IDEAS home Printed from https://ideas.repec.org/f/c/ppe307.html
   My authors  Follow this author

Richard Wilson Peach

Citations

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

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. Andrew Haughwout & Richard W. Peach & John Sporn & Joseph Tracy, 2012. "The Supply Side of the Housing Boom and Bust of the 2000s," NBER Chapters, in: Housing and the Financial Crisis, pages 69-104, National Bureau of Economic Research, Inc.

    Mentioned in:

    1. The Housing Market Can Boom, Once You Move Out Of Your Mom’s Basement
      by Mark Bergen in Mark Bergen (Econometro) on 2011-12-20 22:06:17

Working papers

  1. Luca Onorante & Richard Peach & Luci Alessi & Eric Ghysels & Simon M. Potter, 2014. "Central bank macroeconomic forecasting during the global financial crisis: the European Central Bank and Federal Reserve Bank of New York experiences," Staff Reports 680, Federal Reserve Bank of New York.

    Cited by:

    1. Thunström, Linda & Nordström, Jonas & Shogren, Jason F., 2015. "Certainty and overconfidence in future preferences for food," Journal of Economic Psychology, Elsevier, vol. 51(C), pages 101-113.
    2. Carlos Diaz Vela, 2016. "Extracting the Information Shocks from the Bank of England Inflation Density Forecasts," Discussion Papers in Economics 16/13, Division of Economics, School of Business, University of Leicester.
    3. Fernanda Nechio, 2015. "Have long-term inflation expectations declined?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
    4. Hartmann, Philipp & Smets, Frank, 2018. "The first twenty years of the European Central Bank: monetary policy," CEPR Discussion Papers 13411, C.E.P.R. Discussion Papers.
    5. Lorenzo Burlon & Simone Emiliozzi & Alessandro Notarpietro & Massimiliano Pisani, 2015. "Medium-term forecasting of euro-area macroeconomic variables with DSGE and BVARX models," Questioni di Economia e Finanza (Occasional Papers) 257, Bank of Italy, Economic Research and International Relations Area.
    6. Iversen, Jens & Laséen, Stefan & Lundvall, Henrik & Söderström, Ulf, 2016. "Real-Time Forecasting for Monetary Policy Analysis: The Case of Sveriges Riksbank," Working Paper Series 318, Sveriges Riksbank (Central Bank of Sweden).
    7. Cobb, Marcus P A, 2017. "Joint Forecast Combination of Macroeconomic Aggregates and Their Components," MPRA Paper 76556, University Library of Munich, Germany.
    8. Pierre L. Siklos, 2016. "Forecast Disagreement and the Inflation Outlook: New International Evidence," IMES Discussion Paper Series 16-E-03, Institute for Monetary and Economic Studies, Bank of Japan.
    9. Leif Anders Thorsrud, 2016. "Nowcasting using news topics. Big Data versus big bank," Working Paper 2016/20, Norges Bank.
    10. Pierre L. Siklos, 2017. "What has publishing inflation forecasts accomplished? Central banks and their competitors," CAMA Working Papers 2017-33, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    11. Paloviita, Maritta & Haavio, Markus & Jalasjoki, Pirkka & Kilponen, Juha, 2017. "What does “below, but close to, two percent” mean? Assessing the ECB’s reaction function with real time data," Research Discussion Papers 29/2017, Bank of Finland.
    12. Hilde C. Bjørnland & Francesco Ravazzolo & Leif Anders Thorsrud, 2015. "Forecasting GDP with global components. This time is different," Working Papers No 1/2015, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
    13. Łyziak, Tomasz & Paloviita, Maritta, 2017. "Formation of inflation expectations in turbulent times : Can ECB manage inflation expectations of professional forecasters?," Research Discussion Papers 13/2017, Bank of Finland.
    14. Nicolaas Johannes Odendaal & Monique Reid, 2018. "Media based sentiment indices as an alternative measure of consumer confidence," Working Papers 17/2018, Stellenbosch University, Department of Economics.
    15. Knut Are Aastveit & James Mitchell & Francesco Ravazzolo & Herman van Dijk, 2018. "The Evolution of Forecast Density Combinations in Economics," Tinbergen Institute Discussion Papers 18-069/III, Tinbergen Institute.
    16. Sephton, Peter & Mann, Janelle, 2018. "Gold and crude oil prices after the great moderation," Energy Economics, Elsevier, vol. 71(C), pages 273-281.
    17. Kontogeorgos, Georgios & Lambrias, Kyriacos, 2019. "An analysis of the Eurosystem/ECB projections," Working Paper Series 2291, European Central Bank.
    18. Cai, Michael & Del Negro, Marco & Giannoni, Marc P. & Gupta, Abhi & Li, Pearl & Moszkowski, Erica, 2019. "DSGE forecasts of the lost recovery," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1770-1789.
    19. Francesco Ravazzolo & Philip Rothman, 2015. "Oil-Price Density Forecasts of U.S. GDP," Working Papers No 10/2015, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
    20. Binder, Michael & Lieberknecht, Philipp & Quintana, Jorge & Wieland, Volker, 2017. "Model uncertainty in macroeconomics: On the implications of financial frictions," IMFS Working Paper Series 114, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
    21. Gary Koop & Stuart McIntyre & James Mitchell, 2018. "UK Regional Nowcasting using a Mixed Frequency Vector Autoregressive Model," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers ESCoE DP-2018-07, Economic Statistics Centre of Excellence (ESCoE).
    22. Philipp Hartman & Frank Smets, 2018. "The European Central Bank’s Monetary Policy during Its First 20 Years," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 49(2 (Fall)), pages 1-146.
    23. Barrera Chaupis, Carlos, 2016. "Expectations' Dispersion & Convergence towards Central Banks' IR forecasts: Chile, Colombia, Mexico, Peru & United Kingdom, 2004-2014," MPRA Paper 85410, University Library of Munich, Germany, revised 12 Dec 2016.
    24. Łyziak, Tomasz & Paloviita, Maritta, 2018. "On the formation of inflation expectations in turbulent times: The case of the euro area," Economic Modelling, Elsevier, vol. 72(C), pages 132-139.
    25. Tai Young-Taft, 2015. "Marx's Theory of Money and 21st-century Macrodynamics," Economics Working Paper Archive wp_841, Levy Economics Institute.
    26. Cobb, Marcus P A, 2018. "Improving Underlying Scenarios for Aggregate Forecasts: A Multi-level Combination Approach," MPRA Paper 88593, University Library of Munich, Germany.
    27. Kapur, Muneesh, 2018. "Macroeconomic Policies and Transmission Dynamics in India," MPRA Paper 88566, University Library of Munich, Germany.
    28. James Cust & David Mihalyi, 2017. "Evidence for a Presource Curse? Oil discoveries, Elevated Expectations, and Growth Disappointments," OxCarre Working Papers 193, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.
    29. Knotek, Edward S. & Zaman, Saeed, 2019. "Financial nowcasts and their usefulness in macroeconomic forecasting," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1708-1724.
    30. Jin-Kyu Jung & Michael Frenkel & Jan-Christoph Rülke, 2019. "On the consistency of central banks´ interest rate forecasts," Economics Bulletin, AccessEcon, vol. 39(1), pages 701-716.

  2. Andrew F. Haughwout & John Sporn & Joseph Tracy & Richard Peach, 2012. "The supply side of the housing boom and bust of the 2000s," Staff Reports 556, Federal Reserve Bank of New York.

    Cited by:

    1. Matthew Rognlie & Andrei Shleifer & Alp Simsek, 2014. "Investment Hangover and the Great Recession," NBER Working Papers 20569, National Bureau of Economic Research, Inc.
    2. Knut Are Aastveit & Bruno Albuquerque & André Anundsen, 2019. "Changing supply elasticities and regional housing booms," Working Papers No 04/2019, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
    3. Crocker H. Liu & Adam Nowak & Stuart Rosenthal, 2014. "Bubbles, Post-Crash Dynamics, and the Housing Market," Working Papers 14-18, Department of Economics, West Virginia University.
    4. Todd Sinai, 2012. "House Price Moments in Boom-Bust Cycles," NBER Chapters, in: Housing and the Financial Crisis, pages 19-68, National Bureau of Economic Research, Inc.
    5. Carmona, Juan & Lampe, Markus & Rosés, Joan, 2017. "Housing affordability during the urban transition in Spain," LSE Research Online Documents on Economics 68886, London School of Economics and Political Science, LSE Library.
    6. Hyunseung Oh & Chamna Yoon, 2016. "Residential construction lags across the US and their implications for housing supply," Vanderbilt University Department of Economics Working Papers 16-00002, Vanderbilt University Department of Economics.
    7. Liu, Crocker H. & Nowak, Adam & Rosenthal, Stuart S., 2016. "Housing price bubbles, new supply, and within-city dynamics," Journal of Urban Economics, Elsevier, vol. 96(C), pages 55-72.
    8. Narayan Bulusu & Jefferson Duarte & Carles Vergara-Alert, 2013. "Booms and Busts in House Prices Explained by Constraints in Housing Supply," Staff Working Papers 13-18, Bank of Canada.
    9. Dieci, Roberto & Westerhoff, Frank, 2015. "Heterogeneous expectations, boom-bust housing cycles, and supply conditions: A nonlinear dynamics approach," BERG Working Paper Series 99, Bamberg University, Bamberg Economic Research Group.
    10. Sarah Sutherland & Andrew F. Haughwout & Joseph Tracy, 2013. "Negative equity and housing investment," Staff Reports 636, Federal Reserve Bank of New York.

  3. Richard Peach & Jonathan McCarthy & Matthew Ploenzke, 2010. "The measurement of rent inflation," Staff Reports 425, Federal Reserve Bank of New York, revised 01 Dec 2015.

    Cited by:

    1. Giglio, Stefano W & Maggiori, Matteo & Ströbel, Johannes, 2014. "Very Long-Run Discount Rates," CEPR Discussion Papers 9978, C.E.P.R. Discussion Papers.
    2. Mojmír Hampl and Tomáš Havránek, 2017. "Should monetary policy pay attention to house prices? The Czech National Bank’s approach," BIS Papers chapters, in: Bank for International Settlements (ed.), Macroprudential policy frameworks, implementation and relationships with other policies, volume 94, pages 129-140, Bank for International Settlements.
    3. Mojmir Hampl & Tomas Havranek, 2017. "Should Inflation Measures Used by Central Banks Incorporate House Prices? The Czech Approach," Working Papers IES 2017/12, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jul 2017.
    4. Nikhil Patel & Agustín Villar, 2016. "Measuring inflation," BIS Papers chapters, in: Bank for International Settlements (ed.), Inflation mechanisms, expectations and monetary policy, volume 89, pages 9-21, Bank for International Settlements.
    5. Janet L. Yellen, 2010. "The outlook for the economy," Speech 81, Federal Reserve Bank of San Francisco.
    6. Tomas Havranek & Mojmir Hampl, 2017. "Should Inflation Measures Used by Central Banks Incorporate House Prices? The Czech National Bank's Approach," Research and Policy Notes 2017/01, Czech National Bank.
    7. Ambrose, Brent W. & Coulson, N. Edward & Yoshida, Jiro, 2017. "Inflation Rates Are Very Different When Housing Rents Are Accurately Measured," HIT-REFINED Working Paper Series 71, Institute of Economic Research, Hitotsubashi University.

  4. Richard Peach & Andrew F. Haughwout & Joseph Tracy, 2009. "The homeownership gap," Staff Reports 418, Federal Reserve Bank of New York.

    Cited by:

    1. Lauren Lambie-Hanson & Lynn Fisher & Paul S. Willen, 2010. "A profile of the mortgage crisis in a low-and-moderate-income community," Public Policy Discussion Paper 10-6, Federal Reserve Bank of Boston.
    2. Lambie-Hanson, Lauren, 2015. "When does delinquency result in neglect? Mortgage distress and property maintenance," Journal of Urban Economics, Elsevier, vol. 90(C), pages 1-16.
    3. Sam Schulhofer-Wohl, 2010. "Negative equity does not reduce homeowners' mobility," Working Papers 682, Federal Reserve Bank of Minneapolis, revised 2010.
    4. Lauren Lambie-Hanson, 2013. "When does delinquency result in neglect?: mortgage delinquency and property maintenance," Public Policy Discussion Paper 13-1, Federal Reserve Bank of Boston.
    5. Konstantin A. Kholodilin & Andreas Mense, 2011. "Can Internet Ads Serve as an Indicator of Homeownership Rates?," Discussion Papers of DIW Berlin 1168, DIW Berlin, German Institute for Economic Research.
    6. Michael Brocker & Christopher Hanes, 2013. "The 1920s American Real Estate Boom and the Downturn of the Great Depression: Evidence from City Cross Sections," NBER Working Papers 18852, National Bureau of Economic Research, Inc.
    7. Rajashri Chakrabarti & Donghoon Lee & Wilbert van der Klaauw & Basit Zafar, 2013. "Household Debt and Saving during the 2007 Recession," NBER Chapters, in: Measuring Wealth and Financial Intermediation and Their Links to the Real Economy, pages 273-322, National Bureau of Economic Research, Inc.
    8. Sewin Chan & Andrew F. Haughwout & Joseph Tracy, 2015. "How mortgage finance affects the urban landscape," Staff Reports 713, Federal Reserve Bank of New York.
    9. Sarah Sutherland & Andrew F. Haughwout & Joseph Tracy, 2013. "Negative equity and housing investment," Staff Reports 636, Federal Reserve Bank of New York.

