Similar Search Results

Financial shocks and the real economy in a nonlinear world : a survey of the theoretical and empirical literature

Silvestrini, Andrea; Zaghini, Andrea - 2015

Persistent link: https://www.econbiz.de/10011627124

Financial frictions and global spillovers

Metiu, Norbert; Hilberg, Björn; Grill, Michael - 2015

We investigate whether frictions in US financial markets amplify the international propagation of US financial shocks. The dynamics of the US economy is modeled jointly with global macroeconomic and financial variables using a threshold vector autoregression that allows us to capture...

Persistent link: https://www.econbiz.de/10010493885

Deleverage and financial fragility

Maffezzoli, Marco; Monacelli, Tommaso - 2015

Persistent link: https://www.econbiz.de/10010461815

Financial Shocks and the Real Economy in a Nonlinear World : A Survey of the Theoretical and Empirical Literature

Silvestrini, Andrea - 2015

In this paper we present an overview of theoretical and empirical contributions exploring the inter-linkages between financial factors and real economic activity. We first revisit the main theoretical approaches that allow financial frictions to be embedded into general equilibrium models, and...

Persistent link: https://www.econbiz.de/10013024293

Credit constraints and the international propagation of US financial shocks

Metiu, Norbert; Hilberg, Björn; Grill, Michael - In: Journal of banking & finance 72 (2016), pp. 67-80

Persistent link: https://www.econbiz.de/10011635493

Nonlinear effects of uncertainty shocks : state-dependency and asymmetry

Morita, Hiroshi; Yuasa, Shiro - 2022

Persistent link: https://www.econbiz.de/10013550316

Estimating financial integration in Europe : how to separate structural trends from cyclical fluctuations

Lake, Alfred; Maurin, Laurent; Minnella, Enrico - 2022

We construct a new indicator of de facto financial integration in the EU. The resulting indicator is pro-cyclical as it evolves along the cyclical pattern of economic activity in the European Union. It is then appended to a set of relevant financial and macroeconomic variables, within a FAVAR...

Persistent link: https://www.econbiz.de/10013453687

Endogenous Growth, Monetary Shocks and Nominal Rigidities

Annicchiarico, Barbara; Pelloni, Alessandra; Rossi, Lorenza - 2010

We introduce endogenous growth in an otherwise standard NK model with staggered prices and wages. Some results follow …: (i) monetary volatility negatively affects long-run growth; (ii) the relation between nominal volatility and growth … increases the negative effect of nominal volatility on mean growth. …

Persistent link: https://www.econbiz.de/10010343890

Labor market and financial shocks : a time varying analysis

Corsello, Francesco; Landi, Valerio Nispi - 2018

Persistent link: https://www.econbiz.de/10011941825

Credit market frictions and sudden stops

Imura, Yuko - 2014

Financial crises in emerging economies in the 1980s and 1990s often entailed abrupt declines in foreign capital inflows, improvements in trade balance, and large declines in output and total factor productivity (TFP). This paper develops a two-sector small open economy model wherein...

Persistent link: https://www.econbiz.de/10010426139

1
2
3
4
5
6
7
8
9
10
Next
Last