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Introducing Financial Frictions and Unemployment into a Small Open Economy Model

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Cited by:

  1. Hull, Isaiah, 2017. "Amortization requirements and household indebtedness: An application to Swedish-style mortgages," European Economic Review, Elsevier, vol. 91(C), pages 72-88.
  2. Husnu C. Dalgic, 2024. "Financial Dollarization In Emerging Markets: An Insurance Arrangement," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 65(3), pages 1189-1219, August.
  3. Paula Andrea Beltrán-Saavedra, 2015. "Precio del petróleo y el ajuste de las tasas de interés en las economías emergentes," Borradores de Economia 13619, Banco de la Republica.
  4. Mykhaylova Olena & Staveley-O’Carroll James, 2014. "International transmission of productivity shocks with nonzero net foreign debt," The B.E. Journal of Macroeconomics, De Gruyter, vol. 14(1), pages 579-624, January.
  5. Oscar Pavlov & Mark Weder, 2017. "Product Scope and Endogenous Fluctuations," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 24, pages 175-191, March.
  6. Stähler, Nikolai, 2017. "A model-based analysis of the macroeconomic impact of the refugee migration to Germany," Discussion Papers 05/2017, Deutsche Bundesbank.
  7. Lawrence Christiano & Mathias Trabandt & Karl Walentin, 2021. "Involuntary Unemployment and the Business Cycle," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 39, pages 26-54, January.
  8. Yashiv, Eran, 2016. "Aggregate Hiring and the Value of Jobs Along the Business Cycle," CEPR Discussion Papers 11076, C.E.P.R. Discussion Papers.
  9. De Grauwe, Paul & Gerba, Eddie, 2018. "The role of cognitive limitations and heterogeneous expectations for aggregate production and credit cycle," Journal of Economic Dynamics and Control, Elsevier, vol. 91(C), pages 206-236.
  10. Zhang, Yahong, 2018. "Financial factors and labor market fluctuations," Economic Modelling, Elsevier, vol. 74(C), pages 24-44.
  11. Stijn Claessens & M Ayhan Kose, 2018. "Frontiers of macrofinancial linkages," BIS Papers, Bank for International Settlements, number 95.
  12. Yaprak Tavman, 2015. "A comparative analysis of macroprudential policies," Oxford Economic Papers, Oxford University Press, vol. 67(2), pages 334-355.
  13. Alejandro Justiniano, 2012. "Comment on "Structural and Cyclical Forces in the Labor Market during the Great Recession: Cross-Country Evidence"," NBER Chapters, in: NBER International Seminar on Macroeconomics 2012, pages 415-424, National Bureau of Economic Research, Inc.
  14. Mumtaz, Haroon & Theodoridis, Konstantinos, 2020. "Fiscal policy shocks and stock prices in the United States," European Economic Review, Elsevier, vol. 129(C).
  15. Jan-Oliver Menz & Lena Vogel, 2009. "A Detailed Derivation of the Sticky Price and Sticky Information New Keynesian DSGE Model," Macroeconomics and Finance Series 200902, University of Hamburg, Department of Socioeconomics.
  16. Hernandez, Kolver, 2013. "A system reduction method to efficiently solve DSGE models," Journal of Economic Dynamics and Control, Elsevier, vol. 37(3), pages 571-576.
  17. Yongseung Jung, 2010. "Asset Market Structures and Monetary Policy in a Small Open Economy," Macroeconomics Working Papers 22811, East Asian Bureau of Economic Research.
  18. Luca Sala & Ulf Söderström & Antonella Trigari, 2013. "Structural and Cyclical Forces in the Labor Market during the Great Recession: Cross-Country Evidence," NBER International Seminar on Macroeconomics, University of Chicago Press, vol. 9(1), pages 345-404.
  19. Wei Dai & Mark Weder & Bo Zhang, 2020. "Animal Spirits, Financial Markets, and Aggregate Instability," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(8), pages 2053-2083, December.
  20. Radde, Sören, 2015. "Flight to liquidity and the Great Recession," Journal of Banking & Finance, Elsevier, vol. 54(C), pages 192-207.
