scholarly journals Financial Frictions, Financial Shocks, and Aggregate Volatility

2014 ◽  
Author(s):  
Cristina Fuentes-Albero
Keyword(s):  
Financial Frictions ◽  
Financial Shocks

scholarly journals Financial Frictions, Financial Shocks, and Aggregate Volatility

2014 ◽  
Vol 2014 (84) ◽  
pp. 1-49
Author(s):  
Cristina Fuentes-Albero ◽  
Keyword(s):  
Financial Frictions ◽  
Financial Shocks

scholarly journals Financial Frictions, Financial Shocks, and Aggregate Volatility

2012 ◽  
Author(s):  
Cristina Fuentes-Albero
Keyword(s):  
Financial Frictions ◽  
Financial Shocks

scholarly journals Financial Frictions, Financial Shocks, and Aggregate Volatility

2018 ◽  
Vol 51 (6) ◽  
pp. 1581-1621 ◽  
Author(s):  
CRISTINA FUENTES‐ALBERO
Keyword(s):  
Financial Frictions ◽  
Financial Shocks

scholarly journals Financial Frictions, Financial Shocks, and Aggregate Volatility

2018 ◽  
Vol 2018 (054) ◽  
Author(s):  
Cristina Fuentes-Albero ◽  
Keyword(s):  
Financial Frictions ◽  
Financial Shocks

scholarly journals Financial Frictions and Macroeconomy During Financial Crises: A Bayesian DSGE Assessment

2021 ◽  
Vol 24 (2) ◽  
pp. 62-99
Author(s):  
Eric Martial Etoundi Atenga ◽  
Maman Hassan Abdo ◽  
Mbodja Mougoué
Keyword(s):  
Financial Crisis ◽  
Financial Crises ◽  
Global Financial Crisis ◽  
Financial Frictions ◽  
Variance Decomposition ◽  
Macroeconomic Fluctuations ◽  
Financial Shocks ◽  
Empirical Estimates ◽  
The Global Financial Crisis

The recent global financial crisis and the Eurozone sovereign default have rekindled the debate on the interactions between the real sector and the financial sphere. The present paper provides an assessment of the role of financial frictions on business cycles in Canada, the Euro Area, the U.K., and the U.S. during these recent financial crises using an extension of the DSGE methodology described by Merola (2015). The main goal is to examine whether and the extent to which those crises enhanced the contribution of financial frictions in driving macroeconomic fluctuations. The models’ properties are examined with posteriors distributions, variance decomposition, and historical decomposition. Posteriors distributions show that the role of real shocks in driving macroeconomic fluctuations decrease with the incorporation of financial frictions in the core DSGE model. Variance decomposition shows that financial frictions and financial shocks affect the business cycle through investment. The empirical estimates also suggest that the contribution of financial frictions and financial shocks in driving investment increases during the global financial crisis.

scholarly journals Financial Frictions, Financial Shocks, and Aggregate Volatility

2014 ◽  
Vol 2014 (84r) ◽  
pp. 1-52 ◽  
Author(s):  
Cristina Fuentes-Albero ◽  
Keyword(s):  
Financial Frictions ◽  
Financial Shocks

Investor Experience and Attention: The Effect of Financial Shocks on Individual Trading Decisions

2016 ◽  
Author(s):  
Paige Parker Ouimet ◽  
Geoffrey A. Tate
Keyword(s):  
Financial Shocks ◽  
Trading Decisions

Labor Market and Financial Shocks: A Time-Varying Analysis

2017 ◽  
Author(s):  
Francesco Corsello ◽  
Valerio Nispi Landi
Keyword(s):  
Labor Market ◽  
Time Varying ◽  
Financial Shocks
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