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...

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Bibliographic Details
Main Author: Karam, Philippe
Other Authors: Pranovich, Mikhail, Vlcek, Jan
Format: Journal
Language:English
Published: Washington, D.C. : International Monetary Fund, 2021.
Series:IMF Working Papers; Working Paper ; No. 2021/256
Subjects:
Online Access:Full text available on IMF