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Pedro Gete

Personal Details

First Name:Pedro
Middle Name:
Last Name:Gete
Suffix:
RePEc Short-ID:pge147
[This author has chosen not to make the email address public]
https://www.ie.edu/faculty/pedro-gete/
Terminal Degree: Department of Economics; University of Chicago (from RePEc Genealogy)

Affiliation

Área de Dirección Financiera
IE Business School
Universidad IE

Madrid, Spain
http://www.ie.edu/esp/claustro/claustro_areas_detalle.asp?id=4
RePEc:edi:adfiees (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Carlos Garriga & Athena Tsouderou & Pedro Gete, 2019. "Housing Dynamics without Homeowners. The Role of I," 2019 Meeting Papers 1407, Society for Economic Dynamics.
  2. Gete, Pedro, 2018. "Lending standards and macroeconomic dynamics," Working Paper Series 2207, European Central Bank.
  3. Gete, Pedro & Zecchetto, Franco, 2017. "Distributional Implications of Government Guarantees in Mortgage Markets," MPRA Paper 80643, University Library of Munich, Germany.
  4. Gete, Pedro & Gomez, Juan Pedro, 2017. "Dealing with Overleverage: Restricting Leverage vs. Restricting Variable Compensation," MPRA Paper 80642, University Library of Munich, Germany.
  5. Gete, Pedro & reher, Michael, 2017. "Mortgage Supply and Housing Rents," MPRA Paper 82856, University Library of Munich, Germany.
  6. Francois Gourio & Pedro Gete, 2015. "Debt Covenants and Macroeconomic Dynamics," 2015 Meeting Papers 1443, Society for Economic Dynamics.
  7. Timothy Yang Bian & Pedro Gete, 2014. "What drives housing dynamics in China? a sign restrictions VAR approach," Globalization Institute Working Papers 193, Federal Reserve Bank of Dallas.
  8. Pedro Gete and Paolo Porchia, 2011. "Fertility and Consumption when Having a Child is a Risky Investment," Working Papers gueconwpa~11-11-03, Georgetown University, Department of Economics.
  9. Pedro Gete and Paolo Porchia, 2011. "A Real Options Analysis of Dual Labor Markets and the Single Labor Contract," Working Papers gueconwpa~11-11-02, Georgetown University, Department of Economics.
  10. University of Chicago & Pedro Gete, 2009. "Housing Markets and Current Account Dynamics," 2009 Meeting Papers 427, Society for Economic Dynamics.

Articles

  1. Carlos Garriga & Pedro Gete & Athena Tsouderou, 2023. "The economic effects of real estate investors," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 51(3), pages 655-685, May.
  2. Rajdeep Chakraborti & Sandeep Dahiya & Lei Ge & Pedro Gete, 2022. "Credit Stimulus, Executive Ownership, and Firm Leverage," Management Science, INFORMS, vol. 68(10), pages 7682-7700, October.
  3. Pedro Gete & Michael Reher, 2021. "Mortgage Securitization and Shadow Bank Lending [The liquidity coverage ratio and liquidity risk monitoring tools]," The Review of Financial Studies, Society for Financial Studies, vol. 34(5), pages 2236-2274.
  4. Gete, Pedro & Melkadze, Givi, 2020. "A quantitative model of international lending of last resort," Journal of International Economics, Elsevier, vol. 123(C).
  5. Gete, Pedro, 2020. "Expectations and the housing boom and bust. An open economy view," Journal of Housing Economics, Elsevier, vol. 49(C).
  6. Pedro Gete & Franco Zecchetto, 2018. "Distributional Implications of Government Guarantees in Mortgage Markets," The Review of Financial Studies, Society for Financial Studies, vol. 31(3), pages 1064-1097.
  7. Pedro Gete & Juan-Pedro Gómez, 2018. "Dealing with Overleverage: Restricting Leverage vs. Restricting Variable Compensation," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 8(01), pages 1-29, March.
  8. Pedro Gete & Michael Reher, 2018. "Mortgage Supply and Housing Rents," The Review of Financial Studies, Society for Financial Studies, vol. 31(12), pages 4884-4911.
  9. Gete, Pedro & Melkadze, Givi, 2018. "Aggregate volatility and international dynamics. The role of credit supply," Journal of International Economics, Elsevier, vol. 111(C), pages 143-158.
  10. Pedro Gete & Juan Pedro Gómez, 2017. "Executive compensation and firm leverage. A policy oriented survey," Financial Stability Review, Banco de España, issue MAY.
  11. Pedro Gete & Michael Reher, 2016. "Two Extensive Margins of Credit and Loan‐to‐Value Policies," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(7), pages 1397-1438, October.
  12. Gete, Pedro & Gómez, Juan-Pedro, 2015. "Compensation contracts and fire sales," Journal of Financial Stability, Elsevier, vol. 18(C), pages 154-171.
  13. Pedro Gete, 2015. "Discussion of Sá and Wieladek," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(S1), pages 257-260, March.
  14. Bian, Timothy Yang & Gete, Pedro, 2015. "What drives housing dynamics in China? A sign restrictions VAR approach," Journal of Macroeconomics, Elsevier, vol. 46(C), pages 96-112.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Gete, Pedro, 2018. "Lending standards and macroeconomic dynamics," Working Paper Series 2207, European Central Bank.

