Narrow search
Showing 1 - 10 of 19,436
Cover Image
Financial frictions and the volatility of monetary policy in a DSGE model
Nguyen, Anh D. M. - 2015
Persistent link: https://www.econbiz.de/10012175729
Cover Image
Macroeconomic fluctuations without indeterminacy
Brault, Joshua; Khan, Hashmat; Phaneuf, Louis; Victor, … - 2021
Persistent link: https://www.econbiz.de/10012596239
Cover Image
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/10012705511
Cover Image
Volatility spillover between oil and stock prices : structural connectedness based on a multi-sector DSGE model approach with Bayesian estimation
Chan, Ying Tung; Qiao, Hui - In: International review of economics & finance : IREF 87 (2023), pp. 265-286
Persistent link: https://www.econbiz.de/10014472255
Cover Image
Financial frictions and changing macroeconomic volatility
Richard Higgins, C. - In: Journal of macroeconomics 64 (2020), pp. 1-16
Persistent link: https://www.econbiz.de/10012433732
Cover Image
The Great Moderation : inventories, shocks or monetary policy?
Förster, Marcel - 2013
into the determinants of business cycles before and during the Great Moderation. Via Bayesian estimation we determine the …
Persistent link: https://www.econbiz.de/10010208560
Cover Image
Monetary policy volatility shocks in Brazil
Fasolo, Angelo Marsiglia - In: Economic modelling 81 (2019), pp. 348-360
Persistent link: https://www.econbiz.de/10012202102
Cover Image
Oil price shocks and macroeconomic dynamics in resource-rich emerging economies under regime shifts
Omotosho, Babatunde S.; Yang, Bo - In: Journal of international money and finance 144 (2024), pp. 1-27
Persistent link: https://www.econbiz.de/10014551385
Cover Image
Business cycle fluctuations in Taiwan : Bayesian DSGE analysis
Lin, Yi Chun - In: Journal of macroeconomics 70 (2021), pp. 1-20
Persistent link: https://www.econbiz.de/10013274667
Cover Image
DSGE-SVt : an econometric toolkit for high-dimensional DSGE models with SV and T errors
Chib, Siddhartha; Shin, Minchul; Tan, Fei - In: Computational economics 61 (2023) 1, pp. 69-111
Persistent link: https://www.econbiz.de/10014228405