Narrow search
Showing 1 - 10 of 7,793
Cover Image
Financial frictions and shocks in an estimated small open economy DSGE model
Doojav, Gan-Ochir; Kalirajan, Kaliappa - In: Journal of quantitative economics 18 (2020) 2, pp. 253-291
Persistent link: https://www.econbiz.de/10012418824
Cover Image
Essays in macroeconomics
Peter, Alexandra - 2011
Persistent link: https://www.econbiz.de/10009491453
Cover Image
Financial globalisation, monetary policy spillovers and macro-modelling : tales from 1001 shocks
Georgiadis, Georgios; Jančoková, Martina - 2017
. Consistent with the predictions from our hypothesis we find: Monetary policy shock estimates obtained from New Keynesian DSGE … hypothesise that New Keynesian DSGE models that do not feature powerful financial spillover channels confound the effects of … data on monetary policy shock estimates for 29 economies obtained from more than 280 monetary models in the literature …
Persistent link: https://www.econbiz.de/10011664579
Cover Image
The post-crisis slump in the Euro Area and the US : evidence from an estimated three-region DSGE model
Kollmann, Robert; Pataracchia, Béatrice; Raciborski, Rafal - 2016
Persistent link: https://www.econbiz.de/10011672220
Cover Image
The post-crisis slump in the Euro Area and the US : evidence from an estimated three-region DSGE model
Kollmann, Robert; Pataracchia, Beatrice; Raciborski, Rafal - In: European economic review : EER 88 (2016), pp. 21-41
Persistent link: https://www.econbiz.de/10011770856
Cover Image
The post-crisis slump in the Euro Area and the US : evidence from an estimated three-region DSGE model
Kollmann, Robert; Pataracchia, Beatrice; Raciborski, Rafal - 2016
Persistent link: https://www.econbiz.de/10011757434
Cover Image
Financial globalisation, monetary policy spillovers and macro-modelling : tales from 1001 shocks
Georgiadis, Georgios; Jančoková, Martina - In: Journal of economic dynamics & control 121 (2020), pp. 1-21
Persistent link: https://www.econbiz.de/10012504163
Cover Image
Analysis of monetary policy responses after financial market crises in a continuous time New Keynesian Model
Hayo, Bernd; Niehof, Britta - 2014 - This version: 24 March 2014
We develop a dynamic stochastic full equilibrium New Keynesian model of two open economies based on stochastic differential equations to analyse the interdependence between monetary policy and financial markets in the context of the recent financial crisis. The effect of bubbles on stock and...
Persistent link: https://www.econbiz.de/10010336205
Cover Image
Financial frictions in the euro area and the United States : a Bayesian assessment
Villa, Stefania - 2014
Persistent link: https://www.econbiz.de/10010423240
Cover Image
Analysis of Monetary Policy Responses after Financial Market Crises in a Continuous Time New Keynesian Model
Hayo, Bernd - 2016
To analyse the interdependence between monetary policy and financial markets in the context of the recent financial crisis, we use stochastic differential equations to develop a dynamic, stochastic general equilibrium New Keynesian model of two open economies. Our focus is on how stock and...
Persistent link: https://www.econbiz.de/10013000540