Uncertainty shocks, banking frictions and economic activity
type: Item
instance of: scholarly article
title: Uncertainty shocks, banking frictions and economic activity
zbMATH Open document ID: 1401.91241
author: Dario Bonciani
author: Björn van Roye
publication date: 2018-08-10T00:00:00Z
full work available at URL: http://hdl.handle.net/10419/154258
Mathematics Subject Classification ID: 91B51
Mathematics Subject Classification ID: 91B62
Mathematics Subject Classification ID: 91B64
zbMATH DE Number: 6916225
zbMATH Keywords: uncertainty shocks
zbMATH Keywords: financial frictions
zbMATH Keywords: stochastic volatility
zbMATH Keywords: perturbation methods
zbMATH Keywords: third-order approximation
MaRDI profile type: Publication
OpenAlex ID: W1530284435
cites work: The Impact of Uncertainty Shocks
cites work: Should monetary policy lean against the wind? An analysis based on a DSGE model with banking
cites work: Calculating and using second-order accurate solutions of discrete time dynamic equilibrium models
cites work: Solving DSGE models with a nonlinear moving average
cites work: Monopolistic Price Adjustment and Aggregate Output
cites work: Solving dynamic general equilibrium models using a second-order approximation to the policy function
cites work: Error Bands for Impulse Responses
DOI: 10.1016/J.JEDC.2016.09.008
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 6916225