create a website

Financial Crises and Systemic Bank Runs in a Dynamic Model of Banking. (2015). Robatto, Roberto.
In: 2015 Meeting Papers.
RePEc:red:sed015:483.

Full description at Econpapers || Download paper

Cited: 13

Citations received by this document

Cites: 49

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Systemic Banking Panics, Liquidity Risk, and Monetary Policy. (2019). Robatto, Roberto.
    In: Review of Economic Dynamics.
    RePEc:red:issued:18-235.

    Full description at Econpapers || Download paper

  2. Flight to Liquidity and Systemic Bank Runs. (2018). Robatto, Roberto .
    In: 2018 Meeting Papers.
    RePEc:red:sed018:276.

    Full description at Econpapers || Download paper

  3. A Macroeconomic Model with Financial Panics. (2018). Gertler, Mark ; Kiyotaki, Nobuhiro ; Prestipino, Andrea.
    In: 2018 Meeting Papers.
    RePEc:red:sed018:113.

    Full description at Econpapers || Download paper

  4. Flight to liquidity and systemic bank runs. (2017). Robatto, Roberto.
    In: ESRB Working Paper Series.
    RePEc:srk:srkwps:201738.

    Full description at Econpapers || Download paper

  5. A Macroeconomic Model with Financial Panics. (2017). Gertler, Mark ; Prestipino, Andrea ; Kiyotaki, Nobuhiro.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:24126.

    Full description at Econpapers || Download paper

  6. The Welfare Costs of Self-Fulfilling Bank Runs. (2017). Panetti, Ettore ; Mattana, Elena.
    In: Working Papers REM.
    RePEc:ise:remwps:wp0172017.

    Full description at Econpapers || Download paper

  7. A Macroeconomic Model with Financial Panics. (2017). Gertler, Mark ; Prestipino, Andrea ; Kiyotaki, Nobuhiro.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1219.

    Full description at Econpapers || Download paper

  8. Wholesale Banking and Bank Runs in Macroeconomic Modelling of Financial Crises. (2016). Gertler, Mark ; Kiyotaki, Nobuhiro ; Prestipino, Andrea.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:21892.

    Full description at Econpapers || Download paper

  9. Wholesale Banking and Bank Runs in Macroeconomic Modeling of Financial Crises. (2016). Gertler, Mark ; Prestipino, Andrea ; Kiyotaki, Nobuhiro.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1156.

    Full description at Econpapers || Download paper

  10. Banking, Liquidity, and Bank Runs in an Infinite Horizon Economy. (2015). Gertler, Mark ; Kiyotaki, Nobuhiro.
    In: American Economic Review.
    RePEc:aea:aecrev:v:105:y:2015:i:7:p:2011-43.

    Full description at Econpapers || Download paper

  11. The Liquidity Premium of Near-Money Assets. (2014). Nagel, Stefan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20265.

    Full description at Econpapers || Download paper

  12. We Are All QE-sians Now. (2014). Ito, Takatoshi.
    In: IMES Discussion Paper Series.
    RePEc:ime:imedps:14-e-07.

    Full description at Econpapers || Download paper

  13. Banking, Liquidity and Bank Runs in an Infinite-Horizon Economy. (2013). Gertler, Mark ; Kiyotaki, Nobuhiro.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19129.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Akerlof, G. A. (1970). The market for "lemons": Quality uncertainty and the market mechanism. The Quarterly Journal of Economics, 488–500.

  2. Allen, F., E. Carletti, and D. Gale (2013). Money, financial stability and efficiency. Journal of Economic Theory.
    Paper not yet in RePEc: Add citation now
  3. Alvarez, F., A. Atkeson, and P. J. Kehoe (2002). Money, interest rates, and exchange rates with endogenously segmented markets. Journal of Political Economy 110(1).

  4. Andolfatto, D., E. Nosal, and B. Sultanum (2014). Preventing bank runs.

  5. Angeloni, I. and E. Faia (2013). Capital regulation and monetary policy with fragile banks. Journal of Monetary Economics.

