Macroprudential and monetary policy rules: a welfare analysis

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Macroprudential and monetary policy rules: a welfare analysis

This paper studies the interaction between macroprudential and monetary policies, using a DSGE model with a housing market and collateral constraints. Monetary policy follows a standard Taylor rule for the interest rate. The macroprudential authority implements a Taylor-type rule for the loan-to-val...

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Bibliographic Details
Main Authors:	Rubio, Margarita, Carrasco-Gallego, José A.
Format:	Article
Published:	Wiley 2015
Subjects:	Macroprudential Monetary Policy Collateral Constraint Credit Loan-to-Value Financial Stability House Prices
Online Access:	https://eprints.nottingham.ac.uk/29822/

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