Macroprudential policy and forecasting using hybrid DSGE models with financial frictions and state space Markov-Switching TVP-VARS
Stelios D. Bekiros (European University Institute, Rimini Centre for Economic Analysis and Athens University of Economics and Business), Aleesia Paccagnini (Università degli Studi di Milano-Bicocca)
| Year of publication: |
October 2015
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|---|---|
| Authors: | Bekiros, Stelios D. ; Paccagnini, Alessia |
| Published in: |
Macroeconomic dynamics. - Cambridge : Cambridge Univ. Press, ISSN 1365-1005, ZDB-ID 1412233-9. - Vol. 19.2015, 7, p. 1565-1592
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| Subject: | Financial Frictions | Time-Varying Coefficients | Quasi-optimal Filtering | Dynamisches Gleichgewicht | Dynamic equilibrium | Theorie | Theory | DSGE-Modell | DSGE model | Bayes-Statistik | Bayesian inference | Markov-Kette | Markov chain | Prognoseverfahren | Forecasting model | Zustandsraummodell | State space model | Zeitreihenanalyse | Time series analysis | Finanzmarktaufsicht | Financial supervision | Geldpolitik | Monetary policy | Finanzkrise | Financial crisis | Schock | Shock | Konjunktur | Business cycle |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011515386