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The effect of borrower-specific loan-to-value policies on household debt, wealth inequality and consumption volatility : an agent-based analysis
Tarne, Ruben; Bezemer, Dirk Johan; Theobald, Thomas - 2021
This paper analyses the effects of borrower-specific credit constraints on macroeconomic outcomes in an agent-based housing market model, calibrated using U.K. household survey data. We apply different Loan-to-Value (LTV) caps for different types of agents: first-time-buyers, second and...
Persistent link: https://www.econbiz.de/10012659147
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The effect of borrower-specific loan-to-value policies on household debt, wealth inequality and consumption volatility: an agent-based analysis
Tarne, Ruben; Bezemer, Dirk Johan; Theobald, Thomas - 2021
This paper analyses the effects of borrower-specific credit constraints on macroeconomic outcomes in an agent-based housing market model, calibrated using U.K. household survey data. We apply different Loan-to-Value (LTV) caps for different types of agents: first-time-buyers, second and...
Persistent link: https://www.econbiz.de/10012614086
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Credit policy and the "debt shift" in advanced economies
Bezemer, Dirk Johan; Ryan-Collins, Josh; Van Lerven, Frank - In: Socio-economic review 21 (2023) 1, pp. 437-478
Persistent link: https://www.econbiz.de/10014318719
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The effect of borrower-specific loan-to-value policies on household debt, wealth inequality and consumption volatility : an agent-based analysis
Tarne, Ruben; Bezemer, Dirk Johan; Theobald, Thomas - In: Journal of economic dynamics & control 144 (2022), pp. 1-35
Persistent link: https://www.econbiz.de/10013543136