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Citations for "House prices, borrowing constraints and monetary policy in the business cycle"

by Matteo Iacoviello

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  1. Maria Teresa Punzi, 2013. "Housing Market and Current Account Imbalances in the International Economy," Review of International Economics, Wiley Blackwell, vol. 21(4), pages 601-613, 09.
  2. Michal Rubaszek & Dobromil Serwa, 2011. "Determinants of credit to households in a life-cycle model," National Bank of Poland Working Papers 92, National Bank of Poland, Economic Institute.
  3. Iacoviello, Matteo & Minetti, Raoul, 2008. "The credit channel of monetary policy: Evidence from the housing market," Journal of Macroeconomics, Elsevier, vol. 30(1), pages 69-96, March.
  4. Alastair Hall & Atsushi Inoue & James M. Nason & Barbara Rossi, 2007. "Information criteria for impulse response function matching estimation of DSGE models," Working Paper 2007-10, Federal Reserve Bank of Atlanta.
  5. Faia, Ester & Monacelli, Tommaso, 2007. "Optimal interest rate rules, asset prices, and credit frictions," Journal of Economic Dynamics and Control, Elsevier, vol. 31(10), pages 3228-3254, October.
  6. 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.
  7. 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.
  8. repec:hal:journl:halshs-00429600 is not listed on IDEAS
  9. Rafael Gerke & Magnus Jonsson & Martin Kliem & Marcin Kolasa & Pierre Lafourcade & Alberto Locarno & Krzysztof Makarski & Peter McAdam, 2012. "Assessing macro-financial linkages: a model comparison exercise," National Bank of Poland Working Papers 110, National Bank of Poland, Economic Institute.
  10. Punzi, Maria Teresa & Rabitsch, Katrin, 2014. "Investor borrowing heterogeneity in a Kiyotaki-Moore style macro model," FinMaP-Working Papers 24, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
  11. Amable, Bruno & Chatelain, Jean-Bernard & Ralf, Kirsten, 2010. "Patents as collateral," Journal of Economic Dynamics and Control, Elsevier, vol. 34(6), pages 1092-1104, June.
  12. Federico GIRI, 2014. "Does Interbank Market Matter for Business Cycle Fluctuation? An Estimated DSGE Model with Financial Frictions for the Euro Area," Working Papers 398, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  13. Ricardo M. Sousa & António Afonso, 2008. "The Macroeconomic Effects of Fiscal Policy," NIPE Working Papers 22/2008, NIPE - Universidade do Minho.
  14. Ono, Arito & Uchida, Hirofumi & Udell, Gregory & Uesugi, Iichiro, 2013. "A Close Look at Loan-To-Value Ratios: Evidence from the Japanese Real Estate Market," Working Paper Series 19, Center for Interfirm Network, Institute of Economic Research, Hitotsubashi University.
  15. José Suárez-Lledó, 2009. "Monetary Policy with Heterogeneous Collateralized Borrowing," Working Papers 374, Barcelona Graduate School of Economics.
  16. Charpe, Matthieu & Flaschel, Peter, 2013. "Workers’ debt, default and the diversity of financial fragilities," Structural Change and Economic Dynamics, Elsevier, vol. 27(C), pages 48-65.
  17. Lee, Gabriel S. & Gruber, Johannes & Edenhoffer, Klaus, 2005. "Bank Lending Effect on German Commercial Property Prices," ERES eres2005_236, European Real Estate Society (ERES).
  18. Luca Agnello & Vitor Castro & Ricardo M. Sousa, 2011. "How Does Fiscal Policy React to Wealth Composition and Asset Prices?," GEMF Working Papers 2011-18, GEMF - Faculdade de Economia, Universidade de Coimbra.
  19. Klaus Adam & Pei Kuang & Albert Marcet, 2011. "House Price Booms and the Current Account," CEP Discussion Papers dp1064, Centre for Economic Performance, LSE.
  20. Kosuke Aoki & James Proudman & Gertjan Vlieghe, 2002. "House prices, consumption, and monetary policy: a financial accelerator approach," Bank of England working papers 169, Bank of England.
  21. Liu, Guangling (Dave) & Seeiso, Nkhahle E., 2012. "Basel II procyclicality: The case of South Africa," Economic Modelling, Elsevier, vol. 29(3), pages 848-857.
  22. Roberto Tamborini, 2010. "Monetary Policy With Investment-Saving Imbalances," Metroeconomica, Wiley Blackwell, vol. 61(3), pages 473-509, 07.
  23. Mauricio Arango, 2014. "Collateralized assets prices and monetary policy," DOCUMENTOS DE DISCUSION FLAR 011853, FONDO LATINO AMERICANO DE RESERVAS - FLAR.
  24. Ali Dib, 2010. "Capital Requirement and Financial Frictions in Banking: Macroeconomic Implications," Working Papers 10-26, Bank of Canada.
  25. Zvi Hercowitz & Jeffrey C. Campbell, 2005. "The Role of Collateralized Household Debt in Macroeconomic Stabilization," 2005 Meeting Papers 120, Society for Economic Dynamics.
  26. Kydland, Finn & Rupert, Peter & Sustek, Roman, 2012. "Housing Dynamics over the Business Cycle," University of California at Santa Barbara, Economics Working Paper Series qt7bn5k73m, Department of Economics, UC Santa Barbara.
  27. Anna Agliari & Tiziana Assenza & Domenico Delli Gatti & Emiliano Santoro, 2006. "Credit Cycles in a OLG Economy with Money and Bequest," Computing in Economics and Finance 2006 369, Society for Computational Economics.
  28. Timothy Fuerst & Matthias Paustian & Charles Carlstorm, 2009. "Optimal monetary policy in a model with agency costs," 2009 Meeting Papers 667, Society for Economic Dynamics.
  29. Matteo Iacoviello, 2015. "Financial Business Cycles," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 18(1), pages 140-164, January.
  30. Matteo Iacoviello, 2004. "Consumption, House Prices and Collateral Constraints: a Structural Econometric Analysis," 2004 Meeting Papers 201, Society for Economic Dynamics.
  31. Guido Lorenzoni & Veronica Guerrieri, 2011. "Credit Crises, Precautionary Savings and the Liquidity Trap," 2011 Meeting Papers 1414, Society for Economic Dynamics.
  32. Wieland, Volker & Cwik, Tobias J. & Müller, Gernot J. & Schmidt, Sebastian & Wolters, Maik H., 2012. "A new comparative approach to macroeconomic modeling and policy analysis," CFS Working Paper Series 2012/03, Center for Financial Studies (CFS).
  33. Ibrahim Ahamada & Jose Luis Diaz Sanchez, 2013. "A Retrospective Analysis of the House Prices Macro-Relationship in the United States," International Journal of Central Banking, International Journal of Central Banking, vol. 9(4), pages 153-174, December.
  34. Davis, Morris A., 2009. "The price and quantity of land by legal form of organization in the United States," Regional Science and Urban Economics, Elsevier, vol. 39(3), pages 350-359, May.
  35. Damjanovic, Tatiana & Girdėnas, Šarūnas, 2014. "Quantitative easing and the loan to collateral value ratio," Journal of Economic Dynamics and Control, Elsevier, vol. 45(C), pages 146-164.
  36. Patrick Pintus & Yi Wen, 2013. "Leveraged Borrowing and Boom-Bust Cycles," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 16(4), pages 617-633, October.
  37. O. de Bandt & C. Bruneau & W. El Amri, 2009. "Convergence in household credit demand across euro area countries: evidence from panel data," Applied Economics, Taylor & Francis Journals, vol. 41(27), pages 3447-3462.
  38. Andra C. Ghent & Michael T. Owyang, 2009. "Is housing the business cycle? evidence from U.S. cities," Working Papers 2009-007, Federal Reserve Bank of St. Louis.
  39. Eickmeier, Sandra & Hofmann, Boris, 2013. "Monetary Policy, Housing Booms, And Financial (Im)Balances," Macroeconomic Dynamics, Cambridge University Press, vol. 17(04), pages 830-860, June.
  40. Carlos Vargas-Silva, 2007. "Monetary policy and the U.S. housing market: A VAR analysis imposing sign restrictions," Working Papers 0705, Sam Houston State University, Department of Economics and International Business.
  41. Chiara Forlati & Luisa Lambertini, 2010. "Risky Mortgages in a DSGE Model," Working Papers 201002, Center for Fiscal Policy, Swiss Federal Institute of Technology Lausanne, revised Nov 2010.
  42. Beck, Thorsten & Colciago, Andrea & Pfajfar, Damjan, 2014. "The role of financial intermediaries in monetary policy transmission," Journal of Economic Dynamics and Control, Elsevier, vol. 43(C), pages 1-11.
  43. Karl Walentin & Guido Lorenzoni & Dan Cao, 2013. "Financial Frictions, Investment and Tobin’s q," 2013 Meeting Papers 634, Society for Economic Dynamics.