  6. Armantier, O., E. Ghysels, A. Sarkar, and J. Shrader (2011). Stigma in financial markets: Evidence from liquidity auctions and discount window borrowing during the crisis. FRB of New York Staff Report 483.

  7. Bernanke, B. S. (2010). Statement by Ben S. Bernanke, Chairman, Board of Governors of the Federal Reserve System, prepared for the Committee on Financial Services, US House of Representatives, February 10, 2010.
    Paper not yet in RePEc: Add citation now
  8. Bianchi, J. and S. Bigio (2013). Liquidity management and monetary policy.
    Paper not yet in RePEc: Add citation now
  9. Boissay, F., F. Collard, and F. Smets (2013). Booms and systemic banking crises. Technical report, European Central Bank.

  10. Brunnermeier, M. K. (2009). Deciphering the liquidity and credit crunch 20072008. Journal of Economic Perspectives 23(1), 77–100.

  11. Caballero, R. and A. Krishnamurthy (2005). Financial system risk and flight to quality. National Bureau of Economic Research.

  12. Caballero, R. J. and A. Krishnamurthy (2008). Collective risk management in a flight to quality episode. The Journal of Finance 63(5), 2195–2230.

  13. Carapella, F. (2012). Banking panics and deflation in dynamic general equilibrium.

  14. Christiano, L., R. Motto, and M. Rostagno (2003). The Great Depression and the Friedman-Schwartz Hypothesis. Journal of Money, Credit, and Banking 35(6).

  15. Cooper, R. and D. Corbae (2002). Financial collapse: A lesson from the great depression. Journal of Economic Theory 107(2), 159–190.

  16. Diamond, D. W. and P. H. Dybvig (1983). Bank runs, deposit insurance, and liquidity. The Journal of Political Economy 91(3), 401–419.

  17. Diamond, D. W. and R. G. Rajan (2006). Money in a theory of banking. The American Economic Review 96(1), 30–53.

  18. Duffie, D. (2010). The failure mechanics of dealer banks. The Journal of Economic Perspectives 24(1), 51–72.

  19. Eggertsson, G. B. and M. Woodford (2003). Zero bound on interest rates and optimal monetary policy. Brookings Papers on Economic Activity 2003(1), 139–233.

  20. Ennis, H. M. and T. Keister (2003). Economic growth, liquidity, and bank runs. Journal of Economic Theory 109(2), 220–245.

  21. Fisher, I. (1933). The debt-deflation theory of great depressions. Econometrica: Journal of the Econometric Society, 337–357.
    Paper not yet in RePEc: Add citation now
  22. Friedman, M. and A. J. Schwartz (1963). A monetary history of the United States, 1867-1960. Princeton University Press.

  23. Friedman, M. and A. J. Schwartz (1970). Monetary statistics of the United States: Estimates, sources, methods. NBER Books.

  24. Gertler, M. and N. Kiyotaki (2013). Banking, liquidity and bank runs in an infinite horizon economy.

  25. Gorton, G. and D. J. Mullineaux (1987). The joint production of confidence: Endogenous regulation and nineteenth century commercial-bank clearinghouses. Journal of Money, Credit and Banking 19(4), 457–468.

  26. Gorton, G. B. (1988). Banking panics and business cycles. Oxford Economic Papers 40(4), 751–781.

  27. Gorton, G. B. (2008). The panic of 2007. National Bureau of Economic Research.

  28. Gorton, G. B. and A. Metrick (2012a). Securitized banking and the run on repo. Journal of Financial Economics 104(3), 425 – 451.
    Paper not yet in RePEc: Add citation now
  29. Gorton, G. B. and A. Metrick (2012b). Who ran on repo? National Bureau of Economic Research.
    Paper not yet in RePEc: Add citation now
  30. Green, E. J. and P. Lin (2003). Implementing efficient allocations in a model of financial intermediation. Journal of Economic Theory 109(1), 1–23.

  31. He, Z., I. G. Khang, and A. Krishnamurthy (2010). Balance sheet adjustments during the 2008 crisis. IMF Economic Review 58(1), 118–156.

