Gerali et al (2010)

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Gerali et al (2010)

Postby lin123 » Wed Mar 30, 2016 12:35 pm

Hello everyone.
I am doing a SOP model based on Gerali et al(2010), but I having problems with the banking sector equations. Do you have the linearised version of their model.
It would be very helpful
Thanks a lot in advance
Lin
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Re: Gerali et al (2010)

Postby federico » Thu Mar 31, 2016 7:35 am

Look at the paper

Should monetary policy lean against the wind? by Gambacorta and Signoretti on the JEDC.

where there is a simplify version of the model presented in log-linearized form


Federico
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Re: Gerali et al (2010)

Postby lin123 » Tue Apr 19, 2016 9:54 am

Thank you for your suggestion.
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