Taming macroeconomic instability: Monetary and macro prudential policy interactions in an agent-based model
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- Popoyan, Lilit & Napoletano, Mauro & Roventini, Andrea, 2017. "Taming macroeconomic instability: Monetary and macro-prudential policy interactions in an agent-based model," Journal of Economic Behavior & Organization, Elsevier, vol. 134(C), pages 117-140.
- Lilit Popoyan & Mauro Napoletano & Andrea Roventini, 2015. "Taming Macroeconomic Instability: Monetary and Macro Prudential Policy Interactions in an Agent-Based Model," LEM Papers Series 2015/33, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Lilit Popoyan & Mauro Napoletano & Andrea Roventini, 2015. "Taming macroeconomic instability : monetary and macro prudential policy interactions in an agent-based model," Documents de Travail de l'OFCE 2015-32, Observatoire Francais des Conjonctures Economiques (OFCE).
- Lilit Popoyan & Mauro Napoletano & Andrea Roventini, 2015. "Taming macroeconomic instability: Monetary and macro prudential policy interactions in an agent-based model," Working Papers hal-03459508, HAL.
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Other publications TiSEM
58ac9f00-92d7-497b-a76f-e, Tilburg University, School of Economics and Management.
- De Nicolò, Gianni & Gamba, Andrea & Luccetta, Marcella, 2012. "Capital regulation, liquidity requirements and taxation in a dynamic model of banking," Discussion Papers 10/2012, Deutsche Bundesbank.
- Mr. Gianni De Nicolo & Mr. Andrea Gamba & Marcella Lucchetta, 2012. "Capital Regulation, Liquidity Requirements and Taxation in a Dynamic Model of Banking," IMF Working Papers 2012/072, International Monetary Fund.
- Di Nicolo, G. & Gamba, A. & Lucchetta, M., 2011. "Capital Regulation, Liquidity Requirements and Taxation in a Dynamic Model of Banking," Other publications TiSEM 0f34a0b6-9a62-4158-9b5c-7, Tilburg University, School of Economics and Management.
- Di Nicolo, G. & Gamba, A. & Lucchetta, M., 2011. "Capital Regulation, Liquidity Requirements and Taxation in a Dynamic Model of Banking," Discussion Paper 2011-090, Tilburg University, Center for Economic Research.
- Chris McDonald, 2015. "When is macroprudential policy effective?," Reserve Bank of New Zealand Discussion Paper Series DP2015/06, Reserve Bank of New Zealand.
- Ashraf, Quamrul & Gershman, Boris & Howitt, Peter, 2017.
"Banks, market organization, and macroeconomic performance: An agent-based computational analysis,"
Journal of Economic Behavior & Organization, Elsevier, vol. 135(C), pages 143-180.
- Quamrul Ashraf & Boris Gershman & Peter Howitt, 2011. "Banks, Market Organization, and Macroeconomic Performance: An Agent-Based Computational Analysis," Department of Economics Working Papers 2011-03, Department of Economics, Williams College, revised Sep 2016.
- Quamrul Ashraf & Boris Gershman & Peter Howitt, 2015. "Banks, Market Organization, and Macroeconomic Performance: An Agent-Based Computational Analysis," Working Papers 2015-10, American University, Department of Economics.
- Quamrul Ashraf & Boris Gershman & Peter Howitt, 2011. "Banks, Market Organization, and Macroeconomic Performance: An Agent-Based Computational Analysis," NBER Working Papers 17102, National Bureau of Economic Research, Inc.
- Quamrul Ashraf & Boris Gershman & Peter Howitt, 2011. "Banks, Market Organization, and Macroeconomic Performance: An Agent-Based Computational Analysis," Center for Development Economics 2011-06, Department of Economics, Williams College.
- Ueda, Kenichi & Weder di Mauro, B., 2013.
"Quantifying structural subsidy values for systemically important financial institutions,"
Journal of Banking & Finance, Elsevier, vol. 37(10), pages 3830-3842.
- Mr. Kenichi Ueda & Beatrice Weder di Mauro, 2012. "Quantifying Structural Subsidy Values for Systemically Important Financial Institutions," IMF Working Papers 2012/128, International Monetary Fund.
- Stock, James H. & Watson, Mark W., 1999.
