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...
| Autor principal: | |
|---|---|
| Outros Autores: | |
| Formato: | Periódico |
| Idioma: | English |
| Publicado em: |
Washington, D.C. :
International Monetary Fund,
2020.
|
| Colecção: | IMF Working Papers; Working Paper ;
No. 2020/151 |
| Acesso em linha: | Full text available on IMF |