Marcelo Ferman

London School of Economics & Political Science (LSE) - Department of Economics

Houghton Street

London WC2A 2AE

United Kingdom

SCHOLARLY PAPERS

4

DOWNLOADS

380

CITATIONS
Rank 45,357

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Top 45,357

in Total Papers Citations

3

Scholarly Papers (4)

The Business Cycle Implications of Banks' Maturity Transformation

Number of pages: 35 Posted: 16 Mar 2010 Last Revised: 21 Mar 2011
Martin M. Andreasen, Marcelo Ferman and Pawel Zabczyk
University of Aarhus, London School of Economics & Political Science (LSE) - Department of Economics and CCBS, Bank of England
Downloads 165 (152,810)

Abstract:

Banks, DSGE model, Financial frictions, Firm heterogeneity, Maturity transformation

The Business Cycle Implications of Banks' Maturity Transformation

ECB Working Paper No. 1489
Number of pages: 44 Posted: 21 Nov 2012
Martin M. Andreasen, Marcelo Ferman and Pawel Zabczyk
University of Aarhus, London School of Economics & Political Science (LSE) - Department of Economics and CCBS, Bank of England
Downloads 22 (455,367)

Abstract:

banks, DSGE model, financial frictions, long-term credit, maturity transformation

2.

Switching Monetary Policy Regimes and the Nominal Term Structure

Number of pages: 66 Posted: 17 Feb 2011 Last Revised: 21 Mar 2011
Marcelo Ferman
London School of Economics & Political Science (LSE) - Department of Economics
Downloads 97 (216,938)
Citation 3

Abstract:

Term Structure, Markov Switching, DSGE model, Monetary Policy

3.

The Business Cycle Implications of Banks’ Maturity Transformation

Bank of England Working Paper No. 446
Number of pages: 43 Posted: 23 Mar 2012
Martin M. Andreasen, Marcelo Ferman and Pawel Zabczyk
University of Aarhus, London School of Economics & Political Science (LSE) - Department of Economics and CCBS, Bank of England
Downloads 34 (351,298)

Abstract:

Banks, DSGE model, financial frictions, firm heterogeneity, maturity transformation

4.

The Monetary Policy Transmission Mechanism in a Term-Structure Model with Unspanned Macro Risks

Number of pages: 41 Posted: 07 Dec 2011
Marcelo Ferman
London School of Economics & Political Science (LSE) - Department of Economics
Downloads 32 (354,545)

Abstract:

Term Structure, Unspanned Risks, Affine Model, Monetary Policy Shocks