The nonlinear nature of country risk and its implications for DSGE models
Year of publication: |
2020
|
---|---|
Authors: | Brzoza-Brzezina, Michał ; Kotłowski, Jacek |
Published in: |
Macroeconomic dynamics. - Cambridge : Cambridge Univ. Press, ISSN 1469-8056, ZDB-ID 1501533-6. - Vol. 24.2020, 3, p. 601-628
|
Subject: | Risk Premium | PSTR Model | Open Economy DSGE Model | Risikoprämie | Risk premium | DSGE-Modell | DSGE model | Länderrisiko | Country risk | Dynamisches Gleichgewicht | Dynamic equilibrium | Offene Volkswirtschaft | Open economy | Schock | Shock | Schwellenländer | Emerging economies |
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