Multiple credit constraints and time-varying macroeconomic dynamics

DOI10.1016/J.JEDC.2022.104504MaRDI QIDQ2097994zbMATH OpenOpenAlexFDO

Authors Marcus Mølbak Ingholt

Publication date 17 November 2022

Published in Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jedc.2022.104504

zbMATH Keywords

multiple credit constraintsnonlinear estimation of DSGE modelsstate-dependent credit origination

Mathematics Subject Classification ID

Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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Cites work

• Housing dynamics over the business cycle
• Housing Wealth Effects: The Long View
• Land-price dynamics and macroeconomic fluctuations
• Liquidity constraints in the U.S. housing market
• Solution and Maximum Likelihood Estimation of Dynamic Nonlinear Rational Expectations Models
• The consequences of mortgage credit expansion: evidence from the U.S. mortgage default crisis
• The geographic determinants of housing supply

Cited in

(8)

• The effect of borrower-specific loan-to-value policies on household debt, wealth inequality and consumption volatility: an agent-based analysis
• Fluctuations-induced regime shifts in the endogenous credit system with time delay
• Credit constraints and GDP growth: evidence from a natural experiment
• Systematic monetary policy and the macroeconomic effects of shifts in residential loan-to-value ratios
• Multimodality in macrofinancial dynamics
• Occasionally binding liquidity constraints and macroeconomic dynamics
• House price dynamics, optimal LTV limits and the liquidity trap
• Financial crises with different collateral types

Describes a project that uses

Uses Software

• OccBin

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