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Traditional and matter-of-fact financial frictions in a DSGE model for Brazil: the role of macroprudential instruments and monetary policy. (2013). Costa, Silvio ; Castro, Marcos ; Carvalho, Fabia ; Silvio Michael de Azevedo Costa, ; de Castro, Marcos Ribeiro ; de Carvalho, Fabia A..
In: EcoMod2013.
RePEc:ekd:004912:5145.

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  1. Reserve requirements and financial stability. (2021). Glocker, Christian.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:71:y:2021:i:c:s1042443121000056.

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  2. Impact of reserve requirement and Liquidity Coverage Ratio: A DSGE model for Indonesia. (2021). Chawwa, Tevy.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:71:y:2021:i:c:p:321-341.

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  3. Household borrowing constraints and monetary policy in emerging economies. (2020). Teles, Vladimir ; Kuhl, Teles Vladimir ; Daniela, Lima ; Gustavo, Arruda.
    In: The B.E. Journal of Macroeconomics.
    RePEc:bpj:bejmac:v:20:y:2020:i:1:p:21:n:11.

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  4. Do reserve requirements reduce the risk of bank failure?. (2019). Glocker, Christian.
    In: MPRA Paper.
    RePEc:pra:mprapa:95634.

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  5. Macroprudential policy in a DSGE model: anchoring the countercyclical capital buffer. (2018). Ferreira, Leonardo ; Nakane, Marcio.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-18-00483.

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  6. On the effectiveness of loan-to-value regulation in a multiconstraint framework. (2017). Grodecka-Messi, Anna.
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0347.

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  7. Excess reserves, monetary policy and financial volatility. (2017). Primus, Keyra.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:74:y:2017:i:c:p:153-168.

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  8. Capital controls, macroprudential measures and monetary policy interactions in an emerging economy. (2017). Nispi Landi, Valerio.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_1154_17.

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  9. CHOQUES ANTECIPADOS DE POLÍTICA MONETÁRIA, FORWARD GUIDANCE E POLÍTICAS DE ESTABILIZAÇÃO MACROECONÔMICAS. (2016). Ramos, Pedro Lutz ; Portugal, Marcelo Savino.
    In: Anais do XLIII Encontro Nacional de Economia [Proceedings of the 43rd Brazilian Economics Meeting].
    RePEc:anp:en2015:043.

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  10. Macroprudential Policy in a DSGE Model: anchoring the countercyclical capital buffer. (2015). Ferreira, Leonardo ; Nakane, Marcio.
    In: Working Papers, Department of Economics.
    RePEc:spa:wpaper:2015wpecon45.

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  11. Macroeconomic Effects of Credit Deepening in Latin America. (2015). Pasca, Nilda ; Souza, Laura ; Zilberman, Eduardo ; Carvalho, Carlos.
    In: IDB Publications (Working Papers).
    RePEc:idb:brikps:87893.

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  12. Household borrowing constraints and monetary policy in emerging economies. (2015). Teles, Vladimir ; ARRUDA, Gustavo ; Lima, Daniela.
    In: Textos para discussão.
    RePEc:fgv:eesptd:375.

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  13. Monetary and Macroprudential Policies: Empirical Evidences from Panel-VAR. (2015). Divino, Jose Angelo ; da Silva, Fernando.
    In: Brazilian Review of Finance.
    RePEc:brf:journl:v:13:y:2015:i:4:p:691-731.

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  14. Credit and Macroprudential Policy in an Emerging Economy: a Structural Model Assessment. (2015). Blanco, Emilio ; Aguirre, Horacio.
    In: BIS Working Papers.
    RePEc:bis:biswps:504.

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  15. Macroprudential Policy in a DSGE Model: anchoring the countercyclical capital buffer. (2015). Ferreira, Leonardo ; Nakane, Marcio.
    In: Working Papers Series.
    RePEc:bcb:wpaper:407.

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  16. Macroeconomic Effects of Credit Deepening in Latin America. (2014). Zilberman, Eduardo ; Carvalho, Carlos ; Nilda Mercedes Cabrera Pasca, ; de Souza, Laura Candido ; de Carvalho, Carlos Viana.
    In: Textos para discussão.
    RePEc:rio:texdis:629.