"Business cycle fluctuations in us macroeconomic time series,"
Handbook of Macroeconomics, in: J. B. Taylor & M. Woodford (ed.), Handbook of Macroeconomics, edition 1, volume 1, chapter 1, pages 3-64,
Elsevier.
- James H. Stock & Mark W. Watson, 1998. "Business Cycle Fluctuations in U.S. Macroeconomic Time Series," NBER Working Papers 6528, National Bureau of Economic Research, Inc.
- William John Tayler & Roy Zilberman, 2014. "Financial Shocks, Loan Loss Provisions and Macroeconomic Stability," Working Papers 124138133, Lancaster University Management School, Economics Department.
- repec:lan:wpaper:68464009 is not listed on IDEAS
- Aikman, David & Galesic, Mirta & Gigerenzer, Gerd & Kapadia, Sujit & Katsikopoulos, Konstantinos & Kothiyal, Amit & Murphy, Emma & Neumann, Tobias, 2014. "Financial Stability Paper No 28: Taking uncertainty seriously - simplicity versus complexity in financial regulation," Bank of England Financial Stability Papers 28, Bank of England.
- Morten Bech & Todd Keister, 2012. "On the liquidity coverage ratio and monetary policy implementation," BIS Quarterly Review, Bank for International Settlements, December.
- Fabio Verona & Manuel M. F. Martins & Inês Drumond, 2014. "Financial Shocks and Optimal Monetary Policy Rules," CEF.UP Working Papers 1402, Universidade do Porto, Faculdade de Economia do Porto.
- Alan P. Kirman, 1992. "Whom or What Does the Representative Individual Represent?," Journal of Economic Perspectives, American Economic Association, vol. 6(2), pages 117-136, Spring.
- Matteo F. Ghilardi & Shanaka J. Peiris, 2016.
"Capital Flows, Financial Intermediation and Macroprudential Policies,"
Open Economies Review, Springer, vol. 27(4), pages 721-746, September.
- Matteo Ghilardi & Mr. Shanaka J Peiris, 2014. "Capital Flows, Financial Intermediation and Macroprudential Policies," IMF Working Papers 2014/157, International Monetary Fund.
- Cussen, Mary & O'Brien, Martin & Onorante, Luca & O'Reilly, Gerard, 2015. "Assessing the impact of macroprudential measures," Economic Letters 03/EL/15, Central Bank of Ireland.
- Detken, Carsten & Peltonen, Tuomas A. & Schudel, Willem & Behn, Markus, 2013. "Setting countercyclical capital buffers based on early warning models: would it work?," Working Paper Series 1604, European Central Bank.
- Poledna, Sebastian & Thurner, Stefan & Farmer, J. Doyne & Geanakoplos, John, 2014.
"Leverage-induced systemic risk under Basle II and other credit risk policies,"
Journal of Banking & Finance, Elsevier, vol. 42(C), pages 199-212.
- Sebastian Poledna & Stefan Thurner & J. Doyne Farmer & John Geanakoplos, 2013. "Leverage-induced systemic risk under Basle II and other credit risk policies," Papers 1301.6114, arXiv.org, revised Jan 2014.
- Angeloni, Ignazio & Faia, Ester, 2013. "Capital regulation and monetary policy with fragile banks," Journal of Monetary Economics, Elsevier, vol. 60(3), pages 311-324.
- Sebastian Krug & Matthias Lengnick & Hans-Werner Wohltmann, 2014.
"The impact of Basel III on financial (in)stability: an agent-based credit network approach,"
Quantitative Finance, Taylor & Francis Journals, vol. 15(12), pages 1917-1932, December.
- Krug, Sebastian & Lengnick, Matthias & Wohltmann, Hans-Werner, 2014. "The impact of Basel III on financial (in)stability: An agent-based credit network approach," Economics Working Papers 2014-13, Christian-Albrechts-University of Kiel, Department of Economics.
- Leigh Tesfatsion & Kenneth L. Judd (ed.), 2006. "Handbook of Computational Economics," Handbook of Computational Economics, Elsevier, edition 1, volume 2, number 2.
- Howitt, Peter, 1992. "Interest Rate Control and Nonconvergence to Rational Expectations," Journal of Political Economy, University of Chicago Press, vol. 100(4), pages 776-800, August.
- Lengnick, Matthias & Krug, Sebastian & Wohltmann, Hans-Werner, 2013.
