Financial Frictions and Macroprudential Policy

B-Tier
Journal: International Journal of Central Banking
Year: 2014
Volume: 10
Issue: 2
Pages: 249-261

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Incorporating financial intermediaries, with their ability to generate shocks and frictions, into macroeconomic models has recently gained substantial attention of the profession. In this commentary I ask whether the models we generated are ripe to provide valuable, quantitative advice to policymakers, especially those interested in implementing and conducting macroprudential policy. I concentrate on three features of standard DSGE models that, in my view, still make them hard to digest for policymakers: goals of macroprudential policy, assumed terms of lending, and spillovers.

Technical Details

RePEc Handle
repec:ijc:ijcjou:y:2014:q:2:a:10
Journal Field
Macro
Author Count
1
Added to Database
2026-01-24