MoNK: Mortgages in a New-Keynesian model

B-Tier
Journal: Journal of Economic Dynamics and Control
Year: 2021
Volume: 123
Issue: C

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

There has been much interest recently in the role of household long-term, mortgage, debt in the transmission of monetary policy. This paper offers a tractable framework that integrates the long-term debt channel with the standard New-Keynesian channel, providing a tool for monetary policy analysis that reflects the recent debates in the literature. As there is a nontrivial role in the model for both short- and long-term debt, it provides a laboratory to investigate the effects of monetary policy operating not only through its current short-term actions but also through expected, persistent, changes in its stance.

Technical Details

RePEc Handle
repec:eee:dyncon:v:123:y:2021:i:c:s016518892030227x
Journal Field
Macro
Author Count
3
Added to Database
2026-01-25