  44. José A Carrasco-Gallego & Margarita Rubio, 2013. "Macroprudential Measures, Housing Markets and Monetary Policy," Discussion Papers 2013/05, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
  45. Caterina Mendicino, 2005. "Credit Market Development, Asset Prices and Business Cycle," Money Macro and Finance (MMF) Research Group Conference 2005 74, Money Macro and Finance Research Group.
  46. Javier Andrés & José E. Boscá & Javier Ferri, 2011. "Household debt and labour market fluctuations," Banco de Espa�a Working Papers 1129, Banco de Espa�a.
  47. Richard Disney & Sarah Bridges & John Gathergood, 2006. "Housing Wealth and Household Indebtedness: Is there a Household 'Financial Accelerator'?," Working Papers 2006/12, Czech National Bank, Research Department.
  48. Kuang, Pei, 2014. "A model of housing and credit cycles with imperfect market knowledge," European Economic Review, Elsevier, vol. 70(C), pages 419-437.
  49. Ichiro Fukunaga & Masashi Saito, 2009. "Asset Prices and Monetary Policy," IMES Discussion Paper Series 09-E-21, Institute for Monetary and Economic Studies, Bank of Japan.
  50. Yu Ren & Yufei Yuan, 2014. "Why the Housing Sector Leads the Whole Economy: The Importance of Collateral Constraints and News Shocks," The Journal of Real Estate Finance and Economics, Springer, vol. 48(2), pages 323-341, February.
  51. Francesco FURLANETTO, 2008. "Does Monetary Policy React to Asset Prices? Some International Evidence," Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP) 08.02, Université de Lausanne, Faculté des HEC, DEEP.
  52. Christiano, Lawrence & Rostagno, Massimo & Motto, Roberto, 2010. "Financial factors in economic fluctuations," Working Paper Series 1192, European Central Bank.
  53. 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.
  54. Gregory Elliehausen & Min Hwang, 2010. "Mortgage contract choice in subprime mortgage markets," Finance and Economics Discussion Series 2010-53, Board of Governors of the Federal Reserve System (U.S.).
  55. Nao Sudo, 2012. "Sectoral Comovement, Monetary Policy Shocks, and Input–Output Structure," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(6), pages 1225-1244, 09.
  56. Matteo Iacoviello & Stefano Neri, 2010. "Housing Market Spillovers: Evidence from an Estimated DSGE Model," American Economic Journal: Macroeconomics, American Economic Association, vol. 2(2), pages 125-64, April.
  57. Kühl, Michael, 2014. "Mitigating financial stress in a bank-financed economy: Equity injections into banks or purchases of assets?," Discussion Papers 19/2014, Deutsche Bundesbank, Research Centre.
  58. Hideaki Hirata & M. Ayhan Kose & Christopher Otrok & Marco E. Terrones, 2012. "Global House Price Fluctuations: Synchronization and Determinants," NBER Chapters, in: NBER International Seminar on Macroeconomics 2012, pages 119-166 National Bureau of Economic Research, Inc.
  59. Monacelli, Tommaso, 2006. "New Keynesian Models, Durable Goods and Collateral Constraints," CEPR Discussion Papers 5916, C.E.P.R. Discussion Papers.
  60. Paul Castillo & Cesar Carrera & Marco Ortiz & Hugo Vega, 2014. "Spillovers, capital flows and prudential regulation in small open economies," Working Papers 2014-10, Peruvian Economic Association.
  61. Darracq Pariès, Matthieu & Notarpietro, Alessandro, 2008. "Monetary policy and housing prices in an estimated DSGE for the US and the euro area," Working Paper Series 0972, European Central Bank.
  62. Belke, Ansgar & Orth, Walter & Setzer, Ralph, 2010. "Liquidity and the dynamic pattern of asset price adjustment: A global view," Journal of Banking & Finance, Elsevier, vol. 34(8), pages 1933-1945, August.
  63. Song, In Ho, 2010. "House Prices and Consumption," MPRA Paper 27481, University Library of Munich, Germany.
  64. Scott Davis & Kevin X.D. Huang, 2011. "Optimal monetary policy under financial sector risk," Globalization and Monetary Policy Institute Working Paper 85, Federal Reserve Bank of Dallas.
  65. Alejandro Justiniano & Giorgio Primiceri & Andrea Tambalotti, 2013. "Household leveraging and deleveraging," Staff Reports 602, Federal Reserve Bank of New York.
  66. Jennifer La'O, 2010. "Collateral Constraints and Noisy Fluctuations," 2010 Meeting Papers 780, Society for Economic Dynamics.
  67. Muellbauer, John & Murphy, Janine Aron & Ant & Aron, Janine & Murphy, Anthony, 2007. "Housing Wealth, Credit Conditions and Consumption," ERES eres2007_257, European Real Estate Society (ERES).
  68. W. Douglas McMillin & James S. Fackler, . "Bernanke vs. Taylor: A Post Mortem (revised August 2014)," Departmental Working Papers 2013-07, Department of Economics, Louisiana State University.
  69. Viktor Dorofeenko & Gabriel S. Lee & Kevin D. Salyer, 2011. "Rationale Erklärungen für Immobilienpreis‐Bubbles: Die Auswirkungen von Risikoschocks auf die Wohnimmobilienpreisvolatilität und die Volatilität von Investitionen in Wohnimmobilien," Perspektiven der Wirtschaftspolitik, Verein für Socialpolitik, vol. 12(2), pages 151-169, 05.
  70. Jae Won Lee, 2010. "Monetary Policy with Heterogeneous Households and Financial Frictions," 2010 Meeting Papers 1021, Society for Economic Dynamics.
  71. R. P. Agenor & K. Alper & L. Pereira da Silva, 2013. "Capital Regulation, Monetary Policy, and Financial Stability," International Journal of Central Banking, International Journal of Central Banking, vol. 9(3), pages 198-243, September.
  72. Grigoryan, Aleksandr, 2011. "Interaction between monetary policy and income inequality in a deposits market," MPRA Paper 43555, University Library of Munich, Germany, revised 2012.
  73. Lambertini, Luisa & Mendicino, Caterina & Punzi, Maria Teresa, 2010. "Expectations-Driven Cycles in the Housing Market," MPRA Paper 26128, University Library of Munich, Germany.
  74. Kazuo Nishimura & Carine Nourry & Thomas Seegmuller & Alain Venditti, 2014. "On the (de)Stabilizing Effect of Public Debt In a Ramsey Model with Heterogeneous Agents," Discussion Paper Series DP2014-03, Research Institute for Economics & Business Administration, Kobe University.
  75. S. Viswanathan & Adriano A. Rampini, 2008. "Collateral, Financial Intermediation, and the Distribution of Debt Capacity," 2008 Meeting Papers 116, Society for Economic Dynamics.
  76. Daniele Coen-Pirani, . "Understanding Gross Workers Flows Across U.S. States," GSIA Working Papers 2006-E68, Carnegie Mellon University, Tepper School of Business.
  77. Meixing Dai & Frédéric Dufourt & Qiao Zhang, 2013. "Large Scale Asset Purchases with segmented mortgage and corporate loan markets," Working Papers of BETA 2013-20, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
  78. Zheng Liu & Pengfei Wang & Tao Zha, 2010. "Do credit constraints amplify macroeconomic fluctuations?," Working Paper 2010-01, Federal Reserve Bank of Atlanta.
  79. Abo-Zaid, Salem, 2013. "On credit frictions as labor–income taxation," Economics Letters, Elsevier, vol. 118(2), pages 287-292.
  80. Hylton Hollander & Guangling Liu, 2013. "The equity price channel in a New-Keynesian DSGE model with financial frictions and banking," Working Papers 16/2013, Stellenbosch University, Department of Economics, revised 2014.
  81. Lombardo, Giovanni & McAdam, Peter, 2012. "Financial market frictions in a model of the euro area," Working Paper Series 1423, European Central Bank.
  82. Li, Wenli & Liu, Haiyong & Yao, Rui, 2009. "Housing over time and over the life cycle: a structural estimation," Working Papers 09-7, Federal Reserve Bank of Philadelphia.
  83. Patrick A. Pintus & Jacek Suda, 2013. "Learning Financial Shocks and the Great Recession," AMSE Working Papers 1333, Aix-Marseille School of Economics, Marseille, France, revised 05 Jun 2013.
  84. Michał Brzoza‐Brzezina & Marcin Kolasa, 2013. "Bayesian Evaluation of DSGE Models with Financial Frictions," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(8), pages 1451-1476, December.
  85. Edouard Challe & Xavier Ragot, 2013. "Precautionary Saving over the Business Cycle," PSE Working Papers hal-00843150, HAL.
  86. repec:hal:journl:halshs-00706777 is not listed on IDEAS
  87. Ren, Yu & Yuan, Yufei & Zhang, Yang, 2014. "Human capital, household capital and asset returns," Journal of Banking & Finance, Elsevier, vol. 42(C), pages 11-22.