"Money creation and financial instability: An agent-based credit network approach,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 7, pages 1-44.
- Lengnick, Matthias & Krug, Sebastian & Wohltmann, Hans-Werner, 2012. "Money creation and financial instability: An agent-based credit network approach," Economics Working Papers 2012-15, Christian-Albrechts-University of Kiel, Department of Economics.
- Lengnick, Matthias & Krug, Sebastian & Wohltmann, Hans-Werner, 2012. "Money creation and financial instability: An agent-based credit network approach," Economics Discussion Papers 2012-61, Kiel Institute for the World Economy (IfW Kiel).
- Stiglitz, Joseph E & Weiss, Andrew, 1981. "Credit Rationing in Markets with Imperfect Information," American Economic Review, American Economic Association, vol. 71(3), pages 393-410, June.
- Ulrich Bindseil & Jeroen Lamoot, 2011. "The Basel III framework for liquidity standards and monetary policy implementation," SFB 649 Discussion Papers SFB649DP2011-041, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Pascal Seppecher & Isabelle Salle, 2015.
"Deleveraging crises and deep recessions: a behavioural approach,"
Applied Economics, Taylor & Francis Journals, vol. 47(34-35), pages 3771-3790, July.
- Pascal Seppecher & Isabelle Salle, 2014. "Deleveraging crises and deep recessions: a behavioural approach," Post-Print hal-01110642, HAL.
- Seppecher, P. & Salle, I., 2014. "Deleveraging crises and deep recessions: a behavioural approach," CeNDEF Working Papers 14-10, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Pascal Seppecher & Isabelle Salle, 2015. "Deleveraging crises and deep recessions: a behavioural approach," Post-Print hal-01111204, HAL.
- Eugenio Cerutti & Stijn Claessens & Luc Laeven, 2016. "The use and effectiveness of macroprudential policies," BIS Papers chapters, in: Bank for International Settlements (ed.), Macroprudential policy, volume 86, pages 95-102, Bank for International Settlements.
- Elisabetta Gualandri & Mario Noera, 2014. "Towards A Macroprudential Policy In The Eu: Main Issues," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 14110, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
- repec:hal:wpspec:info:hdl:2441/53r60a8s3kup1vc9l564igg8g is not listed on IDEAS
- Gatti, Domenico Delli & Guilmi, Corrado Di & Gaffeo, Edoardo & Giulioni, Gianfranco & Gallegati, Mauro & Palestrini, Antonio, 2005. "A new approach to business fluctuations: heterogeneous interacting agents, scaling laws and financial fragility," Journal of Economic Behavior & Organization, Elsevier, vol. 56(4), pages 489-512, April.
- Mauro Napoletano & Andrea Roventini & Sandro Sapio, 2006.
"Are Business Cycles All Alike? A Bandpass Filter Analysis of the Italian and US Cycles,"
Rivista italiana degli economisti, Società editrice il Mulino, issue 1, pages 87-118.
- Mauro Napoletano & Andrea Roventini & Sandro Sapio, 2004. "Are Business Cycles All Alike? A Bandpass Filter Analysis of Italian and US Cycles," LEM Papers Series 2004/25, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Joseph E. Stiglitz, 2015. "Towards a General Theory of Deep Downturns," NBER Working Papers 21444, National Bureau of Economic Research, Inc.
- Kannan Prakash & Rabanal Pau & Scott Alasdair M., 2012.
"Monetary and Macroprudential Policy Rules in a Model with House Price Booms,"
The B.E. Journal of Macroeconomics, De Gruyter, vol. 12(1), pages 1-44, June.
- Mr. Alasdair Scott & Mr. Pau Rabanal & Mr. Prakash Kannan, 2009. "Monetary and Macroprudential Policy Rules in a Model with House Price Booms," IMF Working Papers 2009/251, International Monetary Fund.
- Pascal Seppecher & Isabelle Salle, 2015.
"Deleveraging crises and deep recessions: a behavioural approach,"
Applied Economics,
Taylor & Francis Journals, vol. 47(34-35), pages 3771-3790, July.
- Jirô Akahori & Andrea Macrina, 2012. "Heat Kernel Interest Rate Models With Time-Inhomogeneous Markov Processes," World Scientific Book Chapters, in: Finance at Fields, chapter 1, pages 1-15 World Scientific Publishing Co. Pte. Ltd..
