MACROPRUDENTIAL POLICY AND FORECASTING USING HYBRID DSGE MODELS WITH FINANCIAL FRICTIONS AND STATE SPACE MARKOV-SWITCHING TVP-VARS

We focus on the interaction of frictions both at the firm level and in the banking sector in order to examine the transmission mechanism of the shocks and to reflect on the response of the monetary policy to increases in interest rate spreads, using DSGE models with financial frictions. However, VAR...

Full description

Saved in:
Bibliographic details
Volume: 19
Main Author: Bekiros, Stelios D
Paccagnini, Alessia
Format: Journal Article
Language: English
Place of publication: New York, USA Cambridge University Press 01.10.2015
CAMBRIDGE UNIV PRESS
published in: Macroeconomic dynamics Vol. 19; no. 7; pp. 1565 - 1592
ORCID: 0000-0002-2421-7242
Data of publication: 20151000
ISSN: 1365-1005
1469-8056
EISSN: 1469-8056
Alternate Title: FORECASTING WITH DSGE AND TVP-VAR
STELIOS D. BEKIROS AND ALESSIA PACCAGNINI
Discipline: Economics
Subjects:
Online Access: Fulltext
Database: Social Sciences Citation Index
Web of Science - Social Sciences Citation Index - 2015
Web of Knowledge
Web of Science
CrossRef
ProQuest Central China
ABI/INFORM Collection China
ProQuest Business Collection (Alumni Edition)
ProQuest One Business (Alumni)
Research Library (Alumni Edition)
ProQuest One Academic Eastern Edition
ABI/INFORM Professional Advanced
ProQuest Central (Corporate)
ProQuest Central Basic
ABI/INFORM Global (Corporate)
ABI/INFORM Professional Standard
ProQuest Business Collection
Research Library China
ProQuest Central (Alumni Edition)
ABI/INFORM Collection
ABI/INFORM Global (PDF only)
ProQuest One Academic
ProQuest One Academic UKI Edition
ProQuest One Business
Research Library (Corporate)
ABI/INFORM Global
ProQuest Central (purchase pre-March 2016)
ProQuest Central Student
Business Premium Collection
Research Library Prep
ProQuest Central Essentials
Research Library
Trade PRO
ProQuest Central
ProQuest Central Korea
Global News & ABI/Inform Professional
ABI/INFORM Global (Alumni Edition)
ProQuest Central (Alumni) (purchase pre-March 2016)
Business Premium Collection (Alumni)
ABI/INFORM Collection (Alumni Edition)
Database information Databases - DBIS