Estimating contract indexation in a financial accelerator model

DOI10.1016/J.JEDC.2014.06.009MaRDI QIDQ1994624zbMATH OpenOpenAlexFDO

Authors Charles T. Carlstrom, Timothy S. Fuerst, Alberto Ortiz, Matthias Paustian

Publication date 1 November 2018

Published in Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jedc.2014.06.009

zbMATH Keywords

agency costsbusiness cyclesfinancial accelerator

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70)

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Cites work

• The external finance premium and the macroeconomy: US post-WWII evidence

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(5)

• Monetary policy and the term premium
• Interest rate rules under financial dominance
• The price of capital and the financial accelerator
• Quantitative implications of indexed bonds in small open economies
• The hockey stick Phillips curve and the effective lower bound

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