Estimating contract indexation in a financial accelerator model

DOI10.1016/j.jedc.2014.06.009zbMath1402.91907OpenAlexW3124033686MaRDI QIDQ1994624

Timothy S. Fuerst, Alberto Ortiz, Charles T. Carlstrom, Matthias Paustian

Publication date: 1 November 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.2014.06.009

zbMATH Keywords

business cyclesagency costsfinancial accelerator

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70)

Related Items (2)

Monetary policy and the term premium ⋮ Interest rate rules under financial dominance

Cites Work

• The external finance premium and the macroeconomy: US post-WWII evidence

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