Macroprudential Policies and Housing Prices: A New Database and Empirical Evidence for Central, Eastern, and Southeastern Europe

B-Tier
Journal: Journal of Money, Credit, and Banking
Year: 2015
Volume: 47
Issue: S1
Pages: 343-377

Authors (3)

JÉRÔME VANDENBUSSCHE (not in RePEc) URSULA VOGEL (Deutsche Bundesbank) ENRICA DETRAGIACHE (not in RePEc)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

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

Abstract

Several countries in Central, Eastern, and Southeastern Europe used a rich set of prudential instruments during the recent credit and housing boom and bust cycles. We construct a comprehensive database of these policy measures covering 16 countries at a quarterly frequency. We use this database to investigate whether the policy measures had an impact on housing price inflation. The measures that appeared to be effective were capital measures (minimum capital adequacy ratio, maximum ratio of lending to households to share capital) and nonstandard liquidity measures (marginal reserve requirements (MRRs) on foreign funding, MRRs linked to credit growth).

Technical Details

RePEc Handle
repec:wly:jmoncb:v:47:y:2015:i:s1:p:343-377
Journal Field
Macro
Author Count
3
Added to Database
2026-01-25