We develop an agent-based model to study the macroeconomic impact of alternative macro-
prudential regulations and their possible interactions with different monetary policy rules …

This paper examines the implications of monetary shocks and macroprudential shocks for
aggregate financial fragility using a sign restricted VAR model estimated with US data …

An integrated analysis of how financial frictions can be accounted for in macroeconomic
models built to study monetary policy and macroprudential regulation. Since the global …

Boom‐bust cycles in the eurozone periphery almost toppled the single currency and recent
experience suggests that they may return soon. We check whether monetary or …

In this paper, I analyze the ability of monetary and macroprudential policies to stabilize both
the macroeconomy and financial markets under two different scenarios: short and long-term …

This article develops a stylized New Keynesian Dynamic Stochastic General Equilibrium
model and explores the function of the repayment and maturity structure of corporate debt in …

We propose a model of a risky mortgage-lending market in which we take explicit account of
heterogeneity in household borrowing conditions, by introducing two borrower types: one …

Despite having introduced borrower-based measures (BBM), Lithuania's housing and
mortgage markets were booming during the low-interest-rate period, casting doubt on the …

Following the financial crisis of 2009 there was an emergence of macroprudential policy
tools, as well as a need to model the macroeconomy and the financial sector in a coherent …

The Basel III net stable funding requirement, introduced in January 2018, requires banks to
use a minimum share of long-term wholesale funding and deposits to fund their assets. A …