- Sandrine Jacob Leal & Mauro Napoletano & Andrea Roventini & Giorgio Fagiolo, 2016. "Rock around the clock: An agent-based model of low- and high-frequency trading," Journal of Evolutionary Economics, Springer, vol. 26(1), pages 49-76, March.
- Michalski, Grzegorz, 2008. "Value-Based Inventory Management," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 5(1), pages 82-90, March.
- Bent Flyvbjerg, 2007. "Policy and Planning for Large-Infrastructure Projects: Problems, Causes, Cures," Environment and Planning B, SAGE Publishing, vol. 34(4), pages 578-597, August.
- Fariba Karimi & Matthias Raddant, 2016. "Cascades in Real Interbank Markets," Computational Economics, Springer;Society for Computational Economics, vol. 47(1), pages 49-66, January.
- R. Mantegna, 1999. "Hierarchical structure in financial markets," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 11(1), pages 193-197, September.
- Gaglianone, Wagner Piazza & Lima, Luiz Renato & Linton, Oliver & Smith, Daniel R., 2011. "Evaluating Value-at-Risk Models via Quantile Regression," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(1), pages 150-160.
- Joel Bogdanski & Paulo Springer de Freitas & Ilan Goldfajn & Alexandre Antonio Tombini, 2001. "Inflation targeting in Brazil: shocks, backward-looking prices, and IMF conditionality," BIS Papers chapters, in: Bank for International Settlements (ed.), Modelling aspects of the inflation process and the monetary transmission mechanism in emerging market countries, volume 8, pages 82-108 Bank for International Settlements.
- Joel Bogdanski & Paulo Springer de Freitas & Ilan Goldfajn & Alexandre Tombini, 2002. "Inflation targeting in Brazil: shocks, backward-looking prices and IMF conditionality," BIS Papers chapters, in: Bank for International Settlements (ed.), Market functioning and central bank policy, volume 12, pages 358-384 Bank for International Settlements.
- Rondinelli, Concetta & Veronese, Giovanni, 2011. "Housing rent dynamics in Italy," Economic Modelling, Elsevier, vol. 28(1), pages 540-548.
- Juan José Echavarría & Enrique López & Martha Misas, 2011. "La Persistencia Estadística De La Inflación En Colombia," ENSAYOS SOBRE POLÍTICA ECONÓMICA, BANCO DE LA REPÚBLICA - ESPE, vol. 29(65), pages 224-266, June.
- Ignacio Lozano & Alexander Guarín, 2014. "Banking fragility in Colombia: An empirical analysis based on balance sheets," ENSAYOS SOBRE POLÍTICA ECONÓMICA, BANCO DE LA REPÚBLICA - ESPE, vol. 32(75), pages 48-63, December.
- Martha R. López & Juan David Prada, 2010. "Optimal Monetary Policy and Asset Prices: The case of Colombia," Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 28(61), pages 167-197.
- Luis Eduardo Arango & Paula Herrera & Carlos Esteban Posada, 2008. "El salario mínimo: aspectos generales sobre los casos de Colombia y otros países," ENSAYOS SOBRE POLÍTICA ECONÓMICA, BANCO DE LA REPÚBLICA - ESPE, vol. 26(56), pages 204-263, June.
- Juan José Echavarría & Enrique López & Sergio Ocampo, 2011. "Choques, instituciones laborales y desempleo en Colombia," Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 29(66), pages 128-173, Diciembre.
- Martha Misas A. & Carlos Esteban Posada P & Diego Mauricio Vásquez E, 2003. "¿Está determinado el nivel de precios por las expectativas de dinero y producto en Colombia?," ENSAYOS SOBRE POLÍTICA ECONÓMICA, BANCO DE LA REPÚBLICA - ESPE, vol. 21(43), pages 8-31, June.
- Martha López & Fernando Tenjo & Héctor Zárate, 2011. "The Risk-Taking Channel and Monetary Transmission Mechanism in Colombia," Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 29(64), pages 211-234.
- Martha Misas Arango & Enrique López Enciso & Pablo Querubín Borrero, 2002. "La inflación en Colombia: una aproximación desde las redes neuronales," Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 20(41-42), pages 143-214, Junio-Dic.
