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Volumn 7, Issue 1, 2011, Pages 285-335

Risky mortgages in a DSGE model

Author keywords

[No Author keywords available]

Indexed keywords


EID: 79952370526     PISSN: 18154654     EISSN: 18157556     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (33)

References (20)
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    • Aoki, K.1    Proudman, J.2    Vlieghe, G.3
  • 3
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    • The Financial Accelerator in a Quantitative Business Cycle Framework
    • ed. J. Taylor and M.Woodford. Amsterdam: North-Holland
    • Bernanke, B., M. Gertler, and S. Gilchrist. 1999. "The Financial Accelerator in a Quantitative Business Cycle Framework." In Handbook of Macroeconomics, Vol. 1, ed. J. Taylor and M.Woodford. Amsterdam: North-Holland.
    • (1999) Handbook of Macroeconomics , vol.1
    • Bernanke, B.1    Gertler, M.2    Gilchrist, S.3
  • 4
    • 79952397440 scopus 로고    scopus 로고
    • A Ripple, Not a Tidal Wave: Foreclosure Prevalence and Foreclosure Discount
    • November
    • Cagan, C. 2006. "A Ripple, Not a Tidal Wave: Foreclosure Prevalence and Foreclosure Discount." Study by First American Real Estate Solutions (November): 1-17.
    • (2006) Study By First American Real Estate Solutions , pp. 1-17
    • Cagan, C.1
  • 6
    • 0000829544 scopus 로고    scopus 로고
    • Agency Costs, NetWorth, and Business Fluctuations: A Computable General Equilibrium Analysis
    • Carlstrom, C. T., and T. S. Fuerst. 1997. "Agency Costs, NetWorth, and Business Fluctuations: A Computable General Equilibrium Analysis." American Economic Review 87 (5): 893-910.
    • (1997) American Economic Review , vol.87 , Issue.5 , pp. 893-910
    • Carlstrom, C.T.1    Fuerst, T.S.2
  • 11
    • 33748941766 scopus 로고    scopus 로고
    • Optimal Monetary Policy with Durable Consumption Goods
    • Erceg, C., and A. Levin. 2006. "Optimal Monetary Policy with Durable Consumption Goods." Journal of Monetary Economics 53 (7): 1341-1359.
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    • Erceg, C.1    Levin, A.2
  • 12
    • 34547677653 scopus 로고    scopus 로고
    • Optimal Interest Rate Rules, Asset Prices, and Credit Frictions
    • Faia, E., and T. Monacelli. 2007. "Optimal Interest Rate Rules, Asset Prices, and Credit Frictions." Journal of Economic Dynamics and Control 31 (10): 3228-354.
    • (2007) Journal of Economic Dynamics and Control , vol.31 , Issue.10 , pp. 3228-3354
    • Faia, E.1    Monacelli, T.2
  • 13
    • 0002797467 scopus 로고    scopus 로고
    • Sectoral Shocks and Aggregate Fluctuations
    • Horvath, M. 2000. "Sectoral Shocks and Aggregate Fluctuations." Journal of Monetary Economics 45 (1): 69-106.
    • (2000) Journal of Monetary Economics , vol.45 , Issue.1 , pp. 69-106
    • Horvath, M.1
  • 14
    • 30844433546 scopus 로고    scopus 로고
    • House Prices, Borrowing Constraints and Monetary Policy in the Business Cycle
    • Iacoviello, M. 2005. "House Prices, Borrowing Constraints and Monetary Policy in the Business Cycle." American Economic Review 95 (3): 739-764.
    • (2005) American Economic Review , vol.95 , Issue.3 , pp. 739-764
    • Iacoviello, M.1
  • 16
    • 85017184115 scopus 로고    scopus 로고
    • Housing Market Spillovers: Evidence from an Estimated DSGE Model
    • Iacoviello, M., and S. Neri. 2010. "Housing Market Spillovers: Evidence from an Estimated DSGE Model." American Economic Journal: Macroeconomics 2 (2): 125-164.
    • (2010) American Economic Journal: Macroeconomics , vol.2 , Issue.2 , pp. 125-164
    • Iacoviello, M.1    Neri, S.2
  • 18
    • 61749088974 scopus 로고    scopus 로고
    • New Keynesian Models, Durable Goods, and Collateral Constraints
    • Monacelli, T. 2009. "New Keynesian Models, Durable Goods, and Collateral Constraints." Journal of Monetary Economics 56 (2): 242-254.
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    • Monacelli, T.1
  • 19
    • 0009424011 scopus 로고
    • Optimal Contracts and Competitive Markets with Costly State Verification
    • Townsend, R. 1979. "Optimal Contracts and Competitive Markets with Costly State Verification." Journal of Economic Theory 21 (2): 265-293.
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    • Townsend, R.1


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