Macroeconomic Consequences of Macroprudential Policy

宏观审慎政策的宏观经济后果

• 批准号: DP160102654
• 负责人: Dr Tim Robinson
• 金额: $ 18.58万
• 依托单位: The University of Melbourne
• 依托单位国家: 澳大利亚
• 项目类别: Discovery Projects
• 财政年份: 2016
• 资助国家: 澳大利亚
• 起止时间: 2016-01-04 至 2019-01-03
• 项目状态: 已结题
• 来源: https://dataportal.arc.gov.au/RGS/Web/Grants/DP160102654
• 关键词: Macroeconomic; Consequences; Macroprudential; Policy

This project aims to investigate the macroeconomic consequences of macroprudential policies and to provide robust, empirically-based advice to policy-makers about how they should be conducted. The global financial crisis motivated many nations to introduce new policies – known as macroprudential policies – with the explicit goal of maintaining financial stability. Important components of the project include estimation of a multisector small open economy model with interactions between the financial sector and the rest of the macroeconomy and development of new methods to evaluate these policies. Assessing the sensitivity of the performance of macroprudential policies to variations in key dimensions of the model is another important aspect.

该项目旨在调查宏观审慎政策的宏观经济后果，并就如何实施宏观审慎政策向政策制定者提供强有力的、基于经验的建议。全球金融危机促使许多国家推出新的政策--被称为宏观审慎政策--其明确目标是维持金融稳定。该项目的重要组成部分包括估计一个多部门小型开放经济模式，其中考虑到金融部门与宏观经济其他部门之间的相互作用，并制定评价这些政策的新方法。评估宏观审慎政策绩效对模型关键维度变化的敏感性是另一个重要方面。