Dealing with financial instability under a DSGE modeling approach with banking intermediation : a predictability analysis versus TVP-VARs
Stelios Bekiros, Roberta Cardani, Alessia Paccagnini, Stefania Villa
| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfs.2016.07.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011705507