Housing collateral and the monetary transmission mechanism

DOI10.1111/SJOE.12064zbMATH Open1397.91357OpenAlexW3122116432MaRDI QIDQ4683603FDOQ4683603

Authors: Karl Walentin 

Publication date: 21 September 2018

Published in: Scandinavian Journal of Economics (Search for Journal in Brave)

Full work available at URL: http://www.riksbank.com/upload/Dokument_riksbank/Kat_publicerat/WorkingPapers/2010/wp239.pdf

Recommendations

• The Financial Accelerator: Evidence from International Housing Markets
• Quantitative easing and the loan to collateral value ratio
• Collateral quality and house prices
• On the transmission mechanism of monetary policy
• Systematic monetary policy and the macroeconomic effects of shifts in residential loan-to-value ratios

zbMATH Keywords

Bayesian estimationdynamic stochastic general equilibrium modelhouse pricescollateral constraintsresidential investment

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Dynamic stochastic general equilibrium theory (91B51)

Cited In (11)

• The Financial Accelerator: Evidence from International Housing Markets
• Quantitative easing and the loan to collateral value ratio
• MoNK: mortgages in a New-Keynesian model
• Collateral quality and house prices
• Monetary policy and the relative price of durable goods
• The role of housing market in the effectiveness of monetary policy over the Covid-19 era
• House price dynamics, optimal LTV limits and the liquidity trap
• The Transmission of Bank Liquidity Shocks: Evidence from House Prices*
• On the transmission mechanism of monetary policy
• Systematic monetary policy and the macroeconomic effects of shifts in residential loan-to-value ratios
• Title not available (Why is that?)

This page was built for publication: Housing collateral and the monetary transmission mechanism

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4683603)