  32. Ivashina, V. and D. Scharfstein (2010). Bank lending during the financial crisis of 2008. Journal of Financial Economics 97(3), 319–338.

  33. Kiyotaki, N. and J. Moore (2012). Liquidity, business cycles, and monetary policy.

  34. Krishnamurthy, A. (2010). Amplification mechanisms in liquidity crises. American Economic Journal: Macroeconomics 2(3), 1–30.

  35. Krishnamurthy, A. and A. Vissing-Jorgensen (2012). The aggregate demand for Treasury debt. Journal of Political Economy 120(2), 233–267.

  36. Krishnamurthy, A. and S. Nagel (2013). Interpreting repo statistics in the flow of funds accounts. Technical report, National Bureau of Economic Research.

  37. Krishnamurthy, A., S. Nagel, and D. Orlov (2012). Sizing up repo.

  38. Krugman, P. R. (1998). It’s baaack: Japan’s slump and the return of the liquidity trap. Brookings Papers on Economic Activity 29(2), 137–206.

  39. Kubler, F. and K. Schmedders (2010). Tackling multiplicity of equilibria with Gröbner bases. Operations research 58(4-Part-2), 1037–1050.
    Paper not yet in RePEc: Add citation now
  40. Lagos, R. and R. Wright (2005). A unified framework for monetary theory and policy analysis. Journal of Political Economy 113(3), 463–484.

  41. Lester, B., A. Postlewaite, and R. Wright (2012). Information, liquidity, asset prices, and monetary policy. The Review of Economic Studies 79(3), 1209–1238.

  42. Lichtblau, D. (2000). Solving finite algebraic systems using numeric gröbner bases and eigenvalues. In Proceedings of the World Conference on Systemics, Cybernetics, and Informatics, Volume 10, pp. 555–560.
    Paper not yet in RePEc: Add citation now
  43. Lucas, R. E. (1990). Liquidity and interest rates. Journal of Economic Theory 50(2), 237–264.

  44. Lucas, R. E. and N. L. Stokey (1987). Money and interest in a cash-in-advance economy. Econometrica, 491–513.

  45. Lucas, R. E. and N. L. Stokey (2011). Liquidity crises. Economic Policy Paper 11-3,. Federal Reserve Bank of Minneapolis.
    Paper not yet in RePEc: Add citation now
  46. Martinez-Miera, D. and J. Suarez (2012). A macroeconomic model of endogenous systemic risk taking.

  47. Mattana, E. and E. Panetti (2014). A dynamic quantitative macroeconomic model of bank runs. Technical report.

  48. Peck, J. and K. Shell (2003). Equilibrium bank runs. Journal of Political Economy 111(1), 103–123.

  49. Telyukova, I. A. and L. Visschers (2013). Precautionary money demand in a business-cycle model. Journal of Monetary Economics 60(8), 900–916.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Access to finance for innovative SMEs since the financial crisis. (2015). Lee, Neil ; cowling, marc ; Sameen, Hiba .
    In: Research Policy.
    RePEc:eee:respol:v:44:y:2015:i:2:p:370-380.

    Full description at Econpapers || Download paper

  2. Corporate Taxation and Financial Strategies Under Asymmetric Information. (2014). Panteghini, Paolo ; Fedele, Alessandro ; Cohen, Francesco .
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_4772.

    Full description at Econpapers || Download paper

  3. Occupational Regulation in the European Legal Market. (2013). Timmons, Edward ; Pagliero, Mario.
    In: Working papers.
    RePEc:tur:wpaper:27.

    Full description at Econpapers || Download paper

  4. Limited credit records and market outcomes. (2013). Spagnolo, Giancarlo ; Bottero, Margherita .
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_903_13.

    Full description at Econpapers || Download paper

  5. Simulating tourists behaviour using multi-agent modelling. (2011). Corniglion, Sébastien ; TOURNOIS, Nadine .
    In: MPRA Paper.
    RePEc:pra:mprapa:33526.

