Risk topography : systemic risk and macro modeling

著者

    • Brunnermeier, Markus
    • Krishnamurthy, Arvind

書誌事項

Risk topography : systemic risk and macro modeling

edited by Markus Brunnermeier and Arvind Krishnamurthy

(A National Bureau of Economic Research conference report)

University of Chicago Press, 2014

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注記

"This volume grew out of two National Bureau of Economic Research (NBER) conferences on systemic risk measurement held in October 2010 in New York and in April 2011 in Chicago."--Acknowledgments

Includes bibliographical references and indexes

内容説明・目次

内容説明

The recent financial crisis and the difficulty of using mainstream macroeconomic models to accurately monitor systemic risk have stimulated new analyses of how we measure economic activity and the development of more sophisticated models in which the financial sector plays a greater role. Markus Brunnermeier and Arvind Krishnamurthy have assembled contributions from researchers, central bankers, and other financial-market experts to explore the possibilities for advancing macroeconomic modeling in order to achieve more accurate measurement. Essays focus on the development of models capable of highlighting the vulnerabilities that have never been systematically measured before.

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