Narrow search
Showing 1 - 10 of 554
Cover Image
Financial (in)stability, supervision and liquidity injections: a dynamic general equilibrium approach
de Walque, Gregory; Pierrard, Olivier; Rouabah, Abdelaziz - 2008
This paper develops a dynamic stochastic general equilibrium model with interactions between an heterogeneous banking sector and other private agents. We introduce endogenous default probabilities for both firms and banks, and allow for bank regulation and liquidity injection into the...
Persistent link: https://www.econbiz.de/10011506669
Cover Image
The dominant borrower syndrome : the case of Pakistan
Khan, Sajawal; Pasha, Farooq; Rehman, Muhammad; … - 2016
Persistent link: https://www.econbiz.de/10011540374
Cover Image
Dealing with financial instability under a DSGE modeling approach with banking intermediation : a forecastability analysis versus TVP-VARs
Bekiros, Stelios; Cardani, Roberta; Paccagnini, Alessia; … - 2015
Persistent link: https://www.econbiz.de/10011372826
Cover Image
Dealing with financial instability under a DSGE modeling approach with banking intermediation : a predictability analysis versus TVP-VARs
Bekiros, Stelios; Cardani, Roberta; Paccagnini, Alessia; … - 2016
In the dynamic stochastic general equilibrium (DSGE) literature there has been an increasing aware- ness on the role … that the banking sector can play in macroeconomic activity. We present a DSGE model with financial intermediation as in … crucial in any attempted empirical analysis. Since DSGE modelling usually fails to take into account inherent nonlinearities …
Persistent link: https://www.econbiz.de/10011518833
Cover Image
Dealing with financial instability under a DSGE modeling approach with banking intermediation : a predictability analysis versus TVP-VARs
Bekiros, Stelios; Cardani, Roberta; Paccagnini, Alessia; … - In: Journal of financial stability 26 (2016), pp. 216-227
Persistent link: https://www.econbiz.de/10011705507
Cover Image
Financial (in)stability, supervision and liquidity injections : a dynamic general equilibrium approach
De Walque, Gregory; Pierrard, Olivier; Rouabah, Abdelaziz - 2008
This paper develops a dynamic stochastic general equilibrium model with interactions between an heterogeneous banking sector and other private agents. We introduce endogenous default probabilities for both firms and banks, and allow for bank regulation and liquidity injection into the...
Persistent link: https://www.econbiz.de/10011599187
Cover Image
On shadow banking and financial frictions in DSGE modeling
Kirchner, Philipp - 2020
usage of dynamic stochastic general equilibrium (DSGE) models. To capture the nonlinearities of the GFC, these models were … system. We provide a structured review of the strand of literature that considers shadow banking in DSGE setups and draw …
Persistent link: https://www.econbiz.de/10012198325
Cover Image
Is monetary policy always effective? : incomplete interest rate pass-through in a DSGE model
Binning, Andrew; Bjørnland, Hilde Christiane; Maih, Junior - 2019
We estimate a regime-switching DSGE model with a banking sector to explain incomplete and asymmetric interest rate pass …
Persistent link: https://www.econbiz.de/10012214427
Cover Image
On shadow banking and financial frictions in DSGE modeling
Kirchner, Philipp - In: Review of economics 71 (2020) 2, pp. 101-133
Persistent link: https://www.econbiz.de/10012299922