Advanced Search
MyIDEAS: Login

Citations for "Housing Market Spillovers: Evidence from an Estimated DSGE Model"

by Matteo Iacoviello & Stefano Neri

For a complete description of this item, click here. For a RSS feed for citations of this item, click here.
as in new window
  1. Jaromír Baxa & Roman Horváth & Borek Vasícek, 2011. "Monetary Policy Rules and Financial Stress: Does Financial Instability Matter for Monetary," Working Papers wpdea1101, Department of Applied Economics at Universitat Autonoma of Barcelona.
  2. PIROVANO, Mara, 2013. "Household and firm leverage, capital flows and monetary policy in a small open economy," Working Papers 2013014, University of Antwerp, Faculty of Applied Economics.
  3. Jan Bruha & Michal Hlavacek & Lubos Komarek, 2013. "Impacts of housing prices on the financial position of households," Occasional Publications - Chapters in Edited Volumes, Czech National Bank, Research Department, in: CNB Financial Stability Report 2012/2013, chapter 0, pages 120-127 Czech National Bank, Research Department.
  4. Robert Kollmann & Marco Ratto & Werner Roeger & Jan in't Veld, 2012. "Fiscal policy, banks and the financial crisis," Working Paper Research, National Bank of Belgium 234, National Bank of Belgium.
  5. Francesco Zanetti & Haroon Mumtaz, 2013. "The Effect of Labor and Financial Frictions on Aggregate Fluctuations," Economics Series Working Papers 690, University of Oxford, Department of Economics.
  6. Lambertini, Luisa & Mendicino, Caterina & Punzi, Maria Teresa, 2010. "Expectations-Driven Cycles in the Housing Market," MPRA Paper 26128, University Library of Munich, Germany.
  7. Ambrogio Cesa-Bianchi, 2012. "Housing Cycles and Macroeconomic Fluctuations: A Global Perspective," Research Department Publications, Inter-American Development Bank, Research Department 4810, Inter-American Development Bank, Research Department.
  8. Victor Dorofeenko & Gabriel Lee & Kevin Salyer, 2010. "Risk Shocks and Housing Markets," Working Papers 1012, University of California, Davis, Department of Economics.
  9. Viktors Ajevskis & Kristine Vitola, 2011. "Housing and Banking in a Small Open Economy DSGE Model," Working Papers 2011/03, Latvijas Banka.
  10. Morris A. Davis & Stijn Van Nieuwerburgh, 2014. "Housing, Finance and the Macroeconomy," NBER Working Papers 20287, National Bureau of Economic Research, Inc.
  11. Jan K. Brueckner & Paul S. Calem & Leonard I. Nakamura, 2011. "Subprime mortgages and the housing bubble," Working Papers 11-12, Federal Reserve Bank of Philadelphia.
  12. Christophe Andre & Rangan Gupta & Patrick T. Kanda, 2011. "Do House Prices Impact Consumption and Interest Rate? Evidence from OECD Countries using an Agnostic Identification Procedure," Working Papers 201118, University of Pretoria, Department of Economics.
  13. Stolbov, M., 2012. "Financial Accelerator Theory and the Russian Mortgage Market," Journal of the New Economic Association, New Economic Association, New Economic Association, vol. 13(1), pages 79-98.
  14. R. Orsi & D. Raggi & F. Turino, 2012. "Size, Trend, and Policy Implications of the Underground Economy," Working Papers wp818, Dipartimento Scienze Economiche, Universita' di Bologna.
  15. Sterk, Vincent, 2010. "Credit frictions and the comovement between durable and non-durable consumption," Journal of Monetary Economics, Elsevier, Elsevier, vol. 57(2), pages 217-225, March.
  16. Camilo E Tovar, 2008. "DSGE models and central banks," BIS Working Papers 258, Bank for International Settlements.
  17. Andrea Nobili & Francesco Zollino, 2012. "A structural model for the housing and credit markets in Italy," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area 887, Bank of Italy, Economic Research and International Relations Area.
  18. Michal Hlavacek & Ondrej Novotny & Marek Rusnak, 2014. "Office Property in Central European Countries," Occasional Publications - Chapters in Edited Volumes, Czech National Bank, Research Department, in: CNB Financial Stability Report 2013/2014, chapter 0, pages 148-155 Czech National Bank, Research Department.
  19. Eickmeier, Sandra & Hofmann, Boris, 2010. "Monetary policy, housing booms and financial (im)balances," Working Paper Series, European Central Bank 1178, European Central Bank.
  20. Midrigan, Virgiliu & Philippon, Thomas, 2011. "Household Leverage and the Recession," CEPR Discussion Papers, C.E.P.R. Discussion Papers 8381, C.E.P.R. Discussion Papers.