  88. Mertens, Karel & Ravn, Morten O, 2011. "Credit Channels in a Liquidity Trap," CEPR Discussion Papers 8322, C.E.P.R. Discussion Papers.
  89. Xiao, Wei, 2013. "Learning about monetary policy rules when the housing market matters," Journal of Economic Dynamics and Control, Elsevier, vol. 37(3), pages 500-515.
  90. Voigtländer, Michael, 2012. "The Stability of the German Housing Market," MPRA Paper 43315, University Library of Munich, Germany.
  91. Nikolay Hristov & Oliver Hülsewig & Timo Wollmershäuser, 2010. "Financial Frictions and Inflation Differentials in a Monetary Union," CESifo Working Paper Series 3235, CESifo Group Munich.
  92. Derviz, Alexis, 2013. "Bubbles, bank credit and macroprudential policies," Working Paper Series 1551, European Central Bank.
  93. Sandra Gomes & P. Jacquinot & M. Pisani, 2010. "The EAGLE. A model for policy analysis of macroeconomic interdependence in the euro area," Working Papers w201006, Banco de Portugal, Economics and Research Department.
  94. Vittorio Peretti & Rangan Gupta & Roula Inglesi-Lotz, 2012. "Do House Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-Varying Vector Autoregressive Model," Working Papers 201216, University of Pretoria, Department of Economics.
  95. PIROVANO, Mara, 2013. "Household and firm leverage, capital flows and monetary policy in a small open economy," Working Papers 2013014, University of Antwerp, Faculty of Applied Economics.
  96. Frank Smets & Kai Christoffel & Günter Coenen & Roberto Motto & Massimo Rostagno, 2010. "DSGE models and their use at the ECB," SERIEs, Spanish Economic Association, vol. 1(1), pages 51-65, March.
  97. Ester Faia & Eleni Iliopulos, 2010. "Financial Globalization, Financial Frictions and Optimal Monetary Policy," Kiel Working Papers 1639, Kiel Institute for the World Economy.
  98. Sunel, Enes, 2010. "On inflation, wealth inequality and welfare in emerging economies," MPRA Paper 25943, University Library of Munich, Germany.
  99. Nan-Kuang Chen & Yu-Hsi Chou & Jyh-Lin Wu, 2013. "Credit Constraint and the Asymmetric Monetary Policy Effect on House Prices," Pacific Economic Review, Wiley Blackwell, vol. 18(4), pages 431-455, October.
  100. Wang, Ping & Xie, Danyang, 2014. "Housing Dynamics: Theory Behind Empirics," MPRA Paper 59057, University Library of Munich, Germany.
  101. Tommaso Monacelli, 2008. "Optimal Monetary Policy with Collateralized Household Debt and Borrowing Constraints," NBER Chapters, in: Asset Prices and Monetary Policy, pages 103-146 National Bureau of Economic Research, Inc.
  102. Caterina Mendicino & Andrea Pescatori, 2004. "Credit Frictions, housing prices and optimal monetary policy Rules," Departmental Working Papers of Economics - University 'Roma Tre' 0042, Department of Economics - University Roma Tre.
  103. Beaudry, Paul & Portier, Franck, 2013. "News Driven Business Cycles: Insights and Challenges," CEPR Discussion Papers 9624, C.E.P.R. Discussion Papers.
  104. Filipa Sá & Tomasz Wieladek, 2011. "Monetary policy, capital inflows, and the housing boom," Globalization and Monetary Policy Institute Working Paper 80, Federal Reserve Bank of Dallas.
  105. Ander Pérez Orive, 2010. "Credit constraints, firms' precautionary investment and the business cycle," Economics Working Papers 1237, Department of Economics and Business, Universitat Pompeu Fabra, revised Nov 2012.
  106. Fabia A. de Carvalho & Marcos R. Castro & Silvio M. A. Costa, 2014. "Traditional and matter-of-fact financial frictions in a DSGE model for Brazil: the role of macroprudential instruments and monetary policy," BIS Working Papers 460, Bank for International Settlements.
  107. Muellbauer, John, 2008. "Housing, Credit and Consumer Expenditure," CEPR Discussion Papers 6782, C.E.P.R. Discussion Papers.
  108. Gregor W. Smith, 2006. "The Spectre of Deflation: A Review of Empirical Evidence," Working Papers 1086, Queen's University, Department of Economics.
  109. Kevin X.D. Huang & Zheng Liu & John Q. Zhu, 2007. "Temptation and Self-Control: Some Evidence and Applications," Vanderbilt University Department of Economics Working Papers 0711, Vanderbilt University Department of Economics.
  110. Silvana Tenreyro & Vincent Sterk, 2014. "The Transmission of Monetary Policy Operations through Redistributions and Durable Purchases," 2014 Meeting Papers 76, Society for Economic Dynamics.
  111. Guangling (Dave) Liu & Nkhahle E. Seeiso, 2011. "Business Cycle and Bank Capital Regulation: Basel II Procyclicality," Working Papers 221, Economic Research Southern Africa.
  112. Michał Brzoza-Brzezina & Pascal Jacquinot & Marcin Kolasa, 2011. "Can we prevent boom-bust cycles during euro area accession?," National Bank of Poland Working Papers 79, National Bank of Poland, Economic Institute.
  113. Stolbov, M., 2012. "Financial Accelerator Theory and the Russian Mortgage Market," Journal of the New Economic Association, New Economic Association, vol. 13(1), pages 79-98.
  114. Nan-Kuang Chen & Charles Leung, 2008. "Asset Price Spillover, Collateral and Crises: with an Application to Property Market Policy," The Journal of Real Estate Finance and Economics, Springer, vol. 37(4), pages 351-385, November.
  115. Sandra Gomes & Caterina Mendicino, 2011. "Housing Market Dynamics: Any News?," Working Papers w201121, Banco de Portugal, Economics and Research Department.
  116. Gregory deWalque & Olivier Pierrard & Abdelaziz Rouabah, 2010. "Financial (In)Stability, Supervision and Liquidity Injections: A Dynamic General Equilibrium Approach," Economic Journal, Royal Economic Society, vol. 120(549), pages 1234-1261, December.
  117. Sa, Filipa & Towbin, Pascal & wieladek, tomasz, 2011. "Low interest rates and housing booms: the role of capital inflows, monetary policy and financial innovation," Bank of England working papers 411, Bank of England.
  118. Milcheva, Stanimira, 2012. "Monetary policy, financial intermediation, current account and housing market - how do they fit together?," ERES eres2012_151, European Real Estate Society (ERES).
  119. Prieto, Esteban & Eickmeier, Sandra & Marcellino, Massimiliano, 2013. "Time variation in macro-financial linkages," Discussion Papers 13/2013, Deutsche Bundesbank, Research Centre.
  120. Schmidt, Sebastian & Wieland, Volker, 2012. "The new keynesian approach to dynamic general equilibrium modeling: Models, methods, and macroeconomic policy evaluation," IMFS Working Paper Series 52, Institute for Monetary and Financial Stability (IMFS), Goethe University Frankfurt.
  121. Dorofeenko, Victor & Lee, Gabriel S. & Salyer, Kevin D., 2010. "Risk Shocks and Housing Markets," Economics Series 249, Institute for Advanced Studies.
  122. Thepthida Sopraseuth & Eleni Iliopulos, 2012. "L'intermédiation financière dans l'analyse macroéconomique : le défi de la crise," Économie et Statistique, Programme National Persée, vol. 451(1), pages 91-130.
  123. Hippolyte D'Albis & Eleni Iliopulos, 2013. "Collateral constraints and rental markets," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00964867, HAL.
  124. Atif Mian & Amir Sufi, 2014. "House Price Gains and U.S. Household Spending from 2002 to 2006," NBER Working Papers 20152, National Bureau of Economic Research, Inc.
  125. Francisco RUGE-MURCIA, 2014. "Indirect Inference Estimation of Nonlinear Dynamic General Equilibrium Models : With an Application to Asset Pricing under Skewness Risk," Cahiers de recherche 15-2014, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  126. Venky Venkateswaran & Randall Wright, 2013. "Pledgability and Liquidity: A New Monetarist Model of Financial and Macroeconomic Activity," NBER Working Papers 19009, National Bureau of Economic Research, Inc.
  127. Morris A. Davis & Stijn Van Nieuwerburgh, 2014. "Housing, Finance and the Macroeconomy," NBER Working Papers 20287, National Bureau of Economic Research, Inc.
  128. KOBAYASHI Keiichiro & NUTAHARA Kengo, 2008. "Nominal Rigidities, News-Driven Business Cycles, and Monetary Policy," Discussion papers 08018, Research Institute of Economy, Trade and Industry (RIETI).
