Modeling Basel Regulatory in DSGE with Emphasis on Adequacy Regulatory

Maryam Khoshnevis and Azam Ahmadyan
Additional contact information
Maryam Khoshnevis: Department of Economics, Semnan Branch, Islamic Azad University
Azam Ahmadyan: Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran

Journal of Money and Economy, 2017, vol. 12, issue 4, 379-407

Abstract: In this paper Basel regulation is modeled in Dynamic Stochastic General Equilibrium (DSGE) framework. For this purpose, using data from 1981-2017 for Iran, capital adequacy as an importance regulation is modeled. Results show Basel regulation has procyclical effect. According to the results of the model and according to the realities

Keywords: Basel Regulation; Capital Adequacy; DSGE Model; Banking in Iran (search for similar items in EconPapers)
Date: 2017
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://jme.mbri.ac.ir/article-1-296-en.pdf (application/pdf)
http://jme.mbri.ac.ir/article-1-296-en.html (text/html)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:mbr:jmonec:v:12:y:2017:i:4:p:379-407

Access Statistics for this article

More articles in Journal of Money and Economy from Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran
Bibliographic data for series maintained by P. R. ().