  21. G�nter Coenen & Christopher J. Erceg & Charles Freedman & Davide Furceri & Michael Kumhof & Ren� Lalonde & Douglas Laxton & Jesper Lind� & Annabelle Mourougane & Dirk Muir & Susanna Mursula & Ca, 2012. "Effects of Fiscal Stimulus in Structural Models," American Economic Journal: Macroeconomics, American Economic Association, vol. 4(1), pages 22-68, January.
    • Michael Kumhof & Dirk Muir & Carlos de Resende & Jan in ‘t Veld & René Lalonde & Davide Furceri & Annabelle Mourougane & John Roberts & Stephen Snudden & Mathias Trabandt & Günter Coenen &, 2010. "Effects of Fiscal Stimulus in Structural Models," IMF Working Papers 10/73, International Monetary Fund.
  22. Zheng Liu & Pengfei Wang & Tao Zha, 2013. "Land‐Price Dynamics and Macroeconomic Fluctuations," Econometrica, Econometric Society, Econometric Society, vol. 81(3), pages 1147-1184, 05.
  23. In't Veld, Jan & Raciborski, Rafal & Ratto, Marco & Roeger, Werner, 2011. "The recent boom-bust cycle: The relative contribution of capital flows, credit supply and asset bubbles," European Economic Review, Elsevier, vol. 55(3), pages 386-406, April.
  24. Vítor Castro & Ricardo M. Sousa, 2010. "How Do Central Banks React to Wealth Composition and Asset Prices?," NIPE Working Papers, NIPE - Universidade do Minho 26/2010, NIPE - Universidade do Minho.
  25. Taipalus, Katja, 2012. "Detecting asset price bubbles with time-series methods," Scientific Monographs, Bank of Finland E:47/2012, Bank of Finland.
  26. Vittorio Peretti & Rangan Gupta & Roula Inglesi-Lotz, 2012. "Do House Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-Varying Vector Autoregressive Model," Working Papers 201216, University of Pretoria, Department of Economics.
  27. Paul Beaudry & Franck Portier, 2013. "News Driven Business Cycles: Insights and Challenges," NBER Working Papers 19411, National Bureau of Economic Research, Inc.
  28. Gelain, Paolo & Lansing, Kevin J. & Mendicino, Caterina, 2012. "House Prices, Credit Growth, and Excess Volatility: Implications for Monetary and Macroprudential Policy," Dynare Working Papers 21, CEPREMAP.
  29. Dario Caldara & Richard Harrison & Anna Lipinska, 2012. "Practical tools for policy analysis in DSGE models with missing channels," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2012-72, Board of Governors of the Federal Reserve System (U.S.).
  30. Renzo Orsi & Davide Raggi & Francesco Turino, 2013. "Online Appendix to "Size, Trend, and Policy Implications of the Underground Economy"," Technical Appendices 12-217, Review of Economic Dynamics.
  31. Rangan Gupta & Alain Kabundi & Stephen M. Miller, 2009. "Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals," Working Papers 200927, University of Pretoria, Department of Economics.
  32. Eickmeier, Sandra & Marcellino, Massimiliano & Prieto, Esteban, 2013. "Time Variation in Macro-Financial Linkages," CEPR Discussion Papers, C.E.P.R. Discussion Papers 9436, C.E.P.R. Discussion Papers.
  33. Anna Grodecka, 2013. "Subprime borrowers, securitization and the transmission of business cycles," Bonn Econ Discussion Papers, University of Bonn, Germany bgse07_2013, University of Bonn, Germany.
  34. Di Pace, Federico & Hertweck, Matthias S., 2012. "Labour Market Frictions, Monetary Policy and Durable Goods," Dynare Working Papers 20, CEPREMAP.
  35. Guerron-Quintana, Pablo A., 2011. "The implications of inflation in an estimated new Keynesian model," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 35(6), pages 947-962, June.
  36. Garriga, Carlos & Kydland, Finn E. & Å ustek, Roman, 2013. "Mortgages and monetary policy," Working Papers, Federal Reserve Bank of St. Louis 2013-37, Federal Reserve Bank of St. Louis.
  37. Zheng Liu & Jianjun Miao & Tao Zha, 2013. "Land prices and unemployment," Working Paper Series 2013-22, Federal Reserve Bank of San Francisco.
  38. Balcilar, Mehmet & Gupta, Rangan & Shah, Zahra B., 2011. "An in-sample and out-of-sample empirical investigation of the nonlinearity in house prices of South Africa," Economic Modelling, Elsevier, vol. 28(3), pages 891-899, May.
  39. Sandra Gomes & Caterina Mendicino, 2012. "Housing Market Dynamics: Any News?," Working Papers Department of Economics, ISEG - School of Economics and Management, Department of Economics, University of Lisbon 2012/23, ISEG - School of Economics and Management, Department of Economics, University of Lisbon.
