References
- Bekaert, G., M. Hoerova, and M. Lo Duca. 2013. “Risk, Uncertainty and Monetary Policy.” Journal of Monetary Economics 60: 771–788. doi:10.1016/j.jmoneco.2013.06.003.
- Borio, C., and H. Zhu. 2012. Capital regulation, risk-taking and monetary policy: a missing link in the transmission mechanism? Journal of Financial Stability 8 (4): 236–251.
- Brunnermeier, M., J. De Gregorio, B. Eichengreen, M. El-Erian., A. Fraga., T. Ito., P. Lane., et al. 2012. “Banks and Cross-Border Capital Flows: Policy Challenges and Regulatory Responses.” Committee on International Economic Policy and Reform, Washington:Brookings, Mass.
- Bruno, V., and H. S. Shin. 2014. “Cross-border Banking and Global Liquidity.” BIS Working Paper 458, Basle: Bank for International Settlements.
- Bruno, V., and H. S. Shin. 2015. “Capital Flows and the Risk-Taking Channel of Monetary Policy.” Journal of Monetary Economics 71: 119–132. doi:10.1016/j.jmoneco.2014.11.011.
- Bun, M. 2006. “The Effects of Dynamic Feedbacks on Ls and Mm Estimator Accuracy in Panel Data Models.” Journal of Econometrics 132 (2): 409–444.
- Cagala, T., and U. Glogowsky. 2014. Panel Vector Autoregressions for Stata (xtvar).
- Doan, T. A. 2007. RATS Version 7, User’s Guide. Evanston, IL: Estima.
- Hamilton, J. D. 1994. Time Series Analysis. New Jersey: Princeton University Press.
- Im, K., M. Pesaran, and Y. Shin. 2003. “Testing for Unit Roots in Heterogeneous Panels.” Journal of Econometrics 115: 53–74. doi:10.1016/S0304-4076(03)00092-7.
- Maddala, G., and S. Wu. 1999. “A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test.” Oxford Bulletin of Economics and Statistics 61: 631–652. doi:10.1111/obes.1999.61.issue-S1.
- Nickell, S. 1981. “Biases in Dynamic Models with Fixed Effects.” Econometrica 49: 1417–1426. doi:10.2307/1911408.
- Rey, H. 2015. “Dilemma not Trilemma: The Global Financial Cycle and Monetary Policy Independence.” NBER Working Paper 21162. Cambridge: The National Bureau of Economic Research, Mass.
- Sims, C., and T. Zha. 1999. “Error Bands for Impulse Responses.” Econometrica 67: 1113–1155. doi:10.1111/ecta.1999.67.issue-5.
- Stock, J., and M. Watson. 2001. “Vector Autoregressions.” Journal of Economic Perspectives 15: 101–115. doi:10.1257/jep.15.4.101.