House Price Dynamics, Optimal LTV Limits and the Liquidity Trap.

This paper studies the optimal design of a macro-prudential instrument, a loan-to-value (LTV) limit, and its implications for monetary policy in a model with nominal rigidities and financial frictions. The analysis accounts for both an effective lower bound on the nominal interest rate and an upper...

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Detalles Bibliográficos
Publicado en:Review of Economic Studies Vol. 91; no. 2; pp. 940 - 972
Autores principales: Ferrero, Andrea, Harrison, Richard, Nelson, Benjamin
Formato: Artículo
Publicado: Oxford University Press / USA Mar2024
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Acceso en línea:Ver este registro en EBSCOhost