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 …

We consider the effects of global economic policy uncertainty on capital inflows and the
potentially mitigating effect of different macroprudential frameworks and policies on this …

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 …

We develop an integrated micro-macro model framework that is based on household survey
data for a subset of the EU countries that the Household Finance and Consumption Survey …

This paper investigates how monetary policy stance and mortgage market structure affect
non-fundamental house price movements in eleven Euro area countries. Based on a three …

Purpose This paper aims to assess the long-run drivers and short-term dynamics of real
house prices in Sweden for 1986Q1 to 2016Q4. More specifically, the author examines the …

This paper explores the transmission of “news shocks” in a model of the housing market and
shows that anticipated signals or beliefs of future macroeconomic developments can …

The growing literature on macroprudential regulation focuses on how a combination of
monetary and macroprudential policies can boost macroeconomic and financial stability. We …

This paper evaluates the short-run economic and financial implications of tightening the
environmental regulations. We build an Environmental Dynamic Stochastic General …

This paper develops a new methodology for constructing a real estate price index that
utilizes all transaction price information, encompassing both single-sales and repeat-sales …