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Anthony Murphy

Citations

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Wikipedia or ReplicationWiki mentions

(Only mentions on Wikipedia that link back to a page on a RePEc service)
  1. Duca, John V. & Muellbauer, John & Murphy, Anthony, 2010. "Housing markets and the financial crisis of 2007-2009: Lessons for the future," Journal of Financial Stability, Elsevier, vol. 6(4), pages 203-217, December.

    Mentioned in:

    1. Helikoptergeld in Wikipedia (German)

Working papers

  1. Marwan Izzeldin & Emmanuel Mamatzakis & Anthony Murphy & Mike G. Tsionas, 2020. "A Novel MIMIC-Style Model of European Bank Technical Efficiency and Productivity Growth," Working Papers 2012, Federal Reserve Bank of Dallas.

    Cited by:

    1. Mamatzakis, Emmanuel C. & Ongena, Steven & Tsionas, Mike G., 2021. "Does alternative finance moderate bank fragility? Evidence from the euro area," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 72(C).

  2. Tyler Atkinson & Jim Dolmas & Christoffer Koch & Evan F. Koenig & Karel Mertens & Anthony Murphy & Kei-Mu Yi, 2020. "Mobility and Engagement Following the SARS-Cov-2 Outbreak," Working Papers 2014, Federal Reserve Bank of Dallas.

    Cited by:

    1. Sitian Liu & Yichen Su, 2020. "The Impact of the COVID-19 Pandemic on the Demand for Density: Evidence from the U.S. Housing Market," Working Papers 2024, Federal Reserve Bank of Dallas, revised 23 Oct 2020.
    2. Daniel Aaronson & Scott A. Brave & Michael Fogarty & Ezra Karger & Spencer D. Krane, 2021. "Tracking U.S. Consumers in Real Time with a New Weekly Index of Retail Trade," Working Paper Series WP-2021-05, Federal Reserve Bank of Chicago, revised 18 Jun 2021.
    3. Paul Ho & Thomas A. Lubik & Christian Matthes, 2020. "How To Go Viral: A COVID-19 Model with Endogenously Time-Varying Parameters," Working Paper 20-10, Federal Reserve Bank of Richmond.
    4. Peter Fuleky, 2020. "Nowcasting the Trajectory of the COVID-19 Recovery," Working Papers 202022, University of Hawaii at Manoa, Department of Economics.
    5. Constantin Bürgi & Nisan Gorgulu, 2020. "Social Distancing and the Economic Impact of Covid-19 in the United States," CESifo Working Paper Series 8577, CESifo.
    6. Xinba Li & Chuanrong Zhang, 2021. "Did the COVID-19 Pandemic Crisis Affect Housing Prices Evenly in the U.S.?," Sustainability, MDPI, vol. 13(21), pages 1-28, November.
    7. Brave, Scott A. & Butters, R. Andrew & Fogarty, Michael, 2022. "The perils of working with big data, and a SMALL checklist you can use to recognize them," Business Horizons, Elsevier, vol. 65(4), pages 481-492.
    8. Daniel J. Lewis & Karel Mertens & James H. Stock & Mihir Trivedi, 2020. "High Frequency Data and a Weekly Economic Index during the Pandemic," Staff Reports 954, Federal Reserve Bank of New York.

  3. Shan Luo & Anthony Murphy, 2020. "Understanding the Exposure at Default Risk of Commercial Real Estate Construction and Land Development Loans," Working Papers 2007, Federal Reserve Bank of Dallas.

    Cited by:

    1. Frank Ranganai Matenda & Mabutho Sibanda & Eriyoti Chikodza & Victor Gumbo, 2021. "Determinants of corporate exposure at default under distressed economic and financial conditions in a developing economy: the case of Zimbabwe," Risk Management, Palgrave Macmillan, vol. 23(1), pages 123-149, June.
    2. Gianmarco Bet & Francesco Dainelli & Eugenio Fabrizi, 2023. "The financial health of a company and the risk of its default: Back to the future," Papers 2302.10140, arXiv.org.
    3. Wattanawongwan, Suttisak & Mues, Christophe & Okhrati, Ramin & Choudhry, Taufiq & So, Mee Chi, 2023. "A mixture model for credit card exposure at default using the GAMLSS framework," International Journal of Forecasting, Elsevier, vol. 39(1), pages 503-518.

  4. Ruijun Bu & Rodrigo Hizmeri & Marwan Izzeldin & Anthony Murphy & Mike G. Tsionas, 2019. "The Contribution of Jump Signs and Activity to Forecasting Stock Price Volatility," Working Papers 1902, Federal Reserve Bank of Dallas, revised 17 Dec 2022.

    Cited by:

    1. Hu, Genhua & Ma, Xiaoqing & Zhu, Tingting, 2025. "Forecasting volatility of China’s crude oil futures based on hybrid ML-HAR-RV models," The North American Journal of Economics and Finance, Elsevier, vol. 78(C).
    2. Emmanuel C Mamatzakis, 2025. "Reflecting on the contributions of Professor Tsionas in time series analysis, asset price modelling, and forecasting," Tourism Economics, , vol. 31(1), pages 14-23, February.
    3. Shan Lu, 2025. "Pricing VXX Options With Observable Volatility Dynamics From High‐Frequency VIX Index," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 45(7), pages 771-801, July.
    4. Hizmeri, Rodrigo & Izzeldin, Marwan & Urga, Giovanni, 2025. "Identifying the underlying components of high-frequency data: Pure vs jump diffusion processes," Journal of Empirical Finance, Elsevier, vol. 81(C).
    5. Dumitru, Ana Maria H. & Hizmeri, Rodrigo & Izzeldin, Marwan, 2025. "Forecasting the realized variance in the presence of intraday periodicity," Journal of Banking & Finance, Elsevier, vol. 170(C).
    6. Zhu, Haibin & Bai, Lu & He, Lidan & Liu, Zhi, 2023. "Forecasting realized volatility with machine learning: Panel data perspective," Journal of Empirical Finance, Elsevier, vol. 73(C), pages 251-271.
    7. Song, Yuping & Huang, Jiefei & Zhang, Qichao & Xu, Yang, 2024. "Heterogeneity effect of positive and negative jumps on the realized volatility: Evidence from China," Economic Modelling, Elsevier, vol. 136(C).

  5. Anthony Murphy, 2018. "The Death of the Phillips Curve?," Working Papers 1801, Federal Reserve Bank of Dallas.

    Cited by:

    1. Hooper, Peter & Mishkin, Frederic S. & Sufi, Amir, 2020. "Prospects for inflation in a high pressure economy: Is the Phillips curve dead or is it just hibernating?," Research in Economics, Elsevier, vol. 74(1), pages 26-62.

  6. John V. Duca & John Muellbauer & Anthony Murphy, 2011. "House Prices and Credit Constraints: Making Sense of the U.S. Experience," SERC Discussion Papers 0077, Centre for Economic Performance, LSE.

    Cited by:

    1. Tambalotti, Andrea & Primiceri, Giorgio & Justiniano, Alejandro, 2013. "Household Leveraging and Deleveraging," CEPR Discussion Papers 9671, Centre for Economic Policy Research.
    2. Paz-Pardo, Gonzalo, 2021. "Homeownership and portfolio choice over the generations," Working Paper Series 2522, European Central Bank.
    3. Rüdiger Bachmann & Sebastian K. Rüth, 2020. "Systematic Monetary Policy And The Macroeconomic Effects Of Shifts In Residential Loan‐To‐Value Ratios," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 61(2), pages 503-530, May.
    4. Janine Aron & John Muellbauer & Anthony Murphy, 2010. "Credit, Housing Collateral and Consumption: Evidence from the UK, Japan and the US," Economics Series Working Papers 487, University of Oxford, Department of Economics.
    5. McInerney, Niall, 2019. "Macroprudential Policy, Banking and the Real Estate Sector," MPRA Paper 91777, University Library of Munich, Germany.
    6. Ales Melecky & Daniel Paksi, 2023. "European Housing Prices Through the Lens of Trends," Prague Economic Papers, Prague University of Economics and Business, vol. 2023(5), pages 488-519.
    7. Knut Are Aastveit & Bruno Albuquerque & André Anundsen, 2020. "Changing supply elasticities and regional housing booms," Bank of England working papers 844, Bank of England.
    8. Anundsen, André Kallåk, 2013. "Economic Regime Shifts and the US Subprime Bubble," Memorandum 05/2013, Oslo University, Department of Economics.
    9. John V. Duca & David C. Ling, 2015. "The other (commercial) real estate boom and bust: the effects of risk premia and regulatory capital arbitrage," Working Papers 1504, Federal Reserve Bank of Dallas.
    10. Yavuz Arslan & Bulent Guler & Temel Taskin, 2015. "Joint Dynamics of House Prices and Foreclosures," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(S1), pages 133-169, March.
    11. Carozzi, Felipe & Hilber, Christian A.L. & Yu, Xiaolun, 2024. "On the economic impacts of mortgage credit expansion policies: Evidence from help to buy," Journal of Urban Economics, Elsevier, vol. 139(C).
    12. Essi Eerola & Niku Maattanen, 2018. "Borrowing constraints and housing market liquidity," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 27, pages 184-204, January.
    13. Kelly, Robert & O'Malley, Terence & O'Toole, Conor, 2015. "Designing Macro-prudential Policy in Mortgage Lending: Do First Time Buyers Default Less?," Research Technical Papers 02/RT/15, Central Bank of Ireland.
    14. William D. Larson, 2022. "Effects of Mortgage Interest Rates on House Price Appreciation: The Role of Payment Constraints," FHFA Staff Working Papers 22-04, Federal Housing Finance Agency.
    15. Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti, 2014. "Credit Supply and the Housing Boom," Working Paper Series WP-2014-21, Federal Reserve Bank of Chicago.
    16. Verma, Akhilesh Kumar & McQuinn, Kieran, 2024. "Assessing expectations of European house prices," Quarterly Economic Commentary: Special Articles, Economic and Social Research Institute (ESRI).
    17. Kelly, Robert & O'Toole, Conor, 2016. "Lending Conditions and Loan Default: What Can We Learn From UK Buy-to-Let Loans?," Research Technical Papers 04/RT/16, Central Bank of Ireland.
    18. Robert Hill & Iqbal A. Syed, 2012. "Hedonic Price-Rent Ratios, User Cost, and Departures from Equilibrium in the Housing Market," Discussion Papers 2012-45, School of Economics, The University of New South Wales.
    19. Bergin, Adele & Duffy, David & Foley, Daniel & Garcia Rodriguez, Abian & Lawless, Martina & Mc Inerney, Niall & McQuinn, Kieran, 2016. "Ireland’s Economic Outlook: Perspectives and Policy Challenges," Forecasting Report, Economic and Social Research Institute (ESRI), number EO1 edited by Bergin, Adele & Morgenroth, Edgar & McQuinn, Kieran, February.
    20. Tambalotti, Andrea & Primiceri, Giorgio & Justiniano, Alejandro, 2013. "The Effects of the Saving and Banking Glut on the U.S. Economy," CEPR Discussion Papers 9729, Centre for Economic Policy Research.
    21. Paul Jackson & Florian Madison, 2019. "Entrepreneurial finance, home equity, and monetary policy," ECON - Working Papers 322, Department of Economics - University of Zurich, revised Jun 2020.
    22. David C. Ling & Joseph T.L. Ooi & Thao T.T. Le, 2015. "Explaining House Price Dynamics: Isolating the Role of Nonfundamentals," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(S1), pages 87-125, March.
    23. William A. Branch & Nicolas Petrosky-Nadeau & Guillaume Rocheteau, 2014. "Financial Frictions, the Housing Market, and Unemployment," Working Paper Series 2014-26, Federal Reserve Bank of San Francisco.
    24. Eugenio Caverzasi & Daniele Tori, 2018. "The Financial Innovation Hypothesis: Schumpeter, Minsky and the sub-prime mortgage crisis," Working Papers PKWP1815, Post Keynesian Economics Society (PKES).
    25. Meta Brown & Sarah Stein & Basit Zafar, 2015. "The Impact of Housing Markets on Consumer Debt: Credit Report Evidence from 1999 to 2012," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(S1), pages 175-213, March.
    26. Robert M. Dunsky & James R. Follain & Seth H. Giertz, 2021. "Pricing Credit Risk for Mortgages: Credit Risk Spreads and Heterogeneity across Housing Markets," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 49(3), pages 997-1032, September.
    27. International Monetary Fund, 2016. "Ireland: Financial Sector Assessment Program: Technical Note-Macroprudential Policy Framework," IMF Staff Country Reports 2016/316, International Monetary Fund.
    28. John V. Duca & John Muellbauer & Anthony Murphy, 2016. "How Mortgage Finance Reform Could Affect Housing," American Economic Review, American Economic Association, vol. 106(5), pages 620-624, May.
    29. McQuinn, Kieran & O'Toole, Conor & O'Shea, Dónal, 2024. "Quarterly Economic Commentary, Winter 2024," Forecasting Report, Economic and Social Research Institute (ESRI), number QEC2024WIN, February.
    30. Kelly, Robert & McCann, Fergal & O'Toole, Conor, 2015. "Credit conditions, macroprudential policy and house prices," Research Technical Papers 06/RT/15, Central Bank of Ireland.
    31. Robert Kelly & Kieran McQuinn, 2014. "On the Hook for Impaired Bank Lending: Do Sovereign-Bank Interlinkages Affect the Net Cost of a Fiscal Stimulus?," International Journal of Central Banking, International Journal of Central Banking, vol. 10(3), pages 95-128, September.
    32. Pedro Gete, 2015. "Housing demands, savings gluts and current account dynamics," Globalization Institute Working Papers 221, Federal Reserve Bank of Dallas.
    33. Yoo, Jinhyuk, 2017. "Capital injection to banks versus debt relief to households," IMFS Working Paper Series 111, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
    34. Fabian Lindner, 2014. "The Interaction of Mortgage Credit and Housing Prices in the US," IMK Working Paper 133-2014, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
    35. Slaymaker, Rachel & O'Toole, Conor & McQuinn, Kieran & Fahy, Mike, 2018. "Monetary policy normalisation and mortgage arrears in a recovering economy: The case of the Irish residential market," Papers WP613, Economic and Social Research Institute (ESRI).
    36. Francis E Warnock & Veronica Cacdac Warnock, 2012. "Developing Housing Finance Systems," RBA Annual Conference Volume (Discontinued), in: Alexandra Heath & Frank Packer & Callan Windsor (ed.),Property Markets and Financial Stability, Reserve Bank of Australia.
    37. Douglas Kiarelly Godoy de Araujo & João Barata R B Barroso & Rodrigo Barbone Gonzalez, 2017. "Loan-to-value policy and housing finance: effects on constrained borrowers," BIS Working Papers 673, Bank for International Settlements.
    38. Cronin, David & McQuinn, Kieran, 2016. "Credit availability, macroprudential regulations and the house price-to-rent ratio," Journal of Policy Modeling, Elsevier, vol. 38(5), pages 971-984.
    39. Cardaci, Alberto, 2018. "Inequality, household debt and financial instability: An agent-based perspective," Journal of Economic Behavior & Organization, Elsevier, vol. 149(C), pages 434-458.
    40. Allen Head & Amy Hongfei Sun & Chenggang Zhou, 2016. "Default, Mortgage Standards And Housing Liquidity," Working Paper 1359, Economics Department, Queen's University.
    41. Mark Cassidy & Niamh Hallissey, 2016. "The Introduction of Macroprudential Measures for the Irish Mortgage Market," The Economic and Social Review, Economic and Social Studies, vol. 47(2), pages 271-297.
    42. Bank for International Settlements, 2012. "Operationalising the selection and application of macroprudential instruments," CGFS Papers, Bank for International Settlements, number 48.
    43. David Hendry & John Muellbauer, 2017. "The future of macroeconomics: Macro theory and models at the Bank of England," Economics Series Working Papers 832, University of Oxford, Department of Economics.
    44. De Schryder, Selien & Opitz, Frederic, 2021. "Macroprudential policy and its impact on the credit cycle," Journal of Financial Stability, Elsevier, vol. 53(C).
    45. Lu Han & Chandler Lutz & Benjamin Sand & Derek Stacey, 2018. "Do Financial Constraints Cool a Housing Boom?," Working Papers 073, Toronto Metropolitan University, Department of Economics.
    46. Frank Warnock, 2012. "Discussant remarks on John V Duca, John Muellbauer and Anthony Murphy’s paper "Credit standards and the bubble in US house prices: new econometric evidence"," BIS Papers chapters, in: Bank for International Settlements (ed.), Property markets and financial stability, volume 64, pages 69-70, Bank for International Settlements.
    47. Lyons, Ronan C., 2018. "Credit conditions and the housing price ratio: Evidence from Ireland’s boom and bust," Journal of Housing Economics, Elsevier, vol. 42(C), pages 84-96.
    48. Ruben Tarne & Dirk Bezemer, 2023. "ousing affordability in a monetary economy: an agent-based model of the Dutch housing market," IMK Working Paper 222-2023, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
    49. Cronin, David & McQuinn, Kieran, 2017. "Credit conditions and tenure choice: a cross-country examination," Papers WP582, Economic and Social Research Institute (ESRI).
    50. Patrik Kupkovic, 2026. "Long-Run Transition vs. Short- Run Adjustment: Modeling Slovakia’s Macroprudential Policy Path," Working and Discussion Papers WP 6/2026, Research Department, National Bank of Slovakia.
    51. Dietsch, Michel & Petey, Joël, 2015. "The credit-risk implications of home ownership promotion: The effects of public subsidies and adjustable-rate loans," Journal of Housing Economics, Elsevier, vol. 28(C), pages 103-120.
    52. Duca, John V., 2017. "The Great Depression versus the Great Recession in the U.S.: How fiscal, monetary, and financial polices compare," Journal of Economic Dynamics and Control, Elsevier, vol. 81(C), pages 50-64.
    53. Dean Corbae & Erwan Quintin, 2015. "Leverage and the Foreclosure Crisis," Journal of Political Economy, University of Chicago Press, vol. 123(1), pages 1-65.
    54. Robert Hill, 2013. "How Can One Tell When the Housing Market Is Out of Equilibrium?," ERES eres2013_59, European Real Estate Society (ERES).
    55. Jasper de Jong & Emmanuel De Veirman, 2019. "Heterogeneity and Asymmetric Macroeconomic Effects of Changes in Loan-to-Value Limits," Working Papers 635, DNB.
    56. Ronan C Lyons, 2017. "Credit conditions and the housing price ratio: evidence from Ireland's bubble and crash," Trinity Economics Papers tep0717, Trinity College Dublin, Department of Economics.
    57. Gianni La Cava, 2016. "Housing prices, mortgage interest rates and the rising share of capital income in the United States," BIS Working Papers 572, Bank for International Settlements.
    58. Fabian Lindner, 2013. "The Housing Wealth Effect on Consumption Reconsidered," IMK Working Paper 115-2013, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
    59. Bergin, Adele & Garcia Rodriguez, Abian & Mc Inerney, Niall & Morgenroth, Edgar, 2016. "Baseline: Methodology, Assumptions and Projections," Book Chapters, in: Ireland’s Economic Outlook: Perspectives and Policy Challenges, Economic and Social Research Institute (ESRI).
    60. J. R. Kim & K. Chung, 2014. "Regime switching and the (in)stability of the price-rent relationship: evidence from the US," Applied Economics, Taylor & Francis Journals, vol. 46(33), pages 4041-4052, November.
    61. Henrik Jensen & Ivan Petrella & Søren Hove Ravn & Emiliano Santoro, 2020. "Leverage and Deepening Business-Cycle Skewness," American Economic Journal: Macroeconomics, American Economic Association, vol. 12(1), pages 245-281, January.
    62. Mr. Pau Rabanal & Mr. Christopher W. Crowe & Mr. Giovanni Dell'Ariccia & Ms. Deniz O Igan, 2011. "How to Deal with Real Estate Booms: Lessons from Country Experiences," IMF Working Papers 2011/091, International Monetary Fund.
    63. William Hedberg & John Krainer, 2012. "Housing supply and foreclosures," Working Paper Series 2012-20, Federal Reserve Bank of San Francisco.
    64. Yao, Fang, 2022. "Estimating the Trend of the House Price to Income Ratio in Ireland," Research Technical Papers 8/RT/22, Central Bank of Ireland.
    65. Siu Kei Wong & Kuang Kuang Deng & Ka Shing Cheung, 2024. "Starter Home Premium and Housing Affordability," The Journal of Real Estate Finance and Economics, Springer, vol. 68(1), pages 52-73, January.
    66. Dungey, Mardi & Doko Tchatoka, Firmin & Yanotti, María B., 2018. "Endogeneity in household mortgage choice," Economic Modelling, Elsevier, vol. 73(C), pages 30-44.
    67. Richard Keely & Ronan C. Lyons, 2022. "Housing Prices, Yields and Credit Conditions in Dublin since 1945," The Journal of Real Estate Finance and Economics, Springer, vol. 64(3), pages 404-439, April.
    68. Kelly, Robert & O'Malley, Terry & O'Toole, Conor, 2014. "Do first time buyers default less? Implications for macro-prudential policy," Economic Letters 14/EL/14, Central Bank of Ireland.
    69. Giovanni Dell'Ariccia & Deniz Igan, 2014. "Dealing with real estate booms," Chapters, in: Susan Wachter & Man Cho & Moon Joong Tcha (ed.), The Global Financial Crisis and Housing, chapter 13, pages 313-338, Edward Elgar Publishing.
    70. Trent Saunders & Peter Tulip, 2020. "A Model of the Australian Housing Market," The Economic Record, The Economic Society of Australia, vol. 96(S1), pages 1-25, June.
    71. Karpestam, Peter & Johansson, Sebastian, 2019. "Interest-only-mortgages and housing market fluctuations in Denmark," Journal of Housing Economics, Elsevier, vol. 46(C).
    72. Levy, Daniel & Snir, Avichai, 2018. "Here Lives a Wealthy Man: Price Rigidity and Predictability in Luxury Housing Markets," EconStor Preprints 175843, ZBW - Leibniz Information Centre for Economics.
    73. Kieran McQuinn & Teresa Monteiro & Conor O’Toole, 2021. "House Price Expectations, Labour Market Developments and the House Price to Rent Ratio: A User Cost of Capital Approach," The Journal of Real Estate Finance and Economics, Springer, vol. 62(1), pages 25-47, January.
    74. Josh Ryan‐Collins, 2021. "Private Landed Property and Finance: A Checkered History," American Journal of Economics and Sociology, Wiley Blackwell, vol. 80(2), pages 465-502, March.
    75. Itzhak Ben-David & Pascal Towbin & Sebastian Weber, 2019. "Inferring Expectations from Observables: Evidence from the Housing Market," NBER Working Papers 25702, National Bureau of Economic Research, Inc.
    76. Yahong Zhang, 2015. "Household Debt, Financial Intermediation, and Monetary Policy," Working Papers 1504, University of Windsor, Department of Economics.
    77. McQuinn, Kieran, 2020. "Property prices and Covid-19 related administrative closures: What are the implications?," Papers WP661, Economic and Social Research Institute (ESRI).
    78. John Muellbauer, 2016. "Macroeconomics and Consumption," Economics Series Working Papers Paper-811, University of Oxford, Department of Economics.
    79. Popov, Alexander & Laeven, Luc, 2016. "Waking up from the American dream: on the experience of young Americans during the housing boom of the 2000s," Working Paper Series 1910, European Central Bank.
    80. Stefano Colonnello & Roberto Marfè & Qizhou Xiong, 2021. "Housing Yields," Working Papers 2021:21, Department of Economics, University of Venice "Ca' Foscari", revised 2021.
    81. Kelly, Robert & O’Toole, Conor, 2018. "Mortgage default, lending conditions and macroprudential policy: Loan-level evidence from UK buy-to-lets," Journal of Financial Stability, Elsevier, vol. 36(C), pages 322-335.
    82. Milcheva, Stanimira & Zhu, Bing, 2016. "Bank integration and co-movements across housing markets," Journal of Banking & Finance, Elsevier, vol. 72(S), pages 148-171.
    83. Eugenio Caverzasi, 2012. "From the Financial Instability Hypothesis to the theory of Capital Market Inflation: a structural interpretation of the sub-prime crisis," DEM Working Papers Series 018, University of Pavia, Department of Economics and Management.
    84. McQuinn, Kieran & O’Toole, Conor & Slaymaker, Rachel, 2021. "Credit access, macroprudential rules and policy interventions: Lessons for potential first time buyers," Journal of Policy Modeling, Elsevier, vol. 43(5), pages 944-963.
    85. John V Duca & John Muellbauer & Anthony Murphy, 2012. "Credit standards and the bubble in US house prices: new econometric evidence," BIS Papers chapters, in: Bank for International Settlements (ed.), Property markets and financial stability, volume 64, pages 83-89, Bank for International Settlements.
    86. Kelly, Jane & Mazza, Elena, 2019. "Mortgage servicing burdens and LTI caps," Financial Stability Notes 13/FS/19, Central Bank of Ireland.
    87. David C. Ling & Andy Naranjo & Benjamin Scheick, 2016. "Credit Availability and Asset Pricing Dynamics in Illiquid Markets: Evidence from Commercial Real Estate Markets," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(7), pages 1321-1362, October.
    88. Mr. Adrian Alter & Elizabeth M. Mahoney, 2020. "Household Debt and House Prices-at-risk: A Tale of Two Countries," IMF Working Papers 2020/042, International Monetary Fund.
    89. Sommer, Kamila & Sullivan, Paul & Verbrugge, Randal, 2013. "The equilibrium effect of fundamentals on house prices and rents," Journal of Monetary Economics, Elsevier, vol. 60(7), pages 854-870.
    90. R diger Bachmann & Sebastian R th, 2017. "Systematic Monetary Policy And The Macroeconomic Effects Of Shifts In Loan-To-Value Ratios," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 17/934, Ghent University, Faculty of Economics and Business Administration.
    91. Petra Gerlach-Kristen, 2014. "Testing the Permanent Income Hypothesis for Irish Households, 1994 to 2005," The Economic and Social Review, Economic and Social Studies, vol. 45(4), pages 511-535.
    92. Choi, Chi-Young & Hansz, J. Andrew, 2021. "From banking integration to housing market integration - Evidence from the comovement of U.S. Metropolitan House Prices," Journal of Financial Stability, Elsevier, vol. 54(C).
    93. Duffy, David & Foley, Daniel & McQuinn, Kieran & Mc Inerney, Niall, 2016. "An Empirical Assessment of the Macroprudential Measures in the Irish Housing Market," Research Notes RN2016/3/1, Economic and Social Research Institute (ESRI).
    94. Sonia Gilbukh & Andrew Haughwout & Rebecca J. Landau & Joseph Tracy, 2023. "The price‐to‐rent ratio: A macroprudential application," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 51(2), pages 503-532, March.
    95. Nitzan Tzur-Ilan, 2019. "Macroprudential Policy: Implementation, Effects, And Lessons," Israel Economic Review, Bank of Israel, vol. 17(1), pages 39-71.
    96. John V. Duca & Lilit Popoyan & Susan M. Wachter, 2019. "Real Estate And The Great Crisis: Lessons For Macroprudential Policy," Contemporary Economic Policy, Western Economic Association International, vol. 37(1), pages 121-137, January.
    97. 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.
    98. Waltl, Sofie R., 2018. "Estimating quantile-specific rental yields for residential housing in Sydney," Regional Science and Urban Economics, Elsevier, vol. 68(C), pages 204-225.
    99. Nikodem Szumilo & Enrico Vanino, 2021. "Are Government and Bank Loans Substitutes or Complements? Evidence from Spatial Discontinuity in Equity Loans," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 49(3), pages 968-996, September.
    100. André K. Anundsen, 2019. "Detecting Imbalances in House Prices: What Goes Up Must Come Down?," Scandinavian Journal of Economics, Wiley Blackwell, vol. 121(4), pages 1587-1619, October.
    101. Susan Wachter & Man Cho & Moon Joong Tcha (ed.), 2014. "The Global Financial Crisis and Housing," Books, Edward Elgar Publishing, number 15685.
    102. Eugenio Caverzasi, 2014. "Minsky and the Subprime Mortgage Crisis: The Financial Instability Hypothesis in the Era of Financialization," Economics Working Paper Archive wp_796, Levy Economics Institute.
    103. Sheng Guo & William G. Hardin, 2017. "Financial and Housing Wealth, Expenditures and the Dividend to Ownership," The Journal of Real Estate Finance and Economics, Springer, vol. 54(1), pages 58-96, January.
    104. Moramarco, Graziano, 2024. "Financial-cycle ratios and medium-term predictions of GDP: Evidence from the United States," International Journal of Forecasting, Elsevier, vol. 40(2), pages 777-795.
    105. Stanimira Milcheva, 2012. "Monetary policy, financial intermediation, current account and housing market - how do they fit together?," ERES eres2012_151, European Real Estate Society (ERES).
    106. Gete, Pedro, 2020. "Expectations and the housing boom and bust. An open economy view," Journal of Housing Economics, Elsevier, vol. 49(C).
    107. Bergin, Adele & Conroy, Niall & Garcia Rodriguez, Abian & Holland, Dawn & McInerney, Niall & Morgenroth, Edgar & Smith, Donal, 2017. "COSMO: A new COre Structural MOdel for Ireland," Papers WP553, Economic and Social Research Institute (ESRI).
    108. Duca, John V. & Muellbauer, John & Murphy, Anthony, 2010. "Housing markets and the financial crisis of 2007-2009: lessons for the future," LSE Research Online Documents on Economics 33613, London School of Economics and Political Science, LSE Library.
    109. John Muellbauer & Pierre St-Amant & David Williams, 2015. "Credit Conditions and Consumption, House Prices and Debt: What Makes Canada Different?," Staff Working Papers 15-40, Bank of Canada.
    110. Niu, G., 2014. "Essays on subjective expectations and mortality trends," Other publications TiSEM b9f72836-d8ad-478b-adca-4, Tilburg University, School of Economics and Management.
    111. Muellbauer, John & Murphy, Anthony & Duca, John V, 2011. "Shifting Credit Standards and the Boom and Bust in US House Prices," CEPR Discussion Papers 8361, Centre for Economic Policy Research.
    112. Tarne, Ruben & Bezemer, Dirk, 2025. "Roof or real estate? An agent-based model of housing affordability in The Netherlands," Structural Change and Economic Dynamics, Elsevier, vol. 72(C), pages 163-178.
    113. Kyung-Hwan Kim & Chang-Moo Lee & Young-Man Lee, 2014. "Rental housing system and housing market volatility: monthly rent-based vs. asset-based systems," Chapters, in: Susan Wachter & Man Cho & Moon Joong Tcha (ed.), The Global Financial Crisis and Housing, chapter 12, pages 296-312, Edward Elgar Publishing.
    114. Duffy, David & McQuinn, Kieran & Foley, Daniel, 2016. "Quarterly Economic Commentary, Autumn 2016," Forecasting Report, Economic and Social Research Institute (ESRI), number QEC20163, February.
    115. Dilyana Dimova & Ms. Piyabha Kongsamut & Mr. Jerome Vandenbussche, 2016. "Macroprudential Policies in Southeastern Europe," IMF Working Papers 2016/029, International Monetary Fund.
    116. Nitzan Tzur-Ilan, 2018. "LTV Limits and Borrower Risk," Bank of Israel Working Papers 2018.12, Bank of Israel.
    117. Avouyi-Dovi, S. & Labonne, C. & Lecat, R., 2014. "The housing market: the impact of macroprudential measures in France," Financial Stability Review, Banque de France, issue 18, pages 195-206, April.
    118. John Muellbauer, 2012. "When is a Housing Market Overheated Enough to Threaten Stability?," RBA Annual Conference Volume (Discontinued), in: Alexandra Heath & Frank Packer & Callan Windsor (ed.),Property Markets and Financial Stability, Reserve Bank of Australia.
    119. M. Dietsch & C. Welter-Nicol, 2014. "Do LTV and DSTI caps make banks more resilient?," Débats Economiques et financiers 13, Banque de France.
    120. McQuinn, Kieran, 2014. "Bubble, Bubble Toil and Trouble? An Assessment of the Current State of the Irish Housing Market," Quarterly Economic Commentary: Special Articles, Economic and Social Research Institute (ESRI).
    121. Franz, Thorsten, 2019. "Monetary policy, housing, and collateral constraints," Discussion Papers 02/2019, Deutsche Bundesbank.
    122. Duffy, David, 2011. "User Cost and Irish House Prices," Quarterly Economic Commentary: Special Articles, Economic and Social Research Institute (ESRI), issue 3-Autumn.
    123. Tatiana Cesaroni, 2022. "Average time to sell a property and credit conditions: Evidence from the Italian housing market survey," Bulletin of Economic Research, Wiley Blackwell, vol. 74(1), pages 49-68, January.
    124. Duffy, David & Foley, Daniel & Mc Inerney, Niall & McQuinn, Kieran, 2016. "Demographic Change, Long-Run Housing Demand and the Related Challenges for the Irish Banking Sector," Book Chapters, in: Ireland’s Economic Outlook: Perspectives and Policy Challenges, Economic and Social Research Institute (ESRI).
    125. Bergman, U. Michael & Sørensen, Peter Birch, 2021. "The interaction of actual and fundamental house prices: A general model with an application to Sweden," Journal of Housing Economics, Elsevier, vol. 54(C).
    126. Trent Saunders & Peter Tulip, 2019. "A Model of the Australian Housing Market," RBA Research Discussion Papers rdp2019-01, Reserve Bank of Australia.
    127. Dreger, Christian & Gerdesmeier, Dieter & Roffia, Barbara, 2020. "The impact of credit for house price overvaluations in the euro area: Evidence from threshold models," MPRA Paper 99523, University Library of Munich, Germany.
    128. Pascal Towbin & Sebastian Weber, 2016. "Price expectations and the US housing boom," Working Papers 2016-06, Swiss National Bank.
    129. Daniele Tori & Eugenio Caverzasi & Mauro Gallegati, 2023. "Financial production and the subprime mortgage crisis," Journal of Evolutionary Economics, Springer, vol. 33(2), pages 573-603, April.
    130. Muellbauer, John, 2018. "The Future of Macroeconomics," INET Oxford Working Papers 2018-10, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
    131. Christophe André, 2016. "Household debt in OECD countries: Stylised facts and policy issues," OECD Economics Department Working Papers 1277, OECD Publishing.
    132. Kennedy, Gerard & O'Brien, Eoin & Woods, Maria, 2016. "Assessing the sustainability of Irish residential property prices: 1980Q1-2016Q2," Economic Letters 11/EL/16, Central Bank of Ireland.
    133. Vincent Grossmann-Wirth & Sophie Rivaud & Stéphane Sorbe, 2010. "Comprendre la formation de la bulle immobilière américaine et son éclatement," Économie et Statistique, Programme National Persée, vol. 438(1), pages 151-171.
    134. Jensen, Henrik & Santoro, Emiliano & Ravn, Søren Hove, 2015. "Changing Credit Limits, Changing Business Cycles," CEPR Discussion Papers 10462, Centre for Economic Policy Research.
    135. André K. Anundsen & Eilev S. Jansen, 2013. "Self-reinforcing effects between housing prices and credit: an extended version," Discussion Papers 756, Statistics Norway, Research Department.
    136. Cesa-Bianchi, Ambrogio & Rebucci, Alessandro, 2017. "Does easing monetary policy increase financial instability?," Journal of Financial Stability, Elsevier, vol. 30(C), pages 111-125.
    137. Callan Windsor & Jarkko Jääskelä & Richard Finlay, 2013. "Home Prices and Household Spending," RBA Research Discussion Papers rdp2013-04, Reserve Bank of Australia.
    138. Yvonne McCarthy & Kieran McQuinn, 2016. "Attenuation Bias, Recall Error and the Housing Wealth Effect," Kyklos, Wiley Blackwell, vol. 69(3), pages 492-517, August.
    139. McQuinn, Kieran & O'Toole, Conor & Hauser, Lea, 2024. "Quarterly Economic Commentary, Spring 2024," Forecasting Report, Economic and Social Research Institute (ESRI), number QEC2024SPR, February.
    140. Josh Ryan-Collins, 2021. "Breaking the housing–finance cycle: Macroeconomic policy reforms for more affordable homes," Environment and Planning A, , vol. 53(3), pages 480-502, May.
    141. Eunseong Ma & Sarah Zubairy, 2021. "Homeownership And Housing Transitions: Explaining The Demographic Composition," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 62(2), pages 599-638, May.
    142. John Muellbauer, 2015. "Housing and the Macroeconomy: Inflation and the Financial Accelerator," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(S1), pages 51-58, March.
    143. Mikael Juselius & Mathias Drehmann, 2015. "Leverage dynamics and the real burden of debt," BIS Working Papers 501, Bank for International Settlements.
    144. McQuinn, Kieran, 2017. "Irish house prices: D j vu all over again?," Quarterly Economic Commentary: Special Articles, Economic and Social Research Institute (ESRI).
    145. 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.
    146. Daniel Oda & Fernando Sepúlveda, 2014. "Uncovering Our Self-Imposed Limits: Changes in Loan-to-Value and The Mortgage Market," Working Papers Central Bank of Chile 737, Central Bank of Chile.
    147. Richard Keely & Ronan C Lyons, 2019. "Debt and Taxes: The Sale-Rent Housing Price Ratio in Dublin since 1945," Trinity Economics Papers tep0419, Trinity College Dublin, Department of Economics.
    148. Valérie Chauvin & John Muellbauer, 2018. "Consumption, household portfolios and the housing market in France," Economie et Statistique / Economics and Statistics, Institut National de la Statistique et des Etudes Economiques (INSEE), issue 500-501-5, pages 157-178.
    149. Maximilian Günnewig‐Mönert & Ronan C. Lyons, 2024. "Housing prices, costs, and policy: The housing supply equation in Ireland since 1970," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 52(4), pages 1075-1102, July.
    150. Ngo, Phuong V., 2015. "Household leverage, housing markets, and macroeconomic fluctuations," Journal of Macroeconomics, Elsevier, vol. 44(C), pages 191-207.
    151. McCarthy, Yvonne & McQuinn, Kieran, 2017. "Credit conditions in a boom and bust property market: Insights for macro-prudential policy," The Quarterly Review of Economics and Finance, Elsevier, vol. 64(C), pages 171-182.
    152. Maral Kichian & Milana Mihic, 2018. "How important are wealth effects on consumption in Canada?," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 51(3), pages 784-798, August.
    153. Mr. Tobias Adrian & Andrea Deghi & Mitsuru Katagiri & Mr. Sohaib Shahid & Nico Valckx, 2020. "Predicting Downside Risks to House Prices and Macro-Financial Stability," IMF Working Papers 2020/011, International Monetary Fund.
    154. Anundsen, André K. & Jansen, Eilev S., 2013. "Self-reinforcing effects between housing prices and credit," Journal of Housing Economics, Elsevier, vol. 22(3), pages 192-212.
    155. Andreas Fuster & Basit Zafar, 2014. "The sensitivity of housing demand to financing conditions: evidence from a survey," Staff Reports 702, Federal Reserve Bank of New York.
    156. Alter, Adrian & Mahoney, Elizabeth M., 2021. "Local house-price vulnerability: Evidence from the U.S. and Canada," Journal of Housing Economics, Elsevier, vol. 54(C).
    157. Sanvi Avouyi-Dovi & Claire Labonne & Rémy Lecat & Simon Ray, 2017. "Insight from a Time-Varying VAR Model with Stochastic Volatility of the French Housing and Credit Markets," Working papers 620, Banque de France.
    158. Juselius, Mikael & Drehmann, Mathias, 2016. "Leverage dynamics and the burden of debt," Bank of Finland Research Discussion Papers 3/2016, Bank of Finland.
    159. Niall McInerney, 2016. "A Structural Model of Macroprudential Policy: the Case of Ireland," EcoMod2016 9643, EcoMod.
    160. Jung, Hosung & Lee, Jieun, 2017. "The effects of macroprudential policies on house prices: Evidence from an event study using Korean real transaction data," Journal of Financial Stability, Elsevier, vol. 31(C), pages 167-185.
    161. Lawless, Martina & Morgenroth, Edgar, 2016. "Opportunities and Risks for Foreign Direct Investment," Book Chapters, in: Ireland’s Economic Outlook: Perspectives and Policy Challenges, Economic and Social Research Institute (ESRI).
    162. Milcheva, Stanimira, 2013. "A bank lending channel or a credit supply shock?," Journal of Macroeconomics, Elsevier, vol. 37(C), pages 314-332.
    163. Gerlach-Kristen, Petra & Mc Inerney, Niall, 2014. "The Role of Credit in the Housing Market," Papers WP495, Economic and Social Research Institute (ESRI).
    164. Damen, Sven & Vastmans, Frank & Buyst, Erik, 2016. "The effect of mortgage interest deduction and mortgage characteristics on house prices," Journal of Housing Economics, Elsevier, vol. 34(C), pages 15-29.
    165. Clancy, Daragh & Cussen, Mary & Lydon, Reamonn, 2014. "Housing Market Activity and Consumption: Macro and Micro Evidence," Research Technical Papers 13/RT/14, Central Bank of Ireland.
    166. Muellbauer, John & Geiger, Felix & Rupprecht, Manuel, 2016. "The housing market, household portfolios and the German consumer," Working Paper Series 1904, European Central Bank.
    167. Deniz Igan, 2012. "Welcome remarks," BIS Papers chapters, in: Bank for International Settlements (ed.), Dealing with real estate booms and busts, volume 64, pages 59-67, Bank for International Settlements.

