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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Bibliografiska uppgifter
Huvudupphovsman: Karam, Philippe
Övriga upphovsmän: Pranovich, Mikhail, Vlcek, Jan
Materialtyp: Tidskrift
Språk:English
Publicerad: Washington, D.C. : International Monetary Fund, 2021.
Serie:IMF Working Papers; Working Paper ; No. 2021/256
Ämnen:
Länkar:Full text available on IMF