DSGE model with banking sector

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Countercyclical Banking Capital Buffers in a DSGE Model

In this document we develop a DSGE model to analyze the eect that a consumption boom and a productivity shock have over nancial stability and macroeconomic variables, in both, an economy with and without Basel III capital requirements and earnings reinvestment rule. The results suggest that...

Implications on Households of Bank’s Asset Substitution