Matches in SemOpenAlex for { <https://semopenalex.org/work/W3122328154> ?p ?o ?g. }
Showing items 1 to 69 of
69
with 100 items per page.
- W3122328154 abstract "We develop a stylized DSGE model in which banks face capital regulation and their loan portfolios are subject to non-diversifiable losses due to aggregate shocks. The framework is used to explore the importance of the interaction between macroeconomic conditions, credit default and bank capitalization for the transmission of macroeconomic shocks. We fit the model to euro area data. Impulse response analysis shows that the aforementioned interaction substantially magnifies the responsiveness of the economy to real and nominal demand side disturbances. The amplification is especially strong with respect to government spending shocks. The model is further capable of replicating two financial market characteristics that are documented in the empirical literature, i.e. the pro-cyclicality of bank profitability and the counter-cyclical response of firm default rates and credit spreads to monetary policy shocks." @default.
- W3122328154 created "2021-02-01" @default.
- W3122328154 creator A5031063340 @default.
- W3122328154 creator A5074321353 @default.
- W3122328154 date "2016-01-01" @default.
- W3122328154 modified "2023-09-28" @default.
- W3122328154 title "Unexpected Loan Losses and Bank Capital in an Estimated DSGE Model of the Euro Area" @default.
- W3122328154 doi "https://doi.org/10.2139/ssrn.2880361" @default.
- W3122328154 hasPublicationYear "2016" @default.
- W3122328154 type Work @default.
- W3122328154 sameAs 3122328154 @default.
- W3122328154 citedByCount "0" @default.
- W3122328154 crossrefType "journal-article" @default.
- W3122328154 hasAuthorship W3122328154A5031063340 @default.
- W3122328154 hasAuthorship W3122328154A5074321353 @default.
- W3122328154 hasBestOaLocation W31223281542 @default.
- W3122328154 hasConcept C126285488 @default.
- W3122328154 hasConcept C138885662 @default.
- W3122328154 hasConcept C139719470 @default.
- W3122328154 hasConcept C162324750 @default.
- W3122328154 hasConcept C175025494 @default.
- W3122328154 hasConcept C2777764128 @default.
- W3122328154 hasConcept C2779137862 @default.
- W3122328154 hasConcept C38935604 @default.
- W3122328154 hasConcept C41895202 @default.
- W3122328154 hasConcept C489367 @default.
- W3122328154 hasConcept C556758197 @default.
- W3122328154 hasConcept C83873408 @default.
- W3122328154 hasConceptScore W3122328154C126285488 @default.
- W3122328154 hasConceptScore W3122328154C138885662 @default.
- W3122328154 hasConceptScore W3122328154C139719470 @default.
- W3122328154 hasConceptScore W3122328154C162324750 @default.
- W3122328154 hasConceptScore W3122328154C175025494 @default.
- W3122328154 hasConceptScore W3122328154C2777764128 @default.
- W3122328154 hasConceptScore W3122328154C2779137862 @default.
- W3122328154 hasConceptScore W3122328154C38935604 @default.
- W3122328154 hasConceptScore W3122328154C41895202 @default.
- W3122328154 hasConceptScore W3122328154C489367 @default.
- W3122328154 hasConceptScore W3122328154C556758197 @default.
- W3122328154 hasConceptScore W3122328154C83873408 @default.
- W3122328154 hasLocation W31223281541 @default.
- W3122328154 hasLocation W31223281542 @default.
- W3122328154 hasLocation W31223281543 @default.
- W3122328154 hasOpenAccess W3122328154 @default.
- W3122328154 hasPrimaryLocation W31223281541 @default.
- W3122328154 hasRelatedWork W1507700864 @default.
- W3122328154 hasRelatedWork W1986455211 @default.
- W3122328154 hasRelatedWork W2011803925 @default.
- W3122328154 hasRelatedWork W2093245752 @default.
- W3122328154 hasRelatedWork W2156359121 @default.
- W3122328154 hasRelatedWork W2263726956 @default.
- W3122328154 hasRelatedWork W2361826008 @default.
- W3122328154 hasRelatedWork W2573784176 @default.
- W3122328154 hasRelatedWork W2651700293 @default.
- W3122328154 hasRelatedWork W2909843234 @default.
- W3122328154 hasRelatedWork W2978854370 @default.
- W3122328154 hasRelatedWork W3092645593 @default.
- W3122328154 hasRelatedWork W3122950034 @default.
- W3122328154 hasRelatedWork W3123098268 @default.
- W3122328154 hasRelatedWork W3123215492 @default.
- W3122328154 hasRelatedWork W3124186368 @default.
- W3122328154 hasRelatedWork W3124358655 @default.
- W3122328154 hasRelatedWork W3125359846 @default.
- W3122328154 hasRelatedWork W3125680305 @default.
- W3122328154 hasRelatedWork W3212591670 @default.
- W3122328154 isParatext "false" @default.
- W3122328154 isRetracted "false" @default.
- W3122328154 magId "3122328154" @default.
- W3122328154 workType "article" @default.