Anthony A. DeFusco
Personal Details
First Name: | Anthony |
Middle Name: | A. |
Last Name: | DeFusco |
Suffix: | |
RePEc Short-ID: | pde896 |
[This author has chosen not to make the email address public] | |
http://www.anthonydefusco.com | |
Affiliation
Department of Finance
Kellogg Graduate School of Management
Northwestern University
Evanston, Illinois (United States)http://www.kellogg.northwestern.edu/departments/finance.aspx
RePEc:edi:dfnwuus (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Anthony A. DeFusco & Huan Tang & Constantine Yannelis, 2021. "Measuring the Welfare Cost of Asymmetric Information in Consumer Credit Markets," NBER Working Papers 29270, National Bureau of Economic Research, Inc.
- Anthony DeFusco & John Mondragon, 2018.
"No Job, No Money, No Refi: Frictions to Refinancing in a Recession,"
2018 Meeting Papers
1293, Society for Economic Dynamics.
- Anthony A. Defusco & John Mondragon, 2020. "No Job, No Money, No Refi: Frictions to Refinancing in a Recession," Journal of Finance, American Finance Association, vol. 75(5), pages 2327-2376, October.
- Stephanie Johnson & John Mondragon & Anthony DeFusco, 2017.
"Regulating Household Leverage,"
2017 Meeting Papers
327, Society for Economic Dynamics.
- Anthony A Defusco & Stephanie Johnson & John Mondragon, 2020. "Regulating Household Leverage," Review of Economic Studies, Oxford University Press, vol. 87(2), pages 914-958.
- Anthony A. DeFusco & Charles G. Nathanson & Eric Zwick, 2017.
"Speculative Dynamics of Prices and Volume,"
NBER Working Papers
23449, National Bureau of Economic Research, Inc.
- Eric Zwick & Charles Nathanson & Anthony DeFusco, 2017. "Speculative Dynamics of Prices and Volume," 2017 Meeting Papers 239, Society for Economic Dynamics.
- Anthony A. DeFusco & Andrew D. Paciorek, 2014.
"The Interest Rate Elasticity of Mortgage Demand: Evidence From Bunching at the Conforming Loan Limit,"
Finance and Economics Discussion Series
2014-11, Board of Governors of the Federal Reserve System (U.S.).
- Anthony A. DeFusco & Andrew Paciorek, 2017. "The Interest Rate Elasticity of Mortgage Demand: Evidence from Bunching at the Conforming Loan Limit," American Economic Journal: Economic Policy, American Economic Association, vol. 9(1), pages 210-240, February.
Articles
- Anthony A. Defusco & John Mondragon, 2020.
"No Job, No Money, No Refi: Frictions to Refinancing in a Recession,"
Journal of Finance, American Finance Association, vol. 75(5), pages 2327-2376, October.
- Anthony DeFusco & John Mondragon, 2018. "No Job, No Money, No Refi: Frictions to Refinancing in a Recession," 2018 Meeting Papers 1293, Society for Economic Dynamics.
- Anthony A Defusco & Stephanie Johnson & John Mondragon, 2020.
"Regulating Household Leverage,"
Review of Economic Studies, Oxford University Press, vol. 87(2), pages 914-958.
- Stephanie Johnson & John Mondragon & Anthony DeFusco, 2017. "Regulating Household Leverage," 2017 Meeting Papers 327, Society for Economic Dynamics.
- DeFusco, Anthony & Ding, Wenjie & Ferreira, Fernando & Gyourko, Joseph, 2018. "The role of price spillovers in the American housing boom," Journal of Urban Economics, Elsevier, vol. 108(C), pages 72-84.
- Anthony A. Defusco, 2018. "Homeowner Borrowing and Housing Collateral: New Evidence from Expiring Price Controls," Journal of Finance, American Finance Association, vol. 73(2), pages 523-573, April.
- Anthony A. DeFusco & Andrew Paciorek, 2017.
"The Interest Rate Elasticity of Mortgage Demand: Evidence from Bunching at the Conforming Loan Limit,"
American Economic Journal: Economic Policy, American Economic Association, vol. 9(1), pages 210-240, February.
- Anthony A. DeFusco & Andrew D. Paciorek, 2014. "The Interest Rate Elasticity of Mortgage Demand: Evidence From Bunching at the Conforming Loan Limit," Finance and Economics Discussion Series 2014-11, Board of Governors of the Federal Reserve System (U.S.).
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Anthony A. DeFusco & Huan Tang & Constantine Yannelis, 2021.
"Measuring the Welfare Cost of Asymmetric Information in Consumer Credit Markets,"
NBER Working Papers
29270, National Bureau of Economic Research, Inc.
Cited by:
- Tobias Berg & Andreas Fuster & Manju Puri, 2021.
"FinTech Lending,"
Swiss Finance Institute Research Paper Series
21-72, Swiss Finance Institute.
- Tobias Berg & Andreas Fuster & Manju Puri, 2021. "FinTech Lending," NBER Working Papers 29421, National Bureau of Economic Research, Inc.
- Berg, Tobias & Fuster, Andreas & Puri, Manju, 2021. "FinTech Lending," CEPR Discussion Papers 16668, C.E.P.R. Discussion Papers.
- Tobias Berg & Andreas Fuster & Manju Puri, 2021.
"FinTech Lending,"
Swiss Finance Institute Research Paper Series
21-72, Swiss Finance Institute.
- Anthony DeFusco & John Mondragon, 2018.
"No Job, No Money, No Refi: Frictions to Refinancing in a Recession,"
2018 Meeting Papers
1293, Society for Economic Dynamics.
- Anthony A. Defusco & John Mondragon, 2020. "No Job, No Money, No Refi: Frictions to Refinancing in a Recession," Journal of Finance, American Finance Association, vol. 75(5), pages 2327-2376, October.
Cited by:
- Francisco Gomes & Michael Haliassos & Tarun Ramadorai, 2021.
"Household Finance,"
Journal of Economic Literature, American Economic Association, vol. 59(3), pages 919-1000, September.
- Gomes, Francisco J. & Haliassos, Michael & Ramadorai, Tarun, 2020. "Household finance," IMFS Working Paper Series 138, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Gomes, Francisco J & Haliassos, Michael & Ramadorai, Tarun, 2020. "Household Finance," CEPR Discussion Papers 14502, C.E.P.R. Discussion Papers.
- Jason Allen & Robert Clark & Shaoteng Li & Nicolas Vincent, 2022.
"Debt‐relief programs and money left on the table: Evidence from Canada's response to COVID‐19,"
Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 55(S1), pages 9-53, February.
- Jason Allen & Robert Clark & Shaoteng Li & Nicolas Vincent, 2021. "Debt-Relief Programs and Money Left on the Table: Evidence from Canada's Response to COVID-19," Staff Working Papers 21-13, Bank of Canada.
- David Berger & Konstantin Milbradt & Fabrice Tourre & Joseph Vavra, 2021.
"Mortgage Prepayment and Path-Dependent Effects of Monetary Policy,"
American Economic Review, American Economic Association, vol. 111(9), pages 2829-2878, September.
- David Berger & Fabrice Tourre & Joseph Vavra & Konstantin Milbradt, 2019. "Mortgage Prepayment and Path-Dependent Effects of Monetary Policy," 2019 Meeting Papers 175, Society for Economic Dynamics.
