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Risk Topography : Systemic Risk and Macro Modeling. システミック・リスクとマクロ・モデリング
・ISBN 978-0-226-07773-4 cloth US$ 118.00
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電子版あり 大学・学術機関向け電子ブック（eBook）ISBN 978-0-226-09264-5
| 著者・編者 | Brunnermeier, Markus / Krishnamurthy, A. (eds.), |
|---|---|
| シリーズ | NBER Conference Report |
| 出版社 | (U. Chicago Pr., US) |
| 出版年月 | 2014 |
| ページ数 | 288 pp. |
| 言語 | ENG |
| ニュース番号 | ＜613-563＞ |
解説
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.