Assessing macro-financial linkages: a model comparison exercise
Gespeichert in:
| Format: | Buch |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
Frankfurt am Main
Dt. Bundesbank, Press and Public elations Div.
2012
|
| Schriftenreihe: | Discussion paper / Deutsche Bundesbank
Eurosystem 2012,02 |
| Schlagworte: | |
| Online-Zugang: | Volltext Inhaltsverzeichnis |
| Beschreibung: | Auch im Internet verfügbar. - Zsfassung in dt. Sprache |
| Beschreibung: | 46 S. graph. Darst. |
| ISBN: | 9783865587923 9783865587930 |
Internformat
MARC
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| 020 | |a 9783865587930 |c (Internetversion) |9 978-3-86558-793-0 | ||
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| 245 | 1 | 0 | |a Assessing macro-financial linkages |b a model comparison exercise |c Deutsche Bundesbank ; Eurosystem. Rafael Gerke ... |
| 264 | 1 | |a Frankfurt am Main |b Dt. Bundesbank, Press and Public elations Div. |c 2012 | |
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| 912 | |a ebook | ||
| 999 | |a oai:aleph.bib-bvb.de:BVB01-024967642 | ||
Datensatz im Suchindex
| _version_ | 1804149066190290944 |
|---|---|
| adam_text | Titel: Assessing macro-financial linkages
Autor: Gerke, Rafael
Jahr: 2012
Contents
1 Introduction 1
2 Related Literature 3
2.1 Collateralized Debt and Business Cycle Fluctuations ............ 4
2.2 The External Finance Premium........................ 5
2.3 Banking in DSGE models ........................... 6
3 An Initial Examination of the Models 8
3.1 Broad Model Characteristics.......................... 8
3.2 Key Parameter Comparisons across Models.................. 9
4 Simulation Analysis 11
4.1 Monetary IRFs in the Models......................... 11
4.2 Spread shocks.................................. 12
4.3 Net Worth shocks................................ 13
4.4 LTV Shocks................................... 14
4.5 Valuation Shocks................................ 14
5 Historical Decompositions 15
5.1 The Real GDP Growth Rate.......................... 16
5.2 Overall Summary................................ 16
5.3 Growth and Monetary Policy ......................... 17
5.3.1 Structural Shocks and Monetary-Growth Outcomes......... 17
6 Wither macro-financial models? 19
6.1 Non-contingent banking models with asymmetric information........ 19
6.2 Models with Occasionally-Binding Constraints................ 21
7 Conclusions 24
References 26
|
| any_adam_object | 1 |
| building | Verbundindex |
| bvnumber | BV040111323 |
| classification_rvk | QB 910 QC 140 |
| collection | ebook |
| ctrlnum | (OCoLC)794507929 (DE-599)BVBBV040111323 |
| discipline | Wirtschaftswissenschaften |
| format | Book |
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| id | DE-604.BV040111323 |
| illustrated | Illustrated |
| indexdate | 2024-07-10T00:17:07Z |
| institution | BVB |
| isbn | 9783865587923 9783865587930 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-024967642 |
| oclc_num | 794507929 |
| open_access_boolean | 1 |
| owner | DE-355 DE-BY-UBR DE-12 DE-945 DE-188 |
| owner_facet | DE-355 DE-BY-UBR DE-12 DE-945 DE-188 |
| physical | 46 S. graph. Darst. |
| psigel | ebook |
| publishDate | 2012 |
| publishDateSearch | 2012 |
| publishDateSort | 2012 |
| publisher | Dt. Bundesbank, Press and Public elations Div. |
| record_format | marc |
| series2 | Discussion paper / Deutsche Bundesbank |
| spelling | Assessing macro-financial linkages a model comparison exercise Deutsche Bundesbank ; Eurosystem. Rafael Gerke ... Frankfurt am Main Dt. Bundesbank, Press and Public elations Div. 2012 46 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Discussion paper / Deutsche Bundesbank Eurosystem 2012,02 Auch im Internet verfügbar. - Zsfassung in dt. Sprache Konjunkturschwankung (DE-588)4114270-6 gnd rswk-swf Makroökonomie (DE-588)4037174-8 gnd rswk-swf Allgemeines Gleichgewichtsmodell (DE-588)4210294-7 gnd rswk-swf Kreditmarkt (DE-588)4073788-3 gnd rswk-swf Makroökonomie (DE-588)4037174-8 s Allgemeines Gleichgewichtsmodell (DE-588)4210294-7 s Kreditmarkt (DE-588)4073788-3 s Konjunkturschwankung (DE-588)4114270-6 s b DE-604 Gerke, Rafael Sonstige oth Deutsche Bundesbank Discussion paper Eurosystem ; 2012,02 (DE-604)BV040156046 2012,02 http://hdl.handle.net/10419/56021 Verlag kostenfrei Volltext HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=024967642&sequence=000004&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Assessing macro-financial linkages a model comparison exercise Konjunkturschwankung (DE-588)4114270-6 gnd Makroökonomie (DE-588)4037174-8 gnd Allgemeines Gleichgewichtsmodell (DE-588)4210294-7 gnd Kreditmarkt (DE-588)4073788-3 gnd |
| subject_GND | (DE-588)4114270-6 (DE-588)4037174-8 (DE-588)4210294-7 (DE-588)4073788-3 |
| title | Assessing macro-financial linkages a model comparison exercise |
| title_auth | Assessing macro-financial linkages a model comparison exercise |
| title_exact_search | Assessing macro-financial linkages a model comparison exercise |
| title_full | Assessing macro-financial linkages a model comparison exercise Deutsche Bundesbank ; Eurosystem. Rafael Gerke ... |
| title_fullStr | Assessing macro-financial linkages a model comparison exercise Deutsche Bundesbank ; Eurosystem. Rafael Gerke ... |
| title_full_unstemmed | Assessing macro-financial linkages a model comparison exercise Deutsche Bundesbank ; Eurosystem. Rafael Gerke ... |
| title_short | Assessing macro-financial linkages |
| title_sort | assessing macro financial linkages a model comparison exercise |
| title_sub | a model comparison exercise |
| topic | Konjunkturschwankung (DE-588)4114270-6 gnd Makroökonomie (DE-588)4037174-8 gnd Allgemeines Gleichgewichtsmodell (DE-588)4210294-7 gnd Kreditmarkt (DE-588)4073788-3 gnd |
| topic_facet | Konjunkturschwankung Makroökonomie Allgemeines Gleichgewichtsmodell Kreditmarkt |
| url | http://hdl.handle.net/10419/56021 http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=024967642&sequence=000004&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV040156046 |
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