  5. Joseph Tracy & Andrew F. Haughwout & Richard Peach, 2008. "Juvenile delinquent mortgages: bad credit or bad economy?," Staff Reports 341, Federal Reserve Bank of New York.

    Cited by:

    1. Sauro Mocetti & Eliana Viviano, 2015. "Looking behind mortgage delinquencies," Temi di discussione (Economic working papers) 999, Bank of Italy, Economic Research and International Relations Area.
    2. Jaison R. Abel & Richard Deitz, 2010. "Bypassing the bust: the stability of upstate New York's housing markets during the recession," Current Issues in Economics and Finance, Federal Reserve Bank of New York, issue mar.
    3. Luci Ellis, 2008. "How many in negative equity? The role of mortgage contract characteristics," BIS Quarterly Review, Bank for International Settlements, December.
    4. Blackburn, McKinley L. & Vermilyea, Todd, 2012. "The prevalence and impact of misstated incomes on mortgage loan applications," Journal of Housing Economics, Elsevier, vol. 21(2), pages 151-168.
    5. 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.
    6. Leonard I. Nakamura & Lauren Lambie-Hanson & Paul S. Calem & Jeanna Kenney, 2018. "Appraising Home Purchase Appraisals," Working Papers 18-28, Federal Reserve Bank of Philadelphia, revised 27 Dec 2018.
    7. Ioan Voicu & Marilyn Jacob & Kristopher Rengert & Irene Fang, 2012. "Subprime Loan Default Resolutions: Do They Vary Across Mortgage Products and Borrower Demographic Groups?," The Journal of Real Estate Finance and Economics, Springer, vol. 45(4), pages 939-964, November.
    8. Pau Rabanal & Christopher W. Crowe & Giovanni Dell'Ariccia & Deniz O Igan, 2011. "How to Deal with Real Estate Booms; Lessons from Country Experiences," IMF Working Papers 11/91, International Monetary Fund.
    9. Michael Collins, J. & Urban, Carly, 2014. "The dark side of sunshine: Regulatory oversight and status quo bias," Journal of Economic Behavior & Organization, Elsevier, vol. 107(PB), pages 470-486.
    10. Manuel Adelino & Antoinette Schoar & Felipe Severino, 2015. "Loan Originations and Defaults in the Mortgage Crisis: Further Evidence," NBER Working Papers 21320, National Bureau of Economic Research, Inc.
    11. Edward Simpson Prescott & Sonya Ravindranath Waddell & Anne Davlin, 2011. "A regional look at the role of house prices and labor market conditions in mortgage default," Economic Quarterly, Federal Reserve Bank of Richmond, issue 1q, pages 1-43.
    12. Morris A. Davis & William D. Larson & Stephen D. Oliner & Benjamin Smith, 2019. "Mortgage Risk Since 1990," FHFA Staff Working Papers 19-02, Federal Housing Finance Agency.
    13. Zhenguo Lin & Yingchun Liu & Jia Xie, 2015. "Immigrants and Mortgage Delinquency in the United States," Staff Working Papers 15-1, Bank of Canada.
    14. M. Dietsch & C. Welter-Nicol, 2014. "Do LTV and DSTI caps make banks more resilient?," Débats économiques et financiers 13, Banque de France.
    15. Deeksha Gupta, 2018. "Too Much Skin-in-the-Game? The Effect of Mortgage Market Concentration on Credit and House Prices," 2018 Meeting Papers 512, Society for Economic Dynamics.
    16. Chan, Sewin & Gedal, Michael & Been, Vicki & Haughwout, Andrew, 2011. "The role of neighborhood characteristics in mortgage default risk: evidence from New York City," MPRA Paper 33941, University Library of Munich, Germany.
    17. Richard M. Todd & Breck L. Robinson, 2010. "The role of non-owner-occupied homes in the current housing and foreclosure cycle," Working Paper 10-11, Federal Reserve Bank of Richmond, revised 2010.
    18. Hott, Christian, 2013. "A model of mortgage losses and its applications for macroprudential instruments," Discussion Papers 34/2013, Deutsche Bundesbank.
    19. Kau, James B. & Keenan, Donald C. & Lyubimov, Constantine & Carlos Slawson, V., 2011. "Subprime mortgage default," Journal of Urban Economics, Elsevier, vol. 70(2-3), pages 75-87, September.
    20. Manuel Adelino & Antoinette Schoar & Felipe Severino, 2015. "Loan Originations and Defaults in the Mortgage Crisis: The Role of the Middle Class," NBER Working Papers 20848, National Bureau of Economic Research, Inc.
    21. Gregory DeCoster & William Strange, 2012. "Developers, Herding, and Overbuilding," The Journal of Real Estate Finance and Economics, Springer, vol. 44(1), pages 7-35, January.
    22. Kristopher Gerardi & Kyle F. Herkenhoff & Lee E. Ohanian & Paul S. Willen, 2018. "Can’t Pay or Won’t Pay? Unemployment, Negative Equity, and Strategic Default," Review of Financial Studies, Society for Financial Studies, vol. 31(3), pages 1098-1131.
    23. Lambie-Hanson, Lauren, 2015. "When does delinquency result in neglect? Mortgage distress and property maintenance," Journal of Urban Economics, Elsevier, vol. 90(C), pages 1-16.
    24. Fernando Ferreira & Joseph Tracy & Joseph Gyourko, 2008. "Housing busts and household mobility," Staff Reports 350, Federal Reserve Bank of New York.
    25. Campbell, Sean D. & Davis, Morris A. & Gallin, Joshua & Martin, Robert F., 2009. "What moves housing markets: A variance decomposition of the rent-price ratio," Journal of Urban Economics, Elsevier, vol. 66(2), pages 90-102, September.
    26. 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.
    27. Nan-Kuang Chen & Han-Liang Cheng & Ching-Sheng Mao, 2011. "House Price, Mortgage Premium, and Business Fluctuations," Working Papers 192011, Hong Kong Institute for Monetary Research.
    28. Lauren Lambie-Hanson, 2013. "When does delinquency result in neglect?: mortgage delinquency and property maintenance," Public Policy Discussion Paper 13-1, Federal Reserve Bank of Boston.
    29. Maximilian Schmeiser & Matthew Gross, 2016. "The Determinants of Subprime Mortgage Performance Following a Loan Modification," The Journal of Real Estate Finance and Economics, Springer, vol. 52(1), pages 1-27, January.
    30. Adam B. Ashcraft & Paul Goldsmith-Pinkham & James Vickery, 2010. "MBS ratings and the mortgage credit boom," Staff Reports 449, Federal Reserve Bank of New York.
    31. Fernando Ferreira & Joseph Gyourko, 2015. "A New Look at the U.S. Foreclosure Crisis: Panel Data Evidence of Prime and Subprime Borrowers from 1997 to 2012," NBER Working Papers 21261, National Bureau of Economic Research, Inc.
    32. 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.
    33. 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).
    34. Donghoon Lee & Wilbert Van der Klaauw & Joseph Tracy & Andrew F. Haughwout, 2011. "Real estate investors, the leverage cycle, and the housing market crisis," Staff Reports 514, Federal Reserve Bank of New York.
    35. Calem, Paul & Henderson, Christopher & Liles, Jonathan, 2011. ""Cherry picking" in subprime mortgage securitizations: Which subprime mortgage loans were sold by depository institutions prior to the crisis of 2007?," Journal of Housing Economics, Elsevier, vol. 20(2), pages 120-140, June.
    36. Byrne, David & Kelly, Robert & O'Toole, Conor, 2017. "How does monetary policy pass-through affect mortgage default? Evidence from the Irish mortgage market," Research Technical Papers 04/RT/17, Central Bank of Ireland.
    37. Bo Liu & Tien Foo Sing, 2018. "“Cure” Effects and Mortgage Default: A Split Population Survival Time Model," The Journal of Real Estate Finance and Economics, Springer, vol. 56(2), pages 217-251, February.
    38. Christopher Mayer & Karen Pence & Shane M. Sherlund, 2009. "The Rise in Mortgage Defaults," Journal of Economic Perspectives, American Economic Association, vol. 23(1), pages 27-50, Winter.
    39. 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.
    40. Sewin Chan & Andrew F. Haughwout & Joseph Tracy, 2015. "How mortgage finance affects the urban landscape," Staff Reports 713, Federal Reserve Bank of New York.
    41. Paul Carrillo, 2013. "Testing for Fraud in the Residential Mortgage Market: How Much Did Early-Payment-Defaults Overpay for Housing?," The Journal of Real Estate Finance and Economics, Springer, vol. 47(1), pages 36-64, July.
    42. Breck L. Robinson, 2012. "The performance of non-owner-occupied mortgages during the housing crisis," Economic Quarterly, Federal Reserve Bank of Richmond, issue 2q, pages 111-138.
    43. Joseph Tracy & Christopher J. Mayer & Andrew F. Haughwout, 2009. "Subprime mortgage pricing: the impact of race, ethnicity, and gender on the cost of borrowing," Staff Reports 368, Federal Reserve Bank of New York.
    44. Jorge E. Galán & Matías Lamas, 2019. "Beyond the LTV ratio: new macroprudential lessons from Spain," Working Papers 1931, Banco de España;Working Papers Homepage.
    45. Fitzpatrick, Trevor & Mues, Christophe, 2016. "An empirical comparison of classification algorithms for mortgage default prediction: evidence from a distressed mortgage market," European Journal of Operational Research, Elsevier, vol. 249(2), pages 427-439.
    46. Yuliya Demyanyk, 2009. "Quick exits of subprime mortgages," Review, Federal Reserve Bank of St. Louis, issue mar, pages 79-94.
    47. Bhardwaj, Geetesh & Sengupta, Rajdeep, 2014. "Subprime cohorts and loan performance," Journal of Banking & Finance, Elsevier, vol. 41(C), pages 236-252.
    48. Magill, Michael & Quinzii, Martine, 2015. "Prices and investment with collateral and default," Journal of Economic Dynamics and Control, Elsevier, vol. 51(C), pages 111-132.

  6. Jonathan McCarthy & Richard W. Peach, 2005. "Is There a 'Bubble' in the Housing Market Now?," NFI Policy Briefs 2005-PB-01, Indiana State University, Scott College of Business, Networks Financial Institute.

    Cited by:

    1. Béchir Bouzid, 2010. "Titrisation des emprunts hypothécaires et bulle immobilière aux États-Unis : les origines d’une débâcle," Revue d'Économie Financière, Programme National Persée, vol. 97(2), pages 101-142.
    2. Panzera, Fabio S., 2011. "Price stability and financial imbalances: rethinking the macrofinancial framework after the 2007-8 financial crisis," FSES Working Papers 423, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
    3. Efthymios Pavlidis & I Paya & D Peel & A M Spiru, 2009. "Bubbles in House Prices and their Impact on Consumption: Evidence for the US," Working Papers 601552, Lancaster University Management School, Economics Department.

  7. Richard Peach & Paul Bennett & Stavros Peristiani, 1998. "Implied mortgage refinancing thresholds," Staff Reports 49, Federal Reserve Bank of New York.