  129. Camilo E Tovar, 2008. "DSGE models and central banks," BIS Working Papers 258, Bank for International Settlements.
  130. Hilberg, Björn & Hollmayr, Josef, 2011. "Asset prices, collateral and unconventional monetary policy in a DSGE model," Working Paper Series 1373, European Central Bank.
  131. Mandell, Svante & Song, Han-Suck & Warsame, Abukar & Wilhelmsson, Mats, 2011. "Bank Lending and House Prices in Sweden 1992-2010," ERES eres2011_91, European Real Estate Society (ERES).
  132. Bjørnar Karlsen Kivedal, 2012. "A DSGE Model with Housing in the Cointegrated VAR Framework," Working Paper Series 12712, Department of Economics, Norwegian University of Science and Technology.
  133. Brzoza-Brzezina, Michał & Kolasa, Marcin & Makarski, Krzysztof, 2015. "Macroprudential policy and imbalances in the euro area," Journal of International Money and Finance, Elsevier, vol. 51(C), pages 137-154.
  134. Afonso, António & Sousa, Ricardo M., 2011. "What are the effects of fiscal policy on asset markets?," Economic Modelling, Elsevier, vol. 28(4), pages 1871-1890, July.
  135. Eric Mayer & Johannes Gareis, 2013. "What Drives Ireland’s Housing Market? A Bayesian DSGE Approach," Open Economies Review, Springer, vol. 24(5), pages 919-961, November.
  136. Christophe Andre & Rangan Gupta & Patrick T. Kanda, 2012. "Do House Prices Impact Consumption and Interest Rate? Evidence from OECD Countries using an Agnostic Identification Procedure," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, vol. 58(1), pages 19-70.
  137. Gete, Pedro, 2009. "Housing Markets and Current Account Dynamics," MPRA Paper 20957, University Library of Munich, Germany, revised 24 Feb 2010.
  138. Rinaldi, Laura & Sanchis-Arellano, Alicia, 2006. "Household debt sustainability: what explains household non-performing loans? An empirical analysis," Working Paper Series 0570, European Central Bank.
  139. Caterina Mendicino, 2009. "On the Amplification Role of Collateral Constraints," 2009 Meeting Papers 1013, Society for Economic Dynamics.
  140. Alexis DERVIZ, 2013. "Collateral Composition, Diversification Risk and Systematically Important Merchant Banks," Chapters of Financial Aspects of Recent Trends in the Global Economy book, in: Rajmund Mirdala (ed.), Financial Aspects of Recent Trends in the Global Economy, volume 2, chapter 2, pages 39-56 ASERS Publishing.
  141. Fair, Ray C., 2007. "Evaluating Inflation Targeting Using a Macroeconometric Model," Economics Discussion Papers 2007-14, Kiel Institute for the World Economy.
  142. Leung, Charles Ka Yui, 2014. "Error Correction Dynamics of House Prices: an Equilibrium Benchmark," MPRA Paper 55654, University Library of Munich, Germany.
  143. Paolo Gelain & Kevin J. Lansing & Caterina Mendicino, 2013. "House Prices, Credit Growth, and Excess Volatility: Implications for Monetary and Macroprudential Policy," International Journal of Central Banking, International Journal of Central Banking, vol. 9(2), pages 219-276, June.
  144. Federico Di Pace & Matthias S. Hertweck, 2012. "Labour Market Frictions, Monetary Policy and Durable Goods," Working Paper Series of the Department of Economics, University of Konstanz 2012-09, Department of Economics, University of Konstanz.
  145. Justiniano, Alejandro & Primiceri, Giorgio E & Tambalotti, Andrea, 2013. "The Effects of the Saving and Banking Glut on the U.S. Economy," CEPR Discussion Papers 9729, C.E.P.R. Discussion Papers.
  146. Dominic Quint & Pau Rabanal, 2014. "Monetary and Macroprudential Policy in an Estimated DSGE Model of the Euro Area," International Journal of Central Banking, International Journal of Central Banking, vol. 10(2), pages 169-236, June.
  147. Pei Kuang, 2013. "Imperfect Knowledge about Asset Prices and Credit Cycles," Discussion Papers 13-02, Department of Economics, University of Birmingham.
  148. Gunes Kamber & Christie Smith & Christoph Thoenissen, 2012. "Financial frictions and the role of investment specific technology shocks in the business cycle," CAMA Working Papers 2012-30, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  149. José A Carrasco-Gallego & Margarita Rubio, 2013. "Macroprudential and Monetary Policies: Implications for Financial Stability and Welfare," Discussion Papers 2013/04, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
  150. Rangan Gupta & Marius Jurgilas & Alain Kabundi, 2009. "The Effect Of Monetary Policy On Real House Price Growth In South Africa: A Factor Augmented Vector Autoregression (Favar) Approach," Working Papers 200905, University of Pretoria, Department of Economics.
  151. James Yetman & Michael B. Devereux, 2010. "leverage constraints and the international transmission of shocks," 2010 Meeting Papers 1341, Society for Economic Dynamics.
  152. Kirstin Hubrich, 2012. "Comment on "Global House Price Fluctuations: Synchronization and Determinants"," NBER Chapters, in: NBER International Seminar on Macroeconomics 2012, pages 167-173 National Bureau of Economic Research, Inc.
  153. Setzer, Ralph & van den Noord, Paul & Wolff, Guntram B., 2010. "Heterogeneity in money holdings across euro area countries: The role of housing," Discussion Paper Series 1: Economic Studies 2010,04, Deutsche Bundesbank, Research Centre.
  154. Jeffrey R. Campbell & Zvi Hercowitz, 2004. "The role of households' collateralized debts in macroeconomic stabilization," Working Paper Series WP-04-24, Federal Reserve Bank of Chicago.
  155. Zhang, Yanbing & Hua, Xiuping & Zhao, Liang, 2012. "Exploring determinants of housing prices: A case study of Chinese experience in 1999–2010," Economic Modelling, Elsevier, vol. 29(6), pages 2349-2361.
  156. Ilhyock Shim & Goetz von Peter, 2007. "Distress selling and asset market feedback," BIS Working Papers 229, Bank for International Settlements.
  157. Tatiana Kirsanova & Jack Rogers, 2013. "Fixed versus Variable Rate Debt Contracts and Optimal Monetary Policy," Discussion Papers 1306, Exeter University, Department of Economics.
  158. Leonardo Gambacorta & Federico M. Signoretti, 2013. "Should monetary policy lean against the wind? An analysis based on a DSGE model with banking," Temi di discussione (Economic working papers) 921, Bank of Italy, Economic Research and International Relations Area.
  159. Michał Brzoza-Brzezina & Marcin Kolasa & Krzysztof Makarski, 2011. "The anatomy of standard DSGE models with financial frictions," National Bank of Poland Working Papers 80, National Bank of Poland, Economic Institute.
  160. Kwang Hwan Kim & Joonseok Oh, 2014. "Collateral Constraints, Sticky Wages, and Monetary Policy," Working papers 2014rwp-63, Yonsei University, Yonsei Economics Research Institute.
  161. Chatelain, Jean-Bernard & Ralf, Kirsten, 2012. "The failure of financial macroeconomics and what to do about it," MPRA Paper 38474, University Library of Munich, Germany.
  162. Ikeda, Daisuke & Saito, Masashi, 2014. "The effects of demographic changes on the real interest rate in Japan," Japan and the World Economy, Elsevier, vol. 32(C), pages 37-48.
  163. Vincenzo Quadrini, 2011. "Financial frictions in macroeconomic fluctations," Economic Quarterly, Federal Reserve Bank of Richmond, issue 3Q, pages 209-254.
  164. Eleni Iliopulos & Thepthida Sopraseuth, 2011. "L'intermédiation financière dans l'analyse macroéconomique : Le défi de la crise," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00613188, HAL.
  165. Jordi Galí & Mark Gertler, 2007. "Macroeconomic modeling for monetary policy evaluation," Economics Working Papers 1039, Department of Economics and Business, Universitat Pompeu Fabra, revised Jul 2007.
  166. Makoto Nakajima, 2013. "Monetary Policy with Heterogeneous Agents," 2013 Meeting Papers 356, Society for Economic Dynamics.
  167. Bahadir, Berrak & Mykhaylova, Olena, 2014. "Housing market dynamics with delays in the construction sector," Journal of Housing Economics, Elsevier, vol. 26(C), pages 94-108.
  168. Besley, Timothy & Meads, Neil & Surico, Paolo, 2008. "Household External Finance and Consumption," Discussion Papers 25, Monetary Policy Committee Unit, Bank of England.
  169. Zhang, Hewitt & Hu, Yannan & Hu, Bo, 2012. "House-price crash and macroeconomic crisis: a Hong Kong case study," MPRA Paper 35534, University Library of Munich, Germany.
  170. Charles Leung & Dandan Feng, 2005. "What Drives the Property Price-Trading Volume Correlation? Evidence from a Commercial Real Estate Market," The Journal of Real Estate Finance and Economics, Springer, vol. 31(2), pages 241-255, September.
