Household net saving positions and unconventional monetary policy transmission: Evidence from Japan
Author
Suggested Citation
DOI: 10.1016/j.pacfin.2023.102032
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Uhlig, Harald, 2005.
"What are the effects of monetary policy on output? Results from an agnostic identification procedure,"
Journal of Monetary Economics, Elsevier, vol. 52(2), pages 381-419, March.
- Uhlig, H.F.H.V.S., 1999. "What are the Effects of Monetary Policy on Output? Results from an Agnostic Identification Procedure," Discussion Paper 1999-28, Tilburg University, Center for Economic Research.
- Uhlig, Harald, 1999. "What are the Effects of Monetary Policy on Output? Results from an Agnostic Identification Procedure," CEPR Discussion Papers 2137, C.E.P.R. Discussion Papers.
- Bu, Chunya & Rogers, John & Wu, Wenbin, 2021.
"A unified measure of Fed monetary policy shocks,"
Journal of Monetary Economics, Elsevier, vol. 118(C), pages 331-349.
- Chunya Bu & John Rogers & Wenbin Wu, 2019. "A Unified Measure of Fed Monetary Policy Shocks," Finance and Economics Discussion Series 2019-043, Board of Governors of the Federal Reserve System (U.S.).
- John Y. Campbell & João F. Cocco, 2003.
"Household Risk Management and Optimal Mortgage Choice,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 118(4), pages 1449-1494.
- John Campbell & Joao F. Cocco, 2002. "Household Risk Management and Optimal Mortgage Choice," Computing in Economics and Finance 2002 47, Society for Computational Economics.
- Joao Cocco & John Campbell, 2004. "Household Risk Management and Optimal Mortgage Choice," Econometric Society 2004 North American Winter Meetings 646, Econometric Society.
- Joao Cocco & John Campbell, 2004. "Household Risk Management and Optimal Mortgage Choice," Econometric Society 2004 North American Winter Meetings 632, Econometric Society.
- Campbell, John & Cocco, Joao, 2003. "Household Risk Management and Optimal Mortgage Choice," Scholarly Articles 3157876, Harvard University Department of Economics.
- John Y. Campbell & Joao F. Cocco, 2002. "Household Risk Management and Optimal Mortgage Choice," Harvard Institute of Economic Research Working Papers 1946, Harvard - Institute of Economic Research.
- John Y. Campbell & Joao F. Cocco, 2003. "Household Risk Management and Optimal Mortgage Choice," NBER Working Papers 9759, National Bureau of Economic Research, Inc.
- Kurt Mitman, 2016.
"Macroeconomic Effects of Bankruptcy and Foreclosure Policies,"
American Economic Review, American Economic Association, vol. 106(8), pages 2219-2255, August.
- Kurt Mitman, 2012. "Macroeconomic Effects of Bankruptcy and Foreclosure Policies," 2012 Meeting Papers 563, Society for Economic Dynamics.
- Mitman, Kurt, 2016. "Macroeconomic Effects of Bankruptcy and Foreclosure Policies," CEPR Discussion Papers 11043, C.E.P.R. Discussion Papers.
- Pietrunti, Mario & Signoretti, Federico M., 2020.
"Unconventional monetary policy and household debt: The role of cash-flow effects,"
Journal of Macroeconomics, Elsevier, vol. 64(C).
- Mario Pietrunti & Federico M. Signoretti, 2017. "Monetary policy in times of debt," Temi di discussione (Economic working papers) 1142, Bank of Italy, Economic Research and International Relations Area.
- Arvind Krishnamurthy & Annette Vissing-Jorgensen, 2011.
"The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy,"
Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 42(2 (Fall)), pages 215-287.
- Arvind Krishnamurthy & Annette Vissing-Jorgensen, 2011. "The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy," NBER Working Papers 17555, National Bureau of Economic Research, Inc.
- Carlos Garriga & Finn E. Kydland & Roman Šustek, 2017.
"Mortgages and Monetary Policy,"
The Review of Financial Studies, Society for Financial Studies, vol. 30(10), pages 3337-3375.
- Carlos Garriga & Finn E. Kydland & Roman Sustek, 2013. "Mortgages and Monetary Policy," NBER Working Papers 19744, National Bureau of Economic Research, Inc.
- Carlos Garriga & Finn E. Kydland & Roman Šustek, 2015. "Mortgages and Monetary Policy," Working Papers 751, Queen Mary University of London, School of Economics and Finance.