    Cited by:

    1. Olivier Vigneron, & Xavier Gabaix & Arvind Krishnamurthy, 2004. "Limits of Arbitrage: Theory and Evidence from the Mortgage-Backed Securities Market," Econometric Society 2004 North American Summer Meetings 430, Econometric Society.
    2. Sumit Agarwal & Richard J. Rosen & Vincent Yao, 2016. "Why Do Borrowers Make Mortgage Refinancing Mistakes?," Management Science, INFORMS, vol. 62(12), pages 3494-3509, December.
    3. Sumit Agarwal & John C. Driscoll & David I. Laibson, 2013. "Optimal Mortgage Refinancing: A Closed-Form Solution," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(4), pages 591-622, June.
    4. Souphala Chomsisengphet & Anthony Pennington-Cross, 2006. "Subprime refinancing: equity extraction and mortgage termination," Working Papers 2006-023, Federal Reserve Bank of St. Louis.
    5. Amy Cutts & Robert Order, 2004. "On the Economics of Subprime Lending," The Journal of Real Estate Finance and Economics, Springer, vol. 30(2), pages 167-196, November.
    6. Marsha J. Courchane & Judith A. Giles, 2002. "A Comparison of U.S. and Canadian Residential Mortgage Markets," Econometrics Working Papers 0201, Department of Economics, University of Victoria.
    7. 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.
    8. Agarwal, Sumit & Driscoll, John D. & Laibson, David I., 2012. "Optimal Mortgage Reï¬ nancing: A Closed Form Solution," Scholarly Articles 9918811, Harvard University Department of Economics.

  8. Stavros Peristiani & Paul Bennett & Richard Peach, 1997. "Structural change in the mortgage market and the propensity to refinance," Research Paper 9736, Federal Reserve Bank of New York.

    Cited by:

    1. Akash Deep & Dietrich Domanski, 2002. "Housing markets and economic growth: lessons from the US refinancing boom," BIS Quarterly Review, Bank for International Settlements, September.
    2. 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, Spatial Economics Research Centre, LSE.
    3. Benjamin J. Keys & Devin G. Pope & Jaren C. Pope, 2014. "Failure to Refinance," NBER Working Papers 20401, National Bureau of Economic Research, Inc.
    4. Declan French & Donal McKillop & Tripti Sharma, 2017. "Analysis of Housing Equity Withdrawal by its Forms," CHaRMS Working Papers 17-04, Centre for HeAlth Research at the Management School (CHaRMS).
    5. Colin Ellis & Haroon Mumtaz & Pawel Zabczyk, 2014. "What Lies Beneath? A Time‐varying FAVAR Model for the UK Transmission Mechanism," Economic Journal, Royal Economic Society, vol. 0(576), pages 668-699, May.
    6. Toshio Kimura & Naoki Makimoto, 2008. "Optimal Mortgage Refinancing with Regime Switches," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 15(1), pages 47-65, March.
    7. Bhardwaj, Geetesh & Sengupta, Rajdeep, 2012. "Subprime mortgage design," Journal of Banking & Finance, Elsevier, vol. 36(5), pages 1503-1519.
    8. Xudong An & John Clapp & Yongheng Deng, 2005. "Omitted Mobility Characteristics and Property Market Dynamics: Application to Mortgage Termination," Working Paper 8584, USC Lusk Center for Real Estate.
    9. Calza, Alessandro & Monacelli, Tommaso & Stracca, Livio, 2006. "Mortgage markets, collateral constraints, and monetary policy: Do institutional factors matter?," CFS Working Paper Series 2007/10, Center for Financial Studies (CFS).
    10. Campbell, John, 2006. "Household Finance," Scholarly Articles 3157877, Harvard University Department of Economics.
    11. Andreas Fuster & Matthew Plosser & Philipp Schnabl & James Vickery, 2019. "The Role of Technology in Mortgage Lending," Review of Financial Studies, Society for Financial Studies, vol. 32(5), pages 1854-1899.
    12. Hyeongjun Kim & Hoon Cho & Doojin Ryu, 2018. "Characteristics of Mortgage Terminations: an Analysis of a Loan-Level Dataset," The Journal of Real Estate Finance and Economics, Springer, vol. 57(4), pages 647-676, November.
    13. Fang Yang, 2006. "Consumption along the life cycle: how different is housing?," Working Papers 635, Federal Reserve Bank of Minneapolis, revised 2006.
    14. Muellbauer, John, 2008. "Housing, Credit and Consumer Expenditure," CEPR Discussion Papers 6782, C.E.P.R. Discussion Papers.
    15. Richard Peach & Alex Al-Haschimi & Margaret M. McConnell, 2003. "After the refinancing boom: will consumers scale back their spending?," Current Issues in Economics and Finance, Federal Reserve Bank of New York, issue dec.
    16. Steffen Andersen & John Y. Campbell & Kasper Meisner Nielsen & Tarun Ramadorai, 2015. "Sources of Inaction in Household Finance: Evidence from the Danish Mortgage Market," NBER Working Papers 21386, National Bureau of Economic Research, Inc.
    17. Bajo, Emanuele & Barbi, Massimiliano, 2018. "Financial illiteracy and mortgage refinancing decisions," Journal of Banking & Finance, Elsevier, vol. 94(C), pages 279-296.
    18. Andersen, Steffen & Campbell, John Y & Nielsen, Kasper Meisner & Ramadorai, Tarun, 2015. "Inattention and Inertia in Household Finance: Evidence from the Danish Mortgage Market," CEPR Discussion Papers 10683, C.E.P.R. Discussion Papers.
    19. Sumit Agarwal & Richard J. Rosen & Vincent Yao, 2016. "Why Do Borrowers Make Mortgage Refinancing Mistakes?," Management Science, INFORMS, vol. 62(12), pages 3494-3509, December.
    20. Khandani, Amir E. & Lo, Andrew W. & Merton, Robert C., 2013. "Systemic risk and the refinancing ratchet effect," Journal of Financial Economics, Elsevier, vol. 108(1), pages 29-45.
    21. Frederic S. Mishkin, 2007. "Housing and the monetary transmission mechanism," Finance and Economics Discussion Series 2007-40, Board of Governors of the Federal Reserve System (U.S.).
    22. Todd Sinai & Charles P. Himmelberg & Christopher J. Mayer, 2005. "Assessing high house prices: bubbles, fundamentals, and misperceptions," Staff Reports 218, Federal Reserve Bank of New York.
    23. Joseph Gyourko & Joseph Tracy, 2006. "Using Home Maintenance and Repairs to Smooth Variable Earnings," The Review of Economics and Statistics, MIT Press, vol. 88(4), pages 736-747, November.
    24. 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.
    25. John Krainer & Milton H. Marquis, 2003. "Mortgages as recursive contracts," Working Paper Series 2003-03, Federal Reserve Bank of San Francisco, revised 2003.
    26. Stuart Gabriel & Yongheng Deng, 2002. "Enhancing Mortgage Credit Availability Among Underserved And Higher Credit-Risk Populations: An Assessment Of Default And Prepayment Option Exercise Among Fha-Insured Borrowers," Working Paper 8622, USC Lusk Center for Real Estate.
    27. Yongheng Deng & Stuart Gabriel, 2005. "Are Underserved Borrowers Lower Risk? New Evidence on the Performance and Pricing of FHA-Insured Mortgages* (Revised)," Working Paper 8579, USC Lusk Center for Real Estate.
    28. Sumit Agarwal & John C. Driscoll & David I. Laibson, 2013. "Optimal Mortgage Refinancing: A Closed-Form Solution," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(4), pages 591-622, June.
    29. Fernando Nieto, 2007. "The determinants of household credit in Spain," Working Papers 0716, Banco de España;Working Papers Homepage.
    30. John N. Muellbauer & John V. Duca, 2013. "Tobin lives: integrating evolving credit market architecture into flow of funds based macro-models," Working Papers 1307, Federal Reserve Bank of Dallas, revised 2013.
    31. Vladimir Klyuev & Paul S. Mills, 2006. "Is Housing Wealth An 'ATM'? the Relationship Between Household Wealth, Home Equity withdrawal, and Saving Rates," IMF Working Papers 06/162, International Monetary Fund.
    32. Carlos R. Madeira & Víctor Pérez F., 2013. "Gestión Hipotecaria de las Familias Chilenas," Notas de Investigación Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 16(2), pages 122-133, August.
    33. Geetesh Bhardwaj & Rajdeep Sengupta, 2008. "Did prepayments sustain the subprime market?," Working Papers 2008-039, Federal Reserve Bank of St. Louis.
    34. Boivin, Jean & Kiley, Michael T. & Mishkin, Frederic S., 2010. "How Has the Monetary Transmission Mechanism Evolved Over Time?," Handbook of Monetary Economics, in: Benjamin M. Friedman & Michael Woodford (ed.), Handbook of Monetary Economics, edition 1, volume 3, chapter 8, pages 369-422, Elsevier.
    35. Steinbuks, Jevgenijs, 2015. "Effects of prepayment regulations on termination of subprime mortgages," Journal of Banking & Finance, Elsevier, vol. 59(C), pages 445-456.
    36. Wenli Li & Rui Yao, 2007. "The Life-Cycle Effects of House Price Changes," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(6), pages 1375-1409, September.
    37. Goodness C. Aye & Mehmet Balcilar & Rangan Gupta, 2020. "The Effectiveness Of Monetary Policy In South Africa Under Inflation Targeting: Evidence from a Time-Varying Factor-Augmented Vector Autoregressive Model," Journal of Developing Areas, Tennessee State University, College of Business, vol. 54(4), pages 55-73, October-D.
    38. Emilio Fernandez-Corugedo & John Muellbauer, 2006. "Consumer credit conditions in the United Kingdom," Bank of England working papers 314, Bank of England.
    39. Marianna Brunetti & Rocco Ciciretti & Ljubica Djordjevic, 2016. "Till Mortgage Do Us Part: Refinancing Costs and Household’s Bank Switching," CEIS Research Paper 364, Tor Vergata University, CEIS, revised 13 Dec 2017.
    40. Kapelko, Magdalena, 2015. "Dynamic versus Static Inefficiency Assessment of the Polish Meat-Processing Industry in the Aftermath of the European Union Integration and Financial Crisis," 2015 Conference, August 9-14, 2015, Milan, Italy 211830, International Association of Agricultural Economists.
    41. Ben S. Bernanke, 2007. "Housing, housing finance, and monetary policy: a symposium sponsored by the Federal Reserve Bank of Kansas City: opening remarks," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 1-20.
    42. Agarwal, Sumit & Ambrose, Brent W. & Chomsisengphet, Souphala & Liu, Chunlin, 2006. "An empirical analysis of home equity loan and line performance," Journal of Financial Intermediation, Elsevier, vol. 15(4), pages 444-469, October.
    43. Fang (Annie) Yang, 2006. "Consumption Over Life Cycle: How Different is Housing?," Discussion Papers 06-01, University at Albany, SUNY, Department of Economics.
    44. Michael F. Lovenheim, 2011. "The Effect of Liquid Housing Wealth on College Enrollment," Journal of Labor Economics, University of Chicago Press, vol. 29(4), pages 741-771.
    45. L N Allen & L C Rose, 2006. "Financial survival analysis of defaulted debtors," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 57(6), pages 630-636, June.
    46. Markus Christen & Ruskin Morgan, 2005. "Keeping Up With the Joneses: Analyzing the Effect of Income Inequality on Consumer Borrowing," Quantitative Marketing and Economics (QME), Springer, vol. 3(2), pages 145-173, June.
    47. Frederic S. Mishkin, 2007. "\\"Housing and the monetary transmission mechanism,\\" Finance and Economics Discussion Series Working Paper: a speech at the Federal Reserve Bank of Kansas City's Economic Symposium, Jackso," Speech 312, Board of Governors of the Federal Reserve System (U.S.).
    48. Djordjevic, Ljubica, 2015. "Essays in household finance," Other publications TiSEM ad3edc86-915e-4ce8-ba38-b, Tilburg University, School of Economics and Management.
    49. Sumit Agarwal & Chunlin Liu, 2003. "Determinants of credit card delinquency and bankruptcy: Macroeconomic factors," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 27(1), pages 75-84, March.
    50. Dalton, Michael & LaFave, Daniel, 2017. "Mitigating the consequences of a health condition: The role of intra- and interhousehold assistance," Journal of Health Economics, Elsevier, vol. 53(C), pages 38-52.
    51. Jill Wetmore & Chiaku Ndu, 2006. "Mortgage Refinancing Activity: An Explanation [1990–2001]," The Journal of Real Estate Finance and Economics, Springer, vol. 33(1), pages 75-86, August.
    52. Jörg Bibow, 2010. "Alternative Strategien der Budgetkonsolidierung in Österreich nach der Rezession," IMK Studies 03-2010, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
    53. Agarwal, Sumit & Driscoll, John D. & Laibson, David I., 2012. "Optimal Mortgage Reï¬ nancing: A Closed Form Solution," Scholarly Articles 9918811, Harvard University Department of Economics.
    54. John Clapp & Yongheng Deng & Xudong An, 2005. "Unobserved heterogeneity in Models of Competing Mortgage Termination Risks," Working Paper 8585, USC Lusk Center for Real Estate.

  9. Richard Peach & Stavros Peristiani & Jonathan Raiff & Gordon Monsen & Paul Bennett, 1996. "Effects of household creditworthiness on mortgage refinancings," Research Paper 9622, Federal Reserve Bank of New York.

