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The 3D Model: a Framework to Assess Capital Regulation

Author

Listed:
  • Livio Stracca
  • Javier Suarez
  • Alexandro Vardulakis
  • Laurent Clerc
  • Alexis Derviz
  • Caterina Mendicino
  • Stephane Moyen
  • Kalin Nikolov

Abstract

No abstract is available for this item.

Suggested Citation

  • Livio Stracca & Javier Suarez & Alexandro Vardulakis & Laurent Clerc & Alexis Derviz & Caterina Mendicino & Stephane Moyen & Kalin Nikolov, 2014. "The 3D Model: a Framework to Assess Capital Regulation," Economic Bulletin and Financial Stability Report Articles, Banco de Portugal, Economics and Research Department.
  • Handle: RePEc:ptu:bdpart:b201405
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    References listed on IDEAS

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    1. Matteo Iacoviello, 2005. "House Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle," American Economic Review, American Economic Association, pages 739-764.
    2. Kiyotaki, Nobuhiro & Moore, John, 1997. "Credit Cycles," Journal of Political Economy, University of Chicago Press, vol. 105(2), pages 211-248, April.
    3. Lawrence J. Christiano & Martin Eichenbaum & Charles L. Evans, 2001. "Nominal rigidities and the dynamic effects of a shock to monetary policy," Proceedings, Federal Reserve Bank of San Francisco.
    4. Lawrence J. Christiano & Martin Eichenbaum & Charles L. Evans, 2005. "Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy," Journal of Political Economy, University of Chicago Press, vol. 113(1), pages 1-45, February.
    5. Meh, Césaire A. & Moran, Kevin, 2010. "The role of bank capital in the propagation of shocks," Journal of Economic Dynamics and Control, Elsevier, vol. 34(3), pages 555-576, March.
    6. Andrea Gerali & Stefano Neri & Luca Sessa & Federico M. Signoretti, 2010. "Credit and Banking in a DSGE Model of the Euro Area," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(s1), pages 107-141, September.
    7. Douglas Gale & Martin Hellwig, 1985. "Incentive-Compatible Debt Contracts: The One-Period Problem," Review of Economic Studies, Oxford University Press, vol. 52(4), pages 647-663.
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    Cited by:

    1. Rubio, Margarita & Carrasco-Gallego, José A., 2016. "The new financial regulation in Basel III and monetary policy: A macroprudential approach," Journal of Financial Stability, Elsevier, pages 294-305.
    2. Frantisek Brazdik & Jan Bruha & Michal Franta & David Havrlant & Tibor Hledik & Tomas Holub & Zuzana Humplova & Frantisek Kopriva & Jiri Polansky & Marek Rusnak & Jaromir Tonner, 2015. "Forecasting," Occasional Publications - Edited Volumes, Czech National Bank, Research Department, edition 1, volume 13, number rb13/1 edited by Jan Babecky & Kamil Galuscak, June.
    3. Michal Andrle & Oxana Babecka Kucharcukova & Jaromir Baxa & Jan Bruha & Peter Claeys & Jan Filacek & Jakub Mateju & Miroslav Plasil & Serhat Solmaz & Borek Vasicek, 2015. "Monetary Policy Challenges in a Low-Inflation Environment," Occasional Publications - Edited Volumes, Czech National Bank, Research Department, edition 2, volume 13, number rb13/2 edited by Jan Babecky & Michal Franta, June.
    4. Jan Bruha & Jiri Polansky & Jaromir Tonner & Stanislav Tvrz & Osvald Vasicek & Jan Babecky & Kamil Galuscak & Lubomir Lizal & Diana Zigraiova, 2016. "Topics in Labour Markets," Occasional Publications - Edited Volumes, Czech National Bank, Research Department, edition 1, volume 14, number rb14/1 edited by Jan Babecky, June.
    5. Miroslav Plasil & Jakub Seidler & Petr Hlavac & Volha Audzei & Jakub Mateju & Michal Kejak & Simona Malovana & Jan Frait, 2016. "Financial Cycles and Macroprudential and Monetary Policies," Occasional Publications - Edited Volumes, Czech National Bank, Research Department, edition 2, volume 14, number rb14/2 edited by Jan Babecky & Michal Hlavacek, June.

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