- Luis Fernando Melo & Hernán Rincón, 2013. "Choques externos y precios de los activos en Latinoamérica antes y después de la quiebra de Lehman Brothers," Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 31(71), pages 1-35, Junio.
- Jair Ojeda Joya & Joan Granados & Carolina Arteaga, 2013. "Determinantes de los precios internacionales de los bienes básicos," ENSAYOS SOBRE POLÍTICA ECONÓMICA, BANCO DE LA REPÚBLICA - ESPE, vol. 31(71), pages 85-107, June.
- Leonardo Villar Gómez & David M. Salamanca Rojas, 2005. "Un modelo teórico sobre crédito, represión financiera y flujos de capital," Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 23(48), pages 184-233, Junio.
- Alexander Guarín & José Fernando Moreno & Hernando Vargas, 2014. "An Empirical Analysis of the Relationship between US and Colombian Long-Term Sovereign Bond Yields," Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 32(74), pages 68-86, Junio.
- Alexander Guarín & José Fernando Moreno & Hernando Vargas, 2014. "An Empirical Analysis of the Relationship between US and Colombian Long-Term Sovereign Bond Yields," ENSAYOS SOBRE POLÍTICA ECONÓMICA, BANCO DE LA REPÚBLICA - ESPE, vol. 32(74), pages 68-86, June.
- Esteban Gómez & Sandra Rozo, 2008. "Beyond Bubbles: The Role of Asset Prices in Early-Warning Indicators," ENSAYOS SOBRE POLÍTICA ECONÓMICA, BANCO DE LA REPÚBLICA - ESPE, vol. 26(56), pages 114-148, June.
- Juan José Echavarría & Norberto Rodríguez & Luis Eduardo Rojas, 2011. "La Meta Del Banco Central Y La Persistencia De La Inflación En Colombia," Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 29(65), pages 198-222, Junio.
- Juan José Echavarría & Mauricio Villamizar & Diego Vásquez, 2010. "Impacto de las intervenciones cambiarias sobre el nivel y la volatilidad de la tasa de cambio en Colombia," Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 28(62), pages 12-69, Junio.
- Carlos Esteban Posada & Martha Misas, 1995. "La tasa de interés en Colombia. 1958-1992," ENSAYOS SOBRE POLÍTICA ECONÓMICA, BANCO DE LA REPÚBLICA - ESPE, vol. 14(27), pages 63-94, June.
- Enrique López E & Marla Ripoll N. & Freddy Cepeda L., 1994. "Crónica de los Modelos de Equilibrio general en Colombia," Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 13(26), pages 7-68, Diciembre.
- Andrés González & Lavan Mahadeva & Juan D. Prada & Diego Rodríguez, 2011. "Policy Analysis Tool Applied to Colombian Needs: Patacon Model Description," Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 29(66), pages 222-245, Diciembre.
- Andrés Murcia Pabón, 2007. "Determinantes Del Acceso Al Crédito De Los Hogares Colombianos," Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 25(55), pages 40-83, Diciembre.
- Hernando Vargas, 1996. "Apertura, Encajes E Intermediación Financiera," ENSAYOS SOBRE POLÍTICA ECONÓMICA, BANCO DE LA REPÚBLICA - ESPE, vol. 15(30), pages 5-40, December.
- Juan José Echavarría & Diego Vásquez, 2008. "Expectativas, tasa de interés y tasa de cambio: paridad cubierta y no cubierta en Colombia, 2000-2007," ENSAYOS SOBRE POLÍTICA ECONÓMICA, BANCO DE LA REPÚBLICA - ESPE, June.
- Hernán Rincón & Édgar Caicedo & Norberto Rodríguez, 2007. "Exchange Rate Pass-Through Effects: A Disaggregate Analysis Of Colombian Imports Of Manufactured Goods," Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 25(54), pages 90-121, Junio.
- José Eduardo Gómez González & Ines Paola Orozco Hinojosa, 2010. "Un modelo de alerta temprana para el sistema financiero colombiano," Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 28(62), pages 124-147, Junio.
- Francisco Javier Lasso V. & Cristian Camilo Frasser L., 2015. "Calidad del empleo y bienestar: un análisis con escalas de equivalencia," ENSAYOS SOBRE POLÍTICA ECONÓMICA, BANCO DE LA REPÚBLICA - ESPE, vol. 33(77), pages 117-132, June.
