In hs97/MPHM:

knitr::opts_chunk$set(echo = TRUE, warning = FALSE, message = FALSE, echo = FALSE)
library(MPHM)
library(readr)
library(dplyr)
library(knitr)
library(purrr)

dates <- read_csv('../data/dates.csv')
countries_with_enough_actions <- read_csv("../data/avail_mp.csv") %>%
  select(sum, country) %>%
  filter(sum >= 6) %>%
  .$country
indicators <- c("Housing_FX_limit", "Housing_LLprovisioning", "Housing_LTV", 
                "Housing_OtherCapital", "Housing_RiskWeights", "Housing_tax",
                "Housing_CCYB", 'Housing_DSTI', 'Housing_DTI_LTI', 'Housing_Exposure_limit',
                "Housing_credGr_limit")
mp <- lapply(indicators, read_mp, path = "../data/MacroprudentialIndicators.xlsx") %>%
  reduce(full_join, by = "date")
mp <- apply(dates, 1, reduce_coverage, dat = mp) %>%
  Filter(Negate(is.null), .) %>%
  reduce(full_join, by = "date")
monetary <- read_rates(path = '../data/policyrates.xlsx')
monetary <- apply(dates, 1, reduce_coverage, dat = monetary) %>%
  Filter(Negate(is.null), .) %>%
  reduce(full_join, by = "date")
countries_available_in_mn <- colnames(monetary)[-1] %>%
  gsub(pattern = 'R_', replacement = '', .)
country_list <- intersect(countries_available_in_mn,countries_with_enough_actions)

The vertical axis labels macroprudential actions, whereas the horizontal axis labels monetary policy actions.

for (country in country_list) {
  mn_mp_scores <- monetary_macroprudential(mp = mp, monetary = monetary, country = country)
  print(kable(mn_mp_scores, caption = paste('Contingency table between monetary policy and macroprudential policy for ', country)))
  print(kable(prop.table(mn_mp_scores, margin = 1), caption = paste('Marginal Percentage with respect to macroprudential actions', country)))

}

hs97/MPHM documentation built on Aug. 29, 2019, 4:10 p.m.