The empirical performance of the financial accelerator since 2008
Author
Abstract
Suggested Citation
DOI: 10.1016/j.jedc.2024.104927
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Sungbae An & Frank Schorfheide, 2007. "Bayesian Analysis of DSGE Models—Rejoinder," Econometric Reviews, Taylor & Francis Journals, vol. 26(2-4), pages 211-219.
- Veronica Guerrieri & Guido Lorenzoni, 2017.
"Credit Crises, Precautionary Savings, and the Liquidity Trap,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 132(3), pages 1427-1467.
- Veronica Guerrieri & Guido Lorenzoni, 2011. "Credit Crises, Precautionary Savings, and the Liquidity Trap," NBER Working Papers 17583, National Bureau of Economic Research, Inc.
- Guido Lorenzoni & Veronica Guerrieri, 2011. "Credit Crises, Precautionary Savings and the Liquidity Trap," 2011 Meeting Papers 1414, Society for Economic Dynamics.
- Alejandro Justiniano & Giorgio Primiceri & Andrea Tambalotti, 2011.
"Investment Shocks and the Relative Price of Investment,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 14(1), pages 101-121, January.
- Tambalotti, Andrea & Primiceri, Giorgio & Justiniano, Alejandro, 2009. "Investment Shocks and the Relative Price of Investment," CEPR Discussion Papers 7598, C.E.P.R. Discussion Papers.
- Giorgio E. Primiceri & Andrea Tambalotti & Alejandro Justiniano, 2009. "Investment Shocks and the Relative Price of Investment," 2009 Meeting Papers 686, Society for Economic Dynamics.
- Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti, 2009. "Investment shocks and the relative price of investment," Staff Reports 411, Federal Reserve Bank of New York.
- Alejandro Justiniano & Giorgio Primiceri & Andrea Tambalotti, 2010. "Code and data files for "Investment Shocks and the Relative Price of Investment"," Computer Codes 09-248, Review of Economic Dynamics.
- Matthias Katzfuss & Jonathan R. Stroud & Christopher K. Wikle, 2016. "Understanding the Ensemble Kalman Filter," The American Statistician, Taylor & Francis Journals, vol. 70(4), pages 350-357, October.
- Michał Brzoza‐Brzezina & Marcin Kolasa, 2013.
"Bayesian Evaluation of DSGE Models with Financial Frictions,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(8), pages 1451-1476, December.
- MichaŁ Brzoza-Brzezina & Marcin Kolasa, 2013. "Bayesian Evaluation of DSGE Models with Financial Frictions," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(8), pages 1451-1476, December.
- Michał Brzoza-Brzezina & Marcin Kolasa, 2012. "Bayesian evaluation of DSGE models with financial frictions," NBP Working Papers 109, Narodowy Bank Polski.
- Michal Brzoza-Brzezina & Marcin Kolasa, 2013. "Bayesian evaluation of DSGE models with financial frictions," Working Papers 71, Department of Applied Econometrics, Warsaw School of Economics.
- Guerrieri, Luca & Iacoviello, Matteo, 2015.
"OccBin: A toolkit for solving dynamic models with occasionally binding constraints easily,"
Journal of Monetary Economics, Elsevier, vol. 70(C), pages 22-38.
- Matteo Iacoviello, 2014. "OccBin: A Toolkit for Solving Dynamic Models With Occasionally Binding Constraints Easily," 2014 Meeting Papers 801, Society for Economic Dynamics.
- Luca Guerrieri & Matteo Iacoviello, 2014. "OccBin: A Toolkit for Solving Dynamic Models With Occasionally Binding Constraints Easily," Finance and Economics Discussion Series 2014-47, Board of Governors of the Federal Reserve System (U.S.).
- Herbst, Edward & Schorfheide, Frank, 2019.
"Tempered particle filtering,"
Journal of Econometrics, Elsevier, vol. 210(1), pages 26-44.
- Edward Herbst & Frank Schorfheide, 2016. "Tempered Particle Filtering," PIER Working Paper Archive 16-017, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 25 Oct 2016.
