Monetary and Macroprudential Policy Rules in a Model with House Price Booms /

We argue that a stronger emphasis on macrofinancial risk could provide stabilization benefits. Simulations results suggest that strong monetary reactions to accelerator mechanisms that push up credit growth and asset prices could help macroeconomic stability. In addition, using a macroprudential ins...

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Bibliographic Details
Main Author: Scott, Alasdair
Other Authors: Kannan, Prakash, Rabanal, Pau
Format: Journal
Language:English
Published: Washington, D.C. : International Monetary Fund, 2009.
Series:IMF Working Papers; Working Paper ; No. 2009/251
Online Access:Full text available on IMF
Description
Summary:We argue that a stronger emphasis on macrofinancial risk could provide stabilization benefits. Simulations results suggest that strong monetary reactions to accelerator mechanisms that push up credit growth and asset prices could help macroeconomic stability. In addition, using a macroprudential instrument designed specifically to dampen credit market cycles would also be useful. But invariant and rigid policy responses raise the risk of policy errors that could lower, not raise, macroeconomic stability. Hence, discretion would be required.
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Physical Description:1 online resource (36 pages)
Format:Mode of access: Internet
ISSN:1018-5941
Access:Electronic access restricted to authorized BRAC University faculty, staff and students