Zobrazeno 1 - 10
of 21
pro vyhledávání: '"Pirovano, Mara"'
Autor:
Ampudia, Miguel, Lo Duca, Marco, Farkas, Mátyás Gábor, Pérez-Quirós, Gabriel, Pirovano, Mara, Rünstler, Gerhard, Tereanu, Eugen
Since the global financial crises, many countries have implemented macroprudential policies with the aim to render the financial system more resilient to shocks and limit the procyclicality of the financial system. We present theoretical and empirica
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::081de4e06733adb7f53b188e0410d57d
https://hdl.handle.net/10419/237698
https://hdl.handle.net/10419/237698
Autor:
Boh, Samo, Borgioli, Stefano, Coman, Andra, Chiriacescu, Bogdan, Koban, Anne, Kusmierczyk, Piotr, Pirovano, Mara, Schepens, Thomas, Veiga, Joao
This paper describes the Macroprudential Database (MPDB) of the European Central Bank (ECB), which is an important component of the ECB's Statistical Data Warehouse. After explaining the rationale for creating the MPDB, the paper illustrates how it s
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::d4e3fd36abe3ebab94befc8de2043a41
https://hdl.handle.net/10419/234502
https://hdl.handle.net/10419/234502
In December 2013 the National Bank of Belgium introduced a sectoral capital requirement aimed at strengthening the resilience of Belgian banks against adverse developments in the real estate market. This paper assesses the impact of this macroprudent
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::ea5bce2f832aa0e87e63894195e964af
https://hdl.handle.net/10419/173762
https://hdl.handle.net/10419/173762
Autor:
Ferrari, Stijn, Pirovano, Mara
This paper presents a novel methodology to calculate thresholds in an early warning signalling framework for extracting signals useful to predict the occurrence of banking crises. The conditional moments based methodology does not rely on assumptions
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::b2797ba067d5e667034d22320a31bc91
https://mpra.ub.uni-muenchen.de/62406/1/MPRA_paper_62406.pdf
https://mpra.ub.uni-muenchen.de/62406/1/MPRA_paper_62406.pdf
This Occasional Paper presents a formal statistical evaluation of potential early warning indicators for real estate-related banking crises. Relying on data on real estate-related banking crises for 25 EU countries, a signalling approach is applied i
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::b59f364141e2dd70106c6df3759d5a36
https://hdl.handle.net/10419/193603
https://hdl.handle.net/10419/193603
Autor:
Pirovano, Mara
status: published
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1131::a79b71db15987483c5827e91b3c180b9
https://lirias.kuleuven.be/handle/123456789/458895
https://lirias.kuleuven.be/handle/123456789/458895
Autor:
PIROVANO, Mara
This paper studies the stabilisation properties of different exchange rate policies in a small open economy with cross-border balance sheet interdependence. The model features price and wage rigidities, credit frictions à la Bernanke, Gertler and Gi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::cb84c11fe13daf87fe77e13c9880bfcb
https://repository.uantwerpen.be/docman/irua/0c1e2b/a5af9fbf.pdf
https://repository.uantwerpen.be/docman/irua/0c1e2b/a5af9fbf.pdf
Autor:
Pirovano, Mara
This paper presents a framework to analyze the interplay between
nancial frictions at the household and
rm level, liability dollarization and monetary policy in a small open economy subject to productivity and capital inow shocks. Optimized mon
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______2097::9bc8f7e22d5d0df0c9b5c92bd35c7bae
https://repository.uantwerpen.be/docman/irua/8c9e8c/ff6d8e7b.pdf
https://repository.uantwerpen.be/docman/irua/8c9e8c/ff6d8e7b.pdf