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Leverage Restrictions in a Business Cycle Model
Christiano, Lawrence J. - 2013
We modify an otherwise standard medium-sized DSGE model, in order to study the macroeconomic effects of placing leverage restrictions on financial intermediaries. The financial intermediaries ('bankers') in the model must exert effort in order to earn high returns for their creditors. An agency...
Persistent link: https://www.econbiz.de/10013088686
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Leverage restrictions in a business cycle model
Christiano, Lawrence J.; Ikeda, Daisuke - 2013
Persistent link: https://www.econbiz.de/10009711878
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Leverage restrictions in a business cycle model
Christiano, Lawrence J.; Ikeda, Daisuke - In: Macroeconomic and financial stability : challenges for …, (pp. 215-256). 2014
Persistent link: https://www.econbiz.de/10011771502
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Solving dynamic equilibrium models by a method of undetermined coefficients
Christiano, Lawrence J. - 1998
Persistent link: https://www.econbiz.de/10000985900
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Christopher A. Sims and vector autoregressions
Christiano, Lawrence J. - In: The Scandinavian journal of economics 114 (2012) 4, pp. 1082-1104
Persistent link: https://www.econbiz.de/10009744352
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Algorithms for solving dynamic models with occasionally binding constraints
Christiano, Lawrence J.; Fisher, Jonas D. M. - In: Journal of economic dynamics & control 24 (2000) 8, pp. 1179-1232
Persistent link: https://www.econbiz.de/10001474594
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Algorithms for solving dynamic models with occasionally binding constraints
Christiano, Lawrence J.; Fisher, Jonas D. M. - 1997
Persistent link: https://www.econbiz.de/10000975144
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Solving dynamic equilibrium models by a method of undetermined coefficients
Christiano, Lawrence J. - 1998
Persistent link: https://www.econbiz.de/10000994034
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Firm-specific capital, nominal rigidities and the business cycle
Altig, David; Christiano, Lawrence J.; Eichenbaum, Martin S. - 2005
Persistent link: https://www.econbiz.de/10002685179
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An estimated dynamic, general equilibrium model for monetary policy analysis : (preliminary and incomplete)
Altig, David; Christiano, Lawrence J.; Eichenbaum, Martin S. - In: Swiss National Bank - Fed Cleveland Workshop on …, (pp. 1-52). 2002
Persistent link: https://www.econbiz.de/10001892885