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The effects of productivity shocks, financial shocks, and monetary policy on exchange rates: an application of the currency crisis model and implications for emerging market crises
Nakatani, Ryota - In: Emerging markets finance & trade : a journal of the … 53 (2017) 10/11/12, pp. 2545-2561
Persistent link: https://www.econbiz.de/10011833223
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Post-crisis slow recovery and monetary policy
Ikeda, Daisuke; Kurozumi, Takushi - 2015
Persistent link: https://www.econbiz.de/10011375859
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Monetary implications of the Hayashi-Prescott hypothesis for Japan
Andolfatto, David - 2003
Persistent link: https://www.econbiz.de/10001787112
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Monetary implications of the Hayashi-Prescott hypothesis for Japan
Andolfatto, David - In: Monetary and economic studies 21 (2003) 4, pp. 1-20
Persistent link: https://www.econbiz.de/10001855506
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Post-Crisis Slow Recovery and Monetary Policy
Ikeda, Daisuke - 2014
slowdowns in total factor productivity (TFP) growth have been measured in many economies. This paper develops a model that can … describe a slow recovery resulting from an adverse financial shock in the presence of an endogenous mechanism of TFP growth …, and examines how monetary policy should react to the financial shock in terms of social welfare. It is shown that in the …
Persistent link: https://www.econbiz.de/10013039688
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Financial crises, firm-level shocks and large downturns : evidence from Greece
Giannoulakis, Stelios; Sakellarēs, Plutarchos - In: International journal of finance & economics : IJFE 28 (2023) 2, pp. 1549-1562
Persistent link: https://www.econbiz.de/10014253424
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Uncertainty shocks, banking frictions, and economic activity
Bonciani, Dario; Roye, Björn van - 2013
In this paper we investigate the effects of uncertainty shocks on economic activity using a Dynamic Stochastic General Equilibrium (DSGE) model with heterogenous agents and a stylized banking sector. We show that frictions in credit supply amplify the effects of uncertainty shocks on economic...
Persistent link: https://www.econbiz.de/10009761866
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Financial shocks and inflation dynamics
Abbate, Angela; Eickmeier, Sandra; Prieto, Esteban - 2016
We assess the effects of financial shocks on inflation, and to what extent financial shocks can account for the "missing disinflation" during the Great Recession. We apply a vector autoregressive model to US data and identify financial shocks through sign restrictions. Our main finding is that...
Persistent link: https://www.econbiz.de/10011546785
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Cost channel of monetary policy : financial frictions and external shocks
Chang, Jui-chuan Della; Huang, Chen-jui; Chien, I-che - In: Emerging markets finance & trade : a journal of the … 50 (2014) 2, pp. 138-152
Persistent link: https://www.econbiz.de/10010403092
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Bank capital, the state contingency of banks’ assets and its role for the transmission of shocks
Kühl, Michael - 2014
The role of bank capital as a propagation channel of shocks is strongly pronounced in recent macroeconomic models. In this paper, we show how the evolution of bank capital depends on the share of non-state-contingent assets in banks’ balance sheets and present the consequences for...
Persistent link: https://www.econbiz.de/10010415785