Taking financial frictions to the data

DOI10.1016/J.JEDC.2015.12.001zbMath1401.91251OpenAlexW2217137359MaRDI QIDQ1656761

Hyunduk Suh, Todd B. Walker

Publication date: 10 August 2018

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

Full work available at URL: https://doi.org/10.1016/j.jedc.2015.12.001

zbMATH Keywords

Bayesian estimationDSGE modelfinancial friction

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74) Statistical methods; economic indices and measures (91B82) Dynamic stochastic general equilibrium theory (91B51)

Related Items (2)

Great recession, slow recovery and muted fiscal policies in the US ⋮ DSGE model with financial frictions over subsets of business cycle frequencies

Cites Work

• The Pricing of Options and Corporate Liabilities
• Dynamic prediction pools: an investigation of financial frictions and forecasting performance
• Optimal prediction pools
• The role of bank capital in the propagation of shocks
• Monetary policy and risk taking
• The external finance premium and the macroeconomy: US post-WWII evidence
• Contemporary Bayesian Econometrics and Statistics

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