Uncertainty shocks, banking frictions and economic activity
Year of publication: |
December 2016
|
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Authors: | Bonciani, Dario ; Roye, Björn van |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 73.2016, p. 200-219
|
Subject: | Uncertainty Shocks | Financial frictions | Stochastic Volatility | Perturbation Methods | Third-order approximation | Theorie | Theory | Schock | Shock | Risiko | Risk | Volatilität | Volatility | Konjunktur | Business cycle | Finanzkrise | Financial crisis | Stochastischer Prozess | Stochastic process |
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