Leaning against boom-bust cycles in credit and housing prices
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Publication:900381
DOI10.1016/J.JEDC.2013.03.008zbMATH Open1327.91050OpenAlexW2098440134MaRDI QIDQ900381FDOQ900381
Authors: L. Lambertini, Caterina Mendicino, Maria Teresa Punzi 
Publication date: 22 December 2015
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.2013.03.008
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Cites Work
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- What's news in business cycles
- Monetary policy when wages are downwardly rigid: Friedman meets Tobin
- Shocks, structures or monetary policies? The euro area and US after 2001
- Solving dynamic general equilibrium models using a second-order approximation to the policy function
- International capital flows and expectation-driven boom-bust cycles in the housing market
- Solving the incomplete market model with aggregate uncertainty using a perturbation method
- Optimal interest rate rules, asset prices, and credit frictions
Cited In (17)
- Should macroprudential policy be countercyclical?
- House prices and monetary policy
- Credit expansion, bank liberalization, and structural change in bank asset accounts
- Identifying booms and busts in house prices under heterogeneous expectations
- Winter is possibly not coming: mitigating financial instability in an agent-based model with interbank market
- Interest rate rules under financial dominance
- Risky bank lending and countercyclical capital buffers
- Stabilizing an unstable complex economy on the limitations of simple rules
- Bank capital shocks and countercyclical requirements: implications for banking stability and welfare
- Should monetary policy lean against the wind? An analysis based on a DSGE model with banking
- Editorial: Introduction to the special issue on `Rethinking policies when heterogeneity matters'
- An agent-based model for the assessment of LTV caps
- House price dynamics, optimal LTV limits and the liquidity trap
- Endogenous credit standards and aggregate fluctuations
- Can we still lean against the wind? Asset price volatility and optimal policy mix in an overlapping generations model
- Systematic monetary policy and the macroeconomic effects of shifts in residential loan-to-value ratios
- A high-resolution, data-driven agent-based model of the housing market
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