A time varying DSGE model with financial frictions

Journal of Empirical Finance ◽

10.1016/j.jempfin.2016.02.012 ◽

2016 ◽

Vol 38 ◽

pp. 690-716 ◽

Author(s):

Ana Beatriz Galvão ◽

Liudas Giraitis ◽

George Kapetanios ◽

Katerina Petrova

Keyword(s):

Financial Frictions ◽

Time Varying ◽

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Bond Pricing with a Time-Varying Price of Risk in an Estimated Medium-Scale Bayesian DSGE Model

SSRN Electronic Journal ◽

10.2139/ssrn.2137741 ◽

2012 ◽

Author(s):

Ian Dew-Becker

Keyword(s):

Bond Pricing ◽

Time Varying ◽

Medium Scale ◽

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Financial Repression in a DSGE Model with Financial Frictions

Higher School of Economics Economic Journal ◽

10.17323/1813-8691-2020-24-4-475-502 ◽

2020 ◽

Vol 24 (4) ◽

pp. 475-502

Author(s):

Mariia Elkina ◽

◽

Sergey Pekarski ◽

Keyword(s):

Financial Frictions ◽

Financial Repression

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

Economic Modelling ◽

10.1016/j.econmod.2014.10.037 ◽

2015 ◽

Vol 48 ◽

pp. 70-82 ◽

Author(s):

Rossana Merola

Keyword(s):

Financial Frictions ◽

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Does Interbank Market Matter for Business Cycle Fluctuation? An Estimated DSGE Model with Financial Frictions for the Euro Area

SSRN Electronic Journal ◽

10.2139/ssrn.2443873 ◽

2014 ◽

Author(s):

Federico Giri

Keyword(s):

Business Cycle ◽

Euro Area ◽

Financial Frictions ◽

Interbank Market ◽

Cycle Fluctuation

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A Core Open-Economy DSGE Model with Financial Frictions

Monetary Policy and Macroprudential Regulation with Financial Frictions ◽

10.7551/mitpress/11929.003.0011 ◽

2020 ◽

Keyword(s):

Open Economy ◽

Financial Frictions ◽

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The equity price channel in a New-Keynesian DSGE model with financial frictions and banking

Economic Modelling ◽

10.1016/j.econmod.2015.09.015 ◽

2016 ◽

Vol 52 ◽

pp. 375-389 ◽

Author(s):

Hylton Hollander ◽

Guangling Liu

Keyword(s):

Financial Frictions ◽

New Keynesian ◽

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A Core Closed-Economy DSGE Model with Financial Frictions

Monetary Policy and Macroprudential Regulation with Financial Frictions ◽

10.7551/mitpress/11929.003.0007 ◽

2020 ◽

Keyword(s):

Financial Frictions ◽

Closed Economy ◽

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The implications of financial frictions and imperfect knowledge in the estimated DSGE model of the U.S. economy

Journal of Economic Dynamics and Control ◽

10.1016/j.jedc.2016.09.014 ◽

2016 ◽

Vol 73 ◽

pp. 259-282 ◽

Author(s):

Yuliya Rychalovska

Keyword(s):

Financial Frictions ◽

Imperfect Knowledge ◽

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Small DSGE Model with Financial Frictions

SSRN Electronic Journal ◽

10.2139/ssrn.2625511 ◽

2015 ◽

Author(s):

Melesse Wondemhunegn Ezezew

Keyword(s):

Financial Frictions ◽

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Macroeconomics Implications of Female Entrepreneurs Facing Financial Frictions to Access to Credit: A DSGE Model Approach in Cameroon

SSRN Electronic Journal ◽

10.2139/ssrn.3167350 ◽

2016 ◽

Author(s):

Thiery Kame Babilla ◽

Sandra Kendo ◽

Martin Ndzana ◽

Adele Micheline Ngo Bilong

Keyword(s):

Financial Frictions ◽

Female Entrepreneurs ◽

Access To Credit ◽

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