Search Results - subject:"macro prudential"

Unobserved components models with stochastic volatility for extracting trends and cycles in credit

O'Brien, Martin; Velasco, Sofia - 2020

Persistent link: https://www.econbiz.de/10012793058

The effects of macroprudential policies on house price cycles in an agent-based model of the Danish housing market

Cokayne, Graeme - 2019

Following the global financial crisis, many countries have introduced or tightened macroprudential policies. Using an agentbased model (ABM), this paper seeks to measure the impact on house price cycles of two distinct borrower-based macroprudential instruments, namely loan-to-income and...

Persistent link: https://www.econbiz.de/10012059485

Winter is possibly not coming: Mitigating financial instability in an agent-based model with interbank market

Popoyan, Lilit; Napoletano, Mauro; Roventini, Andrea - 2019

according to a Basel II or III macro-prudential frameworks and manage their liquidity in the interbank market. The Central Bank … Basel III macro-prudential framework is the best policy mix to stabilize financial and real economic dynamics. However, as …

Persistent link: https://www.econbiz.de/10012060664

Dynamic modeling of systemic risk and firm value: A case of Pakistan

Hanif, Hasan; Naveed, Muhammad; Ur Rehman, Mobeen - In: Cogent Business & Management 6 (2019), pp. 1-17

. Accordingly, monetary policy should be aligned with macro prudential policy to alleviate systemic risk. Furthermore, the Granger …

Persistent link: https://www.econbiz.de/10012117454

Macro-Prudential policy instruments, pro-cyclicality of capital and bank lending in Nigeria: From post-global financial crisis

Iwegbu, Onyebuchi; Odior, Ernest S.O. - In: Jos Journal of Economics 8 (2019) 3, pp. 205 – 227

This study empirically examined the tendency of macro-prudential policy in reducing the pro-cyclicality between Nigeria … model specified. The study found that macro-prudential policies help in reducing the procyclicality between bank loans and … this is reversed in the long run. The policy implication of this study is that the regulatory authority’s macro-prudential …

Persistent link: https://www.econbiz.de/10012290383