Financial Crises in DSGE Models : A Prototype Model /

Financial Crises in DSGE Models : A Prototype Model /

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, bank loans create purchasing power that facilitates adjustments in the real economy. But...

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Bibliografiske detaljer
Hovedforfatter:	Benes, Jaromir
Andre forfattere:	Kumhof, Michael, Laxton, Douglas
Format:	Tidsskrift
Sprog:	English
Udgivet:	Washington, D.C. : International Monetary Fund, 2014.
Serier:	IMF Working Papers; Working Paper ; No. 2014/057
Online adgang:	Full text available on IMF

Lignende værker

Financial Crises in DSGE Models : Selected Applications of MAPMOD /
af: Benes, Jaromir
Udgivet: (2014)

DSGE Modeling at the Fund : Applications and Further Developments /
af: Botman, Dennis
Udgivet: (2007)

Solving and Estimating Indeterminate DSGE Models /
af: Farmer, Roger
Udgivet: (2013)

Modeling with Macro-Financial Linkages : Credit and Policy Shocks in Emerging Markets /
af: Benes, Jaromir
Udgivet: (2009)

Assessing Dsge Models with Capital Accumulation and Indeterminacy /
af: Khramov, Vadim
Udgivet: (2012)

Data-Rich DSGE and Dynamic Factor Models /
af: Kryshko, Maxym
Udgivet: (2011)

Portfolio Choice in a Monetary Open-Economy DSGE Model /
af: Matsumoto, Akito
Udgivet: (2005)

Macroprudential and Monetary Policy Interactions in a DSGE Model for Sweden /
af: Chen, Jiaqian
Udgivet: (2016)

A Medium-Scale DSGE Model for the Integrated Policy Framework /
af: Adrian, Tobias
Udgivet: (2022)

Quarterly Projection Model for India : Key Elements and Properties /
af: Benes, Jaromir
Udgivet: (2017)

Monetary and Macroprudential Policy in an Estimated DSGE Model of the Euro Area /
af: Quint, Dominic
Udgivet: (2013)

Bayesian Dynamic Factor Analysis of a Simple Monetary DSGE Model /
af: Kryshko, Maxym
Udgivet: (2011)

An Estimated DSGE Model for Monetary Policy Analysis in Low-Income Countries /
af: Peiris, Shanaka
Udgivet: (2007)

Modeling Sterilized Interventions and Balance Sheet Effects of Monetary Policy in a New-Keynesian Framework /
af: Benes, Jaromir
Udgivet: (2013)

Systemic Financial Crises, Balance Sheets, and Model Uncertainity /
af: Weeks, Melvyn
Udgivet: (2001)

An Estimated DSGE Model to Analyze Housing Market Policies in Hong Kong SAR /
af: Rabanal, Pau
Udgivet: (2018)

VAR meets DSGE : Uncovering the Monetary Transmission Mechanism in Low-Income Countries /
af: Li, Bin Grace
Udgivet: (2016)

Mitigating the Deadly Embrace in Financial Cycles : Countercyclical Buffers and Loan-to-Value Limits /
af: Benes, Jaromir
Udgivet: (2016)

A Model to Assess the Probabilities of Growth, Fiscal, and Financial Crises /
af: Basu, Suman
Udgivet: (2017)

Understanding DSGE Filters in Forecasting and Policy Analysis /
af: Andrle, Michal
Udgivet: (2013)

Are Financial Crises Alike? /
af: Tang, Chrismin
Udgivet: (2010)

Financial crises : lessons from the past, preparation for the future /
Udgivet: (2005)

Global Financial Crises : Institutions and Incentives /
af: Kumar, Manmohan
Udgivet: (2000)

Speculative Attacks and Models of Balance of Payments Crises /
af: Flood, Robert
Udgivet: (1991)

Financial Institutions, Financial Contagion, and Financial Crises /
af: Huang, Haizhou
Udgivet: (2000)

External Imbalances and Financial Crises /
af: Taylor, Alan
Udgivet: (2013)

Nonlinear Dynamics of Financial Crises
af: Purica, Ionut
Udgivet: (2015)

Nonlinear Dynamics of Financial Crises
af: Purica, Ionut
Udgivet: (2015)

Managing Financial Crises : The Experience in East Asia /
af: Lane, Timothy
Udgivet: (2000)

Asian Financial crises : Origins, implications and solutions.
Udgivet: (2001)

A Model of Contagious Currency Crises with Application to Argentina /
af: Choueiri, Nada
Udgivet: (1999)

Managing Financial Crises : Recent Experience and Lessons for Latin America /
af: Kincaid, G.
Udgivet: (2003)

A Multivariate Filter for Measuring Potential Output and the NAIRU Application to the Czech Republic /
af: Benes, Jaromir
Udgivet: (2004)

A Model of the Joint Distribution of Banking and Exchange-Rate Crises /
af: Marion, Nancy
Udgivet: (2001)

Currency Crises and Foreign Reserves : A Simple Model /
af: Disyatat, Piti
Udgivet: (2001)

Trade and Financial Contagion in Currency Crises /
af: Salgado, Ranil
Udgivet: (2000)

Financial Crises and Emerging Market Trade /
af: Thomas, Alun
Udgivet: (2009)

Debt-Related Vulnerabilities and Financial Crises /
af: Setser, Brad
Udgivet: (2005)

Financial Crises, Poverty, and Income Distribution.
Udgivet: (2002)

Taxation, Bank Leverage, and Financial Crises /
af: Mooij, Ruud A.
Udgivet: (2013)