- David W. Berger & Konstantin Milbradt & Fabrice Tourre & Joseph Vavra, 2018. "Mortgage Prepayment and Path-Dependent Effects of Monetary Policy," NBER Working Papers 25157, National Bureau of Economic Research, Inc.
- Katya Kartashova & Xiaoqing Zhou, 2020. "How Do Mortgage Rate Resets Affect Consumer Spending and Debt Repayment? Evidence from Canadian Consumers," Staff Working Papers 20-18, Bank of Canada.
- Eichenbaum, Martin & Rebelo, Sérgio & Wong, Arlene, 2018.
"State Dependent Effects of Monetary Policy: the Refinancing Channel,"
CEPR Discussion Papers
13223, C.E.P.R. Discussion Papers.
- Martin Eichenbaum & Sergio Rebelo & Arlene Wong, 2018. "State Dependent Effects of Monetary Policy: the Refinancing Channel," NBER Working Papers 25152, National Bureau of Economic Research, Inc.
- Kelly, Jane & Myers, Samantha, 2019. "Fixed-rate mortgages: building resilience or generating risk?," Financial Stability Notes 5/FS/19, Central Bank of Ireland.
- Agnes Kovacs & Patrick Moran, 2019. "Temptation and commitment: understanding the demand for illiquidity," IFS Working Papers W19/18, Institute for Fiscal Studies.
- Stephanie Johnson & John Mondragon & Anthony DeFusco, 2017.
"Regulating Household Leverage,"
2017 Meeting Papers
327, Society for Economic Dynamics.
- Anthony A Defusco & Stephanie Johnson & John Mondragon, 2020. "Regulating Household Leverage," Review of Economic Studies, Oxford University Press, vol. 87(2), pages 914-958.
Cited by:
- Bailey, Michael & D�vila, Eduardo & Kuchler, Theresa & Str�bel, Johannes, 2017.
"House Price Beliefs And Mortgage Leverage Choice,"
CEPR Discussion Papers
12476, C.E.P.R. Discussion Papers.
- Michael Bailey & Eduardo Dávila & Theresa Kuchler & Johannes Stroebel, 2017. "House Price Beliefs And Mortgage Leverage Choice," NBER Working Papers 24091, National Bureau of Economic Research, Inc.
- Michael Bailey & Eduardo Dávila & Theresa Kuchler & Johannes Stroebel, 2019. "House Price Beliefs And Mortgage Leverage Choice," Review of Economic Studies, Oxford University Press, vol. 86(6), pages 2403-2452.
- Andreas Fuster & Aurel Hizmo & Lauren Lambie-Hanson & James Vickery & Paul S. Willen, 2021.
"How Resilient Is Mortgage Credit Supply? Evidence from the COVID-19 Pandemic,"
NBER Working Papers
28843, National Bureau of Economic Research, Inc.
- Andreas Fuster & Aurel Hizmo & Lauren Lambie-Hanson & James Vickery & Paul S. Willen, 2021. "How Resilient Is Mortgage Credit Supply? Evidence from the COVID-19 Pandemic," Working Papers 21-20, Federal Reserve Bank of Philadelphia.
- Andreas Fuster & Aurel Hizmo & Lauren Lambie-Hanson & James Vickery & Paul S. Willen, 2021. "How Resilient Is Mortgage Credit Supply? Evidence from the COVID-19 Pandemic," Finance and Economics Discussion Series 2021-048, Board of Governors of the Federal Reserve System (U.S.).
- Andreas Fuster & Aurel Hizmo & Lauren Lambie-Hanson & James I. Vickery & Paul Willen, 2021. "How Resilient is Mortgage Credit Supply? Evidence from the Covid-19 Pandemic," Swiss Finance Institute Research Paper Series 21-41, Swiss Finance Institute.
- Fuster, Andreas & Hizmo, Aurel & Lambie-Hanson, Lauren & Vickery, James & Willen, Paul, 2021. "How Resilient Is Mortgage Credit Supply? Evidence from the COVID-19 Pandemic," CEPR Discussion Papers 16110, C.E.P.R. Discussion Papers.
- Andreas Fuster & Aurel Hizmo & Lauren Lambie-Hanson & James Vickery & Paul S. Willen, 2021. "How Resilient Is Mortgage Credit Supply? Evidence from the COVID-19 Pandemic," Working Papers 21-4, Federal Reserve Bank of Boston.
- Carlo Altavilla & Luc Laeven & José-Luis Peydró, 2021.
"Monetary and Macroprudential Policy Complementarities: Evidence from European Credit Registers,"
Working Papers
1246, Barcelona Graduate School of Economics.
- Altavilla, Carlo & Laeven, Luc & Peydró, José-Luis, 2021. "Monetary and Macroprudential Policy Complementarities: Evidence from European Credit Registers," EconStor Preprints 232034, ZBW - Leibniz Information Centre for Economics.
- Carlo Altavilla & Luc Laeven & José-Luis Peydró, 2021. "Monetary and macroprudential policy complementarities: Evidence from European credit registers," Economics Working Papers 1773, Department of Economics and Business, Universitat Pompeu Fabra.
- Altavilla, Carlo & Laeven, Luc & Peydró, José-Luis, 2020. "Monetary and macroprudential policy complementarities: evidence from European credit registers," Working Paper Series 2504, European Central Bank.
- Altavilla, Carlo & Laeven, Luc & Peydró, José Luis, 2020. "Monetary and Macroprudential Policy Complementarities: evidence from European credit registers," CEPR Discussion Papers 15539, C.E.P.R. Discussion Papers.
- Benedict Guttman-Kenney & Christopher Firth & John Gathergood, 2022. "Buy Now, Pay Later (BNPL)...On Your Credit Card," Papers 2201.01758, arXiv.org, revised Mar 2022.
- Marsha J. Courchane & Stephen L. Ross, 2018.
"Evidence and Actions on Mortgage Market Disparities: Research, Fair lending Enforcement and Consumer Protection,"
Working papers
2018-14, University of Connecticut, Department of Economics.
- Marsha J. Courchane & Stephen L. Ross, 2018. "Evidence and Actions on Mortgage Market Disparities: Research, Fair Lending Enforcement and Consumer Protection," Working Papers 2018-052, Human Capital and Economic Opportunity Working Group.
- Marsha J. Courchane & Stephen L. Ross, 2019. "Evidence and Actions on Mortgage Market Disparities: Research, Fair Lending Enforcement, and Consumer Protection," Housing Policy Debate, Taylor & Francis Journals, vol. 29(5), pages 769-794, September.
- Piskorski, Tomasz & Seru, Amit, 2021.
"Debt relief and slow recovery: A decade after Lehman,"
Journal of Financial Economics, Elsevier, vol. 141(3), pages 1036-1059.
- Tomasz Piskorski & Amit Seru, 2018. "Debt Relief and Slow Recovery: A Decade after Lehman," NBER Working Papers 25403, National Bureau of Economic Research, Inc.
- Sarena F. Goodman & Adam Isen & Constantine Yannelis, 2018. "A Day Late and a Dollar Short : Liquidity and Household Formation among Student Borrowers," Finance and Economics Discussion Series 2018-025, Board of Governors of the Federal Reserve System (U.S.).
- Francisco Gomes & Michael Haliassos & Tarun Ramadorai, 2021.
"Household Finance,"
Journal of Economic Literature, American Economic Association, vol. 59(3), pages 919-1000, September.
