Countercyclical prudential tools in an estimated DSGE model

We developed a dynamic stochastic general equilibrium (DSGE) model for a small, open economy with a banking sector and endogenous default to assess two macroprudential tools: countercyclical capital buffers (CCB) and dynamic provisions (DP). The model is estimated with data for Uruguay, where dynami...

Fuld beskrivelse

Saved in:
Bibliografiske detaljer
Hovedforfatter: Frache, Serafín (author)
Andre forfattere: García-Cicco, Javier (author), Ponce, Jorge (author)
Format: article
Sprog:engelsk
Udgivet: 2023
Fag:
Online adgang:https://hdl.handle.net/20.500.12806/1412
https://doi.org/10.1016/j.latcb.2023.100095
Tags: Tilføj Tag
Ingen Tags, Vær først til at tagge denne postø!

Lignende værker: Countercyclical prudential tools in an estimated DSGE model