Debt-deflation, financial market stress and regime change -- evidence from Europe using MRVAR

DOI10.1016/j.jedc.2017.03.013zbMath1401.91357OpenAlexW3125714773MaRDI QIDQ1655610

Willi Semmler, Ekkehard Ernst, Alexander Haider

Publication date: 9 August 2018

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://ub-madoc.bib.uni-mannheim.de/40957/1/dp16030.pdf

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

Related Items

Introduction to the special issue on large economic crises ⋮ Debt-deflation, financial market stress and regime change -- evidence from Europe using MRVAR ⋮ Inflation-deflation expectations and economic stability in a Kaleckian system ⋮ Unconventional monetary policy in a nonlinear quadratic model ⋮ De-risking of green investments through a green bond market -- empirics and a dynamic model ⋮ Financial stress, regime switching and macrodynamics

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