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What order? : perturbation methods for stochastic volatility asset pricing and business cycle models
De Groot, Oliver - 2016
Persistent link: https://www.econbiz.de/10011539654
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What order? : perturbation methods for stochastic volatility asset pricing and business cycle models
De Groot, Oliver - 2016
Persistent link: https://www.econbiz.de/10011539664
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A financial accelerator through coordination failure
De Groot, Oliver - In: The economic journal : the journal of the Royal … 131 (2021) 636, pp. 1620-1642
Persistent link: https://www.econbiz.de/10012595145
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A financial accelerator through coordination failure
De Groot, Oliver - 2019
Persistent link: https://www.econbiz.de/10011979278
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Using forecast-augmented VAR evidence to dampen the forward guidance puzzle
Christoffel, Kai; De Groot, Oliver; Mazelis, Falk; … - 2020
We estimate the effects of interest rate forward guidance (FG) using a parsimonious VAR, augmented with survey forecast data. The identification strategy of FG shocks via sign and zero restrictions is successfully tested by the recovery of true IRFs from simulated data. The identified shocks...
Persistent link: https://www.econbiz.de/10012318803
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Computing the risky steady state of DSGE models
Groot, Oliver de - In: Economics letters 120 (2013) 3, pp. 566-569
Persistent link: https://www.econbiz.de/10010187174