and Fabian Valencia

Banking Competition, Collateral Constraints, and Optimal Monetary Policy pp. 87-125

ANDRÉS Javier, Oscar Arce and Carlos Thomas

Financial Exposure and the International Transmission of Financial Shocks pp. 127-158

Gunes Kamber and Christoph Thoenissen

Global Banks, Financial Shocks, and International Business Cycles: Evidence from an Estimated Model pp. 159-195

Robert Kollmann

Bayesian Evaluation of DSGE Models with Financial Frictions pp. 1451-1476

Michal Brzoza-Brzezina and Marcin Kolasa

Fiscal Sustainability in a New Keynesian Model pp. 1477-1516

Campbell Leith and Simon Wren-Lewis

Real Effects of Money Growth and Optimal Rate of Inflation in a Cash-in-Advance Economy with Labor-Market Frictions pp. 1517-1546

Ping Wang and Danyang Xie

Technology, Utilization, and Inflation: What Drives the New Keynesian Phillips Curve? pp. 1547-1579

Peter McAdam and Alpo Willman

Do Public Banks Compete with Private Banks? Evidence from Concentrated Local Markets in Brazil pp. 1581-1615

Christiano A. Coelho, JoÎo M.P. Mello and Leonardo Rezende

Securitization and Bank Performance pp. 1617-1658

Barbara Casu, Andrew Clare, Anna Sarkisyan and Stephen Thomas

Do Central Banks React to House Prices? pp. 1659-1683

Daria Finocchiaro and Virginia Queijo von Heideken

Separation of Unit of Account from Medium of Exchange pp. 1685-1703

Young Sik Kim and Manjong Lee

The Bank Lending Channel: A FAVAR Analysis pp. 1705-1720

Chetan Dave, Scott J. Dressler and Lei Zhang

Volume 45, month 10, 2013

Asset Prices, News Shocks, and the Trade Balance pp. 1211-1251

Marcel Fratzscher and Roland Straub

Does Inflation Targeting Help Reduce Financial Dollarization? pp. 1253-1274

Shu Lin and Haichun Ye

Exchange Rate Policy and Sovereign Bond Spreads in Developing Countries pp. 1275-1300

Samir Jahjah, Bin Wei and Vivian Yue

Foreign Banks and the Dual Effect of Financial Liberalization pp. 1301-1333

Leo Ferraris and Raoul Minetti

Optimal Monetary and Fiscal Policy with a Zero Bound on Nominal Interest Rates pp. 1335-1350

Sebastian Schmidt

An Unobserved Components Model that Yields Business and Medium-Run Cycles pp. 1351-1373

Jun Ma and Mark Wohar

How Do Anticipated Changes to Short-Term Market Rates Influence Banks' Retail Interest Rates? Evidence from the Four Major Euro Area Economies pp. 1375-1414

Anindya Banerjee, Victor Bystrov and Paul Mizen

Cost Savings from Check 21 Electronic Payment Legislation pp. 1415-1429

David B. Humphrey and Robert Hunt

On the Asymmetric U-Shaped Relationship between Inflation, Inflation Uncertainty, and Relative Price Skewness in the UK pp. 1431-1449

Kausik Chaudhuri, Matthew Greenwood-Nimmo, Minjoo Kim and Yongcheol Shin

Volume 45, month 09, 2013

Declining Effects of Oil Price Shocks pp. 977-1016

Munechika Katayama

Nonuniform Staggered Prices and Output Persistence pp. 1017-1044

SÖDERBERG Johan

News on Inflation and the Epidemiology of Inflation Expectations pp. 1045-1067

Damjan Pfajfar and Emiliano Santoro

The Most Beautiful Variations on Fair Wages and the Phillips Curve pp. 1069-1084

Andrea Vaona

The Impact of House Prices on Consumer Credit: Evidence from an Internet Bank pp. 1085-1115

Rodney Ramcharan and Christopher Crowe

Equity Returns and Business Cycles in Small Open Economies pp. 1117-1146

Mohammad Jahan-Parvar, Xuan Liu and Philip Rothman

Bank Capital: Lessons from the Financial Crisis pp. 1147-1164

Asli Demirguc-Kunt, Enrica Detragiache and Ouarda Merrouche

Asymmetric Labor Market Institutions in the EMU and the Volatility of Inflation and Unemployment Differentials pp. 1165-1186

Mirko Abbritti and Andreas Mueller

Fiscal Data Revisions in Europe pp. 1187-1209

Francisco de Castro Fernández, J. P√âREZ Javier and RODR√çGUEZ-VIVES Marta

Volume 45, month 08, 2013

Special Issue Editors' Introduction pp. 1-1

Joe Peek and Kenneth West

Noncore Bank Liabilities and Financial Vulnerability pp. 3-36

Joon-Ho Hahm, Hyun Song Shin and Kwanho Shin

Taming Systemically Important Financial Institutions pp. 37-58

Xavier Freixas and Jean Rochet

The Impact of the 2007 Liquidity Shock on Bank Jumbo Mortgage Lending pp. 59-91

Paul Calem, Francisco Covas and Jason Wu

Ratings Competition in the CMBS Market pp. 93-119

Andrew Cohen and Mark D. Manuszak

What Is Systemic Risk? pp. 121-127

Franklin Allen and Elena Carletti

Systemic Risk Monitoring and Financial Stability pp. 129-135

Nellie Liang

Religion, Corruption, and the Rule of Law pp. 757-779

Charles North, Wafa Orman and Carl R. Gwin

Liquidity and Information Flow around Monetary Policy Announcement pp. 781-820

Kee H. Chung, John Elder and Jang-Chul Kim

Inflation and Welfare in Retail Markets: Prior Production and Imperfectly Directed Search pp. 821-844

