Similar Search Results

Stock market, interest rate and output : a model and estimation for US time series data

Chiarella, Carl; Mittnik, Stefan; Semmler, Willi; Zhu, … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 6 (2002) 1

Persistent link: https://www.econbiz.de/10001790001

Regime dependence of the fiscal multiplier

Mittnik, Stefan; Semmler, Willi - In: Journal of economic behavior & organization : JEBO 83 (2012) 3, pp. 502-522

Persistent link: https://www.econbiz.de/10009698047

Estimating a banking-macro model using a multi-regime VAR

Mittnik, Stefan; Semmler, Willi - In: Advances in non-linear economic modeling : theory and …, (pp. 3-40). 2014

Persistent link: https://www.econbiz.de/10010251591

Estimating a Banking-Macro Model for Europe Using a Multi-Regime VAR

Semmler, Willi - 2012

This paper introduces a Banking-Macro Model and estimates the linkages through a Multi-Regime VAR (MRVAR). We introduce a dynamic model which is akin to the Brunnermeier and Sannikov (BS) model (2010). The banking sector is exposed to instability due to adverse movements of asset prices and...

Persistent link: https://www.econbiz.de/10013110113

Stock market, interest rate and output : a model and estimation for US time series data

Chiarella, Carl; Semmler, Willi; Mittnik, Stefan - 1998

Persistent link: https://www.econbiz.de/10013385366