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Appendix S1. Additional information on the models and details on the individual exercises.

Part A. Additional information on the models used for the simulations.

Table a1. Main characteristics of the model developed in Gerali et al. (2010).

Table bf1. Effects of changes in the capital adequacy ratio on real output (deviations from baseline in percentage points).

Table bf2. Effects of liquidity and capital requirements on real output.

Table c1. Stochastic shocks.

Table ei1. Effects on standard deviations (compared with status quo).

Table ei2. Standard deviations (normalized by shock size).

Table h1. Properties and relative contribution to the volatility in output growth.

Part B. Details on the individual exercises.

Table B1. Steady-state output loss due to regulatory tightening.

Table B2. Change in output standard deviation due to regulatory tightening.

Table B3. Change in output standard deviation due to countercyclical capital buffers.

Table B4. Steady-state welfare loss due to regulatory tightening in terms of consumption equivalents: model-based measures.

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