    Cited by:

    1. Ewa Wróbel, 2022. "What drives bank lending policy? The evidence from bank lending survey for Poland," NBP Working Papers 352, Narodowy Bank Polski.
    2. Jens Fittje, 2023. "Risk-shifting, concentration risk, and heterogeneous borrowers," International Economics and Economic Policy, Springer, vol. 20(4), pages 509-536, October.
    3. Dong, Feng & Xu, Zhiwei, 2020. "Cycles of credit expansion and misallocation: The Good, the Bad and the Ugly," Journal of Economic Theory, Elsevier, vol. 186(C).

  2. Gete, Pedro & Zecchetto, Franco, 2017. "Distributional Implications of Government Guarantees in Mortgage Markets," MPRA Paper 80643, University Library of Munich, Germany.

    Cited by:

    1. Kim, Jiseob & Wang, Yicheng, 2018. "Macroeconomic and distributional effects of mortgage guarantee programs for the poor," Journal of Economic Dynamics and Control, Elsevier, vol. 87(C), pages 124-151.
    2. Elenev, Vadim & Landvoigt, Tim & Van Nieuwerburgh, Stijn, 2016. "Phasing out the GSEs," Journal of Monetary Economics, Elsevier, vol. 81(C), pages 111-132.
    3. Serafin J. Grundl & You Suk Kim, 2019. "The Marginal Effect of Government Mortgage Guarantees on Homeownership," Finance and Economics Discussion Series 2019-027, Board of Governors of the Federal Reserve System (U.S.).
    4. Gete, Pedro & reher, Michael, 2017. "Mortgage Supply and Housing Rents," MPRA Paper 82856, University Library of Munich, Germany.
    5. Daniel L. Greenwald & Tim Landvoigt & Stijn Van Nieuwerburgh, 2021. "Financial Fragility with SAM?," Journal of Finance, American Finance Association, vol. 76(2), pages 651-706, April.
    6. Bowden, Roger J. & Posch, Peter N. & Ullmann, Daniel, 2018. "Income distribution in troubled times: Disadvantage and dispersion dynamics in Europe 2005–2013," Finance Research Letters, Elsevier, vol. 25(C), pages 36-40.
    7. Edward J. Pinto & Stephen D. Oliner & Morris A. Davis & Tobias Peter, 2018. "The impact of federal housing policy on housing demand and homeownership: Evidence from a quasi-experiment," AEI Economics Working Papers 968223, American Enterprise Institute.
    8. Kim, Jiseob, 2019. "How foreclosure delays impact mortgage defaults and mortgage modifications," Journal of Macroeconomics, Elsevier, vol. 59(C), pages 18-37.
    9. Kiana Basiri & Babak Mahmoudi & Chenggang Zhou, 2023. "Who benefits the most? Risk pooling in mortgage loan insurance: Evidence from the Canadian mortgage market," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 51(2), pages 311-337, March.
    10. Grundl, Serafin & Kim, You Suk, 2021. "The marginal effect of government mortgage guarantees on homeownership," Journal of Monetary Economics, Elsevier, vol. 119(C), pages 75-89.
    11. Alexei Tchistyi, 2018. "An Equilibrium Model of Housing and Mortgage Markets with State-Contingent Lending Contracts," 2018 Meeting Papers 244, Society for Economic Dynamics.

  3. Gete, Pedro & Gomez, Juan Pedro, 2017. "Dealing with Overleverage: Restricting Leverage vs. Restricting Variable Compensation," MPRA Paper 80642, University Library of Munich, Germany.

    Cited by:

    1. Feess, Eberhard & Wohlschlegel, Ansgar, 2014. "Bank Capital Requirements and Mandatory Deferral of Compensation," MPRA Paper 59456, University Library of Munich, Germany.

  4. Gete, Pedro & reher, Michael, 2017. "Mortgage Supply and Housing Rents," MPRA Paper 82856, University Library of Munich, Germany.

