Macroprudential regulation in a GSGE model of the Philippines with financial-real linkages

We develop a small open economy New Keynesian DSGE model of financial-real linkages with banking intermediation and macroprudential regulation. The study has two main objectives: (i) understand the role of banking intermediation and financial frictions in the transmission of monetary policy; and (ii...

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Bibliographic Details
Main Authors: Pagaduan, Jesson A., Majuca, Ruperto P.
Format: text
Published: Animo Repository 2016
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Online Access:https://animorepository.dlsu.edu.ph/faculty_research/2120
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Institution: De La Salle University