Policy interactions, uncertainty, and credit cycles in financial dynamic stochastic general equilibrium models
This dissertation joins a vibrant conversation in macroeconomics about the role of financial frictions in business cycles spurred on by the recent financial crisis. Our proposed study contributes to this lively debate in a fundamental way by putting forward two DSGE models. Firstly, we consider a DS...
| Main Author: | Mustafayev, Elchin |
|---|---|
| Format: | Thesis (University of Nottingham only) |
| Language: | English |
| Published: |
2018
|
| Subjects: | |
| Online Access: | https://eprints.nottingham.ac.uk/53227/ |
Similar Items
Essays on US business cycle investigated from Keynesian perspective
by: Kim, Minsu
Published: (2023)
by: Kim, Minsu
Published: (2023)
Bank discrimination in a two-sector new Keynesian model: a simulation of the Chinese economy
by: Zhang, Shipei
Published: (2023)
by: Zhang, Shipei
Published: (2023)
Introduction of Credit Derivatives and Valuation of Credit Default Swap
by: Han, Lu
Published: (2006)
by: Han, Lu
Published: (2006)
Non-equilibrium dynamics and large deviations in stochastic lattice models via tensor networks
by: Causer, Luke
Published: (2023)
by: Causer, Luke
Published: (2023)
A brief review of the complexities of teaching and learning chemical equilibrium with specific reference to Malaysia
by: Chandrasegaran, Chandra, et al.
Published: (2014)
by: Chandrasegaran, Chandra, et al.
Published: (2014)
Essays in business cycles: housing market, adaptive learning, and credit market imperfections
by: Li, Jinke
Published: (2012)
by: Li, Jinke
Published: (2012)
Non-equilibrium universality in the dynamics of
dissipative cold atomic gases
by: Marcuzzi, Matteo, et al.
Published: (2015)
by: Marcuzzi, Matteo, et al.
Published: (2015)
The economic interrelationships of tourism: a computable general equilibrium analysis
by: Gillham, Jonathan
Published: (2005)
by: Gillham, Jonathan
Published: (2005)
A Dynamic Model of Oligopolistic Market Structure, Featuring Positioning Investments
by: Bloch, Harry, et al.
Published: (2014)
by: Bloch, Harry, et al.
Published: (2014)
On the long-time integration of stochastic gradient systems
by: Leimkuhler, B., et al.
Published: (2014)
by: Leimkuhler, B., et al.
Published: (2014)
Firm life cycle, corporate risk-taking and investor sentiment
by: Habib, A., et al.
Published: (2015)
by: Habib, A., et al.
Published: (2015)
Option pricing under stochastic environment of volatility and market price of risk
by: Phewchean, N, et al.
Published: (2013)
by: Phewchean, N, et al.
Published: (2013)
Spain and the crisis: housing prices, credit, and macroprudential policies
by: Rubio, Margarita, et al.
Published: (2017)
by: Rubio, Margarita, et al.
Published: (2017)
Non-equilibrium dynamics of non-linear Jaynes-Cummings model in cavity arrays
by: Minář, Jiří, et al.
Published: (2016)
by: Minář, Jiří, et al.
Published: (2016)
Impact of Price-Adjustments Costs on Integration of Pricing and Production Planning of Multiple-Products
by: Mardaneh, Elham, et al.
Published: (2014)
by: Mardaneh, Elham, et al.
Published: (2014)
Development of a stochastic rainfall generator and its uncertainty quantification for the Kelantan River Basin, Malaysia
by: Ng, Jing Lin
Published: (2017)
by: Ng, Jing Lin
Published: (2017)
A Stochastic Variational Inequality Approach to the Nash Equilibrium Model of a Manufacturer-Supplier Game under Uncertainty
by: Lu, Yuan, et al.
Published: (2022)
by: Lu, Yuan, et al.
Published: (2022)
Corporate life cycle and cost of equity capital.
by: Hasan, Mostafa, et al.
Published: (2015)
by: Hasan, Mostafa, et al.
Published: (2015)
Improving petroleum liquid flow in a rotating disk apparatus using structured inner surfaces and polymeric additives
by: Rashed, Musaab Kadem
Published: (2017)
by: Rashed, Musaab Kadem
Published: (2017)
On limit periodicity of discrete time stochastic processes
by: Rodkina, A., et al.
Published: (2014)
by: Rodkina, A., et al.
Published: (2014)
Trend and Cycles in Coal and Oil Prices in the Long Run: A Schumpeterian Approach
by: Bloch, Harry, et al.
