An estimated DSGE model for Denmark with housing, banking, and financial frictions

Jesper Pedersen (Danmarks Nationalbank)

An Estimated DSGE model for Denmark with Housing, Banking, and Financial Friktions The financial crisis has moved attention to the modeling of financial frictions and banks in DSGE models. The preceding housing boom put focus on the need to incorporate developments in the residential sector, including house prices. This paper documents an estimated DSGE model of the Danish economy with financial frictions, banking and a construction sector.

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Year of publication:	3 October 2016
Authors:	Pedersen, Jesper
Publisher:	Copenhagen : Danmarks Nationalbank
Subject:	DSGE Models \| Estimation \| Financial frictions \| Banking \| DSGE-Modell \| DSGE model \| Dynamisches Gleichgewicht \| Dynamic equilibrium \| Dänemark \| Denmark \| Bayes-Statistik \| Bayesian inference \| Konjunktur \| Business cycle \| Schock \| Shock \| Geldpolitik \| Monetary policy \| Finanzmarkt \| Financial market

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Extent:	1 Online-Ressource (circa 164 Seiten) Illustrationen
Series:	Danmarks Nationalbank working papers. - Copenhagen : [Verlag nicht ermittelbar], ISSN 1602-1193, ZDB-ID 2480939-1. - Vol. no. 108
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature
Language:	English
Notes:	Zusammenfassung in dänischer Sprache
Other identifiers:	hdl:10419/171802 [Handle]
Classification:	E17 - Forecasting and Simulation ; E32 - Business Fluctuations; Cycles ; E62 - Fiscal Policy; Public Expenditures, Investment, and Finance; Taxation ; E65 - Studies of Particular Policy Episodes ; F41 - Open Economy Macroeconomics
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10011614062