    Cited by:

    1. Michael LaCour-Little & Michael Marschoun & Clark L. Maxam, 2002. "Improving Parametric Mortgage Prepayment Models with Non-parametric Kernel Regression," Journal of Real Estate Research, American Real Estate Society, vol. 24(3), pages 299-328.
    2. Bennett, Paul & Peach, Richard & Peristiani, Stavros, 2001. "Structural Change in the Mortgage Market and the Propensity to Refinance," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 33(4), pages 955-975, November.
    3. 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.
    4. Michael LaCour-Little & Gregory H. Chun, 1999. "Third Party Originators and Mortgage Prepayment Risk: An Agency Problem?," Journal of Real Estate Research, American Real Estate Society, vol. 17(1), pages 55-70.
    5. Archer, Wayne R. & Ling, David C. & McGill, Gary A., 1997. "Demographic versus Option-Driven Mortgage Terminations," Journal of Housing Economics, Elsevier, vol. 6(2), pages 137-163, June.

Articles

  1. Lucia Alessi & Eric Ghysels & Luca Onorante & Richard Peach & Simon Potter, 2014. "Central Bank Macroeconomic Forecasting During the Global Financial Crisis: The European Central Bank and Federal Reserve Bank of New York Experiences," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 32(4), pages 483-500, October.
    See citations under working paper version above.
  2. Robert W. Rich & M. Henry Linder & Richard Peach, 2013. "The parts are more than the whole: separating goods and services to predict core inflation," Current Issues in Economics and Finance, Federal Reserve Bank of New York, issue aug.

    Cited by:

    1. Saeed Zaman & Ellis W. Tallman, 2015. "Forecasting Inflation: Phillips Curve Effects on Services Price Measures," Working Papers (Old Series) 1519, Federal Reserve Bank of Cleveland, revised 14 Oct 2015.
    2. Yasser Abdih & Ravi Balakrishnan & Baoping Shang, 2016. "What is Keeping U.S. Core Inflation Low; Insights from a Bottom-Up Approach," IMF Working Papers 16/124, International Monetary Fund.
    3. Randal Verbrugge & Richard Ashley, 2019. "Variation in the Phillips Curve Relation across Three Phases of the Business Cycle," Working Papers 190900, Federal Reserve Bank of Cleveland, revised 03 May 2019.
    4. Edward S. Knotek Ii & Saeed Zaman, 2017. "Nowcasting U.S. Headline and Core Inflation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(5), pages 931-968, August.
    5. Joe Seydl & Malcolm Spittler, 2016. "Did globalization flatten the Phillips curve? U.S. consumer price inflation at the sectoral level," Journal of Post Keynesian Economics, Taylor & Francis Journals, vol. 39(3), pages 387-410, July.
    6. Cobb, Marcus P A, 2018. "Improving Underlying Scenarios for Aggregate Forecasts: A Multi-level Combination Approach," MPRA Paper 88593, University Library of Munich, Germany.
    7. Antoni Espasa & Eva Senra, 2017. "Twenty-Two Years of Inflation Assessment and Forecasting Experience at the Bulletin of EU & US Inflation and Macroeconomic Analysis," Econometrics, MDPI, Open Access Journal, vol. 5(4), pages 1-28, October.
    8. Danica Unevska-Andonova, 2018. "Inflation Decomposition Model: Application to Macedonian inflation," Working Papers 2018-06, National Bank of the Republic of North Macedonia.

  3. Anna Cororaton & Robert W. Rich & Richard Peach, 2011. "How does slack influence inflation?," Current Issues in Economics and Finance, Federal Reserve Bank of New York, issue june.

    Cited by:

    1. Fröhling, Annette & Lommatzsch, Kirsten, 2011. "Output sensitivity of inflation in the euro area: Indirect evidence from disaggregated consumer prices," Discussion Paper Series 1: Economic Studies 2011,25, Deutsche Bundesbank.
    2. Jun Il Kim, 2014. "Comments on James Morley's paper," BIS Papers chapters, in: Bank for International Settlements (ed.), Globalisation, inflation and monetary policy in Asia and the Pacific, volume 77, pages 51-54, Bank for International Settlements.
    3. Sophie Guilloux-Nefussi, 2016. "Globalization, market structure and inflation dynamics," Globalization Institute Working Papers 289, Federal Reserve Bank of Dallas, revised 03 Nov 2016.
    4. Renaud St-Cyr, 2018. "Non-linéarité de la courbe de Phillips : un survol de la littérature," Staff Analytical Notes 2018-3, Bank of Canada.
    5. Lars Osberg, 2011. "Why Did Unemployment Disappear from Official Macro-Economic Policy Discourse in Canada?," New Directions for Intelligent Government in Canada: Papers in Honour of Ian Stewart, in: Fred Gorbet & Andrew Sharpe (ed.), New Directions for Intelligent Government in Canada: Papers in Honour of Ian Stewart, pages 127-162, Centre for the Study of Living Standards.
    6. Liu, Yuelin & Morley, James, 2014. "Structural evolution of the postwar U.S. economy," Journal of Economic Dynamics and Control, Elsevier, vol. 42(C), pages 50-68.
    7. Randal Verbrugge & Richard Ashley, 2019. "Variation in the Phillips Curve Relation across Three Phases of the Business Cycle," Working Papers 190900, Federal Reserve Bank of Cleveland, revised 03 May 2019.
    8. Kapur, Muneesh, 2013. "Revisiting the Phillips curve for India and inflation forecasting," Journal of Asian Economics, Elsevier, vol. 25(C), pages 17-27.
    9. Albuquerque, Bruno & Baumann, Ursel, 2017. "Will US inflation awake from the dead? The role of slack and non-linearities in the Phillips curve," Journal of Policy Modeling, Elsevier, vol. 39(2), pages 247-271.
    10. Kanellopoulos, Nikolaos C. & Koutroulis, Aristotelis G., 2016. "Non-linearities in euro area inflation persistence," Economic Modelling, Elsevier, vol. 59(C), pages 116-123.
    11. Marlene Amstad & Simon Potter & Robert Rich, 2014. "The FRBNY Staff Underlying Inflation Gauge: UIG," BIS Working Papers 453, Bank for International Settlements.
    12. Lars Osberg, 2018. "Full Employment in Canada in the early 21st Century," Working Papers daleconwp2018-02, Dalhousie University, Department of Economics.

  4. Richard Peach & Joseph Tracy & Andrew F. Haughwout, 2010. "The homeownership gap," Current Issues in Economics and Finance, Federal Reserve Bank of New York, issue may.
    See citations under working paper version above.
  5. Haughwout, Andrew & Peach, Richard & Tracy, Joseph, 2008. "Juvenile delinquent mortgages: Bad credit or bad economy?," Journal of Urban Economics, Elsevier, vol. 64(2), pages 246-257, September.
    See citations under working paper version above.
  6. Jonathan McCarthy & Richard Peach, 2004. "Are home prices the next \\"bubble\\"?," Economic Policy Review, Federal Reserve Bank of New York, issue dec, pages 1-17.

    Cited by:

