Optimal interest rate rule in a DSGE model with housing market spillovers

C-Tier
Journal: Economics Letters
Year: 2014
Volume: 125
Issue: 1
Pages: 47-51

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper studies the optimal interest rate rule in a DSGE model with housing market spillovers (Iacoviello and Neri, 2010). We find that the optimal rule responds to house price inflation even when the stabilization of house price is not among the objectives of the policymaker, and that the strength of the response depends crucially on a few structural parameters.

Technical Details

RePEc Handle
repec:eee:ecolet:v:125:y:2014:i:1:p:47-51
Journal Field
General
Author Count
2
Added to Database
2026-01-29