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References

References cited by this document

  1. Andr es, J., O. Arce and C. Thomas (2010). Banking Competition, Collateral Constraints and Optimal Monetary Policy. Documentos de Trabajo n. 1001. Banco de Espa˜ na, 2010

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  3. Brzoza-Brzezina, Kolasa and Makarski (2013). The anatomy of standard DSGE models with financial frictions. Journal of Economic Dynamics and Control, v 37(1), 2013.

  4. Carvalho, F. and C. Azevedo (2008). The incidence of reserve requirements in Brazil: Do bank stockholders share the burden?. Journal of Applied Economics, 2008.

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  6. Dib, A (2010). Capital Requirement and Financial Frictions in Banking: Macroeconomic Implications . Bank of Canada Working Paper 2010-26, 2010.

  7. Gerali et al. (2010) : Gerali, A., Neri, S., Sessa, L., Signoretti, F. M.. Credit and Banking in a DSGE Model of the Euro Area, Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(s1), pages 107-141, 2010.

  8. Glocker, C. and P. Towbin (2012). Reserve Requirements for Price and Financial Stability: When are They Effective? International Journal of Central Banking, 2012.

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  13. Mesquita, M. and M. Tor os (2010). Brazil and the 2008 panic, BIS Papers, n. 54, 2010.
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  14. Montoro, C. and C. Tovar (2010). Macroprudential tools: assessing the implications of reserve requirements in a DSGE model. Incomplete draft. Cemla, 2010.
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  15. Montoro, C. and R. Moreno. The Use of Reserve Requirements as a Policy Instrument in Latin America (2011). BIS Quarterly Review, (1), 2011.

  16. Queiroz, M. Comportamento Di ario do Mercado Brasileiro de Reservas Banc arias – N ıvel e Volatilidade – Implica c˜ oes na Pol ıtica Monet aria. Proceedings of the 32nd Brazilian Economics Meeting, 2004.
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  17. Roger, S. and J. Vlcek. Macroeconomic Costs of Higher Bank Capital and Liquidity Requirements (2011). IMF Working Paper 11/103, 2011.

  18. Souza-Rodrigues, E. and T. Takeda (2004). Reserve Requirements and Bank Interest Rate Distribution in Brazil. Proceedings of the 32nd Brazilian Economics Meeting, 2004
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  19. Tovar, C., M. Garcia-Escribano, and M. Martin (2012). Credit Growth and the effectiveness of Reserve Requirements and Other Macroprudential Instruments in Latin America. IMF Working Paper 12/142, 2012.
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Cocites

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  2. Optimal Monetary Policy Rules and House Prices: The Role of Financial Frictions. (2015). Siviero, Stefano ; Notarpietro, Alessandro.
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  3. Large Banks, Loan Rate Markup, and Monetary Policy. (2015). Signoretti, Federico ; Cuciniello, Vincenzo.
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  4. Traditional and matter-of-fact financial frictions in a DSGE model for Brazil: the role of macroprudential instruments and monetary policy. (2014). Costa, Silvio ; Castro, Marcos ; Carvalho, Fabia ; Silvio M. A. Costa, ; de Carvalho, Fabia A..
    In: BIS Working Papers.
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  5. Optimal monetary policy rules and house prices: the role of financial frictions. (2014). Siviero, Stefano ; Notarpietro, Alessandro.
    In: Temi di discussione (Economic working papers).
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  7. Traditional and matter-of-fact financial frictions in a DSGE model for Brazil: the role of macroprudential instruments and monetary policy. (2013). Costa, Silvio ; Castro, Marcos ; Carvalho, Fabia ; Silvio Michael de Azevedo Costa, ; de Castro, Marcos Ribeiro ; de Carvalho, Fabia A..
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  11. Should monetary policy lean against the wind? An analysis based on a DSGE model with banking. (2013). Signoretti, Federico ; Gambacorta, Leonardo.
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  12. Traditional and Matter-of-fact Financial Frictions in a DSGE Model for Brazil: the role of macroprudential instruments and monetary policy. (2013). Costa, Silvio ; Castro, Marcos ; Carvalho, Fabia ; Silvio M. A. Costa, ; de Carvalho, Fabia A..
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  13. Fixed‐ and Variable‐Rate Mortgages, Business Cycles, and Monetary Policy. (2011). Rubio, Margarita.
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