Banks, nonbanks, and business cycles

B-Tier
Journal: European Economic Review
Year: 2023
Volume: 154
Issue: C

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

European macroeconomic and financial aggregates move in lockstep over the business cycle. We develop a model in which a single risk premium shock triggers these comovements. The key feature is a financial sector where traditional banks transfer part of their risky loan portfolio to nonbank institutions. We fit the model to euro area data and find that risk premium shocks are the main driver of business and financial cycles over the past two decades.

Technical Details

RePEc Handle
repec:eee:eecrev:v:154:y:2023:i:c:s0014292123000375
Journal Field
General
Author Count
2
Added to Database
2026-01-24