- Gomes, Francisco J. & Haliassos, Michael & Ramadorai, Tarun, 2020. "Household finance," IMFS Working Paper Series 138, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Gomes, Francisco J & Haliassos, Michael & Ramadorai, Tarun, 2020. "Household Finance," CEPR Discussion Papers 14502, C.E.P.R. Discussion Papers.
- 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.
- Andreas Fuster & Matthew Plosser & Philipp Schnabl & James Vickery, 2018. "The role of technology in mortgage lending," Staff Reports 836, Federal Reserve Bank of New York.
- Andreas Fuster & Matthew Plosser & Philipp Schnabl & James Vickery, 2018. "The Role of Technology in Mortgage Lending," NBER Working Papers 24500, National Bureau of Economic Research, Inc.
- Fuster, Andreas & Plosser, Matthew & Schnabl, Philipp & Vickery, James, 2018. "The Role of Technology in Mortgage Lending," CEPR Discussion Papers 12961, C.E.P.R. Discussion Papers.
- Viral V. Acharya & Katharina Bergant & Matteo Crosignani & Tim Eisert & Fergal J. McCann, 2020.
"The Anatomy of the Transmission of Macroprudential Policies,"
NBER Working Papers
27292, National Bureau of Economic Research, Inc.
- Acharya, Viral V. & Bergant, Katharina & Crosignani, Matteo & Eisert, Tim & McCann, Fergal, 2020. "The Anatomy of the Transmission of Macroprudential Policies," CEPR Discussion Papers 14959, C.E.P.R. Discussion Papers.
- Katharina Bergant & Viral V. Acharya & Matteo Crosignani & Tim Eisert & Fergal McCann, 2020. "The Anatomy of the Transmission of Macroprudential Policies," IMF Working Papers 2020/058, International Monetary Fund.
- Matteo Benetton, 2021. "Leverage Regulation and Market Structure: A Structural Model of the U.K. Mortgage Market," Journal of Finance, American Finance Association, vol. 76(6), pages 2997-3053, December.
- Goodman, Sarena & Isen, Adam & Yannelis, Constantine, 2021. "A day late and a dollar short: Liquidity and household formation among student borrowers," Journal of Financial Economics, Elsevier, vol. 142(3), pages 1301-1323.
- Adam Looney & Constantine Yannelis, 2019.
"The Consequences of Student Loan Credit Expansions: Evidence from Three Decades of Default Cycles,"
Working Papers
19-32, Federal Reserve Bank of Philadelphia.
- Looney, Adam & Yannelis, Constantine, 2022. "The consequences of student loan credit expansions: Evidence from three decades of default cycles," Journal of Financial Economics, Elsevier, vol. 143(2), pages 771-793.
- Van Bekkum, Sjoerd & Gabarró, Marc & Irani, Rustom & Peydró, José-Luis, 2019.
"Take It to the Limit? The Effects of Household Leverage Caps,"
EconStor Preprints
216797, ZBW - Leibniz Information Centre for Economics.
- Sjoerd van Bekkum & Marc Gabarro & Rustom M. Irani & José-Luis Peydró, 2019. "Take it to the Limit? The Effects of Household Leverage Caps," Working Papers 1132, Barcelona Graduate School of Economics.
- Sjoerd Van Bekkum & Marc Gabarro & Rustom M. Irani & José-Luis Peydró, 2019. "Take It to the limit? The effects of household leverage caps," Economics Working Papers 1682, Department of Economics and Business, Universitat Pompeu Fabra, revised Dec 2019.
- Neil Bhutta & Daniel R. Ringo, 2017. "The Effect of Interest Rates on Home Buying : Evidence from a Discontinuity in Mortgage Insurance Premiums," Finance and Economics Discussion Series 2017-086, Board of Governors of the Federal Reserve System (U.S.).
- Robert Clark & Shaoteng Li, 2020. "The strategic response of banks to macroprudential policies: Evidence from mortgage stress tests in Canada," Working Paper 1445, Economics Department, Queen's University.
- Nicholas Garvin & Alex Kearney & Corrine Rosé, 2021. "Macroprudential Limits on Mortgage Products: The Australian Experience," RBA Research Discussion Papers rdp2021-07, Reserve Bank of Australia.
- Andreas Fuster & Matthew Plosser & James Vickery, 2018.
"Does CFPB Oversight Crimp Credit?,"
Staff Reports
857, Federal Reserve Bank of New York.
- Fuster, Andreas & Plosser, Matthew & Vickery, James, 2021. "Does CFPB Oversight Crimp Credit?," CEPR Discussion Papers 15681, C.E.P.R. Discussion Papers.
- Andreas Fuster & Matthew Plosser & James Vickery, 2020. "Does CFPB Oversight Crimp Credit?," Working Papers 21-08, Federal Reserve Bank of Philadelphia.
- Calani, Mauricio & Paillacar, Manuel, 2022. "The pass-through of loan-loss-provisioning on mortgage lending: Evidence from a regulatory change," Journal of Banking & Finance, Elsevier, vol. 135(C).
- Tomasz Piskorski & Amit Seru, 2018. "Mortgage Market Design: Lessons from the Great Recession," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 49(1 (Spring), pages 429-513.
- Knut Are Aastveit & Ragnar Enger Juelsrud & Ella Getz Wold, 2021. "The household effects of mortgage regulation," Working Papers No 07/2021, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Benetton, Matteo & Bracke, Philippe & Cocco, João F & Garbarino, Nicola, 2019. "Housing consumption and investment:evidence from shared equity mortgages," Bank of England working papers 790, Bank of England.
- Cristian Badarinza, 2019.
"Mortgage Debt and Social Externalities,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 34, pages 43-60, October.
- Cristian Badarinza, 2019. "Code and data files for "Mortgage Debt and Social Externalities"," Computer Codes 18-225, Review of Economic Dynamics.
- Sedunov, John, 2020. "Small banks and consumer satisfaction," Journal of Corporate Finance, Elsevier, vol. 60(C).
- Mark Garmaise & Yaron Levi & Hanno Lustig, 2020. "Spending Less After (Seemingly) Bad News," NBER Working Papers 27010, National Bureau of Economic Research, Inc.
- Ma, Chao, 2020. "Per-customer quantity limit and price discrimination: Evidence from the U.S. residential mortgage market," International Journal of Industrial Organization, Elsevier, vol. 70(C).
- Lu Han & Chandler Lutz & Benjamin Sand & Derek Stacey, 2018. "Do Financial Constraints Cool a Housing Boom?," Working Papers 073, Ryerson University, Department of Economics.
- Barasinska, Nataliya & Ludwig, Johannes & Vogel, Edgar, 2021. "The impact of borrower-based instruments on household vulnerability in Germany," Discussion Papers 20/2021, Deutsche Bundesbank.
- Reher, Michael, 2021. "Finance and the supply of housing quality," Journal of Financial Economics, Elsevier, vol. 142(1), pages 357-376.
- Bhutta, Neil & Ringo, Daniel, 2021. "The effect of interest rates on home buying: Evidence from a shock to mortgage insurance premiums," Journal of Monetary Economics, Elsevier, vol. 118(C), pages 195-211.
- Mircea Epure & Irina Mihai & Camelia Minoiu & José-Luis Peydró, 2017. "Global financial cycle, household credit, and macroprudential policies," Economics Working Papers 1590, Department of Economics and Business, Universitat Pompeu Fabra, revised Sep 2021.