  7. John V. Duca & John Muellbauer & Anthony Murphy, 2011. "Shifting Credit Standards and the Boom and Bust in U.S. House Prices," SERC Discussion Papers 0076, Centre for Economic Performance, LSE.

    Cited by:

    1. Chen, Nan-Kuang & Cheng, Han-Liang, 2020. "A Study of Financial Cycles and the Macroeconomy in Taiwan," MPRA Paper 101296, University Library of Munich, Germany.
    2. Rüdiger Bachmann & Sebastian K. Rüth, 2020. "Systematic Monetary Policy And The Macroeconomic Effects Of Shifts In Residential Loan‐To‐Value Ratios," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 61(2), pages 503-530, May.
    3. John Geanakoplos & Robert Axtell & J. Doyne Farmer & Peter Howitt & Benjamin Conlee & Jonathan Goldstein & Matthew Hendrey & Nathan M. Palmer & Chun-Yi Yang, 2012. "Getting at Systemic Risk via an Agent-Based Model of the Housing Market," American Economic Review, American Economic Association, vol. 102(3), pages 53-58, May.
    4. Lambertini, Luisa & Mendicino, Caterina & Teresa Punzi, Maria, 2013. "Leaning against boom–bust cycles in credit and housing prices," Journal of Economic Dynamics and Control, Elsevier, vol. 37(8), pages 1500-1522.
    5. Anundsen, André Kallåk, 2013. "Economic Regime Shifts and the US Subprime Bubble," Memorandum 05/2013, Oslo University, Department of Economics.
    6. McGinnity, Frances & Russell, Helen & Alamir, Anousheh, 2024. "17 years after the start of the global financial crisis (GFC), where are we now with credit and house prices in the Irish residential market?," Papers WP779, Economic and Social Research Institute (ESRI).
    7. Franjo, Luis, 2018. "International interest rates, the current account and housing markets," Economic Modelling, Elsevier, vol. 75(C), pages 268-280.
    8. Andréas Heinen & Mi Lim Kim & Alfonso Valdesogo, 2015. "Regime switching House price dependence: Evidence from MSAs in the US," ERES eres2015_201, European Real Estate Society (ERES).
    9. David C. Ling & Joseph T.L. Ooi & Thao T.T. Le, 2015. "Explaining House Price Dynamics: Isolating the Role of Nonfundamentals," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(S1), pages 87-125, March.
    10. John V. Duca & John Muellbauer & Anthony Murphy, 2016. "How Mortgage Finance Reform Could Affect Housing," American Economic Review, American Economic Association, vol. 106(5), pages 620-624, May.
    11. Jørgensen, Peter Lihn, 2023. "The global savings glut and the housing boom," Journal of Economic Dynamics and Control, Elsevier, vol. 146(C).
    12. Rubio, Margarita & Carrasco-Gallego, José A., 2014. "Macroprudential and monetary policies: Implications for financial stability and welfare," Journal of Banking & Finance, Elsevier, vol. 49(C), pages 326-336.
    13. Heike Joebges & Sebastian Dullien & Alejandro Márquez-Velázquez, 2015. "What causes housing bubbles?," IMK Studies 43-2015, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
    14. Jasper de Jong & Emmanuel De Veirman, 2019. "Heterogeneity and Asymmetric Macroeconomic Effects of Changes in Loan-to-Value Limits," Working Papers 635, DNB.
    15. David Aikman & Kristina Bluwstein & Sudipto Karmakar, 2021. "A tail of three occasionally-binding constraints: a modelling approach to GDP-at-Risk," Bank of England working papers 931, Bank of England.
    16. John V. Duca, 2013. "Regionally, Housing Rebound Depends on Jobs, Local Supply Tightness," Annual Report, Federal Reserve Bank of Dallas.
    17. John V Duca & John Muellbauer & Anthony Murphy, 2012. "Credit standards and the bubble in US house prices: new econometric evidence," BIS Papers chapters, in: Bank for International Settlements (ed.), Property markets and financial stability, volume 64, pages 83-89, Bank for International Settlements.
    18. David C. Ling & Andy Naranjo & Benjamin Scheick, 2016. "Credit Availability and Asset Pricing Dynamics in Illiquid Markets: Evidence from Commercial Real Estate Markets," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(7), pages 1321-1362, October.
    19. R diger Bachmann & Sebastian R th, 2017. "Systematic Monetary Policy And The Macroeconomic Effects Of Shifts In Loan-To-Value Ratios," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 17/934, Ghent University, Faculty of Economics and Business Administration.
    20. André K. Anundsen, 2019. "Detecting Imbalances in House Prices: What Goes Up Must Come Down?," Scandinavian Journal of Economics, Wiley Blackwell, vol. 121(4), pages 1587-1619, October.
    21. John Cotter & Stuart Gabriel & Richard Roll, 2014. "Can housing risk be diversified? A cautionary tale from the housing boom and bust," Working Papers 201412, Geary Institute, University College Dublin.
    22. V. A. Salnikov & O. M. Mikheeva, 2018. "Models for Predicting Prices in the Moscow Residential Real Estate Market," Studies on Russian Economic Development, Springer, vol. 29(1), pages 94-101, January.
    23. Engerstam, Sviatlana, 2020. "Macroeconomic determinants of apartment prices in Swedish and German cities," Working Paper Series 20/2, Royal Institute of Technology, Department of Real Estate and Construction Management & Banking and Finance.
    24. John V. Duca, 2013. "What's Next? Factors Determining the Housing Recovery's Pace," Annual Report, Federal Reserve Bank of Dallas.
    25. John Muellbauer, 2012. "When is a housing market overheated enough to threaten stability?," Economics Series Working Papers 623, University of Oxford, Department of Economics.
    26. Claire Giordano & Marco Marinucci & Andrea Silvestrini, 2018. "Firms’ and households’ investment in Italy: the role of credit constraints and other macro factors," Temi di discussione (Economic working papers) 1167, Bank of Italy, Economic Research and International Relations Area.
    27. André K. Anundsen & Eilev S. Jansen, 2013. "Self-reinforcing effects between housing prices and credit: an extended version," Discussion Papers 756, Statistics Norway, Research Department.
    28. 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.
    29. John Muellbauer, 2015. "Housing and the Macroeconomy: Inflation and the Financial Accelerator," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(S1), pages 51-58, March.
    30. Luis Franjo, 2015. "International Interest Rates and Housing Markets," Working Papers 201501, Center for Fiscal Policy, Swiss Federal Institute of Technology Lausanne, revised Feb 2015.
    31. Egan, Paul & McQuinn, Kieran & O'Toole, Conor, 2024. "How supply and demand affect national house prices: The case of Ireland," Journal of Housing Economics, Elsevier, vol. 65(C).
    32. Egan Paul & McQuinn Kieran & O’Toole Conor, 2024. "Credit and House Prices in the Irish Residential Market," Intereconomics: Review of European Economic Policy, Sciendo, vol. 59(5), pages 293-300.
    33. Heike Joebges & Sebastian Dullien & Alejandro Márquez-Velázquez, 2015. "What causes housing bubbles? A theoretical and empirical inquiry," Competence Centre on Money, Trade, Finance and Development 1501, Hochschule fuer Technik und Wirtschaft, Berlin.
    34. Andrea Ferrero, 2015. "House Price Booms, Current Account Deficits, and Low Interest Rates," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(S1), pages 261-293, March.
    35. Damen, Sven & Vastmans, Frank & Buyst, Erik, 2016. "The effect of mortgage interest deduction and mortgage characteristics on house prices," Journal of Housing Economics, Elsevier, vol. 34(C), pages 15-29.
    36. Tahsin, Salman, 2022. "Home price growth and minority access to mortgage credit," Journal of Economics and Business, Elsevier, vol. 120(C).

  8. Muellbauer, John & Aron, Janine & Duca, John V & Murata, Keiko & Murphy, Anthony, 2010. "Credit, Housing Collateral and Consumption: Evidence from the UK, Japan and the US," CEPR Discussion Papers 7876, Centre for Economic Policy Research.

    Cited by:

    1. Duca, John & Muellbauer, John, 2013. "Tobin LIVES: Integrating evolving credit market architecture into flow of funds based macro-models," Working Paper Series 1581, European Central Bank.
    2. Anundsen, André Kallåk, 2013. "Economic Regime Shifts and the US Subprime Bubble," Memorandum 05/2013, Oslo University, Department of Economics.
    3. Gerlach-Kristen, Petra & O'Connell, Brian & O'Toole, Conor, 2013. "How do banking crises affect aggregate consumption? Evidence from international crisis episodes," Papers WP464, Economic and Social Research Institute (ESRI).
    4. 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.
    5. Stolbov, M., 2012. "Financial Accelerator Theory and the Russian Mortgage Market," Journal of the New Economic Association, New Economic Association, vol. 13(1), pages 79-98.
    6. Adrian Pagan & Tim Robinson, 2011. "Assessing Some Models of the Impact of Financial Stress upon Business Cycles," RBA Research Discussion Papers rdp2011-04, Reserve Bank of Australia.
    7. Luc Arrondel & Pierre Lamarche & Frédérique Savignac, 2017. "Does Inequality Matter for the Consumption-Wealth Channel? Empirical Evidence," CESifo Working Paper Series 6676, CESifo.
    8. Luc Arrondel & Pierre Lamarche & Frédérique Savignac, 2015. "Wealth Effects on Consumption across the Wealth Distribution: Empirical Evidence," Working Papers halshs-01168660, HAL.
    9. Cronin, David & McQuinn, Kieran, 2021. "Labour market fluctuations and the housing net worth channel in the EU," Papers WP709, Economic and Social Research Institute (ESRI).
    10. Carroll, Christopher D. & Slacalek, Jiri & Otsuka, Misuzu, 2010. "How large are housing and financial wealth effects? A new approach," Working Paper Series 1283, European Central Bank.
    11. Armenia ANDRONICEANU, 2011. "Urban Management Development From The Perspective Of The Living Standard In Bucharest," Theoretical and Empirical Researches in Urban Management, Research Centre in Public Administration and Public Services, Bucharest, Romania, vol. 6(4), pages 20-32, November.
    12. Kurita, Takamitsu, 2010. "Co-breaking, cointegration, and weak exogeneity: Modelling aggregate consumption in Japan," Economic Modelling, Elsevier, vol. 27(2), pages 574-584, March.
    13. Atalay, Kadir & Edwards, Rebecca & Liu, Betty Y.J., 2017. "Effects of house prices on health: New evidence from Australia," Social Science & Medicine, Elsevier, vol. 192(C), pages 36-48.
    14. Ronan C. Lyons, 2013. "Inside a bubble and crash: Evidence from the valuation of amenities," Trinity Economics Papers tep0513, Trinity College Dublin, Department of Economics.
    15. Luc Arrondel & Pierre Lamarche & Frédérique Savignac, 2014. "Consommation et patrimoine des ménages : au‑delà du débat macroéconomique…," Économie et Statistique, Programme National Persée, vol. 472(1), pages 21-48.
    16. Fergus Cumming, 2019. "Mortgage Cash-flows and Employment," Discussion Papers 1922, Centre for Macroeconomics (CFM).
    17. Ángel Estrada & Eva Valdeolivas & Javier Vallés & Daniel Garrote, 2014. "Household debt and uncertainty: Private consumption after the Great Recession," Working Papers 1415, Banco de España.
    18. Luca Gattini & Huw Pill & Ludger Schuknecht, 2015. "A global perspective on inflation and propagation channels," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, vol. 1(3), pages 50-76, May.
    19. Beatrice D. Simo-Kengne & Rangan Gupta & Manoel Bittencourt, 2013. "The Impact of House Prices on Consumption in South Africa: Evidence from Provincial-Level Panel VARs," Housing Studies, Taylor & Francis Journals, vol. 28(8), pages 1133-1154, November.
    20. Gathergood, John, 2012. "How do consumers respond to house price declines?," Economics Letters, Elsevier, vol. 115(2), pages 279-281.
    21. Muellbauer, John & Williams, David M, 2011. "Credit Conditions and the Real Economy: The Elephant in the Room," CEPR Discussion Papers 8386, Centre for Economic Policy Research.
    22. Fergus Cumming, 2018. "Mortgages, cash-flow shocks and local employment," Bank of England working papers 773, Bank of England.
    23. Christian Aßmann & Jens Boysen-Hogrefe & Nils Jannsen, 2013. "Costs Of Housing Crises: International Evidence," Bulletin of Economic Research, Wiley Blackwell, vol. 65(4), pages 299-313, October.
    24. André K. Anundsen, 2019. "Detecting Imbalances in House Prices: What Goes Up Must Come Down?," Scandinavian Journal of Economics, Wiley Blackwell, vol. 121(4), pages 1587-1619, October.
    25. Luc Aroondel & Frédérique Savignac & Kévin Tracol, 2014. "Wealth and Consumption: French Households in the Crisis," International Journal of Central Banking, International Journal of Central Banking, vol. 10(3), pages 163-204, September.
    26. Riccardo De Bonis & Danilo Liberati & John Muellbauer & Concetta Rondinelli, 2020. "Consumption and wealth: new evidence from Italy," Temi di discussione (Economic working papers) 1304, Bank of Italy, Economic Research and International Relations Area.
    27. David M. Williams, 2010. "Consumption, wealth and credit liberalisation in Australia," Economics Series Working Papers 492, University of Oxford, Department of Economics.
    28. Simon Wren-Lewis, 2016. "Unravelling the New Classical Counter Revolution," Review of Keynesian Economics, Edward Elgar Publishing, vol. 4(1), pages 20-35, January.
    29. Eilev S. Jansen, 2010. "Wealth effects on consumption in financial crises: the case of Norway," Discussion Papers 616, Statistics Norway, Research Department.
    30. Costanza Consolandi & Giampaolo Gabbi & Massimo Matthias & Pietro Vozzella, 2013. "The Italian Financial System," FESSUD studies fstudy12, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project.
    31. John V. Duca & Anil Kumar, 2011. "Financial literacy and mortgage equity withdrawals," Working Papers 1110, Federal Reserve Bank of Dallas.
    32. Projektgruppe Gemeinschaftsdiagnose, 2012. "Deutsche Konjunktur im Aufwind – Europäische Schuldenkrise schwelt weiter," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 65(08), pages 03-72, April.
    33. Strauss, Jack, 2013. "Does housing drive state-level job growth? Building permits and consumer expectations forecast a state’s economic activity," Journal of Urban Economics, Elsevier, vol. 73(1), pages 77-93.
    34. Michael D. Bordo & John V. Duca & Christoffer Koch, 2016. "Economic Policy Uncertainty and the Credit Channel: Aggregate and Bank Level U.S. Evidence over Several Decades," Economics Working Papers 16110, Hoover Institution, Stanford University.
    35. Projektgruppe Gemeinschaftsdiagnose, 2013. "Deutsche Konjunktur erholt sich – Wirtschaftspolitik stärker an der langen Frist ausrichten," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 66(08), pages 03-77, April.
    36. Muellbauer, John & Aron, Janine, 2012. "Wealth, Credit Conditions and Consumption: Evidence from South Africa," CEPR Discussion Papers 8800, Centre for Economic Policy Research.
    37. Luc Arrondel & Frédérique Savignac & Kévin Tracol, 2011. "Wealth Effects on Consumption Plans: French Households in the Crisis," Working papers 344, Banque de France.
    38. Philip Arestis & Ana Rosa Gonzalez, 2013. "Endogenous Bank Credit and Its Link to Housing in OECD Countries," Economics Working Paper Archive wp_750, Levy Economics Institute.
    39. Zhou Xia & Carroll Christopher D., 2012. "Dynamics of Wealth and Consumption: New and Improved Measures for U.S. States," The B.E. Journal of Macroeconomics, De Gruyter, vol. 12(2), pages 1-44, March.
    40. Pedro S. Amaral, 2017. "Monetary Policy and Inequality," Economic Commentary, Federal Reserve Bank of Cleveland, issue January.
    41. Clancy, Daragh & Cussen, Mary & Lydon, Reamonn, 2014. "Housing Market Activity and Consumption: Macro and Micro Evidence," Research Technical Papers 13/RT/14, Central Bank of Ireland.
    42. Muellbauer, John & Geiger, Felix & Rupprecht, Manuel, 2016. "The housing market, household portfolios and the German consumer," Working Paper Series 1904, European Central Bank.

