Replication data for: Would Macroprudential Regulation Have Prevented the Last Crisis?

Caspar Siegert, Anil Kashyap, Jonathan Bridges & David Aikman
How well equipped are today's macroprudential regimes to deal with a rerun of the factors that led to the global financial crisis? To address the factors that made the last crisis so severe, a macroprudential regulator would need to implement policies to tackle vulnerabilities from financial system leverage, fragile funding structures, and the build-up in household indebtedness. We specify and calibrate a package of policy interventions to address these vulnerabilities—policies that include implementing the countercyclical...
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