create a website

Effectiveness of Macroprudential Policies on Credit Surge and Stop Episodes. (2024). Tamgaç, Ünay ; Ekinci, Mehmet ; Tezcan, Unay Tamgac ; Kenc, Turalay.
In: Open Economies Review.
RePEc:kap:openec:v:35:y:2024:i:5:d:10.1007_s11079-023-09744-3.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 39

References cited by this document

Cocites: 52

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

    This document has not been cited yet.

References

References cited by this document

  1. Aizenman J (2019) Macroeconomics challenges and resilience of emerging market economies. NBER WP 26361:1–33.

  2. Alam Z, Alter A, Eiseman J, Gelos R, Kang H, Narita M, Nier E, Wang N (2019) Digging deeper-evidence on the effects of macroprudential policies from a new database. IMF Working Papers 2019(66):1–57.

  3. Amri PD, Richey GM, Willett TD (2016) Capital surges and credit booms: how tight is the relationship? Open Econ Rev 27(4):637–670.

  4. Arellano M, Bond S (1991) Some tests of specification for panel data: Monte Carlo evidence and an application to employment equations. Rev Econ Stud 58(2):277.

  5. Arena MM, Gerling MK, Bouza S, Njie L, Dabla-Norris ME (2015) Credit booms and macroeconomic dynamics: stylized facts and lessons for low-income countries. IMF Working Papers 2015(11):1–47.
    Paper not yet in RePEc: Add citation now
  6. Bakker B, Dell’Ariccia G, Laeven L, Vandenbussche J, Igan D, Tong H (2012) Policies for macrofinancial stability: how to deal with credit booms. IMF Staff Discussion Notes 12(06):1.

  7. Beck T, Yousefi MSR, Barajas MA, Dabla-Norris ME (2013) Too cold, too hot, or just right? Assessing financial sector development across the globe. IMF Working Papers 2013/081, International Monetary Fund.
    Paper not yet in RePEc: Add citation now
  8. BIS (2020) Measuring the effectiveness of macroprudential policies using supervisory bank-level data. BIS, Basel. OCLC: 1141211679.
    Paper not yet in RePEc: Add citation now
  9. Blundell R, Bond S (1998) Initial conditions and moment restrictions in dynamic panel data models. J Econ 87:115–143.

  10. Bruno GS (2005a) Approximating the bias of the LSDV estimator for dynamic unbalanced panel data models. Econ Lett 87(3):361–366.
    Paper not yet in RePEc: Add citation now
  11. Bruno GSF (2005b) Estimation and inference in dynamic unbalanced panel-data models with a small number of individuals. The Stata Journal: Promoting Communications on Statistics and Stata 5(4):473–500.
    Paper not yet in RePEc: Add citation now
  12. Calderon C, Kubota M (2012) Gross inflows gone wild: gross capital inflows, credit booms and crises. Policy Research Working Paper Series 6270, The World Bank.
    Paper not yet in RePEc: Add citation now
  13. Calvo GA (1998) Capital flows and capital market crises: the simple economics of sudden stops. J Appl Econ 1(1):35–54.

  14. Carvalho D (2021) Revisiting the relationship between cross-border capital flows and credit. Int Finance 24(2):179–218.
    Paper not yet in RePEc: Add citation now
  15. Castro V, Martins R (2020) Riding the wave of credit: are longer expansions really a bad omen? Open Econ Rev 31(4):729–751.

  16. Cerutti E, Claessens S, Laeven L (2017) The use and effectiveness of macroprudential policies: new evidence. J Financ Stab 28:203–224.

  17. Cerutti E, Claessens S, Puy D (2019) Push factors and capital flows to emerging markets: why knowing your lender matters more than fundamentals. J Int Econ 119:133–149.

  18. Claessens S, Ghosh SR, Mihet R (2014) Macro-prudential policies to mitigate financial system vulnerabilities. IMF Working Papers 2014(155):1.

  19. Crystallin M, Efremidze L, Kim S, Nugroho W, Sula O, Willett T (2015) How common are capital flows surges? How they are measured matters - a lot. Open Econ Rev 26(4):663–682.

  20. Dell’Ariccia G, Igan D, Laeven L, Tong H (2016) Credit booms and macrofinancial stability. Econ Policy 31(86):299–355.

  21. Fendoglu S (2017) Credit cycles and capital flows: effectiveness of the macroprudential policy framework in emerging market economies. J Bank Financ 79(C):110–128.

