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Growth-at-risk and macroprudential policy design JEL Classification: G01, G20, G28

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  • Suarez, Javier

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  • Suarez, Javier, 2021. "Growth-at-risk and macroprudential policy design JEL Classification: G01, G20, G28," ESRB Occasional Paper Series 19, European Systemic Risk Board.
  • Handle: RePEc:srk:srkops:202119
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    References listed on IDEAS

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    1. Lars E.O. Svensson, 2003. "Optimal Policy with Low-Probability Extreme Events," NBER Working Papers 10196, National Bureau of Economic Research, Inc.
    2. Kahneman, Daniel & Tversky, Amos, 1979. "Prospect Theory: An Analysis of Decision under Risk," Econometrica, Econometric Society, vol. 47(2), pages 263-291, March.
    3. Mr. Ananthakrishnan Prasad & Mr. Phakawa Jeasakul & Mr. Adrian Alter & Romain Lafarguette & Alan Xiaochen Feng & Mr. Selim A Elekdag & Changchun Wang, 2019. "Growth at Risk: Concept and Application in IMF Country Surveillance," IMF Working Papers 2019/036, International Monetary Fund.
    4. Lutz Kilian & Simone Manganelli, 2008. "The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(6), pages 1103-1129, September.
    5. Stephen S. Poloz, 2014. "Integrating Uncertainty and Monetary Policy-Making: A Practitioner’s Perspective," Discussion Papers 14-6, Bank of Canada.
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