Dealing with financial instability under a DSGE modeling approach with banking intermediation : a predictability analysis versus TVP-VARs
Year of publication: |
October 2016
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Authors: | Bekiros, Stelios ; Cardani, Roberta ; Paccagnini, Alessia ; Villa, Stefania |
Published in: |
Journal of financial stability. - Amsterdam [u.a.] : Elsevier, ISSN 1572-3089, ZDB-ID 2222049-5. - Vol. 26.2016, p. 216-227
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Subject: | Financial frictions | DSGE | Time-varying coefficients | Extended Kalman filter | Banking sector | Dynamisches Gleichgewicht | Dynamic equilibrium | Finanzkrise | Financial crisis | Zustandsraummodell | State space model | Prognoseverfahren | Forecasting model | DSGE-Modell | DSGE model | Finanzintermediation | Financial intermediation | Theorie | Theory | Bank | Schock | Shock | Bankenkrise | Banking crisis |
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