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Macroeconomic dynamics in Korea during and after the global financial crisis : a Bayesian DSGE approach

Kang, Hyunju; Suh, Hyunduk - In: International review of economics & finance : IREF 49 (2017), pp. 386-421

Persistent link: https://www.econbiz.de/10011748501

The US banks' balance sheet transmission channel of oil price shocks

Gelain, Paolo; Lorusso, Marco - 2022

Persistent link: https://www.econbiz.de/10013467052

Financial globalisation, monetary policy spillovers and macro-modelling : tales from 1001 shocks

Georgiadis, Georgios; Jančoková, Martina - 2017

data on monetary policy shock estimates for 29 economies obtained from more than 280 monetary models in the literature …. Consistent with the predictions from our hypothesis we find: Monetary policy shock estimates obtained from New Keynesian DSGE … contamination is more severe for economies that are more susceptible to financial spillovers in the data; and the shock estimates …

Persistent link: https://www.econbiz.de/10011664579

The role of financial frictions during the crisis : an estimated DSGE model

Merola, Rossana - In: Economic modelling 48 (2015), pp. 70-82

Persistent link: https://www.econbiz.de/10011452477

A DSGE model with partial euroization : the case of the Macedonian economy

Copaciu, Mihai; Madjoska, Joana; Mitesk, Mite - 2022

including financial frictions in the model. With the exchange rate not acting as a shock absorber, the external shocks are more … negative innovations to the consumption preference shock and to the permanent technology shock. …

Persistent link: https://www.econbiz.de/10012817051

Origins of monetary policy shifts : a new approach to regime switching in DSGE models

Chang, Yoosoon; Maih, Junior; Tan, Fei - In: Journal of economic dynamics & control 133 (2021), pp. 1-17

Persistent link: https://www.econbiz.de/10014535138

The new Keynesian DSGE model and alternative monetary policy rules in the Czech Republic

Bouda, Milan - In: Acta oeconomica Pragensia : vědecký časopis Vysoke … 22 (2014) 1, pp. 41-55

Persistent link: https://www.econbiz.de/10010401217

The effects of structural shocks on macroeconomic fundamentals under aggressive monetary policy : the case of Turkey

Güngör, Mahmut Sami; Güloğlu, Bülent - In: International journal of business and economic sciences … 12 (2019) 2, pp. 7-21

model by using the Bayesian method for the period of 2000Q1 to 2019Q1. Design/methodology/approach: We use the most recent … prior distribution of structural parameters and shock processes are determined according to the literature. Then, we … conducted via the conditional forecast error variance decompositions. Findings: The results of Bayesian impulse responses are …

Persistent link: https://www.econbiz.de/10012239944

Systemic risk : a new trade-off for monetary policy?

Laséen, Stefan; Pescatori, Andrea; Turunen, Jarkko - 2017

We introduce time-varying systemic risk (à la He and Krishnamurthy, 2014) in an otherwise standard New-Keynesian model to study whether simple leaning-against-the-wind interest rate rules can reduce systemic risk and improve welfare. We find that while financial sector leverage contains...

Persistent link: https://www.econbiz.de/10011713865

News shocks under financial frictions

Görtz, Christoph; Tsoukalas, John D.; Zanetti, Francesco - 2016

Persistent link: https://www.econbiz.de/10011539177