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Citations for "House prices, consumption, and monetary policy: a financial accelerator approach"

by Kosuke Aoki & James Proudman & Gertjan Vlieghe

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  1. 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.
  2. Marco Terrones & M. Ayhan Kose & Stijn Claessens, 2011. "How Do Business and Financial Cycles Interact?," IMF Working Papers 11/88, International Monetary Fund.
  3. 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.
  4. Besley, Timothy J. & Meads, Neil & Surico, Paolo, 2008. "Household External Finance and Consumption," CEPR Discussion Papers, C.E.P.R. Discussion Papers 6934, C.E.P.R. Discussion Papers.
  5. Elbourne, Adam, 2008. "The UK housing market and the monetary policy transmission mechanism: An SVAR approach," Journal of Housing Economics, Elsevier, Elsevier, vol. 17(1), pages 65-87, March.
  6. Merola, Rossana, 2010. "Optimal monetary policy in a small open economy with financial frictions," Discussion Paper Series 1: Economic Studies 2010,01, Deutsche Bundesbank, Research Centre.
  7. Vincent Labhard & Gabriel Sterne & Chris Young, 2005. "Wealth and consumption: an assessment of the international evidence," Bank of England working papers, Bank of England 275, Bank of England.
  8. Jane Dokko & Brian Doyle & Michael T. Kiley & Jinill Kim & Shane Sherlund & Jae Sim & Skander Van den Heuvel, 2009. "Monetary policy and the housing bubble," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2009-49, Board of Governors of the Federal Reserve System (U.S.).
  9. Beatrice D. Simo-Kengne & Stephen M. Miller & Rangan Gupta & Goodness C. Aye, 2013. "Time-Varying Effects of Housing and Stock Prices on U.S. Consumption," Working papers, University of Connecticut, Department of Economics 2013-13, University of Connecticut, Department of Economics.
  10. Hideaki Hirata & M. Ayhan Kose & Chris Otrok & Marco TerronesÂ, . "Global House Price Fluctuations: Synchronization and Determinants," Working Paper 164451, Harvard University OpenScholar.
  11. Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2013. "Housing and the Great Depression," Working Papers, University of Nevada, Las Vegas , Department of Economics 1301, University of Nevada, Las Vegas , Department of Economics.
  12. 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.
  13. Lombardo, Giovanni & McAdam, Peter, 2012. "Financial market frictions in a model of the Euro area," Economic Modelling, Elsevier, Elsevier, vol. 29(6), pages 2460-2485.
  14. Matteo Iacoviello, 2005. "House Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle," American Economic Review, American Economic Association, American Economic Association, vol. 95(3), pages 739-764, June.
  15. 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.
  16. 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.
  17. 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.
  18. Eloisa T Glindro & Tientip Subhanij & Jessica Szeto & Haibin Zhu, 2010. "Determinants of house prices in nine Asia-Pacific economies," BIS Papers chapters, in: Bank for International Settlements (ed.), The international financial crisis and policy challenges in Asia and the Pacific, volume 52, pages 340-370 Bank for International Settlements.
  19. Beatrice D. Simo-Kengne & Stephen M. Miller & Rangan Gupta, 2013. "Evolution of Monetary Policy in the US: The Role of Asset Prices," Working papers, University of Connecticut, Department of Economics 2013-20, University of Connecticut, Department of Economics, revised Dec 2013.
  20. Koetter, Michael & Poghosyan, Tigran, 2008. "Real estate markets and bank distress," Discussion Paper Series 2: Banking and Financial Studies 2008,18, Deutsche Bundesbank, Research Centre.
  21. Pau Rabanal & Oriol Aspachs-Bracons, 2009. "The Drivers of Housing Cycles in Spain," IMF Working Papers 09/203, International Monetary Fund.
  22. Muellbauer, John & Murphy, Janine Aron & Ant & Aron, Janine & Murphy, Anthony, 2007. "Housing Wealth, Credit Conditions and Consumption," ERES, European Real Estate Society (ERES) eres2007_257, European Real Estate Society (ERES).
  23. De Veirman Emmanuel & Dunstan Ashley, 2011. "Time-Varying Returns, Intertemporal Substitution and Cyclical Variation in Consumption," The B.E. Journal of Macroeconomics, De Gruyter, De Gruyter, vol. 11(1), pages 1-41, July.