    Cited by:

    1. Howard, Greg & Liebersohn, Jack & Ozimek, Adam, 2023. "The short- and long-run effects of remote work on U.S. housing markets," Journal of Financial Economics, Elsevier, vol. 150(1), pages 166-184.
    2. Elliot Anenberg & Edward Kung, 2018. "Can More Housing Supply Solve the Affordability Crisis? Evidence from a Neighborhood Choice Model," Finance and Economics Discussion Series 2018-035, Board of Governors of the Federal Reserve System (U.S.).
    3. Muñoz, Manuel A., 2020. "Macroprudential policy and the role of institutional investors in housing markets," Working Paper Series 2454, European Central Bank.
    4. D Dulani Jayasuriya & Mohamed Ayaz & Michael Williams, 2023. "The use of digital footprints in the US mortgage market," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 63(1), pages 353-401, March.
    5. Andreas Fuster & Matthew Plosser & James Vickery, 2018. "Does CFPB Oversight Crimp Credit?," Staff Reports 857, Federal Reserve Bank of New York.
    6. Anenberg, Elliot & Kung, Edward, 2020. "Can more housing supply solve the affordability crisis? Evidence from a neighborhood choice model," Regional Science and Urban Economics, Elsevier, vol. 80(C).
    7. Daniel García, 2020. "Employment in the Great Recession: How Important Were Household Credit Supply Shocks?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(1), pages 165-203, February.
    8. Schnabl, Philipp & Vickery, James & Plosser, Matthew, 2018. "The Role of Technology in Mortgage Lending," CEPR Discussion Papers 12961, C.E.P.R. Discussion Papers.
    9. Brian S. Chen & Samuel G. Hanson & Jeremy C. Stein, 2017. "The Decline of Big-Bank Lending to Small Business: Dynamic Impacts on Local Credit and Labor Markets," NBER Working Papers 23843, National Bureau of Economic Research, Inc.
    10. Daniel I. García, 2018. "Employment in the Great Recession : How Important Were Household Credit Supply Shocks?," Finance and Economics Discussion Series 2018-074, Board of Governors of the Federal Reserve System (U.S.).
    11. Steven Laufer & Andrew D. Paciorek, 2016. "The Effects of Mortgage Credit Availability : Evidence from Minimum Credit Score Lending Rules," Finance and Economics Discussion Series 2016-098, Board of Governors of the Federal Reserve System (U.S.).
    12. Howard, Greg & Liebersohn, Jack, 2021. "Why is the rent so darn high? The role of growing demand to live in housing-supply-inelastic cities," Journal of Urban Economics, Elsevier, vol. 124(C).
    13. Lauren Lambie‐Hanson & Wenli Li & Michael Slonkosky, 2022. "Real estate investors and the U.S. housing recovery," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 50(6), pages 1425-1461, November.
    14. Carlos Garriga & Athena Tsouderou & Pedro Gete, 2019. "Housing Dynamics without Homeowners. The Role of I," 2019 Meeting Papers 1407, Society for Economic Dynamics.
    15. Calem, Paul & Correa, Ricardo & Lee, Seung Jung, 2020. "Prudential policies and their impact on credit in the United States," Journal of Financial Intermediation, Elsevier, vol. 42(C).
    16. Bologna, Pierluigi & Cornacchia, Wanda & Galardo, Maddalena, 2022. "Release of a liquidity regulation: What do we learn for credit and house prices?," Journal of Financial Stability, Elsevier, vol. 61(C).
    17. Daniel L. Greenwald & Adam Guren, 2021. "Do Credit Conditions Move House Prices?," NBER Working Papers 29391, National Bureau of Economic Research, Inc.
    18. Rohan Ganduri & Steven Chong Xiao & Serena Wenjing Xiao, 2023. "Tracing the source of liquidity for distressed housing markets," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 51(2), pages 408-440, March.
    19. Franziska Bremus & Thomas Krause & Felix Noth, 2021. "Lender-Specific Mortgage Supply Shocks and Macroeconomic Performance in the United States," Discussion Papers of DIW Berlin 1936, DIW Berlin, German Institute for Economic Research.
    20. Tracey, Belinda & Van Horen, Neeltje, 2021. "The consumption response to borrowing constraints in the mortgage market," Bank of England working papers 919, Bank of England.
    21. Elliot Anenberg & Aurel Hizmo & Edward Kung & Raven S. Molloy, 2017. "Measuring Mortgage Credit Availability : A Frontier Estimation Approach," Finance and Economics Discussion Series 2017-101, Board of Governors of the Federal Reserve System (U.S.).
    22. Bremus, Franziska & Krause, Thomas & Noth, Felix, 2021. "Lender-specific mortgage supply shocks and macroeconomic performance in the United States," IWH Discussion Papers 3/2021, Halle Institute for Economic Research (IWH).
    23. Carlos Garriga & Pedro Gete & Athena Tsouderou, 2023. "The economic effects of real estate investors," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 51(3), pages 655-685, May.
    24. Wayne Passmore & Shane M. Sherlund, 2021. "FHA, Fannie Mae, Freddie Mac and the Great Recession," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 49(3), pages 733-777, September.
    25. Reher, Michael, 2021. "Finance and the supply of housing quality," Journal of Financial Economics, Elsevier, vol. 142(1), pages 357-376.

  5. Timothy Yang Bian & Pedro Gete, 2014. "What drives housing dynamics in China? a sign restrictions VAR approach," Globalization Institute Working Papers 193, Federal Reserve Bank of Dallas.