  171. Vlieghe, Gertjan W, 2007. "Imperfect credit markets: implications for monetary policy," MPRA Paper 12957, University Library of Munich, Germany.
  172. Athanasios Orphanides & Volker Wieland, 2013. "Complexity and Monetary Policy," International Journal of Central Banking, International Journal of Central Banking, vol. 9(1), pages 167-204, January.
  173. 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.
  174. Sami Alpanda & Gino Cateau & Cesaire Meh, 2014. "A policy model to analyze macroprudential regulations and monetary policy," BIS Working Papers 461, Bank for International Settlements.
  175. Hashmat Khan & Abeer Reza, 2013. "House Prices, Consumption, and Government Spending Shocks," Carleton Economic Papers 13-10, Carleton University, Department of Economics.
  176. Carlos Garriga & Finn E. Kydland & Roman Šustek, 2013. "Mortgages and Monetary Policy," Discussion Papers 1306, Centre for Macroeconomics (CFM).
  177. Angelini, Paolo & Neri, Stefano & Panetta, Fabio, 2012. "Monetary and macroprudential policies," Working Paper Series 1449, European Central Bank.
  178. Sinclair, Peter & Sun, Lixn, 2014. "A DSGE Model for China’s Monetary and Macroprudential Policies," MPRA Paper 62580, University Library of Munich, Germany.
  179. Peter N. Ireland, 2011. "A New Keynesian Perspective on the Great Recession," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(1), pages 31-54, 02.
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  181. Javier Andrés & Oscar Arce, 2012. "Banking Competition, Housing Prices and Macroeconomic Stability," Economic Journal, Royal Economic Society, vol. 122(565), pages 1346-1372, December.
  182. Kai Carstensen & Oliver Hülsewig & Timo Wollmershäuser, 2009. "Monetary Policy Transmission and House Prices: European Cross-country Evidence," CESifo Working Paper Series 2750, CESifo Group Munich.
  183. Matteo Iacoviello, 2006. "Household Debt and Income Inequality, 1963-2003," 2006 Meeting Papers 585, Society for Economic Dynamics.
  184. Mauro Napoletano & Jean-Luc Gaffard & Zakaria Babutsidze, 2012. "Agent Based Models A New Tool for Economic and Policy Analysis: A New Tool for Economic and Policy Analysis," Sciences Po publications 3, Sciences Po.
  185. Yi Jin & Charles K.Y. Leung & Zhixiong Zeng, 2012. "Real Estate, the External Finance Premium and Business Investment: A Quantitative Dynamic General Equilibrium Analysis," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 40(1), pages 167-195, 03.
  186. Michał Rubaszek & Marcin Kolasa, 2013. "Forecasting with DSGE models with financial frictions," EcoMod2013 5100, EcoMod.
  187. Zhicheng Zhou & Prapatchon Jariyapan, 2013. "The impact of macroeconomic policies to real estate market in People's Republic of China," The Empirical Econometrics and Quantitative Economics Letters, Faculty of Economics, Chiang Mai University, vol. 2(3), pages 75 - 92, September.
  188. Ozdagli, Ali K., 2014. "Financial frictions and the reaction of stock prices to monetary policy shocks," Working Papers 14-6, Federal Reserve Bank of Boston.
  189. Frantisek Brazdik & Michal Hlavacek & Ales Marsal, 2011. "Survey of Research on Financial Sector Modeling within DSGE Models: What Central Banks Can Learn from It," Research and Policy Notes 2011/03, Czech National Bank, Research Department.
  190. Emmanuel De Veirman & Ashley Dunstan, 2011. "Time-varying returns, intertemporal substitution and cyclical variation in consumption," Reserve Bank of New Zealand Discussion Paper Series DP2011/05, Reserve Bank of New Zealand.
  191. Thomas Philippon & Virgiliu Midrigan, 2011. "Household Leverage and the Recession," NBER Working Papers 16965, National Bureau of Economic Research, Inc.
  192. Stefano NERI & Luca SESSA & Federico SIGNORETTI & Andrea GERALI, 2009. "Credit and Banking in a DSGE model," 2009 Meeting Papers 586, Society for Economic Dynamics.
  193. Fajar Oktiyanto & Harmanta & Nur M. Adhi Purwanto & Aditya Rachmanto, 2014. "Monetary Macroprudential Policy Mix under Financial Frictions Mechanism with DSGE Model," EcoMod2014 6840, EcoMod.
  194. Taylor, John B. & Wieland, Volker, 2012. "Surprising comparative properties of monetary models: Results from a new model database," IMFS Working Paper Series 66, Institute for Monetary and Financial Stability (IMFS), Goethe University Frankfurt.
  195. Jarrow, Robert A., 2014. "Financial crises and economic growth," The Quarterly Review of Economics and Finance, Elsevier, vol. 54(2), pages 194-207.
  196. Wendy Nyakabawo & Stephen M. Miller & Mehmet Balcilar & Sonali Das & Rangan Gupta, 2013. "Temporal Causality between House Prices and Output in the U. S.: A Bootstrap Rolling-Window Approach," Working Papers 201329, University of Pretoria, Department of Economics.
  197. Milcheva, Stanimira, 2013. "A bank lending channel or a credit supply shock?," Journal of Macroeconomics, Elsevier, vol. 37(C), pages 314-332.
  198. pengfei Wang & Tao Zha & Zheng Liu, 2012. "Land-Price Dynamics and Macroeconomic Fluctuations," 2012 Meeting Papers 85, Society for Economic Dynamics.
  199. Tony Hall & Jan Jacobs & Adrian Pagan, . "Macro-Econometric System Modelling @75," NCER Working Paper Series 95, National Centre for Econometric Research.
  200. Chen, Nan-Kuang & Chen, Shiu-Sheng & Chou, Yu-Hsi, 2010. "House prices, collateral constraint, and the asymmetric effect on consumption," Journal of Housing Economics, Elsevier, vol. 19(1), pages 26-37, March.
  201. Bertrand Gruss & Silvia Sgherri, 2009. "The Volatility Costs of Procyclical Lending Standards: An Assessment Using a DSGE Model," Economics Working Papers ECO2009/07, European University Institute.
  202. Dario Caldara & Richard Harrison & Anna Lipinska, 2012. "Practical tools for policy analysis in DSGE models with missing channels," Finance and Economics Discussion Series 2012-72, Board of Governors of the Federal Reserve System (U.S.).
  203. Bezemer, Dirk & Grydaki, Maria, 2013. "Debt and the U.S. Great Moderation," MPRA Paper 47399, University Library of Munich, Germany.
  204. Brzoza-Brzezina, Michał & Makarski, Krzysztof & Wesołowski, Grzegorz, 2014. "Would it have paid to be in the eurozone?," Economic Modelling, Elsevier, vol. 41(C), pages 66-79.
  205. Dreger, Christian & Kholodilin, Konstantin A., 2012. "An early warning system to predict the speculative house price bubbles," Economics Discussion Papers 2012-44, Kiel Institute for the World Economy.
  206. Javier Andrés & José Emilio Boscá & Javier Ferri, 2011. "Household Leverage and Fiscal Multipliers," Working Papers 1103, International Economics Institute, University of Valencia.
  207. Christian Hott, 2009. "Banks and Real Estate Prices," Working Papers 2009-08, Swiss National Bank.
  208. Enrique López & Andrés Salamanca, 2009. "El efecto riqueza de la vivienda en Colombia," COYUNTURA ECONÓMICA, FEDESARROLLO.
  209. Hajime Tomura, 2008. "A Model of Housing Boom and Bust in a Small Open Economy," Working Papers 08-9, Bank of Canada.
  210. Shin-Ichi Nishiyama, 2011. "How Important are Financial Shocks for the Canadian Business Cycle?," TERG Discussion Papers 276, Graduate School of Economics and Management, Tohoku University.
  211. Bulent Guler, . "Innovations in Information Technology and the Mortgage Market," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics.
  212. Aqib Aslam & Emiliano Santoro, 2008. "Bank Lending, Housing and Spreads," Discussion Papers 08-27, University of Copenhagen. Department of Economics, revised Nov 2008.
  213. Heeho Kim & SaeWoon Park & Sun Hye Lee, 2012. "House Price and Bank Lending in a Premium Submarket in Korea," International Real Estate Review, Asian Real Estate Society, vol. 15(1), pages 1-42.
  214. Bucher, Monika & Dietrich, Diemo & Hauck, Achim, 2013. "Implications of Bank Regulation for Credit Intermediation and Bank Stability: A Dynamic Perspective," Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79792, Verein für Socialpolitik / German Economic Association.
  215. Bjørnar Karlsen Kivedal, 2012. "Testing for rational bubbles in the housing market," Working Paper Series 13312, Department of Economics, Norwegian University of Science and Technology.