- Jason Allen & Daniel Greenwald, 2018. "Managing a Housing Boom," 2018 Meeting Papers 1310, Society for Economic Dynamics.
- Anthony A. DeFusco & Charles G. Nathanson & Eric Zwick, 2017.
"Speculative Dynamics of Prices and Volume,"
NBER Working Papers
23449, National Bureau of Economic Research, Inc.
- Eric Zwick & Charles Nathanson & Anthony DeFusco, 2017. "Speculative Dynamics of Prices and Volume," 2017 Meeting Papers 239, Society for Economic Dynamics.
Cited by:
- Alina K. Bartscher & Moritz Kuhn & Moritz Schularick & Ulrike I. Steins, 2020.
"Modigliani Meets Minsky: Inequality, Debt, and Financial Fragility in America, 1950-2016,"
Working Papers Series
inetwp124, Institute for New Economic Thinking.
- Bartscher, Alina & Kuhn, Moritz & Schularick, Moritz & Steins, Ulrike, 2020. "Modigliani Meets Minsky: Inequality, Debt, and Financial Fragility in America, 1950-2016," CEPR Discussion Papers 14667, C.E.P.R. Discussion Papers.
- Alina K. Bartscher & Moritz Kuhn & Moritz Schularick & Ulrike I. Steins, 2020. "Modigliani Meets Minsky: Inequality, Debt, and Financial Fragility in America, 1950-2016," CESifo Working Paper Series 8273, CESifo.
- Alina K. Bartscher & Moritz Kuhn & Moritz Schularick & Ulrike I. Steins, 2020. "Modigliani Meets Minsky: Inequality, Debt, and Financial Fragility in America, 1950-2016," ECONtribute Discussion Papers Series 015, University of Bonn and University of Cologne, Germany.
- Alina K. Bartscher & Moritz Kuhn & Moritz Schularick & Ulrike I. Steins, 2020. "Modigliani Meets Minsky: Inequality, Debt, and Financial Fragility in America, 1950-2016," Staff Reports 924, Federal Reserve Bank of New York.
- Olkhov, Victor, 2021.
"Three Remarks On Asset Pricing,"
MPRA Paper
109238, University Library of Munich, Germany.
- Olkhov, Victor, 2021. "Three Remarks On Asset Pricing," MPRA Paper 107938, University Library of Munich, Germany.
- Victor Olkhov, 2021. "Three Remarks On Asset Pricing," Papers 2105.13903, arXiv.org, revised Oct 2021.
- Zhenyu Gao & Michael Sockin & Wei Xiong, 2019. "Economic Consequences of Housing Speculation," NBER Working Papers 26457, National Bureau of Economic Research, Inc.
- Xintong Yang & Yu Zhang & Qi Li, 2021. "The role of price spillovers: what is different in China," Empirical Economics, Springer, vol. 60(1), pages 459-485, January.
- Victor Olkhov, 2022.
"Price and Payoff Autocorrelations in the Consumption-Based Asset Pricing Model,"
Papers
2204.07506, arXiv.org.
- Olkhov, Victor, 2022. "Price and Payoff Autocorrelations in the Consumption-Based Asset Pricing Model," MPRA Paper 112255, University Library of Munich, Germany.
- Victor Olkhov, 2022.
"Introduction of the Market-Based Price Autocorrelation,"
Papers
2202.09323, arXiv.org.
- Olkhov, Victor, 2022. "Introduction of the Market-Based Price Autocorrelation," MPRA Paper 112003, University Library of Munich, Germany.
- Piskorski, Tomasz & Seru, Amit, 2021.
"Debt relief and slow recovery: A decade after Lehman,"
Journal of Financial Economics, Elsevier, vol. 141(3), pages 1036-1059.
- Tomasz Piskorski & Amit Seru, 2018. "Debt Relief and Slow Recovery: A Decade after Lehman," NBER Working Papers 25403, National Bureau of Economic Research, Inc.
- Charles G. Nathanson & Eric Zwick, 2017. "Arrested Development: Theory and Evidence of Supply-Side Speculation in the Housing Market," NBER Working Papers 23030, National Bureau of Economic Research, Inc.
- Stijn Van Nieuwerburgh & Jack Favilukis, 2017.
"Out-of-town Home Buyers and City Welfare,"
2017 Meeting Papers
486, Society for Economic Dynamics.
- Favilukis, Jack & van Nieuwerburgh, Stijn, 2017. "Out-of-town Home Buyers and City Welfare," CEPR Discussion Papers 12283, C.E.P.R. Discussion Papers.
- Jack Favilukis & Stijn Van Nieuwerburgh, 2021. "Out‐of‐Town Home Buyers and City Welfare," Journal of Finance, American Finance Association, vol. 76(5), pages 2577-2638, October.
- Bordalo, Pedro & Gennaioli, Nicola & Kwon, Spencer Yongwook & Shleifer, Andrei, 2021.
"Diagnostic bubbles,"
Journal of Financial Economics, Elsevier, vol. 141(3), pages 1060-1077.
- Pedro Bordalo & Nicola Gennaioli & Spencer Yongwook Kwon & Andrei Shleifer, 2018. "Diagnostic Bubbles," NBER Working Papers 25399, National Bureau of Economic Research, Inc.
- Manuel Adelino & W. Ben McCartney & Antoinette Schoar, 2020. "The Role of Government and Private Institutions in Credit Cycles in the U.S. Mortgage Market," Working Papers 20-40, Federal Reserve Bank of Philadelphia.
- Zhenyu Gao & Michael Sockin & Wei Xiong, 2020. "Learning about the Neighborhood," NBER Working Papers 26907, National Bureau of Economic Research, Inc.
- Tomasz Piskorski & Amit Seru, 2018. "Mortgage Market Design: Lessons from the Great Recession," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 49(1 (Spring), pages 429-513.
- Carlos J. Perez & Manuel Santos, 2017. "On the Dynamics of Speculation in a Model of Bubbles and Manias," Working Papers 2017-02, University of Miami, Department of Economics.
- Itzhak Ben-David & Pascal Towbin & Sebastian Weber, 2019. "Inferring Expectations from Observables: Evidence from the Housing Market," NBER Working Papers 25702, National Bureau of Economic Research, Inc.
- Drechsler, Itamar & Savov, Alexi & Schnabl, Philipp, 2019. "How Monetary Policy Shaped the Housing Boom," CEPR Discussion Papers 14252, C.E.P.R. Discussion Papers.
- Nelson Lind, 2017. "Credit Regimes and the Seeds of Crisis," 2017 Meeting Papers 1474, Society for Economic Dynamics.
- Patric H. Hendershott & Kyung-Hwan Kim & Jin Man Lee & James D. Shilling, 2021. "Announcement Effects: Taxation of Housing Capital Gains in Seoul," The Journal of Real Estate Finance and Economics, Springer, vol. 62(3), pages 319-341, April.
- Yang, Jian & Tong, Meng & Yu, Ziliang, 2021. "Housing market spillovers through the lens of transaction volume: A new spillover index approach," Journal of Empirical Finance, Elsevier, vol. 64(C), pages 351-378.
- Christopher Hansman & Harrison Hong & Wenxi Jiang & Yu-Jane Liu & Juan-Juan Meng, 2018. "Effects of Credit Expansions on Stock Market Booms and Busts," NBER Working Papers 24586, National Bureau of Economic Research, Inc.
