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Statements

Subject Item
n2:RIV%2F00216208%3A11230%2F12%3A10124241%21RIV13-GA0-11230___
rdf:type
skos:Concept n14:Vysledek
rdfs:seeAlso
http://journal.fsv.cuni.cz/storage/1249_252-277---marsal.pdf
dcterms:description
This survey gives insight into the ongoing research in financial frictions modeling. The recent financial turmoil has fueled interest in operationalizing financial frictions concepts. The rapid growth of the literature on financial frictions motivates this review. The empirical facts that motivate the inclusion of financial frictions are surveyed. This survey provides a description of the basic approaches for introducing financial frictions into dynamic stochastic general equilibrium models. The significance and empirical identification of the financial accelerator effect is then discussed. The role of financial frictions models in CNB monetary and macroprudential policy is described It is concluded that given the heterogeneity of the approaches to financial frictions it is beneficial for the conduct of monetary policy to focus on the development of satellite approaches. DSGE models with financial frictions used to generate stress-testing scenarios could complement current stress-testing practice, but are not able to replace it. This survey gives insight into the ongoing research in financial frictions modeling. The recent financial turmoil has fueled interest in operationalizing financial frictions concepts. The rapid growth of the literature on financial frictions motivates this review. The empirical facts that motivate the inclusion of financial frictions are surveyed. This survey provides a description of the basic approaches for introducing financial frictions into dynamic stochastic general equilibrium models. The significance and empirical identification of the financial accelerator effect is then discussed. The role of financial frictions models in CNB monetary and macroprudential policy is described It is concluded that given the heterogeneity of the approaches to financial frictions it is beneficial for the conduct of monetary policy to focus on the development of satellite approaches. DSGE models with financial frictions used to generate stress-testing scenarios could complement current stress-testing practice, but are not able to replace it.
dcterms:title
Survey of Research on Financial Sector Modeling within DSGE Models: What Central Banks Can Learn from It Survey of Research on Financial Sector Modeling within DSGE Models: What Central Banks Can Learn from It
skos:prefLabel
Survey of Research on Financial Sector Modeling within DSGE Models: What Central Banks Can Learn from It Survey of Research on Financial Sector Modeling within DSGE Models: What Central Banks Can Learn from It
skos:notation
RIV/00216208:11230/12:10124241!RIV13-GA0-11230___
n14:predkladatel
n15:orjk%3A11230
n3:aktivita
n20:P
n3:aktivity
P(GAP402/12/1993)
n3:cisloPeriodika
3
n3:dodaniDat
n9:2013
n3:domaciTvurceVysledku
n19:5554292 n19:3511057
n3:druhVysledku
n18:J
n3:duvernostUdaju
n10:S
n3:entitaPredkladatele
n13:predkladatel
n3:idSjednocenehoVysledku
172611
n3:idVysledku
RIV/00216208:11230/12:10124241
n3:jazykVysledku
n17:eng
n3:klicovaSlova
mechanism; accelerator; transmission; net worth; time-series; agency costs; house prices; credit cycles; business fluctuations; Monetary policy
n3:klicoveSlovo
n5:credit%20cycles n5:accelerator n5:mechanism n5:time-series n5:agency%20costs n5:transmission n5:Monetary%20policy n5:house%20prices n5:business%20fluctuations n5:net%20worth
n3:kodStatuVydavatele
CZ - Česká republika
n3:kontrolniKodProRIV
[3A934036CDCD]
n3:nazevZdroje
Finance a Uver
n3:obor
n8:AH
n3:pocetDomacichTvurcuVysledku
2
n3:pocetTvurcuVysledku
3
n3:projekt
n4:GAP402%2F12%2F1993
n3:rokUplatneniVysledku
n9:2012
n3:svazekPeriodika
62
n3:tvurceVysledku
Hlaváček, Michal Maršál, Aleš Brázdik, František
n3:wos
000306097900003
s:issn
0015-1920
s:numberOfPages
26
n7:organizacniJednotka
11230