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Unconventional monetary policy, financial frictions, and the equity tandem
Campe, Roland von - In: Journal of macroeconomics 79 (2024), pp. 1-30
Persistent link: https://www.econbiz.de/10014558699
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On the Sources of Oil Price Fluctuations
Unalmis, Deren - 2009
precautionary oil demand shock. The paper''s aim is to model macroeconomic consequences of these shocks within a new Keynesian DSGE … and their distinct effects. Kilian (2009) analyzes the effects of an oil supply shock, an aggregate demand shock, and a …
Persistent link: https://www.econbiz.de/10014402212
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On the Sources of Oil Price Fluctuations
Unalmis, Deren - 2009
precautionary oil demand shock. The paper's aim is to model macroeconomic consequences of these shocks within a new Keynesian DSGE … and their distinct effects. Kilian (2009) analyzes the effects of an oil supply shock, an aggregate demand shock, and a …
Persistent link: https://www.econbiz.de/10012677522
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On the Sources of Oil Price Fluctuations
Unalmis, Deren - 2010
precautionary oil demand shock. The paper's aim is to model macroeconomic consequences of these shocks within a new Keynesian DSGE … and their distinct effects. Kilian (2009) analyzes the effects of an oil supply shock, an aggregate demand shock, and a …
Persistent link: https://www.econbiz.de/10013149459
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Monetary policy, financial frictions and structural changes : a Markov-switching DSGE approach
Anguyo, Francis Leni; Kotzé, Kevin - 2019
Persistent link: https://www.econbiz.de/10012030431
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The financial accelerator and market-based debt instruments : a role for maturities?
Kühl, Michael - 2014
This paper shows how the average maturity of corporate bonds can affect the transmission of shocks if financial frictions prevail. We modify a standard financial accelerator model à la Bernanke, Gertler, and Gilchrist (1999) and allow for market-based debt which has a market-determined price....
Persistent link: https://www.econbiz.de/10010357605
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Entrepreneurial risk shocks and financial acceleration asymmetry in a two-country DSGE model
Hsiao, Cody Yu-Ling; Jin, Tao; Kwok, Simon Sai Man; Wang, Xi - In: China economic review : an international journal 81 (2023), pp. 1-45
Persistent link: https://www.econbiz.de/10014473324
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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
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Dynamic effects of monetary policy shocks on macroeconomic volatility
Mumtaz, Haroon; Theodoridis, Konstantinos - 2015
Epstein-Zin preferences to study the volatility implications of a monetary policy shock. An unexpected increases in the policy … volatility effects of the shock are driven by agents' concern about the (in)ability of the monetary authority to reverse …
Persistent link: https://www.econbiz.de/10011389786
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A small New Keynesian model to analyze business cycle dynamics in Poland and Romania
Nalban, Valeriu - In: Contemporary economics 9 (2015) 3, pp. 319-336
In this paper, we derive a small textbook New Keynesian DSGE model to evaluate Polish and Romanian business cycles … observed variables. Shock decompositions of the output and the inflation rate revealed the driving forces of the business …
Persistent link: https://www.econbiz.de/10011392289