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논문 기본 정보
- 자료유형
- 학술저널
- 저자정보
- 발행연도
- 2015.1
- 수록면
- 119 - 141 (23page)
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Fujimoto et al. (2014) set up a model with financial frictions through search and matching between firms and banks in the loan market. They also show that optimal policy criteria in the model include terms of credit variables. In this paper, we calibrate the model of Fujimoto et al. (2014) for South Korea and investigate the simple and optimal monetary and macroprudential policy rules that include credit variables in addition to the consumption gap and inflation rate as explanatory variables. We compare the performances of a standard Taylor rule and these optimal rules. Numerical simu- lations show that the simple macroprudential and monetary policy rules with credit terms can induce higher welfare than the estimated Taylor rule for the Korean economy. Simultaneously, simple macro- prudential and monetary policy rules with credit terms do not always improve welfare.
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참고문헌 (20)
참고문헌 신청
Basel Committee on Banking Supervision / 2010 / Basel III: A Global Regulatory Framework for More Resilient Banks and Banking Systems
Basel Committee on Banking Supervision / 2014 / Basel III: Leverage Ratio Framework and Disclosure Requirements
Benigno, P. / 2012 / Linear-Quadratic Approximation of Optimal Policy Problems / Journal of Economic Theory 147 (1) : 1 ~ 42
Calvo, G. A. / 1983 / Staggered Prices in a Utility-Maximizing Framework / Journal of Monetary Economics 12 (3) : 983 ~ 998
Choi, J. / 2014 / An Examination of Macroeconomic Fluctuation in Korea: Exploiting a Markov Switching DSGE Approach
Basel Committee on Banking Supervision / 2014 / Basel III: Leverage Ratio Framework and Disclosure Requirements
Benigno, P. / 2012 / Linear-Quadratic Approximation of Optimal Policy Problems / Journal of Economic Theory 147 (1) : 1 ~ 42
Calvo, G. A. / 1983 / Staggered Prices in a Utility-Maximizing Framework / Journal of Monetary Economics 12 (3) : 983 ~ 998
Choi, J. / 2014 / An Examination of Macroeconomic Fluctuation in Korea: Exploiting a Markov Switching DSGE Approach
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