The role of financial frictions in the 2007-2008 crisis: an estimated DSGE model
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Cited by:
- Suh, Hyunduk & Walker, Todd B., 2016. "Taking financial frictions to the data," Journal of Economic Dynamics and Control, Elsevier, vol. 64(C), pages 39-65.
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More about this item
Keywords
Business cycle; financial frictions; Bayesian estimation.;All these keywords.
JEL classification:
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
NEP fields
This paper has been announced in the following NEP Reports:- NEP-DGE-2013-04-06 (Dynamic General Equilibrium)
- NEP-MAC-2013-04-06 (Macroeconomics)
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