Mortgage Debt and Time-Varying Monetary Policy Transmission
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Cited by:
- Fergus Cumming & Paul Hubert, 2019.
"The role of households' borrowing constraints in the transmission of monetary policy,"
Working Papers
hal-03403257, HAL.
- Fergus Cumming & Paul Hubert, 2019. "The role of households' borrowing constraints in the transmission of monetary policy," Sciences Po publications 20/2019, Sciences Po.
- Cumming, Fergus & Hubert, Paul, 2019. "The role of households’ borrowing constraints in the transmission of monetary policy," Bank of England working papers 836, Bank of England, revised 06 Jan 2020.
- Fergus Cumming & Paul Hubert, 2019. "The Role of Households' Borrowing Constraints in the Transmission of Monetary Policy This paper investigates how the transmission of monetary policy to the real economy depends on the distribution of ," Documents de Travail de l'OFCE 2019-20, Observatoire Francais des Conjonctures Economiques (OFCE).
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More about this item
Keywords
mortgage debt; monetary policy; deleveraging; time-varying VAR; DSGE;All these keywords.
JEL classification:
- E3 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles
- E5 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit
- G2 - Financial Economics - - Financial Institutions and Services
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2018-03-05 (Central Banking)
- NEP-DGE-2018-03-05 (Dynamic General Equilibrium)
- NEP-MAC-2018-03-05 (Macroeconomics)
- NEP-MON-2018-03-05 (Monetary Economics)
- NEP-URE-2018-03-05 (Urban & Real Estate Economics)
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