    Cited by:

    1. Stefan Bruder & Michael Wolf, 2017. "Balanced bootstrap joint confidence bands for structural impulse response functions," ECON - Working Papers 246, Department of Economics - University of Zurich, revised Jan 2018.
    2. Shuping Shi & Abbas Valadkhani & Russell Smyth & Farshid Vahid, 2016. "Dating the Timeline of House Price Bubbles in Australian Capital Cities," The Economic Record, The Economic Society of Australia, vol. 92(299), pages 590-605, December.
    3. Miss Mali Chivakul & Mr. Waikei R Lam & Xiaoguang Liu & Wojciech Maliszewski & Mr. Alfred Schipke, 2015. "Understanding Residential Real Estate in China," IMF Working Papers 2015/084, International Monetary Fund.
    4. Gabrieli, Tommaso & Panagiotidis, Theodore & Xu, Yishuang, 2019. "Pair-wise convergence of intra-city house prices in Beijing," The Journal of Economic Asymmetries, Elsevier, vol. 20(C).
    5. Balcilar, Mehmet & Roubaud, David & Uzuner, Gizem & Wohar, Mark E., 2021. "Housing sector and economic policy uncertainty: A GMM panel VAR approach," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 114-126.
    6. Gregor Bäurle & Rolf Scheufele, 2019. "Credit cycles and real activity: the Swiss case," Empirical Economics, Springer, vol. 56(6), pages 1939-1966, June.
    7. Li, Victor Jing & Cheng, Andy Wui Wing & Cheong, Tsun Se, 2017. "Home purchase restriction and housing price: A distribution dynamics analysis," Regional Science and Urban Economics, Elsevier, vol. 67(C), pages 1-10.
    8. Baumeister, Christiane & Hamilton, James D., 2021. "Reprint: Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions," Journal of International Money and Finance, Elsevier, vol. 114(C).
    9. Kajuth, Florian, 2020. "The German housing market cycle: Answers to FAQs," Discussion Papers 20/2020, Deutsche Bundesbank.
    10. Hongyi Chen & Kenneth ChowAuthor-Workplace-Name: Hong Kong Monetary Authority & Peter Tillmann, 2016. "The Effectiveness of Monetary Policy in China: Evidence from a Qual VAR," Working Papers 062016, Hong Kong Institute for Monetary Research.
    11. Adrienne Mack & Enrique Martínez García, 2011. "A cross-country quarterly database of real house prices: a methodological note," Globalization Institute Working Papers 99, Federal Reserve Bank of Dallas.
    12. Pedro Gete, 2015. "Housing demands, savings gluts and current account dynamics," Globalization Institute Working Papers 221, Federal Reserve Bank of Dallas.
    13. Natalia S. Nikitina, 2022. "Forecasting the Real Estate Price Index in Russia [Прогнозирование Индекса Цен На Недвижимость В России]," Russian Economic Development, Gaidar Institute for Economic Policy, issue 6, pages 23-28, June.
    14. Christiane Baumeister & James D. Hamilton, 2020. "Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions," NBER Working Papers 26606, National Bureau of Economic Research, Inc.
    15. Natalia S. Nikitina, 2022. "Прогнозирование Индекса Цен На Недвижимость В России," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 6, pages 23-28, June.
    16. Chunping Liu & Zhirong Ou, 2021. "What determines China's housing price dynamics? New evidence from a DSGE‐VAR," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(3), pages 3269-3305, July.
    17. Sakuragawa, Masaya & Tobe, Satoshi & Zhou, Mengyuan, 2021. "Chinese housing market and bank credit," Journal of Asian Economics, Elsevier, vol. 76(C).
    18. Mengzhu Zhang & Si Qiao & Xiang Yan, 2021. "The secondary circuit of capital and the making of the suburban property boom in postcrisis Chinese cities," Environment and Planning A, , vol. 53(6), pages 1331-1355, September.
    19. Chunping Liu & Zhirong Ou, 2017. "What determines China's housing price dynamics? New evidence from a DSGE-VAR," NBS Discussion Papers in Economics 2017/04, Economics, Nottingham Business School, Nottingham Trent University.
    20. Jonas Kibala Kuma, 2018. "Structural VAR Model : Theory review and practices on software [Le Modèle VAR Structurel : Eléments de théorie et pratiques sur logiciels]," Post-Print cel-01771221, HAL.
    21. Min Jiang & Liangjie Xin & Xiubin Li & Minghong Tan, 2016. "Spatiotemporal Variation of China’s State-Owned Construction Land Supply from 2003 to 2014," Sustainability, MDPI, vol. 8(11), pages 1-16, November.
    22. Yin Germaschewski, 2023. "House price volatility in China: Demand versus supply," Economic Inquiry, Western Economic Association International, vol. 61(1), pages 199-220, January.
    23. Kajuth, Florian, 2021. "Land leverage and the housing market: Evidence from Germany1," Journal of Housing Economics, Elsevier, vol. 51(C).
    24. Hu, Zhining, 2022. "Six types of government policies and housing prices in China," Economic Modelling, Elsevier, vol. 108(C).

