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Markets connectivity and financial contagion

Grilli, Ruggero; Tedeschi, Gabriele; Gallegati, Mauro - In: Journal of economic interaction and coordination : JEIC 10 (2015) 2, pp. 287-304

Persistent link: https://www.econbiz.de/10011378825

Rare shocks, great recessions

Cúrdia, Vasco; Del Negro, Marco; Greenwald, Daniel L. - 2012

Persistent link: https://www.econbiz.de/10009695850

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

Rare shocks, great recessions

Cúrdia, Vasco; Del Negro, Marco; Greenwald, Daniel L. - In: Journal of applied econometrics 29 (2014) 7, pp. 1031-1052

Persistent link: https://www.econbiz.de/10010492715

Switching volatility in a nonlinear open economy

Benchimol, Jonathan; Ivashchenko, Sergey - In: Journal of international money and finance 110 (2021), pp. 1-31

Persistent link: https://www.econbiz.de/10012795525

Rare shocks, great recessions

Cúrdia, Vasco; Del Negro, Marco; Greenwald, Daniel L. - 2012

allow for low-frequency variation in the volatility of the shocks, and 2) the estimated degrees of freedom are quite low for … exclude the Great Recession from the sample. We also show that inference about low-frequency changes in volatility - and, in …

Persistent link: https://www.econbiz.de/10010219714

Financial Frictions : Micro vs Macro Volatility

Lee, Seungcheol; Luetticke, Ralph; Ravn, Morten O. - 2021

We introduce frictional ﬁnancial intermediation into a HANK model. Households are subject to idiosyncratic and aggregate risk and smooth consumption through savings and consumer loans intermediated by banks. The banking friction introduces an endogenous countercyclical spread between the...

Persistent link: https://www.econbiz.de/10013312156

Do (all) sectoral shocks lead to aggregate volatility? : empirics from a production network perspective

Joya, Omar; Rougier, Eric - In: European economic review : EER 113 (2019), pp. 77-107

Persistent link: https://www.econbiz.de/10012237809

Financial disruptions and heightened uncertainty : a case for timely policy action

Nalban, Valeriu; Smadu, Andra - 2020

Persistent link: https://www.econbiz.de/10012231025

Financial regimes and uncertainty shocks

Alessandri, Piergiorgio; Mumtaz, Haroon - In: Journal of monetary economics 101 (2019), pp. 31-46

Persistent link: https://www.econbiz.de/10012264750

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