Managing Macrofinancial Risk /

Managing Macrofinancial Risk /

We augment a linearized dynamic stochastic general equilibrium (DSGE) model with a tractable endogenous risk mechanism, to support the joint analysis of monetary and macroprudential policy. This state dependent conditional heteroskedasticity mechanism specifies the conditional variances of structura...

Bibliografske podrobnosti
Glavni avtor:	Adrian, Tobias
Drugi avtorji:	Vitek, Francis
Format:	Revija
Jezik:	English
Izdano:	Washington, D.C. : International Monetary Fund, 2020.
Serija:	IMF Working Papers; Working Paper ; No. 2020/151
Online dostop:	Full text available on IMF

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