Managing Macrofinancial Risk

Nopic
We augment a linearized dynamic stochastic general equilibrium (DSGE) model with a tractable endogenous risk mechanism, to support the joint analysis of monetary and macroprudential policy. This state dependent conditional heteroskedasticity mechanism specifies the conditional variances of structural shocks as functions of the business or... READ MORE...

Publication date: August 2020
ISBN 9781513550893
$18.00

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