The effect of borrower-specific loan-to-value policies on household debt, wealth inequality and consumption volatility: an agent-based analysis

DOI10.1016/j.jedc.2022.104526OpenAlexW4297563753WikidataQ114161670 ScholiaQ114161670MaRDI QIDQ2102878

Ruben Tarne, Thomas Theobald, Dirk Bezemer

Publication date: 12 December 2022

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

Full work available at URL: https://doi.org/10.1016/j.jedc.2022.104526

zbMATH Keywords

agent-based modellinghousing marketwealth inequalitymacroprudential regulationhousehold indebtedness

Mathematics Subject Classification ID

Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Related Items (1)

A high-resolution, data-driven agent-based model of the housing market

Cites Work

• An agent-based model for the assessment of LTV caps

This page was built for publication: The effect of borrower-specific loan-to-value policies on household debt, wealth inequality and consumption volatility: an agent-based analysis