  21. Alexander Kriwoluzky & Christian A. Stoltenberg, 2016. "Nested Models and Model Uncertainty," Scandinavian Journal of Economics, Wiley Blackwell, vol. 118(2), pages 324-353, April.
  22. Gunter Coenen & Roland Straub & Mathias Trabandt, 2012. "Fiscal Policy and the Great Recession in the Euro Area," American Economic Review, American Economic Association, vol. 102(3), pages 71-76, May.
  23. Mădălin Viziniuc, 2017. "Potential Gains from Cooperation Between Monetary and Macroprudential Policies: The Case of an Emerging Economy," Eastern European Economics, Taylor & Francis Journals, vol. 55(5), pages 420-452, September.
  24. Hogan, Thomas L. & White, Lawrence H., 2021. "Hayek, Cassel, and the origins of the great depression," Journal of Economic Behavior & Organization, Elsevier, vol. 181(C), pages 241-251.
  25. Zhang, Min & Zhang, Yahong, 2022. "Monetary stimulus policy in China: The bank credit channel," China Economic Review, Elsevier, vol. 74(C).
  26. Ginters Bušs & Patrick Grüning, 2023. "Fiscal DSGE model for Latvia," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, vol. 23(1), pages 2173915-217.
  27. Andrew Hodge & Zoltan Jakab & Jesper Lindé & Vina Nguyen, 2022. "U.S. and Euro Area Monetary and Fiscal Interactions During the Pandemic: A Structural Analysis," IMF Working Papers 2022/222, International Monetary Fund.
  28. Mikayel Melkumyan Haykaz Igityan & Maria Sahakyan & Frida Baharyan, 2023. "Introducing Educational Reforms in Neoclassical Model," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 6, pages 41-53.
  29. František Brazdik & Michal Hlavacek & Aleš Marsal, 2012. "Survey of Research on Financial Sector Modeling within DSGE Models: What Central Banks Can Learn from It," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 62(3), pages 252-277, July.
  30. Jae Shim, 2016. "Financial Frictions in the Small Open Economy," Department of Economics Working Papers 50/16, University of Bath, Department of Economics.
  31. Gerke, R. & Jonsson, M. & Kliem, M. & Kolasa, M. & Lafourcade, P. & Locarno, A. & Makarski, K. & McAdam, P., 2013. "Assessing macro-financial linkages: A model comparison exercise," Economic Modelling, Elsevier, vol. 31(C), pages 253-264.
  32. Vahagn Davtyan & Haykaz Igityan, 2021. "Structural Reforms in DSGE Model," Working Papers 17, Central Bank of the Republic of Armenia.
  33. Iliopulos, Eleni & Perego, Erica & Sopraseuth, Thepthida, 2021. "International business cycles: Information matters," Journal of Monetary Economics, Elsevier, vol. 123(C), pages 19-34.
  34. Corbo, Vesna & Di Casola, Paola, 2020. "Drivers of consumer prices and exchange rates in small open economies," Working Paper Series 387, Sveriges Riksbank (Central Bank of Sweden).
  35. Martin Kliem & Alexander Meyer‐Gohde, 2022. "(Un)expected monetary policy shocks and term premia," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(3), pages 477-499, April.
  36. Ma�gorzata Skibi�ska, 2015. "Impact of labour market shocks on business cycle fluctuations in Poland," Bank i Kredyt, Narodowy Bank Polski, vol. 46(1), pages 1-40.
  37. Mr. Jaromir Benes & Mr. Michael Kumhof, 2011. "Risky Bank Lending and Optimal Capital Adequacy Regulation," IMF Working Papers 2011/130, International Monetary Fund.
  38. Francesco Furlanetto & Nicolas Groshenny, 2016. "Mismatch Shocks and Unemployment During the Great Recession," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(7), pages 1197-1214, November.
  39. Agustín Arias & Benjamín García & Ignacio Rojas, 2023. "Forward Guidance: Estimating a Behavioral DSGE Model with System Priors," Working Papers Central Bank of Chile 994, Central Bank of Chile.
