Macroprudential Policy, Balance Sheets, and Tail Risk
Investigating how macroprudential policies, in particular, VaR-type constraints affect aggregate investment, growth and tail risk, via a macro-finance model with heterogeneous investors.
Heterogeneous Investors
A Macro-Finance Model of Capital Reallocation and Misallocation
Developing a DSGE model with heterogeneous investors facing financial frictions to study capital reallocation and misallocation.
A Macro-Finance Model of Capital Reallocation and Misallocation
Developing a DSGE model with heterogeneous investors facing financial frictions to study capital reallocation and misallocation.