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The Impact of Uncertainty Shocks on the UK Economy

Denis, Stephanie - 2013

production and GDP. The peak impact is felt fairly quickly at around 6-12 months after the shock, and becomes statistically …

Persistent link: https://www.econbiz.de/10014395348

The impact of uncertainty shocks on the UK economy

Denis, Stephanie; Kannan, Prakash - 2013

Persistent link: https://www.econbiz.de/10009726282

A New-Open-Economy Macro Model for Fiscal Policy Evaluation

Muir, Dirk - 2006

We develop a New-Open-Economy-Macro model in which Ricardian equivalence does not hold because of (i) distortionary labor and corporate income taxation; (ii) limited asset market participation; and (iii) because the overlapping-generations structure results in a disconnect between current and...

Persistent link: https://www.econbiz.de/10014399890

Aggregate Uncertainty and the Supply of Credit

Valencia, Fabian - 2013

examines one particular channel at work: the supply of credit. It presents a model in which a bank, even if managed by risk …

Persistent link: https://www.econbiz.de/10014394461

Capital gaps, risk dynamics, and the macroeconomy

Lipinsky, Fabian T.; Miescu, Mirela S. - 2020

develop a macro-financial structural model with two novel features. First, we include idiosyncratic and aggregate risk in a …

Persistent link: https://www.econbiz.de/10012391995

Liquidity at risk : joint stress testing of solvency and liquidity

Cont, Rama; Kotlicki, Artur; Valderrama, Laura - 2020

relations between solvency shocks and liquidity shocks. These relations are then used to model liquidity and solvency risk in a …. We define the concept of 'Liquidity at Risk', which quantifies the liquidity resources required for a financial …

Persistent link: https://www.econbiz.de/10012251907

Leaning Against the Wind and the Timing of Monetary Policy

Agur, Itai - 2013

as soon as bank risk appetite heats up. Within this shorter time span, cuts must then be deeper than otherwise to also …

Persistent link: https://www.econbiz.de/10014395272

A medium-scale DSGE model for the integrated policy framework

Adrian, Tobias; Gaspar, Vítor; Vitek, Francis - 2022

macrofinancial linkages with endogenous risk, and diverse spillover transmission channels. In the pursuit of inflation and output …

Persistent link: https://www.econbiz.de/10013170322

On the Sources of Oil Price Fluctuations

Unalmis, Deren - 2009

and their distinct effects. Kilian (2009) analyzes the effects of an oil supply shock, an aggregate demand shock, and a … precautionary oil demand shock. The paper''s aim is to model macroeconomic consequences of these shocks within a new Keynesian DSGE …

Persistent link: https://www.econbiz.de/10014402212

"Leaning against the wind" and the timing of monetary policy

Agur, Itai; Demertzis, Maria - 2013

Persistent link: https://www.econbiz.de/10009747249