- Edward P. Herbst & Frank Schorfheide, 2016. "Tempered Particle Filtering," Finance and Economics Discussion Series 2016-072, Board of Governors of the Federal Reserve System (U.S.).
- Edward Herbst & Frank Schorfheide, 2017. "Tempered Particle Filtering," NBER Working Papers 23448, National Bureau of Economic Research, Inc.
- Boehl, Gregor, 2022.
"Efficient solution and computation of models with occasionally binding constraints,"
Journal of Economic Dynamics and Control, Elsevier, vol. 143(C).
- Gregor Boehl, 2021. "Efficient Solution and Computation of Models With Occasionally Binding Constraints," CRC TR 224 Discussion Paper Series crctr224_2021_253, University of Bonn and University of Mannheim, Germany.
- Böhl, Gregor, 2021. "Efficient solution and computation of models with occasionally binding constraints," IMFS Working Paper Series 148, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- F. Verona & M. M. F. Martins & I. Drumond, 2013.
"(Un)anticipated Monetary Policy in a DSGE Model with a Shadow Banking System,"
International Journal of Central Banking, International Journal of Central Banking, vol. 9(3), pages 78-124, September.
- Verona, Fabio & Martins, Manuel M. F. & Drumond, Inês, 2012. "(Un)anticipated monetary policy in a DSGE model with a shadow banking system," IMFS Working Paper Series 56, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Verona, Fabio & Martins, Manuel M. F. & Drumond, Inês, 2013. "(Un)anticipated monetary policy in a DSGE model with a shadow banking system," Bank of Finland Research Discussion Papers 4/2013, Bank of Finland.
- Bernanke, Ben S. & Gertler, Mark & Gilchrist, Simon, 1999.
"The financial accelerator in a quantitative business cycle framework,"
Handbook of Macroeconomics, in: J. B. Taylor & M. Woodford (ed.), Handbook of Macroeconomics, edition 1, volume 1, chapter 21, pages 1341-1393,
Elsevier.
- Bernanke, B. & Gertler, M. & Gilchrist, S., 1998. "The Financial Accelerator in a Quantitative Business Cycle Framework," Working Papers 98-03, C.V. Starr Center for Applied Economics, New York University.
- Ben Bernanke & Mark Gertler & Simon Gilchrist, 1998. "The Financial Accelerator in a Quantitative Business Cycle Framework," NBER Working Papers 6455, National Bureau of Economic Research, Inc.
- Gregor Boehl & Gavin Goy & Felix Strobel, 2024.
"A Structural Investigation of Quantitative Easing,"
The Review of Economics and Statistics, MIT Press, vol. 106(4), pages 1028-1044, July.
- Gregor Boehl & Gavin Goy & Felix Strobel, 2020. "A Structural Investigation of Quantitative Easing," CRC TR 224 Discussion Paper Series crctr224_2020_193, University of Bonn and University of Mannheim, Germany.
- Gregor Boehl & Gavin Goy & Felix Strobel, 2020. "A Structural Investigation of Quantitative Easing," Working Papers 691, DNB.
- Böhl, Gregor & Goy, Gavin & Strobel, Felix, 2020. "A structural investigation of quantitative easing," IMFS Working Paper Series 142, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Böhl, Gregor & Goy, Gavin & Strobel, Felix, 2021. "A structural investigation of quantitative easing," Discussion Papers 01/2021, Deutsche Bundesbank.
- Boehl, Gregor & Strobel, Felix, 2024.
"Estimation of DSGE models with the effective lower bound,"
Journal of Economic Dynamics and Control, Elsevier, vol. 158(C).
- Gregor Boehl, Felix Strobel, 2022. "Estimation of DSGE Models With the Effective Lower Bound," CRC TR 224 Discussion Paper Series crctr224_2022_356, University of Bonn and University of Mannheim, Germany.
- Charles T. Carlstrom & Timothy S. Fuerst & Matthias Paustian, 2017.
"Targeting Long Rates in a Model with Segmented Markets,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 9(1), pages 205-242, January.
