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How to Manage Macroeconomic and Financial Stability Risks: A New Framework. (2018). Ueberfeldt, Alexander ; Duprey, Thibaut.
In: Staff Analytical Notes.
RePEc:bca:bocsan:18-11.

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Cited: 17

Citations received by this document

Cites: 9

References cited by this document

Cocites: 24

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Effects of macroprudential policy announcements on perceptions of systemic risks. (2025). Tuzcuoglu, Kerem ; Duprey, Thibaut ; Walia, Ruhani ; Fernandes, Victoria.
    In: Staff Analytical Notes.
    RePEc:bca:bocsan:25-4.

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  2. Easier said than done: Predicting downside risks to house prices in Croatia. (2023). Škrinjarić, Tihana ; Sabol, Maja.
    In: Working Papers.
    RePEc:hnb:wpaper:73.

    Full description at Econpapers || Download paper

  3. Macroprudential stance assessment: problems of measurement, literature review and some comments for the case of Croatia. (2023). Škrinjarić, Tihana.
    In: Working Papers.
    RePEc:hnb:wpaper:72.

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  4. Macroeconomic downside risk and the effect of monetary policy. (2023). Wu, Jian ; Deng, Chuang.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001769.

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  5. Financial stability considerations in the conduct of monetary policy. (2023). Dieckelmann, Daniel ; Bochmann, Paul ; Ruzicka, Josef ; Fahr, Stephan.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20232870.

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  6. Financial Conditions and Downside Risk to Economic Activity in Australia. (2021). Hartigan, Luke ; Wright, Michelle .
    In: RBA Research Discussion Papers.
    RePEc:rba:rbardp:rdp2021-03.

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  7. Technological progress and monetary policy: Managing the fourth industrial revolution. (2021). Poloz, Stephen S.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:114:y:2021:i:c:s026156062100022x.

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  8. A tail of three occasionally-binding constraints: a modelling approach to GDP-at-Risk. (2021). Karmakar, Sudipto ; Bluwstein, Kristina ; Aikman, David.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0931.

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  9. A New Financial Stress Index for Ukraine. (2020). Filatov, Vladyslav.
    In: IHEID Working Papers.
    RePEc:gii:giihei:heidwp15-2020.

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  10. The benefits are at the tail: uncovering the impact of macroprudential policy on growth-at-risk. (2020). Galan, Jorge.
    In: Working Papers.
    RePEc:bde:wpaper:2007.

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  11. WAYS OF INVOLVING CENTRAL BANK IN SUPPORTING ECONOMIC GROWTH. (2019). Criste, Adina.
    In: Studii Financiare (Financial Studies).
    RePEc:vls:finstu:v:23:y:2019:i:4:p:86-99.

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  12. Credit, capital and crises: a GDP-at-Risk approach. (2019). O'Neill, Cian ; Hacioglu Hoke, Sinem ; Bridges, Jonathan ; Raja, Akash ; Oneill, Cian ; Aikman, David.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0824.

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  13. Technological Progress and Monetary Policy: Managing the Fourth Industrial Revolution. (2019). Poloz, Stephen S.
    In: Discussion Papers.
    RePEc:bca:bocadp:19-11.

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  14. Credibility, Flexibility and Renewal: The Evolution of Inflation Targeting in Canada. (2018). Carter, Thomas J ; Schembri, Lawrence L ; Mendes, Rhys.
    In: RBA Annual Conference Volume.
    RePEc:rba:rbaacv:acv2018-03.

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  15. Credibility, Flexibility and Renewal: The Evolution of Inflation Targeting in Canada. (2018). Schembri, Lawrence ; Mendes, Rhys ; Carter, Thomas.
    In: Discussion Papers.
    RePEc:bca:bocadp:18-18.

