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

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  1. Oana Simona HUDEA (CARAMAN), 2015. "Romanian Economy Modelling in the presence of Financial Frictions," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 63(9), pages 19-26, September.
  2. Bailliu, Jeannine & Meh, Cesaire & Zhang, Yahong, 2015. "Macroprudential rules and monetary policy when financial frictions matter," Economic Modelling, Elsevier, vol. 50(C), pages 148-161.
  3. Phuc Nguyen, Canh & Dinh Su, Thanh & Doytch, Nadia, 2020. "The drivers of financial development: Global evidence from internet and mobile usage," Information Economics and Policy, Elsevier, vol. 53(C).
  4. De La Peña, Rogelio & García, Ignacio, 2023. "Untangling crises: GFC and COVID-19 through the lens of a DSGE model," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 4(2).
  5. Etoundi Atenga, Eric Martial & Abdo, Maman Hassan & Mougoué, Mbodja, 2021. "Financial Frictions and Macroeconomy During Financial Crises: A Bayesian DSGE Assessment," American Business Review, Pompea College of Business, University of New Haven, vol. 24(2), pages 62-99, November.
  6. Zhang, Yahong, 2018. "Financial factors and labor market fluctuations," Economic Modelling, Elsevier, vol. 74(C), pages 24-44.
  7. Fontana, Giuseppe & Veronese Passarella, Marco, 2020. "Unconventional monetary policies from conventional theories: Modern lessons for central bankers," Journal of Policy Modeling, Elsevier, vol. 42(3), pages 503-519.
  8. Thomas Brand & Fabien Tripier, 2021. "Risk Shocks and Divergence between the Euro Area and the US in the Aftermath of the Great Recession," Annals of Economics and Statistics, GENES, issue 143, pages 137-163.
  9. Zabavnik, Darja & Verbič, Miroslav, 2023. "The effects of financial frictions on Slovenian companies: A panel VAR approach," Finance Research Letters, Elsevier, vol. 58(PC).
  10. Frijters, Paul & Antić, Nemanja, 2016. "Can collapsing business networks explain economic downturns?," Economic Modelling, Elsevier, vol. 54(C), pages 289-308.
  11. Georgiadis, Georgios & Jančoková, Martina, 2020. "Financial globalisation, monetary policy spillovers and macro-modelling: Tales from 1001 shocks," Journal of Economic Dynamics and Control, Elsevier, vol. 121(C).
  12. Kamber, Günes & Smith, Christie & Thoenissen, Christoph, 2015. "Financial frictions and the role of investment-specific technology shocks in the business cycle," Economic Modelling, Elsevier, vol. 51(C), pages 571-582.
  13. McKnight, Stephen & Mihailov, Alexander & Pompa Rangel, Antonio, 2020. "What do Latin American inflation targeters care about? A comparative Bayesian estimation of central bank preferences," Journal of Macroeconomics, Elsevier, vol. 63(C).
  14. Thomas Brand & Fabien Tripier, 2014. "Risk shocks and divergence between the Euro area and the US," Working Papers 2014-11, CEPII research center.
  15. Soltani , Sedigheh & Falihi , Nemat & Mehrabiyan , Azadeh & Amiri , Hossein, 2021. "Investigating the Effects of Monetary and Financial Shocks on the Key Macroeconomic Variables, Focusing on the Intermediary Role of Banks Using DSGE Models," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 16(4), pages 477-500, December.
  16. Battiati, Claudio, 2019. "R&D, growth, and macroprudential policy in an economy undergoing boom-bust cycles," Journal of Macroeconomics, Elsevier, vol. 59(C), pages 299-324.
  17. Alice Albonico & Alessia Paccagnini & Patrizio Tirelli, 2019. "Limited Asset Market Participation And The Euro Area Crisis: An Empirical Dsge Model," Economic Inquiry, Western Economic Association International, vol. 57(3), pages 1302-1323, July.
  18. Gomes, Pedro & Seoane, Hernán D., 2024. "Made in Europe: Monetary–Fiscal policy mix with financial frictions," European Economic Review, Elsevier, vol. 165(C).
  19. Olayinka Oyekola & David Meenagh & Patrick Minford, 2023. "Global Shocks in the US Economy: Effects on Output and the Real Exchange Rate," Open Economies Review, Springer, vol. 34(2), pages 411-435, April.
  20. Alice Albonico & Alessia Paccagnini & Patrizio Tirelli, 2014. "Estimating a DSGE model with Limited Asset Market Participation for the Euro Area," Working Papers 286, University of Milano-Bicocca, Department of Economics, revised Nov 2014.
  21. Fritz Breuss, 2016. "Would DSGE Models have Predicted the Great Recession in Austria?," WIFO Working Papers 530, WIFO.
  22. Yagihashi, Takeshi, 2018. "How costly is a misspecified credit channel DSGE model in monetary policymaking?," Economic Modelling, Elsevier, vol. 68(C), pages 484-505.
  23. Lyu, Juyi & Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick, 2023. "UK monetary policy in an estimated DSGE model with financial frictions," Journal of International Money and Finance, Elsevier, vol. 130(C).
  24. Yadav, Jayant, 2020. "Flight to Safety in Business cycles," MPRA Paper 104093, University Library of Munich, Germany.
  25. Alexander Mihailov & Giovanni Razzu & Zhe Wang, 2019. "Heterogeneous effects of single monetary policy on unemployment rates in the largest EMU economies," Economics Discussion Papers em-dp2019-07, Department of Economics, University of Reading.
  26. Kame Babilla, Thierry U., 2023. "Digital innovation and financial access for small and medium-sized enterprises in a currency union," Economic Modelling, Elsevier, vol. 120(C).
  27. Yépez, Carlos A., 2017. "Financial intermediation, consumption dynamics, and business cycles," Economic Modelling, Elsevier, vol. 60(C), pages 231-243.
  28. Fritz Breuss, 2018. "Would DSGE Models Have Predicted the Great Recession in Austria?," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 14(1), pages 105-126, April.
  29. Kirsanova, Tatiana & Nolan, Charles & Shafiei, Maryam, 2021. "Deep recessions," Economic Modelling, Elsevier, vol. 96(C), pages 310-323.
  30. Gallegati, Marco & Giri, Federico & Palestrini, Antonio, 2019. "DSGE model with financial frictions over subsets of business cycle frequencies," Journal of Economic Dynamics and Control, Elsevier, vol. 100(C), pages 152-163.
  31. Kim, Jounghyeon & McCullough, Jeffrey S. & Lee, Jinhyung, 2022. "Do liquidity constraints affect the investment decisions of California hospitals?," Economic Modelling, Elsevier, vol. 113(C).
  32. Holtemöller, Oliver & Schult, Christoph, 2018. "Expectation formation, financial frictions, and forecasting performance of dynamic stochastic general equilibrium models," IWH Discussion Papers 15/2018, Halle Institute for Economic Research (IWH).
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