  24. Andrew Benito & Haroon Mumtaz, 2006. "Consumption excess sensitivity, liquidity constraints and the collateral role of housing," Bank of England working papers, Bank of England 306, Bank of England.
  25. L. de Haan & E. Sterken, 2002. "Corporate Governance, Relationship Lending and Monetary Policy: Firm-Level Evidence for the Euro Area," WO Research Memoranda (discontinued), Netherlands Central Bank, Research Department 708, Netherlands Central Bank, Research Department.
  26. Roland Füss & Felix Schindler, 2011. "Diversifikationsvorteile verbriefter Immobilienanlagen in einem Mixed‐Asset‐Portfolio," Perspektiven der Wirtschaftspolitik, Verein für Socialpolitik, Verein für Socialpolitik, vol. 12(2), pages 170-191, 05.
  27. Fisher, Lance A. & Otto, Glenn & Voss, Graham M., 2010. "The response of Australian consumption to housing wealth," Journal of Macroeconomics, Elsevier, Elsevier, vol. 32(1), pages 284-299, March.
  28. Javier Gómez Pineda, . "Capital Flows and Monetary Policy," Borradores de Economia 395, Banco de la Republica de Colombia.
  29. Emmanuel De Veirman & Ashley Dunstan, 2010. "Debt dynamics and excess sensitivity of consumption to transitory wealth changes," Reserve Bank of New Zealand Discussion Paper Series DP2010/09, Reserve Bank of New Zealand.
  30. Zhang, Tongbin & Hu, Bo, 2011. "House-Price Crash and Macroeconomic Crisis: A Hong Kong Case Study," MPRA Paper 34962, University Library of Munich, Germany.
  31. Helmut Rainer & Ian Smith, 2010. "Staying together for the sake of the home?: house price shocks and partnership dissolution in the UK," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 173(3), pages 557-574.
  32. Vitek, Francis, 2006. "Measuring the Stance of Monetary Policy in a Closed Economy: A Dynamic Stochastic General Equilibrium Approach," MPRA Paper 801, University Library of Munich, Germany.
  33. John C. Williams, 2011. "Monetary policy in an era of crises," Speech, Federal Reserve Bank of San Francisco 93, Federal Reserve Bank of San Francisco.
  34. Janine Aron & John Muellbauer, 2006. "Housing Wealth, Credit Conditions and Consumption," CSAE Working Paper Series 2006-08, Centre for the Study of African Economies, University of Oxford.
  35. Alexis Derviz, 2012. "Financial frictions and real implications of macroprudential policies," Financial Markets and Portfolio Management, Springer, Springer, vol. 26(3), pages 333-368, September.
  36. Ivan Petrella & Emiliano Santoro, . "Optimal Monetary Policy with Durable Consumption Goods and Factor Demand Linkages," EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics 2009-04, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, revised May 2009.
  37. Inderst, Roman & Mueller, Holger M, 2006. "A Lender-Based Theory of Collateral," CEPR Discussion Papers, C.E.P.R. Discussion Papers 5695, C.E.P.R. Discussion Papers.
  38. Frederic S. Mishkin, 2007. "Housing and the Monetary Transmission Mechanism," NBER Working Papers 13518, National Bureau of Economic Research, Inc.
  39. Dominic Quint & Pau Rabanal, 2013. "Monetary and Macroprudential Policy in an Estimated DSGE Model of the Euro Area," IMF Working Papers 13/209, International Monetary Fund.
  40. Martha López, 2006. "House Prices and Monetary Policy in Colombia," ENSAYOS SOBRE POLÍTICA ECONÓMICA, BANCO DE LA REPÚBLICA - ESPE, BANCO DE LA REPÚBLICA - ESPE.
  41. Alexis Derviz, 2011. "Financial Frictions, Bubbles, and Macroprudential Policies," Working Papers, Czech National Bank, Research Department 2011/04, Czech National Bank, Research Department.
  42. Calza, Alessandro & Monacelli, Tommaso & Stracca, Livio, 2007. "Mortgage Markets, Collateral Constraints, and Monetary Policy: Do Institutional Factors Matter?," CEPR Discussion Papers, C.E.P.R. Discussion Papers 6231, C.E.P.R. Discussion Papers.
  43. Ricardo M. Sousa & António Afonso, 2008. "The Macroeconomic Effects of Fiscal Policy," NIPE Working Papers, NIPE - Universidade do Minho 22/2008, NIPE - Universidade do Minho.
