Capital Buffers in a Quantitative Model of Banking Industry Dynamics
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DOI: 10.21034/wp.779
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- Dean Corbae & Pablo D'Erasmo, 2021. "Capital Buffers in a Quantitative Model of Banking Industry Dynamics," Econometrica, Econometric Society, vol. 89(6), pages 2975-3023, November.
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More about this item
Keywords
Macroprudential policy; Bank size distribution; Industry dynamics with imperfect competition;All these keywords.
JEL classification:
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- L11 - Industrial Organization - - Market Structure, Firm Strategy, and Market Performance - - - Production, Pricing, and Market Structure; Size Distribution of Firms
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2021-06-14 (Banking)
- NEP-CBA-2021-06-14 (Central Banking)
- NEP-COM-2021-06-14 (Industrial Competition)
- NEP-DGE-2021-06-14 (Dynamic General Equilibrium)
- NEP-FDG-2021-06-14 (Financial Development and Growth)
- NEP-MAC-2021-06-14 (Macroeconomics)
Statistics
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