  9. Anthony Murphy & Eric Strobl, 2010. "The impact of hurricanes on housing prices: evidence from U.S. coastal cities," Working Papers 1009, Federal Reserve Bank of Dallas.

    Cited by:

    1. Tobias Sytsma, 2020. "The Impact of Hurricanes on Trade and Welfare: Evidence from US Port-level Exports," Economics of Disasters and Climate Change, Springer, vol. 4(3), pages 625-655, October.
    2. Clinton J. Andrews, 2020. "Toward a research agenda on climate‐related migration," Journal of Industrial Ecology, Yale University, vol. 24(2), pages 331-341, April.
    3. Seung Kyum Kim, 2020. "The Economic Effects of Climate Change Adaptation Measures: Evidence from Miami-Dade County and New York City," Sustainability, MDPI, vol. 12(3), pages 1-19, February.
    4. Graff Zivin, Joshua & Liao, Yanjun & Panassié, Yann, 2023. "How hurricanes sweep up housing markets: Evidence from Florida," Journal of Environmental Economics and Management, Elsevier, vol. 118(C).
    5. Klaiber, H. Allen, 2014. "Migration and household adaptation to climate: A review of empirical research," Energy Economics, Elsevier, vol. 46(C), pages 539-547.
    6. Deryugina, Tatyana, 2011. "The Role of Transfer Payments in Mitigating Shocks: Evidence From the Impact of Hurricanes," MPRA Paper 53307, University Library of Munich, Germany, revised 08 Aug 2013.
    7. Seung Kyum Kim & James K. Hammitt, 2022. "Hurricane risk perceptions and housing market responses: the pricing effects of risk-perception factors and hurricane characteristics," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 114(3), pages 3743-3761, December.
    8. Ann-Margaret Esnard & Alka Sapat & Diana Mitsova, 2011. "An index of relative displacement risk to hurricanes," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 59(2), pages 833-859, November.
    9. Donadelli, M. & Jüppner, M. & Paradiso, A. & Ghisletti, M., 2020. "Tornado activity, house prices, and stock returns," The North American Journal of Economics and Finance, Elsevier, vol. 52(C).

  10. John V. Duca & John Muellbauer & Anthony Murphy, 2010. "Housing Markets and the Financial Crisis of 2007-2009: Lessons for the Future," SERC Discussion Papers 0049, Centre for Economic Performance, LSE.

    Cited by:

    1. Chen, Nan-Kuang & Cheng, Han-Liang, 2020. "A Study of Financial Cycles and the Macroeconomy in Taiwan," MPRA Paper 101296, University Library of Munich, Germany.
    2. Wu, Meng-Wen & Shen, Chung-Hua & Hsu, Hsing-Hua & Chiu, Po-Hao, 2023. "Why did a bank with good governance perform worse during the financial crisis? The views of shareholder and stakeholder orientations," Pacific-Basin Finance Journal, Elsevier, vol. 82(C).
    3. Tambalotti, Andrea & Primiceri, Giorgio & Justiniano, Alejandro, 2013. "Household Leveraging and Deleveraging," CEPR Discussion Papers 9671, Centre for Economic Policy Research.
    4. Díez-Esteban, José María & Farinha, Jorge Bento & García-Gómez, Conrado Diego, 2016. "The role of institutional investors in propagating the 2007 financial crisis in Southern Europe," Research in International Business and Finance, Elsevier, vol. 38(C), pages 439-454.
    5. João Fragoso Januário & Carlos Oliveira Cruz, 2023. "The Impact of the 2008 Financial Crisis on Lisbon’s Housing Prices," JRFM, MDPI, vol. 16(1), pages 1-18, January.
    6. John V. Duca & David C. Ling, 2015. "The other (commercial) real estate boom and bust: the effects of risk premia and regulatory capital arbitrage," Working Papers 1504, Federal Reserve Bank of Dallas.
    7. Bertay, A.C., 2014. "Essays on the impact of government policy, internationalization and financial innovation on financial stability," Other publications TiSEM 709fc70f-59d5-4fdc-a029-3, Tilburg University, School of Economics and Management.
    8. Duca, John V., 2013. "Did the commercial paper funding facility prevent a Great Depression style money market meltdown?," Journal of Financial Stability, Elsevier, vol. 9(4), pages 747-758.
    9. Janine Aron & John Muellbauer, 2016. "Modelling and Forecasting Mortgage Delinquency and Foreclosure in the UK," Economics Series Working Papers 793, University of Oxford, Department of Economics.
    10. Hamilton Fout & Nuno Mota & Eric Rosenblatt, 2022. "When Appraisers Go Low, Contracts Go Lower: The Impact of Expert Opinions on Transaction Prices," The Journal of Real Estate Finance and Economics, Springer, vol. 65(3), pages 451-491, October.
    11. Kelly, Robert & O'Malley, Terence & O'Toole, Conor, 2015. "Designing Macro-prudential Policy in Mortgage Lending: Do First Time Buyers Default Less?," Research Technical Papers 02/RT/15, Central Bank of Ireland.
    12. William D. Larson, 2022. "Effects of Mortgage Interest Rates on House Price Appreciation: The Role of Payment Constraints," FHFA Staff Working Papers 22-04, Federal Housing Finance Agency.
    13. Verma, Akhilesh Kumar & McQuinn, Kieran, 2024. "Assessing expectations of European house prices," Quarterly Economic Commentary: Special Articles, Economic and Social Research Institute (ESRI).
    14. William D. Larson & Andrew B. Martinez, 2024. "House Prices, Debt Burdens, and the Heterogeneous Effects of Mortgage Rate Shocks," Working Papers 2024-002, The George Washington University, The Center for Economic Research.
    15. Kristian Blickle & Martin Brown, 2019. "Borrowing Constraints, Home Ownership and Housing Choice: Evidence from Intra‐Family Wealth Transfers," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(2-3), pages 539-580, March.
    16. Brzezicka Justyna, 2022. "The Application of the Simplified Speculative Frame Method for Monitoring the Development of the Housing Market," Real Estate Management and Valuation, Sciendo, vol. 30(1), pages 84-98, March.
    17. Gerlach-Kristen, Petra & O'Connell, Brian & O'Toole, Conor, 2013. "How do banking crises affect aggregate consumption? Evidence from international crisis episodes," Papers WP464, Economic and Social Research Institute (ESRI).
    18. Kelly, Robert & O'Toole, Conor, 2016. "Lending Conditions and Loan Default: What Can We Learn From UK Buy-to-Let Loans?," Research Technical Papers 04/RT/16, Central Bank of Ireland.
    19. Andrea Ferrero, 2012. "House price booms, current account deficits, and low interest rates," Staff Reports 541, Federal Reserve Bank of New York.
    20. Goswami, Gautam & Tan, Sinan & Waisman, Maya, 2014. "Understanding the cross-section of the U.S. housing bubble: The roles of lending, transaction costs, and rent growth," Journal of Financial Stability, Elsevier, vol. 15(C), pages 76-90.
    21. Herwartz, Helmut & Rohloff, Hannes, 2018. "Less bang for the buck? Assessing the role of inflation uncertainty for U.S. monetary policy transmission in a data rich environment," University of Göttingen Working Papers in Economics 358, University of Goettingen, Department of Economics.
    22. McQuinn, Kieran & O'Toole, Conor & O'Shea, Dónal, 2024. "Quarterly Economic Commentary, Winter 2024," Forecasting Report, Economic and Social Research Institute (ESRI), number QEC2024WIN, February.
    23. Kelly, Robert & McCann, Fergal & O'Toole, Conor, 2015. "Credit conditions, macroprudential policy and house prices," Research Technical Papers 06/RT/15, Central Bank of Ireland.
    24. Slaymaker, Rachel & O'Toole, Conor & McQuinn, Kieran & Fahy, Mike, 2018. "Monetary policy normalisation and mortgage arrears in a recovering economy: The case of the Irish residential market," Papers WP613, Economic and Social Research Institute (ESRI).
    25. Wang, Jiaxin & Liu, Jiemei & Wang, Jiawei & Huang, Xiang & Liu, Yu, 2023. "The puzzle of household wealth preservation and corporate innovation," International Review of Financial Analysis, Elsevier, vol. 90(C).
    26. Luisa Lambertini & Caterina Mendicino & Maria Teresa Punzi, 2012. "Expectations-Driven Cycles in the Housing Market," Discussion Papers 12/08, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
    27. Trond-Arne Borgersen & Anne Wenche Emblem, 2022. "Mortgage Market Induced Booms and Busts in the Housing Market in a Modified DiPasquale-Wheaton Model," International Real Estate Review, Global Social Science Institute, vol. 25(3), pages 281-306.
    28. Avner Offer, 2013. "Narrow Banking, Real Estate, and Financial Stability in the UK, c.1870-2010," Oxford Economic and Social History Working Papers _116, University of Oxford, Department of Economics.
    29. Narendar Rao & K. Reddy, 2015. "The impact of the global financial crisis on cross-border mergers and acquisitions: a continental and industry analysis," Eurasian Business Review, Springer;Eurasia Business and Economics Society, vol. 5(2), pages 309-341, December.
    30. Paulo M.M. Rodrigues & Rita Fradique Lourenço, 2015. "House prices: bubbles, exuberance or something else? Evidence from euro area countries," Working Papers w201517, Banco de Portugal, Economics and Research Department.
    31. David Hendry & John Muellbauer, 2017. "The future of macroeconomics: Macro theory and models at the Bank of England," Economics Series Working Papers 832, University of Oxford, Department of Economics.
    32. John V. Duca, 2019. "Making Sense of Increased Synchronization in Global House Prices," Working Papers 1911, Federal Reserve Bank of Dallas.
    33. John V. Duca & John N. Muellbauer & Anthony Murphy, 2011. "House prices and credit constraints: making sense of the U.S. experience," Working Papers 1103, Federal Reserve Bank of Dallas.
    34. Anil Kumar, 2014. "Do restrictions on home equity extraction contribute to lower mortgage defaults? evidence from a policy discontinuity at the Texas border," Working Papers 1410, Federal Reserve Bank of Dallas.
    35. Bruce Morley & Dennis Thomas, 2018. "Covariance Risk and the Ripple Effect in the UK Regional Housing Market," Review of Economics & Finance, Better Advances Press, Canada, vol. 13, pages 1-13, August.
    36. Bruce Morley & Dennis Thomas, 2016. "An Empirical Analysis of UK House Price Risk Variation by Property Type," Review of Economics & Finance, Better Advances Press, Canada, vol. 6, pages 45-56, May.
    37. Frank Warnock, 2012. "Discussant remarks on John V Duca, John Muellbauer and Anthony Murphy’s paper "Credit standards and the bubble in US house prices: new econometric evidence"," BIS Papers chapters, in: Bank for International Settlements (ed.), Property markets and financial stability, volume 64, pages 69-70, Bank for International Settlements.
    38. Gueye, Ghislain Nono, 2021. "Pitfalls in the cointegration analysis of housing prices with the macroeconomy: Evidence from OECD countries," Journal of Housing Economics, Elsevier, vol. 51(C).
    39. Konstantin A. Kholodilin & Claus Michelsen & Dirk Ulbricht, 2014. "Speculative Price Bubbles in Urban Housing Markets in Germany," Discussion Papers of DIW Berlin 1417, DIW Berlin, German Institute for Economic Research.
    40. Nick Gallent & Dan Durrant & Neil May, 2017. "Housing supply, investment demand and money creation: A comment on the drivers of London’s housing crisis," Urban Studies, Urban Studies Journal Limited, vol. 54(10), pages 2204-2216, August.
    41. Duffy, David & Mc Inerney, Niall & McQuinn, Kieran, 2015. "Macroprudential Policy in a Recovering Market: Too Much too Soon?," Papers WP500, Economic and Social Research Institute (ESRI).
    42. Duca, John V., 2017. "The Great Depression versus the Great Recession in the U.S.: How fiscal, monetary, and financial polices compare," Journal of Economic Dynamics and Control, Elsevier, vol. 81(C), pages 50-64.
    43. Misati, Roseline Nyakerario & Nyamongo, Esman Morekwa, 2012. "Financial liberalization, financial fragility and economic growth in Sub-Saharan Africa," Journal of Financial Stability, Elsevier, vol. 8(3), pages 150-160.
    44. Crowe, Christopher & Dell’Ariccia, Giovanni & Igan, Deniz & Rabanal, Pau, 2013. "How to deal with real estate booms: Lessons from country experiences," Journal of Financial Stability, Elsevier, vol. 9(3), pages 300-319.
    45. Alqaralleh, Huthaifa & Canepa, Alessandra & Salah Uddin, Gazi, 2023. "Dynamic relations between housing Markets, stock Markets, and uncertainty in global Cities: A Time-Frequency approach," The North American Journal of Economics and Finance, Elsevier, vol. 68(C).
    46. Trond-Arne Borgersen, 2022. "A Housing Market with Cournot Competition and a Third Housing Sector," International Journal of Economic Sciences, European Research Center, vol. 11(2), pages 13-27, November.
    47. Martha A. Starr, 2011. "Contributions of economists to the housing-price bubble," Working Papers 2011-03, American University, Department of Economics.
    48. Blickle, Kristian & Brown, Martin, 2016. "Liquidity Constraints, Wealth Transfers and Home Ownership," Working Papers on Finance 1618, University of St. Gallen, School of Finance.
    49. Hartmann, Philipp, 2015. "Real estate markets and macroprudential policy in Europe," Working Paper Series 1796, European Central Bank.
    50. McQuinn, Kieran, 2020. "Property prices and Covid-19 related administrative closures: What are the implications?," Papers WP661, Economic and Social Research Institute (ESRI).
    51. John Muellbauer, 2016. "Macroeconomics and Consumption," Economics Series Working Papers Paper-811, University of Oxford, Department of Economics.
    52. John V. Duca, 2013. "Regionally, Housing Rebound Depends on Jobs, Local Supply Tightness," Annual Report, Federal Reserve Bank of Dallas.
    53. Kelly, Robert & O’Toole, Conor, 2018. "Mortgage default, lending conditions and macroprudential policy: Loan-level evidence from UK buy-to-lets," Journal of Financial Stability, Elsevier, vol. 36(C), pages 322-335.
    54. McQuinn, Kieran & O’Toole, Conor & Slaymaker, Rachel, 2021. "Credit access, macroprudential rules and policy interventions: Lessons for potential first time buyers," Journal of Policy Modeling, Elsevier, vol. 43(5), pages 944-963.
    55. John V Duca & John Muellbauer & Anthony Murphy, 2012. "Credit standards and the bubble in US house prices: new econometric evidence," BIS Papers chapters, in: Bank for International Settlements (ed.), Property markets and financial stability, volume 64, pages 83-89, Bank for International Settlements.
    56. Zhang, Gaiyan & Zhang, Sanjian, 2013. "Information efficiency of the U.S. credit default swap market: Evidence from earnings surprises," Journal of Financial Stability, Elsevier, vol. 9(4), pages 720-730.
    57. Herrero, M.J. & Escavy, J.I. & Bustillo, M., 2013. "The Spanish building crisis and its effect in the gypsum quarry production (1998–2012)," Resources Policy, Elsevier, vol. 38(2), pages 123-129.
    58. O'Toole, Conor & Slaymaker, Rachel, 2020. "Repayment capacity, debt service ratios and mortgage default: An exploration in crisis and non-crisis periods," Papers WP652, Economic and Social Research Institute (ESRI).
    59. Choi, Chi-Young & Hansz, J. Andrew, 2021. "From banking integration to housing market integration - Evidence from the comovement of U.S. Metropolitan House Prices," Journal of Financial Stability, Elsevier, vol. 54(C).
    60. Batten, Jonathan A. & Boubaker, Sabri & Kinateder, Harald & Choudhury, Tonmoy & Wagner, Niklas F., 2023. "Volatility impacts on global banks: Insights from the GFC, COVID-19, and the Russia-Ukraine war," Journal of Economic Behavior & Organization, Elsevier, vol. 215(C), pages 325-350.
    61. John V. Duca & Lilit Popoyan & Susan M. Wachter, 2019. "Real Estate And The Great Crisis: Lessons For Macroprudential Policy," Contemporary Economic Policy, Western Economic Association International, vol. 37(1), pages 121-137, January.
    62. 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.
    63. Jose Torres-Pruñonosa & Pablo García-Estévez & Josep Maria Raya & Camilo Prado-Román, 2022. "How on Earth Did Spanish Banking Sell the Housing Stock?," SAGE Open, , vol. 12(1), pages 21582440221, March.
    64. McCarthy, Yvonne & McQuinn, Kieran, 2013. "Credit conditions in a boom and bust property market," Research Technical Papers 08/RT/13, Central Bank of Ireland.
    65. Nikodem Szumilo & Enrico Vanino, 2021. "Are Government and Bank Loans Substitutes or Complements? Evidence from Spatial Discontinuity in Equity Loans," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 49(3), pages 968-996, September.
    66. Alison Johnston & Aidan Regan, 2015. "Taming Global Finance in an Age of Capital? Wage-Setting Institutions' Mitigating Effects on Housing Bubbles," LEQS – LSE 'Europe in Question' Discussion Paper Series 87, European Institute, LSE.
    67. Michael D. Bordo & John V. Duca, 2020. "How New Fed Corporate Bond Programs Dampened the Financial Accelerator in the Covid-19 Recession," NBER Working Papers 28097, National Bureau of Economic Research, Inc.
    68. Lozano Navarro, Francisco-Javier, 2015. "Elasticidad precio de la oferta inmobiliaria en el Gran Santiago [Housing supply elasticity in Greater Santiago]," MPRA Paper 65012, University Library of Munich, Germany.
    69. Jorge E. Galán & Matías Lamas, 2019. "Beyond the LTV ratio: new macroprudential lessons from Spain," Working Papers 1931, Banco de España.
    70. Dimitris Anastasiou & Panayotis Kapopoulos & Kalliopi-Maria Zekente, 2023. "Sentimental Shocks and House Prices," The Journal of Real Estate Finance and Economics, Springer, vol. 67(4), pages 627-655, November.
    71. Brož, Václav & Kočenda, Evžen, 2022. "Mortgage-related bank penalties and systemic risk among U.S. banks," Journal of International Money and Finance, Elsevier, vol. 122(C).
    72. Nofsinger, John R., 2012. "Household behavior and boom/bust cycles," Journal of Financial Stability, Elsevier, vol. 8(3), pages 161-173.
    73. Fontana, Alessandro & Corradin, Stefano, 2013. "House price cycles in Europe," Working Paper Series 1613, European Central Bank.
    74. Muellbauer, John & Murphy, Anthony & Duca, John V, 2011. "Shifting Credit Standards and the Boom and Bust in US House Prices," CEPR Discussion Papers 8361, Centre for Economic Policy Research.
    75. Wan, Junmin, 2018. "Non-performing loans and housing prices in China," International Review of Economics & Finance, Elsevier, vol. 57(C), pages 26-42.
    76. Nir Mualam & Debora Sotto, 2020. "From Progressive Property to Progressive Cities: Can Socially Sustainable Interpretations of Property Contribute toward Just and Inclusive City-Planning? Global Lessons," Sustainability, MDPI, vol. 12(11), pages 1-29, June.
    77. John V. Duca, 2013. "What's Next? Factors Determining the Housing Recovery's Pace," Annual Report, Federal Reserve Bank of Dallas.
    78. Kanavos, Panos & Vandoros, Sotiris, 2023. "Road traffic mortality and economic uncertainty: Evidence from the United States," Social Science & Medicine, Elsevier, vol. 326(C).
    79. Qingyu, Zhu, 2010. "Regional unemployment and house price determination," MPRA Paper 41785, University Library of Munich, Germany.
    80. Dilyana Dimova, 2012. "The Role of Consumer Leverage in Generating Financial Crises," Economics Series Working Papers 631, University of Oxford, Department of Economics.
    81. Allen, Franklin & Carletti, Elena, 2013. "New theories to underpin financial reform," Journal of Financial Stability, Elsevier, vol. 9(2), pages 242-249.
    82. Nitzan Tzur-Ilan, 2018. "LTV Limits and Borrower Risk," Bank of Israel Working Papers 2018.12, Bank of Israel.
    83. Lena T. Cleanthous & Elena C. Eracleous & Nektarios A. Michail, 2019. "Credit, House Prices and the Macroeconomy in Cyprus," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, vol. 17(1), pages 33-55.
    84. John Muellbauer, 2012. "When is a Housing Market Overheated Enough to Threaten Stability?," RBA Annual Conference Volume (Discontinued), in: Alexandra Heath & Frank Packer & Callan Windsor (ed.),Property Markets and Financial Stability, Reserve Bank of Australia.
    85. M. Dietsch & C. Welter-Nicol, 2014. "Do LTV and DSTI caps make banks more resilient?," Débats Economiques et financiers 13, Banque de France.
    86. Ben W. Ansell & J. Lawrence Broz & Thomas Flaherty, 2018. "Global capital markets, housing prices, and partisan fiscal policies," Economics and Politics, Wiley Blackwell, vol. 30(3), pages 307-339, November.
    87. Barrales-Ruiz, Jose & Mohammed, Mikidadu, 2021. "Financial regimes and oil prices," Resources Policy, Elsevier, vol. 74(C).
    88. Laufer, Steven & Tzur-Ilan, Nitzan, 2021. "The effect of LTV-based risk weights on house prices: Evidence from an Israeli macroprudential policy," Journal of Urban Economics, Elsevier, vol. 124(C).
    89. John V. Duca & Anil Kumar, 2011. "Financial literacy and mortgage equity withdrawals," Working Papers 1110, Federal Reserve Bank of Dallas.
    90. Reddy, Kotapati Srinivasa, 2015. "The impact of the global financial crisis on border-crossing mergers and acquisitions: A continental/industry analysis," MPRA Paper 63563, University Library of Munich, Germany, revised 2015.
    91. 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.).
    92. Franziska Schütze, 2020. "Transition Risks and Opportunities in Residential Mortgages," Discussion Papers of DIW Berlin 1910, DIW Berlin, German Institute for Economic Research.
    93. Inho Song, 2014. "Housing and macroeconomy, Korea: the role of housing loan-to-value," Chapters, in: Susan Wachter & Man Cho & Moon Joong Tcha (ed.), The Global Financial Crisis and Housing, chapter 11, pages 262-295, Edward Elgar Publishing.
    94. John Muellbauer, 2015. "Housing and the Macroeconomy: Inflation and the Financial Accelerator," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(S1), pages 51-58, March.
    95. Lawless, Martina & O'Connell, Brian & O'Toole, Conor, 2014. "SME Recovery Following a Financial Crisis: Does Debt Overhang Matter?," Papers WP491, Economic and Social Research Institute (ESRI).
    96. Granziera, Eleonora & Kozicki, Sharon, 2015. "House price dynamics: Fundamentals and expectations," Journal of Economic Dynamics and Control, Elsevier, vol. 60(C), pages 152-165.
    97. Banti, Chiara & Phylaktis, Kate, 2019. "Global liquidity, house prices and policy responses," Journal of Financial Stability, Elsevier, vol. 43(C), pages 79-96.
    98. Erlend Eide Bø, 2020. "Taxation of Housing: Killing Several Birds with One Stone," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 66(3), pages 534-557, September.
    99. Anundsen, André K. & Jansen, Eilev S., 2013. "Self-reinforcing effects between housing prices and credit," Journal of Housing Economics, Elsevier, vol. 22(3), pages 192-212.
    100. Muellbauer, John & Aron, Janine, 2012. "Wealth, Credit Conditions and Consumption: Evidence from South Africa," CEPR Discussion Papers 8800, Centre for Economic Policy Research.
    101. John V. Duca, 2014. "What drives the shadow banking system in the short and long run?," Working Papers 1401, Federal Reserve Bank of Dallas.
    102. Levy, Daniel & Snir, Avichai, 2018. "Here Lives a Wealthy Man: Price Rigidity and Predictability in Luxury Housing Markets," MPRA Paper 85264, University Library of Munich, Germany.
    103. Konstantin Kholodilin, 2015. "Speculative Bubbles in Urban Housing Markets in Germany," ERSA conference papers ersa15p67, European Regional Science Association.
    104. Duca, John V., 2016. "How capital regulation and other factors drive the role of shadow banking in funding short-term business credit," Journal of Banking & Finance, Elsevier, vol. 69(S1), pages 10-24.
    105. Herwartz, Helmut & Maxand, Simone & Rohloff, Hannes, 2018. "Lean against the wind or float with the storm? Revisiting the monetary policy asset price nexus by means of a novel statistical identification approach," University of Göttingen Working Papers in Economics 354, University of Goettingen, Department of Economics.
    106. Dani Broitman & Eric Koomen, 2015. "Regional diversity in residential development: a decade of urban and peri-urban housing dynamics in The Netherlands," Letters in Spatial and Resource Sciences, Springer, vol. 8(3), pages 201-217, November.
    107. Muellbauer, John & Geiger, Felix & Rupprecht, Manuel, 2016. "The housing market, household portfolios and the German consumer," Working Paper Series 1904, European Central Bank.

  11. John Muellbauer & Janine Aron & Ant Murphy & Janine Aron & Anthony Murphy, 2007. "Housing Wealth, Credit Conditions and Consumption," ERES eres2007_257, European Real Estate Society (ERES).