- Charles T. Carlstrom & Timothy S. Fuerst & Matthias Paustian, 2014. "Targeting Long Rates in a Model with Segmented Markets," Working Papers (Old Series) 1419, Federal Reserve Bank of Cleveland.
- Villa, Stefania, 2016.
"Financial Frictions In The Euro Area And The United States: A Bayesian Assessment,"
Macroeconomic Dynamics, Cambridge University Press, vol. 20(5), pages 1313-1340, July.
- Stefania Villa, 2014. "Financial frictions in the Euro Area and the United States: a Bayesian assessment," BCAM Working Papers 1407, Birkbeck Centre for Applied Macroeconomics.
- Blanchard, Olivier Jean & Kahn, Charles M, 1980. "The Solution of Linear Difference Models under Rational Expectations," Econometrica, Econometric Society, vol. 48(5), pages 1305-1311, July.
- Sungbae An & Frank Schorfheide, 2007.
"Bayesian Analysis of DSGE Models,"
Econometric Reviews, Taylor & Francis Journals, vol. 26(2-4), pages 113-172.
- Schorfheide, Frank & An, Sungbae, 2005. "Bayesian Analysis of DSGE Models," CEPR Discussion Papers 5207, C.E.P.R. Discussion Papers.
- Sungbae An & Frank Schorfheide, 2006. "Bayesian analysis of DSGE models," Working Papers 06-5, Federal Reserve Bank of Philadelphia.
- Pagan, Adrian & Robinson, Tim, 2014. "Methods for assessing the impact of financial effects on business cycles in macroeconometric models," Journal of Macroeconomics, Elsevier, vol. 41(C), pages 94-106.
- Marco Del Negro & Marc P. Giannoni & Frank Schorfheide, 2015.
"Inflation in the Great Recession and New Keynesian Models,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 7(1), pages 168-196, January.
- Marco Del Negro & Marc Giannoni & Frank Schorfheide, 2013. "Inflation in the Great Recession and New Keynesian models," Staff Reports 618, Federal Reserve Bank of New York.
- Marc Giannoni & Frank Schorfheide & Marco Del Negro, 2014. "Inflation in the Great Recession and New Keynesian Models," 2014 Meeting Papers 506, Society for Economic Dynamics.
- Marco Del Negro & Marc P. Giannoni & Frank Schorfheide, 2014. "Inflation in the Great Recession and New Keynesian Models," NBER Working Papers 20055, National Bureau of Economic Research, Inc.
- Andrew Binning & Junior Maih, 2015.
"Sigma Point Filters For Dynamic Nonlinear Regime Switching Models,"
Working Papers
No 4/2015, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Andrew Binning & Junior Maih, 2015. "Sigma point filters for dynamic nonlinear regime switching models," Working Paper 2015/10, Norges Bank.
- Tobias Adrian & Hyun Song Shin, 2014.
"Procyclical Leverage and Value-at-Risk,"
The Review of Financial Studies, Society for Financial Studies, vol. 27(2), pages 373-403.
- Adrian, Tobias & Shin, Hyun Song, 2013. "Procyclical leverage and value-at-risk," LSE Research Online Documents on Economics 60972, London School of Economics and Political Science, LSE Library.
- Tobias Adrian & Hyun Song Shin, 2013. "Procyclical Leverage and Value-at-Risk," NBER Working Papers 18943, National Bureau of Economic Research, Inc.
- Negro, Marco Del & Schorfheide, Frank, 2013.
"DSGE Model-Based Forecasting,"
Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 57-140,
Elsevier.
- Marco Del Negro & Frank Schorfheide, 2012. "DSGE model-based forecasting," Staff Reports 554, Federal Reserve Bank of New York.
- Simon Gilchrist & Raphael Schoenle & Jae Sim & Egon Zakrajšek, 2017.
"Inflation Dynamics during the Financial Crisis,"
American Economic Review, American Economic Association, vol. 107(3), pages 785-823, March.
- Simon Gilchrist & Raphael Schoenle & Jae W. Sim & Egon Zakrajsek, 2013. "Inflation Dynamics During the Financial Crisis," Working Papers 78, Brandeis University, Department of Economics and International Business School.