  22. Financial Stability Board, FSB and International Monetary Fund, IMF and Bank for International Settlements, BIS (2016) Elements of Effective Macroprudential Policies: Lessons from International Experience. Technical report, International Monetary Fund.
    Paper not yet in RePEc: Add citation now
  23. Forbes K (2021) The international aspects of macroprudential policy. NBER WP 27698:1–37.

  24. Forbes KJ, Warnock FE (2012) Capital flow waves: surges, stops, flight, and retrenchment. J Int Econ 88(2):235–251.

  25. Forbes KJ, Warnock FE (2021) Capital flow waves-or ripples? Extreme capital flow movements since the crisis. J Int Money Financ 116:102394.

  26. Furceri D, Guichard S, Rusticelli E (2012) The effect of episodes of large capital inflows on domestic credit. N Am J Econ Financ 23(3):325–344.

  27. Ghosh A, Qureshi M, Kim JI, Zalduendo J (2014) Surges. J Int Econ 92(2):266–285.
    Paper not yet in RePEc: Add citation now
  28. Gourinchas P-O, Valdes R, Landerretche O (2001) Lending booms: Latin America and the world. NBER WP 8249:1–61.

  29. Igan D, Pinheiro M (2011) Credit growth and bank soundness: fast and furious? IMF WP 11278.

  30. Jeanne O, Korinek A (2020) Macroprudential regulation versus mopping up after the crash. Rev Econ Stud 87(3):1470–1497.
    Paper not yet in RePEc: Add citation now
  31. Kiviet JF (1995) On bias, inconsistency, and efficiency of various estimators in dynamic panel data models. J Econ 68(1):53–78.

  32. Kuzman T, Lazarevic J, Nedeljkovic M (2022) Capital flows liberalisation and macroprudential policies: the effects on credit cycles in emerging economies. Econ Anal Policy 73:602–619.
    Paper not yet in RePEc: Add citation now
  33. Lane PR, McQuade P (2014) Domestic credit growth and international capital flows. Scand J Econ 116(1):218–252.

  34. Mendoza E, Terrones M (2008) An anatomy of credit booms:evidence from macro aggregates and micro data. NBER WP 14049:1–59.

  35. Mendoza E, Terrones M (2012) An anatomy of credit booms and their demise. NBER WP 18379:1–44.

  36. Meng C, Gonzalez RL (2017) Credit booms in developing countries: are they different from those in advanced and emerging market countries? Open Econ Rev 28(3):547–579.

  37. Tornell A, Westermann F (2002) Boom-bust cycles in middle income countries: Facts and explanation. IMF Staff Papers 49(Special i):111–155.

  38. Verma AK, Sengupta R (2020) Interlinkages between external debt financing, credit cycles and output fluctuations in emerging market economies. Indira Gandhi Institute of Development Research, Mumbai Working Papers 2020-012, Indira Gandhi Institute of Development Research, Mumbai, India.

  39. Verma AK, Sengupta R (2021) Interlinkages between external debt financing, credit cycles and output fluctuations in emerging market economies. Rev World Econ 157(4):965–1001.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Effectiveness of Macroprudential Policies on Credit Surge and Stop Episodes. (2024). Tamgaç, Ünay ; Ekinci, Mehmet ; Tezcan, Unay Tamgac ; Kenc, Turalay.
    In: Open Economies Review.
    RePEc:kap:openec:v:35:y:2024:i:5:d:10.1007_s11079-023-09744-3.

    Full description at Econpapers || Download paper

  2. Reining in the riskiest? Evidence of non-linear impacts of macroprudential regulations on bank systemic risk in China. (2024). Jeon, Bang ; Kang, Qiaoling ; Chen, Minghua ; Wu, JI.
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:94:y:2024:i:c:s1049007824000605.

    Full description at Econpapers || Download paper

  3. Take It to the limit? The effects of household leverage caps. (2022). Peydro, Jose-Luis ; van Bekkum, Sjoerd ; Irani, Rustom M ; Gabarro, Marc.
    In: Economics Working Papers.
    RePEc:upf:upfgen:1682.

    Full description at Econpapers || Download paper

  4. Effectiveness and conduct of macroprudential policy in Indonesia in 2003-2020: Evidence from the structural VAR models. (2022). Widiantoro, Dimas ; Dąbrowski, Marek ; Dbrowski, Marek A.
    In: MPRA Paper.
    RePEc:pra:mprapa:112963.

