Short and long-term interest rates and the effectiveness of monetary and macroprudential policies

In this paper, I analyze the ability of monetary and macroprudential policies to stabilize both the macroeconomy and financial markets under two different scenarios: short and long-term rates. I develop and solve a New Keynesian dynamic stochastic general equilibrium model that features a housing ma...

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Bibliographic Details
Main Author: Rubio, Margarita
Format: Article
Published: Elsevier 2016
Subjects:
Online Access:https://eprints.nottingham.ac.uk/30290/