- Simon Gilchrist & Raphael Schoenle & Jae W. Sim & Egon Zakrajšek, 2015. "Inflation dynamics during the financial crisis," FRB Atlanta CQER Working Paper 2015-4, Federal Reserve Bank of Atlanta.
- Jae Sim & Raphael Schoenle & Egon Zakrajsek & Simon Gilchrist, 2014. "Inflation Dynamics During the Financial Crisis," 2014 Meeting Papers 206, Society for Economic Dynamics.
- Simon Gilchrist & Raphael Schoenle & Jae Sim & Egon Zakrajšek, 2016. "Inflation Dynamics During the Financial Crisis," NBER Working Papers 22827, National Bureau of Economic Research, Inc.
- Simon Gilchrist & Raphael Schoenle & Jae W. Sim & Egon Zakrajšek, 2015. "Inflation Dynamics During the Financial Crisis," Finance and Economics Discussion Series 2015-12, Board of Governors of the Federal Reserve System (U.S.).
- Jae Sim & Raphael Schoenle & Egon Zakrajsek & Simon Gilchrist, 2013. "Inflation Dynamics During the Financial Crisis," 2013 Meeting Papers 826, Society for Economic Dynamics.
- Frank Smets & Rafael Wouters, 2007.
"Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach,"
American Economic Review, American Economic Association, vol. 97(3), pages 586-606, June.
- Smets, Frank & Wouters, Raf, 2007. "Shocks and frictions in US business cycles: a Bayesian DSGE approach," Working Paper Series 722, European Central Bank.
- Smets, Frank & Wouters, Rafael, 2007. "Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach," CEPR Discussion Papers 6112, C.E.P.R. Discussion Papers.
- Frank Smets & Raf Wouters, 2007. "Shocks and Frictions in US Business Cycles : a Bayesian DSGE Approach," Working Paper Research 109, National Bank of Belgium.
- Ansgar Rannenberg, 2016.
"Bank Leverage Cycles and the External Finance Premium,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(8), pages 1569-1612, December.
- Rannenberg, Ansgar, 2013. "Bank leverage cycles and the external finance premium," Discussion Papers 55/2013, Deutsche Bundesbank.
- Guerrieri, Luca & Iacoviello, Matteo, 2017.
"Collateral constraints and macroeconomic asymmetries,"
Journal of Monetary Economics, Elsevier, vol. 90(C), pages 28-49.
- Luca Guerrieri & Matteo Iacoviello, 2012. "Collateral Constraints and Macroeconomic Asymmetries," 2012 Meeting Papers 1024, Society for Economic Dynamics.
- Luca Guerrieri & Matteo Iacoviello, 2015. "Collateral constraints and macroeconomic asymmetries," NBP Working Papers 202, Narodowy Bank Polski.
- Luca Guerrieri & Matteo Iacoviello, 2013. "Collateral constraints and macroeconomic asymmetries," International Finance Discussion Papers 1082, Board of Governors of the Federal Reserve System (U.S.).
- De Graeve, Ferre, 2008.
"The external finance premium and the macroeconomy: US post-WWII evidence,"
Journal of Economic Dynamics and Control, Elsevier, vol. 32(11), pages 3415-3440, November.
- Ferre De Graeve, 2006. "The External Finance Premium and the Macroeconomy: US post-WWII Evidence," Computing in Economics and Finance 2006 84, Society for Computational Economics.
- Ferre De Graeve, 2008. "The external finance premium and the macroeconomy: US post-WWII evidence," Working Papers 0809, Federal Reserve Bank of Dallas.
- De Graeve Ferre, 2007. "The External Finance Premium and the Macroeconomy: US post-WWII Evidence," Money Macro and Finance (MMF) Research Group Conference 2006 83, Money Macro and Finance Research Group.
- F. Degraeve, 2007. "The External Finance Premium and the Macroeconomy: US post-WWII Evidence," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 07/482, Ghent University, Faculty of Economics and Business Administration.
- Kulish, Mariano & Morley, James & Robinson, Tim, 2017.