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References

References cited by this document

  1. Adrian, T., N. Boyarchenko and D. Giannone. 2016. “Vulnerable Growth.” Federal Reserve Bank of New York Staff Report No. 794.
    Paper not yet in RePEc: Add citation now

  2. Allen, J., T. Grieder, B. Peterson and T. Roberts. 2017. “The Impact of Macroprudential Housing Finance Tools in Canada.” Journal of Financial Intermediation (doi.org/10.1016/j.jfi.2017.08.004).

  3. Bauer, G. and E. Granziera. 2017. “Monetary Policy, Private Debt and Financial Stability Risks.” International Journal of Central Banking 13 (3): 337–373.

  4. Binette, A. and D. Tchebotarev. 2017. “Evaluating Real GDP Growth Forecasts in the Bank of Canada Monetary Policy Report.” Bank of Canada Staff Analytical Note No. 2017-21.

  5. Cheung, C. 2014. “Deconstructing Canada’s Housing Markets: Finance, Affordability and Urban Sprawl.” OECD Economics Department Working Papers No. 1145.
    Paper not yet in RePEc: Add citation now

  6. Duprey, T. 2018. “Asymmetric Risks to the Economic Outlook Arising from Financial System Vulnerabilities.” Bank of Canada Staff Analytical Note No. 2018-6.

  7. How to Manage Macroeconomic and Financial Stability Risks: A New Framework | Page 6 Kuttner, K. N. and I. Shim. 2016. “Can Non-Interest Rate Policies Stabilize Housing Markets? Evidence from a Panel of 57 Economies.” Journal of Financial Stability 26 (October): 31–44.
    Paper not yet in RePEc: Add citation now

  8. International Monetary Fund. 2017. “Financial Conditions and Growth at Risk.” Chapter 3 of Global Financial Stability Report October 2017: Is Growth at Risk? Although not considered in this note, elevated vulnerabilities imply that small variations around the base case could trigger heightened financial market stress with the potential to significantly amplify tail GDP risks. Macroprudential policy is introduced with a simple index. A cross-country analysis of macroprudential policy and GDP at risk would help strengthen our quantitative results.

  9. Poloz, S. S. 2014. “Integrating Uncertainty and Monetary Policy-Making: A Practitioner’s Perspective.” Bank of Canada Staff Discussion Paper No. 2014-6.

Cocites

Documents in RePEc which have cited the same bibliography

  1. The Strategic Response of Banks to Macroprudential Policies: Evidence from Mortgage Stress Tests in Canada*. (2022). Li, Shaoteng ; Clark, Robert.
    In: Review of Finance.
    RePEc:oup:revfin:v:26:y:2022:i:1:p:187-216..

    Full description at Econpapers || Download paper

  2. House price dynamics, optimal LTV limits and the liquidity trap. (2022). Nelson, Benjamin ; Harrison, Richard ; Ferrero, Andrea.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0969.

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  3. Unregulated Lending, Mortgage Regulations and Monetary Policy. (2022). Peterson, Brian ; Emenogu, Ugochi.
    In: Staff Working Papers.
    RePEc:bca:bocawp:22-28.

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  4. New Ways of Modeling Loan-to-Income Distributions and their Evolution in Time - A Probability Copula Approach. (2021). Temnov, Grigory ; Gerth, Florian.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:71:y:2021:i:c:p:217-236.

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  5. Credit access, macroprudential rules and policy interventions: Lessons for potential first time buyers. (2021). Slaymaker, Rachel ; O'Toole, Conor ; McQuinn, Kieran ; Otoole, Conor.
    In: Journal of Policy Modeling.
    RePEc:eee:jpolmo:v:43:y:2021:i:5:p:944-963.

    Full description at Econpapers || Download paper

  6. Local house-price vulnerability: Evidence from the U.S. and Canada. (2021). Alter, Adrian ; Mahoney, Elizabeth M.
    In: Journal of Housing Economics.
    RePEc:eee:jhouse:v:54:y:2021:i:c:s1051137721000413.

