Macroprudential and Monetary Policy Interactions in a DSGE Model for Sweden /

We analyse the effects of macroprudential and monetary policies and their interactions using an estimated dynamic stochastic general equilibrium (DSGE) model tailored to Sweden. Households face a ceiling on their loan-to-value ratio and must amortize their mortgages. The government grants mortgage i...

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Bibliografiske detaljer
Hovedforfatter: Chen, Jiaqian
Andre forfattere: Columba, Francesco
Format: Tidsskrift
Sprog:English
Udgivet: Washington, D.C. : International Monetary Fund, 2016.
Serier:IMF Working Papers; Working Paper ; No. 2016/074
Online adgang:Full text available on IMF
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245 1 0 |a Macroprudential and Monetary Policy Interactions in a DSGE Model for Sweden /  |c Jiaqian Chen, Francesco Columba. 
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500 |a <strong>On-Campus Access:</strong> No User ID or Password Required 
506 |a Electronic access restricted to authorized BRAC University faculty, staff and students 
520 3 |a We analyse the effects of macroprudential and monetary policies and their interactions using an estimated dynamic stochastic general equilibrium (DSGE) model tailored to Sweden. Households face a ceiling on their loan-to-value ratio and must amortize their mortgages. The government grants mortgage interest payment deductions. Lending rates are affected by mortgage risk weights. We find that demand-side macroprudential measures are more effective in curbing household debt ratios than monetary policy, and they are less costly in terms of foregone consumption. A tighter macroprudential stance is also found to be welfare improving, by promoting lower consumption volatility in response to shocks, especially when using a combination of macroprudential instruments. 
538 |a Mode of access: Internet 
700 1 |a Columba, Francesco. 
830 0 |a IMF Working Papers; Working Paper ;  |v No. 2016/074 
856 4 0 |z Full text available on IMF  |u http://elibrary.imf.org/view/journals/001/2016/074/001.2016.issue-074-en.xml  |z IMF e-Library