- Roman Sustek & Finn Kydland & Carlos Garriga, 2015. "Mortgages and Monetary Policy," 2015 Meeting Papers 500, Society for Economic Dynamics.
- Carlos Garriga & Finn E. Kydland & Roman Šustek, 2013. "Mortgages and Monetary Policy," Discussion Papers 1306, Centre for Macroeconomics (CFM), revised May 2016.
- Carlos Garriga & Finn E. Kydland & Roman Šustek, 2015. "Mortgages and Monetary Policy," Working Papers 2015-33, Federal Reserve Bank of St. Louis.
- Carlos Garriga & Finn E. Kydland & Roman Šustek, 2013. "Mortgages and monetary policy," Working Papers 2013-37, Federal Reserve Bank of St. Louis.
- Garriga, Carlos & Kydland, Finn E. & Šustek, Roman, 2013. "Mortgages and monetary policy," LSE Research Online Documents on Economics 58248, London School of Economics and Political Science, LSE Library.
- Christiano, Lawrence J. & Eichenbaum, Martin & Evans, Charles L., 1999.
"Monetary policy shocks: What have we learned and to what end?,"
Handbook of Macroeconomics, in: J. B. Taylor & M. Woodford (ed.), Handbook of Macroeconomics, edition 1, volume 1, chapter 2, pages 65-148,
Elsevier.
- Lawrence J. Christiano & Martin S. Eichenbaum & Charles L. Evans, 1997. "Monetary policy shocks: what have we learned and to what end?," Working Paper Series, Macroeconomic Issues WP-97-18, Federal Reserve Bank of Chicago.
- Lawrence J. Christiano & Martin Eichenbaum & Charles L. Evans, 1998. "Monetary Policy Shocks: What Have We Learned and to What End?," NBER Working Papers 6400, National Bureau of Economic Research, Inc.
- Helen Hughson & Gianni La Cava & Paul Ryan & Penelope Smith, 2016.
"The Household Cash Flow Channel of Monetary Policy,"
RBA Bulletin (Print copy discontinued), Reserve Bank of Australia, pages 21-30, September.
- Gianni La Cava & Helen Hughson & Greg Kaplan, 2016. "The Household Cash Flow Channel of Monetary Policy," RBA Research Discussion Papers rdp2016-12, Reserve Bank of Australia.
- Michaelis, Henrike & Watzka, Sebastian, 2017.
"Are there differences in the effectiveness of quantitative easing at the zero-lower-bound in Japan over time?,"
Journal of International Money and Finance, Elsevier, vol. 70(C), pages 204-233.
- Henrike Michaelis & Sebastian Watzka, 2014. "Are there Differences in the Effectiveness of Quantitative Easing at the Zero-Lower-Bound in Japan over Time?," CESifo Working Paper Series 4901, CESifo.
- Michaelis, Henrike & Watzka, Sebastian, 2017. "Are there differences in the effectiveness of quantitative easing at the zero-lower-bound in Japan over time?," Munich Reprints in Economics 55051, University of Munich, Department of Economics.
- Jing Cynthia Wu & Fan Dora Xia, 2016.
"Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(2-3), pages 253-291, March.
- Jing Cynthia Wu & Fan Dora Xia, 2014. "Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound," NBER Working Papers 20117, National Bureau of Economic Research, Inc.
- Tzamourani, Panagiota, 2021.
"The interest rate exposure of euro area households,"
European Economic Review, Elsevier, vol. 132(C).
- Tzamourani, Panagiota, 2019. "The interest rate exposure of euro area households," Discussion Papers 01/2019, Deutsche Bundesbank.
- Greg Kaplan & Benjamin Moll & Giovanni L. Violante, 2018.
"Monetary Policy According to HANK,"
American Economic Review, American Economic Association, vol. 108(3), pages 697-743, March.
- Gianluca Violante & Benjamin Moll & Greg Kaplan, 2015. "Monetary Policy According to HANK," 2015 Meeting Papers 1507, Society for Economic Dynamics.
- Greg Kaplan & Benjamin Moll & Giovanni L. Violante, 2016. "Monetary Policy According to HANK," Working Papers 1602, Council on Economic Policies.
- Kaplan, Greg & Moll, Benjamin & Violante, Giovanni L., 2016. "Monetary policy according to HANK," Working Paper Series 1899, European Central Bank.