- Nikolaos Antonakakis & Ioannis Chatziantoniou & David Gabauer, 2021. "A regional decomposition of US housing prices and volume: market dynamics and Portfolio diversification," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 66(2), pages 279-307, April.
- Adelino, Manuel & Schoar, Antoinette S & Severino, Felipe, 2018.
"Perception of House Price Risk and Homeownership,"
CEPR Discussion Papers
13195, C.E.P.R. Discussion Papers.
- Manuel Adelino & Antoinette Schoar & Felipe Severino, 2018. "Perception of House Price Risk and Homeownership," NBER Working Papers 25090, National Bureau of Economic Research, Inc.
- Victor Olkhov, 2019. "Financial Variables, Market Transactions, and Expectations as Functions of Risk," IJFS, MDPI, vol. 7(4), pages 1-27, November.
- Itamar Drechsler & Alexi Savov & Philipp Schnabl, 2019. "How Monetary Policy Shaped the Housing Boom," NBER Working Papers 25649, National Bureau of Economic Research, Inc.
- Nikolaos Antonakakis & Ioannis Chatziantoniou & David Gabauer, 2019. "A Regional Decomposition of US Housing Prices and Volume: Market Dynamics and Economic Diversification Opportunities," Working Papers in Economics & Finance 2019-06, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.
- Anthony A. DeFusco & Andrew D. Paciorek, 2014.
"The Interest Rate Elasticity of Mortgage Demand: Evidence From Bunching at the Conforming Loan Limit,"
Finance and Economics Discussion Series
2014-11, Board of Governors of the Federal Reserve System (U.S.).
- Anthony A. DeFusco & Andrew Paciorek, 2017. "The Interest Rate Elasticity of Mortgage Demand: Evidence from Bunching at the Conforming Loan Limit," American Economic Journal: Economic Policy, American Economic Association, vol. 9(1), pages 210-240, February.
Cited by:
- Collins, J. Michael & Hembre, Erik & Urban, Carly, 2020. "Exploring the rise of mortgage borrowing among older Americans," Regional Science and Urban Economics, Elsevier, vol. 83(C).
- W. Scott Frame & Andreas Fuster & Joseph Tracy & James Vickery, 2015.
"The rescue of Fannie Mae and Freddie Mac,"
FRB Atlanta Working Paper
2015-2, Federal Reserve Bank of Atlanta.
- W. Scott Frame & Andreas Fuster & Joseph Tracy & James Vickery, 2015. "The rescue of Fannie Mae and Freddie Mac," Staff Reports 719, Federal Reserve Bank of New York.
- W. Scott Frame & Andreas Fuster & Joseph Tracy & James Vickery, 2015. "The Rescue of Fannie Mae and Freddie Mac," Journal of Economic Perspectives, American Economic Association, vol. 29(2), pages 25-52, Spring.
- Agata M. Lozinskaia & Evgeniy M. Ozhegov & Alexander M. Karminsky, 2016. "Discontinuity in Relative Credit Losses: Evidence from Defaults on Government-Insured Residential Mortgages," HSE Working papers WP BRP 55/FE/2016, National Research University Higher School of Economics.
- Matteo Benetton, 2017. "Lenders' Competition and Macro-prudential Regulation: A Model of the UK Mortgage Supermarket," 2017 Meeting Papers 1001, Society for Economic Dynamics.
- Marco Di Maggio & Amir Kermani & Christopher Palmer, 2016. "How Quantitative Easing Works: Evidence on the Refinancing Channel," NBER Working Papers 22638, National Bureau of Economic Research, Inc.
- Amine Ouazad & Matthew E. Kahn, 2019. "Mortgage Finance and Climate Change: Securitization Dynamics in the Aftermath of Natural Disasters," NBER Working Papers 26322, National Bureau of Economic Research, Inc.
- Lukas, Moritz, 2017. "Estimating interest rate elasticities in consumer credit," Economics Letters, Elsevier, vol. 156(C), pages 155-158.
- Matteo Benetton, 2021. "Leverage Regulation and Market Structure: A Structural Model of the U.K. Mortgage Market," Journal of Finance, American Finance Association, vol. 76(6), pages 2997-3053, December.
- Anthony A. DeFusco & Andrew D. Paciorek, 2014.
"The Interest Rate Elasticity of Mortgage Demand: Evidence From Bunching at the Conforming Loan Limit,"
Finance and Economics Discussion Series
2014-11, Board of Governors of the Federal Reserve System (U.S.).
- Anthony A. DeFusco & Andrew Paciorek, 2017. "The Interest Rate Elasticity of Mortgage Demand: Evidence from Bunching at the Conforming Loan Limit," American Economic Journal: Economic Policy, American Economic Association, vol. 9(1), pages 210-240, February.
- Mankart, Jochen & Michaelides, Alexander & Pagratis, Spyros, 2018.
"Bank capital buffers in a dynamic model,"
Discussion Papers
51/2018, Deutsche Bundesbank.
- Jochen Mankart & Alexander Michaelides & Spyros Pagratis, 2020. "Bank capital buffers in a dynamic model," Financial Management, Financial Management Association International, vol. 49(2), pages 473-502, June.
- Neil Bhutta & Daniel R. Ringo, 2017. "The Effect of Interest Rates on Home Buying : Evidence from a Discontinuity in Mortgage Insurance Premiums," Finance and Economics Discussion Series 2017-086, Board of Governors of the Federal Reserve System (U.S.).
- Ewens, Michael & Xiao, Kairong & Xu, Ting, 2020.
"Regulatory Costs of Being Public: Evidence from Bunching Estimation,"
SocArXiv
pdv8n, Center for Open Science.
- Michael Ewens & Kairong Xiao & Ting Xu, 2021. "Regulatory Costs of Being Public: Evidence from Bunching Estimation," NBER Working Papers 29143, National Bureau of Economic Research, Inc.
- Greg Buchak & Gregor Matvos & Tomasz Piskorski & Amit Seru, 2018. "Beyond the Balance Sheet Model of Banking: Implications for Bank Regulation and Monetary Policy," NBER Working Papers 25149, National Bureau of Economic Research, Inc.
- Mr. Philippe Wingender & Francesca G Caselli, 2018. "Bunching at 3 Percent: The Maastricht Fiscal Criterion and Government Deficits," IMF Working Papers 2018/182, International Monetary Fund.
- Andreas Fuster & Basit Zafar, 2021.
"The Sensitivity of Housing Demand to Financing Conditions: Evidence from a Survey,"
American Economic Journal: Economic Policy, American Economic Association, vol. 13(1), pages 231-265, February.
- Andreas Fuster & Basit Zafar, 2014. "The sensitivity of housing demand to financing conditions: evidence from a survey," Staff Reports 702, Federal Reserve Bank of New York.
- Bachas, Natalie & Kim, Olivia S. & Yannelis, Constantine, 2021. "Loan guarantees and credit supply," Journal of Financial Economics, Elsevier, vol. 139(3), pages 872-894.
- Will Dobbie & Jae Song, 2016. "Debt Relief or Debt Restructuring? Evidence from an Experiment with Distressed Credit Card Borrowers," Working Papers 599, Princeton University, Department of Economics, Industrial Relations Section..
- Lukas, M., 2019. "Relative prices and product substitution: Evidence from shocks to consumer credit interest rates," Journal of Behavioral and Experimental Finance, Elsevier, vol. 21(C), pages 39-49.