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  217. Dreger, Christian & Kholodilin, Konstantin A., 2013. "An early warning system to predict speculative house price bubbles," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy, vol. 7, pages 1-26.
  218. Mehmet Balcilar & Rangan Gupta & Zahra Shah, 2010. "An In-Sample and Out-of-Sample Empirical Investigation of the Nonlinearity in House Prices of South Africa," Working Papers 201008, University of Pretoria, Department of Economics.
  219. Margarta Rubio, 2014. "Rented vs. Owner-Occupied Housing and Monetary Policy," Discussion Papers 2014/09, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
  220. Gimeno, Ricardo & Martí­nez-Carrascal, Carmen, 2010. "The relationship between house prices and house purchase loans: The Spanish case," Journal of Banking & Finance, Elsevier, vol. 34(8), pages 1849-1855, August.
  221. Haizhen Lin & Jonathan D. Ketcham & James N. Rosenquest & Kosali Simon, 2013. "Financial Distress and Use of Mental Health Care: Evidence from Antidepressant Prescription Claims," Working Papers 2013-06, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy.
  222. Margarita Rubio, 2014. "Macroprudential Policy Implementation in a Heterogeneous Monetary Union," Discussion Papers 2014/03, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
  223. Ronny Mazzocchi, 2013. "Intertemporal Coordination Failure and Monetary Policy," DEM Discussion Papers 2013/15, Department of Economics and Management.
  224. Giorgio E. Primiceri & Ernst Schaumburg & Andrea Tambalotti, 2006. "Intertemporal Disturbances," NBER Working Papers 12243, National Bureau of Economic Research, Inc.
  225. Tomura, Hajime, 2010. "International capital flows and expectation-driven boom-bust cycles in the housing market," Journal of Economic Dynamics and Control, Elsevier, vol. 34(10), pages 1993-2009, October.
  226. Gunes Kamber & Christoph Thoenissen, 2011. "Financial intermediation and the international business cycle: The case of small countries with big banks," CDMA Working Paper Series 201108, Centre for Dynamic Macroeconomic Analysis.
  227. Alexis Derviz, 2012. "Financial frictions and real implications of macroprudential policies," Financial Markets and Portfolio Management, Springer, vol. 26(3), pages 333-368, September.
  228. Fratzscher, Marcel & Juvenal, Luciana & Sarno, Lucio, 2010. "Asset prices, exchange rates and the current account," European Economic Review, Elsevier, vol. 54(5), pages 643-658, July.
  229. Chakraborty, Suparna, 2006. "Amplifying Business Cycles through Credit Constraints," MPRA Paper 1808, University Library of Munich, Germany.
  230. Sterk, Vincent, 2010. "Credit frictions and the comovement between durable and non-durable consumption," Journal of Monetary Economics, Elsevier, vol. 57(2), pages 217-225, March.
  231. Rubio, Margarita, 2014. "Housing-market heterogeneity in a monetary union," Journal of International Money and Finance, Elsevier, vol. 40(C), pages 163-184.
  232. Daisuke Ikeda & Masashi Saito, 2012. "The Effects of Demographic Changes on the Real Interest Rate in Japan," Bank of Japan Working Paper Series 12-E-3, Bank of Japan.
  233. Benchimol, Jonathan, 2014. "Risk aversion in the Eurozone," Research in Economics, Elsevier, vol. 68(1), pages 39-56.
  234. Abo-Zaid, Salem, 2012. "Optimal labor-income tax volatility with credit frictions," MPRA Paper 47612, University Library of Munich, Germany, revised 14 Jun 2013.
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  236. Renée A. Fry & Vance L. Martin & Nicholas Voukelatos, 2010. "Overvaluation in Australian Housing and Equity Markets: Wealth Effects or Monetary Policy?," The Economic Record, The Economic Society of Australia, vol. 86(275), pages 465-485, December.
  237. Vega, Hugo, 2012. "Financial Frictions and the Interest-Rate Differential in a Dollarized Economy," Working Papers 2012-002, Banco Central de Reserva del Perú.
  238. E. Challe & J. Matheron & X. Ragot & M.F. Rubio-Ramirez, 2015. "Precautionary Saving and Aggregate Demand," Working papers 535, Banque de France.
  239. Strulik, Holger & Trimborn, Timo, 2014. "Natural disasters and macroeconomic performance: The role of residential investment," Center for European, Governance and Economic Development Research Discussion Papers 194 [rev.], University of Goettingen, Department of Economics.
  240. Césaire Meh & Kevin Moran, 2008. "The Role of Bank Capital in the Propagation of Shocks," Working Papers 08-36, Bank of Canada.
  241. Vítor Castro & Ricardo M. Sousa, 2010. "How Do Central Banks React to Wealth Composition and Asset Prices?," NIPE Working Papers 26/2010, NIPE - Universidade do Minho.
  242. Maria Christidou & Panagiotis Konstantinou, 2011. "Housing Market and the Transmission of Monetary Policy: Evidence from U.S. States," Discussion Paper Series 2011_14, Department of Economics, University of Macedonia, revised Sep 2011.
  243. Rodolfo Cermeño & María José Roa, 2013. "Desarrollo financiero, crecimiento y volatidad: Revisión de la literatura reciente," Documentos de Investigación - Research Papers 9, Centro de Estudios Monetarios Latinoamericanos, CEMLA.
  244. Bilbiie, Florin Ovidiu & Monacelli, Tommaso & Perotti, Roberto, 2012. "Public Debt and Redistribution with Borrowing Constraints," CEPR Discussion Papers 9088, C.E.P.R. Discussion Papers.
  245. Ester Faia & Tommaso Monacelli, 2005. "Optimal Monetary Policy Rules, Asset Prices and Credit Frictions," Working Papers 279, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  246. Alp Simsek & Anton Korinek, 2013. "Liquidity Trap and Excessive Leverage," 2013 Meeting Papers 1369, Society for Economic Dynamics.
  247. d’Albis, Hippolyte & Iliopulos, Eleni, 2013. "Collateral constraints and rental markets," Economics Letters, Elsevier, vol. 121(3), pages 436-439.
  248. Bofinger, Peter & Debes, Sebastian & Gareis, Johannes & Mayer, Eric, 2013. "Monetary policy transmission in a model with animal spirits and house price booms and busts," Journal of Economic Dynamics and Control, Elsevier, vol. 37(12), pages 2862-2881.
  249. Dufrénot, G. & Malik, S., 2010. "The changing role of house price dynamics over the business cycle," Working papers 309, Banque de France.
  250. Funke, Michael & Paetz, Michael, 2013. "Housing prices and the business cycle: An empirical application to Hong Kong," Journal of Housing Economics, Elsevier, vol. 22(1), pages 62-76.
  251. Aye, Goodness C. & Balcilar, Mehmet & Bosch, Adél & Gupta, Rangan, 2014. "Housing and the business cycle in South Africa," Journal of Policy Modeling, Elsevier, vol. 36(3), pages 471-491.
  252. Roberta Cardani & Alessia Paccagnini & Stefania Villa, 2015. "Forecasting in a DSGE Model with Banking Intermediation: Evidence from the US," Working Papers 292, University of Milano-Bicocca, Department of Economics, revised Feb 2015.
  253. Tommaso Trani, 2012. "Funding under Borrowing Limits in International Portfolios," IHEID Working Papers 01-2012, Economics Section, The Graduate Institute of International Studies, revised 14 Feb 2012.
  254. 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.
  255. Alexis Derviz, 2011. "Financial Frictions, Bubbles, and Macroprudential Policies," Working Papers 2011/04, Czech National Bank, Research Department.
  256. Hoffmann, Mathias & Krause, Michael U. & Laubach, Thomas, 2012. "Trend growth expectations and US house prices before and after the crisis," Discussion Papers 12/2012, Deutsche Bundesbank, Research Centre.
  257. Occhino Filippo & Pescatori Andrea, 2014. "Leverage, investment, and optimal monetary policy," The B.E. Journal of Macroeconomics, De Gruyter, vol. 14(1), pages 21, January.
  258. Ambrogio Cesa-Bianchi, 2012. "Housing Cycles and Macroeconomic Fluctuations: A Global Perspective," Research Department Publications 4810, Inter-American Development Bank, Research Department.
  259. Wen Yao, 2012. "International Business Cycles and Financial Frictions," Working Papers 12-19, Bank of Canada.
  260. Kajuth, Florian, 2010. "The role of liquidity constraints in the response of monetary policy to house prices," Journal of Financial Stability, Elsevier, vol. 6(4), pages 230-242, December.
  261. Tatiana Damjanovic & Sarunas Girdenas, 2013. "Should Central Bank respond to the Changes in the Loan to Collateral Value Ratio and in the House Prices?," Discussion Papers 1303, Exeter University, Department of Economics.
  262. Cheng, Lichao & Jin, Yi, 2013. "Asset prices, monetary policy, and aggregate fluctuations: An empirical investigation," Economics Letters, Elsevier, vol. 119(1), pages 24-27.