  6. Pedro Gete and Paolo Porchia, 2011. "Fertility and Consumption when Having a Child is a Risky Investment," Working Papers gueconwpa~11-11-03, Georgetown University, Department of Economics.

    Cited by:

    1. Wang, Ruixin, 2015. "Essays on development economics and public economics," Other publications TiSEM e1779514-5b71-4726-925b-2, Tilburg University, School of Economics and Management.
    2. Janina Reinkowski, 2014. "Empirical Essays in the Economics of Ageing and the Economics of Innovation," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 53.
    3. Janina Reinkowski, 2013. "Should We Care that They Care? Grandchild Care and Its Impact on Grandparent Health," ifo Working Paper Series 165, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.

  7. University of Chicago & Pedro Gete, 2009. "Housing Markets and Current Account Dynamics," 2009 Meeting Papers 427, Society for Economic Dynamics.

    Cited by:

    1. Klaus Adam & Pei Kuang & Albert Marcet, 2011. "House Price Booms and the Current Account," NBER Working Papers 17224, National Bureau of Economic Research, Inc.
    2. Rebucci, Alessandro & Ferrero, Andrea & Cesa-Bianchi, Ambrogio, 2017. "International Credit Supply Shocks," CEPR Discussion Papers 12501, C.E.P.R. Discussion Papers.
    3. Hoffmann, Mathias, 2013. "What drives China's current account?," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 856-883.
    4. Chen, Qiuyu & Feng, Ling & Li, Zhiyuan & Lin, Ching-Yi, 2021. "Housing prices and trade surpluses in China: An inter-temporal approach," Journal of International Money and Finance, Elsevier, vol. 110(C).
    5. Jan in't Veld & Robert Kollmann & Marco Ratto & Werner Roeger & Lukas Vogel, 2014. "What drives the German current account? and how does it affect other EU member states?," Globalization Institute Working Papers 176, Federal Reserve Bank of Dallas.
    6. Cesa-Bianchi, Ambrogio & Cespedes, Luis & Rebucci, Alessandro, 2015. "Global liquidity, house prices and the macroeconomy: evidence from advanced and emerging economies," Bank of England working papers 522, Bank of England.
    7. Maria Teresa Punzi, 2012. "Housing Market and Current Account Imbalances in the International Economy," Discussion Papers 12/09, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
    8. Galip Kemal Ozhan, 2015. "Financial Intermediation, Resource Allocation, and Macroeconomic Interdependence," 2015 Papers poz71, Job Market Papers.
    9. Jane K. Dokko & Brian M. Doyle & Skander J. van den Heuvel & Michael T. Kiley & Jinill Kim & Shane M. Sherlund & Jae W. Sim, 2009. "Monetary policy and the housing bubble," Finance and Economics Discussion Series 2009-49, Board of Governors of the Federal Reserve System (U.S.).
    10. Pedro Gete, 2015. "Housing demands, savings gluts and current account dynamics," Globalization Institute Working Papers 221, Federal Reserve Bank of Dallas.
    11. Paolo Gelain & Kevin J. Lansing & Gisle J. Natvik, 2018. "Explaining the Boom–Bust Cycle in the U.S. Housing Market: A Reverse‐Engineering Approach," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(8), pages 1751-1783, December.
    12. Joseph L. Breeden & Jose J. Canals-Cerda, 2016. "Consumer risk appetite, the credit cycle, and the housing bubble," Working Papers 16-5, Federal Reserve Bank of Philadelphia.
    13. Rangan Gupta & Christophe André & Luis Gil-Alana, 2015. "Comovement in Euro area housing prices: A fractional cointegration approach," Urban Studies, Urban Studies Journal Limited, vol. 52(16), pages 3123-3143, December.
    14. Ghassan, Hassan B. & Al-Jefri, Essam H., 2016. "الحساب الجاري للاقتصاد السعودي عبر نموذج داخلي الزمن دلائل من منهجية نموذج التقهقر الذاتي البنيوي [The Current Account of Saudi Economy through Intertemporal Model: Evidence from SVAR]," MPRA Paper 80302, University Library of Munich, Germany, revised Jun 2017.
