• Medientyp: E-Book; Bericht
  • Titel: Policy mandates for macro-prudential and monetary policies in a new Keynesian framework
  • Beteiligte: Levine, Paul [Verfasser:in]; Lima, Diana [Verfasser:in]
  • Erschienen: Frankfurt a. M.: European Central Bank (ECB), 2015
  • Sprache: Englisch
  • Schlagwörter: DSGE ; E50 ; macro-prudential policy ; G28 ; monetary policy ; Financial frictions ; E30
  • Entstehung:
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  • Beschreibung: In the aftermath of the financial crisis, the role of monetary policy and macro-prudential regulation in promoting financial stability is under discussion. The old debate concerning whether monetary policy should respond to credit and asset price bubbles was revived, whereas macro-prudential regulation is being assessed as an alternative macroeconomic tool to deal with financial imbalances. The paper explores both sides of the debate in a New Keynesian framework with financial frictions by comparing the welfare and stabilisation impacts of distinct policy regimes. First, we investigate whether there is a welfare benefit from monetary policy leaning against financial instability. We show that monetary policy rules of this type perform better than conventional monetary rules. Second, by introducing macro-prudential regulation in the model, results from optimal policy analysis suggest also that there are welfare gains, even in the case in which monetary and macro-prudential authorities are independent and react to their own policy goal.
  • Zugangsstatus: Freier Zugang