Macroprudential policy in an agent-based model of the UK housing market

R Baptista, JD Farmer, M Hinterschweiger, K Low… - 2016 - papers.ssrn.com
This paper develops an agent-based model of the UK housing market to study the impact of
macroprudential policies on key housing market indicators. This approach enables us to …

[HTML][HTML] A high-resolution, data-driven agent-based model of the housing market

B Mérő, A Borsos, Z Hosszú, Z Oláh, N Vágó - Journal of Economic …, 2023 - Elsevier
This paper presents a complex, modular, 1: 1 scale model of the Hungarian residential
housing market. All of the 4 million households with their relevant characteristics and all of …

A DSGE-based assessment of nonlinear loan-to-value policies: Evidence from Hong Kong

M Funke, M Paetz - 2012 - papers.ssrn.com
In the wake of the 2008-2009 global financial crisis, the macroeconomic discussion has
returned to the topic of proactive macroprudential policies. One proactive approach, the use …

Dynamic Stochastic General EQUILIBRIUM‐BASED Assessment of Nonlinear Macroprudential Policies: Evidence from Hong Kong

M Funke, M Paetz - Pacific Economic Review, 2018 - Wiley Online Library
In the wake of the 2008–2009 global financial crisis, the macroeconomic discussion has
returned to the topic of proactive macroprudential policies. The use of loan‐to‐value (LTV) …

[PDF][PDF] 双支柱调控政策对我国房价波动的影响

赵孝航 - Modern Management, 2024 - pdf.hanspub.org
摘要作为资产价格的重要组成部分, 房价的波动会影响到金融稳定. 近年来, 监管部门采取了多种
政策措施来控制房价. 本文通过理论和实证, 研究了双支柱调控政策对我国房价的调控效果 …

宏观审慎政策与货币政策搭配的最优工具选择研究

吕江林, 申屠廉盛, 黄哲 - 金融与经济, 2021 - jryjj.org.cn
摘要通过构建一个包含家庭部门, 企业部门, 金融中介, 中央银行这4 个主体部门, 并细分成8
个部门的DSGE 模型来研究货币政策与宏观审慎政策的最优工具搭配问题. 主要结论是 …

Analysing Construction Cost Shocks with a High-Resolution Housing Market Agent-Based Model

B Mérő, A Borsos, Z Hosszú, Z Oláh… - Available at SSRN …, 2022 - papers.ssrn.com
This paper presents a complex, modular, 1: 1 scale model of the Hungarian residential
housing market. All of the 4 million households with their relevant characteristics and all of …

[引用][C] 宏观审慎政策有效性研究

方意 - 世界经济, 2016

[引用][C] 房价波动的宏观审慎政策与货币政策协调效应分析——基于新凯恩斯主义的DSGE 模型

罗娜, 程方楠 - 国际金融研究, 2017

[引用][C] 宏观审慎体制下的金融摩擦与房地产市场

赵胜民, 梁璐璐, 罗琦 - 当代经济科学, 2015