Adrian Masters

Real Exchange Rates and Fundamentals: A Cross-Country Perspective pp. 845-865

Luca Ricci, Gian Maria Milesi-Ferretti and Jaewoo Lee

Do Sales of Foreign Exchange Reserves Lead to Currency Appreciation? pp. 867-890

Kathryn Dominguez, Rasmus Fatum and Pavel Vacek

Stock Market Comovements and Industrial Structure pp. 891-911

Pushan Dutt and Ilian Mihov

International Evidence on the New Keynesian Phillips Curve Using Aggregate and Disaggregate Data pp. 913-932

Joseph Byrne, Alexandros Kontonikas and Alberto Montagnoli

Disappearing Dividends: Implications for the Dividend-Price Ratio and Return Predictability pp. 933-952

Chang-Jin Kim and Cheolbeom Park

Intraday Patterns in FX Returns and Order Flow pp. 953-965

Francis Breedon and Angelo Ranaldo

U.S. Real Interest Rates and Default Risk in Emerging Economies pp. 967-975

Nathan Foley-Fisher and Bernardo Guimaraes

Volume 45, month 06, 2013

The Impact of the Volatility of Monetary Policy Shocks pp. 535-558

Haroon Mumtaz and Francesco Zanetti

Evidence on the Relationship between Housing and Consumption in the United States: A State-Level Analysis pp. 559-590

Chadi S. Abdallah and William Lastrapes

Optimal Mortgage Refinancing: A Closed-Form Solution pp. 591-622

Sumit Agarwal, John Driscoll and David Laibson

Time-Varying Risk-Return Trade-off in the Stock Market pp. 623-650

Hui Guo, Zijun Wang and Jian Yang

Rediscounting under Aggregate Risk with Moral Hazard pp. 651-674

James Chapman and Antoine Martin

Strategic Effects of Regulatory Capital Requirements in Imperfect Banking Competition pp. 675-700

Eva Schliephake and Roland Kirstein

Optimal Monetary Policy in a Model of Money and Credit pp. 701-730

Pedro Gomis-Porqueras and Daniel Sanches

Learning by Disinflating pp. 731-746

Alina Barnett and Martin Ellison

Interpreting Permanent Shocks to Output When Aggregate Demand May Not Be Neutral in the Long Run pp. 747-756

John Keating

Volume 45, month 03, 2013

The Changing Pecking Order of Consumer Defaults pp. 251-275

Fredrik Andersson, Souphala Chomsisengphet, Dennis Glennon and Feng Li

Public Sector Debt Dynamics: The Persistence and Sources of Shocks to Debt in 10 EU Countries pp. 277-298

Massimo Antonini, Kevin Lee and Jacinta Pires

Inventory-Theoretic Money Demand and Relative Price Dynamics pp. 299-326

Hirokazu Ishise Nao Sudo

A Model of Tiered Settlement Networks pp. 327-347

James Chapman, Jonathan Chiu and Miguel Molico

Dynamic Auction Markets with Fiat Money pp. 349-378

Kazuya Kamiya and Takashi Shimizu

State Banks and the National Banking Acts: Measuring the Response to Increased Financial Regulation, 1860-1870 pp. 379-399

Matthew Jaremski

Gross Loan Flows pp. 401-421

Ben R. Craig and Joseph Haubrich

Anticipation of Future Consumption: A Monetary Perspective pp. 423-447

Joao Faria and Peter McAdam

Oil and U.S. GDP: A Real-Time Out-of-Sample Examination pp. 449-463

Francesco Ravazzolo and Philip Rothman

Alternative Maximum Likelihood Estimation of Structural Vector Autoregressive Models Partially Identified with Short-Run Restrictions pp. 465-476

Kyungho Jang

House Prices and Fundamentals: 355 Years of Evidence pp. 477-491

Brent Ambrose, Piet Eichholtz and Thies Lindenthal

The Money Market Meltdown of the Great Depression pp. 493-504

John Duca

Core Measures of Inflation as Predictors of Total Inflation pp. 505-519

Theodore M. Crone, N. Neil K. Khettry, Loretta Mester and Jason A. Novak

The Long and Large Decline in State Employment Growth Volatility pp. 521-534

Gerald Carlino, Robert Defina and Keith Sill

Volume 45, month 02, 2013

Cyclical Risk Aversion, Precautionary Saving, and Monetary Policy pp. 1-36

Bianca De Paoli and Pawel Zabczyk

How to Solve the Price Puzzle? A Meta-Analysis pp. 37-70

Marek Rusnák, Tomas Havranek and Roman Horvath

Why Is Canada's Price Level So Predictable? pp. 71-85

Ondra Kamenik, Heesun Kiem, Vladimir Klyuev and Douglas Laxton

Bank Capital Regulation and Structured Finance pp. 87-119

Antoine Martin and Bruno M. Parigi

Long-Run Risk and Its Implications for the Equity Premium Puzzle: New Evidence from a Multivariate Framework pp. 121-145

Jun Ma

The Real Effects of Financial Sector Interventions during Crises pp. 147-177

Luc Laeven and Fabian Valencia

Deposit Insurance, Banking Crises, and Market Discipline: Evidence from a Natural Experiment on Deposit Flows and Rates pp. 179-200

Alexei Karas, William Pyle and Koen Schoors

Inventory Investment and the Empirical Phillips Curve pp. 201-231

Yongseung Jung and Tack Yun

Money and the Welfare Cost of Inflation in an R&D Growth Model pp. 233-249

Angus Chu and Ching-chong Lai