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    • A time varying DSGE model with financial frictions 

      Galvão, Ana Beatriz; Giraitis, Liudas; Kapetanios, George; Petrova, Katerina (2016-09-02) - Journal article
      We build a time varying DSGE model with financial frictions in order to evaluate changes in the responses of the macroeconomy to financial friction shocks. Using U.S. data, we find that the transmission of the financial ...