    15. Hyun Song Shin, 2014. "Adapting Macroprudential Policies to Global Liquidity Conditions," Central Banking, Analysis, and Economic Policies Book Series, in: Miguel Fuentes D. & Claudio E. Raddatz & Carmen M. Reinhart (ed.),Capital Mobility and Monetary Policy, edition 1, volume 18, chapter 2, pages 25-67, Central Bank of Chile.
    16. Adam Czerniak & Michał Rubaszek, 2018. "The Size of the Rental Market and Housing Market Fluctuations," Open Economies Review, Springer, vol. 29(2), pages 261-281, April.
    17. Franjo, Luis, 2018. "International interest rates, the current account and housing markets," Economic Modelling, Elsevier, vol. 75(C), pages 268-280.
    18. Andrea Ferrero, 2012. "House price booms, current account deficits, and low interest rates," Staff Reports 541, Federal Reserve Bank of New York.
    19. Geerolf, François & Grjebine, Thomas, 2013. "House Prices Drive Current Accounts: Evidence from Property Tax Variations," CEPREMAP Working Papers (Docweb) 1315, CEPREMAP.
    20. Pascal Towbin & Mr. Sebastian Weber, 2015. "Price Expectations and the U.S. Housing Boom," IMF Working Papers 2015/182, International Monetary Fund.
    21. Aizenman, Joshua & Jinjarak, Yothin, 2014. "Real estate valuation, current account and credit growth patterns, before and after the 2008–9 crisis," Journal of International Money and Finance, Elsevier, vol. 48(PB), pages 249-270.
    22. Bian, Timothy Yang & Gete, Pedro, 2015. "What drives housing dynamics in China? A sign restrictions VAR approach," Journal of Macroeconomics, Elsevier, vol. 46(C), pages 96-112.
    23. Maurice Obstfeld & Kenneth S. Rogoff, 2009. "Global imbalances and the financial crisis: products of common causes," Proceedings, Federal Reserve Bank of San Francisco, issue Oct, pages 131-172.
    24. Filipa Sá & Tomasz Wieladek, 2015. "Capital Inflows and the U.S. Housing Boom," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(S1), pages 221-256, March.
    25. Luisa Lambertini & Caterina Mendicino & Maria Teresa Punzi, 2011. "Leaning Against Boom-Bust Cycles in Credit and Housing Prices," Working Papers CELEG 1104, Dipartimento di Economia e Finanza, LUISS Guido Carli.
    26. Maas, Daniel & Mayer, Eric & Rüth, Sebastian, 2015. "Current account dynamics and the housing boom and bust cycle in Spain," W.E.P. - Würzburg Economic Papers 94, University of Würzburg, Department of Economics.
    27. Arestis, Philip & Gonzalez-Martinez, Ana Rosa, 2016. "Revisiting the accelerator principle in a world of uncertainty: Some empirical evidence," Economic Modelling, Elsevier, vol. 56(C), pages 35-42.
    28. Jack Favilukis & David Kohn & Sydney C. Ludvigson & Stijn Van Nieuwerburgh, 2012. "International Capital Flows and House Prices: Theory and Evidence," NBER Chapters, in: Housing and the Financial Crisis, pages 235-299, National Bureau of Economic Research, Inc.
    29. Bofinger, Peter & Schnabel, Isabel & Feld, Lars P. & Schmidt, Christoph M. & Wieland, Volker, 2014. "Mehr Vertrauen in Marktprozesse. Jahresgutachten 2014/15 [More confidence in market processes. Annual Report 2014/15]," Annual Economic Reports / Jahresgutachten, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung, volume 127, number 201415.
    30. Andrea Ferrero, 2011. "House Prices Booms and Current Account Deficits," 2011 Meeting Papers 1386, Society for Economic Dynamics.
    31. Pedro Gete, 2015. "Discussion of Sá and Wieladek," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(S1), pages 257-260, March.
    32. Aizenman, Joshua & Jinjarak, Yothin, 2013. "Real Estate Valuation, Current Account, and Credit Growth Patterns Before and After the 2008–2009 Crisis," ADBI Working Papers 429, Asian Development Bank Institute.