    1. Beltratti, Andrea & Morana, Claudio, 2010. "International house prices and macroeconomic fluctuations," Journal of Banking & Finance, Elsevier, vol. 34(3), pages 533-545, March.
    2. Margaret Hwang Smith & Gary Smith, 2006. "Bubble, Bubble, Where's the Housing Bubble?," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 37(1), pages 1-68.
    3. Guglielmo Maria Caporale & Mauro Costantini & Antonio Paradiso, 2012. "Re-examining the Decline in the US Saving Rate: The Impact of Mortgage Equity Withdrawal," CESifo Working Paper Series 3897, CESifo Group Munich.
    4. Sofie R. Waltl, 2016. "Estimating aggregate quantile-specific gross rental yields for residential housing in Sydney," Graz Economics Papers 2016-09, University of Graz, Department of Economics.
    5. Christian Hott & Terhi Jokipii, 2012. "Housing Bubbles and Interest Rates," Working Papers 2012-07, Swiss National Bank.
    6. Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti, 2013. "The Effects of the Saving and Banking Glut on the U.S. Economy," NBER Chapters, in: NBER International Seminar on Macroeconomics 2013, pages 52-67, National Bureau of Economic Research, Inc.
    7. Bracke, Philippe, 2013. "House prices and rents: micro evidence from a matched dataset in Central London," LSE Research Online Documents on Economics 49723, London School of Economics and Political Science, LSE Library.
    8. Engsted, Tom & Hviid, Simon J. & Pedersen, Thomas Q., 2016. "Explosive bubbles in house prices? Evidence from the OECD countries," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 40(C), pages 14-25.
    9. Joseph Gyourko & Eduardo Morales & Charles Nathanson & Edward Glaeser, 2011. "Housing Dynamics," 2011 Meeting Papers 307, Society for Economic Dynamics.
    10. Konstantin A. Kholodilin & Claus Michelsen & Dirk Ulbricht, 2018. "Speculative price bubbles in urban housing markets," Empirical Economics, Springer, vol. 55(4), pages 1957-1983, December.
    11. Elias Oikarinen, 2008. "Empirical application of the housing-market no-arbitrage condition: problems, solutions and a Finnish case study," Discussion Papers 39, Aboa Centre for Economics.
    12. Taipalus, Katja, 2012. "Detecting asset price bubbles with time-series methods," Scientific Monographs, Bank of Finland, number 2012_047.
    13. Christian Hott & Pierre Monnin, 2008. "Fundamental Real Estate Prices: An Empirical Estimation with International Data," The Journal of Real Estate Finance and Economics, Springer, vol. 36(4), pages 427-450, May.
    14. Graeme O'Meara, 2015. "Housing Bubbles and Monetary Policy: A Reassessment," The Economic and Social Review, Economic and Social Studies, vol. 46(4), pages 521-565.
    15. Michal Hlavacek & Lubos Komarek, 2009. "Housing Price Bubbles and their Determinants in the Czech Republic and its Regions," Working Papers 2009/12, Czech National Bank.
    16. Tsai, I-Chun & Chiang, Shu-Hen, 2019. "Exuberance and spillovers in housing markets: Evidence from first- and second-tier cities in China," Regional Science and Urban Economics, Elsevier, vol. 77(C), pages 75-86.
    17. Randal Verbrugge, 2009. "The Puzzling Divergence of Rents and User Costs, 1980-2004," Working Papers 422, U.S. Bureau of Labor Statistics.
    18. Markus K. Brunnermeier & Christian Julliard, 2006. "Money Illusion and Housing Frenzies," NBER Working Papers 12810, National Bureau of Economic Research, Inc.
    19. Beatriz Larraz-Iribas & Jose-Luis Alfaro-Navarro, 2008. "Asymmetric Behaviour of Spanish Regional House Prices," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 14(4), pages 407-421, November.
    20. Sau Kim Lum & Tilin Koh & Seow‐Eng Ong, 2004. "Upgrading programme in public housing: an assessment of price and liquidity enhancements," Journal of Property Research, Taylor & Francis Journals, vol. 21(2), pages 143-159, November.
    21. Nannan Yuan & Shigeyuki Hamori, 2014. "Are government interventions effective in regulating China fs house prices?," Discussion Papers 1427, Graduate School of Economics, Kobe University.
    22. Randal Verbrugge & Thesia I. Garner, 2009. "Reconciling User Costs and Rental Equivalence: Evidence from the U.S. Consumer Expenditure Survey," Working Papers 427, U.S. Bureau of Labor Statistics.
    23. Andrea Nobili & Francesco Zollino, 2012. "A structural model for the housing and credit markets in Italy," Temi di discussione (Economic working papers) 887, Bank of Italy, Economic Research and International Relations Area.
    24. Diego Vílchez, "undated". "Assessing the House Price Dynamics in Lima," IHEID Working Papers 09-2015, Economics Section, The Graduate Institute of International Studies.
    25. Gerdesmeier, Dieter & Roffia, Barbara & Lenarčič, Andreja, 2012. "An alternative method for identifying booms and busts in the euro area housing market," Working Paper Series 1493, European Central Bank.
    26. Jane Dokko & Brian M. Doyle & Michael T. Kiley & Jinill Kim & Shane Sherlund & Jae Sim & Skander Van Den Heuvel, 2011. "Monetary policy and the global housing bubble," Economic Policy, CEPR;CES;MSH, vol. 26(66), pages 233-283, April.
    27. Shuping Shi, 2016. "Speculative bubbles or market fundamentals? An investigation of US regional housing markets," CAMA Working Papers 2016-46, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    28. Paolo Gelain & Gisele J. Natvik & Kevin J. Lansing, 2015. "Explaining the Boom-Bust Cycle in the U.S. Housing Market: A Reverse-Engineering Approach," Working Paper Series 2015-2, Federal Reserve Bank of San Francisco, revised Jan 2015.
    29. Davis, Morris A. & Heathcote, Jonathan, 2007. "The price and quantity of residential land in the United States," Journal of Monetary Economics, Elsevier, vol. 54(8), pages 2595-2620, November.
    30. Nalini Prasad & Anthony Richards, 2006. "Measuring Housing Price Growth – Using Stratification to Improve Median-based Measures," RBA Research Discussion Papers rdp2006-04, Reserve Bank of Australia.
    31. William Poole, 2006. "Recent developments in housing markets: a national and local perspective," Speech 98, Federal Reserve Bank of St. Louis.
    32. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2011. "US Disposable Personal Income and Housing Price Index: A Fractional Integration Analysis," Faculty Working Papers 03/11, School of Economics and Business Administration, University of Navarra.
    33. Michael D. Bordo, 2005. "U.S. Housing Price Boom–Busts In Historical Perspective," NFI Policy Briefs 2005-PB-02, Indiana State University, Scott College of Business, Networks Financial Institute.
    34. Winston T.H. Koh & Roberto S. Mariano & Andrey Pavlovb & Sock Yong Phang & Augustine H. H. Tan & Susan M. Wachter, 2006. "Underpriced Default Spread Exacerbates Market Crashes," Finance Working Papers 22458, East Asian Bureau of Economic Research.
    35. Baltagi, Badi H. & Li, Jing, 2015. "Cointegration of matched home purchases and rental price indexes — Evidence from Singapore," Regional Science and Urban Economics, Elsevier, vol. 55(C), pages 80-88.
    36. Khandani, Amir E. & Lo, Andrew W. & Merton, Robert C., 2013. "Systemic risk and the refinancing ratchet effect," Journal of Financial Economics, Elsevier, vol. 108(1), pages 29-45.
    37. Hott, Christian, 2013. "A model of mortgage losses and its applications for macroprudential instruments," Discussion Papers 34/2013, Deutsche Bundesbank.
    38. Frederic S. Mishkin, 2007. "Housing and the monetary transmission mechanism," Finance and Economics Discussion Series 2007-40, Board of Governors of the Federal Reserve System (U.S.).
    39. Jonathan McCarthy & Richard W. Peach, 2005. "Is There a 'Bubble' in the Housing Market Now?," NFI Policy Briefs 2005-PB-01, Indiana State University, Scott College of Business, Networks Financial Institute.
    40. Yang Hu & Les Oxley, 2017. "Exuberance in British Share Prices during the Railway Mania of the 1840s: Evidence from the Phillips, Shi and Yu Test," Working Papers in Economics 17/09, University of Waikato.
    41. Todd Sinai & Charles P. Himmelberg & Christopher J. Mayer, 2005. "Assessing high house prices: bubbles, fundamentals, and misperceptions," Staff Reports 218, Federal Reserve Bank of New York.
    42. Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard, 2010. "Unit Roots and Structural Change: An Application to US House-Price Indices," Working Papers 1004, University of Nevada, Las Vegas , Department of Economics.
    43. Sean D. Campbell & Morris A. Davis & Joshua H. Gallin & Robert F. Martin, 2006. "A trend and variance decomposition of the rent-price ratio in housing markets," Finance and Economics Discussion Series 2006-29, Board of Governors of the Federal Reserve System (U.S.).
    44. Ott, Hervé, 2014. "Will euro area house prices sharply decrease?," Economic Modelling, Elsevier, vol. 42(C), pages 116-127.
    45. MeiChi Huang, 2017. "Vulnerabilities to housing bubbles: Evidence from linkages between housing prices and income fundamentals," International Finance, Wiley Blackwell, vol. 20(1), pages 64-91, March.
    46. Gary Smith, 2014. "Why Are Some Home Values Resistant and Others Resilient?," International Real Estate Review, Asian Real Estate Society, vol. 17(2), pages 223-240.
    47. Vyacheslav Mikhed & Petr Zemcik, 2007. "Do House Prices Reflect Fundamentals? Aggregate and Panel Data Evidence," CERGE-EI Working Papers wp337, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
    48. Andrew Leventis, 2007. "Home Improvements and Appreciation Rates Reflected in the OFHEO House Price Index," FHFA Staff Working Papers 07-02, Federal Housing Finance Agency.
    49. 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.
    50. Fabio C. Bagliano & Claudio Morana, 2008. "Permanent and Transitory Dynamics in House Prices and Consumption: Cross-Country Evidence," Working papers 02, Former Department of Economics and Public Finance "G. Prato", University of Torino.
    51. Osborne, Jenny, 2005. "Housing in the Euro Area Twelve Markets One Money," Quarterly Bulletin Articles, Central Bank of Ireland, pages 87-114, October.
    52. Shen, Chung-Hua & Lin, Kun-Li & Guo, Na, 2016. "Hawk or dove: Switching regression model for the monetary policy reaction function in China," Pacific-Basin Finance Journal, Elsevier, vol. 36(C), pages 94-111.
    53. Elias Oikarinen & Steven Bourassa & Martin Hoesli & Janne Engblom, 2017. "Revisiting the House Price-Income Relationship," ERES eres2017_173, European Real Estate Society (ERES).
    54. Martin Lux & Petr Sunega, 2010. "Udržitelnost vývoje cen bytů v České republice
      [The Sustainability of House Price Trends in the Czech Republic]
      ," Politická ekonomie, University of Economics, Prague, vol. 2010(2), pages 225-252.
    55. Hervé Péléraux & Xavier Timbeau & Eric Heyer & Sabine Le Bayon, 2005. "L'immobilier, pilier de la croissance ou épée de Damoclès : bulle immobilière, causes et conséquences macro-économiques d'un retournement du marché immobilier," Working Papers hal-00972769, HAL.
    56. Rangan Gupta & Stephen Miller, 2012. "The Time-Series Properties of House Prices: A Case Study of the Southern California Market," The Journal of Real Estate Finance and Economics, Springer, vol. 44(3), pages 339-361, April.
    57. Mustafa Hattapoglu & Indrit Hoxha, 2014. "The Dependency of Rent-to-Price Ratio on Appreciation Expectations: An Empirical Approach," The Journal of Real Estate Finance and Economics, Springer, vol. 49(2), pages 185-204, August.
    58. Holly, Sean & Pesaran, M. Hashem & Yamagata, Takashi, 2006. "A Spatio-Temporal Model of House Prices in the US," IZA Discussion Papers 2338, Institute of Labor Economics (IZA).
    59. Visar Hoxha & Alenka Temeljotov Salaj, 2014. "Fundamental Economic Factors That Affect Housing Prices: Comparative Analysis between Kosovo and Slovenia," Management, University of Primorska, Faculty of Management Koper, vol. 9(4), pages 323-348.
    60. Robert Eisenbeis & W. Frame & Larry Wall, 2007. "An Analysis of the Systemic Risks Posed by Fannie Mae and Freddie Mac and An Evaluation of the Policy Options for Reducing Those Risks," Journal of Financial Services Research, Springer;Western Finance Association, vol. 31(2), pages 75-99, June.
    61. Yu Ren & Yufei Yuan & Cong Xiong, 2013. "House Price Bubbles in China," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
    62. Madsen, Jakob B., 2012. "A behavioral model of house prices," Journal of Economic Behavior & Organization, Elsevier, vol. 82(1), pages 21-38.
    63. Kim, Jan R. & Lim, Gieyoung, 2016. "Fundamentals and rational bubbles in the Korean housing market: A modified present-value approach," Economic Modelling, Elsevier, vol. 59(C), pages 174-181.
    64. Davidovska Stojanova, Biljana & Jovanovic, Branimir & Kadievska Vojnovic, Maja & Ramadani, Gani & Petrovska, Magdalena, 2008. "Real Estate Prices in the Republic of Macedonia," MPRA Paper 43166, University Library of Munich, Germany.
    65. Calvin Schnure, 2005. "Boom-Bust Cycles in Housing; The Changing Role of Financial Structure," IMF Working Papers 05/200, International Monetary Fund.
    66. Cabray L. Haines & Richard J. Rosen, 2007. "Bubble, bubble, toil, and trouble," Economic Perspectives, Federal Reserve Bank of Chicago, issue qi, pages 16-35.
    67. Yang Hu & Les Oxley, 2016. "Bubbles in US Regional House Prices: Evidence from House Price/Income Ratios at the State Level," Working Papers in Economics 16/06, University of Waikato.
    68. Marianne Rubinstein, 2008. "Le marché de l’immobilier résidentiel en France : évolutions récentes et perspectives," Revue d'Économie Financière, Programme National Persée, vol. 91(1), pages 143-163.
    69. Huang, MeiChi & Chiang, Hsiu-Hsuan, 2017. "An early alarm system for housing bubbles," The Quarterly Review of Economics and Finance, Elsevier, vol. 63(C), pages 34-49.
    70. Youngkyung Ok & Jungmu Kim & Yuen Jung Park, 2019. "The Effect of Housing Prices on Bank Performance in Korea," Sustainability, MDPI, Open Access Journal, vol. 11(22), pages 1-14, November.
    71. Oikarinen, Elias, 2005. "Is Housing Overvalued in the Helsinki Metropolitan Area?," Discussion Papers 992, The Research Institute of the Finnish Economy.
    72. Diego Ardila & Peter Cauwels & Dorsa Sanadgol & Didier Sornette, 2013. "Is There A Real Estate Bubble in Switzerland?," Papers 1303.4514, arXiv.org.
    73. Andrea Beltratti & Claudio Morana, 2008. "International shocks and national house prices," ICER Working Papers - Applied Mathematics Series 14-2008, ICER - International Centre for Economic Research.
    74. Andrey Pavlov & Susan Wachter, 2009. "Mortgage Put Options and Real Estate Markets," The Journal of Real Estate Finance and Economics, Springer, vol. 38(1), pages 89-103, January.
    75. Babaei Semirumi, 2012. "Literatures About Asset Price Bubbles," Annals - Economic and Administrative Series -, Faculty of Business and Administration, University of Bucharest, vol. 6(1), pages 35-55, December.
    76. Dong Fu, 2007. "National, regional and metro-specific factors of the U.S. housing market," Working Papers 0707, Federal Reserve Bank of Dallas.
    77. Koetter, Michael & Poghosyan, Tigran, 2010. "Real estate prices and bank stability," Journal of Banking & Finance, Elsevier, vol. 34(6), pages 1129-1138, June.
    78. Christian Hott, 2007. "Explaining house price fluctuations," Proceedings 1055, Federal Reserve Bank of Chicago.
    79. Christoph Hinkelmann & Steve Swidler, 2008. "Trading House Price Risk with Existing Futures Contracts," The Journal of Real Estate Finance and Economics, Springer, vol. 36(1), pages 37-52, January.
    80. Karl E. Case & Robert J. Shiller & Anne Thompson, 2012. "What Have They Been Thinking? Home Buyer Behavior in Hot and Cold Markets," NBER Working Papers 18400, National Bureau of Economic Research, Inc.
    81. Ofer Raz-Dror, 2019. "The Changes In Rent In Israel During The Years Of The Housing Crisis 2008–2015," Israel Economic Review, Bank of Israel, vol. 17(1), pages 73-116.
    82. John Krainer & Chishen Wei, 2004. "House prices and fundamental value," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue oct1.
    83. Kevin J. Lansing & Caterina Mendicino & Paolo Gelain, 2012. "House prices, credit growth, and excess volatility: implications for monetary and macroprudential policy," Working Paper Series 2012-11, Federal Reserve Bank of San Francisco, revised 2012.
    84. 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.
    85. Lunde, Jens, 2006. "The owner-occupiers’ capital structure during a house price boom," Working Papers 2005-3, Copenhagen Business School, Department of Finance.
    86. Bimonte, Salvatore & Stabile, Arsenio, 2015. "Local taxation and urban development. Testing for the side-effects of the Italian property tax," Ecological Economics, Elsevier, vol. 120(C), pages 100-107.
    87. Perry Singleton, 2015. "Health, Medical Innovation, and Disability Insurance: A Care Study of HIV Antiretroviral Therapy," Center for Policy Research Working Papers 182, Center for Policy Research, Maxwell School, Syracuse University.
    88. Koetter, Michael & Poghosyan, Tigran, 2008. "Real estate markets and bank distress," Discussion Paper Series 2: Banking and Financial Studies 2008,18, Deutsche Bundesbank.
    89. Frederic S. Mishkin, 2007. "\\"Housing and the monetary transmission mechanism,\\" Finance and Economics Discussion Series Working Paper: a speech at the Federal Reserve Bank of Kansas City's Economic Symposium, Jackso," Speech 312, Board of Governors of the Federal Reserve System (U.S.).
    90. Óscar J. Arce & David López-Salido, 2006. "House Prices, Rents, and Interest Rates under Collateral Constraints," Working Papers 0610, Banco de España;Working Papers Homepage.
    91. Kristopher S. Gerardi & Shane M. Sherlund & Paul S. Willen & Andreas Lehnert, 2009. "Making sense of the subprime crisis," Public Policy Discussion Paper 09-1, Federal Reserve Bank of Boston.
    92. Glaeser, Edward L. & Gyourko, Joseph, 2008. "Arbitrage in Housing Markets," Working Paper Series rwp08-017, Harvard University, John F. Kennedy School of Government.
    93. Kristopher S. Gerardi & Paul S. Willen & Christopher L. Foote, 2010. "Reasonable people did disagree : optimism and pessimism about the U.S. housing market before the crash," Public Policy Discussion Paper 10-5, Federal Reserve Bank of Boston.
    94. Ryan Brady, 2013. "The Spatial Diffusion of Regional Housing Prices across U.S. States," Departmental Working Papers 45, United States Naval Academy Department of Economics.
    95. Andrew Kish, 2006. "Perspectives on recent trends in consumer debt," Consumer Finance Institute discussion papers 06-05, Federal Reserve Bank of Philadelphia.
    96. Itamar Caspi, 2015. "Testing for a housing bubble at the national and regional level: the case of Israel," Globalization Institute Working Papers 246, Federal Reserve Bank of Dallas, revised 01 Aug 2015.
    97. Zheng Song & Giovanni Favara, 2009. "House Price Dynamics with Heterogeneous Expectations," 2009 Meeting Papers 775, Society for Economic Dynamics.
    98. Karl E. Case & Robert J. Shiller & Anne K. Thompson, 2012. "What Have They Been Thinking? Home Buyer Behavior in Hot and Cold Markets -- A 2014 Update," Cowles Foundation Discussion Papers 1876R, Cowles Foundation for Research in Economics, Yale University, revised Mar 2015.
    99. Andrew Leventis, 2006. "Removing Appraisal Bias from a Repeat-Transactions House Price Index – A Basic Approach," FHFA Staff Working Papers 06-01, Federal Housing Finance Agency.
    100. Karol Jan Borowiecki, 2009. "The Determinants of House Prices and Construction: An Empirical Investigation of the Swiss Housing Economy," International Real Estate Review, Asian Real Estate Society, vol. 12(3), pages 193-220.
    101. Yongqiang Chu, 2014. "Credit constraints, inelastic supply, and the housing boom," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 17(1), pages 52-69, January.
    102. 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.
    103. Michael Berlemann & Julia Freese & Sven Knoth, 2012. "Eyes Wide Shut? The U.S. House Market Bubble through the Lense of Statistical Process Control," CESifo Working Paper Series 3962, CESifo Group Munich.
    104. Bellod Redondo, José Francisco, 2009. "El precio de la vivienda y la inflación en España," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(302), pages 379-405, abril-jun.
    105. Eric Heyer & Sabine Le Bayon & Hervé Péléraux & Xavier Timbeau, 2005. "L’immobilier, pilier de la croissance ou épée de Damoclès," Documents de Travail de l'OFCE 2005-16, Observatoire Francais des Conjonctures Economiques (OFCE).
    106. Jakob B Madsen, 2011. "A Repayment Model of House Prices," Monash Economics Working Papers 09-11, Monash University, Department of Economics.
    107. Ambrose, Brent W. & Coulson, N. Edward & Yoshida, Jiro, 2017. "Inflation Rates Are Very Different When Housing Rents Are Accurately Measured," HIT-REFINED Working Paper Series 71, Institute of Economic Research, Hitotsubashi University.
    108. LarsCalmfors & GiancarloCorsetti & SeppoHonkapohja & JohnKay & WilliLeibfritz & GillesSaint-Paul & Hans-WernerSinn & XavierVives, 2005. "EEAG European Economic Advisory Group at CESifo: Report on the European Economy 2005," EEAG Report on the European Economy, CESifo Group Munich, vol. 0, pages 1-116, March.
    109. N. Kundan Kishor & Hardik A. Marfatia, 2017. "The Dynamic Relationship Between Housing Prices and the Macroeconomy: Evidence from OECD Countries," The Journal of Real Estate Finance and Economics, Springer, vol. 54(2), pages 237-268, February.
    110. 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.
    111. Efthymios Pavlidis & I Paya & D Peel & A M Spiru, 2009. "Bubbles in House Prices and their Impact on Consumption: Evidence for the US," Working Papers 601552, Lancaster University Management School, Economics Department.
    112. Cruz-Aké, Salvador & Venegas-Martínez, Francisco & Cabrera-Ramos, Agustín, 2013. "Irracionalidad En Los Mercados Inmobiliarios De Los Eu," Sección de Estudios de Posgrado e Investigación de la Escuela Superios de Economía del Instituto Politécnico Nacional, in: Benemerita Universidad Autónoma de Puebla (ed.), Política Económica: Análisis Monetario, Regional e Institucional, volume 1, chapter 2, pages 49-82, Escuela Superior de Economía, Instituto Politécnico Nacional.
    113. Ansgar Belke & Marcel Wiedmann, 2005. "Boom or Bubble in the US Real Estate Market?," Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim 260/2005, Department of Economics, University of Hohenheim, Germany.
    114. LarsCalmfors & GiancarloCorsetti & SeppoHonkapohja & JohnKay & WilliLeibfritz & GillesSaint-Paul & Hans-WernerSinn & XavierVives, 2005. "Chapter 5: House Prices in Europe," EEAG Report on the European Economy, CESifo Group Munich, vol. 0, pages 102-112, March.
    115. Tiziana Caliman & Enrico di Bella, 2011. "Spatial Autoregressive Models for House Price Dynamics in Italy," Economics Bulletin, AccessEcon, vol. 31(2), pages 1837-1855.
    116. Caliman, Tiziana & Di Bella, Enrico, 2011. "House Price Dynamics in Italy - La dinamica delle quotazioni immobiliari in Italia," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 64(1), pages 37-65.
    117. Richard J. Rosen, 2008. "The role of lenders in the home price boom," Working Paper Series WP-08-16, Federal Reserve Bank of Chicago, revised 2008.
    118. Vílchez, Diego, 2015. "Evaluando las Dinámicas de Precios en el Sector Inmobiliario: Evidencia para Perú," Working Papers 2015-013, Banco Central de Reserva del Perú.
    119. Yu Zhou & Hongru Guo, 2015. "Is Shenzhen Housing Price Bubble that High? A Perspective of Shenzhen Hong Kong Cross-Border Integration," International Real Estate Review, Asian Real Estate Society, vol. 18(3), pages 365-382.
    120. 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.
    121. Itamar Caspi, 2015. "Testing for a Housing Bubble at the National and Regional Level: The Case of Israel," Bank of Israel Working Papers 2015.05, Bank of Israel.
    122. Larraz-Iribas, Beatriz & Alfaro-Navarro, Jose-Luis & Rodriguez-Aragon, Francisco, 2008. "Asymmetric Behaviour of Spanish Regional House Prices: A Multivariate Approach," The Journal of Economic Asymmetries, Elsevier, vol. 5(2), pages 81-104.
    123. Tsai, I-Chun, 2014. "Ripple effect in house prices and trading volume in the UK housing market: New viewpoint and evidence," Economic Modelling, Elsevier, vol. 40(C), pages 68-75.
    124. Frank Leung & Kevin Chow & Gaofeng Han, 2008. "Long-term and Short-term Determinants of Property Prices in Hong Kong," Working Papers 0815, Hong Kong Monetary Authority.
    125. Kai, Guo & Conlon, John R., 2007. "Why Bubble-Bursting Is Unpredictable: Welfare Effects Of Anti-Bubble Policy When Central Banks Make Mistakes," MPRA Paper 5927, University Library of Munich, Germany.
    126. Adams, Zeno & Füss, Roland, 2010. "Macroeconomic determinants of international housing markets," Journal of Housing Economics, Elsevier, vol. 19(1), pages 38-50, March.
    127. Giorgio Bellettini & Filippo Taddei, 2009. "Real Estate Prices and the Importance of Bequest Taxation," CESifo Working Paper Series 2577, CESifo Group Munich.
    128. Donders, Pablo & Jara, Mauricio & Wagner, Rodrigo, 2018. "How sensitive is corporate debt to swings in commodity prices?," Journal of Financial Stability, Elsevier, vol. 39(C), pages 237-258.
    129. Christine Rifflart, 2007. "La fin de l’American Dream," Sciences Po publications info:hdl:2441/2492, Sciences Po.
    130. 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.
    131. Paulo M.M. Rodrigues & Rita Fradique Lourenço, 2017. "House prices in Portugal - what happened since the crisis?," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
    132. William Gatt & Owen Grech, "undated". "An assessment of the Maltese housing market," CBM Policy Papers PP/02/2016, Central Bank of Malta.
    133. Vyacheslav Mikhed & Petr Zemcik, 2007. "Testing for Bubbles in Housing Markets: A Panel Data Approach," CERGE-EI Working Papers wp338, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
    134. Favara, Giovanni & Song, Zheng, 2014. "House price dynamics with dispersed information," Journal of Economic Theory, Elsevier, vol. 149(C), pages 350-382.
    135. Konstantin Kholodilin, 2015. "Speculative Bubbles in Urban Housing Markets in Germany," ERSA conference papers ersa15p67, European Regional Science Association.
    136. Kaizoji, Taisei, 2009. "Root Causes of The Housing Bubble," MPRA Paper 16808, University Library of Munich, Germany.
    137. Gan, Quan & Hill, Robert J., 2009. "Measuring housing affordability: Looking beyond the median," Journal of Housing Economics, Elsevier, vol. 18(2), pages 115-125, June.

