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...

Повний опис

Бібліографічні деталі
Автор: Karam, Philippe
Інші автори: Pranovich, Mikhail, Vlcek, Jan
Формат: Журнал
Мова:English
Опубліковано: Washington, D.C. : International Monetary Fund, 2021.
Серія:IMF Working Papers; Working Paper ; No. 2021/256
Предмети:
Онлайн доступ:Full text available on IMF