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Paper•Jul 11, 2020
Systemic Crises and Growth
Romain Ranciere, Aaron Tornell, Frank Westermann
Topics: Financial Crisis, Growth, Systemic Risk
Paper•Jul 10, 2020
Financial Shocks, Firm Credit and the Great Recession
Neil Mehrotra, Dmitriy Sergeyev
Topics: Financial Crisis, Great Recession
Paper•Jun 03, 2020
Macroeconomic Models for Monetary Policy: A Critical Review from a Finance Perspective
Winston Wei Dou, Andrew W. Lo, Ameya Muley, Harald Uhlig
Topics: Macro Finance
Paper•May 28, 2020
OTC Intermediaries
Andrea Eisfeldt, Bernard Herskovic, Sriram Rajan, Emil Siriwardane
Topics: Financial Networks, Systemic Risk
Paper•Mar 06, 2020
Neoclassical Growth with Long-Term One-Sided Commitment Contracts
Dirk Krueger, Harald Uhlig
Topics: Macro Finance
Paper•Feb 10, 2020
Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints
S. Borağan Aruoba, Pablo Cuba-Borda, Kenji Higa-Flores, Frank Schorfheide, Sergio Villalvazo
Topics: Bayesian Estimation
Paper•Jan 01, 2020
The Benchmark Inclusion Subsidy
Anil Kashyap, Natalia Kovrijnykh, Jian Li, Anna Pavlova
Topics: Macro Finance
Paper•Dec 31, 2019
Measuring ‘Dark Matter’ in Asset Pricing Models
Hui Chen, Winston Wei Dou, Leonid Kogan
Topics: Fragile Beliefs, Misspecification, Robustness
Paper•Dec 12, 2019
Self-fulfilling Debt Crises: A Quantitative Analysis
Luigi Bocola, Alessandro Dovis
Topics: Sovereign Risk
Paper•Dec 01, 2019
Fire-Sale Spillovers and Systemic Risk
Fernando Duarte, Thomas M. Eisenbach
Topics: Systemic Risk