  40. Francesco Furlanetto & Nicolas Groshenny, "undated". "Mismatch Shocks and Unemployment During the Great Recession," School of Economics Working Papers 2015-14, University of Adelaide, School of Economics.
  41. Houssa, Romain & Mohimont, Jolan & Otrok, Christopher, 2023. "Commodity exports, financial frictions, and international spillovers," European Economic Review, Elsevier, vol. 158(C).
  42. Francesco Furlanetto & Nicolas Groshenny, 2012. "Matching efficiency and business cycle fluctuations," Working Paper 2012/07, Norges Bank.
  43. Jaromir Tonner & Stanislav Tvrz & Osvald Vasicek, 2015. "Labour Market Modelling within a DSGE Approach," Working Papers 2015/06, Czech National Bank.
  44. 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.
  45. Fernández Martín, Andrés & Herreño, Juan David, 2013. "Equilibrium Unemployment During Financial Crises," IDB Publications (Working Papers) 4238, Inter-American Development Bank.
  46. Mikael Carlsson & Stefan Eriksson & Nils Gottfries, 2013. "Product market imperfections and employment dynamics," Oxford Economic Papers, Oxford University Press, vol. 65(2), pages 447-470, April.
  47. Jan Žácek, 2019. "Financial Variables in a Policy Rule: Does It Bring Macroeconomic Benefits?," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 69(2), pages 122-148, April.
  48. Niklas Gadatsch & Josef Hollmayr & Nikolai Stähler, 2019. "Thoughts on a Fiscal Union in EMU," German Economic Review, Verein für Socialpolitik, vol. 20(4), pages 360-384, November.
  49. Jarociński, Marek & Marcet, Albert, 2019. "Priors about observables in vector autoregressions," Journal of Econometrics, Elsevier, vol. 209(2), pages 238-255.
  50. Michal Andrle & Jan Bruha & Serhat Solmaz, 2016. "On the Sources of Business Cycles: Implications for DSGE Models," Working Papers 2016/03, Czech National Bank.
  51. Born, Benjamin & Pfeifer, Johannes, 2014. "Policy risk and the business cycle," Journal of Monetary Economics, Elsevier, vol. 68(C), pages 68-85.
  52. Brzoza-Brzezina, Michał & Kolasa, Marcin & Makarski, Krzysztof, 2013. "The anatomy of standard DSGE models with financial frictions," Journal of Economic Dynamics and Control, Elsevier, vol. 37(1), pages 32-51.
  53. Sheen, Jeffrey & Wang, Ben Zhe, 2016. "Assessing labor market frictions in a small open economy," Journal of Macroeconomics, Elsevier, vol. 48(C), pages 231-251.
  54. Shahnazarian, Hovick, 2023. "Fiscal stabilization rule," Journal of Macroeconomics, Elsevier, vol. 77(C).
  55. Radde, Sören, 2012. "Liquidity Crises, Banking, and the Great Recession," VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 65408, Verein für Socialpolitik / German Economic Association.
  56. Romain Houssa & Jolan Mohimont & Chris Otrok, 2019. "A model for international spillovers to emerging markets," Working Paper Research 370, National Bank of Belgium.
  57. Obstbaum, Meri & Oinonen, Sami & Pönkä, Harri & Vanhala, Juuso & Vilmi, Lauri, 2023. "Transmission of recent shocks in a labour-DSGE model with wage rigidity," BoF Economics Review 1/2023, Bank of Finland.
  58. Marcin Bielecki, 2022. "Innovation and Endogenous Growth over the Business Cycle with Frictional Labor Markets," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 14(3), pages 263-302, September.
  59. Born, Benjamin & Peter, Alexandra & Pfeifer, Johannes, 2013. "Fiscal news and macroeconomic volatility," Journal of Economic Dynamics and Control, Elsevier, vol. 37(12), pages 2582-2601.
  60. Kristine Vitola & Ludmila Fadejeva, 2010. "Asset Prices and Financial Frictions in Monetary Transmission: The Case of Latvia," Working Papers 2010/03, Latvijas Banka.