- Greg Kaplan & Benjamin Moll & Giovanni L. Violante, 2017. "Monetary Policy According to HANK," IMES Discussion Paper Series 17-E-04, Institute for Monetary and Economic Studies, Bank of Japan.
- Greg Kaplan & Benjamin Moll & Giovanni L. Violante, 2016. "Monetary Policy According to HANK," NBER Working Papers 21897, National Bureau of Economic Research, Inc.
- Violante, Giovanni & Kaplan, Greg & Moll, Benjamin, 2016. "Monetary Policy According to HANK," CEPR Discussion Papers 11068, C.E.P.R. Discussion Papers.
- Krippner, Leo, 2013.
"Measuring the stance of monetary policy in zero lower bound environments,"
Economics Letters, Elsevier, vol. 118(1), pages 135-138.
- Leo Krippner, 2012. "Measuring the stance of monetary policy in zero lower bound environments," CAMA Working Papers 2012-35, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Leo Krippner, 2012. "Measuring the stance of monetary policy in zero lower bound environments," Reserve Bank of New Zealand Discussion Paper Series DP2012/04, Reserve Bank of New Zealand.
- Adrien Auclert, 2019.
"Monetary Policy and the Redistribution Channel,"
American Economic Review, American Economic Association, vol. 109(6), pages 2333-2367, June.
- Adrien Auclert, 2015. "Monetary Policy and the Redistribution Channel," 2015 Meeting Papers 381, Society for Economic Dynamics.
- Adrien Auclert, 2017. "Monetary Policy and the Redistribution Channel," NBER Working Papers 23451, National Bureau of Economic Research, Inc.
- Adrien Auclert, 2017. "Monetary Policy and the Redistribution Channel," Working Papers 1706, Council on Economic Policies.
- Alessandro Calza & Tommaso Monacelli & Livio Stracca, 2013.
"Housing Finance And Monetary Policy,"
Journal of the European Economic Association, European Economic Association, vol. 11, pages 101-122, January.
- Calza, Alessandro & Monacelli, Tommaso & Stracca, Livio, 2009. "Housing finance and monetary policy," Working Paper Series 1069, European Central Bank.
- James H. Stock & Mark W. Watson, 2018.
"Identification and Estimation of Dynamic Causal Effects in Macroeconomics Using External Instruments,"
Economic Journal, Royal Economic Society, vol. 128(610), pages 917-948, May.
- James H. Stock & Mark W. Watson, 2018. "Identification and Estimation of Dynamic Causal Effects in Macroeconomics Using External Instruments," NBER Working Papers 24216, National Bureau of Economic Research, Inc.
- Martin Flodén & Matilda Kilström & Jósef Sigurdsson & Roine Vestman, 2021.
"Household Debt and Monetary Policy: Revealing the Cash-Flow Channel,"
The Economic Journal, Royal Economic Society, vol. 131(636), pages 1742-1771.
- Roine Vestman & Matilda Kilström & Josef Sigurdsson & Martin Floden, 2016. "Household Debt and Monetary Policy: Revealing the Cash-Flow Channel," 2016 Meeting Papers 1015, Society for Economic Dynamics.
- Floden, Martin & Kilström, Matilda & Sigurdsson, Jósef & Vestman, Roine, 2017. "Household Debt and Monetary Policy: Revealing the Cash-Flow Channel," CEPR Discussion Papers 12270, C.E.P.R. Discussion Papers.
- Flodén, Martin & Kilström, Matilda & Sigurdsson, Jósef & Vestman, Roine, 2017. "Household Debt and Monetary Policy: Revealing the Cash-Flow Channel," Working Paper Series 342, Sveriges Riksbank (Central Bank of Sweden).
- Huber, Florian & Punzi, Maria Teresa, 2020.
"International Housing Markets, Unconventional Monetary Policy, And The Zero Lower Bound,"
Macroeconomic Dynamics, Cambridge University Press, vol. 24(4), pages 774-806, June.
- Huber, Florian & Punzi, Maria Teresa, 2016. "International housing markets, unconventional monetary policy and the zero lower bound," FinMaP-Working Papers 58, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
- Florian Huber & Maria Teresa Punzi, 2016. "International Housing Markets, Unconventional Monetary Policy and the Zero Lower Bound," Department of Economics Working Papers wuwp216, Vienna University of Economics and Business, Department of Economics.
- Huber, Florian & Punzi, Maria Teresa, 2016. "International Housing Markets, Unconventional Monetary Policy and the Zero Lower Bound," Department of Economics Working Paper Series 216, WU Vienna University of Economics and Business.
