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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.
| Identifer | oai:union.ndltd.org:IBICT/oai:bdtd.ucb.br:tede/2238 |
| Date | 29 March 2017 |
| Creators | Lara, Luciano Rodrigues |
| Contributors | Divino, Jos?? Angelo Costa do Amor |
| Publisher | Universidade Cat??lica de Bras??lia, Programa Strictu Sensu em Economia de Empresas, UCB, Brasil, Escola de Gest??o e Neg??cios |
| Source Sets | IBICT Brazilian ETDs |
| Language | Portuguese |
| Detected Language | English |
| Type | info:eu-repo/semantics/publishedVersion, info:eu-repo/semantics/masterThesis |
| Format | application/pdf |
| Source | reponame:Biblioteca Digital de Teses e Dissertações da UCB, instname:Universidade Católica de Brasília, instacron:UCB |
| Rights | info:eu-repo/semantics/openAccess |
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