- Wilmar Alexander Cabrera Rodríguez & Luis Fernando Melo Velandia & Daniel Parra Amado, 2014. "Relación entre el riesgo sistémico del sistema financiero y el sector real: un enfoque FAVAR," ENSAYOS SOBRE POLÍTICA ECONÓMICA, BANCO DE LA REPÚBLICA - ESPE, vol. 32(75), pages 1-22, December.
- Juan Nicolás Hernández A, 2006. "Revisión de los determinantes macroeconómicos del consumo total de los hogares para el caso colombiano," ENSAYOS SOBRE POLÍTICA ECONÓMICA, BANCO DE LA REPÚBLICA - ESPE, vol. 24(52), pages 80-109, December.
- Juan José Echavarría & Andrés González & Enrique López & Norberto Rodríguez, 2012. "Choques internacionales reales y financieros y su impacto sobre la economía colombiana," ENSAYOS SOBRE POLÍTICA ECONÓMICA, BANCO DE LA REPÚBLICA - ESPE, vol. 30(69), pages 14-66, December.
- Juan Manuel Julio, 2010. "Heterogeneidad Observada y no Observada en la Formación de los Precios del Ipc Colombiano," ENSAYOS SOBRE POLÍTICA ECONÓMICA, BANCO DE LA REPÚBLICA - ESPE, vol. 28(63), pages 66-99, December.
- Martha Misas & Enrique López, 2000. "La Utilización De La Capacidad Instalada De La Industria En Colombia: Un Nuevo Enfoque," ENSAYOS SOBRE POLÍTICA ECONÓMICA, BANCO DE LA REPÚBLICA - ESPE, vol. 18(38), pages 5-44, December.
- Luis Eduardo Arango & Carlos Esteban Posada, 2007. "Los Salarios De Los Funcionarios Públicos En Colombia, 1978-2005," Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 25(55), pages 110-147, Diciembre.
- Andrés González & Sergio Ocampo & Diego Rodríguez & Norberto Rodríguez, 2012. "Asimetrías del empleo y el producto, una aproximación de equilibrio general," ENSAYOS SOBRE POLÍTICA ECONÓMICA, BANCO DE LA REPÚBLICA - ESPE, vol. 30(68), pages 218-272, June.
- Martha López & Fernando Tenjo & Hector Zárate, 2012. "The Risk-taking Channel in Colombia Revisited," Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 30(68), pages 276-295, Junio.
- Juan José Echavarría & Diego Vásquez & Mauricio Villamizar, 2005. "La tasa de cambio real en Colombia. ¿Muy lejos del equilibrio?," ENSAYOS SOBRE POLÍTICA ECONÓMICA, BANCO DE LA REPÚBLICA - ESPE, vol. 23(49), pages 134-191, December.
- Martha Misas A. & Enrique López & Luis Fernando Melo, 1999. "La Inflación Desde Una Perspectiva Monetaria: Un Modelo P* Para Colombia," ENSAYOS SOBRE POLÍTICA ECONÓMICA, BANCO DE LA REPÚBLICA - ESPE, issue 35, pages 5-53, May.
- José E. Gómez-González & Luis Fernando Melo Velandia, 2014. "Efectos de «ángeles caídos» en el mercado accionario colombiano: estudio de eventos del caso Interbolsa," Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 32(75), pages 23-27, December.
- Martha López, 2015. "Asset price bubbles and monetary policy in a small open economy," Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 33(77), pages 93-102, June.
- Martha López, 2006. "House Prices and Monetary Policy in Colombia," ENSAYOS SOBRE POLÍTICA ECONÓMICA, BANCO DE LA REPÚBLICA - ESPE, vol. 24(50), pages 212-241, June.
- Julian A. Parra & Carmiña O. Vargas, 2014. "Changes in GDP’s measurement error volatility and response of the monetary policy rate: Two approaches," Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 32(75), pages 41-47, Diciembre.
- Martha Misas A. & Hugo Oliveros C. & José Darío Uribe E., 1994. "Especificación y estabilidad de la demanda por dinero en Colombia," Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 13(25), pages 97-120, Junio.
- Jorge Ramos F. & Norberto Rodríguez, 1995. "Déficit fiscal y tasas de interés en Colombia," Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 14(27), pages 39-61, Junio.
