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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
1

Pol??ticas macroprudenciais no contexto de Basil??ia III: uma aplica????o ao Brasil

Lara, Luciano Rodrigues 29 March 2017 (has links)
Submitted by Sara Ribeiro (sara.ribeiro@ucb.br) on 2017-08-17T20:39:30Z No. of bitstreams: 1 LucianoRodriguesLaraDissertacao2017.pdf: 1892610 bytes, checksum: 98e4dc2c74fcef79b192fd26eac8010e (MD5) / Approved for entry into archive by Sara Ribeiro (sara.ribeiro@ucb.br) on 2017-08-17T20:39:43Z (GMT) No. of bitstreams: 1 LucianoRodriguesLaraDissertacao2017.pdf: 1892610 bytes, checksum: 98e4dc2c74fcef79b192fd26eac8010e (MD5) / Made available in DSpace on 2017-08-17T20:39:43Z (GMT). No. of bitstreams: 1 LucianoRodriguesLaraDissertacao2017.pdf: 1892610 bytes, checksum: 98e4dc2c74fcef79b192fd26eac8010e (MD5) Previous issue date: 2017-03-29 / The 2008 crisis has confirmed the fact that financial crisis can have damaging effects on the real side of the economy. One of the regulators responses to this crisis was the proposition of new capital requirements, known as Basel III. This paper aims to study the effects of two macroprudential policies: capital requirements with countercyclical capital buffers and reserve requirements. This is done using a dynamic stochastic general equilibrium model (DSGE) developed by Gertler and Karadi (2011). Changes in monetary policy and an increase in the total factor productivity are evaluated. The two policies works together to stabilize the economy. / A crise de 2008 confirmou o fato de que crises financeiras podem gerar efeitos danosos no lado real da economia. Uma das respostas dos reguladores a essa crise foi a proposi????o de novos requerimentos de capital, conhecidos como Basil??ia III. Este trabalho tem por objetivo estudar os efeitos de duas pol??ticas macroprudenciais: requerimentos de capital com buffer de capital contrac??clico e dep??sitos compuls??rios. Isto ?? feito utilizando um modelo din??mico estoc??stico de equil??brio geral (DSGE) desenvolvido por Gertler e Karadi (2011). S??o avaliadas altera????es na pol??tica monet??ria e eleva????o da produtividade total dos fatores. ?? verificada a complementariedade entre as duas pol??ticas no objetivo de estabilizar a economia.

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