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Countercyclical capital regulation in a small open economy DSGE model

Lozej, Matija; Onorante, Luca; Rannenberg, Ansgar - 2018

We examine, conditional on structural shocks, the macroeconomic performance of different countercyclical capital buffer (CCyB) rules in small open economy estimated medium scale DSGE. We find that rules based on the credit gap create a trade-off between the stabilization of fluctuations...

Persistent link: https://www.econbiz.de/10011820128

Countercyclical capital regulation in a small open economy DSGE model

Lozej, Matija; Onorante, Luca; Rannenberg, Ansgar - In: Macroeconomic dynamics 27 (2023) 5, pp. 1230-1267

Persistent link: https://www.econbiz.de/10014306733

Macroeconomic Theory : A Primer

Ferraris, Leo - 2025

Macroeconomic Theory and History -- Basic Macroeconomic Model -- Exogenous and Endogenous Fluctuations -- Exogenous and … Endogenous Growth -- Asset Prices and Bubbles -- Credit Cycle -- Cash Payment and Inflation -- Complete and Incomplete Markets …This book offers a comprehensive introduction to modern macroeconomic theory, bridging foundational concepts with …

Persistent link: https://www.econbiz.de/10015410837

The impact of asset price bubbles on credit risk measures

Jacobs, Michael <Jr.> - In: Inventi impact: emerging economies (2016) 3, pp. 160-175

Persistent link: https://www.econbiz.de/10011567800

Liquidity regulation, the Central Bank, and the money market : conference paper

Scheubel, Beatrice; Körding, Julia - 2013 - This version: 15 February 2013

As reliance on excessively short-term wholesale funding has been one of the major causes for the 2007-2009 financial crisis, recent advances in global liquidity regulation try to curb the excessive reliance on short-term wholesale funding without being clear on how such an approach will affect...

Persistent link: https://www.econbiz.de/10010342820

How economics got it wrong : formalism, equilibrium modelling and pseudo-optimization in banking regulatory studies

Aldegwy, Mohamed; Thiemann, Matthias - 2016

Since the outbreak of the financial crisis, the macro-prudential policy paradigm has gained increasing prominence (Bank of England, 2009; Bernanke, 2011). The dynamics of this shift in the economic discourse, and the reasons this shift has not taken place prior to the crisis have not been addressed...

Persistent link: https://www.econbiz.de/10011477619