    Cited by:

    1. Williams, David M, 2009. "House prices and financial liberalisation in Australia," MPRA Paper 15212, University Library of Munich, Germany.
    2. Cengiz Tunc & Abdullah Yavas, 2017. "Collateral Damage: The Impact of Mortgage Debt on U.S. Savings," Housing Policy Debate, Taylor & Francis Journals, vol. 27(5), pages 712-733, September.
    3. Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Charl Jooste & Stephen M. Miller & Zeynel Abidin Ozdemir, 2012. "Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience," Working Papers 1211, University of Nevada, Las Vegas , Department of Economics.
    4. Aye, Goodness C. & Balcilar, Mehmet & Bosch, Adél & Gupta, Rangan, 2014. "Housing and the business cycle in South Africa," Journal of Policy Modeling, Elsevier, vol. 36(3), pages 471-491.
    5. Skudelny, Frauke, 2009. "Euro area private consumption: Is there a role for housing wealth effects," Working Paper Series 1057, European Central Bank.
    6. Jingjing Yan, 2018. "The Heterogenous Impact of Fluctuation of Housing Prices upon Consumption of Urban Households in China," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 8(6), pages 1-8.
    7. 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.
    8. Richard Disney & Sarah Bridges & John Gathergood, 2006. "Housing Wealth and Household Indebtedness: Is there a Household 'Financial Accelerator'?," Working Papers 2006/12, Czech National Bank, Research and Statistics Department.
    9. Elvis Munyaradzi Ganyaupfu, 2015. "Households’ Debt and Financial Sustainability in South Africa," International Journal of Financial Markets, Research Academy of Social Sciences, vol. 1(2), pages 70-76.
    10. Márquez, Elena & Martínez-Cañete, Ana R. & Pérez-Soba, Inés, 2013. "Wealth shocks, credit conditions and asymmetric consumption response: Empirical evidence for the UK," Economic Modelling, Elsevier, vol. 33(C), pages 357-366.
    11. Calza, Alessandro & Monacelli, Tommaso & Stracca, Livio, 2009. "Housing finance and monetary policy," Working Paper Series 1069, European Central Bank.
    12. Carroll, Christopher D. & Slacalek, Jiri & Otsuka, Misuzu, 2010. "How large are housing and financial wealth effects? A new approach," Working Paper Series 1283, European Central Bank.
    13. Rangan Gupta & Charl Jooste & Kanyane Matlou, 2013. "A Time-Varying Approach to Analysing Fiscal Policy and Asset Prices in South Africa," Working Papers 201303, University of Pretoria, Department of Economics.
    14. Richard Disney & Sarah Bridges & John Gathergood, 2010. "House Price Shocks and Household Indebtedness in the United Kingdom," Economica, London School of Economics and Political Science, vol. 77(307), pages 472-496, July.
    15. Charles Amo Yartey, 2012. "Barbados: Sectoral Balance Sheet Mismatches and Macroeconomic Vulnerabilities," IMF Working Papers 2012/031, International Monetary Fund.
    16. Nancy van Beers & Michiel Bijlsma & Remco Mocking, 2015. "House Price Shocks and Household Savings: evidence from Dutch administrative data," CPB Discussion Paper 299, CPB Netherlands Bureau for Economic Policy Analysis.
    17. Gabriela Lopes de Castro, 2007. "The Wealth Effect on Consumption in the Portuguese Economy," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
    18. Carroll, Christopher D. & Otsuka, Misuzu & Slacalek, Jirka, 2006. "How large is the housing wealth effect? A new approach," CFS Working Paper Series 2006/35, Center for Financial Studies (CFS).
    19. Veronica John Muellbauer & Veronica David M Williams, 2012. "Credit conditions and the real economy: the elephant in the room," BIS Papers chapters, in: Bank for International Settlements (ed.), Property markets and financial stability, volume 64, pages 95-101, Bank for International Settlements.
    20. Muellbauer, John & Murata, Keiko, 2009. "Consumption, Land Prices and the Monetary Transmission Mechanism in Japan," CEPR Discussion Papers 7269, Centre for Economic Policy Research.
    21. Beatrice D. Simo-Kengne & Rangan Gupta & Manoel Bittencourt, 2013. "The Impact of House Prices on Consumption in South Africa: Evidence from Provincial-Level Panel VARs," Housing Studies, Taylor & Francis Journals, vol. 28(8), pages 1133-1154, November.
    22. Dimitri B. Papadimitriou & Greg Hannsgen & Gennaro Zezza, 2007. "Cracks in the Foundations of Growth: What Will the Housing Debacle Mean for the U.S. Economy?," Economics Public Policy Brief Archive ppb_90, Levy Economics Institute.
    23. Mthuli Ncube & Eliphas Ndou, 2013. "Working Paper 169 - Monetary Policy and Exchange Rate Shocks on South African Trade Balance," Working Paper Series 448, African Development Bank.
    24. John Muellbauer & Gavin Cameron & John Muellbauer, 2006. "Was There A British House Price Bubble? Evidence from a Regional Panel," Economics Series Working Papers 276, University of Oxford, Department of Economics.
    25. Emmanuel De Veirman & Ashley Dunstan, 2008. "How do Housing Wealth, Financial Wealth and Consumption Interact? Evidence from New Zealand," Reserve Bank of New Zealand Discussion Paper Series DP2008/05, Reserve Bank of New Zealand.
    26. Daichun Yi & Xiaoying Deng & Gang-Zhi Fan & Seow Eng Ong, 2018. "House Price and co-Residence with Older Parents: Evidence from China," The Journal of Real Estate Finance and Economics, Springer, vol. 57(3), pages 502-533, October.
    27. Janine Aron & John Muellbauer, 2006. "Review of Monetary Policy in South Africa since 1994," CSAE Working Paper Series 2006-07, Centre for the Study of African Economies, University of Oxford.
    28. David M. Williams, 2010. "Consumption, wealth and credit liberalisation in Australia," Economics Series Working Papers 492, University of Oxford, Department of Economics.
    29. Eilev S. Jansen, 2010. "Wealth effects on consumption in financial crises: the case of Norway," Discussion Papers 616, Statistics Norway, Research Department.
    30. Besley, Tim & Surico, Paolo & Meads, Neil, 2008. "Household External Finance and Consumption," CEPR Discussion Papers 6934, Centre for Economic Policy Research.
    31. Dimitri B. Papadimitriou & Greg Hannsgen & Gennaro Zezza, 2007. "The Effects of a Declining Housing Market on the U.S. Economy," Economics Working Paper Archive wp_506, Levy Economics Institute.
    32. Lydon, Reamonn & O'Hanlon, Niall, 2012. "Housing Equity Withdrawal, Property Bubbles and Consumption," Research Technical Papers 05/RT/12, Central Bank of Ireland.
    33. Alan Greenspan & James E. Kennedy, 2007. "Sources and uses of equity extracted from homes," Finance and Economics Discussion Series 2007-20, Board of Governors of the Federal Reserve System (U.S.).
    34. Muellbauer, John & Aron, Janine, 2006. "Review of Monetary Policy in South Africa: 1994-2004," CEPR Discussion Papers 5831, Centre for Economic Policy Research.
    35. Li, Cheng & Zhang, Ying, 2021. "How does housing wealth affect household consumption? Evidence from macro-data with special implications for China," China Economic Review, Elsevier, vol. 69(C).
    36. Haroon Bhorat & Alan Hirsch & Ravi Kanbur & Mthuli Ncube, 2014. "Economic Policy in South Africa: Past Present and Future," Working Papers 201401, University of Cape Town, Development Policy Research Unit.
    37. John N. Muellbauer, 2007. "Housing, credit and consumer expenditure," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 267-334.
    38. Charles W. Calomiris & Stanley D. Longhofer & William Miles, 2012. "The Housing Wealth Effect: The Crucial Roles of Demographics, Wealth Distribution and Wealth Shares," NBER Working Papers 17740, National Bureau of Economic Research, Inc.
    39. Valérie Chauvin & John Muellbauer, 2018. "Consumption, household portfolios and the housing market in France," Economie et Statistique / Economics and Statistics, Institut National de la Statistique et des Etudes Economiques (INSEE), issue 500-501-5, pages 157-178.
    40. Janine Aron & John Muellbauer & Johan Prinsloo, 2006. "Estimating the Balance Sheet of the Personal Sector in an Emerging Market Country: South Africa 1975-2003," WIDER Working Paper Series RP2006-99, World Institute for Development Economic Research (UNU-WIDER).
    41. Bhatia, Kul & Mitchell, Chris, 2016. "Household-specific housing capital gains and consumption: Evidence from Canadian microdata," Regional Science and Urban Economics, Elsevier, vol. 56(C), pages 19-33.
    42. Norman Miller & Liang Peng & Michael Sklarz, 2011. "House Prices and Economic Growth," The Journal of Real Estate Finance and Economics, Springer, vol. 42(4), pages 522-541, May.
    43. Alexander Zimper, 2013. "The minimal confidence levels of Basel capital regulation," Working Papers 201305, University of Pretoria, Department of Economics.
    44. Zhou Xia & Carroll Christopher D., 2012. "Dynamics of Wealth and Consumption: New and Improved Measures for U.S. States," The B.E. Journal of Macroeconomics, De Gruyter, vol. 12(2), pages 1-44, March.
    45. Clancy, Daragh & Cussen, Mary & Lydon, Reamonn, 2014. "Housing Market Activity and Consumption: Macro and Micro Evidence," Research Technical Papers 13/RT/14, Central Bank of Ireland.

  12. Gavin Cameron & John Muellbauer & Anthony Murphy, 2006. "Was There A British House Price Bubble? Evidence From A Regional Panel," ERES eres2006_150, European Real Estate Society (ERES).

    Cited by:

    1. Williams, David M, 2009. "House prices and financial liberalisation in Australia," MPRA Paper 15212, University Library of Munich, Germany.
    2. Muellbauer, John, 2025. "Land, Housing and the British Economy: background paper," INET Oxford Working Papers 2025-25, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford, revised Feb 2026.
    3. Janine Aron & John Muellbauer & Anthony Murphy, 2010. "Credit, Housing Collateral and Consumption: Evidence from the UK, Japan and the US," Economics Series Working Papers 487, University of Oxford, Department of Economics.
    4. Haug, Peter (Ed.) & Rosenfeld, Martin T. W. (Ed.) & Weiß, Dominik (Ed.), 2012. "Zur Zukunft der kommunalen Wohnungspolitik in Deutschland und Europa. Tagungsband: Referate und Diskussionen im Rahmen des 3. Halleschen Kolloquiums zur Kommunalen Wirtschaft am 5. und 6. November 2009," IWH-Sonderhefte 3/2012, Halle Institute for Economic Research (IWH).
    5. Yusupova, Alisa & Pavlidis, Nicos G. & Pavlidis, Efthymios G., 2023. "Dynamic linear models with adaptive discounting," International Journal of Forecasting, Elsevier, vol. 39(4), pages 1925-1944.
    6. Andros Gregoriou & Alexandros Kontonikas & Alberto Montagnoli, 2014. "Aggregate and regional house price to earnings ratio dynamics in the UK," Urban Studies, Urban Studies Journal Limited, vol. 51(13), pages 2916-2927, October.
    7. Janine Aron & John Muellbauer, 2010. "Modelling and Forecasting UK Mortgage Arrears and Possessions," SERC Discussion Papers 0052, Centre for Economic Performance, LSE.
    8. McGinnity, Frances & Russell, Helen & Alamir, Anousheh, 2024. "17 years after the start of the global financial crisis (GFC), where are we now with credit and house prices in the Irish residential market?," Papers WP779, Economic and Social Research Institute (ESRI).
    9. Verma, Akhilesh Kumar & McQuinn, Kieran, 2024. "Assessing expectations of European house prices," Quarterly Economic Commentary: Special Articles, Economic and Social Research Institute (ESRI).
    10. Christian A. L. Hilber & Wouter Vermeulen, 2013. "The impact of supply constraints on house prices in England," Working Papers 2013/28, Institut d'Economia de Barcelona (IEB).
    11. Duca, John V. & Muellbauer, John & Murphy, Anthony, 2010. "Housing markets and the financial crisis of 2007-2009: Lessons for the future," Journal of Financial Stability, Elsevier, vol. 6(4), pages 203-217, December.
    12. Montagnoli, Alberto & Nagayasu, Jun, 2015. "UK house price convergence clubs and spillovers," Journal of Housing Economics, Elsevier, vol. 30(C), pages 50-58.
    13. Rose Cunningham & Ilan Kolet, 2007. "Housing Market Cycles and Duration Dependence in the United States and Canada," Staff Working Papers 07-2, Bank of Canada.
    14. Christian Nygaard, 2011. "International Migration, Housing Demand and Access to Homeownership in the UK," Urban Studies, Urban Studies Journal Limited, vol. 48(11), pages 2211-2229, August.
    15. McQuinn, Kieran, 2017. "The changing relationship between affordability and house prices: a cross-country examination," Papers WP560, Economic and Social Research Institute (ESRI).
    16. McQuinn, Kieran & O'Toole, Conor & O'Shea, Dónal, 2024. "Quarterly Economic Commentary, Winter 2024," Forecasting Report, Economic and Social Research Institute (ESRI), number QEC2024WIN, February.
    17. Røed Larsen, Erling & Weum, Steffen, 2008. "Testing the efficiency of the Norwegian housing market," Journal of Urban Economics, Elsevier, vol. 64(2), pages 510-517, September.
    18. Robert Kelly & Kieran McQuinn, 2014. "On the Hook for Impaired Bank Lending: Do Sovereign-Bank Interlinkages Affect the Net Cost of a Fiscal Stimulus?," International Journal of Central Banking, International Journal of Central Banking, vol. 10(3), pages 95-128, September.
    19. Karolien De Bruyne & Jan Van Hove, 2013. "Explaining the spatial variation in housing prices: an economic geography approach," Applied Economics, Taylor & Francis Journals, vol. 45(13), pages 1673-1689, May.
    20. Steven Clark & T. Coggin, 2009. "Trends, Cycles and Convergence in U.S. Regional House Prices," The Journal of Real Estate Finance and Economics, Springer, vol. 39(3), pages 264-283, October.
    21. Michael Beenstock & Daniel Felsenstein, 2010. "Spatial error correction and cointegration in nonstationary panel data: regional house prices in Israel," Journal of Geographical Systems, Springer, vol. 12(2), pages 189-206, June.
    22. Holly, S. & Pesaran, M.H. & Yamagata. T., 2006. "A Spatio-Temporal Model of House Prices in the US," Cambridge Working Papers in Economics 0654, Faculty of Economics, University of Cambridge.
    23. Graeme O'Meara, 2015. "Housing Bubbles and Monetary Policy: A Reassessment," Open Access publications 10197/6435, School of Economics, University College Dublin.
    24. Alberto, Montagnoli & Jun, Nagayasu, 2013. "An Investigation of Housing Affordability in the UK Regions," SIRE Discussion Papers 2013-64, Scottish Institute for Research in Economics (SIRE).
    25. Iulia Traistaru-Siedschlag, 2006. "Macroeconomic Differentials and Adjustment in the Euro Area," Papers WP175, Economic and Social Research Institute (ESRI).
    26. John V. Duca & John N. Muellbauer & Anthony Murphy, 2011. "House prices and credit constraints: making sense of the U.S. experience," Working Papers 1103, Federal Reserve Bank of Dallas.
    27. Martin Lux & Petr Sunega, 2010. "Udržitelnost vývoje cen bytů v České republice [The Sustainability of House Price Trends in the Czech Republic]," Politická ekonomie, Prague University of Economics and Business, vol. 2010(2), pages 225-252.
    28. Simón Sosvilla, 2008. "Immigration and Housing Prices in Spain," Working Papers 2008-40, FEDEA.
    29. Duffy, David & Mc Inerney, Niall & McQuinn, Kieran, 2015. "Macroprudential Policy in a Recovering Market: Too Much too Soon?," Papers WP500, Economic and Social Research Institute (ESRI).
    30. Lijian Sun & Shengxing Zhang, 2008. "External Dependent Economy and Structural Real Estate Bubbles in China," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 16(1), pages 34-50, January.
    31. Wichita State University, 2016. "Contagion, Interdependence and Diversification across Regional UK Housing Markets," International Real Estate Review, Global Social Science Institute, vol. 19(3), pages 327-351.
    32. William Miles, 2015. "Bubbles, Busts and Breaks in UK Housing," International Real Estate Review, Global Social Science Institute, vol. 18(4), pages 455-471.
    33. Taufiq Choudhry, 2020. "Economic Policy Uncertainty and House Prices: Evidence from Geographical Regions of England and Wales," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 48(2), pages 504-529, June.
    34. Ana Angulo & Peter Burridge & Jes�s Mur, 2017. "Testing for breaks in the weighting matrix," Documentos de Trabajo dt2017-01, Facultad de Ciencias Económicas y Empresariales, Universidad de Zaragoza.
    35. Hui, Eddie C.M. & Zheng, Xian & Wang, Hui, 2010. "A dynamic mathematical test of international property securities bubbles and crashes," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(7), pages 1445-1454.
    36. Alisa Yevgenyevna Yusupova & Efthymios Pavlidis & Ivan Paya & David Alan Peel, 2017. "Exuberance in the U.K. Regional Housing Markets," Working Papers 168117137, Lancaster University Management School, Economics Department.
    37. John V Duca & John Muellbauer & Anthony Murphy, 2012. "Credit standards and the bubble in US house prices: new econometric evidence," BIS Papers chapters, in: Bank for International Settlements (ed.), Property markets and financial stability, volume 64, pages 83-89, Bank for International Settlements.
    38. Muellbauer, John & Williams, David M, 2011. "Credit Conditions and the Real Economy: The Elephant in the Room," CEPR Discussion Papers 8386, Centre for Economic Policy Research.
    39. Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna & Mark E. Wohar, 2021. "Uncertainty and Predictability of Real Housing Returns in the United Kingdom: A Regional Analysis," Working Papers 202102, University of Pretoria, Department of Economics.
    40. McCarthy, Yvonne & McQuinn, Kieran, 2013. "Credit conditions in a boom and bust property market," Research Technical Papers 08/RT/13, Central Bank of Ireland.
    41. John Muellbauer & Gavin Cameron & John Muellbauer, 2006. "Was There A British House Price Bubble? Evidence from a Regional Panel," Economics Series Working Papers 276, University of Oxford, Department of Economics.
    42. Duffy, David & Foley, Daniel & McQuinn, Kieran, 2016. "Cross Country Residential Investment Rates and the Implications for the Irish Housing Market," Quarterly Economic Commentary: Special Articles, Economic and Social Research Institute (ESRI).
    43. Kyriaki Begiazi & Paraskevi Katsiampa, 2019. "Modelling UK House Prices with Structural Breaks and Conditional Variance Analysis," The Journal of Real Estate Finance and Economics, Springer, vol. 58(2), pages 290-309, February.
    44. Engerstam, Sviatlana, 2020. "Macroeconomic determinants of apartment prices in Swedish and German cities," Working Paper Series 20/2, Royal Institute of Technology, Department of Real Estate and Construction Management & Banking and Finance.
    45. 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.
    46. John Muellbauer & Pierre St-Amant & David Williams, 2015. "Credit Conditions and Consumption, House Prices and Debt: What Makes Canada Different?," Staff Working Papers 15-40, Bank of Canada.
    47. Leszczyński, Robert & Olszewski, Krzysztof, 2014. "Panel analysis of home prices in the primary and secondary market in 17 largest cities in Poland," MPRA Paper 59017, University Library of Munich, Germany.
    48. Braakmann, Nils & McDonald, Stephen, 2020. "Housing subsidies and property prices: Evidence from England," Regional Science and Urban Economics, Elsevier, vol. 80(C).
    49. Muellbauer, John & Murphy, Anthony & Duca, John V, 2011. "Shifting Credit Standards and the Boom and Bust in US House Prices," CEPR Discussion Papers 8361, Centre for Economic Policy Research.
    50. Tatiana Kirsanova & Øyvind Masst & Charles Nolan, 2025. "Searching for flexibility: The Joint Impact of Thatcher’s Reforms of UK Labour and Housing Markets," Working Papers 2025_13, Business School - Economics, University of Glasgow.
    51. Kelly, Robert & McQuinn, Kieran, 2013. "On the hook for impaired bank lending: Do sovereign-bank inter-linkages affect the fiscal multiplier?," Research Technical Papers 01/RT/13, Central Bank of Ireland.
    52. David M. Williams, 2010. "Consumption, wealth and credit liberalisation in Australia," Economics Series Working Papers 492, University of Oxford, Department of Economics.
    53. Emilio Fernandez-Corugedo & John Muellbauer, 2006. "Consumer credit conditions in the United Kingdom," Bank of England working papers 314, Bank of England.
    54. John Muellbauer, 2012. "When is a Housing Market Overheated Enough to Threaten Stability?," RBA Annual Conference Volume (Discontinued), in: Alexandra Heath & Frank Packer & Callan Windsor (ed.),Property Markets and Financial Stability, Reserve Bank of Australia.
    55. Kajuth, Florian & Knetsch, Thomas A. & Pinkwart, Nicolas, 2013. "Assessing house prices in Germany: Evidence from an estimated stock-flow model using regional data," Discussion Papers 46/2013, Deutsche Bundesbank.
    56. William Miles, 2017. "Home Value and Equity Co-Movement: A Dynamic Approach for G-7 Countries," Journal of Real Estate Portfolio Management, Taylor & Francis Journals, vol. 23(1), pages 51-71, January.
    57. Coskun Yener & Jadevicius Arvydas, 2017. "Is there a Housing Bubble in Turkey?," Real Estate Management and Valuation, Sciendo, vol. 25(1), pages 48-73, March.
    58. Geoffrey Meen, 2008. "Ten New Propositions in UK Housing Macroeconomics: An Overview of the First Years of the Century," Urban Studies, Urban Studies Journal Limited, vol. 45(13), pages 2759-2781, December.
    59. Quan Gan & Robert J. Hill, 2008. "A New Perspective on the Relationship Between House Prices and Income," Discussion Papers 2008-13, School of Economics, The University of New South Wales.
    60. Ling Zhang & He Wang & Yan Song & Haizhen Wen, 2019. "Spatial Spillover of House Prices: An Empirical Study of the Yangtze Delta Urban Agglomeration in China," Sustainability, MDPI, vol. 11(2), pages 1-17, January.
    61. McQuinn, Kieran, 2017. "Irish house prices: D j vu all over again?," Quarterly Economic Commentary: Special Articles, Economic and Social Research Institute (ESRI).
    62. Alisa Yusupova & Nicos G. Pavlidis & Efthymios G. Pavlidis, 2019. "Adaptive Dynamic Model Averaging with an Application to House Price Forecasting," Papers 1912.04661, arXiv.org.
    63. John N. Muellbauer, 2007. "Housing, credit and consumer expenditure," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 267-334.
    64. Michael Ball & Phil Allmendinger & Cathy Hughes, 2008. "Housing Supply and Planning Delay in the South of England," Real Estate & Planning Working Papers rep-wp2008-04, Henley Business School, University of Reading.
    65. Egan, Paul & McQuinn, Kieran & O'Toole, Conor, 2024. "How supply and demand affect national house prices: The case of Ireland," Journal of Housing Economics, Elsevier, vol. 65(C).
    66. Egan Paul & McQuinn Kieran & O’Toole Conor, 2024. "Credit and House Prices in the Irish Residential Market," Intereconomics: Review of European Economic Policy, Sciendo, vol. 59(5), pages 293-300.
    67. Barrett, Alan & Bergin, Adele & FitzGerald, John & Traistaru-Siedschlag, Iulia, 2006. "Economic Assessment of the Euro Area: Forecasts and Policy Analysis, Autumn Report 2006," Research Series, Economic and Social Research Institute (ESRI), number sustat22.
    68. Nagayasu, Jun, 2016. "Inflation and Bubbles in the Japanese Condominium Market," MPRA Paper 71192, University Library of Munich, Germany.
    69. McQuinn, Kieran & Addison-Smyth, Diarmaid, 2015. "Assessing the Sustainable Nature of Housing-Related Taxation Receipts: The Case of Ireland," Papers WP503, Economic and Social Research Institute (ESRI).

  13. Muellbauer, John & Murphy, Anthony & Cameron, Gavin, 2006. "Housing Market Dynamics and Regional Migration in Britain," CEPR Discussion Papers 5832, Centre for Economic Policy Research.

    Cited by:

    1. Muellbauer, John, 2025. "Land, Housing and the British Economy: background paper," INET Oxford Working Papers 2025-25, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford, revised Feb 2026.
    2. Wouter Vermeulen & Jos Van Ommeren, 2009. "Compensation of Regional Unemployment in Housing Markets," Economica, London School of Economics and Political Science, vol. 76(301), pages 71-88, February.
    3. Ioannis Kaplanis & Vassilis Monastiriotis, 2012. "Flexible Employment and Cross-Regional Adjustment," SERC Discussion Papers 0100, Centre for Economic Performance, LSE.
    4. Jeanty, P. Wilner & Partridge, Mark & Irwin, Elena, 2010. "Estimation of a spatial simultaneous equation model of population migration and housing price dynamics," Regional Science and Urban Economics, Elsevier, vol. 40(5), pages 343-352, September.
    5. Overman, Henry G. & Rice, Patricia & Venables, Anthony J., 2007. "Economic linkages across space," LSE Research Online Documents on Economics 19705, London School of Economics and Political Science, LSE Library.
    6. Fredrik Carlsen & Kare Johansen & Lasse Sigbjorn Stambol, 2011. "Effects of Regional Labour Markets on Migration Flows, by Education Level," ERSA conference papers ersa10p693, European Regional Science Association.
    7. Rabe, Birgitta & P. Taylor, Mark, 2010. "Differences in opportunities? Wage, unemployment and house-price effects on migration," ISER Working Paper Series 2010-05, Institute for Social and Economic Research.
    8. Birgitta Rabe, 2011. "Dual-earner migration. Earnings gains, employment and self-selection," Journal of Population Economics, Springer;European Society for Population Economics, vol. 24(2), pages 477-497, April.
    9. Hu, Zhigao & Zhang, Yan & Cao, Jianhua & Zhou, Ke, 2022. "Longing for the Blue Sky: Urban air quality and the individual decision to immigrate," Journal of Asian Economics, Elsevier, vol. 79(C).
    10. Anil Rupasingha & Yongzheng Liu & Mark Partridge, 2015. "Rural Bound: Determinants of Metro to Non-Metro Migration in the United States," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 97(3), pages 680-700.
    11. Vermeulen, Wouter & van Ommeren, Jos, 2009. "Does land use planning shape regional economies? A simultaneous analysis of housing supply, internal migration and local employment growth in the Netherlands," Journal of Housing Economics, Elsevier, vol. 18(4), pages 294-310, December.
    12. Lukas Felix Götzelmann & Ferdinand Mager & Kerstin Hennig, 2023. "Move, Stay, or Pay: The Impact of Land Prices on Migration Balances in Germany," International Real Estate Review, Global Social Science Institute, vol. 26(4), pages 521-550.
    13. Rainer, Helmut & Smith, Ian, 2008. "Staying together for the sake of the home? House price shocks and partnership dissolution in the UK," ISER Working Paper Series 2008-31, Institute for Social and Economic Research.

  14. Anthony Murphy & M Izzeldin, 2006. "Bootstrapping long memory tests: some Monte Carlo results," Working Papers 574547, Lancaster University Management School, Economics Department.

    Cited by:

    1. Arteche, Josu & Orbe, Jesus, 2016. "A bootstrap approximation for the distribution of the Local Whittle estimator," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 645-660.
    2. Yixun Xing & Wayne A. Woodward, 2021. "R-Squared-Bootstrapping for Gegenbauer-Type Long Memory," Computational Economics, Springer;Society for Computational Economics, vol. 57(2), pages 773-790, February.

  15. Gavin Cameron & John Muellbauer & Anthony Murphy, 2005. "Booms, Busts and Ripples in British Regional Housing Markets," Macroeconomics 0512003, University Library of Munich, Germany.

    Cited by:

    1. Drobyshevsky Sergey & Narkevich Sergey & E. Pikulina & D. Polevoy, 2009. "Analysis Of a Possible Bubble On the Russian Real Estate Market," Research Paper Series, Gaidar Institute for Economic Policy, issue 128P.

  16. Anthony Murphy, 2005. "Score Tests of Normality in Bivariate Probit Models," Econometrics 0512004, University Library of Munich, Germany.