  40. Vasilios Plakandaras & Rangan Gupta & Periklis Gogas & Theophilos Papadimitriou, 2014. "Forecasting the U.S. Real House Price Index," Working Papers 2014-473, Department of Research, Ipag Business School.
  41. Paolo Gelain & Kevin J. Lansing, 2013. "House prices, expectations, and time-varying fundamentals," Working Paper Series 2013-03, Federal Reserve Bank of San Francisco.
  42. Svensson, Lars E.O., 2010. "Inflation Targeting," Handbook of Monetary Economics, Elsevier, in: Benjamin M. Friedman & Michael Woodford (ed.), Handbook of Monetary Economics, edition 1, volume 3, chapter 22, pages 1237-1302 Elsevier.
  43. Clark, Gregory & Cummins, Neil, 2010. "Malthus to Modernity: England’s First Fertility Transition, 1760-1800," MPRA Paper 25465, University Library of Munich, Germany.
  44. Mendicino, Caterina, 2008. "On the amplification role of collateral constraints," MPRA Paper 9425, University Library of Munich, Germany.
  45. Sonali Das & Rangan Gupta & Alain Kabundi, 2008. "Could We Have Predicted The Recent Downturn In The South African Housing Market?," Working Papers 200831, University of Pretoria, Department of Economics.
  46. Dreger, Christian & Kholodilin, Konstantin A., 2012. "An early warning system to predict the speculative house price bubbles," Economics Discussion Papers 2012-44, Kiel Institute for the World Economy.
  47. Gupta, Rangan & Jurgilas, Marius & Kabundi, Alain, 2010. "The effect of monetary policy on real house price growth in South Africa: A factor-augmented vector autoregression (FAVAR) approach," Economic Modelling, Elsevier, vol. 27(1), pages 315-323, January.
  48. Julia Lendvai & Werner Roeger, 2010. "External deficits in the Baltics 1995 to 2007: Catching up or imbalances," European Economy - Economic Papers, Directorate General Economic and Monetary Affairs (DG ECFIN), European Commission 398, Directorate General Economic and Monetary Affairs (DG ECFIN), European Commission.
  49. Musso, Alberto & Neri, Stefano & Stracca, Livio, 2011. "Housing, consumption and monetary policy: How different are the US and the euro area?," Journal of Banking & Finance, Elsevier, vol. 35(11), pages 3019-3041, November.
  50. Kwang Hwan Kim & Joonseok Oh, 2014. "Collateral Constraints, Sticky Wages, and Monetary Policy," Working papers 2014rwp-63, Yonsei University, Yonsei Economics Research Institute.
  51. Jane Dokko & Brian M. Doyle & Michael T. Kiley & Jinill Kim & Shane Sherlund & Jae Sim & Skander Van Den Heuvel, 2011. "Monetary policy and the global housing bubble," Economic Policy, CEPR;CES;MSH, CEPR;CES;MSH, vol. 26(66), pages 233-283, 04.
  52. Dario Bonciani & Björn van Roye, 2013. "Uncertainty shocks, banking frictions, and economic activity," Kiel Working Papers 1843, Kiel Institute for the World Economy.
  53. Gerke, Rafael & Jonsson, Magnus & Kliem, Martin & Kolasa, Marcin & Lafourcade, Pierre & Locarno, Alberto & Makarski, Krzysztof & McAdam, Peter, 2012. "Assessing macro-financial linkages: A model comparison exercise," Discussion Papers 02/2012, Deutsche Bundesbank, Research Centre.
  54. Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2012. "The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US," Working papers, University of Connecticut, Department of Economics 2012-12, University of Connecticut, Department of Economics.
  55. Demary, Markus, 2009. "The Link between Output, Inflation, Monetary Policy and Housing Price Dynamics," MPRA Paper 15978, University Library of Munich, Germany.
  56. Pei Kuang, 2013. "Imperfect Knowledge about Asset Prices and Credit Cycles," Discussion Papers, Department of Economics, University of Birmingham 13-02, Department of Economics, University of Birmingham.
  57. Gete, Pedro, 2009. "Housing Markets and Current Account Dynamics," MPRA Paper 20957, University Library of Munich, Germany, revised 24 Feb 2010.
  58. Andrew Lee Smith, 2013. "House Prices, Heterogeneous Banks and Unconventional Monetary Policy Options," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201311, University of Kansas, Department of Economics.
  59. Tony Hall & Jan Jacobs & Adrian Pagan, . "Macro-Econometric System Modelling @75," NCER Working Paper Series, National Centre for Econometric Research 95, National Centre for Econometric Research.
  60. Groshenny, Nicolas, 2013. "Monetary Policy, Inflation And Unemployment: In Defense Of The Federal Reserve," Macroeconomic Dynamics, Cambridge University Press, Cambridge University Press, vol. 17(06), pages 1311-1329, September.