- Lanot, Gauthier & Vesterberg, Mattias, 2021. "The price elasticity of electricity demand when marginal incentives are very large," Energy Economics, Elsevier, vol. 104(C).
- Best, Michael Carlos & Cloyne, James & Ilzetzki, Ethan & Kleven, Henrik Jacobsen, 2020.
"Estimating the elasticity of intertemporal substitution using mortgage notches,"
LSE Research Online Documents on Economics
88185, London School of Economics and Political Science, LSE Library.
- Michael Carlos Best & James S Cloyne & Ethan Ilzetzki & Henrik J Kleven, 2020. "Estimating the Elasticity of Intertemporal Substitution Using Mortgage Notches," Review of Economic Studies, Oxford University Press, vol. 87(2), pages 656-690.
- Michael Carlos Best & James Cloyne & Ethan Ilzetzki & Henrik Kleven, 2018. "Estimating the Elasticity of Intertemporal Substitution Using Mortgage Notches," NBER Working Papers 24948, National Bureau of Economic Research, Inc.
- Best, Michael & Cloyne, James & Ilzetzki, Ethan & Kleven, Henrik, 2018. "Estimating the Elasticity of Intertemporal Substitution Using Mortgage Notches," CEPR Discussion Papers 13104, C.E.P.R. Discussion Papers.
- Gaffney, Edward, 2019. "Mortgage borrowers at the loan-to-income limit," Financial Stability Notes 11/FS/19, Central Bank of Ireland.
- Birru, Justin & Chague, Fernando & De-Losso, Rodrigo & Giovannetti, Bruno Cara, 2020.
"Attention and biases: evidence from tax-inattentive investors,"
Textos para discussão
523, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
- Justin Birru & Fernando Chague, Rodrigo De-Losso, Bruno Giovannetti, 2019. "Attention and Biases: Evidence from Tax-Inattentive Investors," Working Papers, Department of Economics 2019_48, University of São Paulo (FEA-USP).
- Birru, Justin & Chague, Fernando & De-Losso, Rodrigo & Giovannetti, Bruno, 2019. "Attention and Biases: Evidence from Tax-Inattentive Investors," Working Paper Series 2019-22, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Stephanie Johnson & John Mondragon & Anthony DeFusco, 2017.
"Regulating Household Leverage,"
2017 Meeting Papers
327, Society for Economic Dynamics.
- Anthony A Defusco & Stephanie Johnson & John Mondragon, 2020. "Regulating Household Leverage," Review of Economic Studies, Oxford University Press, vol. 87(2), pages 914-958.
- Liu, Chenhao & Kong, Dongmin, 2021. "Does political incentive shape governments' disclosure of air pollution information?," China Economic Review, Elsevier, vol. 69(C).
- Nathaniel Baum-Snow & Fernando Ferreira, 2014.
"Causal Inference in Urban and Regional Economics,"
NBER Working Papers
20535, National Bureau of Economic Research, Inc.
- Baum-Snow, Nathaniel & Ferreira, Fernando, 2015. "Causal Inference in Urban and Regional Economics," Handbook of Regional and Urban Economics, in: Gilles Duranton & J. V. Henderson & William C. Strange (ed.), Handbook of Regional and Urban Economics, edition 1, volume 5, chapter 0, pages 3-68, Elsevier.
- Hanson, Andrew, 2020. "Taxes and Borrower Behavior: Evidence from the Mortgage Interest Deductibility Limit," Journal of Urban Economics, Elsevier, vol. 118(C).
- David E. Rappoport, 2016. "Do Mortgage Subsidies Help or Hurt Borrowers?," Finance and Economics Discussion Series 2016-081, Board of Governors of the Federal Reserve System (U.S.).
- Serafin J. Grundl & You Suk Kim, 2019. "The Marginal Effect of Government Mortgage Guarantees on Homeownership," Finance and Economics Discussion Series 2019-027, Board of Governors of the Federal Reserve System (U.S.).
- Lanot, Gauthier & Vesterberg, Mattias, 2020. "The price elasticity of electricity demand when marginal incentives are very large," Umeå Economic Studies 968, Umeå University, Department of Economics.
- Zhao, Yunhui, 2016. "Got Hurt for What You Paid? Revisiting Government Subsidy in the U.S. Mortgage Market," MPRA Paper 81083, University Library of Munich, Germany, revised 01 Aug 2017.
- Ma, Chao, 2020. "Per-customer quantity limit and price discrimination: Evidence from the U.S. residential mortgage market," International Journal of Industrial Organization, Elsevier, vol. 70(C).
- Gerth, Florian & Temnov, Grigory, 2021. "New Ways of Modeling Loan-to-Income Distributions and their Evolution in Time - A Probability Copula Approach," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 217-236.
- Edward J. Pinto & Stephen D. Oliner & Morris A. Davis & Tobias Peter, 2018.
"The impact of federal housing policy on housing demand and homeownership: Evidence from a quasi-experiment,"
AEI Economics Working Papers
968223, American Enterprise Institute.
- Davis, Morris A. & Oliner, Stephen D. & Peter, Tobias J. & Pinto, Edward J., 2020. "The Impact of Federal Housing Policy on Housing Demand and Homeownership: Evidence from a Quasi-Experiment," Journal of Housing Economics, Elsevier, vol. 48(C).
- Bronson Argyle & Taylor D. Nadauld & Christopher Palmer, 2019. "Monthly Payment Targeting and the Demand for Maturity," NBER Working Papers 25668, National Bureau of Economic Research, Inc.
- Chen, Xin & Qin, Yaohua & Xiao, He & Zhang, Yifei, 2019. "Microfinancing and Home-purchase Restrictions: Evidence from the Online “Peer-to-Peer” Lending in China," MPRA Paper 95375, University Library of Munich, Germany.
- Bhutta, Neil & Ringo, Daniel, 2021. "The effect of interest rates on home buying: Evidence from a shock to mortgage insurance premiums," Journal of Monetary Economics, Elsevier, vol. 118(C), pages 195-211.
Articles
- Anthony A. Defusco & John Mondragon, 2020.
"No Job, No Money, No Refi: Frictions to Refinancing in a Recession,"
Journal of Finance, American Finance Association, vol. 75(5), pages 2327-2376, October.
See citations under working paper version above.
- Anthony DeFusco & John Mondragon, 2018. "No Job, No Money, No Refi: Frictions to Refinancing in a Recession," 2018 Meeting Papers 1293, Society for Economic Dynamics.
- Anthony A Defusco & Stephanie Johnson & John Mondragon, 2020.
"Regulating Household Leverage,"
Review of Economic Studies, Oxford University Press, vol. 87(2), pages 914-958.
See citations under working paper version above.
- Stephanie Johnson & John Mondragon & Anthony DeFusco, 2017. "Regulating Household Leverage," 2017 Meeting Papers 327, Society for Economic Dynamics.
- DeFusco, Anthony & Ding, Wenjie & Ferreira, Fernando & Gyourko, Joseph, 2018.
"The role of price spillovers in the American housing boom,"
Journal of Urban Economics, Elsevier, vol. 108(C), pages 72-84.
Cited by:
- Xintong Yang & Yu Zhang & Qi Li, 2021. "The role of price spillovers: what is different in China," Empirical Economics, Springer, vol. 60(1), pages 459-485, January.
- Bailey, Michael & Cao, Ruiqing & Kuchler, Theresa & Ströbel, Johannes, 2016.
