연구정보
[경제] An Extended Quarterly Projection Model: Credit Cycle, Macrofinancial Linkages and Macroprudential Measures: The Case of the Philippines
필리핀 국외연구자료 연구보고서 - IMF 발간일 : 2021-10-22 등록일 : 2022-01-13 원문링크
We extend a modern practical Quarterly Projection Model to study credit cycle dynamics and risks, focusing on macrofinancial linkages and the role of macroprudential policy in achieving economic and financial stability. We tailor the model to the Philippines and evaluate the model’s properties along several dimensions. The model produces plausible dynamics and sensible forecasts. This along with its simplicity makes it useful for policy analysis. In particular, it should help policymakers understand the quantitative implications of responding to changes in domestic financial conditions, along with other shocks, through the joint use of macroprudential and monetary policies.
본 페이지에 등재된 자료는 운영기관(KIEP) 및 EMERiCs의 공식적인 입장을 대변하고 있지 않습니다.
| 이전글 | [경제] Philippines: Financial Soundness Indicators | 2022-01-13 |
|---|---|---|
| 다음글 | [경제] Philippines: Technical Assistance Report—Government Finance Statistics Miss... | 2022-01-13 |
