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The financial accelerator in a quantitative business cycle framework
Bernanke, Ben; Gertler, Mark; Gilchrist, Simon - 1998
Persistent link: https://www.econbiz.de/10000982820
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The financial accelerator in a quantitative business cycle framework
Bernanke, Ben; Gertler, Mark; Gilchrist, Simon - 1998
Persistent link: https://www.econbiz.de/10000657977
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Financial frictions and the extensive margin of activity
Poutineau, Jean-Christophe; Vermandel, Gauthier - 2015
Persistent link: https://www.econbiz.de/10011303045
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Financial frictions and the volatility of monetary policy in a DSGE model
Nguyen, Anh D. M. - 2015
Persistent link: https://www.econbiz.de/10012175729
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An estimated DSGE model with financial accelerator : the case of Tunisia
Ben Romdhane, Hager - 2020
This paper estimates an open economy DSGE model with financial accelerator à la Bernanke et al. (1999)2, enriched with …, indicating the importance of the financial accelerator and the potential balance sheet vulnerabilities for macroeconomic … fluctuations. Furthermore, results of the impulse responses functions model support that the inclusion of the financial accelerator …
Persistent link: https://www.econbiz.de/10012171277
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(Un)anticipated monetary policy in a DSGE model with a shadow banking system
Verona, Fabio; Martins, Manuel Mota Freitas; Drumond, Inês - 2012
Motivated by the US events of the 2000s, we address whether a too low for too long interest rate policy may generate a boom-bust cycle. We simulate anticipated and unanticipated monetary policies in state-of-the-art DSGE models and in a model with bond financing via a shadow banking system, in...
Persistent link: https://www.econbiz.de/10010391980
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Bank leverage cycles and the external finance premium
Rannenberg, Ansgar - 2013
By combining the approaches of Gertler and Karadi (2011) and Bernanke et al. (1999), I develop a DSGE model with leverage constraints both in the banking and in the non-financial firm sector. I calibrate this "full model" to US data. In a world with only a monetary policy and a productivity...
Persistent link: https://www.econbiz.de/10010238505
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Capital requirement and financial frictions in banking : macroeconomic implications
Dib, Ali - 2010
accelerator, and financial frictions in the interbank and bank capital markets. He investigates the importance of banking sector …
Persistent link: https://www.econbiz.de/10008695475
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Bank capital regulation, the lending channel and business cycles
Zhang, Longmei - 2009
This paper develops a Dynamic Stochastic General Equilibrium (DSGE) model to study how the instability of the banking sector can amplify and propagate business cycles. The model builds on Bernanke, Gertler and Gilchrist (BGG) (1999), who consider credit demand friction due to agency cost, but it...
Persistent link: https://www.econbiz.de/10003915191
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Learning, monetary policy and housing prices
Kanik, Birol - 2012
equilibrium. For this purpose, we work with a New Keynesian model in which housing plays an accelerator role in business cycles as …
Persistent link: https://www.econbiz.de/10009407247