Macro-finance models with nonlinear dynamics
Year of publication: |
2023
|
---|---|
Authors: | Dou, Winston Wei ; Fang, Xiang ; Lo, Andrew W. ; Uhling, Harald |
Published in: |
Annual review of financial economics. - Palo Alto, Calif. : Annual Reviews, ISSN 1941-1375, ZDB-ID 2516758-3. - Vol. 15.2023, p. 407-432
|
Subject: | DSGE models | dynamic stochastic general equilibrium models | systemic risk | endogenous jump risk | financial constraints | liquidity | Dynamisches Gleichgewicht | Dynamic equilibrium | Theorie | Theory | Stochastischer Prozess | Stochastic process | Finanzmarkt | Financial market | Risiko | Risk | Liquidität | Liquidity | Liquiditätsbeschränkung | Liquidity constraint | DSGE-Modell | DSGE model |
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