  61. Javier Andrés & J.E. Boscá & Javier Ferri, 2014. "Instruments, rules and household debt: the effects of fiscal policy," Working Papers, International Economics Institute, University of Valencia 1401, International Economics Institute, University of Valencia.
  62. Emmanuel De Veirman & Ashley Dunstan, 2011. "Time-Varying Returns, Intertemporal Substitution and Cyclical Variation in Consumption," CAMA Working Papers 2011-14, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  63. Holger Strulik & Timo Trimborn, 2014. "Natural disasters and macroeconomic performance: The role of residential investment," Center for European, Governance and Economic Development Research Discussion Papers 194, University of Goettingen, Department of Economics.
  64. Leung, Charles Ka Yui, 2014. "Error Correction Dynamics of House Prices: an Equilibrium Benchmark," MPRA Paper 55654, University Library of Munich, Germany.
  65. Zheng Liu & Pengfei Wang & Tao Zha, 2010. "Do credit constraints amplify macroeconomic fluctuations?," Working Paper, Federal Reserve Bank of Atlanta 2010-01, Federal Reserve Bank of Atlanta.
  66. Hylton Hollander & Guangling Liu, 2013. "The equity price channel in a New-Keynesian DSGE model with financial frictions and banking," Working Papers 16/2013, Stellenbosch University, Department of Economics, revised 2014.
  67. Chu, Shiou-Yen, 2013. "Credit frictions and consumption dynamics in an open economy," International Review of Economics & Finance, Elsevier, Elsevier, vol. 27(C), pages 250-260.
  68. Iacoviello, Matteo & Pavan, Marina, 2013. "Housing and debt over the life cycle and over the business cycle," Journal of Monetary Economics, Elsevier, Elsevier, vol. 60(2), pages 221-238.
  69. Rangan Gupta & Marius Jurgilas & Alain Kabundi & Stephen M. Miller, 2011. "Monetary policy and housing sector dynamics in a large-scale Bayesian vector autoregressive model," International Journal of Strategic Property Management, Taylor & Francis Journals, Taylor & Francis Journals, vol. 16(1), pages 1-20, August.
  70. Catte, Pietro & Cova, Pietro & Pagano, Patrizio & Visco, Ignazio, 2011. "The role of macroeconomic policies in the global crisis," Journal of Policy Modeling, Elsevier, Elsevier, vol. 33(6), pages 787-803.
  71. Pei Kuang, 2014. "A Model of Housing and Credit Cycles with Imperfect Market Knowledge," Discussion Papers, Department of Economics, University of Birmingham 14-07, Department of Economics, University of Birmingham.
  72. Bertrand Gruss & Silvia Sgherri, 2009. "The Volatility Costs of Procyclical Lending Standards: An Assessment Using a DSGE Model," Economics Working Papers, European University Institute ECO2009/07, European University Institute.
  73. Gareis, Johannes & Mayer, Eric, 2012. "What drives Ireland's housing market? A Bayesian DSGE approach," W.E.P. - Würzburg Economic Papers 88, University of Würzburg, Chair for Monetary Policy and International Economics.
  74. Kai Carstensen & Oliver Hülsewig & Timo Wollmershäuser, 2009. "Monetary Policy Transmission and House Prices: European Cross-country Evidence," CESifo Working Paper Series 2750, CESifo Group Munich.
  75. Michal Brzoza-Brzezina & Marcin Kolasa, 2013. "Bayesian evaluation of DSGE models with financial frictions," Working Papers, Department of Applied Econometrics, Warsaw School of Economics 71, Department of Applied Econometrics, Warsaw School of Economics.
  76. Zhang, Hewitt & Hu, Yannan & Hu, Bo, 2012. "House-price crash and macroeconomic crisis: a Hong Kong case study," MPRA Paper 35534, University Library of Munich, Germany.
  77. Xi Chen & Michael Funke, 2013. "Renewed Momentum in the German Housing Market: Boom or Bubble?," CESifo Working Paper Series 4287, CESifo Group Munich.
  78. Margarita Rubio, 2009. "Housing market heterogeneity in a monetary union," Banco de Espa�a Working Papers 0916, Banco de Espa�a.
  79. Christian Dreger & Konstantin A. Kholodilin, 2011. "An Early Warning System to Predict the House Price Bubbles," Discussion Papers of DIW Berlin 1142, DIW Berlin, German Institute for Economic Research.
  80. Christophe Andre & Luis A. Gil-Alana & Rangan Gupta, 2013. "Comovement in Euro Area Housing Prices: A Fractional Cointegration Approach," Working Papers 201359, University of Pretoria, Department of Economics.
  81. Angelini, Paolo & Neri, Stefano & Panetta, Fabio, 2012. "Monetary and macroprudential policies," Working Paper Series, European Central Bank 1449, European Central Bank.
