The equity price channel in a New-Keynesian DSGE model with financial frictions and banking
Year of publication: |
January 2016
|
---|---|
Authors: | Hollander, Hylton ; Liu, Guangling |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 52.2016, part B, p. 375-389
|
Subject: | Equity price channel | Asset pricing | Financial frictions | Bank capital | New-Keynesian | Bayesian | Börsenkurs | Share price | Geldpolitische Transmission | Monetary transmission | Geldpolitik | Monetary policy | Neoklassische Synthese | Neoclassical synthesis | Dynamisches Gleichgewicht | Dynamic equilibrium | DSGE-Modell | DSGE model | Theorie | Theory | Schock | Shock | Bayes-Statistik | Bayesian inference |
-
Financial frictions and shocks in an estimated small open economy DSGE model
Doojav, Gan-Ochir, (2020)
-
Monetary policy, financial frictions and structural changes : a Markov-switching DSGE approach
Anguyo, Francis Leni, (2019)
-
Commodity exports, financial frictions, and international spillovers
Houssa, Romain, (2023)
- More ...
-
Hollander, Hylton, (2016)
-
Credit spread variability in U.S. business cycles: The Great Moderation versus the Great Recession
Hollander, Hylton, (2014)
-
The equity price channel in a New-Keynesian DSGE model with financial frictions and banking
Hollander, Hylton, (2013)
- More ...