Knightian uncertainty and credit cycles
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As found by EconAcademics.org, the blog aggregator for Economics research:- Knightian uncertainty and credit cycles
by Christian Zimmermann in NEP-DGE blog on 2017-06-14 01:13:22
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Cited by:
- De Grauwe, Paul & Gerba, Eddie, 2018.
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- de Grauwe, Paul & Gerba, Eddie, 2018. "The role of cognitive limitations and heterogeneous expectations for aggregate production and credit cycle," LSE Research Online Documents on Economics 87942, London School of Economics and Political Science, LSE Library.
- Deryugina, Elena & Ponomarenko, Alexey & Rozhkova, Anna, 2020.
"When are credit gap estimates reliable?,"
Economic Analysis and Policy, Elsevier, vol. 67(C), pages 221-238.
- Elena Deryugina & Alexey Ponomarenko & Anna Rozhkova, 2018. "When are credit gap estimates reliable?," Bank of Russia Working Paper Series wps34, Bank of Russia.
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More about this item
Keywords
deregulation; financial engineering; leverage forecasting; macroprudential policy; uncertainty;All these keywords.
JEL classification:
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2017-06-04 (Banking)
- NEP-DCM-2017-06-04 (Discrete Choice Models)
- NEP-DGE-2017-06-04 (Dynamic General Equilibrium)
- NEP-MAC-2017-06-04 (Macroeconomics)
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