- Fernando Tenjo & Martha López, 2010. "Early Warning Indicators for Latin America," ENSAYOS SOBRE POLÍTICA ECONÓMICA, BANCO DE LA REPÚBLICA - ESPE, vol. 28(63), pages 232-259, December.
- Carlos Esteban Posada & Wilman Gómez, 2002. "Crecimiento económico y gasto público: un modelo para el caso colombiano," Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 20(41-42), pages 5-86, Junio-Dic.
- CARLOS ESTEBAN POSADA & Wiliman Gómez, 2002. "Crecimiento Económico Y Gasto Público Un Modelo Para El Caso Colombiano," ENSAYOS SOBRE POLÍTICA ECONÓMICA, BANCO DE LA REPÚBLICA - ESPE, June.
- Camilo González & Carmiña Vargas & Luisa Silva & Andrés M. Velasco, 2014. "Uncertainty in the Money Supply Mechanism and Interbank Markets in Colombia," Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 32(73), pages 36-49.
- Martha Rosalba Lopezpiñeros, 2004. "Efficient Policy Rulefor Inflation Targeting Incolombia," ENSAYOS SOBRE POLÍTICA ECONÓMICA, BANCO DE LA REPÚBLICA - ESPE, vol. 22(45), pages 80-115, June.
- Carlos A. Arango & Martha Misas & Enrique López, 2006. "Economía subterránea en Colombia 1976-2003: una medición a partir de la demanda de efectivo," ENSAYOS SOBRE POLÍTICA ECONÓMICA, BANCO DE LA REPÚBLICA - ESPE, vol. 24(50), pages 154-211, June.
- Jair Ojeda Joya & Joan Granados & Carolina Arteaga, 2013. "El comportamiento del tipo de cambio real en Colombia: ¿explicado por sus fundamentales?," ENSAYOS SOBRE POLÍTICA ECONÓMICA, BANCO DE LA REPÚBLICA - ESPE, vol. 31(72), pages 1-17, December.
- Inés Paola Orozco & José Eduardo Gómez-González & José Piñeros & José Vicente Romero, 2011. "Determinantes Del Número De Relaciones Bancarias En Colombia," Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 29(65), pages 176-196, Junio.
- Jose Eduardo Gomez-Gonzalez & Mauricio Villamizar-Villegas & Hector Manuel Zarate & Juan Sebastian Amador & Celina Gaitan-Maldonado, 2015. "Credit and business cycles: Causal effects in the frequency domain," Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 33(78), pages 176-189, Diciembre.
- Ana María Iregui B. & Ligia Melo B. & Jorge Ramos F., 2004. "El impuesto predial en Colombia:evolución reciente, comportamiento de las tarifas y potencial de recuado," Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 22(46-2), pages 258-304, Diciembre.
- Javier Gómez., 2003. "Wage Indexation, Inflation Inertia, and the Cost of Disinflation," ENSAYOS SOBRE POLÍTICA ECONÓMICA, BANCO DE LA REPÚBLICA - ESPE, vol. 21(43), pages 66-85, June.
- Javier Guillermo Gomez Pineda, 2003. "Wage Indexation, Inflation Inertia And The Cost Of Disinflation," ENSAYOS SOBRE POLÍTICA ECONÓMICA, BANCO DE LA REPÚBLICA - ESPE, June.
- Juan manuel Julio & Héctor manuel Zárate, 2008. "The Price SeTTing Behavior in colomBia: evidence from PPi micro data," ENSAYOS SOBRE POLÍTICA ECONÓMICA, BANCO DE LA REPÚBLICA - ESPE, vol. 26(56), pages 12-44, June.
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More about this item
Keywords
Macro prudential policy; Basel III regulation; Financial stability; Monetary policy; Agent-based computational economics;
All these keywords.JEL classification:
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- E6 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook
- G01 - Financial Economics - - General - - - Financial Crises
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2016-02-04 (Central Banking)
- NEP-CBA-2018-08-27 (Central Banking)
- NEP-CMP-2016-02-04 (Computational Economics)
- NEP-FDG-2016-02-04 (Financial Development and Growth)
- NEP-MAC-2018-08-27 (Macroeconomics)
- NEP-MON-2016-02-04 (Monetary Economics)
- NEP-MON-2018-08-27 (Monetary Economics)
- NEP-RMG-2016-02-04 (Risk Management)
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