Showing 1 - 4 of 4
Persistent link: https://www.econbiz.de/10003890076
We conduct a Monte Carlo experiment using an ad-hoc New Keynesian model and a tractable agent-based model to generate artificial credit cycle episodes. We show that fluctuations in the implicit measures of the natural rate of interest obtained using a conventional trivariate Kalman filter on...
Persistent link: https://www.econbiz.de/10012805934
Persistent link: https://www.econbiz.de/10012880684
Persistent link: https://www.econbiz.de/10013462548