Macro-finance models with nonlinear dynamics
Winston Wei Dou, Xiang Fang, Andrew W. Lo, and Harald Uhlig
| Year of publication: |
2023
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|---|---|
| Authors: | Dou, Winston Wei ; Fang, Xiang ; Lo, Andrew W. ; Uhling, Harald |
| Published in: |
Annual review of financial economics. - Palo Alto, Calif. : Annual Reviews, ISSN 1941-1375, ZDB-ID 2516758-3. - Vol. 15.2023, p. 407-432
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| Subject: | DSGE models | dynamic stochastic general equilibrium models | systemic risk | endogenous jump risk | financial constraints | liquidity | Dynamisches Gleichgewicht | Dynamic equilibrium | Theorie | Theory | Stochastischer Prozess | Stochastic process | DSGE-Modell | DSGE model | Finanzmarkt | Financial market | Systemrisiko | Systemic risk | Volatilität | Volatility | Liquidität | Liquidity | Schock | Shock |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1146/annurev-financial-110921-112053 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014426342