Modelling the "Animal Spirits" of Bank's Lending Behaviour
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Blog mentionsAs found by EconAcademics.org, the blog aggregator for Economics research:
- Letture suggerite da Keynes blog - 2 novembre 2015
by keynesblog in Keynes Blog on 2015-11-02 18:33:45
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- Flaschel, Peter & Charpe, Matthieu & Galanis, Giorgos & Proaño, Christian R. & Veneziani, Roberto, 2018.
"Macroeconomic and stock market interactions with endogenous aggregate sentiment dynamics,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 91(C), pages 237-256.
- Peter Flaschel & Matthieu Charpe & Giorgos Galanis & Christian R. Proano & Roberto Veneziani, 2017. "Macroeconomic and Stock Market Interactions with Endogenous Aggregate Sentiment Dynamics," Working Papers 821, Queen Mary University of London, School of Economics and Finance.
- Flaschel, Peter & Charpe, Matthieu & Galanis, Giorgos & Proaño Acosta, Christian & Veneziani, Roberto, 2017. "Macroeconomic and stock market interactions with endogenous aggregate sentiment dynamics," BERG Working Paper Series 125, Bamberg University, Bamberg Economic Research Group.
- Roberto Veneziani, 2017. "Macroeconomic and stock market interactions with endogenous aggregate sentiment dynamics," IMK Working Paper 186-2017, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
More about this item
Keywordsanimal spirits; contagion; pro-cyclical credit cycle; financial fragility;
- E12 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - Keynes; Keynesian; Post-Keynesian
- E17 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - Forecasting and Simulation: Models and Applications
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2015-09-05 (All new papers)
- NEP-BAN-2015-09-05 (Banking)
- NEP-MAC-2015-09-05 (Macroeconomics)
- NEP-PKE-2015-09-05 (Post Keynesian Economics)
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