  61. Naraidoo, Ruthira & Paez-Farrell, Juan, 2023. "Commodity price shocks, labour market dynamics and monetary policy in small open economies," Journal of Economic Dynamics and Control, Elsevier, vol. 151(C).
  62. Nittai Bergman & Benjamin Born & David A. Matsa & Michael Weber, 2022. "Inclusive Monetary Policy: How Tight Labor Markets Facilitate Broad-Based Employment Growth," NBER Working Papers 29651, National Bureau of Economic Research, Inc.
  63. Alban Moura & Kyriacos Lambrias, 2018. "LU-EAGLE: A DSGE model for Luxembourg within the euro area and global economy," BCL working papers 122, Central Bank of Luxembourg.
  64. Zouhair Aït Benhamou, 2017. "Microfoundations of the New Keynesian Phillips Curve in an Open Emerging Economy," EconomiX Working Papers 2017-49, University of Paris Nanterre, EconomiX.
  65. Kamber, Gunes & McDonald, Chris & Sander, Nick & Theodoridis, Konstantinos, 2016. "Modelling the business cycle of a small open economy: The Reserve Bank of New Zealand's DSGE model," Economic Modelling, Elsevier, vol. 59(C), pages 546-569.
  66. Haykaz Igityan & Hasmik Kartashyan, 2021. "Housing Market Drivers and Dynamics in Armenia," Working Papers 16, Central Bank of the Republic of Armenia.
  67. Svensson, Lars E.O., 2009. "Transparency under Flexible Inflation Targeting: Experiences and Challenges," CEPR Discussion Papers 7213, C.E.P.R. Discussion Papers.
  68. Mihai Copaciu & Joana Madjoska & Mite Miteski, 2021. "A DSGE Model with Partial Euroization: The Case of the Macedonian Economy," Economy, Business & Development: An International Journal, Ss. Cyril and Methodius University in Skopje, Faculty of Economics-Skopje, vol. 2(2), pages 57-118, November.
  69. Walentin, Karl, 2014. "Business cycle implications of mortgage spreads," Journal of Monetary Economics, Elsevier, vol. 67(C), pages 62-77.
  70. Van Nguyen, Phuong, 2020. "Evaluating the forecasting accuracy of the closed- and open economy New Keynesian DSGE models," Dynare Working Papers 59, CEPREMAP.
  71. Mumtaz, Haroon & Zanetti, Francesco, 2016. "The Effect Of Labor And Financial Frictions On Aggregate Fluctuations," Macroeconomic Dynamics, Cambridge University Press, vol. 20(1), pages 313-341, January.
  72. NANA DAVIES, Charles, 2018. "Sources of Macroeconomic Fluctuations in a Franc Zone Country: A Bayesian estimation," MPRA Paper 99998, University Library of Munich, Germany.
  73. Ricardo Reis & Vasco Curdia, 2009. "Correlated Disturbances and U.S. Business Cycles," 2009 Meeting Papers 129, Society for Economic Dynamics.
  74. Furlanetto Francesco & Sveen Tommy & Weinke Lutz, 2020. "Technology and the two margins of labor adjustment: a New Keynesian perspective," The B.E. Journal of Macroeconomics, De Gruyter, vol. 20(1), pages 1-18, January.
  75. Fève, Patrick & Moura, Alban & Pierrard, Olivier, 2019. "Shadow banking and financial regulation: A small-scale DSGE perspective," Journal of Economic Dynamics and Control, Elsevier, vol. 101(C), pages 130-144.
  76. Liu, Zheng & Miao, Jianjun & Zha, Tao, 2016. "Land prices and unemployment," Journal of Monetary Economics, Elsevier, vol. 80(C), pages 86-105.
  77. Adjemian, Stéphane & Bastani, Houtan & Juillard, Michel & Karamé, Fréderic & Mihoubi, Ferhat & Mutschler, Willi & Pfeifer, Johannes & Ratto, Marco & Rion, Normann & Villemot, Sébastien, 2022. "Dynare: Reference Manual Version 5," Dynare Working Papers 72, CEPREMAP, revised Mar 2023.
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  78. 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.
  79. Millard, Stephen & Varadi, Alexandra & Yashiv, Eran, 2018. "Shock transmission and the interaction of financial and hiring frictions," Bank of England working papers 769, Bank of England.
