The interest rate exposure of euro area households

B-Tier
Journal: European Economic Review
Year: 2021
Volume: 132
Issue: C

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

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

Abstract

We estimate the “unhedged interest rate exposure” (URE) of euro area households. The URE, defined by Auclert (2019), is a welfare metric that captures the extent to which households are exposed to changes in real interest rates, and allows an assessment of the redistributive effects associated with monetary policy decisions.

Technical Details

RePEc Handle
repec:eee:eecrev:v:132:y:2021:i:c:s0014292120302737
Journal Field
General
Author Count
1
Added to Database
2026-01-29