Articles

  1. Pedro Gete & Michael Reher, 2021. "Mortgage Securitization and Shadow Bank Lending [The liquidity coverage ratio and liquidity risk monitoring tools]," The Review of Financial Studies, Society for Financial Studies, vol. 34(5), pages 2236-2274.

    Cited by:

    1. Wei, Xin & Liu, Xi & Zhang, Xueyong, 2022. "Shadow banking and the cross-section of stock returns," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 81(C).
    2. Isha Agarwal & Malin Hu & Raluca Roman & Keling Zheng, 2023. "Lending by Servicing: Monetary Policy Transmission Through Shadow Banks," Working Papers 23-14, Federal Reserve Bank of Philadelphia.
    3. Gong, Yifan & Yao, Yuxi, 2022. "Demographic changes and the housing market," Regional Science and Urban Economics, Elsevier, vol. 95(C).
    4. Reher, Michael, 2021. "Finance and the supply of housing quality," Journal of Financial Economics, Elsevier, vol. 142(1), pages 357-376.

  2. Gete, Pedro & Melkadze, Givi, 2020. "A quantitative model of international lending of last resort," Journal of International Economics, Elsevier, vol. 123(C).

    Cited by:

    1. Suarez, Javier & Mendicino, Caterina & Nikolov, Kalin & Rubio-Ramírez, Juan Francisco & Supera, Dominik, 2020. "Twin Defaults and Bank Capital Requirements," CEPR Discussion Papers 14427, C.E.P.R. Discussion Papers.
    2. Caterina Mendicino & Kalin Nikolov & Juan Rubio-Ramirez & Javier Suarez, 2020. "Twin Default Crises," Working Papers 2020-01, FEDEA.
    3. Vadim Elenev & Tim Landvoigt & Stijn Van Nieuwerburgh, 2021. "A Macroeconomic Model With Financially Constrained Producers and Intermediaries," Econometrica, Econometric Society, vol. 89(3), pages 1361-1418, May.
    4. Mateane, Lebogang, 2023. "Risk preferences, global market conditions and foreign debt: Is there any role for the currency composition of FX reserves?," Research in Economics, Elsevier, vol. 77(3), pages 402-418.
    5. Stefano Carattini & Giseong Kim & Givi Melkadze & Aude Pommeret, 2023. "Carbon Taxes and Tariffs, Financial Frictions, and International Spillovers," CESifo Working Paper Series 10851, CESifo.
    6. Mateane, Lebogang, 2020. "Risk preferences, global market conditions and foreign debt: Is there any role for the currency composition of FX reserves?," EconStor Preprints 227484, ZBW - Leibniz Information Centre for Economics.
    7. Peijie Wang & Ping Wang, 2024. "Emerging influence of the RMB on currency markets in a transpiring tri‐polar international monetary system," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(1), pages 443-464, January.
    8. Giovanni Callegari & Ramon Marimon & Adrien Wicht & Luca Zavalloni, 2023. "On a Lender of Last Resort with a Central Bank and a Stability Fund," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 50, pages 106-130, October.

  3. Gete, Pedro, 2020. "Expectations and the housing boom and bust. An open economy view," Journal of Housing Economics, Elsevier, vol. 49(C).

    Cited by:

    1. Hjalmarsson, Erik & Österholm, Pär, 2020. "Heterogeneity in households’ expectations of housing prices – evidence from micro data," Journal of Housing Economics, Elsevier, vol. 50(C).

  4. Pedro Gete & Franco Zecchetto, 2018. "Distributional Implications of Government Guarantees in Mortgage Markets," The Review of Financial Studies, Society for Financial Studies, vol. 31(3), pages 1064-1097.
    See citations under working paper version above.
  5. Pedro Gete & Juan-Pedro Gómez, 2018. "Dealing with Overleverage: Restricting Leverage vs. Restricting Variable Compensation," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 8(01), pages 1-29, March.
    See citations under working paper version above.
  6. Pedro Gete & Michael Reher, 2018. "Mortgage Supply and Housing Rents," The Review of Financial Studies, Society for Financial Studies, vol. 31(12), pages 4884-4911.
    See citations under working paper version above.
  7. Gete, Pedro & Melkadze, Givi, 2018. "Aggregate volatility and international dynamics. The role of credit supply," Journal of International Economics, Elsevier, vol. 111(C), pages 143-158.

    Cited by:

    1. Aidi Tang, 2023. "Financial Integration and International Dynamics: The Role of Volatility Shocks," Mathematics, MDPI, vol. 11(23), pages 1-27, November.
    2. Trung, Nguyen Ba, 2019. "The spillover effects of US economic policy uncertainty on the global economy: A global VAR approach," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 90-110.
    3. Gomez-Gonzalez, Jose Eduardo & Hirs-Garzon, Jorge & Uribe, Jorge M., 2020. "Global effects of US uncertainty: real and financial shocks on real and financial markets," Working papers 69, Red Investigadores de Economía.
    4. Song, Lu & Tian, Gengyu & Jiang, Yonghong, 2022. "Connectedness of commodity, exchange rate and categorical economic policy uncertainties — Evidence from China," The North American Journal of Economics and Finance, Elsevier, vol. 60(C).
    5. Raymond L. Aor & Afees A. Salisu & Isah J. Okpe, 2021. "A Comparative Assessment of the Global Effects of US Monetary and Fiscal Policy Uncertainty Shocks," Advances in Decision Sciences, Asia University, Taiwan, vol. 25(4), pages 89-114, December.
    6. Sangyup Choi & Gabriele Ciminelli & Davide Furceri, 2022. "Is Domestic Uncertainty a Local Pull Factor Driving Foreign Capital Inflows? New Cross-Country Evidence," CAMA Working Papers 2022-64, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    7. Muhammad Arif Khan & Xuezhi Qin & Khalil Jebran, 2020. "Uncertainty and leverage nexus: does trade credit matter?," Eurasian Business Review, Springer;Eurasia Business and Economics Society, vol. 10(3), pages 355-389, September.
    8. Nguyen Ba Trung, 2022. "Output fluctuations and portfolio flows to emerging economies: The role of monetary uncertainty," International Finance, Wiley Blackwell, vol. 25(3), pages 285-295, December.

  8. Pedro Gete & Michael Reher, 2016. "Two Extensive Margins of Credit and Loan‐to‐Value Policies," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(7), pages 1397-1438, October.