  44. Matteo Iacoviello & Stefano Neri, 2007. "Housing Market Spillovers: Evidence from an Estimated DSGE Model," Boston College Working Papers in Economics, Boston College Department of Economics 659, Boston College Department of Economics, revised 23 Oct 2009.
  45. Javier Guillermo Gómez, 2006. "Capital Flows and Monetary Policy," BORRADORES DE ECONOMIA 002097, BANCO DE LA REPÚBLICA.
  46. Riccardo DiCecio & Edward Nelson, 2007. "An estimated DSGE model for the United Kingdom," Review, Federal Reserve Bank of St. Louis, Federal Reserve Bank of St. Louis, issue Jul, pages 215-232.
  47. Noordegraaf-Eelens, L.H.J. & Franses, Ph.H.B.F., 2014. "Do loss profiles on the mortgage market resonate with changes in macro economic prospects, business cycle movements or policy measures?," Econometric Institute Research Papers EI 2014-08, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  48. 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.
  49. Sandra Gomes & Caterina Mendicino, 2011. "Housing Market Dynamics: Any News?," Working Papers, Banco de Portugal, Economics and Research Department w201121, Banco de Portugal, Economics and Research Department.
  50. Addison-Smyth, Diarmaid & McQuinn, Kieran & O'Reilly, Gerard, 2009. "Modelling Credit in the Irish Mortgage Market," The Economic and Social Review, Economic and Social Studies, Economic and Social Studies, vol. 40(4), pages 371-392.
  51. Ayuso, Juan & Restoy, Fernando, 2006. "House prices and rents: An equilibrium asset pricing approach," Journal of Empirical Finance, Elsevier, Elsevier, vol. 13(3), pages 371-388, June.
  52. Luca Agnello & Ricardo M. Sousa, 2010. "Fiscal Policy and Asset Prices," NIPE Working Papers, NIPE - Universidade do Minho 25/2010, NIPE - Universidade do Minho.
  53. Martha López P., . "La Vivienda como Colateral:Política Monetaria, Precios de la Vivienda y Consumo en Colombia," Borradores de Economia 299, Banco de la Republica de Colombia.
  54. Eloisa T Glindro & Tientip Subhanij & Jessica Szeto & Haibin Zhu, 2008. "Determinants of house prices in nine Asia-Pacific economies," BIS Working Papers 263, Bank for International Settlements.
  55. Adrian Pagan & Tim Robinson, 2011. "Assessing Some Models of the Impact of Financial Stress upon Business Cycles," RBA Research Discussion Papers, Reserve Bank of Australia rdp2011-04, Reserve Bank of Australia.
  56. Luca Agnello & Vitor Castro & Ricardo M. Sousa, 2011. "How Does Fiscal Policy React to Wealth Composition and Asset Prices?," GEMF Working Papers 2011-18, GEMF - Faculdade de Economia, Universidade de Coimbra.
  57. Kevin D. Salyer & Gabriel S. Lee & Victor Dorofeenko, 2010. "Risk Shocks and Housing Markets," 2010 Meeting Papers, Society for Economic Dynamics 451, Society for Economic Dynamics.
  58. Norman Miller & Liang Peng & Michael Sklarz, 2011. "House Prices and Economic Growth," The Journal of Real Estate Finance and Economics, Springer, Springer, vol. 42(4), pages 522-541, May.
  59. Javier Andrés & Óscar J. Arce, 2009. "Banking competition, housing prices and macroeconomic stability," Banco de Espa�a Working Papers 0830, Banco de Espa�a.
  60. Milcheva, Stanimira, 2013. "A bank lending channel or a credit supply shock?," Journal of Macroeconomics, Elsevier, Elsevier, vol. 37(C), pages 314-332.
  61. 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.
  62. Eloisa T Glindro & Tientip Subhanij & Jessica Szeto & Haibin Zhu, 2008. "Are Asia-Pacific Housing Prices Too High For Comfort?," Working Papers, Economic Research Department, Bank of Thailand 2008-11, Economic Research Department, Bank of Thailand.
  63. Fitzpatrick, Trevor & McQuinn, Kieran, 2004. "House Prices and Mortgage Credit: Empirical Evidence for Ireland," Research Technical Papers 5/RT/04, Central Bank of Ireland.
