Title:Dealing with financial instability under a DSGE modeling approach with banking intermediation : a predictability analysis versus TVP-VARs Author(s):BEKIROS, Stelios D.; CARDANI, Roberta; PACCAGNINI, Alessia; VILLA, StefaniaDate:2016Citation:
- Journal of financial stability, 2016, Vol. 26, pp. 216-227
Type:ArticleAbstract:In the dynamic stochastic general equilibrium (DSGE) literature there has been an increasing awareness on the role that the banking sector can play in macroeconomic activity. We present a DSGE model with financial ...