Fixed vs countercyclical LTV ratio: the effectiveness of macroprudential policy for a small open economy

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Fixed vs countercyclical LTV ratio: the effectiveness of macroprudential policy for a small open economy

In this paper, I develop a dynamic stochastic general equilibrium (DSGE) model for a small open economy. The model includes a housing market and aims to study the effectiveness of a macroprudential policy, namely the loan-to-value (LTV) ratio, in taming the financial and business cycles. This paper...

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Bibliographic Details
Main Author:	Mohd Zin, Mohd Taufiq
Format:	Thesis (University of Nottingham only)
Language:	English
Published:	2023
Subjects:	Monetary policy; Business cycles; Banks and banking Central; Housing
Online Access:	https://eprints.nottingham.ac.uk/72296/

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