    Full description at Econpapers || Download paper

  5. Stress relief? Funding structures and resilience to the Covid Shock. (2022). Reinhardt, Dennis ; Friedrich, Christian ; Forbes, Kristin.
    In: Bank of England working papers.
    RePEc:boe:boeewp:1003.

    Full description at Econpapers || Download paper

  6. Foreign-currency exposures and the financial channel of exchange rates: Eroding monetary policy autonomy in small open economies?. (2021). Georgiadis, Georgios ; Zhu, Feng.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302217.

    Full description at Econpapers || Download paper

  7. Macroprudential policy, monetary policy and Eurozone bank risk. (2020). Vander Vennet, Rudi ; Meuleman, Elien.
    In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
    RePEc:rug:rugwps:20/1004.

    Full description at Econpapers || Download paper

  8. Macroprudential Policies and Current Account Balance. (2020). Ekinci, Mehmet.
    In: MPRA Paper.
    RePEc:pra:mprapa:99445.

    Full description at Econpapers || Download paper

  9. Macroprudential Policy and the Probability of a Banking Crisis. (2020). Nakatani, Ryota.
    In: MPRA Paper.
    RePEc:pra:mprapa:101157.

    Full description at Econpapers || Download paper

  10. Online supplement to “Macroprudential policies in CESEE – an intensity-adjusted approach”. (2020). Martin, Reiner ; Eller, Markus ; Vashold, Lukas ; Schuberth, Helene.
    In: Focus on European Economic Integration.
    RePEc:onb:oenbfi:y:2020:i:q2/20:b:2.

    Full description at Econpapers || Download paper

  11. Macroprudential policies in CESEE – an intensity-adjusted approach. (2020). Martin, Reiner ; Eller, Markus ; Vashold, Lukas ; Schuberth, Helene.
    In: Focus on European Economic Integration.
    RePEc:onb:oenbfi:y:2020:i:q2/20:b:1.

    Full description at Econpapers || Download paper

  12. The International Aspects of Macroprudential Policy. (2020). Forbes, Kristin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:27698.

    Full description at Econpapers || Download paper

  13. The Anatomy of the Transmission of Macroprudential Policies. (2020). McCann, Fergal ; Crosignani, Matteo ; Acharya, Viral ; Eisert, Tim ; Bergant, Katharina.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:27292.

    Full description at Econpapers || Download paper

  14. Elusive Safety: The New Geography of Capital Flows and Risk. (2020). Schmidt-Eisenlohr, Tim ; Faia, Ester ; Alfaro, Laura ; Judson, Ruth A.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:27048.

    Full description at Econpapers || Download paper

  15. Assessing the impact of macroprudential measures: The case of the LTV limit in Lithuania. (2020). Reichenbachas, Tomas.
    In: Bank of Lithuania Working Paper Series.
    RePEc:lie:wpaper:80.

    Full description at Econpapers || Download paper

  16. When could macroprudential and monetary policies be in conflict?. (2020). Levieuge, Grégory ; Garcia, Jose David.
    In: LEO Working Papers / DR LEO.
    RePEc:leo:wpaper:2749.

    Full description at Econpapers || Download paper

  17. Monetary policy transmission with downward interest rate rigidity. (2020). Sahuc, Jean-Guillaume ; Levieuge, Grégory.
    In: LEO Working Papers / DR LEO.
    RePEc:leo:wpaper:2744.

    Full description at Econpapers || Download paper

  18. Macroprudential Policy in the Euro Area. (2020). Paya, Ivan ; Fernandez-Gallardo, Alvaro.
    In: Working Papers.
    RePEc:lan:wpaper:307121127.

    Full description at Econpapers || Download paper

  19. The Interaction Between Macroprudential Policy and Financial Stability. (2020). Venter, Zoe.
    In: Working Papers REM.
    RePEc:ise:remwps:wp01232020.

    Full description at Econpapers || Download paper

  20. Dampening Global Financial Shocks: Can Macroprudential Regulation Help (More than Capital Controls)?. (2020). Sandri, Damiano ; Grigoli, Francesco ; Hansen, Niels-Jakob H ; Bergant, Katharina.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2020/106.

