Selected article for: "dynamic model and stochastic dynamic model"

Author: Mansour, Nadia; Salem, Salha Ben; Salem, Haykal Haj
Title: Banking Stability and Prudential Regulation Interactions in DSGE Model for Tunisia
  • Cord-id: u7iesn0u
  • Document date: 2021_2_1
  • ID: u7iesn0u
    Snippet: Since the last financial crisis, the financial system has taken and continues to be on guard against these unexpected shocks. In this direction, this article focused with these decision-makers as well as his researchers on a more advanced macroeconomic modeling, based on the integration of different hazards (economic, social, cultural, environmental…), the concept of micro-foundations, of the different types of imperfect competition accompanied by some price rigidities. We are proposing a new
    Document: Since the last financial crisis, the financial system has taken and continues to be on guard against these unexpected shocks. In this direction, this article focused with these decision-makers as well as his researchers on a more advanced macroeconomic modeling, based on the integration of different hazards (economic, social, cultural, environmental…), the concept of micro-foundations, of the different types of imperfect competition accompanied by some price rigidities. We are proposing a new Dynamic Stochastic General Equilibrium (DSGE) model tailored to the banking sector in Tunisia. Our model captures the role played by prudential regulations in correcting fluctuations in the business cycle and restoring macroeconomic and financial stability.

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