    Full description at Econpapers || Download paper

  6. The Transaction Costs Perspective on Standards as a Source of Trade and Productivity Growth. (2007). Den Butter, Frank ; Lazrak, Faroek ; Stefan P. T. Groot, ; Frank A. G. den Butter, .
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20070090.

    Full description at Econpapers || Download paper

  7. The Compromise Game: Two-Sided Adverse Selection in the Laboratory. (2007). Palfrey, Thomas ; Carrillo, Juan D..
    In: Levine's Bibliography.
    RePEc:cla:levrem:122247000000001463.

    Full description at Econpapers || Download paper

  8. Revisiting Games of Incomplete Information with Analogy-Based Expectations. (2006). Koessler, Frederic ; Jehiel, Philippe.
    In: Levine's Bibliography.
    RePEc:cla:levrem:122247000000000252.

    Full description at Econpapers || Download paper

  9. Why pay extra? Tipping and the importance of social norms and feelings in economic theory. (2005). Azar, Ofer.
    In: Microeconomics.
    RePEc:wpa:wuwpmi:0503005.

    Full description at Econpapers || Download paper

  10. Information Theory and Market Behavior. (2005). Chen, Jing.
    In: Finance.
    RePEc:wpa:wuwpfi:0503009.

    Full description at Econpapers || Download paper

  11. Labeling Regulations and Segregation of First- And Second-Generation Genetically Modified Products: Innovation Incentives and Welfare Effects. (2005). Moschini, GianCarlo ; Lapan, Harvey.
    In: Staff General Research Papers Archive.
    RePEc:isu:genres:12275.

    Full description at Econpapers || Download paper

  12. Heterogeneity, Adverse Selection and Valuation with Endogenous Labor Supply. (2004). Bianconi, Marcelo.
    In: Discussion Papers Series, Department of Economics, Tufts University.
    RePEc:tuf:tuftec:0412.

    Full description at Econpapers || Download paper

  13. On Price-Taking Behavior in Asymmetric Information Economies. (2004). Postlewaite, Andrew ; Peck, James ; McLean, Richard.
    In: PIER Working Paper Archive.
    RePEc:pen:papers:04-040.

    Full description at Econpapers || Download paper

  14. Innovation and Trade with Endogenous Market Failure: The Case of Genetically Modified Products. (2004). Moschini, GianCarlo ; Lapan, Harvey.
    In: Staff General Research Papers Archive.
    RePEc:isu:genres:2109.

    Full description at Econpapers || Download paper

  15. Information Updating and Insurance Dropout: Evidence from Dental Insurance. (2004). Grönqvist, Erik ; Gronqvist, Erik.
    In: SSE/EFI Working Paper Series in Economics and Finance.
    RePEc:hhs:hastef:0576.

    Full description at Econpapers || Download paper

  16. Prices and quality signals. (2004). Weibull, Jörgen ; Voorneveld, Mark.
    In: SSE/EFI Working Paper Series in Economics and Finance.
    RePEc:hhs:hastef:0551.

    Full description at Econpapers || Download paper

  17. LAW ENFORCEMENT UNDER INCOMPLETE LAW: Theory and Evidence from Financial Market Regulation. (2004). xu, Chenggang ; Pistor, Katharina .
    In: Econometric Society 2004 Far Eastern Meetings.
    RePEc:ecm:feam04:791.

    Full description at Econpapers || Download paper

  18. Agency costs and asymmetric information in a small open economy: a dynamic general equilibrium model. (2004). Claus, Iris ; Kim, Kunhong.
    In: Econometric Society 2004 Far Eastern Meetings.
    RePEc:ecm:feam04:787.

    Full description at Econpapers || Download paper

  19. Convergence and the Potential Ban on Interactive Product Placement in Germany. (2003). Jansen, Christian.
    In: Law and Economics.
    RePEc:wpa:wuwple:0302002.

    Full description at Econpapers || Download paper

  20. Rejections and the Importance of First Response Times (Or: How Many Rejections Do Others Receive?). (2003). Azar, Ofer.
    In: General Economics and Teaching.
    RePEc:wpa:wuwpgt:0309002.