    Full description at Econpapers || Download paper

  21. Effects of Macroprudential Policy: Evidence from Over 6,000 Estimates. (2020). Yao, Weijia ; Patnam, Manasa ; Araujo, Juliana Dutra ; Valencia, Fabian ; Popescu, Adina.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2020/067.

    Full description at Econpapers || Download paper

  22. Household Debt and House Prices-at-risk: A Tale of Two Countries. (2020). Alter, Adrian ; Mahoney, Elizabeth M.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2020/042.

    Full description at Econpapers || Download paper

  23. One Shock, Many Policy Responses. (2020). Sgherri, Silvia ; Mano, Rui.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2020/010.

    Full description at Econpapers || Download paper

  24. The costs of macroprudential deleveraging in a liquidity trap. (2020). Walentin, Karl ; Lindé, Jesper ; Finocchiaro, Daria ; Chen, Jiaqian.
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0389.

    Full description at Econpapers || Download paper

  25. Real Estate, Economic Stability and the New Macro-Financial Policies. (2020). Carrasco-Gallego, José.
    In: Sustainability.
    RePEc:gam:jsusta:v:13:y:2020:i:1:p:236-:d:469876.

    Full description at Econpapers || Download paper

  26. Financial cycles: Characterisation and real-time measurement. (2020). Schüler, Yves ; Schuler, Yves S ; Peltonen, Tuomas A ; Hiebert, Paul P.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:100:y:2020:i:c:s0261560619301597.

    Full description at Econpapers || Download paper

  27. Evaluating the impact of macroprudential policies on credit growth in Colombia. (2020). Murcia, Andrés ; Mendoza, juan ; Gomez, Esteban ; Lizarazo, Angelica.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:42:y:2020:i:c:s1042957319300592.

    Full description at Econpapers || Download paper

  28. Macroeconomic effects of macroprudential policies: Evidence from LTV and DTI policies in Korea. (2020). Kim, Soyoung ; Oh, Junbeom.
    In: Japan and the World Economy.
    RePEc:eee:japwor:v:53:y:2020:i:c:s0922142519300489.

    Full description at Econpapers || Download paper

  29. Facts on business dynamism in Turkey. (2020). Yilmaz, Fatih ; cilasun, seyit ; Akcigit, Ufuk ; Akgunduz, Yusuf Emre ; Ozcan-Tok, Elif.
    In: European Economic Review.
    RePEc:eee:eecrev:v:128:y:2020:i:c:s0014292120301227.

    Full description at Econpapers || Download paper

  30. Identifying structural VARs from sparse narrative instruments: dynamic effects of U.S. macroprudential policies. (2020). Rünstler, Gerhard ; Budnik, Katarzyna ; Runstler, Gerhard.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20202353.

    Full description at Econpapers || Download paper

  31. Monetary Policy Transmission with Downward Interest Rate Rigidity. (2020). Sahuc, Jean-Guillaume ; Levieuge, Grégory.
    In: EconomiX Working Papers.
    RePEc:drm:wpaper:2020-6.

    Full description at Econpapers || Download paper

  32. Mortgage loan regulation instruments around the world. (2020). Polak, Petr ; Komarek, Lubos.
    In: Occasional Publications - Chapters in Edited Volumes.
    RePEc:cnb:ocpubc:geo2020/7.

    Full description at Econpapers || Download paper

  33. Macroprudential Policy and the Inward Transmission of Monetary Policy: the case of Chile, Mexico, and Russia. (2020). Styrin, Konstantin ; Moreno, David ; Jara, Alejandro ; Bush, Georgia ; Gomez, Tomas ; Ushakova, Yulia.
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:893.

    Full description at Econpapers || Download paper

  34. The impact of macroprudential policies on industrial growth. (2020). Madeira, Carlos.
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:867.

    Full description at Econpapers || Download paper

  35. Elusive Safety: The New Geography of Capital Flows and Risk. (2020). Schmidt-Eisenlohr, Tim ; Faia, Ester ; Alfaro, Laura ; Judson, Ruth.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_8249.

    Full description at Econpapers || Download paper

  36. Countercyclical liquidity policy and credit cycles: Evidence from macroprudential and monetary policy in Brazil. (2020). Van Doornik, Bernardus ; Peydro, Jose-Luis ; Barroso, João ; Gonzales, Rodrigo Barbone ; Barata, Joo.
    In: Working Papers.
    RePEc:bge:wpaper:1156.

