Interest rate rules under financial dominance

DOI10.1016/J.JEDC.2018.08.004zbMath1402.91832OpenAlexW3125403486WikidataQ129360578 ScholiaQ129360578MaRDI QIDQ1624107

Vivien Lewis, Markus Roth

Publication date: 15 November 2018

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10419/182022

zbMATH Keywords

bank capitalTaylor principlemacroprudential policyinterest rate rulefinancial dominance

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Interest rates, asset pricing, etc. (stochastic models) (91G30)

Related Items (1)

A short memory version of the Vasicek model and evaluating European options on zero-coupon bonds

Cites Work

• Leaning against boom-bust cycles in credit and housing prices
• Monetary and macroprudential policies in an estimated model with financial intermediation
• Risky bank lending and countercyclical capital buffers
• Estimating contract indexation in a financial accelerator model
• A Fiscal Stimulus and Jobless Recovery

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