An estimated DSGE model for Denmark with housing, banking, and financial frictions

An Estimated DSGE model for Denmark with Housing, Banking, and Financial Friktions The financial crisis has moved attention to the modeling of financial frictions and banks in DSGE models. The preceding housing boom put focus on the need to incorporate developments in the residential sector, including house prices. This paper documents an estimated DSGE model of the Danish economy with financial frictions, banking and a construction sector.

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Year of publication:	2016
Authors:	Pedersen, Jesper
Publisher:	Copenhagen : Danmarks Nationalbank
Subject:	DSGE Models \| Estimation \| Financial frictions \| Banking

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Series:	Danmarks Nationalbank Working Papers ; 108
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	English
Other identifiers:	881447110 [GVK] hdl:10419/171802 [Handle]
Classification:	E17 - Forecasting and Simulation ; E32 - Business Fluctuations; Cycles ; E62 - Fiscal Policy; Public Expenditures, Investment, and Finance; Taxation ; E65 - Studies of Particular Policy Episodes ; F41 - Open Economy Macroeconomics
Source:	EconStor

Persistent link: https://www.econbiz.de/10011754965