skip to content

Simple Macroeconomic Models with a Banking Sector: I

Wednesday 22nd October 2014 - 10:30 to 11:30
INI Seminar Room 1
In parallel with the development of DSGE models with frictions, a series of papers have recently proposed to integrate banks within much simpler macro models. The objective is to develop simple calibrations allowing to assess in a transparent way the impact of bank capital regulation on growth and credit cycles. The aim of the tutorial is to present some of these models. Topic 1: Capital requirements and welfare: Van den Heuvel "the Welfare Cost of Bank Capital Requirements" Journal of Monetary Economics 2007 Nguyen, "Bank Capital requirements: A quantitative analysis" Wharton School 2013 de Nicolo, Gamba and Lucchetta "Microprudential regulation in a dynamic model of banking " IMF 2013
The video for this talk should appear here if JavaScript is enabled.
If it doesn't, something may have gone wrong with our embedded player.
We'll get it fixed as soon as possible.
University of Cambridge Research Councils UK
    Clay Mathematics Institute London Mathematical Society NM Rothschild and Sons