Dealing with financial instability under a DSGE modeling approach with banking intermediation: a predictability analysis versus TVP-VARs

In the dynamic stochastic general equilibrium (DSGE) literature there has been an increasing awareness on the role that the banking sector can play in macroeconomic activity. We present a DSGE model with financial intermediation as in Gertler and Karadi (2011). The estimation of shocks and of the st...

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Bibliographic details
Main Author: Bekiros, Stelios
Cardani, Roberta
Paccagnini, Alessia
Villa, Stefania
Format: Journal Article
Language: English
Place of publication: Elsevier 2016
Data of publication: 2016
ISSN: 1878-0962
EISSN: 1878-0962
Discipline: Business
Political Science
Bibliography: Journal of Financial Stability vol:26 pages:216-227
Online Access: available in Bonn?
Database: Lirias (KU Leuven Association)
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