  80. Bruno Chiarini & Maria Ferrara & Elisabetta Marzano, 2020. "Tax Evasion, Investment Shocks, and the Consumption Puzzle: A DSGE Analysis with Financial Frictions," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(4), pages 907-932, June.
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  82. Iversen, Jens & Laséen, Stefan & Lundvall, Henrik & Söderström, Ulf, 2016. "Real-Time Forecasting for Monetary Policy Analysis: The Case of Sveriges Riksbank," Working Paper Series 318, Sveriges Riksbank (Central Bank of Sweden).
  83. Ani Asoyan & Vahagn Davtyan & Haykaz Igityan & Hasmik Kartashyan & Hovhannes Manukyan, 2020. "Modelling the Effects of a Health Shock on the Armenian Economy," Russian Journal of Money and Finance, Bank of Russia, vol. 79(4), pages 18-44, December.
  84. Tae Bong Kim & Hangyu Lee, 2016. "Macroeconomic Shocks and Dynamics of Labor Markets in Korea," Korean Economic Review, Korean Economic Association, vol. 32, pages 101-136.
  85. Pavlov, Oscar, 2021. "Multi-product firms and increasing marginal costs," Journal of Economic Dynamics and Control, Elsevier, vol. 133(C).
  86. Ola Melander & Maria Sandström & Erik Schedvin, 2017. "The effect of cash flow on investment: an empirical test of the balance sheet theory," Empirical Economics, Springer, vol. 53(2), pages 695-716, September.
  87. Stéphane Lhuissier & Benoît Mojon & Juan Rubio-Ramírez, 2020. "Does the Liquidity Trap Exist?," Working Papers 2020-04, FEDEA.
  88. Renato Faccini & Leonardo Melosi, 2022. "Pigouvian Cycles," American Economic Journal: Macroeconomics, American Economic Association, vol. 14(2), pages 281-318, April.
  89. Wesselbaum, Dennis, 2019. "Jobless recoveries: The interaction between financial and search frictions," Journal of Macroeconomics, Elsevier, vol. 61(C), pages 1-1.
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  128. Bruno Chiarini & Maria Ferrara & Elisabetta Marzano, 2016. "Investment Shocks, Tax Evasion and the Consumption Puzzle: A DSGE Analysis with Financial Frictions," CESifo Working Paper Series 6015, CESifo.
  129. Skibińska, Małgorzata, 2016. "What drives the labour wedge? A comparison between CEE countries and the Euro Area," Economic Modelling, Elsevier, vol. 56(C), pages 148-161.
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  131. Salome Tvalodze & Shalva Mkhatrishvili & Tamar Mdivnishvili & Davit Tutberidze & Zviad Zedginidze, 2016. "The National Bank of Georgia's Forecasting and Policy Analysis System," NBG Working Papers 01/2016, National Bank of Georgia.
  132. Chen, Yao & Ward, Felix, 2019. "When do fixed exchange rates work? Evidence from the Gold Standard," Journal of International Economics, Elsevier, vol. 116(C), pages 158-172.
  133. Bodenstein, Martin & Kamber, Güneş & Thoenissen, Christoph, 2018. "Commodity prices and labour market dynamics in small open economies," Journal of International Economics, Elsevier, vol. 115(C), pages 170-184.
  134. Dirk Bursian & Nikolai Stähler, 2019. "Macroeconomic effects of increased wage flexibility in EMU," Journal of Economic Policy Reform, Taylor & Francis Journals, vol. 22(1), pages 69-83, January.
  135. Renato Faccini & Leonardo Melosi, 2018. "The Role of News about TFP in U.S. Recessions and Booms," Working Paper Series WP-2018-6, Federal Reserve Bank of Chicago.
  136. Michael Chin & Ferre De Graeve & Thomai Filippeli & Konstantinos Theodoridis, 2022. "Understanding International Long-term Interest Rate Comovement," Advances in Econometrics, in: Essays in Honour of Fabio Canova, volume 44, pages 147-189, Emerald Group Publishing Limited.
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