Essays about: "Macroprudential Policies"
Showing result 1 - 5 of 10 essays containing the words Macroprudential Policies.
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1. The Effects of Macroprudential Policies on Research and Development Expenditure - A System GMM Approach
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : Preliminary firm level evidence suggests that macroprudential policies reduce firm credit growth and MSME investment, and could therefore have a negative impact on economic growth. However, the question remains if macroprudential policies affect R\&D investments as well. READ MORE
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2. The Great Appreciation : Impact of Sentiment Shocks and Macroprudential Policy to Fundamental Price Spreads in Scandinavian Housing Markets
University essay from Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakultetenAbstract : This paper aims to investigate whether changes in economic sentiment and major policy shifts have had any significant impact on Scandinavian real housing prices relative their fundamental value post year 2000. Fundamental housing price indices for each constituent of the region are estimated from macroeconomic fundamentals in a VAR framework. READ MORE
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3. Basel III and Monetary Policy
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : Headlined by Basel III - banking regulation has been the target of extensive revisions and remodeling in the wake of the Global Financial Crisis. The same period has, in many countries, also been characterized by unprecedented accommodative monetary policy. READ MORE
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4. The Interaction Between Monetary Policy and Macroprudential Policy
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : The latest global financial crisis ignited the debate on whether the role of monetary policy's main objective, price stability, is enough to achieve financial stability. It also sparked an interest of new policy measures that directly targets the financial system, such as macroprudential policies. READ MORE
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5. Macroprudential regulation of borrowing standards: a comparative analysis of loan-to-value and loan-to-income policies.
University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi; Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : Starting from the Two-Agents New-Keynesian DSGE framework presented by Iacoviello and Neri (2010), we re-write the model allowing for a loan-to-income (LTI) constraint in place of a loan-to-value (LTV) constraint. We derive a balanced growth path equilibrium for our model and compare steady-state results as well as dynamic responses to a rich set of shocks between the two macroprudential regulations. READ MORE