  64. Nobuhiro Kiyotaki & Alexander Michaelides & Kalin Nikolov, 2010. "Winners and Losers in House Markets," Working Papers, Central Bank of Cyprus 2010-5, Central Bank of Cyprus.
  65. Janine Aron & John Muellbauer, 2011. "Wealth, Credit Conditions and Consumption: Evidence from South Africa," Economics Series Working Papers 580, University of Oxford, Department of Economics.
  66. John V. Duca & John Muellbauer & Anthony Murphy, 2010. "Housing markets and the financial crisis of 2007-2009: lessons for the future," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library 33613, London School of Economics and Political Science, LSE Library.
  67. Richard Disney & Sarah Bridges & John Gathergood, . "Housing Wealth and Household Indebtedness: Is there a Household ‘Financial Accelerator’?," Discussion Papers 06/01, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
  68. Frantisek Brazdik & Michal Hlavacek & Ales Marsal, 2011. "Survey of Research on Financial Sector Modeling within DSGE Models: What Central Banks Can Learn from It," Research and Policy Notes, Czech National Bank, Research Department 2011/03, Czech National Bank, Research Department.
  69. Michael Kumhof & Jaromir Benes, 2012. "The Chicago Plan Revisited," IMF Working Papers 12/202, International Monetary Fund.
  70. Jagjit S. Chadha & Germana Corrado & Luisa Corrado, 2013. "Stabilisation Policy in a Model of Consumption, Housing Collateral and Bank Lending," Studies in Economics, Department of Economics, University of Kent 1316, Department of Economics, University of Kent.
  71. Rebecca Craigie & Anella Munro, 2010. "Financial sector amplification and credit cycles in New Zealand," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, Reserve Bank of New Zealand, vol. 73, pages 15-34, June.
  72. Gregory Clark & Neil Cummins, 2010. "Malthus to Modernity: England’s First Fertility Transition, 1760-1800," Working Papers, University of California, Davis, Department of Economics 1013, University of California, Davis, Department of Economics.
  73. Lydon, Reamonn & O'Hanlon, Niall, 2012. "Housing Equity Withdrawal, Property Bubbles and Consumption," Research Technical Papers 05/RT/12, Central Bank of Ireland.
  74. Dilyana Dimova, 2012. "The Role of Consumer Leverage in Generating Financial Crises," Economics Series Working Papers 631, University of Oxford, Department of Economics.
  75. Michael Haliassos & Pany Karamanou & Constantinos Ktoris & George Syrichas, 2008. "Mortgage Debt, Social Customs,and Financial Innovation," Working Papers, Central Bank of Cyprus 2008-2, Central Bank of Cyprus.
  76. Andrew Benito, 2007. "Housing equity as a buffer: evidence from UK households," Bank of England working papers, Bank of England 324, Bank of England.
  77. Ryan Banerjee & Nicoletta Batini, 2003. "UK Consumers’ Habits," Discussion Papers, Monetary Policy Committee Unit, Bank of England 13, Monetary Policy Committee Unit, Bank of England.
  78. Alessandro Calza & Tommaso Monacelli & Livio Stracca, 2013. "Housing Finance And Monetary Policy," Journal of the European Economic Association, European Economic Association, European Economic Association, vol. 11, pages 101-122, 01.
  79. Bojan Markovic, 2006. "Bank capital channels in the monetary transmission mechanism," Bank of England working papers, Bank of England 313, Bank of England.
  80. Musso, Alberto & Neri, Stefano & Stracca, Livio, 2010. "Housing, consumption and monetary policy: how different are the US and the euro area?," Working Paper Series, European Central Bank 1161, European Central Bank.
  81. Afonso, António & Sousa, Ricardo M., 2011. "What are the effects of fiscal policy on asset markets?," Economic Modelling, Elsevier, Elsevier, vol. 28(4), pages 1871-1890, July.
  82. Alexis Derviz, 2011. "Real Implications of Bursting Asset Price Bubbles in Economies with Bank Credit," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, Charles University Prague, Faculty of Social Sciences, vol. 61(1), pages 92-116, January.
  83. Burcu Aydin & Engin Volkan, 2011. "Incorporating Financial Stability in Inflation Targeting Frameworks," IMF Working Papers 11/224, International Monetary Fund.
  84. Ebner, André, 2010. "A micro view on home equity withdrawal and its determinants. Evidence from Dutch households," Discussion Papers in Economics, University of Munich, Department of Economics 11309, University of Munich, Department of Economics.
