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  • Search: subject:"The Financial Accelerator"
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Year of publication
Subject
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Impulse response analysis 5 The Financial Accelerator 4 Cointegration 3 Financial variables and the real economy 3 Forecasting 3 Structural vector error correction modelling 3 The financial accelerator 3 the financial accelerator 3 Accelerator 2 Akzelerator 2 Business fluctuations 2 Core Macroeconomic Modelling 2 Geldpolitische Transmission 2 Identification 2 Kointegration 2 Macroeconometrics 2 Makroökonometrie 2 Monetary transmission 2 Schock 2 Shock 2 Structural Vector Error Correction Modelling 2 Structural vector Error Correction modeling 2 VAR model 2 VAR-Modell 2 Business cycle 1 Business cycles 1 Cointegration. 1 Financial market 1 Finanzmarkt 1 Forecasting model 1 Geldpolitik 1 Kleine offene Volkswirtschaft 1 Konjunktur 1 Lucas critique 1 Monetary policy 1 Norway 1 Norwegen 1 Prognoseverfahren 1 Small open economy 1 cash flow management 1
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Online availability
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Free 6 Undetermined 3
Type of publication
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Book / Working Paper 7 Article 3
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2 Working Paper 2 Research Report 1
Language
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English 7 Undetermined 3
Author
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Hammersland, Roger 8 Træe, Cathrine Bolstad 5 Jacobsen, Dag Henning 2 Benedictow, Andreas 1 Isohätälä, Jukka 1 Milne, Alistair 1 Muellbauer, John 1 Nunziata, Luca 1 Robertson, Donald 1
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Institution
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Statistisk Sentralbyrå, Government of Norway 2 C.E.P.R. Discussion Papers 1 Suomen Pankki 1
Published in...
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Discussion Papers 2 Discussion Papers / Statistisk Sentralbyrå, Government of Norway 2 CEPR Discussion Papers 1 Economic Modelling 1 Economic modelling 1 Economic systems 1 Research Discussion Papers / Suomen Pankki 1 Staff Memo 1
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Source
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RePEc 5 EconStor 3 ECONIS (ZBW) 2
Showing 1 - 10 of 10
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A financial accelerator in the business sector of a macroeconometric model of a small open economy
Benedictow, Andreas; Hammersland, Roger - In: Economic systems 44 (2020) 1, pp. 1-13
Persistent link: https://www.econbiz.de/10012593327
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The net worth trap: investment and output dynamics in the presence of financing constraints
Isohätälä, Jukka; Milne, Alistair; Robertson, Donald - Suomen Pankki - 2014
We study the impact of financing constraints on investment and output dynamics, in a continuous time setting with output a linear function of capital. Decline of net worth reduces investment and, if firms can rent capital to unconstrained outside investors, can create a 'net worth trap' with...
Persistent link: https://www.econbiz.de/10011074904
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The Financial Accelerator and the Real Economy: A Small Macroeconometric Model for Norway with Financial Frictions
Hammersland, Roger; Træe, Cathrine Bolstad - 2012
This paper studies the salient features of a core macroeconometric model that allows for self-reinforcing co-movements between credit, asset prices and real economic activity. In contrast to the economic literature that cultivates highly stylized model representations aimed at illustrating the...
Persistent link: https://www.econbiz.de/10012144029
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The Financial Accelerator and the real economy. Self-reinforcing feedback loops in a core macro econometric model for Norway
Hammersland, Roger; Træe, Cathrine Bolstad - 2011
This paper gives a brief description and studies the salient features of a core macro-econometric model that allows for self-reinforcing co-movements between credit, asset prices and real economic activity, often denominated a financial accelerator in the literature. In contrast to the economic...
Persistent link: https://www.econbiz.de/10011968438
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The Financial Accelerator and the real economy. Self-reinforcing feedback loops in a core macro econometric model for Norway
Hammersland, Roger; Træe, Cathrine Bolstad - Statistisk Sentralbyrå, Government of Norway - 2011
This paper gives a brief description and studies the salient features of a core macro-econometric model that allows for self-reinforcing co-movements between credit, asset prices and real economic activity, often denominated a financial accelerator in the literature. In contrast to the economic...
Persistent link: https://www.econbiz.de/10009318961
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The Financial Accelerator: Evidence using a procedure of Structural Model Design
Hammersland, Roger; Jacobsen, Dag Henning - 2008
We find empirical evidence of a financial accelerator using a data based procedure of Structural Model Design. Credit to firms, asset prices and aggregate economic activity interact over the business cycle in our empirical model of a dynamic economy. Furthermore, the interdependence between...
Persistent link: https://www.econbiz.de/10011968339
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Cover Image
The Financial Accelerator: Evidence using a procedure of Structural Model Design
Hammersland, Roger; Jacobsen, Dag Henning - Statistisk Sentralbyrå, Government of Norway - 2008
We find empirical evidence of a financial accelerator using a data based procedure of Structural Model Design. Credit to firms, asset prices and aggregate economic activity interact over the business cycle in our empirical model of a dynamic economy. Furthermore, the interdependence between...
Persistent link: https://www.econbiz.de/10004980837
Saved in:
Cover Image
The financial accelerator and the real economy: A small macroeconometric model for Norway with financial frictions
Hammersland, Roger; Træe, Cathrine Bolstad - In: Economic Modelling 36 (2014) C, pp. 517-537
This paper studies the salient features of a core macro econometric model that allows for self-reinforcing co-movements between credit, asset prices and real economic activity. In contrast to the economic literature that cultivates highly stylized model representations aimed at illustrating the...
Persistent link: https://www.econbiz.de/10011048742
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The financial accelerator and the real economy : a small macroeconometric model for Norway with financial frictions
Hammersland, Roger; Træe, Cathrine Bolstad - In: Economic modelling 36 (2014), pp. 517-537
Persistent link: https://www.econbiz.de/10010416399
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Credit, the Stock Market and Oil: Forecasting US GDP
Muellbauer, John; Nunziata, Luca - C.E.P.R. Discussion Papers - 2001
We derive a comprehensive one-year ahead forecasting model of US per capita GDP for 1955-2000, collectively examining variables usually considered singly, e.g. interest rates, credit conditions, the stock market, oil prices and the yield gap, of which all, except the last, are found to matter....
Persistent link: https://www.econbiz.de/10005662187
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