An analysis of monetary and macroprudential policies in a DSGE model with reserve requirements and mortgage lending

C-Tier
Journal: Economic Modeling
Year: 2022
Volume: 116
Issue: C

Score contribution per author:

0.335 = (α=2.01 / 3 authors) × 0.5x C-tier

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

Abstract

•Raising the reserve ratio leads to borrowers' welfare gains at the expense of savers.•Macroprudential policy stabilises the economy in response to a risk shock.•Macroprudential policy generates a stabilisation benefit to borrowers.•Macroprudential is more effective than monetary policy at stabilising against shocks.•Stabilisation works best when both monetary and macroprudential policy are used.

Technical Details

RePEc Handle
repec:eee:ecmode:v:116:y:2022:i:c:s0264999322002127
Journal Field
General
Author Count
3
Added to Database
2026-01-24