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Perspectives on asset pricing in dynamic production economies

Gershun, Natalia - 2003

Persistent link: https://www.econbiz.de/10003778898

Financial implications of models with indeterminacy and variable capacity utilization

Gershun, Natalia (contributor); … - 2005

Persistent link: https://www.econbiz.de/10003216868

Asset pricing in dynamic stochastic general equilibrium models with indeterminacy

Gershun, Natalia; Harrison, Sharon G. - In: Macroeconomic dynamics 12 (2008) 1, pp. 50-71

Persistent link: https://www.econbiz.de/10003653583

Dynamic effects of credit shocks in a data-rich environment

Boivin, Jean; Giannoni, Marc P.; Stevanovi´c, Dalibor - 2013

We examine the dynamic effects of credit shocks using a large data set of U.S. economic and financial indicators in a structural factor model. The identified credit shocks, interpreted as unexpected deteriorations of credit market conditions, immediately increase credit spreads, decrease rates...

Persistent link: https://www.econbiz.de/10010333628