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SVARs, monetary policy shocks, systematic component of monetary policy
narrative information, SVARs, Bayesian approach, sign restrictions, oil market, monetary policy
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Bank Fragility, Financial Frictions, Default Risk, Macroprudential Policy
Bank Fragility, Capital requirements, Default Risk, loan returns, non-diversifiable risk
SVARs, external instruments, importance sampler
liquidity trap, effective lower bound, monetary transmission
Bayesian methods, Conditional forecasts, forward guidance, Stress Testing, SVARs
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