Dynamic Stochastic General Equilibrium Model with Banks and Endogenous Defaults of Firms

被引：0

作者：

Ivashchenko, S. M. ^{[1
]}

机构：

[1] RAS, St Petersburg Inst Econ & Math, St Petersburg, Russia

来源：

ZHURNAL NOVAYA EKONOMICHESKAYA ASSOTSIATSIYA-JOURNAL OF THE NEW ECONOMIC ASSOCIATION | 2013年 / 03期

关键词：

DSGE; endogenous defaults of firms;

D O I：

暂无

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

dynamic stochastic general equilibrium (DSGE) model with endogenous defaults of firms has been developed. Proposed mechanism of defaults is very flexible. It takes into account an amount of assets owned by firms. It suggests that banks receive some payment from firm after default. The model is estimated for the USA and Russia.

引用

页码：27 / 50

页数：24

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