    Cited by:

    1. Yao, Becatien H. & Shanoyan, Aleksan & Schwab, Benjamin & Amanor-Boadu, Vincent, 2022. "Mobile money, transaction costs, and market participation: evidence from Côte d’Ivoire and Tanzania," Food Policy, Elsevier, vol. 112(C).
    2. Uddin, Main & Wang, Liang Choon & Smyth, Russell, 2021. "Do government-initiated energy comparison sites encourage consumer search and lower prices? Evidence from an online randomized controlled experiment in Australia," Journal of Economic Behavior & Organization, Elsevier, vol. 188(C), pages 167-182.
    3. Fagan, Frank & Bilgel, Fırat, 2015. "Sunsets and federal lawmaking: Evidence from the 110th Congress," International Review of Law and Economics, Elsevier, vol. 41(C), pages 1-6.
    4. Bettarelli Luca, 2017. "From Revolution to Elections. A Comparative Analysis of Tunisia and Egypt," Peace Economics, Peace Science, and Public Policy, De Gruyter, vol. 23(2), pages 1-12, April.
    5. Sergi Jiménez‐Martín & José M. Labeaga‐Azcona & Cristina Vilaplana‐Prieto, 2016. "Interactions between Private Health and Long‐term Care Insurance and the Effects of the Crisis: Evidence for Spain," Health Economics, John Wiley & Sons, Ltd., vol. 25(S2), pages 159-179, November.
    6. Bratti, Massimiliano & Mendola, Mariapia & Miranda, Alfonso, 2015. "Hard to Forget: The Long-Lasting Impact of War on Mental Health," IZA Discussion Papers 9269, IZA Network @ LISER.
    7. Sara Rahman & Don Weatherburn, 2021. "Does Prison Deter Drunk-Drivers?," Journal of Quantitative Criminology, Springer, vol. 37(4), pages 979-1001, December.
    8. Yiming Zhang & Rui Yang & Kai Zhao & Xiangzhi Kong, 2023. "Fertilizer Application in Contract Farming: A Risk Analysis," Land, MDPI, vol. 12(8), pages 1-20, July.
    9. Botezat, Alina & Pfeiffer, Friedhelm, 2014. "The impact of parents migration on the well-being of children left behind: Initial evidence from Romania," ZEW Discussion Papers 14-029, ZEW - Leibniz Centre for European Economic Research.
    10. Minghui Yin & Balekouzou Augustin & Chang Shu & Tingting Qin & Ping Yin, 2016. "Probit Models to Investigate Prevalence of Total Diagnosed and Undiagnosed Diabetes among Aged 45 Years or Older Adults in China," PLOS ONE, Public Library of Science, vol. 11(10), pages 1-13, October.
    11. Chiburis, Richard C. & Das, Jishnu & Lokshin, Michael, 2012. "A practical comparison of the bivariate probit and linear IV estimators," Economics Letters, Elsevier, vol. 117(3), pages 762-766.
    12. Rainer Winkelmann, 2009. "Copula-based bivariate binary response models," SOI - Working Papers 0913, Socioeconomic Institute - University of Zurich.
    13. Ahmed, Mansur & Goodwin, Barry, 2016. "Agricultural Mechanization and Non-Farm Labor Supply of Farm Households: Evidence from Bangladesh," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 236131, Agricultural and Applied Economics Association.
    14. Rainer Winkelmann, 2012. "Copula Bivariate Probit Models: With An Application To Medical Expenditures," Health Economics, John Wiley & Sons, Ltd., vol. 21(12), pages 1444-1455, December.
    15. Gallagher, Emily A. & Gopalan, Radhakrishnan & Grinstein-Weiss, Michal, 2019. "The effect of health insurance on home payment delinquency: Evidence from ACA Marketplace subsidies," Journal of Public Economics, Elsevier, vol. 172(C), pages 67-83.
    16. Riccardo Lucchetti & Claudia Pigini, 2013. "A test for bivariate normality with applications in microeconometric models," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 22(4), pages 535-572, November.
    17. Chia-Yu Yeh & Kang Ernest Liu, 2019. "Modeling Household Participation Decisions Between Domestic And International Trips By Semi-Nonparametric Regressions," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 64(01), pages 191-211, March.
    18. Juan Acosta-Ballesteros & María del Pilar Osorno-del Rosal & Olga María Rodríguez-Rodríguez, 2018. "Overeducation of Young Workers in Spain: How Much Does the First Job Matter? Social Indicators Research," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 138(1), pages 109-139, July.
    19. Konishi, Yoshifumi & Adachi, Kenji, 2011. "A framework for estimating willingness-to-pay to avoid endogenous environmental risks," Resource and Energy Economics, Elsevier, vol. 33(1), pages 130-154, January.
    20. Blasch, Julia & Filippini, Massimo & Kumar, Nilkanth, 2019. "Boundedly rational consumers, energy and investment literacy, and the display of information on household appliances," Resource and Energy Economics, Elsevier, vol. 56(C), pages 39-58.
    21. Michael J. Peel, 2014. "Addressing unobserved endogeneity bias in accounting studies: control and sensitivity methods by variable type," Accounting and Business Research, Taylor & Francis Journals, vol. 44(5), pages 545-571, October.
    22. Luca Zanin & Rosalba Radice & Giampiero Marra, 2013. "Estimating the Effect of Perceived Risk of Crime on Social Trust in the Presence of Endogeneity Bias," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 114(2), pages 523-547, November.
    23. Rachel Sabates-Wheeler & Ricardo Sabates & Adriana Castaldo, 2008. "Tackling Poverty-migration Linkages: Evidence from Ghana and Egypt," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 87(2), pages 307-328, June.
    24. Shelley Clark & Caroline W. Kabiru & Sonia Laszlo & Stella Muthuri, 2019. "The Impact of Childcare on Poor Urban Women’s Economic Empowerment in Africa," Demography, Springer;Population Association of America (PAA), vol. 56(4), pages 1247-1272, August.
    25. Darryl Holden & Roger Perman, 2014. "The convenient calculation of some test statistics in models of discrete choice," Working Papers 1410, University of Strathclyde Business School, Department of Economics.
    26. Singh, Neeraj & Kumar, Niraj & Kapoor, Sanjeev, 2022. "Consumer multihoming predisposition on food platforms: Does gender matter?," Journal of Retailing and Consumer Services, Elsevier, vol. 67(C).
    27. Beugelsdijk, Sjoerd & Jindra, Björn, 2018. "Product innovation and decision-making autonomy in subsidiaries of multinational companies," Journal of World Business, Elsevier, vol. 53(4), pages 529-539.
    28. Firat Bilgel & Burhan Can Karahasan, 2017. "Self-Rated Health and Primary Care Utilization: Is Selection into Healthcare Endogenously Determined?," Working Papers 1079, Economic Research Forum, revised 04 Jun 2017.
    29. Riccardo LUCCHETTI & Claudia PIGINI, 2011. "Conditional Moment Tests for Normality in Bivariate Limited Dependent Variable Models: a Monte Carlo Study," Working Papers 357, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    30. Gonzalo Villa-Cox & Paul Herrera & Ramón Villa-Cox & Elvia Merino-Gaibor, 2017. "Small and Mid-Sized Farmer Irrigation Adoption in the Context of Public Provision of Hydric Infrastructure in Latin America and Caribbean," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 31(14), pages 4617-4631, November.

  17. Anthony Murphy & Marwan Izzeldin, 2005. "Order Flow, Transaction Clock, and Normality of Asset Returns: A Comment on Ané and Geman (2000)," Finance 0512005, University Library of Munich, Germany.

    Cited by:

    1. William H. Press, 2023. "NYSE Price Correlations Are Abitrageable Over Hours and Predictable Over Years," Papers 2305.08241, arXiv.org.
    2. Ata Türkoğlu, 2016. "Normally distributed high-frequency returns: a subordination approach," Quantitative Finance, Taylor & Francis Journals, vol. 16(3), pages 389-409, March.
    3. Torben G. Andersen & Tim Bollerslev & Per Houmann Frederiksen & Morten Ørregaard Nielsen, 2007. "Continuous-Time Models, Realized Volatilities, and Testable Distributional Implications for Daily Stock Returns," CREATES Research Papers 2007-21, Department of Economics and Business Economics, Aarhus University.

  18. Anthony Murphy & Brendan M. Walsh & Frank Barry, 2003. "The economic appraisal system for projects seeking support from the industrial development agencies," Open Access publications 10197/1600, School of Economics, University College Dublin.

    Cited by:

    1. John FitzGerald, 2019. "Contributing to Macro-Economic Policy in Ireland," The Economic and Social Review, Economic and Social Studies, vol. 50(4), pages 613-623.
    2. Barrett, Alan & Kearney, Ide & O'Brien, Martin, 2008. "Quarterly Economic Commentary, Spring 2008," Forecasting Report, Economic and Social Research Institute (ESRI), number QEC20081, February.
    3. Denny, Eleanor, 2009. "The economics of tidal energy," Energy Policy, Elsevier, vol. 37(5), pages 1914-1924, May.

  19. Clinch, P. & Murphy, A., 1998. "Modelling Winners and Losers in Contingent Valuation of Public Goods Appropriate Welfare Measures and Economic Analysis," Papers 98/12, College Dublin, Department of Political Economy-.

    Cited by:

    1. Cho, Seong-Hoon & Yen, Steven T. & Bowker, James Michael & Newman, David H., 2008. "Modeling Willingness to Pay for Land Conservation Easements: Treatment of Zero and Protest Bids and Application and Policy Implications," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 40(01), pages 1-19, April.

  20. J. Peter Clinch & Anthony Murphy, 1998. "Modelling winners and losers in contingent valuation of public goods : appropriate welfare measures and econometric analysis," Working Papers 199812, School of Economics, University College Dublin.

    Cited by:

    1. Cho, Seong-Hoon & Yen, Steven T. & Bowker, James Michael & Newman, David H., 2008. "Modeling Willingness to Pay for Land Conservation Easements: Treatment of Zero and Protest Bids and Application and Policy Implications," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 40(01), pages 1-19, April.
    2. Sina Shahab & J Peter Clinch & Eoin O’Neill, 2019. "Impact-based planning evaluation: Advancing normative criteria for policy analysis," Environment and Planning B, , vol. 46(3), pages 534-550, March.
    3. Stephen Hynes & Brian Cahill & Emma J. Dillon, 2007. "A Negative Binomial Discrete Choice Model of Forestry Recreation in Ireland," Working Papers 0709, Rural Economy and Development Programme,Teagasc.
    4. Dikgang, Johane & Muchapondwa, Edwin, 2012. "The valuation of biodiversity conservation by the South African Khomani San “bushmen” community," Ecological Economics, Elsevier, vol. 84(C), pages 7-14.
    5. Robert A. Simons & Jesse Saginor & Aly H. Karam & Hlengani Baloyi, 2008. "Use of Contingent Valuation Analysis in a Developing Country: Market Perceptions of Contamination on Johannesburg’s Mine Dumps," International Real Estate Review, Global Social Science Institute, vol. 11(2), pages 75-104.
    6. McGrath, Luke & Hynes, Stephen & McHale, John, 2019. "Augmenting the World Bank’s estimates: Ireland’s Genuine Savings through boom and bust," Working Papers 309539, National University of Ireland, Galway, Socio-Economic Marine Research Unit.
    7. del Saz Salazar, Salvador & Hernandez Sancho, Francesc & Sala Garrido, Ramon, 2009. "Estimación del valor económico de la calidad del agua de un río mediante una doble aproximación: una aplicación de los principios económicos de la Directiva Marco del Agua," Economia Agraria y Recursos Naturales, Spanish Association of Agricultural Economists, vol. 9(01), pages 1-27.
    8. Czajkowski, Mikołaj & Zawojska, Ewa & Meade, Norman & da Motta, Ronaldo Seroa & Welsh, Mike & Ortiz, Ramon Arigoni, 2024. "On the inference about a willingness-to-pay distribution using contingent valuation data," Ecological Economics, Elsevier, vol. 222(C).
    9. Sofia N. Andreou & Panos Pashardes & Nicoletta Pashourtidou, 2015. "The value of state education to consumers," University of Cyprus Working Papers in Economics 05-2015, University of Cyprus Department of Economics.
    10. Bugbee, Marcia & Loureiro, Maria L., 2003. "A Risk Perception Analysis Of Genetically Modified Foods Based On Stated Preferences," 2003 Annual meeting, July 27-30, Montreal, Canada 22017, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    11. Carlsson, Fredrik & Kataria, Mitesh, 2006. "Assessing management options for weed control with demanders and non-demanders in a choice experiment," Working Papers in Economics 208, University of Gothenburg, Department of Economics.
    12. Nahuelhual, Laura & Loureiro, Maria L. & Loomis, John B., 2004. "Using Random Parameters to Account for Heterogeneous Preferences in Contingent Valuation of Public Open Space," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 29(3), pages 1-16, December.
    13. Dikgang, Johane & Muchapondwa, Edwin, 2012. "The Valuation of Biodiversity Conservation by the South African Khomani San “Bushmen†Community," RFF Working Paper Series dp-12-10-efd, Resources for the Future.
    14. Carlsson, Fredrik & Kataria, Mitesh & Lampi, Elina, 2008. "Dealing with ignored attributes in choice experiments on valuation of Sweden’s environmental quality objectives," Working Papers in Economics 289, University of Gothenburg, Department of Economics, revised 01 Mar 2009.
    15. Lee, Gunwoo & Kim, Soo-Yeob & Lee, Min-Kyu, 2015. "Economic evaluation of vessel traffic service (VTS): A contingent valuation study," Marine Policy, Elsevier, vol. 61(C), pages 149-154.
    16. J. Peter Clinch & Eoin O'Neill, 2010. "Designing Development Planning Charges: Settlement Patterns, Cost Recovery and Public Facilities," Urban Studies, Urban Studies Journal Limited, vol. 47(10), pages 2149-2171, September.
    17. Philippe Bance & Angélique Chassy, 2019. "Citizen Advisory Committees: A Tool to Remedy the Shortcomings of the Contingent Valuation Method Within the System of Multi-Level Governance," Post-Print hal-02910727, HAL.
    18. Stephen Hynes & Cathal Buckley & Tom van Rensburg, 2006. "Agricultural versus Recreational Activity on Marginal Farm Land: A Discrete-Choice Model of Recreational Activity on Irish Farm Commonage," Working Papers 0603, Rural Economy and Development Programme,Teagasc.
    19. Sofia N. Andreou & Panos Pashardes, 2012. "Consumers’ Valuation of Level and Egalitarian Education Attainment of Schools in England," University of Cyprus Working Papers in Economics 10-2012, University of Cyprus Department of Economics.
    20. Nieuwenhuis, Maarten & Gallagher, Denis, 2001. "The impact of landscape design planning on the timber production and financial outputs of a forest plantation in Ireland," Forest Policy and Economics, Elsevier, vol. 2(3-4), pages 267-280, July.
    21. Groothuis, Peter A. & Whitehead, John C., 2009. "The Provision Point Mechanism and Scenario Rejection in Contingent Valuation," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 38(2), pages 1-10, October.
    22. Lee, Gi-Eu & Loveridge, Scott & Joshi, Satish, 2017. "Local acceptance and heterogeneous externalities of biorefineries," Energy Economics, Elsevier, vol. 67(C), pages 328-336.
    23. Stephen Hynes & Cathal Buckley & Tom van Rensburg, 2007. "Recreational Pursuits on Marginal Farm Land: A Discrete-Choice Model of Irish Farm Commonage Recreation," The Economic and Social Review, Economic and Social Studies, vol. 38(1), pages 63-84.
    24. Franco, Daniel & Luiselli, Luca, 2013. "A procedure to analyse the strategic outliers and the multiple motivations in a contingent valuation: a case study for a concrete policy purpose," MPRA Paper 66498, University Library of Munich, Germany.
    25. Ovaskainen, Ville & Kniivila, Matleena, 2005. "Consumer versus citizen preferences in contingent valuation: evidence on the role of question framing," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 49(4), pages 1-16.
    26. Patricia A. Champ & Richard C. Bishop, 2006. "Is Willingness to Pay for a Public Good Sensitive to the Elicitation Format?," Land Economics, University of Wisconsin Press, vol. 82(2), pages 162-173.
    27. Laura Nahuelhual-Muñoz & Maria Loureiro & John Loomis, 2004. "Addressing Heterogeneous Preferences Using Parametric Extended Spike Models," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 27(3), pages 297-311, March.
    28. Kelley, Hugh & van Rensburg, Thomas M. & Jeserich, Nadine, 2016. "Determinants of demand for recreational walking trails in Ireland," Tourism Management, Elsevier, vol. 52(C), pages 173-186.
    29. Sofia N. Andreou & Panos Pashardes, 2013. "Consumers’ Valuation of Academic and Equality-inducing Aspects of School Performance in England," University of Cyprus Working Papers in Economics 09-2013, University of Cyprus Department of Economics.
    30. Ferreira, Susana & Moro, Mirko, 2010. "Constructing Genuine Savings Indicators for Ireland, 1995-2005," Stirling Economics Discussion Papers 2010-10, University of Stirling, Division of Economics.
    31. Giles Atkinson & Brett Day & Susana Mourato & Charles Palmer, 2004. "'Amenity' or 'eyesore'? Negative willingness to pay for options to replace electricity transmission towers," Applied Economics Letters, Taylor & Francis Journals, vol. 11(4), pages 203-208.
    32. Saz-Salazar, Salvador del & Tovar, Beatriz, 2024. "On ferry users’ willingness to pay for improving environmental quality: A case study for the Canary Islands," Transport Policy, Elsevier, vol. 154(C), pages 61-72.
    33. Massimiliano Mazzanti & Marco Modica & Andrea Rampa, 2021. "The Biogas dilemma: an analysis on the Social Approval of large new plants," SEEDS Working Papers 0221, SEEDS, Sustainability Environmental Economics and Dynamics Studies, revised Apr 2021.
    34. David Worden & Getu Hailu & Kate Jones & Yu Na Lee, 2022. "The effects of bundling on livestock producers' valuations of environmentally friendly traits available through genomic selection," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 70(4), pages 263-286, December.
    35. Romain Espinosa, 2024. "Animals and Social Welfare," Post-Print halshs-04369311, HAL.
    36. Ville Ovaskainen & Matleena Kniivilä, 2005. "Consumer versus citizen preferences in contingent valuation: evidence on the role of question framing," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 49(4), pages 379-394, December.

  21. Muellbauer, John & Murphy, Anthony, 1997. "Booms and Busts in the UK Housing Market," CEPR Discussion Papers 1615, Centre for Economic Policy Research.

    Cited by:

    1. Williams, David M, 2009. "House prices and financial liberalisation in Australia," MPRA Paper 15212, University Library of Munich, Germany.
    2. Gavin Cameron & John Muellbauer & Jonathan Snicker, 2001. "A Study in Structural Change: Relative Earnings in Wales Since the 1970s," Economics Series Working Papers 61, University of Oxford, Department of Economics.
    3. W. Miles, 2008. "Boom–Bust Cycles and the Forecasting Performance of Linear and Non-Linear Models of House Prices," The Journal of Real Estate Finance and Economics, Springer, vol. 36(3), pages 249-264, April.
    4. Andreas Fuster & Benjamin Hebert & David Laibson, 2011. "Natural Expectations, Macroeconomic Dynamics, and Asset Pricing," NBER Working Papers 17301, National Bureau of Economic Research, Inc.
    5. Alessandra Canepa & Emilio Zanetti Chini & Huthaifa Alqaralleh, 2020. "Global Cities and Local Housing Market Cycles," The Journal of Real Estate Finance and Economics, Springer, vol. 61(4), pages 671-697, November.
    6. Lo Cascio, Iolanda, 2021. "A wavelet analysis of the ripple effect in UK regional housing markets," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 1093-1105.
    7. Tsangyao Chang & Tsung-pao Wu & Rangan Gupta, 2013. "Are House Prices in South Africa Really Non-Stationary? Evidence from SPSM-Based Panel KSS Test with a Fourier Function," Working Papers 201324, University of Pretoria, Department of Economics.
    8. Pancrazi, Roberto & Pietrunti, Mario, 2015. "Natural Expectations and Home Equity Extraction," The Warwick Economics Research Paper Series (TWERPS) 1068, University of Warwick, Department of Economics.
    9. Guay Lim & Sarantis Tsiaplias, 2016. "Non-Linearities in the Relationship between House Prices and Interest Rates: Implications for Monetary Policy," Melbourne Institute Working Paper Series wp2016n02, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
    10. Sainan Jin & Wanjun Jiang & Liangjun Su & Jianying Hu, 2006. "The Rise in House Prices in China: Bubbles or Fundamentals?," Economics Bulletin, AccessEcon, vol. 3(7), pages 1-8.
    11. Insoo Baek & Sanghyo Lee & Joosung Lee & Jaejun Kim, 2021. "Analysis of Housing Market Dynamics Considering the Structural Characteristics of Mortgage Interest," Sustainability, MDPI, vol. 13(19), pages 1-15, September.
    12. Bianca Biagi & Maria Giovanna Brandano & Steven B. Caudill, 2016. "Tourism and house prices in Italy," Tourism Economics, , vol. 22(5), pages 964-978, October.
    13. Jason Allen & Robert Amano & David P. Byrne & Allan W. Gregory, 2009. "Canadian city housing prices and urban market segmentation," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 42(3), pages 1132-1149, August.
    14. Gabor Vadas & Gergely Kiss, 2005. "The Role of the Housing Market in Monetary Transmission," Macroeconomics 0512010, University Library of Munich, Germany.
    15. Drobyshevsky Sergey & Narkevich Sergey & E. Pikulina & D. Polevoy, 2009. "Analysis Of a Possible Bubble On the Russian Real Estate Market," Research Paper Series, Gaidar Institute for Economic Policy, issue 128P.
    16. Alessandra Canepa & Fawaz Khaled, 2018. "Housing, Housing Finance and Credit Risk," IJFS, MDPI, vol. 6(2), pages 1-23, May.
    17. Andros Gregoriou & Alexandros Kontonikas & Alberto Montagnoli, 2014. "Aggregate and regional house price to earnings ratio dynamics in the UK," Urban Studies, Urban Studies Journal Limited, vol. 51(13), pages 2916-2927, October.
    18. Maclennan, Duncan & Muellbauer, John & Stephens, Mark, 1999. "Asymmetries in Housing and Financial Market Institutions and EMU," CEPR Discussion Papers 2062, Centre for Economic Policy Research.
    19. Sergio Clavijo & Michel Janna & Santiago Munoz, 2005. "The Housing Market in Colombia: Socioeconomic and Financial Determinants," Research Department Publications 4389, Inter-American Development Bank, Research Department.
    20. Colin Jones & Chris Leishman, 2006. "Spatial Dynamics of the Housing Market: An Interurban Perspective," Urban Studies, Urban Studies Journal Limited, vol. 43(7), pages 1041-1059, June.
    21. Peter Englund, 2003. "Taxing Residential Housing Capital," Urban Studies, Urban Studies Journal Limited, vol. 40(5-6), pages 937-952, May.
    22. William D. Larson, 2022. "Effects of Mortgage Interest Rates on House Price Appreciation: The Role of Payment Constraints," FHFA Staff Working Papers 22-04, Federal Housing Finance Agency.
    23. McGinnity, Frances & Russell, Helen & Alamir, Anousheh, 2024. "17 years after the start of the global financial crisis (GFC), where are we now with credit and house prices in the Irish residential market?," Papers WP779, Economic and Social Research Institute (ESRI).
    24. Glen Bramley & Chris Leishman, 2005. "Planning and Housing Supply in Two-speed Britain: Modelling Local Market Outcomes," Urban Studies, Urban Studies Journal Limited, vol. 42(12), pages 2213-2244, November.
    25. Irene de Greef & Ralph de Haas, 2002. "Housing Prices, Bank Lending, and Monetary Policy," Macroeconomics 0209010, University Library of Munich, Germany.
    26. Verma, Akhilesh Kumar & McQuinn, Kieran, 2024. "Assessing expectations of European house prices," Quarterly Economic Commentary: Special Articles, Economic and Social Research Institute (ESRI).
    27. Christian A. L. Hilber & Wouter Vermeulen, 2013. "The impact of supply constraints on house prices in England," Working Papers 2013/28, Institut d'Economia de Barcelona (IEB).
    28. William D. Larson & Andrew B. Martinez, 2024. "House Prices, Debt Burdens, and the Heterogeneous Effects of Mortgage Rate Shocks," Working Papers 2024-002, The George Washington University, The Center for Economic Research.
    29. Duca, John V. & Muellbauer, John & Murphy, Anthony, 2010. "Housing markets and the financial crisis of 2007-2009: Lessons for the future," Journal of Financial Stability, Elsevier, vol. 6(4), pages 203-217, December.
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    31. Monnet, Eric & Wolf , Clara, 2017. "Demographic cycles, migration and housing investment," Journal of Housing Economics, Elsevier, vol. 38(C), pages 38-49.
    32. Stefanos Papadamou & Vaggelis Arvanitis & Costas Siriopoulos, 2014. "A Bank Lending Channel that is Working via Housing or via Consumer Loans? Evidence from Europe," Bulletin of Applied Economics, Risk Market Journals, vol. 1(1), pages 15-34.
    33. Phang, Sock-Yong, 2004. "House prices and aggregate consumption: do they move together? Evidence from Singapore," Journal of Housing Economics, Elsevier, vol. 13(2), pages 101-119, June.
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    35. Christian Nygaard, 2011. "International Migration, Housing Demand and Access to Homeownership in the UK," Urban Studies, Urban Studies Journal Limited, vol. 48(11), pages 2211-2229, August.
    36. Apergis, Nicholas, 2019. "The impact of fracking activities on Oklahoma's housing prices: A panel cointegration analysis," Energy Policy, Elsevier, vol. 128(C), pages 94-101.
    37. Sara Ferreira Filipe, 2018. "Housing prices and mortgage credit in Luxembourg," BCL working papers 117, Central Bank of Luxembourg.
    38. McQuinn, Kieran, 2017. "The changing relationship between affordability and house prices: a cross-country examination," Papers WP560, Economic and Social Research Institute (ESRI).
    39. McQuinn, Kieran & O'Toole, Conor & O'Shea, Dónal, 2024. "Quarterly Economic Commentary, Winter 2024," Forecasting Report, Economic and Social Research Institute (ESRI), number QEC2024WIN, February.
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    41. André K. Anundsen, 2012. "Econometric regime shifts and the US subprime bubble," NBP Working Papers 126, Narodowy Bank Polski.
    42. Sarah J. Carrington & Jakob B. Madsen, 2009. "House Prices, Credit and Willingness to Lend," Monash Economics Working Papers 23-09, Monash University, Department of Economics.
    43. Alqaralleh, Huthaifa & Canepa, Alessandra, 2020. "Housing market cycles in large urban areas," Economic Modelling, Elsevier, vol. 92(C), pages 257-267.
    44. Kosuke Aoki & James Proudman & Gertjan Vlieghe, 2002. "House prices, consumption, and monetary policy: a financial accelerator approach," Bank of England working papers 169, Bank of England.
    45. Hełdak Maria & Stacherzak Agnieszka & Przybyła Katarzyna & Kupczak Szymon & Kucher Lesia, 2022. "Agricultural Land Transaction Prices Against the Background of Property Intended for Investment Purposes in Poland," Real Estate Management and Valuation, Sciendo, vol. 30(3), pages 30-44, September.
    46. Mr. Paul Louis Ceriel Hilbers & Angana Banerji & Haiyan Shi & Mr. Willy A Hoffmaister, 2008. "House Price Developments in Europe: A Comparison," IMF Working Papers 2008/211, International Monetary Fund.
    47. Rodriguez, J. & Barrios, J., 2004. "Politica fiscal de vivienda en España y forma de tenencia de la vivienda habitual: una valoracion empirica a nivel provincial," Regional and Sectoral Economic Studies, Euro-American Association of Economic Development, vol. 4(2).
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    50. Jan Rouwendal, 2009. "Housing Wealth and Household Portfolios in an Ageing Society," De Economist, Springer, vol. 157(1), pages 1-48, March.
    51. Yousef Mohammadzaheh & Arash Refah-Kahriz, 2023. "Saving structure, housing speculation, and economic growth in the Iranian economy," Journal of Social and Economic Development, Springer;Institute for Social and Economic Change, vol. 25(1), pages 170-195, June.
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    54. Elbourne, Adam, 2008. "The UK housing market and the monetary policy transmission mechanism: An SVAR approach," Journal of Housing Economics, Elsevier, vol. 17(1), pages 65-87, March.
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    56. Arigoni, Filippo & McCann, Fergal & Yao, Fang, 2022. "Mortgage credit and house prices: evidence to inform macroprudential policy," Financial Stability Notes 11/FS/22, Central Bank of Ireland.
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    58. Karl E. Case, John M. Quigley, Robert J. Shiller., 2001. "Comparing Wealth Effects: The Stock Market versus The Housing Market," Economics Working Papers E01-308, University of California at Berkeley.
    59. Ge, Teng Ge & Moghaddasi Kelishomi, Ali, 2025. "Income Inequality and Housing Affordability," CAGE Online Working Paper Series 753, Competitive Advantage in the Global Economy (CAGE).
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    61. 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 2012-12, University of Connecticut, Department of Economics.
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    66. L. Rachel Ngai & Silvana Tenreyro, 2009. "Hot and Cold Seasons in the Housing Market," CEP Discussion Papers dp0922, Centre for Economic Performance, LSE.
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    70. Luca Casolaro & Leonardo Gambacorta & Luigi Guiso, 2005. "Regulation, formal and informal enforcement and the development of the household loan market. Lessons from Italy," Temi di discussione (Economic working papers) 560, Bank of Italy, Economic Research and International Relations Area.
    71. Roche, Maurice J., 2001. "The rise in house prices in Dublin: bubble, fad or just fundamentals," Economic Modelling, Elsevier, vol. 18(2), pages 281-295, April.
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    228. 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.
    229. Gavin Cameron & John Muellbauer & Anthony Murphy, 2005. "Booms, Busts and Ripples in British Regional Housing Markets," Macroeconomics 0512003, University Library of Munich, Germany.
    230. Chang, Kuang-Liang, 2010. "House price dynamics, conditional higher-order moments, and density forecasts," Economic Modelling, Elsevier, vol. 27(5), pages 1029-1039, September.
    231. H. Boumeester, 2001. "The demand for more expensive owner-occupancy in the Netherlands," ERES eres2001_122, European Real Estate Society (ERES).
    232. Egan, Paul & McQuinn, Kieran & O'Toole, Conor, 2024. "How supply and demand affect national house prices: The case of Ireland," Journal of Housing Economics, Elsevier, vol. 65(C).
    233. Bismark Aha & David.M Higgins & Timothy Lee, 2018. "UK Political Cycle and the Effect on National House Prices: An Exploratory Study," ERES eres2018_60, European Real Estate Society (ERES).
    234. Anundsen, André K. & Jansen, Eilev S., 2013. "Self-reinforcing effects between housing prices and credit," Journal of Housing Economics, Elsevier, vol. 22(3), pages 192-212.
    235. Alter, Adrian & Mahoney, Elizabeth M., 2021. "Local house-price vulnerability: Evidence from the U.S. and Canada," Journal of Housing Economics, Elsevier, vol. 54(C).
    236. Laurynas Narusevicius & Tomas Ramanauskas & Laura Gudauskaitė & Tomas Reichenbachas, 2019. "Lithuanian house price index: modelling and forecasting," Bank of Lithuania Occasional Paper Series 28, Bank of Lithuania.
    237. 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, vol. 40(4), pages 371-392.
    238. Benito, Andrew, 2006. "The down-payment constraint and UK housing market: Does the theory fit the facts?," Journal of Housing Economics, Elsevier, vol. 15(1), pages 1-20, March.
    239. Koetter, Michael & Poghosyan, Tigran, 2010. "Real estate prices and bank stability," Journal of Banking & Finance, Elsevier, vol. 34(6), pages 1129-1138, June.
    240. Niall McInerney, 2016. "A Structural Model of Macroprudential Policy: the Case of Ireland," EcoMod2016 9643, EcoMod.
    241. McQuinn, Kieran & O'Reilly, Gerard, 2006. "Assessing the Role of Income and Interest Rates in Determining House Prices," Research Technical Papers 15/RT/06, Central Bank of Ireland.
    242. Egan Paul & McQuinn Kieran & O’Toole Conor, 2024. "Credit and House Prices in the Irish Residential Market," Intereconomics: Review of European Economic Policy, Sciendo, vol. 59(5), pages 293-300.
    243. Ayuso, Juan & Restoy, Fernando, 2006. "House prices and rents: An equilibrium asset pricing approach," Journal of Empirical Finance, Elsevier, vol. 13(3), pages 371-388, June.
    244. Agnello, Luca & Schuknecht, Ludger, 2011. "Booms and busts in housing markets: Determinants and implications," Journal of Housing Economics, Elsevier, vol. 20(3), pages 171-190, September.
    245. Maria Chiara Cavalleri & Boris Cournède & Volker Ziemann, 2019. "Housing markets and macroeconomic risks," OECD Economics Department Working Papers 1555, OECD Publishing.
    246. David Meen & Geoffrey Meen, 2003. "Social Behaviour as a Basis for Modelling the Urban Housing Market: A Review," Urban Studies, Urban Studies Journal Limited, vol. 40(5-6), pages 917-935, May.
    247. Michael Fratantoni & Scott Schuh, 2000. "Monetary policy, housing investment, and heterogeneous regional markets," Working Papers 00-1, Federal Reserve Bank of Boston.
    248. Muñoz, Sònia, 2004. "Real effects of regional house prices: dynamic panel estimation with heterogeneity," LSE Research Online Documents on Economics 24704, London School of Economics and Political Science, LSE Library.
    249. Fruet Cardozo, J. Vicente & Muñoz Fernández, Guzmán A., 2015. "Paraguay: a housing finance proposal for middle- to low-income groups," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), December.
    250. Ott, Hervé, 2014. "Will euro area house prices sharply decrease?," Economic Modelling, Elsevier, vol. 42(C), pages 116-127.
    251. McQuinn, Kieran & Addison-Smyth, Diarmaid, 2015. "Assessing the Sustainable Nature of Housing-Related Taxation Receipts: The Case of Ireland," Papers WP503, Economic and Social Research Institute (ESRI).