    Full description at Econpapers || Download paper

  21. The Economics of Strategic Opportunity. (2003). Winter, Sidney.
    In: LEM Papers Series.
    RePEc:ssa:lemwps:2003/10.

    Full description at Econpapers || Download paper

  22. Asymmetric Information, Financial Intermediation and the Monetary Transmission Mechanism: A Critical Review. (2003). Grimes, Arthur ; Claus, Iris.
    In: Treasury Working Paper Series.
    RePEc:nzt:nztwps:03/19.

    Full description at Econpapers || Download paper

  23. For-Profit, State, and Nonprofit: How to Cut the Pie Among the Three Sectors. (2003). Ben-Ner, Avner.
    In: Working Papers.
    RePEc:hrr:papers:0304.

    Full description at Econpapers || Download paper

  24. Einbettung von Merger und Akquisition in wirtschaftstheoretische Erklärungsansätze. (2003). Mittendorf, Thomas ; Ploger, Andre.
    In: Hannover Economic Papers (HEP).
    RePEc:han:dpaper:dp-271.

    Full description at Econpapers || Download paper

  25. Service output of bank holding companies in the 1990s and the role of risk. (2003). Wang, J. Christina.
    In: Working Papers.
    RePEc:fip:fedbwp:03-6.

    Full description at Econpapers || Download paper

  26. Loanable funds, risk, and bank service output. (2003). Wang, J. Christina.
    In: Working Papers.
    RePEc:fip:fedbwp:03-4.

    Full description at Econpapers || Download paper

  27. Equal rules or equal opportunities? Demystifying level playing field. (2003). Onderstal, Sander ; Lijesen, Mark ; Gorter, Joeri ; Appelman, Marja ; Venniker, Richard.
    In: CPB Document.
    RePEc:cpb:docmnt:34.

    Full description at Econpapers || Download paper

  28. Optimal Dynamic Choice of Durable and Perishable Goods. (2003). Riedel, Frank ; Bank, Peter.
    In: Levine's Bibliography.
    RePEc:cla:levrem:666156000000000402.

    Full description at Econpapers || Download paper

  29. Do Peer Group Members Outperform Individual Borrowers? A Test of Peer Group Lending Using Canadian Micro-Credit Data. (2003). Santor, Eric ; Gomez, Rafael.
    In: Staff Working Papers.
    RePEc:bca:bocawp:03-33.

    Full description at Econpapers || Download paper

  30. Adverse Selection and Market Substitution by Electronic Trade. (2002). Lehmann, Erik ; Fabel, Oliver.
    In: International Journal of the Economics of Business.
    RePEc:taf:ijecbs:v:9:y:2002:i:2:p:175-193.

    Full description at Econpapers || Download paper

  31. Systematically Biased Beliefs About Economics: Robust Evidence of Judgemental Anomalies from the Survey of Americans and Economists on the Economy. (2002). Caplan, Bryan.
    In: Economic Journal.
    RePEc:ecj:econjl:v:112:y:2002:i:479:p:433-458.

    Full description at Econpapers || Download paper

  32. Law Enforcement under Incomplete Law: Theory and Evidence from Financial Market Regulation. (2002). xu, Chenggang ; Pistor, Katharina .
    In: STICERD - Theoretical Economics Paper Series.
    RePEc:cep:stitep:442.

    Full description at Econpapers || Download paper

  33. Decision-Environment and Land Tenure: A Comparison of Argentina and the U. S.. (2002). Lema, Daniel ; Gallacher, Marcos ; Barron, Elena ; Brescia, Victor .
    In: CEMA Working Papers: Serie Documentos de Trabajo..
    RePEc:cem:doctra:229.

    Full description at Econpapers || Download paper

  34. Bank relationships: effect on the availability and marginal cost of credit for firms in Argentina. (2002). Streb, Jorge ; Sosa Escudero, Walter ; Henke, Alejandro ; Druck, Pablo ; Rutman, Jose ; Bolzico, Javier.
    In: CEMA Working Papers: Serie Documentos de Trabajo..
    RePEc:cem:doctra:216.

