Unexpected loan losses and bank capital in an estimated DSGE model of the euro area
Nikolay Hristov, Oliver Hülsewig
| Year of publication: |
December 2017
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|---|---|
| Authors: | Hristov, Nikolay ; Hülsewig, Oliver |
| Published in: |
Journal of macroeconomics. - Amsterdam [u.a.] : Elsevier, ISSN 0164-0704, ZDB-ID 796245-9. - Vol. 54.2017, 2, p. 161-186
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| Subject: | DSGE model | Bank capital | Aggregate loan losses | Business cycle fluctuations | Dynamisches Gleichgewicht | Dynamic equilibrium | Konjunktur | Business cycle | Eurozone | Euro area | Kreditrisiko | Credit risk | Basler Akkord | Basel Accord | Kreditgeschäft | Bank lending | Schock | Shock | Bank | EU-Staaten | EU countries | Bankenliquidität | Bank liquidity | DSGE-Modell |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jmacro.2017.02.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011926948