Macroprudential Policies and Housing Price : A New Database and Empirical Evidence for Central, Eastern, and Southeastern Europe /

Several countries in Central, Eastern and Southeastern Europe used a rich set of prudential instruments in response to last decade's credit and housing boom and bust cycles. We collect detailed information on these policy measures in a comprehensive database covering 16 countries at a quarterly...

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Detaylı Bibliyografya
Yazar: Vandenbussche, Jerome
Diğer Yazarlar: Detragiache, Enrica, Vogel, Ursula
Materyal Türü: Dergi
Dil:English
Baskı/Yayın Bilgisi: Washington, D.C. : International Monetary Fund, 2012.
Seri Bilgileri:IMF Working Papers; Working Paper ; No. 2012/303
Online Erişim:Full text available on IMF
Diğer Bilgiler
Özet:Several countries in Central, Eastern and Southeastern Europe used a rich set of prudential instruments in response to last decade's credit and housing boom and bust cycles. We collect detailed information on these policy measures in a comprehensive database covering 16 countries at a quarterly frequency. We use this database to investigate whether the policy measures had an impact on housing price inflation. Our evidence suggests that some-but not all-measures did have an impact. These measures were changes in the minimum CAR and non-standard liquidity measures (marginal reserve requirements on foreign funding, marginal reserve requirements linked to credit growth).
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Fiziksel Özellikler:1 online resource (39 pages)
Materyal Türü:Mode of access: Internet
ISSN:1018-5941
Erişim:Electronic access restricted to authorized BRAC University faculty, staff and students