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Three essays on estimation of policy disturbances

Reicher, Christopher Phillip - 2008

Persistent link: https://www.econbiz.de/10011574206

Liquidity traps and large-scale finacial crises

Caggiano, Giovanni; Castelnuovo, Efrem; Damette, Olivier; … - 2016

Persistent link: https://www.econbiz.de/10011698812

A post-Keynesian stock-flow consistent model for dynamic analysis of monetary policy shock on banking behaviour

Le Héron, Edwin; Mouakil, Tarik - In: Metroeconomica : international review of economics 59 (2008) 3, pp. 405-440

Persistent link: https://www.econbiz.de/10003727705

The "new consensus" and the post-Keynesian approach to the analysis of liquidity traps

Palacio Vera, Alfonso - In: Eastern economic journal 36 (2010) 2, pp. 198-216

Persistent link: https://www.econbiz.de/10003983914

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

Time-varying risk shocks and the zero lower bound

Strobel, Johannes; Lee, Gabriel S.; Salyer, Kevin Duff - 2019

accelerator model, time varying risk shocks, and a zero lower bound on the nominal interest rate. The amplification mechanism … results from a portfolio re-balancing from households, who reduce capital investment in favor of risk-free bonds. Consequently …

Persistent link: https://www.econbiz.de/10012231163