  263. Nutahara, Kengo, 2011. "Asset Prices, Nominal Rigidities, and Monetary Policy: Role of Price Indexation," MPRA Paper 29859, University Library of Munich, Germany.
  264. Ørjan Robstad, 2014. "House prices, credit and the effect of monetary policy in Norway: Evidence from Structural VAR Models," Working Paper 2014/05, Norges Bank.
  265. Bjørnland, Hilde C. & Jacobsen, Dag Henning, 2010. "The role of house prices in the monetary policy transmission mechanism in small open economies," Journal of Financial Stability, Elsevier, vol. 6(4), pages 218-229, December.
  266. Michał Gradzewicz & Krzysztof Makarski & Joanna Tyrowicz, 2013. "Do We Really Need to Start From Scratch? Economic Theory on Economic Crises," Working Papers 2013-17, Faculty of Economic Sciences, University of Warsaw.
  267. Lichao Cheng & Yi Jin & Zhixiong Zeng, 2011. "Asset Prices, Monetary Policy, and Aggregate Fluctuations: An Empirical Investigation," Monash Economics Working Papers 13-11, Monash University, Department of Economics.
  268. Tommaso Monacelli & Roberto Perotti, 2011. "Redistribution and the Multiplier," Working Papers 409, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  269. Verona , Fabio & Martins, Manuel M. F. & Drumond , Inês, 2013. "(Un)anticipated monetary policy in a DSGE model with a shadow banking system," Research Discussion Papers 4/2013, Bank of Finland.
  270. Paul Welfens, 2014. "Issues of modern macroeconomics: new post-crisis perspectives on the world economy," International Economics and Economic Policy, Springer, vol. 11(4), pages 481-527, December.
  271. Maria Teresa Punzi & Caterina Mendicino, 2014. "House Prices, Capital Inflows and Macroprudential Policy," Department of Economics Working Papers wuwp180, Vienna University of Economics and Business, Department of Economics.
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  273. Alejandro Justiniano & Northwestern University, 2006. "The Time Varying Volatility of Macroeconomic Fluctuations," Computing in Economics and Finance 2006 219, Society for Computational Economics.
  274. Lambertini, Luisa & Mendicino, Caterina & Punzi, Maria Teresa, 2013. "Expectation-driven cycles in the housing market: Evidence from survey data," Journal of Financial Stability, Elsevier, vol. 9(4), pages 518-529.
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  276. Ivan Jaccard, 2010. "Asset Pricing and Housing Supply in a Production Economy," 2010 Meeting Papers 605, Society for Economic Dynamics.
  277. Carlstrom, Charles T. & Fuerst, Timothy S. & Paustian, Matthias, 2013. "Privately optimal contracts and suboptimal outcomes in a model of agency costs," Working Paper 1239, Federal Reserve Bank of Cleveland, revised 01 Oct 2013.
  278. Jaromír Beneš & Kirdan Lees, 2010. "Multi-period fixed-rate loans, housing and monetary policy in small open economies," Reserve Bank of New Zealand Discussion Paper Series DP2010/03, Reserve Bank of New Zealand.
  279. Hyunduk Suh, 2012. "Dichotomy between macroprudential policy and monetary policy on credit and inflation," Working Papers 13-06, Federal Reserve Bank of Philadelphia.
  280. Sun, Xiaojin & Tsang, Kwok Ping, 2014. "Optimal interest rate rule in a DSGE model with housing market spillovers," Economics Letters, Elsevier, vol. 125(1), pages 47-51.
  281. Güneş Kamber & Christoph Thoenissen, 2013. "Financial exposure and the international transmission of financial shocks," Reserve Bank of New Zealand Discussion Paper Series DP2013/06, Reserve Bank of New Zealand.
  282. Cardarelli, Roberto & Elekdag, Selim & Lall, Subir, 2011. "Financial stress and economic contractions," Journal of Financial Stability, Elsevier, vol. 7(2), pages 78-97, June.
  283. Zhang, Yanbing & Hua, Xiuping & Zhao, Liang, 2011. "Monetary policy and housing prices; a case study of Chinese experience in 1999-2010," BOFIT Discussion Papers 17/2011, Bank of Finland, Institute for Economies in Transition.
  284. Michał Brzoza-Brzezina & Krzysztof Makarski, 2010. "Credit Crunch in a Small Open Economy," National Bank of Poland Working Papers 75, National Bank of Poland, Economic Institute.
  285. Luisa Lambertini & Caterina Mendicino & Maria Teresa Punzi, 2011. "Leaning Against Boom-Bust Cycles in Credit and Housing Prices," Working Papers 201101, Center for Fiscal Policy, Swiss Federal Institute of Technology Lausanne, revised Mar 2011.
  286. Assenza, T., 2007. "Borrowing Constraints, Multiple Equilibria and Monetary Policy," CeNDEF Working Papers 07-05, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  287. Karel Mertens & Morten Ravn, 2011. "The Research Agenda: Karel Mertens and Morten Ravn on Fiscal Policy, Anticipation Effects, Expectations and Crisis," EconomicDynamics Newsletter, Review of Economic Dynamics, vol. 12(2), April.
  288. Calza, Alessandro & Monacelli, Tommaso & Stracca, Livio, 2007. "Mortgage Markets, Collateral Constraints, and Monetary Policy: Do Institutional Factors Matter?," CEPR Discussion Papers 6231, C.E.P.R. Discussion Papers.
  289. Solomon, Bernard Daniel, 2010. "Firm leverage, household leverage and the business cycle," MPRA Paper 26504, University Library of Munich, Germany.
  290. Tomura, Hajime, 2013. "Heterogeneous beliefs and housing-market boom-bust cycles," Journal of Economic Dynamics and Control, Elsevier, vol. 37(4), pages 735-755.
  291. Suparna Chakraborty, 2005. "Real Estate Prices, Borrowing Constraints and Business Cycles -A Study of the Japanese Economy," Macroeconomics 0504012, EconWPA.
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  293. Rubén Hernández-Murillo & Michael T Owyang & Margarita Rubio, 2013. "Clustered Housing Cycles," Discussion Papers 2013/02, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
  294. Pagan, Adrian & Robinson, Tim, 2014. "Methods for assessing the impact of financial effects on business cycles in macroeconometric models," Journal of Macroeconomics, Elsevier, vol. 41(C), pages 94-106.
  295. Guido Lorenzoni, 2008. "Inefficient Credit Booms," Review of Economic Studies, Oxford University Press, vol. 75(3), pages 809-833.
  296. Laurent Clerc & Alexis Derviz & Caterina Mendicino & Stephane Moyen & Kalin Nikolov & Livio Stracca & Javier Suarez & Alexandro Vardulakis, 2014. "The 3D Model: a Framework to Assess Capital Regulation," Economic Bulletin and Financial Stability Report Articles, Banco de Portugal, Economics and Research Department.
  297. Oriol Aspachs-Bracons & Pau Rabanal, 2010. "The drivers of housing cycles in Spain," SERIEs, Spanish Economic Association, vol. 1(1), pages 101-130, March.
  298. Gregory Clark & Neil Cummins, 2010. "Malthus to Modernity: England’s First Fertility Transition, 1760-1800," Working Papers 1013, University of California, Davis, Department of Economics.
  299. Bian, Timothy Yang & Gete, Pedro, 2014. "What drives housing dynamics in China? a sign restrictions VAR approach," Globalization and Monetary Policy Institute Working Paper 193, Federal Reserve Bank of Dallas.
  300. repec:imf:imfwpa:14/129 is not listed on IDEAS
  301. Ian Christensen & Ali Dib, 2008. "The Financial Accelerator in an Estimated New Keynesian Model," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 11(1), pages 155-178, January.
  302. Jean-Bernard Chatelain & Kirsten Ralf, 2012. "The Failure of Financial Macroeconomics and What to Do About it," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00706777, HAL.
  303. Ebner, André, 2013. "A micro view on home equity withdrawal and its determinants: Evidence from Dutch households," Journal of Housing Economics, Elsevier, vol. 22(4), pages 321-337.
  304. Giacomo Carboni & Christoffer Kok & Matthieu Darrak Paries, 2014. "Exploring the Nexus Between Macro-Prudential Policies and Monetary Policy Measures: Evidence from an Estimated DSGE Model for the Euro Area," Working Papers BFI_2013-005, Becker Friedman Institute for Research In Economics.
  305. Sami Alpanda & Sarah Zubairy, 2014. "Addressing Household Indebtedness: Monetary, Fiscal or Macroprudential Policy?," Working Papers 14-58, Bank of Canada.
  306. repec:dgr:uvatin:20140141 is not listed on IDEAS
  307. Adrian Pagan, 2013. "Patterns and Their Uses," NCER Working Paper Series 96, National Centre for Econometric Research.
