Revisiting the model of credit cycles with good and bad projects
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Publication:281376
DOI10.1016/J.JET.2016.02.010zbMath1369.91129OpenAlexW2264023388MaRDI QIDQ281376
Kiminori Matsuyama, Iryna Sushko, Laura Gardini
Publication date: 11 May 2016
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: http://www.imes.boj.or.jp/research/papers/english/15-E-02.pdf
regime-switchingcomposition of credit flowscorridor stabilityfinancial instabilitypiecewise smooth nonlinear dynamical systemskew-tent map
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Cites Work
- Superstable credit cycles and U-sequence
- Moral-hazard credit cycles with risk-averse agents
- Growing through chaotic intervals
- Optimal debt contracts and moral hazard along the business cycle
- Continuous and Discontinuous Piecewise-Smooth One-Dimensional Maps
- Some New Results on the Dynamics of the Generalized Tobin Model
- The Good, the Bad, and the Ugly: An inquiry into the causes and nature of credit cycles
- Growing Through Cycles
- Dualism and Macroeconomic Volatility
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