- James Cloyne & Clodomiro Ferreira & Paolo Surico, 2020.
"Monetary Policy when Households have Debt: New Evidence on the Transmission Mechanism,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 87(1), pages 102-129.
- Surico, Paolo & Cloyne, James & Ferreira, Clodomiro, 2015. "Monetary Policy when Households have Debt: New Evidence on the Transmission Mechanism," CEPR Discussion Papers 11023, C.E.P.R. Discussion Papers.
- Cloyne, James & Ferreira, Clodomiro & Surico, Paolo, 2016. "Monetary policy when households have debt: new evidence on the transmission mechanism," Bank of England working papers 589, Bank of England.
- James Cloyne & Clodomiro Ferreira & Paolo Surico, 2018. "Monetary policy when households have debt: new evidence on the transmission mechanism," Working Papers 1813, Banco de España.
- Ralph Luetticke, 2021.
"Transmission of Monetary Policy with Heterogeneity in Household Portfolios,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 13(2), pages 1-25, April.
- Ralph Luetticke, 2018. "Transmission of Monetary Policy with Heterogeneity in Household Portfolios," Discussion Papers 1819, Centre for Macroeconomics (CFM).
- Luetticke, Ralph, 2018. "Transmission of monetary policy with heterogeneity in household portfolios," LSE Research Online Documents on Economics 90377, London School of Economics and Political Science, LSE Library.
- Alisdair McKay & Christian K. Wolf, 2023. "Monetary Policy and Inequality," Journal of Economic Perspectives, American Economic Association, vol. 37(1), pages 121-144, Winter.
- Slacalek, Jiri & Tristani, Oreste & Violante, Giovanni L., 2020.
"Household balance sheet channels of monetary policy: A back of the envelope calculation for the euro area,"
Journal of Economic Dynamics and Control, Elsevier, vol. 115(C).
- Violante, Giovanni & , & Tristani, Oreste, 2019. "Household Balance Sheet Channels of Monetary Policy: A Back of the Envelope Calculation for the Euro Area," CEPR Discussion Papers 14245, C.E.P.R. Discussion Papers.
- Jiri Slacalek & Oreste Tristani & Giovanni L. Violante, 2020. "Household Balance Sheet Channels of Monetary Policy: A Back of the Envelope Calculation for the Euro Area," NBER Working Papers 26630, National Bureau of Economic Research, Inc.
- Ayako Saiki & Jon Frost, 2014.
"Does unconventional monetary policy affect inequality? Evidence from Japan,"
Applied Economics, Taylor & Francis Journals, vol. 46(36), pages 4445-4454, December.
- Ayako Saiki & Jon Frost, 2014. "Does Unconventional Monetary Policy Affect Inequality? Evidence from Japan," Working Papers 1402, Council on Economic Policies.
- Jordi Galí, 2015. "Monetary Policy, Inflation, and the Business Cycle: An Introduction to the New Keynesian Framework and Its Applications Second edition," Economics Books, Princeton University Press, edition 2, number 10495.
- Marjorie Flavin & Takashi Yamashita, 2002. "Owner-Occupied Housing and the Composition of the Household Portfolio," American Economic Review, American Economic Association, vol. 92(1), pages 345-362, March.
- Ayako Saiki & Jon Frost, 2014. "How does unconventional monetary policy affect inequality? Evidence from Japan," DNB Working Papers 423, Netherlands Central Bank, Research Department.
- Greg Kaplan & Giovanni L. Violante & Justin Weidner, 2014.
"The Wealthy Hand-to-Mouth,"
Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 45(1 (Spring), pages 77-153.
- Violante, Giovanni & Kaplan, Greg & Weidner, Justin, 2014. "The Wealthy Hand-to-Mouth," CEPR Discussion Papers 9954, C.E.P.R. Discussion Papers.
- Gianluca Violante & Greg Kaplan & Justin Weidner, 2014. "The Wealthy Hand-to-Mouth," 2014 Meeting Papers 192, Society for Economic Dynamics.
- Greg Kaplan & Giovanni L. Violante & Justin Weidner, 2014. "The Wealthy Hand-to-Mouth," NBER Working Papers 20073, National Bureau of Economic Research, Inc.
- Hiroyuki Kubota & Mototsugu Shintani, 2022. "High-frequency identification of monetary policy shocks in Japan," The Japanese Economic Review, Springer, vol. 73(3), pages 483-513, July.
