Coordination and non-coordination risks of monetary and macroprudential authorities : a robust welfare analysis
Year of publication: |
2023
|
---|---|
Authors: | Górajski, Mariusz ; Kuchta, Zbigniew |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 67.2023, p. 1-16
|
Subject: | DSGE models | Financial stability | Leaning against the wind | Parameter uncertainty | Robust Bayesian monetary and macroprudential policy rules | Geldpolitik | Monetary policy | Finanzmarktaufsicht | Financial supervision | Theorie | Theory | DSGE-Modell | DSGE model | Wohlfahrtsanalyse | Welfare analysis | Wirkungsanalyse | Impact assessment | Finanzkrise | Financial crisis | Bayes-Statistik | Bayesian inference | Dynamisches Gleichgewicht | Dynamic equilibrium |
-
Górajski, Mariusz, (2023)
-
Valencia, Oscar M., (2016)
-
Sectoral countercyclical buffers in a DSGE model with a banking sector
Castro, Marcos R. de, (2019)
- More ...
-
Measuring uncertainty of optimal simple monetary policy rules in DSGE models
Górajski, Mariusz, (2018)
-
Are two financial frictions necessary to match U.S. business and financial cycles?
Górajski, Mariusz, (2024)
-
Górajski, Mariusz, (2023)
- More ...