Macroprudential policy analysis in a DSGE framework – Ing. Sugarkhuu Radnaa
Ing. Sugarkhuu Radnaa
Master's thesis
Macroprudential policy analysis in a DSGE framework
Macroprudential policy analysis in a DSGE framework
Abstract:
Since the onset of the 2007-2008 financial crisis, the need to enhance the understanding of interactions between the financial sector and the overall economy have become essential for both policymaking and academic research. This thesis explores various macroprudential policy designs, the regulations considered being Capital-to-Asset ratio and Loan-to-Value ratio, in the framework of the Dynamic Stochastic …moreAbstract:
Since the onset of the 2007-2008 financial crisis, the need to enhance the understanding of interactions between the financial sector and the overall economy have become essential for both policymaking and academic research. This thesis explores various macroprudential policy designs, the regulations considered being Capital-to-Asset ratio and Loan-to-Value ratio, in the framework of the Dynamic Stochastic …more
Language used: English
Date on which the thesis was submitted / produced: 13. 5. 2019
Identifier:
https://is.muni.cz/th/dfj1c/
Thesis defence
- Date of defence: 25. 6. 2019
- Supervisor: Mgr. Martin Slanicay, Ph.D.
- Reader: Ing. Miroslav Hloušek, Ph.D.
Citation record
Full text of thesis
Contents of on-line thesis archive
Published in Theses:- světu
Other ways of accessing the text
Institution archiving the thesis and making it accessible: Masarykova univerzita, Ekonomicko-správní fakultaMasaryk University
Faculty of Economics and AdministrationMaster programme / field:
Finance and Accounting / Finance (Eng.)
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