    Full description at Econpapers || Download paper

  35. Saving and growth in an open economy. (2001). Scobie, Grant ; Claus, Iris ; Haugh, David ; Tornquist, Jonas.
    In: Treasury Working Paper Series.
    RePEc:nzt:nztwps:01/32.

    Full description at Econpapers || Download paper

  36. Where to Go after the Lamfalussy Report? - An Economic Analysis of Securities Market Regulation and Supervision. (2001). Niemeyer, Jonas.
    In: SSE/EFI Working Paper Series in Economics and Finance.
    RePEc:hhs:hastef:0482.

    Full description at Econpapers || Download paper

  37. The new institutional economics. (2001). Kirsten, Johann ; Kherallah, Mylene .
    In: MSSD discussion papers.
    RePEc:fpr:mssddp:41.

    Full description at Econpapers || Download paper

  38. WHO GETS THE JOB AND WHY? AN EXPLORATIVE STUDY OF EMPLOYERSÂ’ RECRUITMENT BEHAVIOR. (2001). Behrenz, Lars .
    In: Journal of Applied Economics.
    RePEc:cem:jaecon:v:4:y:2001:n:2:p:255-278.

    Full description at Econpapers || Download paper

  39. Indicators of fragility in the UK corporate sector. (2001). Vlieghe, Gertjan.
    In: Bank of England working papers.
    RePEc:boe:boeewp:146.

    Full description at Econpapers || Download paper

  40. .

    Full description at Econpapers || Download paper

  41. Structural effects of asset-backed securitization. (2000). Wolfe, Simon.
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:6:y:2000:i:4:p:353-369.

    Full description at Econpapers || Download paper

  42. Quality Undersupply and Oversupply. (2000). Blouin, Max.
    In: Cahiers de recherche CREFE / CREFE Working Papers.
    RePEc:cre:crefwp:113.

    Full description at Econpapers || Download paper

  43. Incentives and the Core of an Exchange Economy: A Survey. (2000). Vohra, Rajiv ; minelli, enrico ; Forges, Francoise.
    In: Working Papers.
    RePEc:bro:econwp:2000-22.

    Full description at Econpapers || Download paper

  44. Asymptotic Efficiency in Stackelberg Markets with Incomplete Information. (1999). Zhang, Jianbo.
    In: CIG Working Papers.
    RePEc:wzb:wzebiv:fsiv99-07.

    Full description at Econpapers || Download paper

  45. Patterns of Trade in the Market for Used Durables: Theory and Evidence. (1999). Porter, Robert ; Sattler, Peter.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7149.

    Full description at Econpapers || Download paper

  46. Agency Costs, Credit Constraints and Corporate Investment. (1999). Hansen, Sten .
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0079.

    Full description at Econpapers || Download paper

  47. Too Cool for School? A Theory of Countersignaling. (1998). To, Ted ; Harbaugh, Rick ; Feltovich, Nick.
    In: Game Theory and Information.
    RePEc:wpa:wuwpga:9811002.

    Full description at Econpapers || Download paper

  48. Some General Questions About Markets.. (1998). Tordjman, H..
    In: Working Papers.
    RePEc:wop:iasawp:ir98025.

    Full description at Econpapers || Download paper

  49. Whats in a Name? Reputation as a Tradeable Asset. (1997). Tadelis, Steven.
    In: Working Papers.
    RePEc:wop:stanec:97033.

    Full description at Econpapers || Download paper

  50. An Empirical Examination of Information Barriers to Trade in Insurance. (1996). Philipson, Tomas ; Cawley, John.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5669.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-02-26 21:43:47 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.

pFad - Phonifier reborn

Pfad - The Proxy pFad of © 2024 Garber Painting. All rights reserved.

Note: This service is not intended for secure transactions such as banking, social media, email, or purchasing. Use at your own risk. We assume no liability whatsoever for broken pages.


Alternative Proxies:

Alternative Proxy

pFad Proxy

pFad v3 Proxy

pFad v4 Proxy