Dealing with financial instability under a DSGE modeling approach with banking intermediation: A predictability analysis versus TVP-VARs
Year of publication: |
2016
|
---|---|
Authors: | Bekiros, Stelios ; Cardani, Roberta ; Paccagnini, Alessia ; Villa, Stefania |
Publisher: |
Dublin : University College Dublin, UCD School of Economics |
Subject: | Financial frictions | DSGE | Time-varying coefficients | Extended Kalman filter | Banking sector |
Series: | |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 865484430 [GVK] hdl:10419/175470 [Handle] RePEc:ucn:wpaper:201611 [RePEc] |
Classification: | C11 - Bayesian Analysis ; C13 - Estimation ; C32 - Time-Series Models ; E37 - Forecasting and Simulation |
Source: |
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Bekiros, Stelios, (2016)
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Bekiros, Stelios, (2016)
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