  7. Alexis Antoniades & Richard Peach & Robert W. Rich, 2004. "The historical and recent behavior of goods and services inflation," Economic Policy Review, Federal Reserve Bank of New York, issue dec, pages 19-31.

    Cited by:

    1. Saeed Zaman & Ellis W. Tallman, 2015. "Forecasting Inflation: Phillips Curve Effects on Services Price Measures," Working Papers (Old Series) 1519, Federal Reserve Bank of Cleveland, revised 14 Oct 2015.
    2. Clotilde Pfingstag & Vincent Grossmann-Wirth, 2010. "Ni déflation, ni spirale inflationniste aux États-Unis : l’apport d’une modélisation par secteurs de l’inflation sous-jacente," Économie et Prévision, Programme National Persée, vol. 195(4), pages 187-195.
    3. Aron, Janine & Muellbauer, John, 2012. "Improving forecasting in an emerging economy, South Africa: Changing trends, long run restrictions and disaggregation," International Journal of Forecasting, Elsevier, vol. 28(2), pages 456-476.
    4. Janine Aron & John Muellbauer, 2013. "New Methods for Forecasting Inflation, Applied to the US," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(5), pages 637-661, October.
    5. Aron, Janine & Muellbauer, John, 2010. "Does aggregating forecasts by CPI component improve inflation forecast accuracy in South Africa?," CEPR Discussion Papers 7895, C.E.P.R. Discussion Papers.
    6. Elena Deryugina & Natalia Karlova & Alexey Ponomarenko & Anna Tsvetkova, 2019. "The role of regional and sectoral factors in Russian inflation developments," Economic Change and Restructuring, Springer, vol. 52(4), pages 453-474, November.
    7. Rebecca J. Sela & Clifford M. Hurvich, 2009. "Computationally efficient methods for two multivariate fractionally integrated models," Journal of Time Series Analysis, Wiley Blackwell, vol. 30(6), pages 631-651, November.
    8. Janine Aron & John Muellbauer, 2008. "New methods for forecasting inflation and its sub-components: application to the USA," Economics Series Working Papers 406, University of Oxford, Department of Economics.
    9. Esteve, Vicente & Gil-Pareja, Salvador & Martinez-Serrano, Jose Antonio & Llorca-Vivero, Rafael, 2006. "Threshold cointegration and nonlinear adjustment between goods and services inflation in the United States," Economic Modelling, Elsevier, vol. 23(6), pages 1033-1039, December.

  8. Richard Peach & Alex Al-Haschimi & Margaret M. McConnell, 2003. "After the refinancing boom: will consumers scale back their spending?," Current Issues in Economics and Finance, Federal Reserve Bank of New York, issue dec.