  22. Anthony Murphy, 1994. "A simple artificial regression based Lagrange multiplier test of normality in the probit model," Working Papers 199422, School of Economics, University College Dublin.

    Cited by:

    1. Paula C. Albuquerque, 2003. "The Traditional Brokers: What are their Chances in the Forex?," Journal of Applied Economics, Universidad del CEMA, vol. 6, pages 205-220, November.

  23. Anthony Murphy, 1994. "Testing normality in bivariate probit models : a simple artificial regression based LM test," Working Papers 199427, School of Economics, University College Dublin.

    Cited by:

    1. Mosconi, Rocco & Seri, Raffaello, 2006. "Non-causality in bivariate binary time series," Journal of Econometrics, Elsevier, vol. 132(2), pages 379-407, June.

  24. Anthony Murphy & Ian Shuttleworth, 1994. "Education, religion and the 'first destinations' of recent school-leavers in Northern Ireland," Working Papers 199419, School of Economics, University College Dublin.

    Cited by:

    1. David Armstrong, 1998. "Careers guidance, psychometric testing and unemployment amongst young people: an empirical analysis for Northern Ireland," Applied Economics, Taylor & Francis Journals, vol. 30(9), pages 1203-1217.

  25. Anthony Murphy, 1994. "Artificial regression based mis-specification tests for discrete choice models," Working Papers 199416, School of Economics, University College Dublin.

    Cited by:

    1. Murphy, Anthony, 1996. "Simple LM tests of mis-specification for ordered logit models," Economics Letters, Elsevier, vol. 52(2), pages 137-141, August.
    2. William H. Greene & David A. Hensher, 2008. "Modeling Ordered Choices: A Primer and Recent Developments," Working Papers 08-26, New York University, Leonard N. Stern School of Business, Department of Economics.

  26. John Muellbauer & Anthony Murphy, 1994. "Explaining regional consumption in the UK," Working Papers 199429, School of Economics, University College Dublin.

    Cited by:

    1. Coën, Alain & Pourcelot, Alexis & Malle, Richard, 2022. "Macroeconomic shocks and ripple effects in the Greater Paris Metropolis," Journal of Housing Economics, Elsevier, vol. 56(C).
    2. Arnold Cheng & Michael Fung, 2008. "Financial market and housing wealth effects on consumption: a permanent income approach," Applied Economics, Taylor & Francis Journals, vol. 40(23), pages 3029-3038.
    3. Robert Huggins, 2016. "Capital, institutions and urban growth systems," Cambridge Journal of Regions, Economy and Society, Cambridge Political Economy Society, vol. 9(2), pages 443-463.
    4. Alain Coën & Alexis Pourcelot & Richard Malle, 2022. "Macroeconomic shocks and ripple effects in the Greater Paris Metropolis," Post-Print hal-03713561, HAL.

  27. Anthony Murphy & John Muellbauer, 1994. "Explaining regional house prices in the UK," Working Papers 199421, School of Economics, University College Dublin.

    Cited by:

    1. Simon Stevenson, 2005. "House price diffusion and inter‐regional and cross‐border house price dynamics," Journal of Property Research, Taylor & Francis Journals, vol. 21(4), pages 301-320, April.
    2. McQuinn, Kieran, 2017. "The changing relationship between affordability and house prices: a cross-country examination," Papers WP560, Economic and Social Research Institute (ESRI).
    3. Gavin Cameron & John Muellbauer, 2001. "Earnings, unemployment, and housing in Britain," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(3), pages 203-220.
    4. Geoff Willcocks, 2010. "Conditional Variances in UK Regional House Prices," Spatial Economic Analysis, Taylor & Francis Journals, vol. 5(3), pages 339-354.
    5. Duffy, David & Mc Inerney, Niall & McQuinn, Kieran, 2015. "Macroprudential Policy in a Recovering Market: Too Much too Soon?," Papers WP500, Economic and Social Research Institute (ESRI).
    6. McCormick, Barry, 1997. "Regional unemployment and labour mobility in the UK," European Economic Review, Elsevier, vol. 41(3-5), pages 581-589, April.
    7. Taufiq Choudhry, 2020. "Economic Policy Uncertainty and House Prices: Evidence from Geographical Regions of England and Wales," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 48(2), pages 504-529, June.
    8. John Muellbauer, 2000. "Earnings, Unemployment, and Housing: Evidence from a Panel of British Regions," Econometric Society World Congress 2000 Contributed Papers 1608, Econometric Society.
    9. I-Chun Tsai, 2015. "Spillover Effect between the Regional and the National Housing Markets in the UK," Regional Studies, Taylor & Francis Journals, vol. 49(12), pages 1957-1976, December.
    10. Todd Kuethe & Valerien Pede, 2011. "Regional Housing Price Cycles: A Spatio-temporal Analysis Using US State-level Data," Regional Studies, Taylor & Francis Journals, vol. 45(5), pages 563-574.
    11. Muellbauer, John & Murphy, Anthony & Cameron, Gavin, 2006. "Was There a British House Price Bubble? Evidence from a Regional Panel," CEPR Discussion Papers 5619, Centre for Economic Policy Research.
    12. Glen Bramley & Gavin Smart, 1996. "Modelling Local Income Distributions in Britain," Regional Studies, Taylor & Francis Journals, vol. 30(3), pages 239-255.
    13. K.C. Lam & C.Y. Yu & C.K. Lam, 2009. "Support vector machine and entropy based decision support system for property valuation," Journal of Property Research, Taylor & Francis Journals, vol. 26(3), pages 213-233, August.
    14. Chunping Liu & Zhirong Ou, 2022. "Revisiting the determinants of house prices in China’s megacities: Cross‐sectional heterogeneity, interdependencies and spillovers," Manchester School, University of Manchester, vol. 90(3), pages 255-277, June.
    15. Engerstam, Sviatlana, 2020. "Macroeconomic determinants of apartment prices in Swedish and German cities," Working Paper Series 20/2, Royal Institute of Technology, Department of Real Estate and Construction Management & Banking and Finance.
    16. Alexey Akimov & Simon Stevenson & James Young, 2015. "Synchronisation and commonalities in metropolitan housing market cycles," Urban Studies, Urban Studies Journal Limited, vol. 52(9), pages 1665-1682, July.
    17. Kelly, Robert & McQuinn, Kieran, 2013. "On the hook for impaired bank lending: Do sovereign-bank inter-linkages affect the fiscal multiplier?," Research Technical Papers 01/RT/13, Central Bank of Ireland.
    18. Muhammad Adil Rauf & Bruce Frayne, 2024. "Affordable Housing – Challenges and Constraints for Local Governance in Canada," Journal of Sustainable Development, Canadian Center of Science and Education, vol. 17(1), pages 103-103, January.
    19. Kajuth, Florian & Knetsch, Thomas A. & Pinkwart, Nicolas, 2013. "Assessing house prices in Germany: Evidence from an estimated stock-flow model using regional data," Discussion Papers 46/2013, Deutsche Bundesbank.
    20. McQuinn, Kieran, 2017. "Irish house prices: D j vu all over again?," Quarterly Economic Commentary: Special Articles, Economic and Social Research Institute (ESRI).
    21. Gavin Cameron & John Muellbauer & Anthony Murphy, 2005. "Booms, Busts and Ripples in British Regional Housing Markets," Macroeconomics 0512003, University Library of Munich, Germany.
    22. McQuinn, Kieran & Addison-Smyth, Diarmaid, 2015. "Assessing the Sustainable Nature of Housing-Related Taxation Receipts: The Case of Ireland," Papers WP503, Economic and Social Research Institute (ESRI).

  28. Anthony Murphy, 1994. "A simple artificial regression based LM test of asymmetry in the logit model," Working Papers 199417, School of Economics, University College Dublin.

    Cited by:

    1. Murphy, Anthony, 1996. "Simple LM tests of mis-specification for ordered logit models," Economics Letters, Elsevier, vol. 52(2), pages 137-141, August.

  29. Bover, Olympia & Muellbauer, John & Murphy, Anthony, 1988. "Housing, Wages and UK Labour Markets," CEPR Discussion Papers 268, Centre for Economic Policy Research.

    Cited by:

    1. Geoffrey Meen, 1996. "Ten Propositions in UK Housing Macroeconomics: An Overview of the 1980s and Early 1990s," Urban Studies, Urban Studies Journal Limited, vol. 33(3), pages 425-444, April.
    2. Andrea Morescalchi, 2016. "A new career in a new town. Job search methods and regional mobility of unemployed workers," ERSA conference papers ersa16p307, European Regional Science Association.
    3. Maclennan, Duncan & Muellbauer, John & Stephens, Mark, 1999. "Asymmetries in Housing and Financial Market Institutions and EMU," CEPR Discussion Papers 2062, Centre for Economic Policy Research.
    4. Zohrabyan, Tatevik & Leatham, David J. & Bessler, David A., 2008. "Cointegration Analysis of Regional House Prices in U.S," 2007 Agricultural and Rural Finance Markets in Transition, October 4-5, 2007, St. Louis, Missouri 48138, Regional Research Committee NC-1014: Agricultural and Rural Finance Markets in Transition.
    5. Colin Jones & Chris Leishman, 2006. "Spatial Dynamics of the Housing Market: An Interurban Perspective," Urban Studies, Urban Studies Journal Limited, vol. 43(7), pages 1041-1059, June.
    6. Vincenzo Cassino & Richard Thornton, 2002. "Do changes in structural factors explain movements in the equilibrium rate of unemployment?," Bank of England working papers 153, Bank of England.
    7. Francesco Figari & Gerlinde Verbist & Francesca Zantomio, 2019. "Homeownership Investment and Tax Neutrality. A joint assessment of income and property taxes in Europe," Working Papers 2019: 27, Department of Economics, University of Venice "Ca' Foscari".
    8. Sean Holly & M. Hashem Pesaran & Takashi Yamagata, 2006. "A Spatio-Temporal Model of House Prices in the US," CESifo Working Paper Series 1826, CESifo.
    9. Amihai Glazer & Vesa Kanniainen & Panu Poutvaara, 2003. "Income Taxes, Property Values, and Migration," CESifo Working Paper Series 1075, CESifo.
    10. Aida Caldera Sánchez & Dan Andrews, 2011. "To Move or not to Move: What Drives Residential Mobility Rates in the OECD?," OECD Economics Department Working Papers 846, OECD Publishing.
    11. Rendon, Silvio & Quella, Núria, 2013. "Behind the Great Recession: Job Search and Housing Decisions," IZA Discussion Papers 7773, IZA Network @ LISER.
    12. Luca Casolaro & Leonardo Gambacorta & Luigi Guiso, 2005. "Regulation, formal and informal enforcement and the development of the household loan market. Lessons from Italy," Temi di discussione (Economic working papers) 560, Bank of Italy, Economic Research and International Relations Area.
    13. Alan W. Evans, 1991. "Investment Diversion and Equity Release: The Macroeconomic Consequences of Increasing Property Values?," Urban Studies, Urban Studies Journal Limited, vol. 28(2), pages 173-182, April.
    14. John Hassler & José V. Rodriguez Mora & Kjetil Storesletten & Fabrizio Zilibotti, 2002. "A Positive Theory of Geographic Mobility and Social Insurance," CESifo Working Paper Series 791, CESifo.
    15. Gavin A. Wood, 1990. "Housing Finance and Subsidy Systems in Australia," Urban Studies, Urban Studies Journal Limited, vol. 27(6), pages 847-876, December.
    16. McCormick, Barry, 1997. "Regional unemployment and labour mobility in the UK," European Economic Review, Elsevier, vol. 41(3-5), pages 581-589, April.
    17. Oswald, Andrew J., "undated". "A Conjecture on the Explanation for High Unemployment in the Industrialized Nations: Part I," Economic Research Papers 268744, University of Warwick - Department of Economics.
    18. Dohmen, Thomas, 2000. "Housing, Mobility and Unemployment," IZA Discussion Papers 210, IZA Network @ LISER.
    19. Ian Molho, 1991. "Patterns and Trends in Local Pay in Great Britain, 1975-76 to 1987-88," Urban Studies, Urban Studies Journal Limited, vol. 28(4), pages 535-552, August.
    20. Alan W. Evans, 1991. "'Rabbit Hutches on Postage Stamps': Planning, Development and Political Economy," Urban Studies, Urban Studies Journal Limited, vol. 28(6), pages 853-870, December.
    21. Olympia Bover, 1993. "Un modelo empírico de la evolución de los precios de la vivienda en España," Investigaciones Economicas, Fundación SEPI, vol. 17(1), pages 65-86, January.
    22. Mr. Tigran Poghosyan, 2018. "Regional Labor Mobility in Finland," IMF Working Papers 2018/252, International Monetary Fund.
    23. Núria Quella & Silvio Rendon, 2014. "The Interaction between Job Search and Housing Decisions," 2014 Meeting Papers 1222, Society for Economic Dynamics.
    24. Carol Alexander & Michael Barrow, 1994. "Seasonality and Cointegration of Regional House Prices in the UK," Urban Studies, Urban Studies Journal Limited, vol. 31(10), pages 1667-1689, December.
    25. Ritashree Chakrabarti & Junfu Zhang, 2015. "Unaffordable housing and local employment growth: Evidence from California municipalities," Urban Studies, Urban Studies Journal Limited, vol. 52(6), pages 1134-1151, May.
    26. J. M. Tomkins Shaw & J. Twomey, 1998. "Local Authority Finance And The Labour Cost Adjustment: Controversies In The Search For Regional Pay Premia," Regional Studies, Taylor & Francis Journals, vol. 32(9), pages 886-890.
    27. Muellbauer, John & Murphy, Anthony & Cameron, Gavin, 2006. "Housing Market Dynamics and Regional Migration in Britain," CEPR Discussion Papers 5832, Centre for Economic Policy Research.
    28. Henley, A, 1996. "Residential Mobility, Housing Wealth and the Labour Market," Working Papers 96-15, University of Wales, Aberystwyth, Department of Economics.
    29. Jim Millington, 2000. "Migration and Age: The Effect of Age on Sensitivity to Migration Stimuli," Regional Studies, Taylor & Francis Journals, vol. 34(6), pages 521-533.
    30. Glen Bramley, 1993. "The Impact of Land Use Planning and Tax Subsidies on the Supply and Price of Housing in Britain," Urban Studies, Urban Studies Journal Limited, vol. 30(1), pages 5-30, February.
    31. Wouter Vermeulen & J. van Ommeren, 2006. "Compensation of regional unemployment in housing markets," CPB Discussion Paper 57, CPB Netherlands Bureau for Economic Policy Analysis.
    32. Idrovo Aguirre, Byron & Lennon S., Joaquín, 2011. "Indice de Precios de Viviendas Nuevas para el Gran Santiago [Hedonic pricing models to calculate price indexes for new houses in the Santiago province]," MPRA Paper 31400, University Library of Munich, Germany, revised 28 Jan 2011.
    33. David Duffy & John FitzGerald & Ide Kearney, 2005. "Rising House Prices in an Open Labour Market," Papers WP166, Economic and Social Research Institute (ESRI).
    34. Panos Tsakloglou & Francesco Figari & Alari Paulus & Holly Sutherland & Gerlinde Verbist & Francesca Zantomio, 2014. "Taxing home ownership: distributional effects of including net imputed rent in taxable income," EcoMod2014 7474, EcoMod.
    35. Paul Flatau & Matt Forbes & Patric H. Hendershott, 2003. "Homeownership and Unemployment: The Roles of Leverage and Public Housing," NBER Working Papers 10021, National Bureau of Economic Research, Inc.
    36. Wouter Vermeulen & Jos Van Ommeren, 2005. "Are workers compensated by cheaper housing in regions where unemployment is high? Theory and evidence from a housing demand survey," ERSA conference papers ersa05p204, European Regional Science Association.
    37. Li, Jinjing & Sologon, Denisa M., 2011. "A Continuous Labour Supply Model in Microsimulation: A Life-Cycle Modelling Approach with Heterogeneity and Uncertainty Extension," IZA Discussion Papers 6098, IZA Network @ LISER.
    38. Joseph T. L. Ooi & Thao T. T. Le, 2012. "New Supply and Price Dynamics in the Singapore Housing Market," Urban Studies, Urban Studies Journal Limited, vol. 49(7), pages 1435-1451, May.
    39. David Gray & Caroline Elliott, 2015. "Are prices of New dwellings different? A spectral analysis of UK property vintages," Cogent Economics & Finance, Taylor & Francis Journals, vol. 3(1), pages 993860-9938, December.
    40. Sergio Destefanis & Giuseppe Mastromatteo, 2009. "Labor-market Performance in the OECD--An Assessment of Recent Evidence," Economics Working Paper Archive wp_559, Levy Economics Institute.
    41. Gary Engelhardt, 2001. "Nominal Loss Aversion, Housing Equity Constraints, and Household Mobility: Evidence from the United States," Center for Policy Research Working Papers 42, Center for Policy Research, Maxwell School, Syracuse University.
    42. Sílvio Rendon & Núria Quella‐Isla, 2023. "Interactions between job search and housing decisions: A structural estimation," Southern Economic Journal, John Wiley & Sons, vol. 90(2), pages 414-443, October.
    43. Geoffrey Meen, 2016. "Spatial housing economics: A survey," Urban Studies, Urban Studies Journal Limited, vol. 53(10), pages 1987-2003, August.
    44. Stillman, Steven & Velamuri, Malathi & Aitken, Andrew, 2010. "The long-run impact of New Zealand's structural reform on local communities," Journal of Comparative Economics, Elsevier, vol. 38(4), pages 432-448, December.
    45. Wouter Vermeulen & Jos van Ommeren, 2005. "Compensation of Regional Unemployment in Housing Markets," Tinbergen Institute Discussion Papers 05-093/3, Tinbergen Institute.
    46. Bjerke, Lina & Mellander, Charlotta, 2019. "Mover Stayer Winner Loser - A study of income effects from rural migration," Working Paper Series in Economics and Institutions of Innovation 476, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
    47. Gavin Cameron & John Muellbauer & Anthony Murphy, 2005. "Booms, Busts and Ripples in British Regional Housing Markets," Macroeconomics 0512003, University Library of Munich, Germany.
    48. Andrea Morescalchi, 2016. "The Puzzle Of Job Search And Housing Tenure: A Reconciliation Of Theory And Empirical Evidence," Journal of Regional Science, Wiley Blackwell, vol. 56(2), pages 288-312, March.
    49. Sergio Destefanis & Giuseppe Mastromatteo, 2010. "Wage Inequality and Labour-market Performance. A Role for Corporate Social Responsibility - Disuguaglianza salariale e performance del mercato del lavoro," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 63(1), pages 91-120.
    50. Raven E. Saks, 2005. "Job creation and housing construction: constraints on metropolitan area employment growth," Finance and Economics Discussion Series 2005-49, Board of Governors of the Federal Reserve System (U.S.).
    51. Kevin Doogan, 1996. "Labour Mobility and the Changing Housing Market," Urban Studies, Urban Studies Journal Limited, vol. 33(2), pages 199-221, March.

  30. Rodney Thom & Anthony Murphy, 1987. "Labour supply and commodity demands : an application to Irish data," Open Access publications 10197/704, School of Economics, University College Dublin.

    Cited by:

    1. John FitzGerald, 1998. "Wage Formation and the Labour Market," Papers WP095, Economic and Social Research Institute (ESRI).
    2. Aylit Tina Romm, 2017. "Retirement date effects on saving behavior: Endogenous labor supply and non-separable preferences," International Journal of Economic Theory, The International Society for Economic Theory, vol. 13(3), pages 327-346, September.

Articles

  1. Chi-Young Choi & Anthony Murphy & Jyh-Lin Wu, 2017. "Segmentation of consumer markets in the US: What do intercity price differences tell us?," Canadian Journal of Economics, Canadian Economics Association, vol. 50(3), pages 738-777, August.

    Cited by:

    1. Inkoo Lee & Sang Soo Park & Marios Zachariadis, 2023. "Non‐linearities in international prices," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 56(3), pages 1032-1062, August.
    2. Marina Glushenkova & Andros Kourtellos & Marios Zachariadis, 2018. "Barriers to price convergence," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(7), pages 1081-1097, November.
    3. Elizaveta Dobronravova & Yury Perevyshin & Anton Skrobotov & Kira Shemyakina, 2019. "Limits of regional food price differences and invisible hand," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 53, pages 30-54.
    4. Saileshsingh Gunessee & Cheng Zhang, 2022. "The economics of domestic market integration," Journal of Economic Surveys, Wiley Blackwell, vol. 36(4), pages 1069-1095, September.
    5. Emek Basker & Lucia Foster & Shawn Klimek, 2017. "Customer‐employee substitution: Evidence from gasoline stations," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 26(4), pages 876-896, December.

  2. John V. Duca & John Muellbauer & Anthony Murphy, 2016. "How Mortgage Finance Reform Could Affect Housing," American Economic Review, American Economic Association, vol. 106(5), pages 620-624, May.

    Cited by:

    1. Giovanni Dosi & Lucrezia Fanti & Maria Enrica Virgillito, 2024. "Attributes and trends of rentified capitalism," LEM Papers Series 2024/01, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    2. David Hendry & John Muellbauer, 2017. "The future of macroeconomics: Macro theory and models at the Bank of England," Economics Series Working Papers 832, University of Oxford, Department of Economics.
    3. Lyons, Ronan C., 2018. "Credit conditions and the housing price ratio: Evidence from Ireland’s boom and bust," Journal of Housing Economics, Elsevier, vol. 42(C), pages 84-96.
    4. Duca, John V., 2017. "The Great Depression versus the Great Recession in the U.S.: How fiscal, monetary, and financial polices compare," Journal of Economic Dynamics and Control, Elsevier, vol. 81(C), pages 50-64.
    5. Sá, Ana Isabel, 2023. "Recourse restrictions and judicial foreclosures: Effects of mortgage law on loan price and collateralization," International Review of Law and Economics, Elsevier, vol. 75(C).
    6. John Muellbauer, 2016. "Macroeconomics and Consumption," Economics Series Working Papers Paper-811, University of Oxford, Department of Economics.
    7. John V. Duca & Lilit Popoyan & Susan M. Wachter, 2019. "Real Estate And The Great Crisis: Lessons For Macroprudential Policy," Contemporary Economic Policy, Western Economic Association International, vol. 37(1), pages 121-137, January.
    8. Nikodem Szumilo & Enrico Vanino, 2021. "Are Government and Bank Loans Substitutes or Complements? Evidence from Spatial Discontinuity in Equity Loans," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 49(3), pages 968-996, September.
    9. Menno Schellekens & Taha Yasseri, 2021. "Credit Crunch: The Role of Household Lending Capacity in the Dutch Housing Boom and Bust 1995-2018," Papers 2101.00913, arXiv.org.
    10. Muellbauer, John, 2018. "The Future of Macroeconomics," INET Oxford Working Papers 2018-10, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
    11. Cesa-Bianchi, Ambrogio & Rebucci, Alessandro, 2017. "Does easing monetary policy increase financial instability?," Journal of Financial Stability, Elsevier, vol. 30(C), pages 111-125.
    12. John Muellbauer, 2024. "Housing and Macroprudential Policy," Economics Series Working Papers 1056, University of Oxford, Department of Economics.
    13. Duca, John V. & Ling, David C., 2020. "The other (commercial) real estate boom and bust: The effects of risk premia and regulatory capital arbitrage," Journal of Banking & Finance, Elsevier, vol. 112(C).
    14. Valérie Chauvin & John Muellbauer, 2018. "Consumption, household portfolios and the housing market in France," Economie et Statistique / Economics and Statistics, Institut National de la Statistique et des Etudes Economiques (INSEE), issue 500-501-5, pages 157-178.
    15. Tyler Atkinson & John V. Duca, 2017. "Equity Regulation and U.S. Venture Capital Investment," Working Papers 1707, Federal Reserve Bank of Dallas.
    16. Koetter, Michael & Noth, Felix & Wöbbeking, Carl Fabian, 2025. "Contractionary macroprudential policy, collateral valuation, and risk-shifting in EU banking," IWH Discussion Papers 4/2025, Halle Institute for Economic Research (IWH), revised 2025.

