Search Results

You are looking at 1 - 2 of 2 items :

  • Keyword: Financial Forecasting and Simulation... x
Clear All Modify Search
Financial Crises in DSGE Models: A Prototype Model

Financial Crises in DSGE Models: A Prototype Model »

Source: Financial Crises in DSGE Models : A Prototype Model

Volume/Issue: 2014/57

Series: IMF Working Papers

Author(s): Jaromir Benes , Michael Kumhof , and Douglas Laxton

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 04 April 2014

ISBN: 9781475540895

Keywords: lending boom, credit crunch, financialy cycle, asset price bubble, bank capital, bank balance sheets, bank deposits, banking, Financial Markets and the Macroeconomy, Forecasting and Simulation,

This paper presents the theoretical structure of MAPMOD, a new IMF model designed to study vulnerabilities associated with excessive credit expansions, and to support macroprudential policy analysis. In MAPMOD, ban...

Financial Crises in DSGE Models
			: A Prototype Model

Financial Crises in DSGE Models : A Prototype Model »

Volume/Issue: 2014/57

Series: IMF Working Papers

Author(s): Jaromir Benes , Michael Kumhof , and Douglas Laxton

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 04 April 2014

DOI: http://dx.doi.org/10.5089/9781475540895.001

ISBN: 9781475540895

Keywords: lending boom, credit crunch, financialy cycle, asset price bubble, bank capital, bank balance sheets, bank deposits, banking, Financial Markets and the Macroeconomy, Forecasting and Simulation,

This paper presents the theoretical structure of MAPMOD, a new IMF model designed to study vulnerabilities associated with excessive credit expansions, and to support macroprudential policy analysis. In MAPMOD, ban...