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SUMMARY:Simple Macroeconomic Models with a Banking Sector: I - Rochet\, J-
 C (Universitt Zrich)
DTSTART:20141022T093000Z
DTEND:20141022T103000Z
UID:TALK55561@talks.cam.ac.uk
CONTACT:Mustapha Amrani
DESCRIPTION:In parallel with the development of DSGE models with frictions
 \, a series of  papers have recently proposed to integrate banks within mu
 ch simpler macro models. The objective is to develop simple calibrations a
 llowing to assess in a transparent way the impact of bank capital regulati
 on on growth and credit cycles. The aim of the tutorial is to present some
  of these models.\n\nTopic 1: Capital requirements and welfare:  Van den H
 euvel "the Welfare Cost of Bank Capital Requirements"  Journal of Monetary
  Economics 2007 \nNguyen\, "Bank Capital requirements: A quantitative anal
 ysis"   Wharton School  2013\nde Nicolo\, Gamba and Lucchetta "Micropruden
 tial regulation in a dynamic model of banking " IMF 2013\n
LOCATION:Seminar Room 1\, Newton Institute
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