Endogenous risk in a DSGE model with capital-constrained financial intermediaries

DOI10.1016/j.jedc.2014.03.004zbMath1402.91190OpenAlexW3124273275MaRDI QIDQ1994566

Hans Dewachter, Raf Wouters

Publication date: 1 November 2018

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

Full work available at URL: https://lirias.kuleuven.be/handle/123456789/396280

zbMATH Keywords

non-linear dynamicsDSGE modelsendogenous financial risk

Mathematics Subject Classification ID

Related Items (3)

Monetary and macroprudential policies in an estimated model with financial intermediation ⋮ Monetary policy and long-run systemic risk-taking ⋮ The role of financial intermediaries in monetary policy transmission

Cites Work

• Nonlinear and stable perturbation-based approximations
• Risk premiums and macroeconomic dynamics in a heterogeneous agent model
• A Parsimonious Macroeconomic Model for Asset Pricing
• Labour Relations and Asset Returns

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