Risk Topography – Systemic Risk and Macro Modeling (National Bureau of Economic Research Conference Report) - Hardcover

Book 106 of 139: National Bureau of Economic Research Conference Report

Brunnermeier, Markus; Krishnamurthy, Arvind

 
9780226077734: Risk Topography – Systemic Risk and Macro Modeling (National Bureau of Economic Research Conference Report)
Hardcover
ISBN 10: 022607773X ISBN 13: 9780226077734
Publisher: University of Chicago Press, 2014

Synopsis

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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About the Author

Markus Brunnermeier is the Edwards S. Sanford Professor of Economics at Princeton University and a research associate of the NBER. Arvind Krishnamurthy is the Harold L. Stuart Professor of Finance in the Kellogg School of Management at Northwestern University and a research associate of the NBER.

"About this title" may belong to another edition of this title.

Publisher
University of Chicago Press
Publication date
2014
Language
English
ISBN 10 
022607773X
ISBN 13 
9780226077734
Binding
Hardcover
Number of pages
288