"Social Networks and Housing Markets,"
CEPR Discussion Papers
11272, C.E.P.R. Discussion Papers.
- Michael Bailey & Ruiqing Cao & Theresa Kuchler & Johannes Ströbel, 2016. "Social Networks and Housing Markets," CESifo Working Paper Series 5905, CESifo.
- Michael Bailey & Ruiqing Cao & Theresa Kuchler & Johannes Stroebel, 2016. "Social Networks and Housing Markets," NBER Working Papers 22258, National Bureau of Economic Research, Inc.
- Xiaoqing Zhou, 2022. "FinTech Lending, Social Networks and the Transmission of Monetary Policy," Working Papers 2203, Federal Reserve Bank of Dallas.
- Jacob Dearmon & Tony E. Smith, 2021. "A hierarchical approach to scalable Gaussian process regression for spatial data," Journal in Spatial Econometrics, Springer, vol. 2(1), pages 1-33, December.
- Zheng, Xian & Chen, Xingtao & Yuan, Ziqing, 2021. "Exploring the spatial spillover effect of home purchase restrictions on residential land prices based on the difference-in-differences approach: Evidence from 195 Chinese cities," Land Use Policy, Elsevier, vol. 102(C).
- Eileen van Straelen, 2021. "Desperate House Sellers: Distress Among Developers," Finance and Economics Discussion Series 2021-065, Board of Governors of the Federal Reserve System (U.S.).
- Hurn, Stan & Shi, Shuping & Wang, Ben, 2022. "Housing networks and driving forces," Journal of Banking & Finance, Elsevier, vol. 134(C).
- Jeffrey P. Cohen & Cletus C. Coughlin & Daniel Soques, 2019. "House Price Growth Interdependencies and Comovement," Working Papers 2019-028, Federal Reserve Bank of St. Louis, revised 11 Jan 2021.
- Iwona Oleniuch, 2021. "Employees' Perception of the Difficulties of Work at Home from the Perspective of their Experience on Remote Working," European Research Studies Journal, European Research Studies Journal, vol. 0(4), pages 781-796.
- Anthony A. Defusco, 2018.
"Homeowner Borrowing and Housing Collateral: New Evidence from Expiring Price Controls,"
Journal of Finance, American Finance Association, vol. 73(2), pages 523-573, April.
Cited by:
- Saleem Bahaj & Angus Foulis & Gabor Pinter, 2020.
"Home Values and Firm Behavior,"
American Economic Review, American Economic Association, vol. 110(7), pages 2225-2270, July.
- Bahaj, Saleem & Foulis, Angus & Pinter, Gabor, 2017. "Home values and firm behaviour," Bank of England working papers 679, Bank of England.
- Saleem Bahaj & Angus Foulis & Gabor Pinter, 2017. "Home Values and Firm Behaviour," Discussion Papers 1724, Centre for Macroeconomics (CFM).
- Bahaj, Saleem A. & Foulis, Angus & Pinter, Gabor, 2017. "Home values and firm behaviour," LSE Research Online Documents on Economics 86151, London School of Economics and Political Science, LSE Library.
- Sodini, Paolo & van Nieuwerburgh, Stijn & Vestman, Roine & von Lilienfeld-Toal, Ulf, 2016.
"Identifying the Benefits from Home Ownership: A Swedish Experiment,"
CEPR Discussion Papers
11656, C.E.P.R. Discussion Papers.
- Paolo Sodini & Stijn Van Nieuwerburgh & Roine Vestman & Ulf von Lilienfeld-Toal, 2016. "Identifying the Benefits from Homeownership: A Swedish Experiment," NBER Working Papers 22882, National Bureau of Economic Research, Inc.
- Adam M. Guren & Alisdair McKay & Emi Nakamura & Jon Steinsson, 2020.
"Housing Wealth Effects: The Long View,"
Staff Report
593, Federal Reserve Bank of Minneapolis.
- Adam M. Guren & Alisdair McKay & Emi Nakamura & Jón Steinsson, 2018. "Housing Wealth Effects: The Long View," NBER Working Papers 24729, National Bureau of Economic Research, Inc.
- Adam M Guren & Alisdair McKay & Emi Nakamura & Jón Steinsson, 2021. "Housing Wealth Effects: The Long View," Review of Economic Studies, Oxford University Press, vol. 88(2), pages 669-707.
- Adam Looney & Constantine Yannelis, 2019.
"The Consequences of Student Loan Credit Expansions: Evidence from Three Decades of Default Cycles,"
Working Papers
19-32, Federal Reserve Bank of Philadelphia.
- Looney, Adam & Yannelis, Constantine, 2022. "The consequences of student loan credit expansions: Evidence from three decades of default cycles," Journal of Financial Economics, Elsevier, vol. 143(2), pages 771-793.
- Natalia Khorunzhina, 2019.
"Intratemporal nonseparability between housing and nondurable consumption: evidence from reinvestment in housing stock,"
CESifo Working Paper Series
7663, CESifo.
- Khorunzhina, Natalia, 2021. "Intratemporal nonseparability between housing and nondurable consumption: Evidence from reinvestment in housing stock," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 658-670.
- Khorunzhina, Natalia, 2018. "Intratemporal Nonseparability between Housing and Nondurable Consumption: Evidence from Reinvestment in Housing Stock," MPRA Paper 93920, University Library of Munich, Germany, revised 14 May 2019.
- Khorunzhina, Natalia, 2019. "Intratemporal Nonseparability Between Housing and Nondurable Consumption:Evidence from Reinvestment in Housing Stock," Working Papers 3-2019, Copenhagen Business School, Department of Economics.
- James Cloyne & Kilian Huber & Ethan Ilzetzki & Henrik Kleven, 2017.
"The Effect of House Prices on Household Borrowing: A New Approach,"
NBER Working Papers
23861, National Bureau of Economic Research, Inc.
- Cloyne, James & Huber, Kilian & Ilzetzki, Ethan & Kleven, Henrik, 2019. "The effect of house prices on household borrowing: a new approach," LSE Research Online Documents on Economics 101065, London School of Economics and Political Science, LSE Library.
- Cloyne, James & Huber, Kilian & Ilzetzki, Ethan & Kleven, Henrik, 2017. "The effect of house prices on household borrowing: a new approach," Bank of England working papers 650, Bank of England.
- James Cloyne & Kilian Huber & Ethan Ilzetzki & Henrik Kleven, 2019. "The Effect of House Prices on Household Borrowing: A New Approach," American Economic Review, American Economic Association, vol. 109(6), pages 2104-2136, June.
- Diagne, Adji Fatou & Kurban, Haydar & Schmutz, Benoit, 2018.
"Are inclusionary housing programs color-blind? The case of Montgomery County MPDU program,"
Journal of Housing Economics, Elsevier, vol. 40(C), pages 6-24.
- Adji Fatou Diagne & Haydar Kurban & Benoît Schmutz, 2017. "Are Inclusionary Housing Programs Color-blind? The Case of Montgomery County MPDU Program," Working Papers 2017-47, Center for Research in Economics and Statistics.
- Waxman, Andrew & Liang, Yuanning & Li, Shanjun & Barwick, Panle Jia & Zhao, Meng, 2020. "Tightening belts to buy a home: Consumption responses to rising housing prices in urban China," Journal of Urban Economics, Elsevier, vol. 115(C).
- Bahaj, Saleem A. & Foulis, Angus & Pinter, Gabor, 2016.
