Mitigating the Deadly Embrace in Financial Cycles : Countercyclical Buffers and Loan-to-Value Limits /

This paper presents a new version of MAPMOD (Mark II) to study the effectiveness of macroprudential regulations. We extend the original model by explicitly modeling the housing market. We show how household demand for housing, house prices, and bank mortgages are intertwined in what we call a deadly...

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Hlavní autor: Benes, Jaromir
Další autoři: Laxton, Douglas, Mongardini, Joannes
Médium: Časopis
Jazyk:English
Vydáno: Washington, D.C. : International Monetary Fund, 2016.
Edice:IMF Working Papers; Working Paper ; No. 2016/087
On-line přístup:Full text available on IMF
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100 1 |a Benes, Jaromir. 
245 1 0 |a Mitigating the Deadly Embrace in Financial Cycles :   |b Countercyclical Buffers and Loan-to-Value Limits /  |c Jaromir Benes, Douglas Laxton, Joannes Mongardini. 
264 1 |a Washington, D.C. :  |b International Monetary Fund,  |c 2016. 
300 |a 1 online resource (26 pages) 
490 1 |a IMF Working Papers 
500 |a <strong>Off-Campus Access:</strong> No User ID or Password Required 
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 This paper presents a new version of MAPMOD (Mark II) to study the effectiveness of macroprudential regulations. We extend the original model by explicitly modeling the housing market. We show how household demand for housing, house prices, and bank mortgages are intertwined in what we call a deadly embrace. Without macroprudential policies, this deadly embrace naturally leads to housing boom and bust cycles, which can be very costly for the economy, as shown by the Global Financial Crisis of 2008-09. 
538 |a Mode of access: Internet 
700 1 |a Laxton, Douglas. 
700 1 |a Mongardini, Joannes. 
830 0 |a IMF Working Papers; Working Paper ;  |v No. 2016/087 
856 4 0 |z Full text available on IMF  |u http://elibrary.imf.org/view/journals/001/2016/087/001.2016.issue-087-en.xml  |z IMF e-Library