Risk Topography
Systemic Risk and Macro Modeling
Arvind Krishnamurthy editor Markus Brunnermeier editor
Format:Hardback
Publisher:The University of Chicago Press
Published:2nd Sep '14
Currently unavailable, and unfortunately no date known when it will be back
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.
ISBN: 9780226077734
Dimensions: 24mm x 18mm x 2mm
Weight: 539g
288 pages