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...

पूर्ण विवरण

ग्रंथसूची विवरण
मुख्य लेखक:	Adrian, Tobias
अन्य लेखक:	Vitek, Francis
स्वरूप:	पत्रिका
भाषा:	English
प्रकाशित:	Washington, D.C. : International Monetary Fund, 2020.
श्रृंखला:	IMF Working Papers; Working Paper ; No. 2020/151
ऑनलाइन पहुंच:	Full text available on IMF

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