Capital Requirement and Financial Frictions in Banking: Macroeconomic Implications
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Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 51(3), pages 828-863, August.
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- Sami Alpanda & Gino Cateau & Cesaire Meh, 2014. "A policy model to analyze macroprudential regulations and monetary policy," BIS Working Papers 461, Bank for International Settlements.
- Sami Alpanda & Gino Cateau & Césaire Meh, 2014. "A Policy Model to Analyze Macroprudential Regulations and Monetary Policy," Staff Working Papers 14-6, Bank of Canada.
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"Unexpected loan losses and bank capital in an estimated DSGE model of the euro area,"
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Journal of Financial Stability, Elsevier, vol. 33(C), pages 226-243.
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More about this item
Keywords
Economic models; Business fluctuations and cycles; Financial markets; Financial stability;All these keywords.
JEL classification:
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- G1 - Financial Economics - - General Financial Markets
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2010-11-06 (Banking)
- NEP-BEC-2010-11-06 (Business Economics)
- NEP-CBA-2010-11-06 (Central Banking)
- NEP-CTA-2010-11-06 (Contract Theory and Applications)
- NEP-DGE-2010-11-06 (Dynamic General Equilibrium)
- NEP-MAC-2010-11-06 (Macroeconomics)
- NEP-REG-2010-11-06 (Regulation)
Statistics
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