  85. Samya Beidas-Strom & Weicheng Lian & Ashwaq Maseeh, 2009. "The Housing Cycle in Emerging Middle Eastern Economies and its Macroeconomic Policy Implications," IMF Working Papers 09/288, International Monetary Fund.
  86. John N. Muellbauer, 2007. "Housing, credit and consumer expenditure," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, Federal Reserve Bank of Kansas City, pages 267- 334.
  87. Javier Gómez Pineda, 2004. "A Framework for Macroeconomic Stability in Emerging Market Economies," BORRADORES DE ECONOMIA 001915, BANCO DE LA REPÚBLICA.
  88. Büyükkarabacak, Berrak & Mykhaylova, Olena, 2010. "Housing market dynamics and welfare," MPRA Paper 23322, University Library of Munich, Germany.
  89. M. Shahid Ebrahim, 2008. "Can an Islamic Model of Housing Finance Cooperative Elevate the Economic Status of the Underprivileged?," Papers on Economics of Religion, Department of Economic Theory and Economic History of the University of Granada. 08/04, Department of Economic Theory and Economic History of the University of Granada..
  90. Chiara Forlati & Luisa Lambertini, 2010. "Risky Mortgages in a DSGE Model," Working Papers, Center for Fiscal Policy, Swiss Federal Institute of Technology Lausanne 201002, Center for Fiscal Policy, Swiss Federal Institute of Technology Lausanne, revised Nov 2010.
  91. Nan-Kuang Chen & Yu-Hsi Chou & Jyh-Lin Wu, 2013. "Credit Constraint and the Asymmetric Monetary Policy Effect on House Prices," Pacific Economic Review, Wiley Blackwell, Wiley Blackwell, vol. 18(4), pages 431-455, October.
  92. Matteo Iacoviello & Raoul Minetti, 2002. "The Credit Channel of Monetary Policy: Evidence from the Housing Market," Boston College Working Papers in Economics, Boston College Department of Economics 541, Boston College Department of Economics, revised 29 Aug 2003.
  93. 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.
  94. Meenakshi Basant Roi & Rhys R. Mendes, 2007. "Should Central Banks Adjust Their Target Horizons in Response to House-Price Bubbles?," Discussion Papers 07-4, Bank of Canada.
  95. Hideaki Hirata & M. Ayhan Kose & Christopher Otrok & Marco Terrones, 2013. "Global House Price Fluctuations," IMF Working Papers 13/38, International Monetary Fund.
  96. Emilio Fernandez-Corugedo & John Muellbauer, 2006. "Consumer credit conditions in the United Kingdom," Bank of England working papers, Bank of England 314, Bank of England.
  97. Tatiana Damjanovic & Sarunas Girdenas, 2013. "Should Central Bank respond to the Changes in the Loan to Collateral Value Ratio and in the House Prices?," Discussion Papers, Exeter University, Department of Economics 1303, Exeter University, Department of Economics.
  98. 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.
  99. Jaromir Benes & Michael Kumhof, 2011. "Risky Bank Lending and Optimal Capital Adequacy Regulation," IMF Working Papers 11/130, International Monetary Fund.
  100. Atif R. Mian & Amir Sufi, 2009. "House Prices, Home Equity-Based Borrowing, and the U.S. Household Leverage Crisis," NBER Working Papers 15283, National Bureau of Economic Research, Inc.
  101. Zheng Liu & Pengfei Wang & Tao Zha, 2009. "Do Credit Constraints Amplify Macroeconomic Fluctuations?," Emory Economics, Department of Economics, Emory University (Atlanta) 0910, Department of Economics, Emory University (Atlanta).
  102. Anundsen, André Kallåk & Heebøll, Christian, 2013. "Supply Restrictions, Subprime Lending and Regional US Housing Prices," Memorandum, Oslo University, Department of Economics 04/2013, Oslo University, Department of Economics.
  103. Eickmeier, Sandra & Hofmann, Boris & Worms, Andreas, 2006. "Macroeconomic fluctuations and bank lending: evidence for Germany and the euro area," Discussion Paper Series 1: Economic Studies 2006,34, Deutsche Bundesbank, Research Centre.
  104. Derviz, Alexis, 2013. "Bubbles, bank credit and macroprudential policies," Working Paper Series, European Central Bank 1551, European Central Bank.