    Cited by:

    1. José G. Montalvo & Amedeo Piolatto & Josep Raya, 2019. "Transaction-tax evasion in the housing market," Working Papers 2019/03, Institut d'Economia de Barcelona (IEB).
    2. Gete, Pedro & Zecchetto, Franco, 2017. "Distributional Implications of Government Guarantees in Mortgage Markets," MPRA Paper 80643, University Library of Munich, Germany.
    3. Arpit Gupta & Christopher Hansman, 2022. "Selection, Leverage, and Default in the Mortgage Market," The Review of Financial Studies, Society for Financial Studies, vol. 35(2), pages 720-770.
    4. Mavropoulos, Antonios & Xiong, Qizhou, 2019. "Housing consumption and macroprudential policies in Europe: An ex ante evaluation," IWH Discussion Papers 17/2018, Halle Institute for Economic Research (IWH), revised 2019.
    5. Guangyang Chen & Kai Dong & Shaonan Wang & Xiuli Du & Ronghua Zhou & Zhongwei Yang, 2022. "The Dynamic Relationship among Bank Credit, House Prices and Carbon Dioxide Emissions in China," IJERPH, MDPI, vol. 19(16), pages 1-18, August.
    6. Michael Ehrmann & Michael Ziegelmeyer, 2017. "Mortgage Choice in the Euro Area: Macroeconomic Determinants and the Effect of Monetary Policy on Debt Burdens," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(2-3), pages 469-494, March.
    7. Irani, Rustom M & van Bekkum, Sjoerd & Gabarro, Marc & Peydró, José-Luis, 2019. "Take It to the Limit? The Effects of Household Leverage Caps," CEPR Discussion Papers 13503, C.E.P.R. Discussion Papers.
    8. Vorada Limjaroenrat, 2017. "Distributional Effects of Monetary Policy on Housing Bubbles: Some Evidence," PIER Discussion Papers 74, Puey Ungphakorn Institute for Economic Research.
    9. Gete, Pedro & reher, Michael, 2017. "Mortgage Supply and Housing Rents," MPRA Paper 82856, University Library of Munich, Germany.
    10. Kai Dong & Ching-Ter Chang & Shaonan Wang & Xiaoxi Liu, 2021. "The Dynamic Correlation among Financial Leverage, House Price, and Consumer Expenditure in China," Sustainability, MDPI, vol. 13(5), pages 1-18, March.
    11. Kösem, Sevim, 2021. "Income inequality, mortgage debt and house prices," Bank of England working papers 921, Bank of England.
    12. Yosi Borochov & Boris A. Portnov, 2021. "Estimating Environmentally Adjusted Risks of Mortgage Arrears for Different Socioeconomic Groups of Borrowers," European Research Studies Journal, European Research Studies Journal, vol. 0(2), pages 595-620.

  9. Gete, Pedro & Gómez, Juan-Pedro, 2015. "Compensation contracts and fire sales," Journal of Financial Stability, Elsevier, vol. 18(C), pages 154-171.

    Cited by:

    1. Pedro Gete & Juan-Pedro Gómez, 2018. "Dealing with Overleverage: Restricting Leverage vs. Restricting Variable Compensation," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 8(01), pages 1-29, March.

  10. Pedro Gete, 2015. "Discussion of Sá and Wieladek," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(S1), pages 257-260, March.

    Cited by:

    1. Rabah Arezki & Thorsten Beck & Robert Deyoung & John V. Duca & Prakash Loungani & Anthony Murphy, 2015. "Conference on Housing, Stability, and the Macroeconomy: International Perspectives," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(S1), pages 1-11, March.

  11. Bian, Timothy Yang & Gete, Pedro, 2015. "What drives housing dynamics in China? A sign restrictions VAR approach," Journal of Macroeconomics, Elsevier, vol. 46(C), pages 96-112.
    See citations under working paper version above.

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 10 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (5) 2014-11-22 2015-12-01 2017-08-13 2018-02-05 2018-12-10. Author is listed
  2. NEP-BAN: Banking (4) 2017-08-13 2018-02-05 2018-12-10 2019-10-07
  3. NEP-URE: Urban and Real Estate Economics (4) 2014-11-22 2017-08-13 2018-02-05 2019-10-07
  4. NEP-DGE: Dynamic General Equilibrium (3) 2011-11-07 2015-12-01 2018-12-10
  5. NEP-LAB: Labour Economics (2) 2011-10-22 2011-11-07
  6. NEP-REG: Regulation (2) 2011-10-22 2011-11-07
  7. NEP-CIS: Confederation of Independent States (1) 2011-10-22
  8. NEP-CNA: China (1) 2014-11-22
  9. NEP-DEM: Demographic Economics (1) 2011-11-07
  10. NEP-HRM: Human Capital and Human Resource Management (1) 2017-08-13
  11. NEP-LMA: Labor Markets - Supply, Demand, and Wages (1) 2011-10-22
  12. NEP-RMG: Risk Management (1) 2018-12-10
  13. NEP-TRA: Transition Economics (1) 2014-11-22

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