"Estimating DSGE models with zero interest rate policy,"
Journal of Monetary Economics, Elsevier, vol. 88(C), pages 35-49.
- Mariano Kulish & James Morley & Tim Robinson, 2016. "Estimating DSGE models with Zero Interest Rate Policy," Discussion Papers 2014-32B, School of Economics, The University of New South Wales.
- Lawrence J. Christiano & Martin S. Eichenbaum & Mathias Trabandt, 2015.
"Understanding the Great Recession,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 7(1), pages 110-167, January.
- Lawrence J. Christiano & Martin S. Eichenbaum & Mathias Trabandt, 2013. "Understanding the Great Recession," NBER Chapters, in: Lessons from the Financial Crisis for Monetary Policy, National Bureau of Economic Research, Inc.
- Lawrence J. Christiano & Martin S. Eichenbaum & Mathias Trabandt, 2014. "Understanding the Great Recession," NBER Working Papers 20040, National Bureau of Economic Research, Inc.
- Lawrence J. Christiano & Martin S. Eichenbaum & Mathias Trabandt, 2014. "Understanding the Great Recession," International Finance Discussion Papers 1107, Board of Governors of the Federal Reserve System (U.S.).
- Lawrence Christiano, 2014. "Understanding the Great Recession," Annual Meeting Plenary 2014-1, Society for Economic Dynamics.
- Pablo Cuba‐Borda & Luca Guerrieri & Matteo Iacoviello & Molin Zhong, 2019.
"Likelihood evaluation of models with occasionally binding constraints,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(7), pages 1073-1085, November.
- Pablo A. Cuba-Borda & Luca Guerrieri & Matteo Iacoviello & Molin Zhong, 2019. "Likelihood Evaluation of Models with Occasionally Binding Constraints," Finance and Economics Discussion Series 2019-028, Board of Governors of the Federal Reserve System (U.S.).
- Simon Gilchrist & Egon Zakrajsek, 2012.
"Credit Spreads and Business Cycle Fluctuations,"
American Economic Review, American Economic Association, vol. 102(4), pages 1692-1720, June.
- Simon Gilchrist & Egon Zakrajšek, 2011. "Credit Spreads and Business Cycle Fluctuations," NBER Working Papers 17021, National Bureau of Economic Research, Inc.
- Jelena Zivanovic, 2019. "What Does Structural Analysis of the External Finance Premium Say About Financial Frictions?," Staff Working Papers 19-38, Bank of Canada.
- Lindé, Jesper & Smets, Frank & Wouters, Rafael, 2016.
"Challenges for Central Banks´ Macro Models,"
Working Paper Series
323, Sveriges Riksbank (Central Bank of Sweden).
- Linde, Jesper & Smets, Frank & Wouters, Rafael, 2016. "Challenges for Central Banks' Macro Models," CEPR Discussion Papers 11405, C.E.P.R. Discussion Papers.
- Ian Christensen & Ali Dib, 2008. "The Financial Accelerator in an Estimated New Keynesian Model," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 11(1), pages 155-178, January.
- Cai, Michael & Del Negro, Marco & Giannoni, Marc P. & Gupta, Abhi & Li, Pearl & Moszkowski, Erica, 2019.
"DSGE forecasts of the lost recovery,"
International Journal of Forecasting, Elsevier, vol. 35(4), pages 1770-1789.
- Michael Cai & Marco Del Negro & Marc Giannoni & Abhi Gupta & Pearl Li & Erica Moszkowski, 2018. "DSGE forecasts of the lost recovery," Staff Reports 844, Federal Reserve Bank of New York.
- Patrick J. Kehoe & Pierlauro Lopez & Virgiliu Midrigan & Elena Pastorino, 2020.
"Credit Frictions in the Great Recession,"
Staff Report
617, Federal Reserve Bank of Minneapolis.
- Patrick J. Kehoe & Pierlauro Lopez & Virgiliu Midrigan & Elena Pastorino, 2020. "Credit Frictions in the Great Recession," NBER Working Papers 28201, National Bureau of Economic Research, Inc.