  82. Robert Kollmann & Marco Ratto & Werner Roeger & Jan in’t Veld & Lukas Vogel, 2014. "What drives the German current account? And how does it affect other EU member states?," CAMA Working Papers 2014-35, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  83. Kristine Vitola & Ludmila Fadejeva, 2010. "Asset Prices and Financial Frictions in Monetary Transmission: The Case of Latvia," Working Papers 2010/03, Latvijas Banka.
  84. Funke, Michael & Paetz, Michael & Pytlarczyk, Ernest, 2011. "Stock market wealth effects in an estimated DSGE model for Hong Kong," Economic Modelling, Elsevier, vol. 28(1), pages 316-334.
  85. Rangan Gupta & Alain Kabundi & Stephen M. Miller, 2009. "Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States," Working Papers, University of Nevada, Las Vegas , Department of Economics 0916, University of Nevada, Las Vegas , Department of Economics.
  86. Charles A. E. Goodhart & Dimitrios P. Tsomocos, 2011. "The Role of Default in Macroeconomics," IMES Discussion Paper Series 11-E-23, Institute for Monetary and Economic Studies, Bank of Japan.
  87. Gareis, Johannes & Mayer, Eric, 2012. "Euler equations and money market interest rates: The role of monetary and risk premium shocks," W.E.P. - Würzburg Economic Papers 89, University of Würzburg, Chair for Monetary Policy and International Economics.
  88. Francesco Furlanetto & Francesco Ravazzolo & Samad Sarferaz, 2014. "Identification of financial factors in economic fluctuations," Working Paper, Norges Bank 2014/09, Norges Bank.
  89. Bond, Derek & Gallagher, Emer & Ramsey, Elaine, 2012. "A preliminary investigation of northern Ireland's housing market dynamics," MPRA Paper 39806, University Library of Munich, Germany.
  90. Ibrahim Ahamada & Jose Luis Diaz Sanchez, 2013. "A Retrospective Analysis of the House Prices Macro-Relationship in the United States," International Journal of Central Banking, International Journal of Central Banking, International Journal of Central Banking, vol. 9(4), pages 153-174, December.
  91. Lombardo, Giovanni & McAdam, Peter, 2012. "Financial market frictions in a model of the euro area," Working Paper Series, European Central Bank 1423, European Central Bank.
  92. José A Carrasco-Gallego & Margarita Rubio, 2013. "Macroprudential Measures, Housing Markets and Monetary Policy," Discussion Papers 2013/05, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
  93. Alejandro Justiniano & Giorgio Primiceri & Andrea Tambalotti, 2013. "Household leveraging and deleveraging," Staff Reports 602, Federal Reserve Bank of New York.
  94. Giovanni Dell'Ariccia, 2012. "Property Prices and Bank Risk-taking," RBA Annual Conference Volume, in: Alexandra Heath & Frank Packer & Callan Windsor (ed.), Property Markets and Financial Stability Reserve Bank of Australia.
  95. Silvia Sgherri & Bertrand Gruss, 2009. "The Volatility Costs of Procyclical Lending Standards," IMF Working Papers 09/35, International Monetary Fund.
  96. Nils Holinski & Robert Vermeulen, 2012. "The international wealth channel: a global error-correcting analysis," Empirical Economics, Springer, Springer, vol. 43(3), pages 985-1010, December.
  97. Scott Roger & Jan Vlcek, 2011. "Macroeconomic Costs of Higher Bank Capital and Liquidity Requirements," IMF Working Papers 11/103, International Monetary Fund.
  98. Thepthida Sopraseuth & Eleni Iliopulos, 2012. "L'intermédiation financière dans l'analyse macroéconomique : le défi de la crise," Économie et Statistique, Programme National Persée, vol. 451(1), pages 91-130.
  99. Bouchouicha, Ranoua & Ftiti, Zied, 2012. "Real estate markets and the macroeconomy: A dynamic coherence framework," Economic Modelling, Elsevier, vol. 29(5), pages 1820-1829.
  100. Gunes Kamber & Christie Smith & Christoph Thoenissen, 2012. "Financial frictions and the role of investment specific technology shocks in the business cycle," CDMA Working Paper Series 201206, Centre for Dynamic Macroeconomic Analysis.
  101. Alessio Moro & Galo Nuño, 2011. "Does TFP drive housing prices? a growth accounting exercise for four countries," Banco de Espa�a Working Papers 1133, Banco de Espa�a.
  102. Maria Teresa Punzi & Caterina Mendicino, 2014. "House Prices, Capital Inflows and Macroprudential Policy," Department of Economics Working Papers wuwp180, Vienna University of Economics, Department of Economics.
  103. Matteo Luciani, 2012. "Monetary Policy and the Housing Market: A Structural Factor Analysis," Working Papers ECARES, ULB -- Universite Libre de Bruxelles ECARES 2012-035, ULB -- Universite Libre de Bruxelles.
