Risk Shocks
收藏NBER2013-01-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w18682
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资源简介：
We augment a standard monetary DSGE model to include a Bernanke-Gertler-Gilchrist financial accelerator mechanism. We fit the model to US data, allowing the volatility of cross-sectional idiosyncratic uncertainty to fluctuate over time. We refer to this measure of volatility as 'risk'. We find that
提供机构：
美国国家经济研究局
创建时间：
2013-01-01
