<p><a href="https://www.clevelandfed.org/publications/working-paper/wp-2229-the-financial-accelerator-mechanism-does-frequency-matter" target="_blank" class="ke-link">금융 가속기 메커니즘: 빈도가 중요합니까? The financial accelerator mechanism: does frequency matter?</a></p><div class="figure-open" contenteditable="false" data-ke-type="opengraph" data-ke-align="alignCenter" data-og-type="website" data-og-title="wp 2229 the financial accelerator mechanism does frequency matter" data-og-description="Suggested Citation Foroni, Claudia, Paolo Gelain, and Massimiliano Marcellino. 2022. “The financial accelerator mechanism: does frequency matter?” Federal Reserve Bank of Cleveland, Working Paper No. 22-29. https://doi.org/10.26509/frbc-wp-202229" data-og-host="www.clevelandfed.org" data-og-source-url="https://www.clevelandfed.org/publications/working-paper/wp-2229-the-financial-accelerator-mechanism-does-frequency-matter" data-og-url="https://www.clevelandfed.org/publications/working-paper/2022/wp-2229-the-financial-accelerator-mechanism-does-frequency-matter" data-og-image=""><a href="https://www.clevelandfed.org/publications/working-paper/wp-2229-the-financial-accelerator-mechanism-does-frequency-matter" target="_blank" data-source-url="https://www.clevelandfed.org/publications/working-paper/wp-2229-the-financial-accelerator-mechanism-does-frequency-matter"><div class="og-image" style="background-image:url()"></div><div class="og-text"><p class="og-title">wp 2229 the financial accelerator mechanism does frequency matter</p><p class="og-desc">Suggested Citation Foroni, Claudia, Paolo Gelain, and Massimiliano Marcellino. 2022. “The financial accelerator mechanism: does frequency matter?” Federal Reserve Bank of Cleveland, Working Paper No. 22-29. https://doi.org/10.26509/frbc-wp-202229</p><p class="og-host">www.clevelandfed.org</p></div></a></div><ul style="list-style-type: disc;" data-ke-list-type="disc"><li><a style="color: #0f598a;" href="https://www.clevelandfed.org/people/profiles/f/foroni-claudia" target="_top" class="ke-link">클라우디아 포로니</a></li><li><a style="color: #0f598a;" href="https://www.clevelandfed.org/people/profiles/g/gelain-paolo" target="_top" class="ke-link">파올로 겔랑</a></li><li><a style="color: #0f598a;" href="https://www.clevelandfed.org/people/profiles/m/marcellino-massimiliano" target="_top" class="ke-link">마시밀리아노 마르첼리노</a></li></ul><p><a style="color: #0f598a;" href="https://www.clevelandfed.org/-/media/project/clevelandfedtenant/clevelandfedsite/publications/working-papers/2022/wp-2229-the-financial-accelerator-mechanism-does-frequency-matter.pdf" target="_top" class="ke-link"><span style="color: #ffffff; background-color: #0f598a;" data-ke-size="size18">PDF 다운로드</span></a></p><p>우리는 혼합 빈도(분기별) 데이터를 사용하여 Bernanke 등의 금융 가속기 메커니즘에 내장된 동적 확률론적 일반 균형 모델을 추정합니다. (1999). 우리는 금융 가속기가 분기별 빈도와 비교하여 월별 빈도에서 매우 다르게 작동할 수 있음을 발견했습니다. 즉, 반전을 문서화합니다. 월별 데이터를 분기별 데이터로 집계하면 추정된 분기별 매개변수에 큰 편향이 발생하고 결과적으로 충격 전달에 큰 변화가 생기기 때문입니다.</p>
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