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Consumption, house prices, and collateral constraints: a structural econometric analysis Author info | Abstract | Publisher info | Download info | Related research | Statistics Iacoviello, Matteo
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Article provided by Elsevier in its journal Journal of Housing Economics .
Volume (Year): 13 (2004)
Issue (Month): 4 (December)
Pages: 304-320
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Handle: RePEc:eee:jhouse:v:13:y:2004:i:4:p:304-320Contact details of provider: Web page: http://www.elsevier.com/locate/inca/622881
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Paper Matteo Iacoviello, 2004.
"Consumption, House Prices and Collateral Constraints: a Structural Econometric Analysis ,"
Boston College Working Papers in Economics
589, Boston College Department of Economics, revised 13 Sep 2004.
[Downloadable!] Iacoviello, Matteo, 2004.
"Consumption, House Prices and Collateral Constraints: A Structural Econometric Analysis ,"
2004 Meeting Papers
207b, Society for Economic Dynamics.
Matteo Iacoviello, 2004.
"Consumption, House Prices and Collateral Constraints: a Structural Econometric Analysis ,"
2004 Meeting Papers
201, Society for Economic Dynamics.
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Other versions: Kosuke Aoki & James Proudman & Gertjan Vlieghe, 2002.
"Houses as collateral: has the link between house prices and consumption in the U.K. changed? ,"
Economic Policy Review ,
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Morris A. Davis & Jonathan Heathcote, 2005.
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Morris Davis & Jonathan Heathcote, 2004.
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Karl E. Case, John M. Quigley, Robert J. Shiller., 2001.
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Economics Working Papers
E01-308, University of California at Berkeley.
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Cowles Foundation Discussion Papers
1335, Cowles Foundation, Yale University.
[Downloadable!] Karl Case & John Quigley & Robert Shiller, 2005.
"Comparing Wealth Effects: The Stock Market versus the Housing Market ,"
Advances in Macroeconomics ,
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[Downloadable!] (restricted) Kiyotaki, Nobuhiro & Moore, John, 1997.
"Credit Cycles ,"
Journal of Political Economy ,
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Nobuhiro Kiyotaki & John Moore, 1995.
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1995-5, Edinburgh School of Economics, University of Edinburgh.
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"Consumption and Liquidity Constraints: An Empirical Investigation ,"
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Other versions: Matteo Iacoviello, 2005.
"House Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle ,"
American Economic Review ,
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Other versions: Maclennan, Duncan & Muellbauer, John & Stephens, Mark, 1999.
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Other versions: Bernanke, Ben & Gertler, Mark, 1995.
"Inside the Black Box: The Credit Channel of Monetary Policy Transmission ,"
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95-15, C.V. Starr Center for Applied Economics, New York University.
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Ben S. Bernanke & Mark Gertler, 1995.
"Inside the Black Box: The Credit Channel of Monetary Policy Transmission ,"
NBER Working Papers
5146, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Bernanke, Ben S & Gertler, Mark, 1995.
"Inside the Black Box: The Credit Channel of Monetary Policy Transmission ,"
Journal of Economic Perspectives ,
American Economic Association, vol. 9(4), pages 27-48, Fall.
[Downloadable!] (restricted) Schmitt-Grohe, Stephanie & Uribe, Martin, 2003.
"Closing small open economy models ,"
Journal of International Economics ,
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Stephanie Schmitt-Grohe & Martin Uribe, 2002.
"Closing Small Open Economy Models ,"
NBER Working Papers
9270, National Bureau of Economic Research, Inc.
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"Closing Small Open Economy Models ,"
Departmental Working Papers
200115, Rutgers University, Department of Economics.
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"Closing Small Open Economy Models ,"
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[Downloadable!] (restricted) Oriana Bandiera & Gerard Caprio Jr. & Patrick Honohan & Fabio Schiantarelli, 1998.
"Does Financial Reform Raise or Reduce Savings? ,"
Boston College Working Papers in Economics
413, Boston College Department of Economics.
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Other versions: Jonathan McCarthy & Richard W. Peach, 2002.
"Monetary policy transmission to residential investment ,"
Economic Policy Review ,
Federal Reserve Bank of New York, issue May, pages 139-158.
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references Cited by : (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.)
Richard Disney & Sarah Bridges & John Gathergood, 2006.
"Housing Wealth and Household Indebtedness: Is there a Household 'Financial Accelerator'? ,"
Working Papers
2006/12, Czech National Bank, Research Department.
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Kilponen, Juha, 2009.
"Euler consumption equation with non-separable preferences over consumption and leisure and collateral constraints ,"
Research Discussion Papers
9/2009, Bank of Finland.
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Muellbauer, John, 2007.
"Housing and Personal Wealth in a Global Context ,"
Working Papers
UNU-WIDER Research Paper , World Institute for Development Economic Research (UNU-WIDER).
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John N. Muellbauer, 2007.
"Housing, credit and consumer expenditure ,"
Proceedings ,
Federal Reserve Bank of Kansas City, pages 267- 334.
[Downloadable!]
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