- Marco Di Maggio & Amir Kermani & Benjamin J. Keys & Tomasz Piskorski & Rodney Ramcharan & Amit Seru & Vincent Yao, 2017. "Interest Rate Pass-Through: Mortgage Rates, Household Consumption, and Voluntary Deleveraging," American Economic Review, American Economic Association, vol. 107(11), pages 3550-3588, November.
- Fang Yang, 2009.
"Consumption over the Life Cycle: How Different is Housing?,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 12(3), pages 423-443, July.
- Fang (Annie) Yang, 2006. "Consumption Over Life Cycle: How Different is Housing?," Discussion Papers 06-01, University at Albany, SUNY, Department of Economics.
- Greg Kaplan & Giovanni L. Violante & Justin Weidner, 2014. "The Wealthy Hand-to-Mouth," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 48(1 (Spring), pages 77-153.
- Pascal Paul, 2020.
"The Time-Varying Effect of Monetary Policy on Asset Prices,"
The Review of Economics and Statistics, MIT Press, vol. 102(4), pages 690-704, October.
- Pascal Paul, 2019. "The Time-Varying Effect of Monetary Policy on Asset Prices," Working Paper Series 2017-09, Federal Reserve Bank of San Francisco.
- Masayuki Inui & Nao Sudo & Tomoaki Yamada, 2017.
"The effects of monetary policy shocks on inequality in Japan,"
BIS Working Papers
642, Bank for International Settlements.
- Masayuki Inui & Nao Sudo & Tomoaki Yamada, 2017. "Effects of Monetary Policy Shocks on Inequality in Japan," Bank of Japan Working Paper Series 17-E-3, Bank of Japan.
- Òscar Jordà, 2005. "Estimation and Inference of Impulse Responses by Local Projections," American Economic Review, American Economic Association, vol. 95(1), pages 161-182, March.
- Arvind Krishnamurthy & Annette Vissing-Jorgensen, 2011. "The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 43(2 (Fall)), pages 215-287.
- Musso, Alberto & Neri, Stefano & Stracca, Livio, 2011.
"Housing, consumption and monetary policy: How different are the US and the euro area?,"
Journal of Banking & Finance, Elsevier, vol. 35(11), pages 3019-3041, November.
- Musso, Alberto & Neri, Stefano & Stracca, Livio, 2010. "Housing, consumption and monetary policy: how different are the US and the euro area?," Working Paper Series 1161, European Central Bank.
- Alberto Musso & Stefano Neri & Livio Stracca, 2011. "Housing, consumption and monetary policy: how different are the U.S. and the euro area?," Temi di discussione (Economic working papers) 807, Bank of Italy, Economic Research and International Relations Area.
- Martin Blomhoff Holm & Pascal Paul & Andreas Tischbirek, 2021.
"The Transmission of Monetary Policy under the Microscope,"
Journal of Political Economy, University of Chicago Press, vol. 129(10), pages 2861-2904.
- Martin Holm & Pascal Paul & Andreas Tischbirek, 2020. "The Transmission of Monetary Policy under the Microscope," Working Paper Series 2020-03, Federal Reserve Bank of San Francisco.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Cumming, Fergus, 2022.
"Mortgage cash-flows and employment,"
European Economic Review, Elsevier, vol. 144(C).
- Fergus Cumming, 2019. "Mortgage Cash-flows and Employment," Discussion Papers 1922, Centre for Macroeconomics (CFM).
- James Cloyne & Clodomiro Ferreira & Paolo Surico, 2020.
"Monetary Policy when Households have Debt: New Evidence on the Transmission Mechanism,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 87(1), pages 102-129.
- Surico, Paolo & Cloyne, James & Ferreira, Clodomiro, 2015. "Monetary Policy when Households have Debt: New Evidence on the Transmission Mechanism," CEPR Discussion Papers 11023, C.E.P.R. Discussion Papers.
- James Cloyne & Clodomiro Ferreira & Paolo Surico, 2018. "Monetary policy when households have debt: new evidence on the transmission mechanism," Working Papers 1813, Banco de España.
- Cloyne, James & Ferreira, Clodomiro & Surico, Paolo, 2016. "Monetary policy when households have debt: new evidence on the transmission mechanism," Bank of England working papers 589, Bank of England.
- Slacalek, Jiri & Tristani, Oreste & Violante, Giovanni L., 2020.
