Macroprudential and monetary policies: implications for financial stability and welfare

In this paper, we analyze the implications of macroprudential and monetary policies for business cycles, welfare, and financial stability. We consider a dynamic stochastic general equilibrium (DSGE) model with housing and collateral constraints. A macroprudential rule for the loan-to-value ratio (LT...

Full description

Bibliographic Details
Main Authors: Rubio, Margarita, Carrasco-Gallego, José A.
Format: Article
Published: Elsevier 2014
Subjects:
Online Access:https://eprints.nottingham.ac.uk/29821/