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

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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:	Short and Long-Term Interest Rate Monetary Policy Macroprudential Policy LTV Housing Market
Online Access:	https://eprints.nottingham.ac.uk/30290/

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