Published: (2011)
by: Bloch, Harry, et al.
Published: (2011)
DETERMINANTS OF SOVEREIGN CREDIT DEFAULT SWAP (CDS) SPREAD: A CASE STUDY OF INDONESIA 2005-2015
by: AGUSTINA, ARININGTYAS WIDYASNIA
Published: (2015)
by: AGUSTINA, ARININGTYAS WIDYASNIA
Published: (2015)
Mechanical characterization of AA6061-T6 aluminum alloy friction stir and tungsten arc welded with and without post-weld heat treatment
by: Fadaeifard, Firouz
Published: (2016)
by: Fadaeifard, Firouz
Published: (2016)
The economic impact of uncertain tourism demand in Hawaii: risk in a computable general equilibrium model
by: Pratt, Stephen A.
Published: (2009)
by: Pratt, Stephen A.
Published: (2009)
Quantum non-equilibrium dynamics of Rydberg gases in the presence of dephasing noise of different strengths
by: Levi, Emanuele, et al.
Published: (2016)
by: Levi, Emanuele, et al.
Published: (2016)
Dynamic relationship between China’s inward and outward foreign direct investments
by: Yao, Shujie, et al.
Published: (2016)
by: Yao, Shujie, et al.
Published: (2016)
Classical stochastic dynamics and continuous matrix product states: gauge transformations, conditioned and driven processes, and equivalence of trajectory ensembles
by: Garrahan, Juan P.
Published: (2016)
by: Garrahan, Juan P.
Published: (2016)
Risk Committee, Firm Life Cycle, and Market Risk Disclosures
by: Hadi-Al, A., et al.
Published: (2015)
by: Hadi-Al, A., et al.
Published: (2015)
Conjugate duality in stochastic controls with delay
by: Wang, Zimeng, et al.
Published: (2017)
by: Wang, Zimeng, et al.
Published: (2017)
Kinetics and Equilibrium Models for the Adsorption of Thiosulfate and Polythionates onto Strong Base Anion Exchange Resin in Batch System
by: Muslim, Abrar
Published: (2009)
by: Muslim, Abrar
Published: (2009)
Stochastic optimal controls with delay
by: Wang, Zimeng
Published: (2017)
by: Wang, Zimeng
Published: (2017)
Corporate hedging and default risk: a multinational perspective
by: Le, Khai
Published: (2025)
by: Le, Khai
Published: (2025)
First passage times in integrate-and-fire neurons with stochastic thresholds
by: Braun, Wilhelm, et al.
Published: (2015)
by: Braun, Wilhelm, et al.
Published: (2015)
Critical relaxation and the combined effects of spatial and temporal boundaries
by: Marcuzzi, Matteo, et al.
Published: (2014)
by: Marcuzzi, Matteo, et al.
Published: (2014)
Trend and cycle in primary commodity prices: A neo-Schumpeterian interpretation
by: Bloch, Harry, et al.
Published: (2009)
by: Bloch, Harry, et al.
Published: (2009)
Modelling cell cycle synchronisation in networks of coupled radial glial cells
by: Barrack, Duncan, et al.
Published: (2015)
by: Barrack, Duncan, et al.
Published: (2015)
Effective dynamics of strongly dissipative Rydberg gases
by: Marcuzzi, Matteo, et al.
Published: (2014)
by: Marcuzzi, Matteo, et al.
Published: (2014)
Non-equilibrium Quantum Simulations using Thimble Methods
by: Woodward, Simon
Published: (2023)
by: Woodward, Simon
Published: (2023)
Correlates of University Adjustment Among Malaysian Students
by: Usmani, Aisha
Published: (2002)
by: Usmani, Aisha
Published: (2002)
Bargaining over an endogenous agenda
by: Anesi, Vincent, et al.
Published: (2014)
by: Anesi, Vincent, et al.
Published: (2014)
Similar Items
-
Essays on US business cycle investigated from Keynesian perspective
by: Kim, Minsu
Published: (2023) -
Bank discrimination in a two-sector new Keynesian model: a simulation of the Chinese economy
by: Zhang, Shipei
Published: (2023) -
Introduction of Credit Derivatives and Valuation of Credit Default Swap
by: Han, Lu
Published: (2006) -
Non-equilibrium dynamics and large deviations in stochastic lattice models via tensor networks
by: Causer, Luke
Published: (2023) -
A brief review of the complexities of teaching and learning chemical equilibrium with specific reference to Malaysia
by: Chandrasegaran, Chandra, et al.
Published: (2014)