Cooling the Mortgage Loan Market: The Effect of Recommended Borrower-Based Limits on New Mortgage Lending
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- Hana Hejlová & Libor Holub & Miroslav Plašil, 2021. "Calibration of Borrower-based Macroprudential Measures for Mortgage Exposures: Rigorous Approach and Its Application to the Czech Republic," Prague Economic Papers, Prague University of Economics and Business, vol. 2021(3), pages 316-335.
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Cited by:
- Jan Klacso, 2024. "Estimating Macro DSTI for Selected EU Countries," Working and Discussion Papers WP 3/2024, Research Department, National Bank of Slovakia.
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More about this item
Keywords
Borrower-based measures; causal forests; Czech Republic; macroprudential recommendations; residential mortgage loans;All these keywords.
JEL classification:
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
- G51 - Financial Economics - - Household Finance - - - Household Savings, Borrowing, Debt, and Wealth
- R31 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - Real Estate Markets, Spatial Production Analysis, and Firm Location - - - Housing Supply and Markets
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2022-04-04 (Banking)
- NEP-CBA-2022-04-04 (Central Banking)
- NEP-CWA-2022-04-04 (Central and Western Asia)
- NEP-MAC-2022-04-04 (Macroeconomics)
- NEP-RMG-2022-04-04 (Risk Management)
- NEP-TRA-2022-04-04 (Transition Economics)
- NEP-URE-2022-04-04 (Urban and Real Estate Economics)
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