- Patrick J. Kehoe & Pierlauro Lopez & Virgiliu Midrigan & Elena Pastorino, 2020. "Credit Frictions in the Great Recession," Discussion Papers 2031, Centre for Macroeconomics (CFM).
- Christopher Gust & Edward Herbst & David López-Salido & Matthew E. Smith, 2017.
"The Empirical Implications of the Interest-Rate Lower Bound,"
American Economic Review, American Economic Association, vol. 107(7), pages 1971-2006, July.
- Christopher J. Gust & Edward P. Herbst & J. David López-Salido & Matthew E. Smith, 2012. "The Empirical Implications of the Interest-Rate Lower Bound," Finance and Economics Discussion Series 2012-83, Board of Governors of the Federal Reserve System (U.S.).
- Charles T. Carlstrom & Timothy S. Fuerst & Matthias Paustian, 2016.
"Optimal Contracts, Aggregate Risk, and the Financial Accelerator,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 8(1), pages 119-147, January.
- Fuerst, Timothy & Carlstrom, Charles & Paustian, Matthias, 2014. "Optimal contracts, aggregate risk and the financial accelerator," Bank of England working papers 517, Bank of England.
- Charles T. Carlstrom & Timothy S. Fuerst & Matthias Paustian, 2014. "Optimal Contracts, Aggregate Risk, and the Financial Accelerator," Working Papers (Old Series) 1420, Federal Reserve Bank of Cleveland.
- repec:zbw:bofrdp:2013_004 is not listed on IDEAS
- Matthieu Darracq Pariès & Christoffer Kok Sørensen & Diego Rodriguez-Palenzuela, 2011.
"Macroeconomic Propagation under Different Regulatory Regimes: Evidence from an Estimated DSGE Model for the Euro Area,"
International Journal of Central Banking, International Journal of Central Banking, vol. 7(4), pages 49-113, December.
- Kok, Christoffer & Rodriguez-Palenzuela, Diego & Darracq Pariès, Matthieu, 2010. "Macroeconomic propagation under different regulatory regimes: Evidence from an estimated DSGE model for the euro area," Working Paper Series 1251, European Central Bank.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Böhl, Gregor & Strobel, Felix, 2020.
"US business cycle dynamics at the zero lower bound,"
IMFS Working Paper Series
143, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Böhl, Gregor & Strobel, Felix, 2020. "US business cycle dynamics at the zero lower bound," Discussion Papers 65/2020, Deutsche Bundesbank.
- Gregor Boehl & Felix Strobel, 2020. "US Business Cycle Dynamics at the Zero Lower Bound," CRC TR 224 Discussion Paper Series crctr224_2020_192, University of Bonn and University of Mannheim, Germany.
- Gregor Boehl & Gavin Goy & Felix Strobel, 2024.
"A Structural Investigation of Quantitative Easing,"
The Review of Economics and Statistics, MIT Press, vol. 106(4), pages 1028-1044, July.
- Gregor Boehl & Gavin Goy & Felix Strobel, 2020. "A Structural Investigation of Quantitative Easing," CRC TR 224 Discussion Paper Series crctr224_2020_193, University of Bonn and University of Mannheim, Germany.
- Böhl, Gregor & Goy, Gavin & Strobel, Felix, 2021. "A structural investigation of quantitative easing," Discussion Papers 01/2021, Deutsche Bundesbank.
- Gregor Boehl & Gavin Goy & Felix Strobel, 2020. "A Structural Investigation of Quantitative Easing," Working Papers 691, DNB.
- Böhl, Gregor & Goy, Gavin & Strobel, Felix, 2020. "A structural investigation of quantitative easing," IMFS Working Paper Series 142, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Boehl, Gregor & Strobel, Felix, 2024.
"Estimation of DSGE models with the effective lower bound,"
Journal of Economic Dynamics and Control, Elsevier, vol. 158(C).
- Gregor Boehl, Felix Strobel, 2022. "Estimation of DSGE Models With the Effective Lower Bound," CRC TR 224 Discussion Paper Series crctr224_2022_356, University of Bonn and University of Mannheim, Germany.
- Boehl, Gregor & Lieberknecht, Philipp, 2025.
