Online supplement to “Macroprudential policies in CESEE – an intensity-adjusted approach”

Markus Eller, Reiner Martin, Helene Schuberth () and Lukas Vashold ()
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Helene Schuberth: Oesterreichische Nationalbank, http://www.oenb.at
Lukas Vashold: Vienna University of Economics and Business

Focus on European Economic Integration, 2020, issue Q2/20

Abstract: This appendix provides additional information on several aspects of the paper “Macroprudential policies in CESEE – an intensity-adjusted approach” published in Focus on European Economic Integration Q2/20: (1) a detailed overview of the data sources used for the construction of the intensity-adjusted macroprudential policy index (MPPI) covering eleven EU countries in Central, Eastern and Southeastern Europe (CESEE) from 1997 to end-2018 on a quarterly basis, (2) details on the categorization of the different macroprudential policy measures and the applied weighting rules, and (3) a number of charts illustrating how individual subindices of the MPPI evolved by country over time. The data underlying the MPPI are available from the authors upon request. Extensions of the countries covered and regular updates will be part of future efforts.

Date: 2020
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