Monetary policy transmission in a model with animal spirits and house price booms and busts

B-Tier
Journal: Journal of Economic Dynamics and Control
Year: 2013
Volume: 37
Issue: 12
Pages: 2862-2881

Score contribution per author:

0.503 = (α=2.01 / 4 authors) × 1.0x B-tier

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

Abstract

Can monetary policy trigger pronounced boom-bust cycles in house prices and create persistent business cycles? We address this question by building heuristics into an otherwise standard DSGE model. As a result, monetary policy sets off waves of optimism and pessimism (“animal spirits”) that drive house prices, that, in turn, have strong repercussions on the business cycle. We compare our findings to a standard model with rational expectations by means of impulse responses. We suggest that a standard Taylor rule is not well-suited to maintain macroeconomic stability. Instead, an augmented rule that incorporates house prices is shown to be superior.

Technical Details

RePEc Handle
repec:eee:dyncon:v:37:y:2013:i:12:p:2862-2881
Journal Field
Macro
Author Count
4
Added to Database
2026-01-24