"Household balance sheet channels of monetary policy: A back of the envelope calculation for the euro area,"
Journal of Economic Dynamics and Control, Elsevier, vol. 115(C).
- Violante, Giovanni & , & Tristani, Oreste, 2019. "Household Balance Sheet Channels of Monetary Policy: A Back of the Envelope Calculation for the Euro Area," CEPR Discussion Papers 14245, C.E.P.R. Discussion Papers.
- Jiri Slacalek & Oreste Tristani & Giovanni L. Violante, 2020. "Household Balance Sheet Channels of Monetary Policy: A Back of the Envelope Calculation for the Euro Area," NBER Working Papers 26630, National Bureau of Economic Research, Inc.
- Garriga, Carlos & Kydland, Finn E. & Šustek, Roman, 2021.
"MoNK: Mortgages in a New-Keynesian model,"
Journal of Economic Dynamics and Control, Elsevier, vol. 123(C).
- Carlos Garriga & Finn E. Kydland & Roman Šustek, 2019. "MoNK: Mortgages in a New-Keynesian Model," Working Papers 2019-32, Federal Reserve Bank of St. Louis.
- Carlos Carriga & Finn E. Kydland & Roman Sustek, 2019. "MoNK: Mortgages in a New-Keynesian Model," Discussion Papers 1920, Centre for Macroeconomics (CFM).
- Carlos Garriga & Finn E. Kydland & Roman Šustek, 2019. "MoNK: Mortgages in a New-Keynesian Model," NBER Working Papers 26427, National Bureau of Economic Research, Inc.
- Fergus Cumming & Paul Hubert, 2019. "The Role of Households' Borrowing Constraints in the Transmission of Monetary Policy This paper investigates how the transmission of monetary policy to the real economy depends on the distribution of ," Documents de Travail de l'OFCE 2019-20, Observatoire Francais des Conjonctures Economiques (OFCE).
- Asger Lau Andersen & Niels Johannesen & Mia Jørgensen & José-Luis Peydró, 2020.
"Monetary policy and inequality,"
Economics Working Papers
1761, Department of Economics and Business, Universitat Pompeu Fabra, revised Mar 2021.
- Asger Lau Andersen & Niels Johannesen & Mia Jørgensen & José-Luis Peydró, 2022. "Monetary Policy and Inequality," CEBI working paper series 22-09, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI).
- Peydró, José-Luis & Andersen, Asger Lau & Johannesen, Niels & Jørgensen, Mia, 2021. "Monetary Policy and Inequality," CEPR Discussion Papers 15599, C.E.P.R. Discussion Papers.
- Asger Lau Andersen & Niels Johannesen & Mia Jørgensen & José-Luis Peydró, 2020. "Monetary Policy and Inequality," Working Papers 1227, Barcelona School of Economics.
- Andersen, Asger Lau & Johannesen, Niels & Jørgensen, Mia & Peydró, José-Luis, 2021. "Monetary Policy and Inequality," EconStor Preprints 227763, ZBW - Leibniz Information Centre for Economics.
- Fergus Cumming & Paul Hubert, 2019.
"The role of households' borrowing constraints in the transmission of monetary policy,"
SciencePo Working papers Main
hal-03403257, HAL.
- Cumming, Fergus & Hubert, Paul, 2019. "The role of households’ borrowing constraints in the transmission of monetary policy," Bank of England working papers 836, Bank of England, revised 06 Jan 2020.
- Fergus Cumming & Paul Hubert, 2019. "The role of households' borrowing constraints in the transmission of monetary policy," Working Papers hal-03403257, HAL.
- Funke, Michael & Li, Xiang & Zhong, Doudou, 2023. "Household indebtedness, financial frictions and the transmission of monetary policy to consumption: Evidence from China," Emerging Markets Review, Elsevier, vol. 55(C).
- Anna Samarina & Anh D.M. Nguyen, 2024.
"Does Monetary Policy Affect Income Inequality in the Euro Area?,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 56(1), pages 35-80, February.
- Anna Samarina & Anh D.M. Nguyen, 2019. "Does monetary policy affect income inequality in the euro area?," Bank of Lithuania Working Paper Series 61, Bank of Lithuania.
- Anna Samarina & Anh D.M. Nguyen, 2019.
"Does monetary policy affect income inequality in the euro area?,"
Bank of Lithuania Working Paper Series
61, Bank of Lithuania.
