Analysis of Monetary Policy Responses After Financial Market Crises in a Continuous Time New Keynesian Model

Analysis of Monetary Policy Responses After Financial Market Crises in a Continuous Time New Keynesian Model

To analyse the interdependence between monetary policy and financial markets in the context of the recent financial crisis, we use stochastic differential equations to develop a dynamic, stochastic general equilibrium New Keynesian model of two open economies. Our focus is on how stock and housing m...

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Veröffentlicht in:MAGKS - Joint Discussion Paper Series in Economics (Band 21-2014)
Autoren: Hayo, Bernd, Niehof, Britta
Format: Artikel
Sprache:Englisch
Veröffentlicht: Philipps-Universität Marburg 2014
Schlagworte:
Dynamic Stochastic Full Equilibrium Continuous Time Model
Financial Crisis
Wirtschaft
Taylor Rule
New Keynesian Models
Economics
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MAGKS - Joint Discussion Paper Series in Economics

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