  104. Funke, Michael & Paetz, Michael, 2013. "Housing prices and the business cycle: An empirical application to Hong Kong," Journal of Housing Economics, Elsevier, Elsevier, vol. 22(1), pages 62-76.
  105. Sami Alpanda & Sarah Zubairy, 2013. "Housing and Tax Policy," Working Papers 13-33, Bank of Canada.
  106. I.Fatnassi & S.Chawechi & Zied Ftiti & A.Ben Maatoug, 2014. "Effects of Monetary Policy on the REIT Returns - Evidence from the United Kingdom," Working Papers 2014-063, Department of Research, Ipag Business School.
  107. Milcheva, Stanimira, 2013. "A bank lending channel or a credit supply shock?," Journal of Macroeconomics, Elsevier, Elsevier, vol. 37(C), pages 314-332.
  108. 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.
  109. Moro, Alessio & Nuño, Galo, 2012. "Does total-factor productivity drive housing prices? A growth-accounting exercise for four countries," Economics Letters, Elsevier, vol. 115(2), pages 221-224.
  110. František Brazdik & Michal Hlavacek & Aleš Marsal, 2012. "Survey of Research on Financial Sector Modeling within DSGE Models: What Central Banks Can Learn from It," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, Charles University Prague, Faculty of Social Sciences, vol. 62(3), pages 252-277, July.
  111. Hashmat Khan & Abeer Reza, 2013. "House Prices, Consumption, and Government Spending Shocks," Carleton Economic Papers 13-10, Carleton University, Department of Economics.
  112. Jaromír Beneš & Kirdan Lees, 2010. "Multi-period fixed-rate loans, housing and monetary policy in small open economies," Reserve Bank of New Zealand Discussion Paper Series DP2010/03, Reserve Bank of New Zealand.
  113. Darracq Pariès, Matthieu & Notarpietro, Alessandro, 2008. "Monetary policy and housing prices in an estimated DSGE for the US and the euro area," Working Paper Series, European Central Bank 0972, European Central Bank.
  114. Eva Ortega & Margarita Rubio & Carlos Thomas, 2011. "House purchase versus rental in Spain," Banco de Espa�a Working Papers 1108, Banco de Espa�a.
  115. Andreas Hornstein, 2009. "Problems for a fundamental theory of house prices," Economic Quarterly, Federal Reserve Bank of Richmond, Federal Reserve Bank of Richmond, issue Win, pages 1-24.
  116. Walentin, Karl, 2013. "Business Cycle Implications of Mortgage Spreads," Working Paper Series 275, Sveriges Riksbank (Central Bank of Sweden), revised 01 Mar 2014.
  117. Caterina Mendicino, 2012. "Collateral Requirements: Macroeconomic Fluctuations and Macro-Prudential Policy," Working Papers, Banco de Portugal, Economics and Research Department w201211, Banco de Portugal, Economics and Research Department.
  118. Javier Andrés & José Emilio Boscá & Javier Ferri, 2011. "Household Debt and Labor Market Fluctuations," Working Papers, International Economics Institute, University of Valencia 1102, International Economics Institute, University of Valencia.
  119. Maria Christidou & Panagiotis Konstantinou, 2011. "Housing Market and the Transmission of Monetary Policy: Evidence from U.S. States," Discussion Paper Series 2011_14, Department of Economics, University of Macedonia, revised Sep 2011.
  120. Michał Brzoza-Brzezina & Marcin Kolasa & Krzysztof Makarski, 2011. "The anatomy of standard DSGE models with financial frictions," National Bank of Poland Working Papers 80, National Bank of Poland, Economic Institute.
  121. Werner Roeger & Jan in 't Veld, 2009. "Fiscal policy with credit constrained households," European Economy - Economic Papers, Directorate General Economic and Monetary Affairs (DG ECFIN), European Commission 357, Directorate General Economic and Monetary Affairs (DG ECFIN), European Commission.
  122. Wendy Nyakabawo & Stephen M. Miller & Mehmet Balcilar & Sonali Das & Rangan Gupta, 2013. "Temporal Causality between House Prices and Output in the U. S.: A Bootstrap Rolling-Window Approach," Working Papers 201329, University of Pretoria, Department of Economics.
  123. Eickmeier, Sandra, 2009. "Analyse der Übertragung US-amerikanischer Schocks auf Deutschland auf Basis eines FAVAR," Working Papers 04/2009, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung.
  124. Sami Alpanda & Gino Cateau & Césaire Meh, 2014. "A Policy Model to Analyze Macroprudential Regulations and Monetary Policy," Working Papers 14-6, Bank of Canada.