"The residential collateral channel,"
LSE Research Online Documents on Economics
86240, London School of Economics and Political Science, LSE Library.
- Gabor Pinter & Angus Foulis & Saleem Bahaj, 2016. "The Residential Collateral Channel," 2016 Meeting Papers 502, Society for Economic Dynamics.
- Bahaj, Saleem & Foulis, Angus & Pinter, Gabor, 2017. "Home values and firm behaviour," Bank of England working papers 679, Bank of England.
- Saleem Bahaj & Angus Foulis & Gabor Pinter, 2016. "The Residential Collateral Channel," Discussion Papers 1607, Centre for Macroeconomics (CFM), revised Jun 2016.
- Saleem Bahaj & Angus Foulis & Gabor Pinter, 2017. "Home Values and Firm Behaviour," Discussion Papers 1724, Centre for Macroeconomics (CFM).
- Bahaj, Saleem A. & Foulis, Angus & Pinter, Gabor, 2017. "Home values and firm behaviour," LSE Research Online Documents on Economics 86151, London School of Economics and Political Science, LSE Library.
- Nagano, Mamoru & Uchida, Yuki, 2021. "Online Banking Users vs. Branch Visitors: Why Are Their Portfolio Returns Different?," MPRA Paper 105531, University Library of Munich, Germany.
- Suari-Andreu, Eduard, 2021. "Housing and household consumption: An investigation of the wealth and collateral effects," Journal of Housing Economics, Elsevier, vol. 54(C).
- Dong Cheng, 2021. "Housing boom and non-housing consumption: evidence from urban households in China," Empirical Economics, Springer, vol. 61(6), pages 3271-3313, December.
- Khorunzhina, Natalia, 2018. "Intratemporal Substitution between Housing and Nondurable Consumption: Evidence from Reinvestment in Housing Stock," MPRA Paper 88667, University Library of Munich, Germany.
- Kessel, Dany & Tyrefors, Björn & Vestman, Roine, 2019.
"The Housing Wealth Effect: Quasi-Experimental Evidence,"
Working Paper Series
1262, Research Institute of Industrial Economics.
- Dany Kessel & Bjorn Tyrefors & Roine Vestman, 2019. "The Housing Wealth Effect: Quasi-Experimental Evidence," 2019 Meeting Papers 676, Society for Economic Dynamics.
- Kessel, Dany & Tyrefors, Björn & Vestman, Roine, 2018. "The Housing Wealth Effect: Quasi-Experimental Evidence," Working Paper Series 361, Sveriges Riksbank (Central Bank of Sweden).
- Jiri Slacalek & Oreste Tristani & Giovanni L. Violante, 2020.
"Household Balance Sheet Channels of Monetary Policy: A Back of the Envelope Calculation for the Euro Area,"
NBER Working Papers
26630, National Bureau of Economic Research, Inc.
- Slacalek, Jiri & Tristani, Oreste & Violante, Giovanni L., 2020. "Household balance sheet channels of monetary policy: A back of the envelope calculation for the euro area," Journal of Economic Dynamics and Control, Elsevier, vol. 115(C).
- Slacalek, Jiri & Tristani, Oreste & Violante, Giovanni L., 2019. "Household Balance Sheet Channels of Monetary Policy: A Back of the Envelope Calculation for the Euro Area," CEPR Discussion Papers 14245, C.E.P.R. Discussion Papers.
- Stefani, Alessia De, 2020. "Debt, inequality and house prices: Explaining the dynamics of household borrowing prior to the great recession," Journal of Housing Economics, Elsevier, vol. 47(C).
- Fuchs-Schündeln, Nicola & Hassan, Tarek, 2015.
"Natural Experiments in Macroeconomics,"
CEPR Discussion Papers
10628, C.E.P.R. Discussion Papers.
- Nicola Fuchs-Schuendeln & Tarek Alexander Hassan, 2015. "Natural Experiments in Macroeconomics," NBER Working Papers 21228, National Bureau of Economic Research, Inc.
- Fuchs-Schündeln, N. & Hassan, T.A., 2016. "Natural Experiments in Macroeconomics," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 923-1012, Elsevier.
- Stephen G. Dimmock & William C. Gerken & Tyson Van Alfen, 2021. "Real Estate Shocks and Financial Advisor Misconduct," Journal of Finance, American Finance Association, vol. 76(6), pages 3309-3346, December.
- Huang, Jingchang & Cao, June & Hasan, Tahseen & Zhao, Jing, 2021. "Low-carbon city initiatives and firm risk: A quasi-natural experiment in China," Journal of Financial Stability, Elsevier, vol. 57(C).
- David Berger & Veronica Guerrieri & Guido Lorenzoni & Joseph Vavra, 2018.
"House Prices and Consumer Spending,"
Review of Economic Studies, Oxford University Press, vol. 85(3), pages 1502-1542.
- David Berger & Veronica Guerrieri & Guido Lorenzoni & Joseph Vavra, 2015. "House Prices and Consumer Spending," NBER Working Papers 21667, National Bureau of Economic Research, Inc.
- Veronica Guerrieri & Joseph Vavra & Guido Lorenzoni & David Berger, 2015. "House Prices and Consumer Spending," 2015 Meeting Papers 186, Society for Economic Dynamics.
- Kai Dong & Ching-Ter Chang & Shaonan Wang & Xiaoxi Liu, 2021. "The Dynamic Correlation among Financial Leverage, House Price, and Consumer Expenditure in China," Sustainability, MDPI, vol. 13(5), pages 1-18, March.
- 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.
- He, Zekai & Shi, Xiuzhen & Lu, Xiaomeng & Li, Feng, 2019. "Home equity and household portfolio choice: Evidence from China," International Review of Economics & Finance, Elsevier, vol. 60(C), pages 149-164.
- Pan, Xuefeng & Wu, Weixing, 2021. "Housing returns, precautionary savings and consumption: Micro evidence from China," Journal of Empirical Finance, Elsevier, vol. 60(C), pages 39-55.
- Saleem Bahaj & Angus Foulis & Gabor Pinter, 2020.
"Home Values and Firm Behavior,"
American Economic Review, American Economic Association, vol. 110(7), pages 2225-2270, July.
- Anthony A. DeFusco & Andrew Paciorek, 2017.
"The Interest Rate Elasticity of Mortgage Demand: Evidence from Bunching at the Conforming Loan Limit,"
American Economic Journal: Economic Policy, American Economic Association, vol. 9(1), pages 210-240, February.
See citations under working paper version above.
- Anthony A. DeFusco & Andrew D. Paciorek, 2014. "The Interest Rate Elasticity of Mortgage Demand: Evidence From Bunching at the Conforming Loan Limit," Finance and Economics Discussion Series 2014-11, Board of Governors of the Federal Reserve System (U.S.).
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NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-BAN: Banking (2) 2017-08-06 2021-09-27. Author is listed
- NEP-URE: Urban & Real Estate Economics (2) 2014-06-22 2017-08-06. Author is listed
- NEP-COM: Industrial Competition (1) 2021-09-27. Author is listed
- NEP-DCM: Discrete Choice Models (1) 2017-06-04. Author is listed
- NEP-EXP: Experimental Economics (1) 2021-09-27. Author is listed
- NEP-ISF: Islamic Finance (1) 2021-09-27. Author is listed
- NEP-MAC: Macroeconomics (1) 2017-06-04. Author is listed
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