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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Bibliografische gegevens
Hoofdauteur: Karam, Philippe
Andere auteurs: Pranovich, Mikhail, Vlcek, Jan
Formaat: Tijdschrift
Taal:English
Gepubliceerd in: Washington, D.C. : International Monetary Fund, 2021.
Reeks:IMF Working Papers; Working Paper ; No. 2021/256
Onderwerpen:
Online toegang:Full text available on IMF