  125. Katayama, Munechika & Kim, Kwang Hwan, 2013. "The delayed effects of monetary shocks in a two-sector New Keynesian model," Journal of Macroeconomics, Elsevier, Elsevier, vol. 38(PB), pages 243-259.
  126. Pierre-Richard Agénor & K. Alper & Luiz A. Pereira da Silva, 2011. "Capital Regulation, Monetary Policy and Financial Stability," Working Papers Series, Central Bank of Brazil, Research Department 237, Central Bank of Brazil, Research Department.
  127. Arce, Óscar & Manuel Campa, José & Gavilán, Ángel, 2013. "Macroeconomic adjustment under loose financing conditions in the construction sector," European Economic Review, Elsevier, vol. 59(C), pages 19-34.
  128. Rüdiger Budde & Martin Micheli, 2013. "Monitoring regionaler Immobilienpreise," RWI Konjunkturbericht, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, pages 17, December.
  129. Sean Langcake & Tim Robinson, 2013. "An Empirical BVAR-DSGE Model of the Australian Economy," RBA Research Discussion Papers, Reserve Bank of Australia rdp2013-07, Reserve Bank of Australia.
  130. Eva Zamrazilová, 2011. "Monetary Policy: Old Lessons and New Challenges," Politická ekonomie, University of Economics, Prague, University of Economics, Prague, vol. 2011(1), pages 3-21.
  131. Rangan Gupta, 2012. "Forecasting House Prices for the Four Census Regions and the Aggregate US Economy: The Role of a Data-Rich Environment," Working Papers 201214, University of Pretoria, Department of Economics.
  132. Rubén Hernández-Murillo & Michael T. Owyang & Margarita Rubio, 2013. "Clustered housing cycles," Working Papers, Federal Reserve Bank of St. Louis 2013-021, Federal Reserve Bank of St. Louis.
    • Rubén Hernández-Murillo & Michael T Owyang & Margarita Rubio, 2013. "Clustered Housing Cycles," Discussion Papers 2013/02, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
  133. Büyükkarabacak, Berrak & Mykhaylova, Olena, 2010. "Housing market dynamics and welfare," MPRA Paper 23322, University Library of Munich, Germany.
  134. Javier Andrés & José Boscá & Francisco Ferri, 2012. "Household leverage and fiscal multipliers," Banco de Espa�a Working Papers 1215, Banco de Espa�a.
  135. Viktor Dorofeenko & Gabriel S. Lee & Kevin D. Salyer, 2011. "Rationale Erklärungen für Immobilienpreis‐Bubbles: Die Auswirkungen von Risikoschocks auf die Wohnimmobilienpreisvolatilität und die Volatilität von Investitionen in Wohnimmobilien," Perspektiven der Wirtschaftspolitik, Verein für Socialpolitik, vol. 12(2), pages 151-169, 05.
  136. Christopher D. Carroll & Misuzu Otsuka & Jiri Slacalek, 2011. "How Large Are Housing and Financial Wealth Effects? A New Approach," Journal of Money, Credit and Banking, Blackwell Publishing, Blackwell Publishing, vol. 43(1), pages 55-79, 02.
  137. José A Carrasco-Gallego & Margarita Rubio, 2013. "Macroprudential and Monetary Policies: Implications for Financial Stability and Welfare," Discussion Papers 2013/04, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
  138. Maria Teresa Punzi, . "Housing Market and Current Account Imbalances in the International Economy," Discussion Papers 12/09, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
  139. Patrick A. Pintus & Yi Wen, 2010. "Leveraged borrowing and boom-bust cycles," Working Papers, Federal Reserve Bank of St. Louis 2010-027, Federal Reserve Bank of St. Louis.
  140. Rangan Gupta & Rudi Steinbach, 2010. "Forecasting Key Macroeconomic Variables of the South African Economy: A Small Open Economy New Keynesian DSGE-VAR Model," Working Papers 201019, University of Pretoria, Department of Economics.
  141. Stefano Neri, 2010. "Comments on “The drivers of housing cycles in Spain” by Oriol Aspachs-Bracons and Pau Rabanal," SERIEs, Spanish Economic Association, vol. 1(1), pages 131-134, March.
  142. Nan-Kuang Chen & Han-Liang Cheng & Ching-Sheng Mao, 2011. "House Price, Mortgage Premium, and Business Fluctuations," Working Papers 192011, Hong Kong Institute for Monetary Research.
  143. Caterina Mendicino & Maria Tereza Punzi, 2011. "Stabilization Policy and Boom-Bust Cycles - Monetary and Macro-Prudential Rules," Economic Bulletin and Financial Stability Report Articles, Banco de Portugal, Economics and Research Department, Banco de Portugal, Economics and Research Department.
  144. Ivan Jaccard, 2010. "Asset Pricing and Housing Supply in a Production Economy," 2010 Meeting Papers 605, Society for Economic Dynamics.
