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...
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| Formaat: | Tijdschrift |
| Taal: | English |
| Gepubliceerd in: |
Washington, D.C. :
International Monetary Fund,
2020.
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| Reeks: | IMF Working Papers; Working Paper ;
No. 2020/151 |
| Online toegang: | Full text available on IMF |