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On modelling endogenous default
Tsomocos, Dimitrios P. (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003358389
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Modelling a housing and mortgage crisis
Goodhart, Charles A. E.; Tsomocos, Dimitrios P.; … - 2010
Persistent link: https://www.econbiz.de/10003934965
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Modelling a housing and mortgage crisis
Goodhart, Charles A. E.; Tsomocos, Dimitrios P.; … - 2009
Persistent link: https://www.econbiz.de/10008822815
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Analysis of monetary policy and financial stability : a new paradigm
Goodhart, Charles A. E.; Osorio, Carolina; Tsomocos, … - 2009
This paper introduces agent heterogeneity, liquidity, and endogenous default to a DSGE framework. Our model allows for a comprehensive assessment of regulatory and monetary policy, as well as welfare analysis in the different sectors of the economy. Due to liquidity and endogenous default, the...
Persistent link: https://www.econbiz.de/10003923247
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The role of default in macroeconomics
Goodhart, Charles A. E.; Tsomocos, Dimitrios P. - 2011
Persistent link: https://www.econbiz.de/10009377366
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Decentralized clearing in financial networks
Csóka, Péter; Herings, Peter Jean-Jacques - 2016
Persistent link: https://www.econbiz.de/10011428024
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Stochastic bankruptcy games
Habis, Helga; Herings, Peter Jean-Jacques - In: International journal of game theory : official journal … 42 (2013) 4, pp. 973-988
Persistent link: https://www.econbiz.de/10010196087
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Modeling a housing and mortage crisis
Goodhart, Charles A. E.; Tsomocos, Dimitrios P.; … - In: Financial stability, monetary policy, and central …, (pp. 214-254). 2011
Persistent link: https://www.econbiz.de/10009537394
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The Mayekawa lecture : the role of default in macroeconomics
Goodhart, Charles A. E.; Tsomocos, Dimitrios P. - In: Monetary and economic studies 29 (2011), pp. 49-72
Persistent link: https://www.econbiz.de/10009385295
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On modelling endogenous default
Tsomocos, Dimitrios P. (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003299153