Purpose: The purpose of this paper is to assist bank regulators in Africa who are currently considering the implementation of Basel III countercyclical capital buffer (CCB) requirement. Design/methodology/approach: Using a panel data set of 129 commercial banks operating in 14 African countries...

Purpose – This paper seeks to assess the impact of monetary policy on house price inflation for the nine census divisions of the US economy. Design/methodology/approach – A factor-augmented VAR (FAVAR) model is estimated using a large data set comprising of 126 quarterly series over the...

Purpose – This paper seeks to assess the impact of monetary policy on house price inflation for the nine census divisions of the US economy. Design/methodology/approach – A factor‐augmented VAR (FAVAR) model is estimated using a large data set comprising of 126 quarterly series over the...