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Gerali et al (2010)

PostPosted: Wed Mar 30, 2016 12:35 pm
by lin123
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

Re: Gerali et al (2010)

PostPosted: Thu Mar 31, 2016 7:35 am
by federico
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

Re: Gerali et al (2010)

PostPosted: Tue Apr 19, 2016 9:54 am
by lin123
Thank you for your suggestion.