Estimating the effects of macroprudential policy shocks: A Qual VAR approach
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference9 articles.
1. Bruno, V., Shin, H.S., 2013. Assessing macroprudential policies: the case of Korea. NBER Working Paper No. 19084, National Bureau of Economic Research.
2. Macro-prudential policies to mitigate financial system vulnerabilities;Claessens;J. Int. Money Finance,2013
3. Crowe, C., Dell’Ariccia, G., Igan, D., Rabanal, P., 2011. Policies for macrofinancial stability: options to deal with real estate booms. IMF Staff Discussion Note SDN/11/02, International Monetary Fund.
4. Dynamic forecasts of qualitative variables: a Qual VAR model of US recessions;Dueker;J. Bus. Econom. Statist.,2005
5. Igan, D., Kang, H., 2011. Do loan-to-value and debt-to-income limits work? Evidence from Korea. IMF Working Paper WP/11/297, International Monetary Fund.
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