    Full description at Econpapers || Download paper

  37. The benefits are at the tail: uncovering the impact of macroprudential policy on growth-at-risk. (2020). Galan, Jorge.
    In: Working Papers.
    RePEc:bde:wpaper:2007.

    Full description at Econpapers || Download paper

  38. Monetary Policy Independence and the Strength of the Global Financial Cycle. (2020). Leiva-Leon, Danilo ; Guérin, Pierre ; Friedrich, Christian.
    In: Staff Working Papers.
    RePEc:bca:bocawp:20-25.

    Full description at Econpapers || Download paper

  39. Take It to the Limit? The Effects of Household Leverage Caps. (2019). Peydro, Jose-Luis ; van Bekkum, Sjoerd ; Irani, Rustom ; Gabarro, Marc.
    In: EconStor Preprints.
    RePEc:zbw:esprep:216797.

    Full description at Econpapers || Download paper

  40. Countercyclical Liquidity Policy and Credit Cycles: Evidence from Macroprudential and Monetary Policy in Brazil. (2019). Van Doornik, Bernardus ; Peydro, Jose-Luis ; Gonzalez, Rodrigo ; Barroso, João.
    In: EconStor Preprints.
    RePEc:zbw:esprep:216792.

    Full description at Econpapers || Download paper

  41. Housing markets and macroeconomic risks. (2019). Cournède, Boris ; Ziemann, Volker ; Cavalleri, Maria Chiara ; Cournede, Boris.
    In: OECD Economics Department Working Papers.
    RePEc:oec:ecoaaa:1555-en.

    Full description at Econpapers || Download paper

  42. Macroprudential and Monetary Policies : The Need to Dance the Tango in Harmony. (2019). Lucotte, Yannick ; Garcia, Jose David ; Pradines-Jobet, Florian.
    In: LEO Working Papers / DR LEO.
    RePEc:leo:wpaper:2691.

    Full description at Econpapers || Download paper

  43. Capital Flows at Risk: Taming the Ebbs and Flows. (2019). Sgherri, Silvia ; Gornicka, Lucyna ; Gelos, R. Gaston ; Koepke, Robin ; Sahay, Ratna.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2019/279.

    Full description at Econpapers || Download paper

  44. How does the interaction of macroprudential and monetary policies affect cross-border bank lending?. (2019). Temesvary, Judit ; Takats, Elod.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2019-45.

    Full description at Econpapers || Download paper

  45. Building an effective financial stability policy framework: lessons from the post-crisis decade. (2019). Demekas, Dimitri.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:100483.

    Full description at Econpapers || Download paper

  46. Macroprudential policy in Asia. (2019). Mehrotra, Aaron ; Kim, Soyoung.
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:65:y:2019:i:c:s1049007818303464.

    Full description at Econpapers || Download paper

  47. Review of Bank of Russia Conference on Macroprudential Policy Effectiveness: Theory and Practice. (2019). Sinyakov, Andrey ; Shevchuk, Ivan ; Ivanova, Nadezhda ; Andreyev, Mikhail ; Andreev, Mikhail.
    In: Russian Journal of Money and Finance.
    RePEc:bkr:journl:v:78:y:2019:i:3:p:89-121.

    Full description at Econpapers || Download paper

  48. Examining macroprudential policy and its macroeconomic effects - some new evidence. (2019). Mehrotra, Aaron ; Kim, Soyoung.
    In: BIS Working Papers.
    RePEc:bis:biswps:825.

    Full description at Econpapers || Download paper

  49. How does the interaction of macroprudential and monetary policies affect cross-border bank lending?. (2019). Temesvary, Judit ; Takats, Elod.
    In: BIS Working Papers.
    RePEc:bis:biswps:782.

    Full description at Econpapers || Download paper

  50. Take it to the Limit? The Effects of Household Leverage Caps. (2019). Peydro, Jose-Luis ; van Bekkum, Sjoerd ; Irani, Rustom M ; Gabarro, Marc.
    In: Working Papers.
    RePEc:bge:wpaper:1132.

    Full description at Econpapers || Download paper

  51. House Price Synchronicity, Banking Integration, and Global Financial Conditions. (2018). Alter, Adrian ; Dokko, Jane ; Seneviratne, Dulani.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2018/250.

    Full description at Econpapers || Download paper

  52. Too much cocited documents. This list is not complete

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-09-23 08:47:48 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.