Arbeitspapier
An estimated DSGE model for Denmark with housing, banking, and financial frictions
An Estimated DSGE model for Denmark with Housing, Banking, and Financial Friktions The financial crisis has moved attention to the modeling of financial frictions and banks in DSGE models. The preceding housing boom put focus on the need to incorporate developments in the residential sector, including house prices. This paper documents an estimated DSGE model of the Danish economy with financial frictions, banking and a construction sector.
- Language
-
Englisch
- Bibliographic citation
-
Series: Danmarks Nationalbank Working Papers ; No. 108
- Classification
-
Wirtschaft
General Aggregative Models: Forecasting and Simulation: Models and Applications
Business Fluctuations; Cycles
Fiscal Policy
Studies of Particular Policy Episodes
Open Economy Macroeconomics
- Subject
-
DSGE Models
Estimation
Financial frictions
Banking
- Event
-
Geistige Schöpfung
- (who)
-
Pedersen, Jesper
- Event
-
Veröffentlichung
- (who)
-
Danmarks Nationalbank
- (where)
-
Copenhagen
- (when)
-
2016
- Handle
- Last update
-
10.03.2025, 11:43 AM CET
Data provider
This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Pedersen, Jesper
- Danmarks Nationalbank
Time of origin
- 2016
Other Objects (12)
MEDSEA-FIN: An estimated DSGE model with housing and financial frictions for Malta
Italian labour frictions and wage rigidities in an estimated DSGE
Housing market spillovers: evidence from an estimated DSGE model
The role of financial frictions during the crisis: An estimated DSGE model
MEDSEA-FIN: A DSGE model of the Maltese economy with housing and financial frictions
An estimated DSGE model of the Hungarian economy
Monetary policy and housing prices in an estimated DSGE for the US and the euro area
Does interbank market matter for business cycle fluctuation? An estimated DSGE model with financial frictions for the Euro area
A time varying DSGE model with financial frictions
Evaluating interest rate rules in an estimated DSGE model
Monetary and fiscal policy analyses in estimated DSGE models
On Shadow Banking and Financial Frictions in DSGE Modeling
MEDSEA-FIN: An estimated DSGE model with housing and financial frictions for Malta
Italian labour frictions and wage rigidities in an estimated DSGE
Housing market spillovers: evidence from an estimated DSGE model
The role of financial frictions during the crisis: An estimated DSGE model
MEDSEA-FIN: A DSGE model of the Maltese economy with housing and financial frictions
An estimated DSGE model of the Hungarian economy
Monetary policy and housing prices in an estimated DSGE for the US and the euro area
Does interbank market matter for business cycle fluctuation? An estimated DSGE model with financial frictions for the Euro area
A time varying DSGE model with financial frictions
Evaluating interest rate rules in an estimated DSGE model
Monetary and fiscal policy analyses in estimated DSGE models
On Shadow Banking and Financial Frictions in DSGE Modeling
MEDSEA-FIN: An estimated DSGE model with housing and financial frictions for Malta
Italian labour frictions and wage rigidities in an estimated DSGE
Housing market spillovers: evidence from an estimated DSGE model
The role of financial frictions during the crisis: An estimated DSGE model
MEDSEA-FIN: A DSGE model of the Maltese economy with housing and financial frictions
An estimated DSGE model of the Hungarian economy
Monetary policy and housing prices in an estimated DSGE for the US and the euro area
Does interbank market matter for business cycle fluctuation? An estimated DSGE model with financial frictions for the Euro area
A time varying DSGE model with financial frictions
Evaluating interest rate rules in an estimated DSGE model
Monetary and fiscal policy analyses in estimated DSGE models