House price dynamics, optimal ltv limits and the liquidity trap

HIGHLIGHTS

  • who: Eggertsson and collaborators from the University of Oxford Bank of England have published the article: House Price Dynamics, Optimal LTV Limits and the Liquidity Trap, in the Journal: (JOURNAL)
  • what: The authors compare a baseline scenario characterized by a standard interest rate rule for monetary policy and a fixed LTV limit with a regime in which the policymaker optimally sets the nominal interest rate and the LTV limit to minimize the welfare-based loss function.

SUMMARY

    Similarly, the function Γτht measures housing holding costs, expressed in deviation from a target . . .

     

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