    Cited by:

    1. Guy Debelle, 2004. "Household debt and the macroeconomy," BIS Quarterly Review, Bank for International Settlements, March.
    2. Vladimir Klyuev & Paul S. Mills, 2006. "Is Housing Wealth An 'ATM'? the Relationship Between Household Wealth, Home Equity withdrawal, and Saving Rates," IMF Working Papers 06/162, International Monetary Fund.
    3. Illing, Gerhard & Klüh, Ulrich, 2004. "Vermögenspreise und Konsum," Discussion Papers in Economics 316, University of Munich, Department of Economics.
    4. Gerhard Illing, 2004. "Geldpolitik in den USA - die Fed in der Zinsfalle?," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(06), pages 31-37, March.
    5. Andrew Kish, 2006. "Perspectives on recent trends in consumer debt," Consumer Finance Institute discussion papers 06-05, Federal Reserve Bank of Philadelphia.
    6. John Krainer & Elizabeth Laderman, 2011. "Prepayment and delinquency in the mortgage crisis period," Working Paper Series 2011-25, Federal Reserve Bank of San Francisco, revised 2011.
    7. Guy Debelle, 2004. "Macroeconomic implications of rising household debt," BIS Working Papers 153, Bank for International Settlements.
    8. Benoit Mojon, 2007. "Monetary policy, output composition and the Great Moderation," Working Paper Series WP-07-07, Federal Reserve Bank of Chicago.
    9. Yamashita, Takashi, 2007. "House price appreciation, liquidity constraints, and second mortgages," Journal of Urban Economics, Elsevier, vol. 62(3), pages 424-440, November.

  9. Richard Peach & Jonathan McCarthy, 2002. "Monetary policy transmission to residential investment," Economic Policy Review, Federal Reserve Bank of New York, issue may, pages 139-158.

    Cited by:

    1. Goodness C. Aye & Stephen M. Miller & Rangan Gupta & Mehmet Balcilar, 2013. "Forecasting the US Real Private Residential Fixed Investment Using Large Number of Predictors," Working Papers 201348, University of Pretoria, Department of Economics.
    2. Füss, Roland & Zietz, Joachim, 2016. "The economic drivers of differences in house price inflation rates across MSAs," Journal of Housing Economics, Elsevier, vol. 31(C), pages 35-53.
    3. Xin Long & Mangal Goswami & Andreas Jobst, 2009. "An Investigation of Some Macro-Financial Linkages of Securitization," IMF Working Papers 09/26, International Monetary Fund.
    4. 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.
    5. Stephen G. Cecchetti & Alfonso Flores-Lagunes & Stefan Krause, 2006. "Assessing the Sources of Changes in the Volatility of Real Growth," NBER Working Papers 11946, National Bureau of Economic Research, Inc.
    6. Katarzyna Budnik & Michal Greszta & Michal Hulej & Marcin Kolasa & Karol Murawski & Michal Rot & Bartosz Rybaczyk & Magdalena Tarnicka, 2009. "The new macroeconometric model of the Polish economy," NBP Working Papers 62, Narodowy Bank Polski, Economic Research Department.
    7. Slacalek, Jiri & Sommer, Martin & Carroll, Christopher, 2012. "Dissecting saving dynamics: measuring wealth, precautionary and credit effects," Working Paper Series 1474, European Central Bank.
    8. 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.
    9. Florian Huber & Maria Teresa Punzi, 2016. "International Housing Markets, Unconventional Monetary Policy and the Zero Lower Bound," Department of Economics Working Papers wuwp216, Vienna University of Economics and Business, Department of Economics.
    10. Giorgio Primiceri & Alejandro Justiniano, 2006. "The Time Varying Volatility of Macroeconomic Fluctuations," 2006 Meeting Papers 353, Society for Economic Dynamics.
    11. Clemente De Lucia, 2007. "Did the FED Inflate a Housing Price Bubble? A Cointegration Analysis between the 1980s and the 1990s," ISAE Working Papers 82, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
    12. Jonas D. M. Fisher & Martin Gervais, 2007. "First-time home buyers and residential investment volatility," Working Paper Series WP-07-15, Federal Reserve Bank of Chicago.
    13. Gupta, Rangan & Jurgilas, Marius & Kabundi, Alain, 2010. "The effect of monetary policy on real house price growth in South Africa: A factor-augmented vector autoregression (FAVAR) approach," Economic Modelling, Elsevier, vol. 27(1), pages 315-323, January.
    14. Gabriele Galati & Federica Teppa & Rob Alessie, 2013. "Heterogeneity in house price dynamics," DNB Working Papers 371, Netherlands Central Bank, Research Department.
    15. Gerdesmeier, Dieter & Roffia, Barbara & Lenarčič, Andreja, 2012. "An alternative method for identifying booms and busts in the euro area housing market," Working Paper Series 1493, European Central Bank.
    16. Matteo Iacoviello, 2004. "Consumption, House Prices and Collateral Constraints: a Structural Econometric Analysis," Boston College Working Papers in Economics 589, Boston College Department of Economics, revised 13 Sep 2004.
    17. Rangan Gupta & Marius Jurgilas & Alain Kabundi & Stephen M. Miller, 2009. "Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Model," Working papers 2009-19, University of Connecticut, Department of Economics.
    18. Rangan Gupta & Alain Kabundi, 2009. "The Effect Of Monetary Policy On House Price Inflation: A Factor Augmented Vector Autoregression (Favar) Approach," Working Papers 200903, University of Pretoria, Department of Economics.
    19. Hyun Jeong Kim & Jong Chil Son & Myung-Soo Yie, 2017. "House Price Dynamics with Household Debt: The Korean Case-super-," Asian Economic Journal, East Asian Economic Association, vol. 31(1), pages 39-59, March.
    20. 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.
    21. 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.
    22. Den Haan, Wouter & Sterk, Vincent, 2009. "The Myth of Financial Innovation and the Great Moderation," CEPR Discussion Papers 7507, C.E.P.R. Discussion Papers.
    23. Frederic S. Mishkin, 2007. "Housing and the monetary transmission mechanism," Finance and Economics Discussion Series 2007-40, Board of Governors of the Federal Reserve System (U.S.).
    24. Sandrine Levasseur, 2013. "Éléments de réflexion sur le foncier et sa contribution au prix de l’immobilier," Sciences Po publications info:hdl:2441/7o52iohb7k6, Sciences Po.
    25. Den Haan, Wouter & Sumner, Steven & Yamashiro, Guy, 2004. "Banks' Loan Portfolio and the Monetary Transmission Mechanism," CEPR Discussion Papers 4725, C.E.P.R. Discussion Papers.
    26. Rangan Gupta & Marius Jurgilas & Stephen M. Miller & Dylan van Wyk, 2010. "Financial Market Liberalization, Monetary Policy, and Housing Price Dynamics," Working Papers 201009, University of Pretoria, Department of Economics.
    27. Stephanos Papadamou & Costas Siriopoulos, 2012. "Banks’ lending behavior and monetary policy: evidence from Sweden," Review of Quantitative Finance and Accounting, Springer, vol. 38(2), pages 131-148, February.
    28. Beatrice D. Simo-Kengne & Mehmet Balcilar & Rangan Gupta & Monique Reid & Goodness C. Aye, 2012. "Is The Relationship Between Monetary Policy And House Prices Asymmetric In South Africa? Evidence From A Markov-Switching Vector Autoregressive Model," Working Papers 201222, University of Pretoria, Department of Economics.
    29. Karen E. Dynan & Douglas W. Elmendorf & Daniel E. Sichel, 2005. "Can financial innovation help to explain the reduced volatility of economic activity?," Finance and Economics Discussion Series 2005-54, Board of Governors of the Federal Reserve System (U.S.).
    30. António Afonso & Ricardo M. Sousa, 2008. "The Macroeconomic Effects of Fiscal Policy," Working Papers Department of Economics 2008/56, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
    31. Cardoso de Mendonça, Mário Jorge, 2013. "O Crédito Imobiliário no Brasil e sua Relação com a Política Monetária," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 67(4), November.
    32. Nombulelo Gumata & Alain Kabundi & Eliphas Ndou, 2013. "Important channels of transmission of monetary policy shock in South Africa," Working Papers 6021, South African Reserve Bank.
    33. Davidovska Stojanova, Biljana & Jovanovic, Branimir & Kadievska Vojnovic, Maja & Ramadani, Gani & Petrovska, Magdalena, 2008. "Real Estate Prices in the Republic of Macedonia," MPRA Paper 43166, University Library of Munich, Germany.
    34. Sousa, Ricardo M., 2010. "Housing wealth, financial wealth, money demand and policy rule: Evidence from the euro area," The North American Journal of Economics and Finance, Elsevier, vol. 21(1), pages 88-105, March.
    35. Boivin, Jean & Kiley, Michael T. & Mishkin, Frederic S., 2010. "How Has the Monetary Transmission Mechanism Evolved Over Time?," Handbook of Monetary Economics, in: Benjamin M. Friedman & Michael Woodford (ed.), Handbook of Monetary Economics, edition 1, volume 3, chapter 8, pages 369-422, Elsevier.
    36. Francesca Medda & Luca Cocconcelli, 2011. "The Estonian real estate market: a speculative bubble?," ERSA conference papers ersa10p302, European Regional Science Association.
    37. Nicholas Apergis & Ghassen El Montasser & Emmanuel Owusu-Sekyere & Ahdi N. Ajmi & Rangan Gupta, 2014. "Dutch Disease Effect of Oil Rents on Agriculture Value Added in MENA Countries," Working Papers 201408, University of Pretoria, Department of Economics.
    38. James H. Stock & Mark W. Watson, 2002. "Has the Business Cycle Changed and Why?," NBER Working Papers 9127, National Bureau of Economic Research, Inc.
    39. Gogas, Periklis & Pragidis, Ioannis, 2010. "Does the Interest Risk Premium Predict Housing Prices?," DUTH Research Papers in Economics 1-2010, Democritus University of Thrace, Department of Economics.
    40. Emanuel Kohlscheen & Aaron Mehrotra & Dubravko Mihaljek, 2018. "Residential investment and economic activity: evidence from the past five decades," BIS Working Papers 726, Bank for International Settlements.
    41. Vargas-Silva, Carlos, 2008. "Monetary policy and the US housing market: A VAR analysis imposing sign restrictions," Journal of Macroeconomics, Elsevier, vol. 30(3), pages 977-990, September.
    42. S. Avouyi-Dovi & C. Labonne & R. Lecat & S. 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.
    43. Wadud, I.K.M. Mokhtarul & Bashar, Omar H.M.N. & Ahmed, Huson Joher Ali, 2012. "Monetary policy and the housing market in Australia," Journal of Policy Modeling, Elsevier, vol. 34(6), pages 849-863.
    44. Ben S. Bernanke, 2007. "Housing, housing finance, and monetary policy: a symposium sponsored by the Federal Reserve Bank of Kansas City: opening remarks," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 1-20.
    45. Elizabeth Steiner, 2010. "Estimating a stock-flow model for the Swiss housing market," Working Papers 2010-08, Swiss National Bank.
    46. 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.
    47. Magdalena Redo, 2015. "The importance of prudential regulations in the process of transmitting monetary policy to economy," Copernican Journal of Finance & Accounting, Uniwersytet Mikolaja Kopernika, vol. 4(2), pages 145-158.
    48. Richard Peach & Andrew F. Haughwout & Joseph Tracy, 2009. "The homeownership gap," Staff Reports 418, Federal Reserve Bank of New York.
    49. António Afonso, 2011. "The Macroeconomic Effects of Fiscal Policy," Post-Print hal-00719484, HAL.
    50. 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.
    51. Boris Hofmann & Gert Peersman, 2017. "Monetary Policy Transmission And Trade-Offs In The United States: Old And New," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 17/940, Ghent University, Faculty of Economics and Business Administration.
    52. Eloisa T. Glindro & Tientip Subhanij & Jessica Szeto & Haibin Zhu, 2011. "Determinants of House Prices in Nine Asia-Pacific Economies," International Journal of Central Banking, International Journal of Central Banking, vol. 7(3), pages 163-204, September.
    53. Mark W. Watson & James H. Stock, 2003. "Has the business cycle changed?," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 9-56.
    54. Frederic S. Mishkin, 2007. "\\"Housing and the monetary transmission mechanism,\\" Finance and Economics Discussion Series Working Paper: a speech at the Federal Reserve Bank of Kansas City's Economic Symposium, Jackso," Speech 312, Board of Governors of the Federal Reserve System (U.S.).
    55. Mthuli Ncube & Eliphas Ndou, 2011. "Working Paper 133 - Monetary Policy Transmission, House Prices and Consumer Spending in South Africa: An SVAR Approach," Working Paper Series 317, African Development Bank.
    56. Isabel Ruiz & Carlos Vargas-Silva, 2016. "The impacts of fiscal policy shocks on the US housing market," Empirical Economics, Springer, vol. 50(3), pages 777-800, May.
    57. Laura Berger-Thomson & Luci Ellis, 2004. "Housing Construction Cycles and Interest Rates," RBA Research Discussion Papers rdp2004-08, Reserve Bank of Australia.
    58. Ryan Brady, 2013. "The Spatial Diffusion of Regional Housing Prices across U.S. States," Departmental Working Papers 45, United States Naval Academy Department of Economics.
    59. Jonathan Benchimol & Irfan Qureshi, 2019. "Time-Varying Money Demand and Real Balance Effects," CFDS Discussion Paper Series 2019/7, Center for Financial Development and Stability at Henan University, Kaifeng, Henan, China.
    60. Frederic S. Mishkin, 2001. "The Transmission Mechanism and the Role of Asset Prices in Monetary Policy," NBER Working Papers 8617, National Bureau of Economic Research, Inc.
    61. Eloisa T Glindro & Tientip Subhanij & Jessica Szeto & Haibin Zhu, 2008. "Determinants of house prices in nine Asia-Pacific economies," BIS Working Papers 263, Bank for International Settlements.
    62. 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.
    63. Chi-Wei SU & Zong-Liang YAO & Hsu-Ling CHANG, 2016. "The relationship between output and asset prices: A time – and frequency – varying approach," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(1(606), S), pages 57-76, Spring.
    64. Punzi, Maria Teresa & Chantapacdepong, Pornpinun, 2017. "Spillover Effects of Unconventional Monetary Policy in Asia and the Pacific," ADBI Working Papers 630, Asian Development Bank Institute.
    65. Peter Stalder, 2016. "Exchange Rate Shocks, Monetary Policy and Boom-Bust Cycles in the Housing Market: An Econometric Analysis for Switzerland," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 12(2), pages 217-251, December.
    66. Marc-André Gosselin & René Lalonde, 2003. "Un modèle « PAC » d'analyse et de prévision des dépense des ménages américains," Staff Working Papers 03-13, Bank of Canada.
    67. Luci Ellis, 2005. "Disinflation and the dynamics of mortgage debt," BIS Papers chapters, in: Bank for International Settlements (ed.), Investigating the relationship between the financial and real economy, volume 22, pages 5-20, Bank for International Settlements.
    68. Naik, Prasad A., 2015. "Marketing Dynamics: A Primer on Estimation and Control," Foundations and Trends(R) in Marketing, now publishers, vol. 9(3), pages 175-266, December.
    69. Eloisa T Glindro & Tientip Subhanij & Jessica Szeto & Haibin Zhu, 2008. "Are Asia-Pacific Housing Prices Too High For Comfort?," Working Papers 2008-11, Monetary Policy Group, Bank of Thailand.
    70. Frédérick Demers, 2005. "Modelling and Forecasting Housing Investment: The Case of Canada," Staff Working Papers 05-41, Bank of Canada.
    71. Milcheva, Stanimira, 2013. "A bank lending channel or a credit supply shock?," Journal of Macroeconomics, Elsevier, vol. 37(C), pages 314-332.
    72. Peter Stalder, 2015. "Starker Franken und tiefe Zinsen: Wohin steuert der schweizerische Immobilienmarkt?," KOF Analysen, KOF Swiss Economic Institute, ETH Zurich, vol. 9(4), pages 45-66, December.

