Macroprudential Policy in a Heterogeneous Environment—An Application of Agent-Based Approach in Systemic Risk Modelling

Assessment of welfare effects of macroprudential policy seems the most important application of the Dynamic Stochastic General Equilibrium (DSGE) framework of macro-modelling. In particular, the DSGE-3D model, with three layers of default (3D), was developed and used by the European Systemic Risk Bo...

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Detalles Bibliográficos
Autores principales: Kaszowska-Mojsa, Jagoda, Pipień, Mateusz
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2020
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7516539/
https://www.ncbi.nlm.nih.gov/pubmed/33285903
http://dx.doi.org/10.3390/e22020129

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7516539/
https://www.ncbi.nlm.nih.gov/pubmed/33285903
http://dx.doi.org/10.3390/e22020129

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