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Статті в журналах з теми "Endogenous financial frictions"
Hirano, Tomohiro, and Noriyuki Yanagawa. "Asset Bubbles, Endogenous Growth, and Financial Frictions." Review of Economic Studies 84, no. 1 (November 7, 2016): 406–43. http://dx.doi.org/10.1093/restud/rdw059.
Повний текст джерелаIacopetta, Maurizio, Raoul Minetti, and Pietro F. Peretto. "Financial Markets, Industry Dynamics and Growth." Economic Journal 129, no. 621 (January 8, 2019): 2192–215. http://dx.doi.org/10.1111/ecoj.12635.
Повний текст джерелаGuerron-Quintana, Pablo A., and Ryo Jinnai. "Financial frictions, trends, and the great recession." Quantitative Economics 10, no. 2 (2019): 735–73. http://dx.doi.org/10.3982/qe702.
Повний текст джерелаBrunnermeier, Markus K., and Yuliy Sannikov. "A Macroeconomic Model with a Financial Sector." American Economic Review 104, no. 2 (February 1, 2014): 379–421. http://dx.doi.org/10.1257/aer.104.2.379.
Повний текст джерелаWasmer, Etienne, and Philippe Weil. "The Macroeconomics of Labor and Credit Market Imperfections." American Economic Review 94, no. 4 (August 1, 2004): 944–63. http://dx.doi.org/10.1257/0002828042002525.
Повний текст джерелаMino, Kazuo. "A simple model of endogenous growth with financial frictions and firm heterogeneity." Economics Letters 127 (February 2015): 20–23. http://dx.doi.org/10.1016/j.econlet.2014.12.022.
Повний текст джерелаBauer, Christian, and José V. Rodríguez Mora. "Distortions, Misallocation and the Endogenous Determination of the Size of the Financial Sector." Economic Journal 130, no. 625 (June 27, 2019): 24–49. http://dx.doi.org/10.1093/ej/uez031.
Повний текст джерелаChun, Rodney M. "PRIVATIZATION TRANSFERS AND CREDIT MARKET FRICTIONS." Macroeconomic Dynamics 6, no. 3 (June 2002): 357–84. http://dx.doi.org/10.1017/s1365100500000286.
Повний текст джерелаKouretas, Georgios P., and Athanasios P. Papadopoulos. "INTRODUCTION TO THE SPECIAL ISSUE ON GROWTH, OPTIMAL FISCAL AND MONETARY POLICY, AND FINANCIAL FRICTIONS." Macroeconomic Dynamics 19, no. 6 (March 21, 2014): 1167–70. http://dx.doi.org/10.1017/s1365100514000017.
Повний текст джерелаFerrante, Francesco. "A Model of Endogenous Loan Quality and the Collapse of the Shadow Banking System." American Economic Journal: Macroeconomics 10, no. 4 (October 1, 2018): 152–201. http://dx.doi.org/10.1257/mac.20160118.
Повний текст джерелаДисертації з теми "Endogenous financial frictions"
Rastouil, Jeremy. "Three essays on labor market frictions under firm entry and financial business cycles." Thesis, Bordeaux, 2019. http://www.theses.fr/2019BORD0228.
Повний текст джерелаDuring the Great Recession, the interactions between housing, labor and entry highlight the existence of narrow propagation channels between these markets. The aim of this thesis is to shed a light on labor market interactions with firm entry and financial business cycles, by building on the recent theoretical and empirical of DSGE models. In the first chapter, we have found evidence of the key role of the net entry as an amplifying mechanism for employment dynamics. Introducing search and matching frictions, we have studied from a new perspective the cyclicality of the mark-up compared to previous researches that use Walrasian labor market. We found a less countercyclical markup due to the acyclical aspect of the marginal cost in the DMP framework and a reduced role according to firm's entry in the cyclicality of the markup. In the second chapter, we have linked the borrowing capacity of households to their employment situation on the labor market. With this new microfoundation of the collateral constraint, new matches on the labor market translate into more mortgages, while separation induces an exclusion from financial markets for jobseekers. As a result, the LTV becomes endogenous by responding procyclically to employment fluctuations. We have shown that this device is empirically relevant and solves the anomalies of the standard collateral constraint. In the last chapter, we extend the analysis developed in the previous one by integrating collateral constrained firms in order to have a more complete financial business cycle. The first result is that an entrepreneur collateral constraint integrating capital, real commercial estate and wage bill in advance is empirically relevant compared to the collateral literature associated to the labor market which does not consider these three assets. The second finding is the role of the housing price and credit squeezes in the rise of the unemployment rate during the Great Recession. The last two chapters have important implications for economic policy. A structural deregulation reform in the labor market induces a significant rise in the debt level for households and housing price, combined with a substantial rise of firm debt. Our approach allows us to reveal that a macroprudential policy aiming to tighten the LTV ratio for household borrowers has positive effects in the long run for output and employment, while tightening LTV ratios for entrepreneurs leads to the opposite effect
AGOP, SEVAG. "Attriti Finanziari nel Quadro di Ingresso delle Imprese Endogene." Doctoral thesis, Università Cattolica del Sacro Cuore, 2021. http://hdl.handle.net/10280/99792.
Повний текст джерелаThe contraction of business formation after 2008 financial crisis was driven partly by the tightened credit standards. Incorporating credit market imperfection to DSGE models became an essential step towards better explaining such outcomes. In the first chapter, I investigate the role of external financing in firm creation. I highlight the impact of bank market power, and the presence of dispersion between interest rates of large and small loans on entry. Therefore, I develop a DSGE model linking firm entry to imperfect banking system, and introduce heterogeneous borrowing costs for incumbents and entrants. The model predicts amplified impact of real and financial shocks, and exhibits higher volatility as the spread in interest rates gets wider. In line with evidence, the sticky-price version produces pro-cyclical entry in response to expansionary monetary shock. In the second chapter, I focus on the interaction between house prices, loan defaults, and firm entry. I present SVAR evidence that reveals positive pro-cyclical response of birth to house price shock, and negative reaction to loan defaults. Then I develop a DSGE model that is able to predict and explain these responses. The endogeneity of collateral constraint and firm creation is in the core of the model’s mechanism. The model generates some second moments that are reasonably close to their data counterparts.
Dai, Wei. "Essays on self-fulfilling expectations and business cycles." Thesis, 2018. http://hdl.handle.net/2440/113586.
Повний текст джерелаThesis (Ph.D.) (Research by Publication) -- University of Adelaide, School of Economics, 2018
Частини книг з теми "Endogenous financial frictions"
Haberly, Daniel, and Dariusz Wójcik. "Culprits or Bystanders?" In Sticky Power, 181–209. Oxford University Press, 2022. http://dx.doi.org/10.1093/oso/9780198870982.003.0006.
Повний текст джерелаЗвіти організацій з теми "Endogenous financial frictions"
Carrasco, Alex, and David Florián Hoyle. External Shocks and FX Intervention Policy in Emerging Economies. Inter-American Development Bank, August 2021. http://dx.doi.org/10.18235/0003457.
Повний текст джерела