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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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    File URL: https://www.esrb.europa.eu//pub/pdf/occasional/esrb.op.19~43eb11b861.en.pdf
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    References listed on IDEAS

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    1. Mr. Ananthakrishnan Prasad & Mr. Selim A Elekdag & Mr. Phakawa Jeasakul & Romain Lafarguette & Mr. Adrian Alter & Alan Xiaochen Feng & Changchun Wang, 2019. "Growth at Risk: Concept and Application in IMF Country Surveillance," IMF Working Papers 2019/036, International Monetary Fund.
    2. Mikkel Plagborg-Moller & Lucrezia Reichlin & Giovanni Ricco & Thomas Hasenzagl, 2020. "When Is Growth at Risk?," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 51(1 (Spring), pages 167-229.
    3. 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.
    4. Daniel Kahneman & Amos Tversky, 2013. "Prospect Theory: An Analysis of Decision Under Risk," World Scientific Book Chapters, in: Leonard C MacLean & William T Ziemba (ed.), HANDBOOK OF THE FUNDAMENTALS OF FINANCIAL DECISION MAKING Part I, chapter 6, pages 99-127, World Scientific Publishing Co. Pte. Ltd..
    5. Lars E.O. Svensson, 2003. "Optimal Policy with Low-Probability Extreme Events," NBER Working Papers 10196, National Bureau of Economic Research, Inc.
    6. 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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    Cited by:

    1. Boucherie, Louis & Budnik, Katarzyna & Panos, Jiri, 2022. "Looking at the evolution of macroprudential policy stance: A growth-at-risk experiment with a semi-structural model," Occasional Paper Series 301, European Central Bank.

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    More about this item

    Keywords

    growth-at-risk; macroprudential policy; policy stance; quantile regressions;
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