---
title: Beyond monetary policy: Macroprudential responses to inflationary shocks
url: https://www.ml-quant.com/papers/repec/ptu-wpaper-w202609/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-10-30
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:ptu:wpaper:w202609
source_url: https://econpapers.repec.org/RePEc:ptu:wpaper:w202609
featured: 2026-10-30
citations: unknown
topic: Macro-Finance & Rates
---


# Beyond monetary policy: Macroprudential responses to inflationary shocks

Pre-emptive, countercyclical macroprudential tools strengthen banking resilience and dampen external shocks in a monetary union, while procyclical tightening worsens outcomes.

- Source: https://econpapers.repec.org/RePEc:ptu:wpaper:w202609
- Identifier: RePEc:ptu:wpaper:w202609
- Released: 2026-10-26
- First featured: Quant Letter No. 137 (2026-10-30): https://www.ml-quant.com/issues/2026-10-30/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Macro-Finance & Rates
- Authors: Diana Lima, Duarte Maia, Paul Levine, Jonathan Swarbrick, Stylianos Tsiaras

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