Finance Institute / Real Estate University of Regensburg Universtitaetstrasse / Economics University of California Davis / Germany And Institute / /
IndustryTerm
idiosyncratic technology shock / capital-creation technology / aggregate technology shock / technology shocks / entrepreneurs technology shock / bank / low technology shock / aggregate production technology / stochastic technology / production technology / technology shock equal / bank loans / capital technology / technology shock / /
Organization
Real Estate University of Regensburg Universtitaetstrasse / Victor Dorofeenko Department of Economics / Germany And Institute for Advanced Studies Stumpergasse / Austria Gabriel S. Lee Department / Economics University of California Davis / Economics and Finance Institute for Advanced Studies Stumpergasse / /
Person
Victor Dorofeenko / Kevin D. Salyer / Gabriel S. Lee / Ct / / /
Position
Author / model capital producers / rental rate rt / rt / entrepreneur / /
ProvinceOrState
California / /
Technology
capital-creation technology / aggregate production technology / capital technology / production technology / stochastic technology / /
March 13, 2015 On Modeling Risk Shocks Abstract Within the context of a nancial accelerator model, we model time-varying uncertainty (i.e. risk shocks)