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A model based approach to analysing financial stability

In: Marrying the macro- and micro-prudential dimensions of financial stability

Author

Listed:
  • Øyvind Eitrheim

    (Central Bank of Norway)

  • Bjarne Gulbrandsen

    (Central Bank of Norway)

Abstract

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Suggested Citation

  • Øyvind Eitrheim & Bjarne Gulbrandsen, 2001. "A model based approach to analysing financial stability," BIS Papers chapters, in: Bank for International Settlements (ed.), Marrying the macro- and micro-prudential dimensions of financial stability, volume 1, pages 311-330, Bank for International Settlements.
    • Handle: RePEc:bis:bisbpc:01-15
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    File URL: http://www.bis.org/publ/bppdf/bispap01o.pdf
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    References listed on IDEAS

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    1. Eitrheim, Oyvind & Nymoen, Ragnar, 1991. "Real wages in a multisectoral model of the Norwegian economy," Economic Modelling, Elsevier, vol. 8(1), pages 63-82, January.
    2. Mayer, Colin, 1999. "The Assessment: Financial Instability," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 15(3), pages 1-8, Autumn.
    3. Brodin, P Anders & Nymoen, Ragnar, 1992. "Wealth Effects and Exogeneity: The Norwegian Consumption Function 1966(1)-1989(4)," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 54(3), pages 431-454, August.
    4. Davis, E. Philip, 1995. "Debt, Financial Fragility, and Systemic Risk," OUP Catalogue, Oxford University Press, number 9780198233312, Decembrie.
    5. Bardsen, G. & Fisher, P.G. & Nymoen, R., 1994. "Business Cycles: Real Facts or Fallacies?," Papers 20-94, Norwegian School of Economics and Business Administration-.
    6. Wadhwani, Sushil B, 1986. "Inflation, Bankruptcy, Default Premia and the Stock Market," Economic Journal, Royal Economic Society, vol. 96(381), pages 120-138, March.
    7. Hendry, David F., 1995. "Dynamic Econometrics," OUP Catalogue, Oxford University Press, number 9780198283164, Decembrie.
    8. Englund, Peter, 1999. "The Swedish Banking Crisis: Roots and Consequences," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 15(3), pages 80-97, Autumn.
    9. Allen, Franklin & Gale, Douglas, 1999. "Bubbles, Crises, and Policy," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 15(3), pages 9-18, Autumn.
    10. Øyvind Eitrheim & Eilev S. Jansen & Ragnar Nymoen, 2002. "Progress from forecast failure -- the Norwegian consumption function," Econometrics Journal, Royal Economic Society, vol. 5(1), pages 40-64, June.
    11. Gunnar Bardsen & Eilev S. Jansen & Ragnar Nymoen, 2003. "Econometric inflation targeting," Econometrics Journal, Royal Economic Society, vol. 6(2), pages 430-461, December.
    12. Wood, Geoffrey, 1999. "Great Crashes in History: Have They Lessons for Today?," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 15(3), pages 98-109, Autumn.
    13. Eilev S. Jansen, 2002. "Statistical Issues in Macroeconomic Modelling," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 29(2), pages 193-213, June.
    14. Dag Kolsrud & Ragnar Nymoen, 1998. "Unemployment and the open economy wage-price spiral," Journal of Economic Studies, Emerald Group Publishing, vol. 25(6), pages 450-467, October.
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    Cited by:

    1. Akram, Q. Farooq & Eitrheim, Øyvind, 2008. "Flexible inflation targeting and financial stability: Is it enough to stabilize inflation and output?," Journal of Banking & Finance, Elsevier, vol. 32(7), pages 1242-1254, July.

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