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Are Collateral-Constraint Models Ready for Macroprudential Policy Design? / Pablo Ottonello, Diego J. Perez, Paolo Varraso.

NBER Working papers Available online

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Format:
Book
Author/Creator:
Ottonello, Pablo.
Contributor:
National Bureau of Economic Research.
Perez, Diego J.
Varraso, Paolo.
Series:
Working Paper Series (National Bureau of Economic Research) no. w29204.
NBER working paper series no. w29204
Language:
English
Physical Description:
1 online resource: illustrations (black and white);
Place of Publication:
Cambridge, Mass. National Bureau of Economic Research 2021.
Summary:
We study the design of macroprudential policies based on quantitative collateral-constraint models. We show that the desirability of macroprudential policies critically depends on the specific form of collateral used in debt contracts: While inefficiencies arise when current prices affect collateral---a frequent benchmark used to guide policies---they do not when only future prices affect collateral. Since the microfoundations and quantitative predictions of models with future-price collateral constraints do not appear less plausible than those using current prices, we conclude that additional empirical work is essential for the use of these models in macroprudential policy design.
Notes:
Print version record
September 2021.

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