"The hockey stick Phillips curve and the effective lower bound,"
Journal of Economic Dynamics and Control, Elsevier, vol. 170(C).
- Böhl, Gregor & Lieberknecht, Philipp, 2021. "The hockey stick Phillips curve and the effective lower bound," Discussion Papers 55/2021, Deutsche Bundesbank.
- Lindé, J. & Smets, F. & Wouters, R., 2016. "Challenges for Central Banks’ Macro Models," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 2185-2262, Elsevier.
- Lindé, Jesper & Smets, Frank & Wouters, Rafael, 2016.
"Challenges for Central Banks´ Macro Models,"
Working Paper Series
323, Sveriges Riksbank (Central Bank of Sweden).
- Linde, Jesper & Smets, Frank & Wouters, Rafael, 2016. "Challenges for Central Banks' Macro Models," CEPR Discussion Papers 11405, C.E.P.R. Discussion Papers.
- Böhl, Gregor & Lieberknecht, Philipp, 2021.
"The hockey stick Phillips curve and the zero lower bound,"
IMFS Working Paper Series
153, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Gregor Boehl & Philipp Lieberknecht, 2021. "The Hockey Stick Phillips Curve and the Zero Lower Bound," CRC TR 224 Discussion Paper Series crctr224_2021_266, University of Bonn and University of Mannheim, Germany.
- Fève, Patrick & Moura, Alban & Pierrard, Olivier, 2022.
"The fall in shadow banking and the slow U.S. recovery,"
Journal of Economic Dynamics and Control, Elsevier, vol. 139(C).
- Fève, Patrick & Moura, Alban & Pierrard, Olivier, 2019. "Shadow Banking and the Great Recession: Evidence from an Estimated DSGE Model," TSE Working Papers 19-996, Toulouse School of Economics (TSE).
- Patrick Feve, 2019. "Shadow Banking and the Great Recession," 2019 Meeting Papers 199, Society for Economic Dynamics.
- Patrick Fève & Alban Moura & Olivier Pierrard, 2019. "Shadow banking and the Great Recession: Evidence from an estimated DSGE model," BCL working papers 125, Central Bank of Luxembourg.
- Kilponen, Juha & Orjasniemi, Seppo & Ripatti, Antti & Verona, Fabio, 2016. "The Aino 2.0 model," Research Discussion Papers 16/2016, Bank of Finland.
- Callum Jones & Virgiliu Midrigan & Thomas Philippon, 2022.
"Household Leverage and the Recession,"
Econometrica, Econometric Society, vol. 90(5), pages 2471-2505, September.
- Callum Jones & Virgiliu Midrigan & Thomas Philippon, 2011. "Household Leverage and the Recession," NBER Working Papers 16965, National Bureau of Economic Research, Inc.
- Callum Jones, 2018. "Household Leverage and the Recession," 2018 Meeting Papers 933, Society for Economic Dynamics.
- Callum Jones & Virgiliu Midrigan & Mr. Thomas Philippon, 2018. "Household Leverage and the Recession," IMF Working Papers 2018/194, International Monetary Fund.
- repec:zbw:bofrdp:2016_016 is not listed on IDEAS
- Kilponen, Juha & Orjasniemi, Seppo & Ripatti, Antti & Verona, Fabio, 2016. "The Aino 2.0 model," Bank of Finland Research Discussion Papers 16/2016, Bank of Finland.
- McAdam, Peter & Warne, Anders, 2019.
"Euro area real-time density forecasting with financial or labor market frictions,"
International Journal of Forecasting, Elsevier, vol. 35(2), pages 580-600.
- McAdam, Peter & Warne, Anders, 2018. "Euro area real-time density forecasting with financial or labor market frictions," Working Paper Series 2140, European Central Bank.
- Marco Del Negro & Michele Lenza & Giorgio E. Primiceri & Andrea Tambalotti, 2020.
"What's Up with the Phillips Curve?,"
Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 51(1 (Spring), pages 301-373.
- Marco Del Negro & Michele Lenza & Giorgio E. Primiceri & Andrea Tambalotti, 2020. "What’s up with the Phillips Curve?," NBER Working Papers 27003, National Bureau of Economic Research, Inc.