  145. Ko, Jun-Hyung, 2011. "Productivity shocks and housing market inflations in new Keynesian models," MPRA Paper 33848, University Library of Munich, Germany.
  146. Roman Horvath & Jaromir Baxa & Borek Vasicek, 2011. "How Does Monetary Policy Respond to Financial Stress?," EcoMod2011 2769, EcoMod.
  147. Natalia T. Tamirisa & Alain N. Kabundi & Deniz Igan & Francisco Nadal-De Simone & Marcelo Pinheiro, 2009. "Three Cycles," IMF Working Papers 09/231, International Monetary Fund.
  148. M. Falagiarda & A. Saia, 2013. "Credit, Endogenous Collateral and Risky Assets: A DSGE Model," Working Papers wp916, Dipartimento Scienze Economiche, Universita' di Bologna.
  149. Enrique López Enciso & Andrés Salamanca Lugo, . "El efecto riqueza de la vivienda en Colombia," Borradores de Economia 551, Banco de la Republica de Colombia.
  150. Wadud, I.K.M. Mokhtarul & Bashar, Omar H.M.N. & Ahmed, Huson Joher Ali, 2012. "Monetary policy and the housing market in Australia," Journal of Policy Modeling, Elsevier, Elsevier, vol. 34(6), pages 849-863.
  151. Davis, Morris A., 2009. "The price and quantity of land by legal form of organization in the United States," Regional Science and Urban Economics, Elsevier, vol. 39(3), pages 350-359, May.
  152. Olfa Kaabia & Ilyes Abid, 2012. "Theoretical Channels of International,Transmission During the Subprime Crisis to OCDE Countries : A FAVAR Model Under Bayesian Framework," EconomiX Working Papers 2012-40, University of Paris West - Nanterre la Défense, EconomiX.
  153. Dreger, Christian & Kholodilin, Konstantin A., 2013. "An early warning system to predict speculative house price bubbles," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy, vol. 7(8), pages 1-26.
  154. Pei Kuang, 2013. "Imperfect Knowledge About Asset Prices and Credit Cycles," Discussion Papers, Department of Economics, University of Birmingham 13-02r, Department of Economics, University of Birmingham.
  155. Margarita Rubio, 2014. "Macroprudential Policy Implementation in a Heterogeneous Monetary Union," Discussion Papers 2014/03, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
  156. Zietz, Joachim & Traian, Anca, 2014. "When was the U.S. housing downturn predictable? A comparison of univariate forecasting methods," The Quarterly Review of Economics and Finance, Elsevier, Elsevier, vol. 54(2), pages 271-281.
  157. Gogas, Periklis & Pragidis, Ioannis, 2010. "Does the Interest Risk Premium Predict Housing Prices?," DUTH Research Papers in Economics 1-2010, Democritus University of Thrace, Department of Economics.
  158. Gerlach, Petra & Merola, Rossana, 2013. "Consumption and Credit Constraints: A Model and Evidence for Ireland," Papers, Economic and Social Research Institute (ESRI) WP471, Economic and Social Research Institute (ESRI).
  159. Zhicheng Zhou & Prapatchon Jariyapan, 2013. "The impact of macroeconomic policies to real estate market in People's Republic of China," The Empirical Econometrics and Quantitative Economics Letters, Faculty of Economics, Chiang Mai University, vol. 2(3), pages 75 - 92, September.
  160. Juan S Mora-Sanguinetti & Margarita Rubio, 2013. "Recent Reforms in Spanish Housing Markets: An Evaluation using a DSGE Model," Discussion Papers 2013/03, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
  161. Ahdi N. Ajmi & Vassilios Babalos & Fotini Economou & Rangan Gupta, 2014. "Real Estate Markets and Uncertainty Shocks: A Variance Causality Approach," Working Papers 201436, University of Pretoria, Department of Economics.
  162. Zhang, Tongbin & Hu, Bo, 2011. "House-Price Crash and Macroeconomic Crisis: A Hong Kong Case Study," MPRA Paper 34962, University Library of Munich, Germany.
  163. Rossana Merola, 2013. "The role of financial frictions in the 2007-2008 crisis: an estimated DSGE model," Working Papers Department of Economics, ISEG - School of Economics and Management, Department of Economics, University of Lisbon 2013/08, ISEG - School of Economics and Management, Department of Economics, University of Lisbon.
  164. Gareis, Johannes & Mayer, Eric, 2013. "Euler equations and money market interest rates: The role of monetary policy and risk premium shocks," Economics Letters, Elsevier, vol. 120(1), pages 27-31.
  165. Charles A. E. Goodhart & Carolina Osorio & Dimitrios P. Tsomocos, 2009. "Analysis of Monetary Policy and Financial Stability: A New Paradigm," CESifo Working Paper Series 2885, CESifo Group Munich.