  10. Bennett, Paul & Peach, Richard & Peristiani, Stavros, 2001. "Structural Change in the Mortgage Market and the Propensity to Refinance," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 33(4), pages 955-975, November.
    See citations under working paper version above.
  11. Richard Peach & Charles Steindel, 2000. "A nation of spendthrifts? An analysis of trends in personal and gross saving," Current Issues in Economics and Finance, Federal Reserve Bank of New York, issue sep.

    Cited by:

    1. Leonard I. Nakamura, 2001. "What is the U.S. gross investment in intangibles? (At least) one trillion dollars a year!," Working Papers 01-15, Federal Reserve Bank of Philadelphia, revised 2001.
    2. Charles Steindel, 2001. "The effect of tax changes on consumer spending," Current Issues in Economics and Finance, Federal Reserve Bank of New York, issue dec.
    3. Engsted, Tom, 2000. "Measuring Noise in the Permanent Income Hypothesis," Finance Working Papers 00-8, University of Aarhus, Aarhus School of Business, Department of Business Studies.
    4. Francesco Sarracino & Małgorzata Mikucka, 2019. "Consume More, Work Longer, and Be Unhappy: Possible Social Roots of Economic Crisis?," Applied Research in Quality of Life, Springer;International Society for Quality-of-Life Studies, vol. 14(1), pages 59-84, March.
    5. Annamaria Lusardi & Jonathan Skinner & Steven F. Venti, 2001. "Saving Puzzles and Saving Policies in the United States," JCPR Working Papers 220, Northwestern University/University of Chicago Joint Center for Poverty Research.
    6. Barry Bosworth & Susan M. Collins, 2010. "Rebalancing the US Economy in a Postcrisis World," Trade Working Papers 21877, East Asian Bureau of Economic Research.
    7. Michael Walden, 2012. "Will Households Change Their Saving Behaviour After the “Great Recession”? The Role of Human Capital," Journal of Consumer Policy, Springer, vol. 35(2), pages 237-254, June.
    8. Schüssler, Reinhard & Funke, Claudia, 2002. "Vermögensbildung und Vermögensverteilung: Der Prozess der Vermögensbildung und die Vermögensverteilung bei den Privaten Haushalten in Deutschland. Analyse und Zukunftsszenarien," Study / edition der Hans-Böckler-Stiftung, Hans-Böckler-Stiftung, Düsseldorf, volume 74, number 74, June.
    9. Bardt, Hubertus & Grömling, Michael, 2003. "Sparen in Deutschland und den USA," IW-Trends – Vierteljahresschrift zur empirischen Wirtschaftsforschung, Institut der deutschen Wirtschaft (IW) / German Economic Institute, vol. 30(3), pages 30-40.
    10. Wynne Godley & Alex Izurieta, 2001. "As The Implosion Begins . . .? Prospects and Policies for the U.S. Economy: A Strategic View," Economics Strategic Analysis Archive 01-7, Levy Economics Institute.
    11. Barry Z. Cynamon & Steven M. Fazzari, 2013. "Inequality and Household Finance during the Consumer Age," Economics Working Paper Archive wp_752, Levy Economics Institute.
    12. Scherrer, Christoph, 2001. "New economy: Explosive growth driven by a productivity revolution?," Discussion Papers, Research Unit: Regulation of Work FS II 01-204, WZB Berlin Social Science Center.
    13. ., 2014. "The case against interest: is it compelling?," Chapters, in: Morality and Justice in Islamic Economics and Finance, chapter 5, pages 137-162, Edward Elgar Publishing.
    14. Charles Steindel, 2007. "How worrisome is a negative saving rate?," Current Issues in Economics and Finance, Federal Reserve Bank of New York, issue may.
    15. Charles Steindel, 2007. "Household saving and wealth accumulation in the U.S," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Proceedings of the IFC Conference on "Measuring the financial position of the household sector", Basel, 30-31 August 2006 - Volume 1, volume 25, pages 58-70, Bank for International Settlements.

  12. Richard Peach & Charles Steindel, 2000. "Fiscal policy in an era of surpluses: economic and financial implications - summary of observations and recommendations," Economic Policy Review, Federal Reserve Bank of New York, issue apr, pages 3-5.

    Cited by:

    1. Daniel L. Thornton & Kevin L. Kliesen, 2012. "How good are the government’s deficit and debt projections and should we care?," Review, Federal Reserve Bank of St. Louis, issue jan, pages 21-39.

  13. James A. Orr & Richard Peach, 1999. "Housing outcomes: an assessment of long-term trends," Economic Policy Review, Federal Reserve Bank of New York, issue sep, pages 51-61.

    Cited by:

    1. Ron J. Feldman, 2002. "The affordable housing shortage: considering the problem, causes and solutions," Banking and Policy Studies 2-02, Federal Reserve Bank of Minneapolis.

  14. Richard Peach & Paul Bennett & Gordon Monsen & Jonathan Raiff & Stavros Peristiani, 1997. "Credit, equity, and mortgage refinancings," Economic Policy Review, Federal Reserve Bank of New York, issue jul, pages 83-99.

    Cited by:

    1. Michael LaCour-Little & Eric Rosenblatt & Vincent Yao, 2010. "Home Equity Extraction by Homeowners: 2000-2006," Journal of Real Estate Research, American Real Estate Society, vol. 32(1), pages 23-46.
    2. Khandani, Amir E. & Lo, Andrew W. & Merton, Robert C., 2013. "Systemic risk and the refinancing ratchet effect," Journal of Financial Economics, Elsevier, vol. 108(1), pages 29-45.
    3. Bennett, Paul & Peach, Richard & Peristiani, Stavros, 2001. "Structural Change in the Mortgage Market and the Propensity to Refinance," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 33(4), pages 955-975, November.
    4. Agarwal, Sumit & Ambrose, Brent W. & Chomsisengphet, Souphala & Liu, Chunlin, 2006. "An empirical analysis of home equity loan and line performance," Journal of Financial Intermediation, Elsevier, vol. 15(4), pages 444-469, October.
    5. Souphala Chomsisengphet & Anthony Pennington-Cross, 2006. "Subprime refinancing: equity extraction and mortgage termination," Working Papers 2006-023, Federal Reserve Bank of St. Louis.
    6. Valentina Hartarska & Claudio Gonzalez-Vega, 2005. "Credit Counseling and Mortgage Termination by Low-Income Households," The Journal of Real Estate Finance and Economics, Springer, vol. 30(3), pages 227-243, April.
    7. Anthony Pennington-Cross, 2002. "Patterns of Default and Prepayment for Prime and Nonprime Mortgages," FHFA Staff Working Papers 02-01, Federal Housing Finance Agency.
    8. Marcus Cieleback, 2001. "Prepayment of German Bauspar-Loans: The importance of borrower and loan characteristics in predicting loan prepayment," ERES eres2001_136, European Real Estate Society (ERES).
    9. Jill Wetmore & Chiaku Ndu, 2006. "Mortgage Refinancing Activity: An Explanation [1990–2001]," The Journal of Real Estate Finance and Economics, Springer, vol. 33(1), pages 75-86, August.
    10. Marsha J. Courchane & Judith A. Giles, 2002. "A Comparison of U.S. and Canadian Residential Mortgage Markets," Econometrics Working Papers 0201, Department of Economics, University of Victoria.
    11. Hartarska, Valentina M. & Gonzalez-Vega, Claudio, 2003. "Credit Counseling and Mortgage Termination by Low-Income Households," 2003 Regional Committee NCT-194, October 6-7, 2003; Kansas City, Missouri 132518, Regional Research Committee NC-1014: Agricultural and Rural Finance Markets in Transition.
    12. Daglish, Toby, 2009. "What motivates a subprime borrower to default?," Journal of Banking & Finance, Elsevier, vol. 33(4), pages 681-693, April.
    13. Yamashita, Takashi, 2007. "House price appreciation, liquidity constraints, and second mortgages," Journal of Urban Economics, Elsevier, vol. 62(3), pages 424-440, November.

  15. Richard Peach & Karen Alvarez, 1996. "Core CPI: excluding food, energy ... and used cars?," Current Issues in Economics and Finance, Federal Reserve Bank of New York, issue apr.

    Cited by:

    1. Todd E. Clark, 2001. "Comparing measures of core inflation," Economic Review, Federal Reserve Bank of Kansas City, issue qii, pages 5-31.
    2. Sylvain Prado, 2010. "A Family Hitch : Econometrics of the New and the Used Car Markets," EconomiX Working Papers 2010-4, University of Paris Nanterre, EconomiX.

  16. Ronnie Lowenstein & Richard Peach, 1992. "The impact of the current defense build-down," Quarterly Review, Federal Reserve Bank of New York, issue aut, pages 59-68.

    Cited by:

    1. Steven A. Symansky & Tamim Bayoumi & Daniel P. Hewitt, 1993. "The Impact of Worldwide Military Spending Cutson Developing Countries," IMF Working Papers 93/86, International Monetary Fund.

Chapters

  1. Andrew Haughwout & Richard W. Peach & John Sporn & Joseph Tracy, 2012. "The Supply Side of the Housing Boom and Bust of the 2000s," NBER Chapters, in: Housing and the Financial Crisis, pages 69-104, National Bureau of Economic Research, Inc.
    See citations under working paper version above.Sorry, no citations of chapters recorded.
IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.