The Volatility Costs of Procyclical Lending Standards; An Assessment Using a Dsge Model
Year of publication: |
2009-03-01
|
---|---|
Authors: | Sgherri, Silvia ; Gruss, Bertrand |
Institutions: | International Monetary Fund (IMF) |
Subject: | Borrowing | External shocks | Spillovers | Credit ceilings | Financial risk | Economic models | standards | calibration | equation | correlation | regulation | sensitivity analysis | statistics | correlations | equations | financial statistics | standard deviation | covariance | simulation results | stochastic process | functional form | probability | stochastic processes | standard error | vector autoregression | time series | econometrics | empirical measure | difference equations | parameter value | simulation process | normal distribution |
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