  3. 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.

    Cited by:

    1. Vítor Martins & Alessandro Turrini & Bořek Vašíček & Madalina Zamfir, 2021. "Euro Area Housing Markets: Trends, Challenges and Policy Responses," European Economy - Discussion Papers 147, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
    2. Egan, Paul & McQuinn, Kieran & O'Toole, Conor, 2024. "How supply and demand affect national house prices: The case of Ireland," Journal of Housing Economics, Elsevier, vol. 65(C).

  4. Anthony Murphy & Michael D. Plante & Mine K. Yücel, 2015. "Plunging oil prices: a boost for the U.S. economy, a jolt for Texas," Economic Letter, Federal Reserve Bank of Dallas, vol. 10(3), pages 1-4, April.

    Cited by:

    1. Jason Brown, 2015. "The response of employment to changes in oil and gas exploration and drilling," Economic Review, Federal Reserve Bank of Kansas City, issue Q II, pages 57-81.

  5. J. B. Cooke & Christoffer Koch & Anthony Murphy, 2015. "Liquidity mismatch helps predict bank failure and distress," Economic Letter, Federal Reserve Bank of Dallas, vol. 10(6), pages 1-4, May.

    Cited by:

    1. Lilit Popoyan & Mauro Napoletano & Andrea Roventini, 2015. "Taming Macroeconomic Instability: Monetary and Macro Prudential Policy Interactions in an Agent-Based Model," LEM Papers Series 2015/33, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    2. Francesco Lamperti & Antoine Mandel & Mauro Napoletano & Alessandro Sapio & Andrea Roventini & Tomas Balint & Igor Khorenzhenko, 2017. "Taming macroeconomic instability," Post-Print hal-03399574, HAL.
    3. Nicolas Veron & Anna Gelpern & Lynn Shibut & Marco Bodellini & Michael Schillig & Margit Vanberg & Sven Balder & Francisco Sotelo & Jens Verner Andersen & Mathias Semay Hovedskov & Fernando Restoy & R, 2021. "The crisis management framework for banks in the EU. How can we deal with the crisis of small and medium-sized banks?," Workshop and Conferences 24, Bank of Italy, Economic Research and International Relations Area.
    4. Lilit Popoyan, 2020. "Macroprudential Policy: a Blessing or a Curse?," Review of Economics and Institutions, Università di Perugia, vol. 11(1-2).
    5. Padma Sharma, 2022. "Assessing Regulatory Responses to Banking Crises," Research Working Paper RWP 22-04, Federal Reserve Bank of Kansas City.

  6. Duca, John V. & Murphy, Anthony, 2013. "Would a Bagehot style corporate bond backstop have helped counter the Great Recession?," Economics Letters, Elsevier, vol. 119(3), pages 351-353.

    Cited by:

    1. Kettemann, Andreas & Krogstrup, Signe, 2014. "Portfolio balance effects of the Swiss National Bank’s bond purchase program," Journal of Macroeconomics, Elsevier, vol. 40(C), pages 132-149.
    2. Bordo, Michael D. & Duca, John V., 2022. "How new Fed corporate bond programs cushioned the Covid-19 recession," Journal of Banking & Finance, Elsevier, vol. 136(C).

  7. Janine Aron & John V. Duca & John Muellbauer & Keiko Murata & Anthony Murphy, 2012. "Credit, Housing Collateral, And Consumption: Evidence From Japan, The U.K., And The U.S," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 58(3), pages 397-423, September.

    Cited by:

    1. Juan I Martín-Legendre & Pablo Castellanos-García & José M Sánchez-Santos, 2019. "Housing and financial wealth effects on consumption: Evidence from the Spanish Survey of Household Finances," Economics Bulletin, AccessEcon, vol. 39(3), pages 1930-1940.
    2. Arrondel, Luc & Lamarche, Pierre & Savignac, Frédérique, 2019. "Does inequality matter for the consumption-wealth channel? Empirical evidence," European Economic Review, Elsevier, vol. 111(C), pages 139-165.
    3. Jong Chil Son & Hail Park, 2020. "The Effects of Regional House Prices on Consumption in Korea: Heterogeneous Behaviors According to Homeownership Status and Lifecycle Stage," Sustainability, MDPI, vol. 12(9), pages 1-15, April.
    4. Gerlach-Kristen, Petra & O'Connell, Brian & O'Toole, Conor, 2013. "How do banking crises affect aggregate consumption? Evidence from international crisis episodes," Papers WP464, Economic and Social Research Institute (ESRI).
    5. David C. Ling & Joseph T.L. Ooi & Thao T.T. Le, 2015. "Explaining House Price Dynamics: Isolating the Role of Nonfundamentals," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(S1), pages 87-125, March.
    6. Scott, Francisco Albert & Kuethe, Todd H. & Kreitman, Ty, 2022. "The Supply and Demand of Agricultural Loans," 2022 Annual Meeting, July 31-August 2, Anaheim, California 322303, Agricultural and Applied Economics Association.
    7. Meta Brown & Sarah Stein & Basit Zafar, 2015. "The Impact of Housing Markets on Consumer Debt: Credit Report Evidence from 1999 to 2012," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(S1), pages 175-213, March.
    8. Jouchi Nakajima, 2018. "The role of household debt heterogeneity on consumption: Evidence from Japanese household data," BIS Working Papers 736, Bank for International Settlements.
    9. Bruno Albuquerque & Georgi Krustev, 2015. "Debt Overhang and Deleveraging in the US Household Sector: Gauging the Impact on Consumption," Staff Working Papers 15-47, Bank of Canada.
    10. Kadir Atalay & Stephen Whelan & Judith Yates, 2016. "House Prices, Wealth and Consumption: New Evidence from Australia and Canada," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 62(1), pages 69-91, March.
    11. Michael D. Bordo & John V. Duca, 2018. "The Impact of the Dodd-Frank Act on Small Business," NBER Working Papers 24501, National Bureau of Economic Research, Inc.
    12. Luc Arrondel & Pierre Lamarche & Frédérique Savignac, 2015. "Wealth Effects on Consumption across the Wealth Distribution: Empirical Evidence," Working Papers halshs-01168660, HAL.
    13. Renzhi, Nuobu, 2022. "Do house prices play a role in unconventional monetary policy transmission in Japan?," Journal of Asian Economics, Elsevier, vol. 83(C).
    14. Gonzalo Paz Pardo & José Manuel Sánchez Santos, 2014. "Household Debt and Consumption Inequality: The Spanish Case," Economies, MDPI, vol. 2(3), pages 1-24, July.
    15. Márquez, Elena & Martínez-Cañete, Ana R. & Pérez-Soba, Inés, 2013. "Wealth shocks, credit conditions and asymmetric consumption response: Empirical evidence for the UK," Economic Modelling, Elsevier, vol. 33(C), pages 357-366.
    16. Boysen-Hogrefe, Jens, 2011. "Sinkende Immobilienpreise in China: Gefahr für die Weltkonjunktur?," Kiel Insight 2011.22, Kiel Institute for the World Economy.
    17. Bordo, Michael D. & Duca, John V. & Koch, Christoffer, 2016. "Economic policy uncertainty and the credit channel: Aggregate and bank level U.S. evidence over several decades," Journal of Financial Stability, Elsevier, vol. 26(C), pages 90-106.
    18. Slacalek, Jiri & Sommer, Martin & Carroll, Christopher, 2012. "Dissecting saving dynamics: measuring wealth, precautionary and credit effects," Working Paper Series 1474, European Central Bank.
    19. Xiaorong Zhou & Meng-Shiuh Chang & Karen Gibler, 2016. "The asymmetric wealth effects of housing market and stock market on consumption in China," Journal of the Asia Pacific Economy, Taylor & Francis Journals, vol. 21(2), pages 196-216, April.
    20. Konstantina Manou & Evangelia Papapetrou, 2025. "Does uncertainty matter for household consumption? A mean and a two tails approach," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 49(4), pages 909-941, December.
    21. Barrell, Ray & Costantini, Mauro & Meco, Iris, 2015. "Housing wealth, financial wealth, and consumption: New evidence for Italy and the UK," International Review of Financial Analysis, Elsevier, vol. 42(C), pages 316-323.
    22. Bielskis, Karolis & Lastauskas, Povilas, 2024. "The role of housing market and credit on household consumption dynamics: Evidence from the OECD countries," Journal of Economic Behavior & Organization, Elsevier, vol. 228(C).
    23. Atalay, Kadir & Edwards, Rebecca & Liu, Betty Y.J., 2017. "Effects of house prices on health: New evidence from Australia," Social Science & Medicine, Elsevier, vol. 192(C), pages 36-48.
    24. Atalay, Kadir & Li, Ang & Whelan, Stephen, 2021. "Housing wealth, fertility intentions and fertility," Journal of Housing Economics, Elsevier, vol. 54(C).
    25. Bertrand Garbinti & Pierre Lamarche & Charl lie Lecanu & Frédérique Savignac, 2020. "Wealth effect on consumption during the sovereign debt crisis: Households heterogeneity in the Euro area," Working papers 751, Banque de France.
    26. Crowe, Christopher & Dell’Ariccia, Giovanni & Igan, Deniz & Rabanal, Pau, 2013. "How to deal with real estate booms: Lessons from country experiences," Journal of Financial Stability, Elsevier, vol. 9(3), pages 300-319.
    27. Neil Bhutta & Benjamin J. Keys, 2016. "Interest Rates and Equity Extraction during the Housing Boom," American Economic Review, American Economic Association, vol. 106(7), pages 1742-1774, July.
    28. Engelbert Stockhammer & Joel Rabinovich & Niall Reddy, 2018. "Distribution, wealth and demand regimes in historical perspective," FMM Working Paper 14-2018, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
    29. Fergus Cumming, 2019. "Mortgage Cash-flows and Employment," Discussion Papers 1922, Centre for Macroeconomics (CFM).
    30. Clavero, Borja, 2017. "A contribution to the Quantity Theory of Disaggregated Credit," MPRA Paper 76657, University Library of Munich, Germany.
    31. Josh Ryan‐Collins, 2021. "Private Landed Property and Finance: A Checkered History," American Journal of Economics and Sociology, Wiley Blackwell, vol. 80(2), pages 465-502, March.
    32. André Kallåk Anundsen & Ragnar Nymoen, 2015. "Did US Consumers 'Save for a Rainy Day' Before the Great Recession?," CESifo Working Paper Series 5347, CESifo.
    33. John Muellbauer, 2018. "Housing, Debt and the Economy: a Tale of Two Countries," Economics Series Working Papers 855, University of Oxford, Department of Economics.
    34. Lingxiao Li & Bing Zhu, 2020. "Housing Wealth, Consumption Channels and Mortgage Liberalization," International Real Estate Review, Global Social Science Institute, vol. 23(4), pages 433-465.
    35. David Cronin & Kieran McQuinn, 2023. "Labour Market Fluctuations and the Housing Net Worth Channel in the EU," De Economist, Springer, vol. 171(1), pages 1-22, March.
    36. Milcheva, Stanimira & Zhu, Bing, 2016. "Bank integration and co-movements across housing markets," Journal of Banking & Finance, Elsevier, vol. 72(S), pages 148-171.
    37. Aron, Janine, 2017. "'Leapfrogging': a Survey of the Nature and Economic Implications of Mobile Money," INET Oxford Working Papers 2017-02, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
    38. Engelbert Stockhammer & Rafael Wildauer, 2015. "Debt-driven growth? Wealth, distribution and demand in OECD countries," Economics Discussion Papers 2015-2, School of Economics, Kingston University London.
    39. David C. Ling & Andy Naranjo & Benjamin Scheick, 2016. "Credit Availability and Asset Pricing Dynamics in Illiquid Markets: Evidence from Commercial Real Estate Markets," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(7), pages 1321-1362, October.
    40. Chi-Wei Su & Xiao-Cui Yin & Ran Tao, 2018. "How do housing prices affect consumption in China? New evidence from a continuous wavelet analysis," PLOS ONE, Public Library of Science, vol. 13(9), pages 1-14, September.
    41. Yu, Guohua & Qi, Yingying & Ren, Yimeng, 2025. "FinTech adoption and farmers’ wealth distribution: Evidence from a large micro-data in China," Finance Research Letters, Elsevier, vol. 72(C).
    42. Atalay, Kadir & Edwards, Rebecca, 2022. "House prices, housing wealth and financial well-being," Journal of Urban Economics, Elsevier, vol. 129(C).
    43. Fergus Cumming, 2018. "Mortgages, cash-flow shocks and local employment," Bank of England working papers 773, Bank of England.
    44. John V. Duca & Lilit Popoyan & Susan M. Wachter, 2019. "Real Estate And The Great Crisis: Lessons For Macroprudential Policy," Contemporary Economic Policy, Western Economic Association International, vol. 37(1), pages 121-137, January.
    45. Tarne, Ruben & Bezemer, Dirk & Theobald, Thomas, 2022. "The effect of borrower-specific loan-to-value policies on household debt, wealth inequality and consumption volatility: An agent-based analysis," Journal of Economic Dynamics and Control, Elsevier, vol. 144(C).
    46. Nikodem Szumilo & Enrico Vanino, 2021. "Are Government and Bank Loans Substitutes or Complements? Evidence from Spatial Discontinuity in Equity Loans," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 49(3), pages 968-996, September.
    47. Alain Galli, 2016. "Sticky consumption and wealth effects in Switzerland," Working Papers 2016-14, Swiss National Bank.
    48. Nicholas Crafts, 2013. "Returning to Growth: Policy Lessons from History," Fiscal Studies, Institute for Fiscal Studies, vol. 34(2), pages 255-282, June.
    49. André K. Anundsen, 2019. "Detecting Imbalances in House Prices: What Goes Up Must Come Down?," Scandinavian Journal of Economics, Wiley Blackwell, vol. 121(4), pages 1587-1619, October.
    50. Jiao Danxiao & Wu Di & Li Xiuting & Dong Jichang & Dash Wu Desheng, 2014. "A Dynamic Model of Housing Wealth Effect: Based on the Diversity of Wealth Expectations," Journal of Systems Science and Information, De Gruyter, vol. 2(1), pages 47-53, February.
    51. Swamy, Vighneswara, 2017. "Wealth Effects and Macroeconomic Dynamics – Evidence from Indian Economy," MPRA Paper 76836, University Library of Munich, Germany.
    52. Junttila, Juha & Vataja, Juuso, 2018. "Economic policy uncertainty effects for forecasting future real economic activity," Economic Systems, Elsevier, vol. 42(4), pages 569-583.
    53. Enisse Kharroubi & Emanuel Kohlscheen, 2017. "Consumption-led expansions," BIS Quarterly Review, Bank for International Settlements, March.
    54. Vejchodská, Eliška & Barreira, Ana Paula & Auziņš, Armands & Jürgenson, Evelin & Fowles, Steven & Maliene, Vida, 2022. "Bridging land value capture with land rent narratives," Land Use Policy, Elsevier, vol. 114(C).
    55. Alain Galli, 2016. "How reliable are cointegration-based estimates for wealth effects on consumption? Evidence from Switzerland," Working Papers 2016-03, Swiss National Bank.
    56. John Muellbauer & Pierre St-Amant & David Williams, 2015. "Credit Conditions and Consumption, House Prices and Debt: What Makes Canada Different?," Staff Working Papers 15-40, Bank of Canada.
    57. Wang, Jianqiu & Yin, Zhichao & Jiang, Jialing, 2023. "The effect of the digital divide on household consumption in China," International Review of Financial Analysis, Elsevier, vol. 87(C).
    58. Le Blanc, Julia & Lydon, Reamonn, 2020. "Indebtedness and spending: what happens when the music stops?," Working Paper Series 2389, European Central Bank.
    59. John Muellbauer, 2012. "When is a Housing Market Overheated Enough to Threaten Stability?," RBA Annual Conference Volume (Discontinued), in: Alexandra Heath & Frank Packer & Callan Windsor (ed.),Property Markets and Financial Stability, Reserve Bank of Australia.
    60. M. Dietsch & C. Welter-Nicol, 2014. "Do LTV and DSTI caps make banks more resilient?," Débats Economiques et financiers 13, Banque de France.
    61. Lamarche, Pierre, 2017. "Estimating consumption in the HFCS: Experimental results on the first wave of the HFCS," Statistics Paper Series 22, European Central Bank.
    62. zu Ermgassen, Sophus & Drewniok, Michal & Bull, Joseph & Walker, Christine Corlet & Mancini, Mattia & Ryan-Collins, Josh & Serrenho, André Cabrera, 2022. "A home for all within planetary boundaries: pathways for meeting England’s housing needs without transgressing national climate and biodiversity goals," OSF Preprints 5kxce, Center for Open Science.
    63. Josh Ryan-Collins, 2021. "Breaking the housing–finance cycle: Macroeconomic policy reforms for more affordable homes," Environment and Planning A, , vol. 53(3), pages 480-502, May.
    64. Adrienne Sala, 2017. "The Japanese Consumer Finance Market and its Institutional Changes since the 1980s," Working Papers halshs-02088335, HAL.
    65. zu Ermgassen, Sophus O.S.E. & Drewniok, Michal P. & Bull, Joseph W. & Corlet Walker, Christine M. & Mancini, Mattia & Ryan-Collins, Josh & Cabrera Serrenho, André, 2022. "A home for all within planetary boundaries: Pathways for meeting England's housing needs without transgressing national climate and biodiversity goals," Ecological Economics, Elsevier, vol. 201(C).
    66. Mikael Juselius & Mathias Drehmann, 2015. "Leverage dynamics and the real burden of debt," BIS Working Papers 501, Bank for International Settlements.
    67. Roberto Bande & Dolores Riveiro, 2013. "Private Saving Rates and Macroeconomic Uncertainty: Evidence from Spanish Regional Data," The Economic and Social Review, Economic and Social Studies, vol. 44(3), pages 323-349.
    68. Valérie Chauvin & John Muellbauer, 2018. "Consumption, household portfolios and the housing market in France," Economie et Statistique / Economics and Statistics, Institut National de la Statistique et des Etudes Economiques (INSEE), issue 500-501-5, pages 157-178.
    69. Gábor Márk Pellényi, 2019. "Regional Spillovers in the Hungarian Housing Market: Evidence from a Spatio-Temporal Model," European Economy - Discussion Papers 095, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
    70. Bertrand Garbinti & Pierre Lamarche & Frédérique Savignac, 2024. "Wealth Heterogeneity and the Marginal Propensity to Consume out of Wealth," Working papers 962, Banque de France.
    71. Egan, Paul & McQuinn, Kieran & O'Toole, Conor, 2024. "How supply and demand affect national house prices: The case of Ireland," Journal of Housing Economics, Elsevier, vol. 65(C).
    72. Maral Kichian & Milana Mihic, 2018. "How important are wealth effects on consumption in Canada?," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 51(3), pages 784-798, August.
    73. Ignacio Hernando & Irene Pablos & Daniel Santabárbara & Javier Vallés, 2018. "Private saving. New cross-country evidencebased on bayesian techniques," Working Papers 1802, Banco de España.
    74. Juselius, Mikael & Drehmann, Mathias, 2016. "Leverage dynamics and the burden of debt," Bank of Finland Research Discussion Papers 3/2016, Bank of Finland.
    75. Martin Wong, 2017. "Revisiting the Wealth Effect on Consumption in New Zealand," Reserve Bank of New Zealand Analytical Notes series AN2017/03, Reserve Bank of New Zealand.
    76. Duca, John V., 2016. "How capital regulation and other factors drive the role of shadow banking in funding short-term business credit," Journal of Banking & Finance, Elsevier, vol. 69(S1), pages 10-24.
    77. Mairead Roiste & Apostolos Fasianos & Robert Kirkby & Fang Yao, 2021. "Are Housing Wealth Effects Asymmetric in Booms and Busts?," The Journal of Real Estate Finance and Economics, Springer, vol. 62(4), pages 578-628, May.
    78. Engelbert Stockhammer & Joel Rabinovich & Niall Reddy, 2018. "Distribution, wealth and demand regimes in historical perspective. USA, UK, France and Germany, 1855-2010," Working Papers PKWP1805, Post Keynesian Economics Society (PKES).
    79. Philip Arestis & Ana Rosa Gonzalez, 2013. "Endogenous Bank Credit and Its Link to Housing in OECD Countries," Economics Working Paper Archive wp_750, Levy Economics Institute.
    80. Ryan-Collins, Josh & Werner, Richard A. & Castle, Jennifer, 2016. "A half-century diversion of monetary policy? An empirical horse-race to identify the UK variable most likely to deliver the desired nominal GDP growth rate," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 43(C), pages 158-176.
    81. Pedro S. Amaral, 2017. "Monetary Policy and Inequality," Economic Commentary, Federal Reserve Bank of Cleveland, issue January.
    82. Janine Aron & John Muellbauer, 2013. "Wealth, Credit Conditions, and Consumption: Evidence from South Africa," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 59, pages 161-196, October.
    83. Clancy, Daragh & Cussen, Mary & Lydon, Reamonn, 2014. "Housing Market Activity and Consumption: Macro and Micro Evidence," Research Technical Papers 13/RT/14, Central Bank of Ireland.

  8. John V. Duca & David Luttrell & Anthony Murphy, 2011. "When will the U.S. housing market stabilize?," Economic Letter, Federal Reserve Bank of Dallas, vol. 6(august).

    Cited by:

    1. Mahua Barari & Nityananda Sarkar & Srikanta Kundu & Kushal Banik Chowdhury, 2014. "Forecasting House Prices in the United States with Multiple Structural Breaks," International Econometric Review (IER), Economic Research Association, vol. 6(1), pages 1-23, April.
    2. John V. Duca, 2013. "Regionally, Housing Rebound Depends on Jobs, Local Supply Tightness," Annual Report, Federal Reserve Bank of Dallas.
    3. John V. Duca, 2013. "What's Next? Factors Determining the Housing Recovery's Pace," Annual Report, Federal Reserve Bank of Dallas.

  9. John V. Duca & John Muellbauer & Anthony Murphy, 2011. "House Prices and Credit Constraints: Making Sense of the US Experience," Economic Journal, Royal Economic Society, vol. 121(552), pages 533-551, May.
    See citations under working paper version above.
  10. Anthony Murphy & Marwan Izzeldin, 2010. "Recovering the moments of information flow and the normality of asset returns," Applied Financial Economics, Taylor & Francis Journals, vol. 20(10), pages 761-769.

    Cited by:

    1. Torben G. Andersen & Oleg Bondarenko & Albert S. Kyle & Anna A. Obizhaeva, 2020. "Intraday Trading Invariance in the E-mini S&P 500 Futures Market," Working Papers w0272, New Economic School (NES).

  11. Duca, John V. & Muellbauer, John & Murphy, Anthony, 2010. "Housing markets and the financial crisis of 2007-2009: Lessons for the future," Journal of Financial Stability, Elsevier, vol. 6(4), pages 203-217, December.
    See citations under working paper version above.
  12. Murphy, A. & Izzeldin, M., 2009. "Bootstrapping long memory tests: Some Monte Carlo results," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 2325-2334, April.
    See citations under working paper version above.
  13. John Muellbauer & Anthony Murphy, 2008. "Housing markets and the economy: the assessment," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 24(1), pages 1-33, spring.