- Anna Samarina & Anh D.M. Nguyen, 2019. "Does monetary policy affect income inequality in the euro area?," DNB Working Papers 626, Netherlands Central Bank, Research Department.
- Pietrunti, Mario & Signoretti, Federico M., 2020.
"Unconventional monetary policy and household debt: The role of cash-flow effects,"
Journal of Macroeconomics, Elsevier, vol. 64(C).
- Mario Pietrunti & Federico M. Signoretti, 2017. "Monetary policy in times of debt," Temi di discussione (Economic working papers) 1142, Bank of Italy, Economic Research and International Relations Area.
- Martin Flodén & Matilda Kilström & Jósef Sigurdsson & Roine Vestman, 2021.
"Household Debt and Monetary Policy: Revealing the Cash-Flow Channel,"
The Economic Journal, Royal Economic Society, vol. 131(636), pages 1742-1771.
- Roine Vestman & Matilda Kilström & Josef Sigurdsson & Martin Floden, 2016. "Household Debt and Monetary Policy: Revealing the Cash-Flow Channel," 2016 Meeting Papers 1015, Society for Economic Dynamics.
- Floden, Martin & Kilström, Matilda & Sigurdsson, Jósef & Vestman, Roine, 2017. "Household Debt and Monetary Policy: Revealing the Cash-Flow Channel," CEPR Discussion Papers 12270, C.E.P.R. Discussion Papers.
- Flodén, Martin & Kilström, Matilda & Sigurdsson, Jósef & Vestman, Roine, 2017. "Household Debt and Monetary Policy: Revealing the Cash-Flow Channel," Working Paper Series 342, Sveriges Riksbank (Central Bank of Sweden).
- Johnson Worlanyo Ahiadorme, 2022.
"Monetary policy transmission and income inequality in Sub-Saharan Africa,"
Economic Change and Restructuring, Springer, vol. 55(3), pages 1555-1585, August.
- Ahiadorme, Johnson Worlanyo, 2020. "Monetary policy transmission and income inequality in Sub-Saharan Africa," MPRA Paper 104084, University Library of Munich, Germany.
- Renzhi, Nuobu, 2022. "Do house prices play a role in unconventional monetary policy transmission in Japan?," Journal of Asian Economics, Elsevier, vol. 83(C).
- Anastasios Evgenidis & Apostolos Fasianos, 2021.
"Unconventional Monetary Policy and Wealth Inequalities in Great Britain,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(1), pages 115-175, February.
- Fasianos, Apostolos & Evgenidis, Anastasios, 2020. "Unconventional Monetary Policy and Wealth Inequalities in Great Britain," CEPR Discussion Papers 14656, C.E.P.R. Discussion Papers.
- Tomás Opazo, 2023. "The Heterogeneous Effect of Monetary Policy Shocks: Evidence for US Households," Working Papers Central Bank of Chile 992, Central Bank of Chile.
- repec:hal:spmain:info:hdl:2441/5buvtkmlk091prrdje4a0tbkla is not listed on IDEAS
- Giacomo Rella, 2021. "The Fed, housing and household debt over time," Department of Economics University of Siena 850, Department of Economics, University of Siena.
- Sumit Agarwa & Yongheng Deng & Quanlin Gu & Jia He & Wenlan Qian & Yuan Ren, 2022. "Mortgage Debt, Hand-to-Mouth Households, and Monetary Policy Transmission [Policy intervention in debt renegotiation: evidence from the home affordable modification program]," Review of Finance, European Finance Association, vol. 26(3), pages 487-520.
- Anastasios Evgenidis & Apostolos Fasianos, 2019. "Monetary Policy and Wealth Inequalities in Great Britain: Assessing the role of unconventional policies for a decade of household data," Papers 1912.09702, arXiv.org.
- repec:spo:wpmain:info:hdl:2441/5buvtkmlk091prrdje4a0tbkla is not listed on IDEAS
- Tzamourani, Panagiota, 2021.
"The interest rate exposure of euro area households,"
European Economic Review, Elsevier, vol. 132(C).
- Tzamourani, Panagiota, 2019. "The interest rate exposure of euro area households," Discussion Papers 01/2019, Deutsche Bundesbank.
More about this item
Keywords
Unconventional monetary policy; Household net saving position; Consumption;All these keywords.
JEL classification:
- E21 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Consumption; Saving; Wealth
- E51 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Money Supply; Credit; Money Multipliers
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000987. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/pacfin .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.