The equity price channel in a New-Keynesian DSGE model with financial frictions and banking
Year of publication: |
January 2016
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Authors: | Hollander, Hylton ; Liu, Guangling |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 52.2016, part B, p. 375-389
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Subject: | Equity price channel | Asset pricing | Financial frictions | Bank capital | New-Keynesian | Bayesian | Geldpolitische Transmission | Monetary transmission | DSGE-Modell | DSGE model | Börsenkurs | Share price | Dynamisches Gleichgewicht | Dynamic equilibrium | Schock | Shock | Finanzmarkt | Financial market | Neoklassische Synthese | Neoclassical synthesis | Bayes-Statistik | Bayesian inference | Theorie | Theory | Bank | Geldpolitik | Monetary policy | Bankrisiko | Bank risk |
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