An Extended Quarterly Projection Model : Credit Cycle, Macrofinancial Linkages and Macroprudential Measures: The Case of the Philippines /

We extend a modern practical Quarterly Projection Model to study credit cycle dynamics and risks, focusing on macrofinancial linkages and the role of macroprudential policy in achieving economic and financial stability. We tailor the model to the Philippines and evaluate the model's properties...

Ausführliche Beschreibung

Bibliographische Detailangaben
1. Verfasser: Karam, Philippe
Weitere Verfasser: Pranovich, Mikhail, Vlcek, Jan
Format: Zeitschrift
Sprache:English
Veröffentlicht: Washington, D.C. : International Monetary Fund, 2021.
Schriftenreihe:IMF Working Papers; Working Paper ; No. 2021/256
Schlagworte:
Online Zugang:Full text available on IMF