Leaning against boom-bust cycles in credit and housing prices
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Publication:900381
DOI10.1016/j.jedc.2013.03.008zbMath1327.91050OpenAlexW2098440134MaRDI QIDQ900381
Caterina Mendicino, Maria Teresa Punzi, Luisa Lambertini
Publication date: 22 December 2015
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2013.03.008
Related Items (13)
Interest rate rules under financial dominance ⋮ Endogenous credit standards and aggregate fluctuations ⋮ Stabilizing an unstable complex economy on the limitations of simple rules ⋮ Risky bank lending and countercyclical capital buffers ⋮ Bank capital shocks and countercyclical requirements: implications for banking stability and welfare ⋮ Winter is possibly not coming: mitigating financial instability in an agent-based model with interbank market ⋮ A high-resolution, data-driven agent-based model of the housing market ⋮ Editorial: Introduction to the special issue on `Rethinking policies when heterogeneity matters' ⋮ House prices and monetary policy ⋮ An agent-based model for the assessment of LTV caps ⋮ Credit expansion, bank liberalization, and structural change in bank asset accounts ⋮ Should monetary policy lean against the wind? An analysis based on a DSGE model with banking ⋮ Identifying booms and busts in house prices under heterogeneous expectations
Cites Work
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- Shocks, structures or monetary policies? The euro area and US after 2001
- Solving dynamic general equilibrium models using a second-order approximation to the policy function
- Optimal interest rate rules, asset prices, and credit frictions
- Solving the incomplete market model with aggregate uncertainty using a perturbation method
- Land-Price Dynamics and Macroeconomic Fluctuations
- What's News in Business Cycles
- The Consequences of Mortgage Credit Expansion: Evidence from the U.S. Mortgage Default Crisis*
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