• Bubbles and Crises: The Role of House Prices and Credit 

      Anundsen, André K.; Hansen, Frank; Gerdrup, Karsten R.; Kragh-Sørensen, Kasper (Working Papers;14/2014, Working paper, 2014)
      This paper exploits a quarterly panel data set for 16 OECD countries over the period 1975q1–2013q2 to explore the importance of house prices and credit in affecting the likelihood of a financial crisis. Estimating a set ...
    • Macro Effects of Capital Requirements and Macroprudential Policy 

      Akram, Q. Farooq (Working Papers;21/2012, Working paper, 2012)
      I investigate macro effects of higher bank capital requirements on the Norwegian economy and their use as a macroprudential policy instrument under Basel III. To this end, I develop a macroeconometric model where the capital ...