@article{
 title = {Monetary and Macro Prudential Policy Interactions in an Agent-Based Model in the Presence of Interbank Market},
 type = {article},
 id = {7601f79b-a011-3b81-b898-d6d65d5da1df},
 created = {2016-11-01T17:53:42.000Z},
 file_attached = {false},
 profile_id = {e7ad1df1-57da-3801-b924-2e51ef162a9d},
 group_id = {bd0f1172-1660-3fe3-b7d0-9f2d0b4051ad},
 last_modified = {2016-11-21T13:42:27.000Z},
 tags = {DOLFINS_T1.1,DOLFINS_T1.3,DOLFINS_WP1},
 read = {false},
 starred = {false},
 authored = {false},
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 citation_key = {Popoyanb},
 abstract = {"We develop an agent-based model to study the macroeconomic impact of alternative macro prudential regulations and their possible interactions with different monetary policy rules in the presence of interbank market. The aim is to shed light on the most appropriate policy mix to achieve the resilience of the banking sector and foster macroeconomic stability. This would allow us to study in more detail the impact of macro prudential and monetary policies on the stability of the banking sector. Relatedly, we study how the network topology of the interbank network is influenced and affects the effects of different prudential and monetary policy combinations (see e.g. Gai et al. 2011). Moreover, the presence of an interbank market is a pre-requisite to analyze the possible interactions between macro prudential policies and non-conventional monetary interventions such as different declinations of quantitative easing. Second, for a given interbank structure, we study the too big to fail and too con-nected to fail problems, trying to develop and test policy that could sterilizing the impact of systemically important banks on macroeconomic dynamics (see e.g. Ueda & di Mauro 2013, Castro & Ferrari 2014)."},
 bibtype = {article},
 author = {Popoyan, Lilit},
 journal = {paper-progress}
}

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