Dealing with financial instability under a DSGE modeling approach with banking intermediation : a predictability analysis versus TVP-VARs
Year of publication: |
August 2016
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Authors: | Bekiros, Stelios ; Cardani, Roberta ; Paccagnini, Alessia ; Villa, Stefania |
Publisher: |
Dublin : UCD School of Economics, University College Dublin |
Subject: | Financial frictions | DSGE | Time-varying coefficients | Extended Kalman filter | Banking sector | Dynamisches Gleichgewicht | Dynamic equilibrium | Finanzkrise | Financial crisis | Zustandsraummodell | State space model | Bank | Prognoseverfahren | Forecasting model | Theorie | Theory | Bankenkrise | Banking crisis | Finanzintermediation | Financial intermediation | DSGE-Modell | DSGE model |
Extent: | 1 Online-Ressource (circa 25 Seiten) Illustrationen |
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Series: | Working paper series. - Dublin : [Verlag nicht ermittelbar], ZDB-ID 2094056-7. - Vol. WP16/11 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Other identifiers: | hdl:10419/175470 [Handle] |
Classification: | C11 - Bayesian Analysis ; C13 - Estimation ; C32 - Time-Series Models ; E37 - Forecasting and Simulation |
Source: | ECONIS - Online Catalogue of the ZBW |
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Bekiros, Stelios, (2016)
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Bekiros, Stelios, (2015)
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Forecasting with instabilities : an application to DSGE models with financial frictions
Cardani, Roberta, (2015)
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Bekiros, Stelios, (2016)
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Bekiros, Stelios, (2015)
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