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News shocks and business cycles: bridging the gap from different methodologies
Görtz, Christoph; Tsoukalas, John D. - Department of Economics, Adam Smith Business School - 2013
lack of agreement between different—VAR and DSGE—methodologies over the empirical plausibility of this view. We argue that … this disconnect can be largely resolved once we augment a standard DSGE model with a financial channel that provides …
Persistent link: https://www.econbiz.de/10011019231
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Fiscal Policy and Macroeconomic Imbalances
Baldacci, Emanuele; Gupta, Sanjeev; Mulas-Granados, Carlos - Banca d'Italia - 2014
The volume collects the essays presented at the 15th Workshop on Public Finance organised by Banca d'Italia in Perugia from 4 to 6 April 2013. The workshop focused on the link between fiscal policy and macroeconomic imbalances and comprised four sessions. The first session concentrated on the...
Persistent link: https://www.econbiz.de/10011277938
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News and financial intermediation in aggregate and sectoral fluctuations
Görtz, Christoph; Tsoukalas, John - Volkswirtschaftliche Fakultät, … - 2011
We estimate a two-sector DSGE model with financial intermediaries—a-la Gertler and Karadi 2011) and Gertler and …
Persistent link: https://www.econbiz.de/10011260055
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News and financial intermediation in aggregate and sectoral fluctuations
Görtz, Christoph; Tsoukalas, John - Volkswirtschaftliche Fakultät, … - 2011
We estimate a two-sector DSGEmodel with financial intermediaries—a-la Gertler and Karadi (2011) and Gertler and Kiyotaki (2010)—and quantify the importance of news shocks in accounting for aggregate and sectoral fluctuations. Our results indicate a significant role of financial market news...
Persistent link: https://www.econbiz.de/10011260551
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News and Financial Intermediation in Aggregate Fluctuations
Görtz, Christoph; Tsoukalas, John - Volkswirtschaftliche Fakultät, … - 2011
We develop a two-sector DSGE model with financial intermediation to investigate the role of news as a driving force of …
Persistent link: https://www.econbiz.de/10009325616
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News and financial intermediation in aggregate and sectoral fluctuations
Görtz, Christoph; Tsoukalas, John - Volkswirtschaftliche Fakultät, … - 2011
We estimate a two-sector DSGE model with financial intermediaries—a-la Gertler and Karadi 2011) and Gertler and …
Persistent link: https://www.econbiz.de/10010601617
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News and Financial Intermediation in Aggregate and Sectoral Fluctuations
Gortz, Christoph; Tsoukalas, John D - Department of Economics, University of Birmingham - 2012
We estimate a two-sector DSGE model with financial intermediaries - a-la Gertler and Karadi (2011) and Gertler and …
Persistent link: https://www.econbiz.de/10010602479
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News and Financial Intermediation in Aggregate and Sectoral Fluctuations
Görtz, Christoph; Tsoukalas, John D. - Centre pour la Recherche Économique et ses … - 2012
We estimate a two-sector DSGE model with financial intermediaries—a-la Gertler and Karadi (2011) and Gertler and …
Persistent link: https://www.econbiz.de/10011031882
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Inequality and debt in a model with heterogeneous agents
Ravenna, Federico; Vincent, Nicolas - In: Economics Letters 123 (2014) 2, pp. 177-182
We show that to account for the cross-sectional divergence in debt-to-income ratios in US data a DSGE model must assume …
Persistent link: https://www.econbiz.de/10011041727
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Sur les Causes et les Effets en Macro-Economie : les Contributions de Sargent et Sims,Prix Nobel d'Economie 2011
Collard, Fabrice; Fève, Patrick - Institut d'Économie Industrielle (IDEI), Toulouse … - 2012
Cet article présente les contributions originelles et essentielles de T. Sargent et C. Sims à la modélisation macro-économétrique. Après avoir exposé leur critique de la modélisation existante, cet article s'attache à préciser l'originalité de leurs approches respectives. La...
Persistent link: https://www.econbiz.de/10010968941