    Cited by:

    1. Zan Yang & Ying Fan & Liqing Zhao, 2018. "A Reexamination of Housing Price and Household Consumption in China: The Dual Role of Housing Consumption and Housing Investment," The Journal of Real Estate Finance and Economics, Springer, vol. 56(3), pages 472-499, April.
    2. Dufrénot, Gilles & Malik, Sheheryar, 2012. "The changing role of house price dynamics over the business cycle," Economic Modelling, Elsevier, vol. 29(5), pages 1960-1967.
    3. Nils Holinski & Robert Vermeulen, 2012. "The international wealth channel: a global error-correcting analysis," Empirical Economics, Springer, vol. 43(3), pages 985-1010, December.
    4. Lenarčič, Črt & Zorko, Robert & Herman, Uroš & Savšek, Simon, 2016. "A Primer on Slovene House Prices Forecast," MPRA Paper 103552, University Library of Munich, Germany.
    5. Carmona, Juan & Lampe, Markus & Rosés, Joan R., 2011. "Spanish housing markets during the first phase of the rural-urban transition process," IFCS - Working Papers in Economic History.WH wp11-08, Universidad Carlos III de Madrid. Instituto Figuerola.
    6. Setzer, Ralph & van den Noord, Paul & Wolff, Guntram B., 2011. "Heterogeneity in money holdings across euro area countries: The role of housing," European Journal of Political Economy, Elsevier, vol. 27(4), pages 764-780.
    7. Andros Gregoriou & Alexandros Kontonikas & Alberto Montagnoli, 2014. "Aggregate and regional house price to earnings ratio dynamics in the UK," Urban Studies, Urban Studies Journal Limited, vol. 51(13), pages 2916-2927, October.
    8. Duca, John V. & Muellbauer, John & Murphy, Anthony, 2010. "Housing markets and the financial crisis of 2007-2009: Lessons for the future," Journal of Financial Stability, Elsevier, vol. 6(4), pages 203-217, December.
    9. Montagnoli, Alberto & Nagayasu, Jun, 2015. "UK house price convergence clubs and spillovers," Journal of Housing Economics, Elsevier, vol. 30(C), pages 50-58.
    10. Christian Nygaard, 2011. "International Migration, Housing Demand and Access to Homeownership in the UK," Urban Studies, Urban Studies Journal Limited, vol. 48(11), pages 2211-2229, August.
    11. 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.
    12. Ghassen El Montasser & Ahdi N. Ajmi & Tsangyao Chang & Beatrice D. Simo-Kengne & Christophe Andre & Rangan Gupta, 2013. "Cross-Country Evidence On The Causal Relationship Between Policy Uncertainty And House Prices," Working Papers 201380, University of Pretoria, Department of Economics.
    13. Alistair Milne, 2009. "Macroprudential policy: what can it achieve?," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 25(4), pages 608-629, Winter.
    14. Alberto, Montagnoli & Jun, Nagayasu, 2013. "An Investigation of Housing Affordability in the UK Regions," SIRE Discussion Papers 2013-64, Scottish Institute for Research in Economics (SIRE).
    15. The SEACEN Centre, 2014. "Mortgage Finance And Consumer Credit: Implications On Financial Stability In SEACEN Economies," Research Studies, South East Asian Central Banks (SEACEN) Research and Training Centre, number rp94, April.
    16. Cao, Jing & Hu, Wenhao, 2016. "A microsimulation of property tax policy in China," Journal of Housing Economics, Elsevier, vol. 33(C), pages 128-142.
    17. Bulent Ozel & Reynold Christian Nathanael & Marco Raberto & Andrea Teglio & Silvano Cincotti, 2019. "Macroeconomic implications of mortgage loan requirements: an agent-based approach," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 14(1), pages 7-46, March.
    18. Yang, Zan & Wang, S.T., 2012. "Permanent and transitory shocks in owner-occupied housing: A common trend model of price dynamics," Journal of Housing Economics, Elsevier, vol. 21(4), pages 336-346.
    19. Duffy, David & Mc Inerney, Niall & McQuinn, Kieran, 2015. "Macroprudential Policy in a Recovering Market: Too Much too Soon?," Papers WP500, Economic and Social Research Institute (ESRI).
    20. Punzi, Maria Teresa & Kauko, Karlo, 2015. "Testing the global banking glut hypothesis," Journal of Financial Stability, Elsevier, vol. 19(C), pages 128-151.
    21. Zhu, Bing & Betzinger, Michael & Sebastian, Steffen, 2017. "Housing market stability, mortgage market structure, and monetary policy: Evidence from the euro area," Journal of Housing Economics, Elsevier, vol. 37(C), pages 1-21.
    22. Calza, Alessandro & Monacelli, Tommaso & Stracca, Livio, 2009. "Housing finance and monetary policy," Working Paper Series 1069, European Central Bank.
    23. Yetkiner, Hakan & Nazlioglu, Saban, 2018. "Is there an optimal level of housing wealth in the long-run? Theory and evidence," Research in International Business and Finance, Elsevier, vol. 46(C), pages 257-267.
    24. Ms. Rima A Turk, 2015. "Housing Price and Household Debt Interactions in Sweden," IMF Working Papers 2015/276, International Monetary Fund.
    25. Taufiq Choudhry, 2020. "Economic Policy Uncertainty and House Prices: Evidence from Geographical Regions of England and Wales," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 48(2), pages 504-529, June.
    26. Eddie Chi-Man Hui & Tony K.K. Lo & Jia Chen & Ziyou Wang, 2012. "Housing and consumer markets in urban China," Construction Management and Economics, Taylor & Francis Journals, vol. 30(2), pages 117-131, December.
    27. Mick Silver, 2016. "How to Better Measure Hedonic Residential Property Price Indexes," IMF Working Papers 2016/213, International Monetary Fund.
    28. Kai Carstensen & Oliver Hülsewig & Timo Wollmershäuser, 2009. "Monetary Policy Transmission and House Prices: European Cross Country Evidence," Working Paper / FINESS 7.4, DIW Berlin, German Institute for Economic Research.
    29. Clavero, Borja, 2017. "A contribution to the Quantity Theory of Disaggregated Credit," MPRA Paper 76657, University Library of Munich, Germany.
    30. Hassnae Hammou Ou Ali, 2025. "Monetary policy and real estate asset prices in Morocco," IHEID Working Papers 03-2025, Economics Section, The Graduate Institute of International Studies, revised 04 Mar 2025.
    31. Christopher Crowe & Rodney Ramcharan, 2012. "The impact of house prices on consumer credit: evidence from an internet bank," Finance and Economics Discussion Series 2012-60, Board of Governors of the Federal Reserve System (U.S.).
    32. Huang, Wei-Ling & Lin, Wen-Yuan & Ning, Shao-Lin, 2020. "The effect of economic policy uncertainty on China’s housing market," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
    33. Oliver Lerbs, 2011. "Is there a link between homeownership and unemployment? Evidence from German regional data," International Economics and Economic Policy, Springer, vol. 8(4), pages 407-426, December.
    34. Marcus Miller & Ishita Mohanty & Lei Zhang, 2009. "The Illusion Of Stability—Low Inflation In A Bubble Economy," Manchester School, University of Manchester, vol. 77(s1), pages 126-149, September.
    35. Elena IONAȘCU, 2019. "The Dynamic Relationship Between The Residential Real Estate Markets, Macro – Economy And Institutional Development: Evidence From Eu Countries," EURINT, Centre for European Studies, Alexandru Ioan Cuza University, vol. 6, pages 75-107.
    36. Le Liu & Yinyun Yan & Xin Tian & Zuoliang Jiang, 2024. "Impact of Text and Image Information on Community Group Buying Performance: Empirical Evidence from Convenience Chain Stores," Sustainability, MDPI, vol. 16(11), pages 1-14, May.
    37. Beatrice D. Simo-Kengne & Rangan Gupta & Manoel Bittencourt, 2013. "The Impact of House Prices on Consumption in South Africa: Evidence from Provincial-Level Panel VARs," Housing Studies, Taylor & Francis Journals, vol. 28(8), pages 1133-1154, November.
    38. Patrick J. Wilson & Ralf Zurbruegg, 2008. "Big City Difference? Another Look at Factors Driving House Prices," Journal of Property Research, Taylor & Francis Journals, vol. 25(2), pages 157-177, November.
    39. Diks, Cees & Wang, Juanxi, 2016. "Can a stochastic cusp catastrophe model explain housing market crashes?," Journal of Economic Dynamics and Control, Elsevier, vol. 69(C), pages 68-88.
    40. Anette Haas & Liv Osland, 2014. "Commuting, Migration, Housing and Labour Markets: Complex Interactions," Urban Studies, Urban Studies Journal Limited, vol. 51(3), pages 463-476, February.
    41. Pamfili Antipa & Schalck, C., 2009. "Impact of Fiscal Policy on Residential Investment in France," Working papers 270, Banque de France.
    42. Leroy, Aurélien & Lucotte, Yannick, 2019. "Competition and credit procyclicality in European banking," Journal of Banking & Finance, Elsevier, vol. 99(C), pages 237-251.
    43. David Byrne & David Duffy & John FitzGerald, 2018. "Household Formation and Tenure Choice: Did the Great Irish Housing Bust Alter Consumer Behaviour?," The Economic and Social Review, Economic and Social Studies, vol. 49(3), pages 287-317.
    44. Sariye Belgin Akcay, 2023. "Current Account Imbalances, House Prices, and Institutions," International Real Estate Review, Global Social Science Institute, vol. 26(3), pages 343-392.
    45. KARGI, Bilal, 2013. "Konut Piyasası ve Ekonomik Büyüme İlişkisi: Türkiye Üzerine Zaman Serileri Analizi (2000-2012) [Housing market and economic growth relation: time series analysis over Turkey (2000-2012)]," MPRA Paper 55694, University Library of Munich, Germany.
    46. Dayong Zhang & Qiang Ji & Wan-Li Zhao & Nicholas J Horsewood, 2021. "Regional housing price dependency in the UK: A dynamic network approach," Urban Studies, Urban Studies Journal Limited, vol. 58(5), pages 1014-1031, April.
    47. McCarthy, Yvonne & McQuinn, Kieran, 2013. "Credit conditions in a boom and bust property market," Research Technical Papers 08/RT/13, Central Bank of Ireland.
    48. Andreas Hendricks & Peter Lacoere & Erwin van der Krabben & Cynthia Oorschot, 2021. "Limits of Negotiable Developer Obligations," Sustainability, MDPI, vol. 13(20), pages 1-20, October.
    49. Hardik A. Marfatia & Christophe Andre & Rangan Gupta, 2020. "Predicting Housing Market Sentiment: The Role of Financial, Macroeconomic and Real Estate Uncertainties," Working Papers 202061, University of Pretoria, Department of Economics.
    50. Vejchodská, Eliška & Barreira, Ana Paula & Auziņš, Armands & Jürgenson, Evelin & Fowles, Steven & Maliene, Vida, 2022. "Bridging land value capture with land rent narratives," Land Use Policy, Elsevier, vol. 114(C).
    51. David Cobham, 2013. "Monetary policy under the Labour government: the first 13 years of the MPC," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 29(1), pages 47-70, SPRING.
    52. 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.
    53. 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.
    54. Christophe André, 2010. "A Bird's Eye View of OECD Housing Markets," OECD Economics Department Working Papers 746, OECD Publishing.
    55. 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.
    56. 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.
    57. I-Chun Tsai & Chien-Wen Peng, 2012. "A panel data analysis for housing affordability in Taiwan," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 36(2), pages 335-350, April.
    58. David, Cobham, 2013. "Monetary policy under the Labour government 1997- 2010: the first 13 years of the MPC," SIRE Discussion Papers 2013-23, Scottish Institute for Research in Economics (SIRE).
    59. Tsai, I-Chun, 2013. "The asymmetric impacts of monetary policy on housing prices: A viewpoint of housing price rigidity," Economic Modelling, Elsevier, vol. 31(C), pages 405-413.
    60. Jonathan Oladeji & Joseph Yacim & Benita Zulch, 2021. "A Framework for Financing Housing Development and Ownership in Africa," AfRES 2021-028, African Real Estate Society (AfRES).
    61. Carreras, Oriol & Davis, E. Philip & Piggott, Rebecca, 2018. "Assessing macroprudential tools in OECD countries within a cointegration framework," Journal of Financial Stability, Elsevier, vol. 37(C), pages 112-130.
    62. Carson Duan, 2024. "Immigrant Consumption Behaviors: A Systematic Integrative Review and Future Research Agenda," World, MDPI, vol. 5(2), pages 1-29, May.
    63. Lena T. Cleanthous & Elena C. Eracleous & Nektarios A. Michail, 2019. "Credit, House Prices and the Macroeconomy in Cyprus," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, vol. 17(1), pages 33-55.
    64. Carmona, Juan & Lampe, Markus & Rosés, Joan R., 2014. "Housing affordability during the urban transition in Spain," IFCS - Working Papers in Economic History.WH wp14-05, Universidad Carlos III de Madrid. Instituto Figuerola.
    65. John Muellbauer, 2012. "When is a housing market overheated enough to threaten stability?," Economics Series Working Papers 623, University of Oxford, Department of Economics.
    66. Mick Silver, 2012. "Why House Price Indexes Differ: Measurement and Analysis," IMF Working Papers 2012/125, International Monetary Fund.
    67. Crispino, Marta & Loberto, Michele, 2025. "Bridging policy and prices: Causal evidence of housing renovation subsidies on property values in Italy," Regional Science and Urban Economics, Elsevier, vol. 112(C).
    68. Nikodem Szumilo, 2019. "The spatial consequences of the housing affordability crisis in England," Environment and Planning A, , vol. 51(6), pages 1264-1286, September.
    69. Antonakakis, Nikolaos & Gupta, Rangan & Andre, Christophe, 2015. "Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns," MPRA Paper 62464, University Library of Munich, Germany.
    70. Christophe André, 2016. "Household debt in OECD countries: Stylised facts and policy issues," OECD Economics Department Working Papers 1277, OECD Publishing.
    71. Kennedy, Gerard & O'Brien, Eoin & Woods, Maria, 2016. "Assessing the sustainability of Irish residential property prices: 1980Q1-2016Q2," Economic Letters 11/EL/16, Central Bank of Ireland.
    72. Gavin Wood & Sharon Parkinson & Beverley Searle & Susan J. Smith, 2013. "Motivations for Equity Borrowing: A Welfare-switching Effect," Urban Studies, Urban Studies Journal Limited, vol. 50(12), pages 2588-2607, September.
    73. André K. Anundsen & Eilev S. Jansen, 2013. "Self-reinforcing effects between housing prices and credit: an extended version," Discussion Papers 756, Statistics Norway, Research Department.
    74. Pudney, Stephen, 2011. "Perception and retrospection: The dynamic consistency of responses to survey questions on wellbeing," Journal of Public Economics, Elsevier, vol. 95(3), pages 300-310.
    75. John Muellbauer, 2015. "Housing and the Macroeconomy: Inflation and the Financial Accelerator," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(S1), pages 51-58, March.
    76. Wang, J., 2015. "Can a stochastic cusp catastrophe model explain housing market crashes?," CeNDEF Working Papers 15-12, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    77. Zan Yang & Shuping Wu & Yanhao Shen, 2017. "Monetary Policy, House Prices, and Consumption in China: A National and Regional Study," International Real Estate Review, Global Social Science Institute, vol. 20(1), pages 23-49.
    78. Cinzia, Rienzo, 2010. "Real Wages, Wage Inequality and the Regional Cost-of-living in the UK," MPRA Paper 36390, University Library of Munich, Germany, revised Oct 2010.
    79. P. Reusens & Ch. Warisse, 2018. "House prices and economic growth in Belgium," Economic Review, National Bank of Belgium, issue iv, pages 81-106, december.
    80. Xia, Tongshui & Yao, Chen-Xi & Geng, Jiang-Bo, 2020. "Dynamic and frequency-domain spillover among economic policy uncertainty, stock and housing markets in China," International Review of Financial Analysis, Elsevier, vol. 67(C).
    81. Gábor Márk Pellényi, 2019. "Regional Spillovers in the Hungarian Housing Market: Evidence from a Spatio-Temporal Model," European Economy - Discussion Papers 095, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
    82. Dreger, Christian & Kholodilin, Konstantin A., 2013. "An early warning system to predict speculative house price bubbles," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, vol. 7, pages 1-26.
    83. Anundsen, André K. & Jansen, Eilev S., 2013. "Self-reinforcing effects between housing prices and credit," Journal of Housing Economics, Elsevier, vol. 22(3), pages 192-212.
    84. Panagiotis Petris & George Dotsis & Panayotis Alexakis, 2025. "Do Mortgage Buy‐To‐Let Investors Pay More or Less for Properties? Empirical Evidence From the UK Residential Market," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 30(4), pages 4182-4196, October.
    85. Juan Carmona Pidal & Markus Lampe & Joan Ramón Rosés, 2012. "Housing Markets during the Rural-Urban Transition: Evidence from early 20th Century Spain," Working Papers 0030, European Historical Economics Society (EHES).
    86. 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, vol. 40(4), pages 371-392.
    87. Yeva Nersisyan & L. Randall Wray, 2010. "The global financial crisis and the shift to shadow banking," European Journal of Economics and Economic Policies: Intervention, Edward Elgar Publishing, vol. 7(2), pages 377-400.
    88. Mairead Roiste & Apostolos Fasianos & Robert Kirkby & Fang Yao, 2021. "Are Housing Wealth Effects Asymmetric in Booms and Busts?," The Journal of Real Estate Finance and Economics, Springer, vol. 62(4), pages 578-628, May.
    89. Musso, Alberto & Neri, Stefano & Stracca, Livio, 2010. "Housing, consumption and monetary policy: how different are the US and the euro area?," Working Paper Series 1161, European Central Bank.
    90. Njindan Iyke, Bernard, 2015. "Assessing the Effects of Housing Market Shocks on Output: The Case of South Africa," MPRA Paper 69610, University Library of Munich, Germany, revised 01 Feb 2016.
    91. Ryan-Collins, Josh & Werner, Richard A. & Castle, Jennifer, 2016. "A half-century diversion of monetary policy? An empirical horse-race to identify the UK variable most likely to deliver the desired nominal GDP growth rate," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 43(C), pages 158-176.
    92. Nagayasu, Jun, 2016. "Inflation and Bubbles in the Japanese Condominium Market," MPRA Paper 71192, University Library of Munich, Germany.
    93. Nikolaos Antonakakis & Christophe André & Rangan Gupta, 2016. "Dynamic Spillovers in the United States: Stock Market, Housing, Uncertainty, and the Macroeconomy," Southern Economic Journal, John Wiley & Sons, vol. 83(2), pages 609-624, October.
    94. Hassan Gholipour Fereidouni & Reza Tajaddini, 2017. "Housing Wealth, Financial Wealth and Consumption Expenditure: The Role of Consumer Confidence," The Journal of Real Estate Finance and Economics, Springer, vol. 54(2), pages 216-236, February.

  14. Anthony Murphy & Eric Strobl, 2008. "Employer and Employee Ignorance in Developing Countries: The Case of Trinidad and Tobago," Review of Development Economics, Wiley Blackwell, vol. 12(2), pages 339-353, May.

    Cited by:

    1. Song, Wenfei & Han, Xianfeng, 2022. "The bilateral effects of foreign direct investment on green innovation efficiency: Evidence from 30 Chinese provinces," Energy, Elsevier, vol. 261(PB).
    2. Christopher F. Parmeter, 2018. "Estimation of the two-tiered stochastic frontier model with the scaling property," Journal of Productivity Analysis, Springer, vol. 49(1), pages 37-47, February.
    3. Alecos Papadopoulos, 2015. "The half-normal specification for the two-tier stochastic frontier model," Journal of Productivity Analysis, Springer, vol. 43(2), pages 225-230, April.
    4. Giovanni E Reyes & Sandra Milena Chacón, 2014. "Colombia 2003-2013: Estructura y tendencias de las exportaciones," Revista Tendencias, Universidad de Narino, vol. 15(2), pages 45-57.
    5. Solomon W. Polachek, 2017. "Heterogeneity in the Labor Market: Ability and Information Acquisition," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 43(3), pages 377-390, June.
    6. Sharif, Najma R. & Dar, Atul A., 2007. "An Empirical Investigation of the Impact of Imperfect Information on Wages in Canada," Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, vol. 3(01-2), pages 1-19.
    7. Shirong Zhao & Jeremy Losak, 2024. "Two-tiered stochastic frontier models: a Bayesian perspective," Journal of Productivity Analysis, Springer, vol. 61(2), pages 85-106, April.
    8. Aydede, Yigit & Dar, Atul A., 2022. "Native-born-immigrant wage gap revisited: The role of market imperfections in Canada," CLEF Working Paper Series 50, Canadian Labour Economics Forum (CLEF), University of Waterloo.

  15. Murphy, Anthony, 2007. "Score tests of normality in bivariate probit models," Economics Letters, Elsevier, vol. 95(3), pages 374-379, June.
    See citations under working paper version above.
  16. Marwan Izzeldin & Ana-Maria Fuertes & Anthony Murphy, 2005. "A guided tour of TSMod 4.03," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(5), pages 691-698.

    Cited by:

    1. Lee, Hwa-Taek & Yoon, Gawon, 2007. "Does Purchasing Power Parity Hold Sometimes? Regime Switching in Real Exchange Rates," Economics Working Papers 2007-24, Christian-Albrechts-University of Kiel, Department of Economics.
    2. Hwa-Taek Lee & Gawon Yoon, 2013. "Does purchasing power parity hold sometimes? Regime switching in real exchange rates," Applied Economics, Taylor & Francis Journals, vol. 45(16), pages 2279-2294, June.
    3. Ooms, M., 2008. "Trends in Applied Econometrics Software Development 1985-2008, an analysis of Journal of Applied Econometrics research articles, software reviews, data and code," Serie Research Memoranda 0021, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    4. Dima, Bogdan & Dima, Ştefana Maria, 2017. "Mutual information and persistence in the stochastic volatility of market returns: An emergent market example," International Review of Economics & Finance, Elsevier, vol. 51(C), pages 36-59.

  17. Garvey, Ryan & Murphy, Anthony, 2005. "Entry, exit and trading profits: A look at the trading strategies of a proprietary trading team," Journal of Empirical Finance, Elsevier, vol. 12(5), pages 629-649, December.

    Cited by:

    1. Kashyap, Ravi, 2024. "The Democratization of Wealth Management: Hedged Mutual Fund Blockchain Protocol," Research in International Business and Finance, Elsevier, vol. 71(C).
    2. Ravi Kashyap, 2024. "The Blockchain Risk Parity Line: Moving From The Efficient Frontier To The Final Frontier Of Investments," Papers 2407.09536, arXiv.org.
    3. Lundström, Christian, 2020. "On the Profitability of Momentum Strategies and Optimal Leverage Rules," Umeå Economic Studies 974, Umeå University, Department of Economics.
    4. Kliger, Doron & Kudryavtsev, Andrey, 2008. "Reference point formation by market investors," Journal of Banking & Finance, Elsevier, vol. 32(9), pages 1782-1794, September.
    5. Rainer Baule & Bart Frijns & Sebastian Schlie, 2024. "Feedback Trading: The Intraday Case of Retail Derivatives," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 44(9), pages 1487-1507, September.
    6. Kuo, Wei-Yu & Lin, Tse-Chun, 2013. "Overconfident individual day traders: Evidence from the Taiwan futures market," Journal of Banking & Finance, Elsevier, vol. 37(9), pages 3548-3561.
    7. Bruce Mizrach & Susan Weerts, 2004. "Experts Online: An Analysis of Trading Activity in a Public Internet Chat Room," Departmental Working Papers 200412, Rutgers University, Department of Economics.
    8. Barber, Brad M. & Lee, Yi-Tsung & Liu, Yu-Jane & Odean, Terrance, 2014. "The cross-section of speculator skill: Evidence from day trading," Journal of Financial Markets, Elsevier, vol. 18(C), pages 1-24.
    9. Liew, Ping-Xin & Lim, Kian-Ping & Goh, Kim-Leng, 2020. "Does proprietary day trading provide liquidity at a cost to investors?," International Review of Financial Analysis, Elsevier, vol. 68(C).
    10. Lee, Kuan-Hui & Wang, Shu-Feng, 2016. "Short-selling with a short wait: Trade- and account-level analyses in Korean stock market," Pacific-Basin Finance Journal, Elsevier, vol. 38(C), pages 209-222.
    11. Ravi Kashyap, 2024. "The Democratization of Wealth Management: Hedged Mutual Fund Blockchain Protocol," Papers 2405.02302, arXiv.org, revised Jul 2024.

  18. Clinch, J Peter & Murphy, Anthony, 2001. "Modelling Winners and Losers in Contingent Valuation of Public Goods: Appropriate Welfare Measures and Econometric Analysis," Economic Journal, Royal Economic Society, vol. 111(470), pages 420-443, April.
    See citations under working paper version above.
  19. Marwan Izzeldin & Anthony Murphy, 2000. "Bootstrapping the Small Sample Critical Values of the Rescaled Range Statistic," The Economic and Social Review, Economic and Social Studies, vol. 31(4), pages 351-359.

    Cited by:

    1. Murphy, A. & Izzeldin, M., 2009. "Bootstrapping long memory tests: Some Monte Carlo results," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 2325-2334, April.
    2. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2009. "Long Memory in US Real Output per Capita," CESifo Working Paper Series 2671, CESifo.

  20. Muellbauer, John & Murphy, Anthony, 1997. "Booms and Busts in the UK Housing Market," Economic Journal, Royal Economic Society, vol. 107(445), pages 1701-1727, November.
    See citations under working paper version above.
  21. Murphy, Anthony, 1996. "Simple LM tests of mis-specification for ordered logit models," Economics Letters, Elsevier, vol. 52(2), pages 137-141, August.

    Cited by:

    1. Manolopoulos, Dimitris & Papanastassiou, Marina & Pearce, Robert, 2005. "Technology sourcing in multinational enterprises and the roles of subsidiaries: An empirical investigation," International Business Review, Elsevier, vol. 14(3), pages 249-267, June.
    2. Ashworth, John & Heyndels, Bruno, 2000. "A schema-theoretic approach to politicians' definitions of tax issues," Journal of Economic Psychology, Elsevier, vol. 21(1), pages 21-41, February.
    3. Mora, Juan & Moro-Egido, Ana I., 2008. "On specification testing of ordered discrete choice models," Journal of Econometrics, Elsevier, vol. 143(1), pages 191-205, March.
    4. James G. MacKinnon & Russell Davidson, 2001. "Artificial Regressions," Working Paper 1038, Economics Department, Queen's University.
    5. Hassan Yeganeh & Raziye Farsi & Mahammad Rahim Frozeh & Ardeshir Pournemati & Seyedeh Zohreh Mirdeilami, 2022. "A study of variables affecting the consumption of medicinal plant products in urban communities, north of Iran," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 24(5), pages 7455-7469, May.
    6. Juan Mora & Ana I. Moro, 2006. "Consistent Specification Test For Ordered Discrete Choice Models," Working Papers. Serie AD 2006-17, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
    7. Darryl Holden & Roger Perman, 2014. "The convenient calculation of some test statistics in models of discrete choice," Working Papers 1410, University of Strathclyde Business School, Department of Economics.
    8. William H. Greene & David A. Hensher, 2008. "Modeling Ordered Choices: A Primer and Recent Developments," Working Papers 08-26, New York University, Leonard N. Stern School of Business, Department of Economics.
    9. Ray Barrell, 1999. "Employment Security and European Labour Demand: A Panel Study Across 16 Industries," National Institute of Economic and Social Research (NIESR) Discussion Papers 148, National Institute of Economic and Social Research.

  22. Murphy, Anthony, 1996. "A piecewise-constant hazard-rate model for the duration of unemployment in single-interview samples of the stock of unemployed," Economics Letters, Elsevier, vol. 51(2), pages 177-183, May.

    Cited by:

    1. Debashis Samanta & Debasis Kundu, 2023. "Bivariate Semi-Parametric Model: Bayesian Inference," Methodology and Computing in Applied Probability, Springer, vol. 25(4), pages 1-23, December.
    2. Mesfin Welderufael Berhe, 2021. "Empirical analysis of urban youth unemployment in Ethiopia," African Development Review, African Development Bank, vol. 33(1), pages 104-116, March.
    3. Bijwaard, G.E., 2006. "A note on stock sampling and maximum duration," Econometric Institute Research Papers EI 2006-22, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    4. van Kranenburg, Hans & Palm, Franz C. & Pfann, Gerard A., 2002. "Survival in a Concentrating Industry: The Case of Daily Newspapers in the Netherlands," IZA Discussion Papers 565, IZA Network @ LISER.
    5. Bijwaard, Govert & Veenman, Justus, 2007. "Unequal Chances on the Transitional Labor Market: The Case of the Netherlands," IZA Discussion Papers 2908, IZA Network @ LISER.
    6. Arno J. van der Vlist & Cees Gorter & Peter Nijkamp & Piet Rietveld, 2002. "Residential Mobility and Local Housing Market Differences," Tinbergen Institute Discussion Papers 02-003/3, Tinbergen Institute.
    7. Govert E. Bijwaard & Justus Veenman, 2008. "Unequal Chances on a Flexible Labor Market, The Case of the Netherlands," Tinbergen Institute Discussion Papers 08-005/4, Tinbergen Institute.
    8. Debasis Kundu, 2024. "A Stationary Proportional Hazard Class Process and its Applications," Methodology and Computing in Applied Probability, Springer, vol. 26(4), pages 1-21, December.
    9. H. Van Kranenburg & F. Palm & G. Pfann, 2002. "Exit and Survival in a Concentrating Industry: The Case of Daily Newspapers in the Netherlands," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 21(3), pages 283-303, November.
    10. Debashis Samanta & Debasis Kundu, 2025. "Absolutely Continuous Semi-parametric Bivariate Distributions," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 87(1), pages 220-248, May.

  23. Bover, Olympia & Muellbauer, John & Murphy, Anthony, 1989. "Housing, Wages and UK Labour Markets," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 51(2), pages 97-136, March.
    See citations under working paper version above.

Chapters

  1. John V Duca & John Muellbauer & Anthony Murphy, 2012. "Credit standards and the bubble in US house prices: new econometric evidence," BIS Papers chapters, in: Bank for International Settlements (ed.), Property markets and financial stability, volume 64, pages 83-89, Bank for International Settlements.

    Cited by:

    1. John Muellbauer, 2012. "When is a Housing Market Overheated Enough to Threaten Stability?," RBA Annual Conference Volume (Discontinued), in: Alexandra Heath & Frank Packer & Callan Windsor (ed.),Property Markets and Financial Stability, Reserve Bank of Australia.
    2. Stanley Fischer, 2017. "Housing and Financial Stability : a speech at the DNB-Riksbank Macroprudential Conference Series, Amsterdam, Netherlands, June 20, 2017," Speech 956, Board of Governors of the Federal Reserve System (U.S.).
    3. Carmen Silva & Camilo Vio, 2015. "Housing prices and macroeconomic factors: evidence from Chile," Journal Econom a Chilena (The Chilean Economy), Central Bank of Chile, vol. 18(1), pages 4-24, April.
    4. McCarthy, Yvonne & McQuinn, Kieran, 2017. "Credit conditions in a boom and bust property market: Insights for macro-prudential policy," The Quarterly Review of Economics and Finance, Elsevier, vol. 64(C), pages 171-182.

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