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  7. Effects of macroprudential policies on bank lending and credit risks. (2020). Behncke, Stefanie.
    In: Working Papers.
    RePEc:snb:snbwpa:2020-06.

    Full description at Econpapers || Download paper

  8. The strategic response of banks to macroprudential policies: Evidence from mortgage stress tests in Canada. (2020). Clark, Robert ; Li, Shaoteng.
    In: Working Paper.
    RePEc:qed:wpaper:1445.

    Full description at Econpapers || Download paper

  9. Household Debt and House Prices-at-risk: A Tale of Two Countries. (2020). Alter, Adrian ; Mahoney, Elizabeth M.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2020/042.

    Full description at Econpapers || Download paper

  10. The impact of macroprudential policies in Latin America: An empirical analysis using credit registry data. (2020). Murcia, Andrés ; Gambacorta, Leonardo.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:42:y:2020:i:c:s1042957319300361.

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  11. Dynamic Competition in Negotiated Price Markets. (2020). Allen, Jason ; Li, Shaoteng.
    In: Staff Working Papers.
    RePEc:bca:bocawp:20-22.

    Full description at Econpapers || Download paper

  12. Interest-only-mortgages and housing market fluctuations in Denmark. (2019). Karpestam, Peter ; Johansson, Sebastian.
    In: Journal of Housing Economics.
    RePEc:eee:jhouse:v:46:y:2019:i:c:s1051137717300529.

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  13. Commodity and Financial Cycles in Resource-based Economies. (2019). Tiunova, Marina.
    In: Russian Journal of Money and Finance.
    RePEc:bkr:journl:v:78:y:2019:i:3:p:38-70.

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  14. Monetary policy and macroprudential policy: Different and separate?. (2018). , Lars.
    In: Canadian Journal of Economics/Revue canadienne d'économique.
    RePEc:wly:canjec:v:51:y:2018:i:3:p:802-827.

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  15. Exploring the implications of different loan-to-value macroprudential policy designs. (2018). Gomes, Sandra ; Lima, Diana ; Basto, Rita.
    In: Working Papers.
    RePEc:ptu:wpaper:w201823.

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  16. Exploring the implications of di erent loan-to-value macroprudential policy designs. (2018). Lima, Diana ; Gomes, Sandra ; Basto, Rita.
    In: GEE Papers.
    RePEc:mde:wpaper:0113.

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  17. Monetary Policy and Macroprudential Policy: Different and Separate?. (2018). , Lars.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:13043.

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  18. How to Manage Macroeconomic and Financial Stability Risks: A New Framework. (2018). Ueberfeldt, Alexander ; Duprey, Thibaut.
    In: Staff Analytical Notes.
    RePEc:bca:bocsan:18-11.

    Full description at Econpapers || Download paper

  19. How Vulnerable Is The Canadian Banking System To Fire-sales?. (2017). McKeown, Robert .
    In: Working Paper.
    RePEc:qed:wpaper:1381.

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  20. Mortgage arrears, regulation and institutions: Cross-country evidence. (2017). Vlahu, Razvan ; de Haan, Jakob ; Stanga, Irina .
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:580.

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  21. The impact of macroprudential policies and their interaction with monetary policy: an empirical analysis using credit registry data. (2017). Murcia, Andrés ; Gambacorta, Leonardo.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:12027.

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  22. The impact of macroprudential policies and their interaction with monetary policy: an empirical analysis using credit registry data. (2017). Murcia, Andrés ; Gambacorta, Leonardo ; Pabon, Andres Murcia .
    In: BIS Working Papers.
    RePEc:bis:biswps:636.

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  23. How vulnerable is the Canadian banking system to fire-sales?. (2017). McKeown, Robert .
    In: Queen's Economics Department Working Papers.
    RePEc:ags:quedwp:274707.

    Full description at Econpapers || Download paper

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Authors registered in RePEc who have wrote about the same topic

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