State Space Models

All state space models are written and estimated in the R programming language. The models are available here with instructions and R procedures for manipulating the models here here.

Thursday, December 18, 2025

The Minsky-Kindleberger Framework for Bubbles


 

In a prior post on Theories of Great Depressions, the major input variable to the Systems Model was a "Shock". The shock could just be non-random "innovations" or it could be the outputs of some other system. Shocks themselves are "explained" by the Minsky-Kindleberger Framework, diagramed above.

During periods of Economic Stability, lending institutions start to expand credit. Expanded credit leads to more Speculation. When some trigger (shock) comes along (e.g., a bank failure, war, etc.) sellers panic sets in which leads to an Economic Crash, implementation of tighter Regulation and a return to Stability. 

The Crash can be prevented if a Lender of Last Resort (Central Bank, Governments, or International Institutions such as the IMF) step into provide liquidity and soak up non-performing assets. The model seems to fit the 1929 Great Depression, the 1997 Asian Financial Crisis, the 2000 Dot-com Bubble, the 2008 Global Financial Crisis and the Eurozone sovereign debt crisis (2009-2018).



Notes

Bog Roll

Summary




References

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