Assessing the impact of macroprudential measures: The case of the LTV limit in Lithuania
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"How effective are macroprudential policies? An empirical investigation,"
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Cited by:
- Barasinska, Nataliya & Ludwig, Johannes & Vogel, Edgar, 2021. "The impact of borrower-based instruments on household vulnerability in Germany," Discussion Papers 20/2021, Deutsche Bundesbank.
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More about this item
Keywords
Financial stability; Macroprudential policy; Borrower-based macroprudential policy instruments; LTV limit;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2021-01-11 (Banking)
- NEP-FDG-2021-01-11 (Financial Development and Growth)
- NEP-MAC-2021-01-11 (Macroeconomics)
- NEP-URE-2021-01-11 (Urban and Real Estate Economics)
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