  105. Yoichi Matsubayashi, 2010. "Budget Deficits and Current Account in Japan and the U.S.: An Empirical Evidence on the Twin Deficits Hypothesis," Discussion Papers 1010, Graduate School of Economics, Kobe University.
  106. Axel A Weber & Rafael Gerke & Andreas Worms, 2009. "Has the monetary transmission process in the euro area changed? Evidence vased on VAR estimates," BIS Working Papers 276, Bank for International Settlements.
  107. Nobuhiro Kiyotaki & Alexander Michaelides & Kalin Nikolov, 2011. "Winners and Losers in Housing Markets," Journal of Money, Credit and Banking, Blackwell Publishing, Blackwell Publishing, vol. 43, pages 255-296, 03.
  108. Dong Fu, 2007. "National, regional and metro-specific factors of the U.S. housing market," Working Papers, Federal Reserve Bank of Dallas 0707, Federal Reserve Bank of Dallas.
  109. Graham, Liam & Wright, Stephen, 2005. "Modelling nominal debt contracts and fixed rate debt," Economics Letters, Elsevier, Elsevier, vol. 89(2), pages 241-246, November.
  110. Kalin Nikolov & Alex Michaelides & Nobuhiro Kiyotaki, 2007. "From Shirtsleeves to Shirtsleeves in a Long Lifetime," 2007 Meeting Papers, Society for Economic Dynamics 357, Society for Economic Dynamics.
  111. Heeho Kim & SaeWoon Park & Sun Hye Lee, 2012. "House Price and Bank Lending in a Premium Submarket in Korea," International Real Estate Review, Asian Real Estate Society, Asian Real Estate Society, vol. 15(1), pages 1-42.
  112. Davis, E. Philip & Zhu, Haibin, 2011. "Bank lending and commercial property cycles: Some cross-country evidence," Journal of International Money and Finance, Elsevier, Elsevier, vol. 30(1), pages 1-21, February.
  113. Eloisa T. Glindro & Tientip Subhanij & Jessica Szeto & Haibin Zhu, 2011. "Determinants of House Prices in Nine Asia-Pacific Economies," International Journal of Central Banking, International Journal of Central Banking, International Journal of Central Banking, vol. 7(3), pages 163-204, September.
  114. Moss, Charles B. & Mishra, Ashok K. & Uematsu, Hiroki, 2012. "Capital Structure in Modern American Agriculture: Evidence from a National Survey," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington, Agricultural and Applied Economics Association 124727, Agricultural and Applied Economics Association.
  115. 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.
  116. Beatrice D. Simo-Kengne & Rangan Gupta & Goodness C. Aye, 2013. "Macro Shocks And House Prices In South Africa," Working Papers 201302, University of Pretoria, Department of Economics.
  117. Juan Ayuso & Fernando Restoy, 2003. "House prices and rents: an equilibrium asset pricing approach," Banco de Espa�a Working Papers 0304, Banco de Espa�a.
  118. Javier Gómez Pineda, . "A Framework for Macroeconomic Stability in Emerging Market Economies," Borradores de Economia 320, Banco de la Republica de Colombia.
  119. Chen, Nan-Kuang & Cheng, Han-Liang & Mao, Ching-Sheng, 2012. "House price, mortgage premium, and business fluctuations," Economic Modelling, Elsevier, Elsevier, vol. 29(4), pages 1388-1398.
  120. Rigobon, Roberto & Stoker, Thomas M., 2004. "Censored Regressors and Expansion Bias," Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management 4451-03, Massachusetts Institute of Technology (MIT), Sloan School of Management.
  121. 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.
  122. Sae Park & Doo Bahng & Yun Park, 2010. "Price Run-up in Housing Markets, Access to Bank Lending and House Prices in Korea," The Journal of Real Estate Finance and Economics, Springer, Springer, vol. 40(3), pages 332-367, April.
  123. Vitek, Francis, 2006. "Measuring the Stance of Monetary Policy in a Small Open Economy: A Dynamic Stochastic General Equilibrium Approach," MPRA Paper 802, University Library of Munich, Germany.
  124. Chen, Jie, 2006. "Re-evaluating the association between housing wealth and aggregate consumption: New evidence from Sweden," Journal of Housing Economics, Elsevier, Elsevier, vol. 15(4), pages 321-348, December.