Subprime Mortgages and Banking in a DSGE Model
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- Martino N. Ricci & Patrizio Tirelli, 2017. "Subprime mortgages and banking in a DSGE model," Discussion Papers in Economics economics:201709, Griffith University, Department of Accounting, Finance and Economics.
References listed on IDEAS
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More about this item
Keywords
Housing; Mortgage default; subprime risk; DSGE;All these keywords.
JEL classification:
- 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
- G01 - Financial Economics - - General - - - Financial Crises
- R31 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - Real Estate Markets, Spatial Production Analysis, and Firm Location - - - Housing Supply and Markets
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2017-07-02 (Banking)
- NEP-DGE-2017-07-02 (Dynamic General Equilibrium)
- NEP-MAC-2017-07-02 (Macroeconomics)
- NEP-RMG-2017-07-02 (Risk Management)
- NEP-URE-2017-07-02 (Urban and Real Estate Economics)
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