- Del Negro, Marco & Lenza, Michele & Primiceri, Giorgio E. & Tambalotti, Andrea, 2020. "What’s up with the Phillips Curve?," Working Paper Series 2435, European Central Bank.
- Primiceri, Giorgio & Del Negro, Marco & Lenza, Michele & Tambalotti, Andrea, 2020. "What's up with the Phillips Curve?," CEPR Discussion Papers 14583, C.E.P.R. Discussion Papers.
- William Chen & Marco Del Negro & Michele Lenza & Giorgio E. Primiceri & Andrea Tambalotti, 2020. "What’s Up with the Phillips Curve?," Liberty Street Economics 20200918a, Federal Reserve Bank of New York.
- Michael Cai & Marco Del Negro & Edward Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2021.
"Online estimation of DSGE models,"
The Econometrics Journal, Royal Economic Society, vol. 24(1), pages 33-58.
- Michael Cai & Marco Del Negro & Edward P. Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2019. "Online Estimation of DSGE Models," Liberty Street Economics 20190821, Federal Reserve Bank of New York.
- Michael Cai & Marco Del Negro & Edward Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2019. "Online Estimation of DSGE Models," PIER Working Paper Archive 19-014, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Michael D. Cai & Marco Del Negro & Edward P. Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2020. "Online Estimation of DSGE Models," NBER Working Papers 26826, National Bureau of Economic Research, Inc.
- Michael Cai & Marco Del Negro & Edward P. Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2019. "Online Estimation of DSGE Models," Staff Reports 893, Federal Reserve Bank of New York.
- Michael Cai & Marco Del Negro & Edward P. Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2020. "Online Estimation of DSGE Models," Finance and Economics Discussion Series 2020-023, Board of Governors of the Federal Reserve System (U.S.).
- Lawrence J. Christiano & Martin S. Eichenbaum & Mathias Trabandt, 2018.
"On DSGE Models,"
Journal of Economic Perspectives, American Economic Association, vol. 32(3), pages 113-140, Summer.
- Lawrence J. Christiano & Martin S. Eichenbaum & Mathias Trabandt, 2018. "On DSGE Models," NBER Working Papers 24811, National Bureau of Economic Research, Inc.
- Andrea Ajello, 2016.
"Financial Intermediation, Investment Dynamics, and Business Cycle Fluctuations,"
American Economic Review, American Economic Association, vol. 106(8), pages 2256-2303, August.
- Ajello, Andrea, 2010. "Financial intermediation, investment dynamics and business cycle fluctuations," MPRA Paper 32447, University Library of Munich, Germany, revised Mar 2011.
- Andrea Ajello, 2012. "Financial intermediation, investment dynamics and business cycle fluctuations," Finance and Economics Discussion Series 2012-67, Board of Governors of the Federal Reserve System (U.S.).
- Martin Harding & Rafael Wouters, 2022. "Risk and State-Dependent Financial Frictions," Staff Working Papers 22-37, Bank of Canada.
- Darracq Pariès, Matthieu & Notarpietro, Alessandro & Kilponen, Juha & Papadopoulou, Niki & Zimic, Srečko & Aldama, Pierre & Langenus, Geert & Alvarez, Luis Julian & Lemoine, Matthieu & Angelini, Elena, 2021. "Review of macroeconomic modelling in the Eurosystem: current practices and scope for improvement," Occasional Paper Series 267, European Central Bank.
- Górajski, Mariusz & Kuchta, Zbigniew, 2024. "Are two financial frictions necessary to match U.S. business and financial cycles?," Finance Research Letters, Elsevier, vol. 59(C).
- Stijn Claessens & M Ayhan Kose, 2018. "Frontiers of macrofinancial linkages," BIS Papers, Bank for International Settlements, number 95.
More about this item
Keywords
Financial frictions; Great recession; Business cycles; Effective lower bound; Nonlinear Bayesian estimation;All these keywords.
JEL classification:
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:dyncon:v:167:y:2024:i:c:s0165188924001192. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/jedc .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.