Simple Macroeconomic Models with a Banking Sector: I
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| Description: |
Rochet, J-C (Universität Zürich)
Wednesday 22 October 2014, 10:30-11:30 |
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| Created: | 2014-10-24 12:53 |
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| Collection: | Systemic Risk: Mathematical Modelling and Interdisciplinary Approaches |
| Publisher: | Isaac Newton Institute |
| Copyright: | Rochet, J-C |
| Language: | eng (English) |
| Distribution: |
World
(downloadable)
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| Explicit content: | No |
| Aspect Ratio: | 16:9 |
| Screencast: | No |
| Bumper: | UCS Default |
| Trailer: | UCS Default |
| Abstract: | In parallel with the development of DSGE models with frictions, a series of papers have recently proposed to integrate banks within much simpler macro models. The objective is to develop simple calibrations allowing to assess in a transparent way the impact of bank capital regulation on growth and credit cycles. The aim of the tutorial is to present some of these models. Topic 1: Capital requirements and welfare: Van den Heuvel "the Welfare Cost of Bank Capital Requirements" Journal of Monetary Economics 2007 Nguyen, "Bank Capital requirements: A quantitative analysis" Wharton School 2013 de Nicolo, Gamba and Lucchetta "Microprudential regulation in a dynamic model of banking " IMF 2013 |
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