  308. Reza, Abeer, 2014. "Consumption response to investment shocks under financial frictions," Economics Letters, Elsevier, vol. 123(1), pages 50-53.
  309. repec:imf:imfwpa:09/100 is not listed on IDEAS
  310. Becsi, Zsolt & Li, Victor E. & Wang, Ping, 2013. "Credit mismatch and breakdown," European Economic Review, Elsevier, vol. 59(C), pages 109-125.
  311. Björn O. Meyer, 2014. "The Role of Sentiment in the Provision of Credit," Kiel Advanced Studies Working Papers 466, Kiel Institute for the World Economy.
  312. Ceyhun Elgin & Burak R. Uras, 2014. "Homeownership, Informality and the Transmission of Monetary Policy," Working Papers 2014/09, Bogazici University, Department of Economics.
  313. Alejandro Justiniano & Giorgio E. Primiceri, 2008. "The Time-Varying Volatility of Macroeconomic Fluctuations," American Economic Review, American Economic Association, vol. 98(3), pages 604-41, June.
  314. André Kallåk Anundsen & Christian Heebøll, 2015. "Supply Restrictions, Subprime Lending and Regional US House Prices," CESifo Working Paper Series 5236, CESifo Group Munich.
  315. Del Negro, Marco & Otrok, Christopher, 2007. "99 Luftballons: Monetary policy and the house price boom across U.S. states," Journal of Monetary Economics, Elsevier, vol. 54(7), pages 1962-1985, October.
  316. Fabio Kanczuk, 2012. "A Termometer for Macroprudential Policies," Working Papers, Department of Economics 2012_04, University of São Paulo (FEA-USP).
  317. Itay Goldstein & Assaf Razin, 2013. "Three Branches of Theories of Financial Crises," NBER Working Papers 18670, National Bureau of Economic Research, Inc.
  318. repec:imf:imfwpa:14/194 is not listed on IDEAS
  319. 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.
  320. Büyükkarabacak, Berrak & Mykhaylova, Olena, 2010. "Housing market dynamics and welfare," MPRA Paper 23322, University Library of Munich, Germany.
  321. repec:hal:wpaper:hal-00843150 is not listed on IDEAS
  322. Bruno Coric, 2011. "The financial accelerator effect: concept and challenges," Financial Theory and Practice, Institute of Public Finance, vol. 35(2), pages 171-196.
  323. Sunel, Enes, 2012. "Transitional Dynamics of Disinflation in a Small Open Economy with Heterogeneous Agents," MPRA Paper 39690, University Library of Munich, Germany.
  324. Zhang, Tongbin & Hu, Bo, 2011. "House-Price Crash and Macroeconomic Crisis: A Hong Kong Case Study," MPRA Paper 34962, University Library of Munich, Germany.
  325. Zanetti, Francesco, 2014. "Housing and relative risk aversion," Economics Letters, Elsevier, vol. 123(1), pages 23-25.
  326. Kilponen, Juha, 2009. "Euler consumption equation with non-separable preferences over consumption and leisure and collateral constraints," Research Discussion Papers 9/2009, Bank of Finland.
  327. Charles T Carlstrom & Timothy S Fuerst & Matthius Paustian, 2011. "Indexed debt contracts and the financial accelerator," Working Paper 1117, Federal Reserve Bank of Cleveland.
  328. Hirano, Tomohiro, 2009. "Financial Development and Amplification," MPRA Paper 16907, University Library of Munich, Germany.
  329. Ander Pérez Orive, 2010. "Credit Constraints, Firms' Precautionary Investment, and the Business Cycle," Working Papers 506, Barcelona Graduate School of Economics.
  330. Fernando Nieto, 2007. "The determinants of household credit in Spain," Banco de Espa�a Working Papers 0716, Banco de Espa�a.
  331. Nguyen, Quoc Hung, 2013. "Housing investment: What makes it so volatile? Theory and evidence from OECD countries," Journal of Housing Economics, Elsevier, vol. 22(3), pages 163-178.
  332. Chu, Shiou-Yen, 2013. "Credit frictions and consumption dynamics in an open economy," International Review of Economics & Finance, Elsevier, vol. 27(C), pages 250-260.
  333. Tsai, I-Chun, 2013. "The asymmetric impacts of monetary policy on housing prices: A viewpoint of housing price rigidity," Economic Modelling, Elsevier, vol. 31(C), pages 405-413.
  334. Claessens, Stijn & Kose, M. Ayhan & Terrones, Marco E., 2012. "How do business and financial cycles interact?," Journal of International Economics, Elsevier, vol. 87(1), pages 178-190.
  335. Tommaso Monacelli & Roberto Perotti, 2011. "Tax Cuts, Redistribution, and Borrowing Constraints," Working Papers 408, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  336. repec:wyi:journl:002170 is not listed on IDEAS
  337. Scott Davis, 2010. "The adverse feedback loop and the effects of risk in both the real and financial sectors," Globalization and Monetary Policy Institute Working Paper 66, Federal Reserve Bank of Dallas.
  338. Davis, Scott & Presno, Ignacio, 2014. "Capital controls as an instrument of monetary policy," Globalization and Monetary Policy Institute Working Paper 171, Federal Reserve Bank of Dallas.
  339. Javier Andrés & J.E. Boscá & Javier Ferri, 2014. "Instruments, rules and household debt: the effects of fiscal policy," Working Papers 1401, International Economics Institute, University of Valencia.
  340. Viktors Ajevskis & Kristine Vitola, 2011. "Housing and Banking in a Small Open Economy DSGE Model," Working Papers 2011/03, Latvijas Banka.
  341. repec:imf:imfwpa:11/103 is not listed on IDEAS
  342. Hamza Polattimur, 2013. "Housing, Collateral Constraints, and Fiscal Policy," Ekonomi-tek - International Economics Journal, Turkish Economic Association, vol. 2(2), pages 53-82, May.
  343. Tommaso Trani, 2011. "Trade in secured debt, adjustment in haircuts and international portfolios," IHEID Working Papers 13-2011, Economics Section, The Graduate Institute of International Studies.
  344. Jin, Yi & Zeng, Zhixiong, 2007. "Real estate and optimal public policy in a credit-constrained economy," Journal of Housing Economics, Elsevier, vol. 16(2), pages 143-166, June.
  345. Yunyong Thaicharoen & Sra Chuenchoksan & Ashvin Ahuja, 2007. "Big elephants in small ponds: Risk absorption, risk diversification and management of capital flows," Working Papers 2007-02, Economic Research Department, Bank of Thailand.
  346. Vega, Hugo & Vega, Marco, 2012. "Intermediación financiera y macroeconomía," Revista Moneda, Banco Central de Reserva del Perú, issue 150, pages 20-23.
  347. Eleni Iliopulos, 2008. "Collateral constraints, external imbalances and heterogeneous agents in a two-country world," Documents de recherche 08-12, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
  348. NUTAHARA Kengo, 2010. "Asset Prices and Monetary Policy in a Sticky-Price Economy with Financial Frictions," Discussion papers 10060, Research Institute of Economy, Trade and Industry (RIETI).
  349. Halvorsen, Jørn I. & Jacobsen, Dag Henning, 2014. "How important can bank lending shocks be for economic fluctuations?," The North American Journal of Economics and Finance, Elsevier, vol. 29(C), pages 104-123.
  350. repec:hal:journl:halshs-00497486 is not listed on IDEAS
  351. Sudipto Karmakar, 2013. "Macroprudential Regulation and Macroeconomic Activity," Working Papers w201317, Banco de Portugal, Economics and Research Department.
  352. Anton Korinek & Enrique G. Mendoza, 2013. "From Sudden Stops to Fisherian Deflation: Quantitative Theory and Policy Implications," NBER Working Papers 19362, National Bureau of Economic Research, Inc.
  353. Caterina Mendicino, 2006. "Credit Market and Macroeconomic Volatility," 2006 Meeting Papers 317, Society for Economic Dynamics.
  354. Gareis, Johannes & Mayer, Eric, 2013. "Euler equations and money market interest rates: The role of monetary policy and risk premium shocks," Economics Letters, Elsevier, vol. 120(1), pages 27-31.
  355. Christian Dreger & Konstantin A. Kholodilin, 2011. "An Early Warning System to Predict the House Price Bubbles," Discussion Papers of DIW Berlin 1142, DIW Berlin, German Institute for Economic Research.
  356. Bouchouicha, Ranoua & Ftiti, Zied, 2012. "Real estate markets and the macroeconomy: A dynamic coherence framework," Economic Modelling, Elsevier, vol. 29(5), pages 1820-1829.
  357. Rossana Merola, 2013. "The role of financial frictions in the 2007-2008 crisis: an estimated DSGE model," Working Papers Department of Economics 2013/08, ISEG - School of Economics and Management, Department of Economics, University of Lisbon.
  358. Airaudo, Marco & Cardani, Roberta & Lansing, Kevin J., 2013. "Monetary policy and asset prices with belief-driven fluctuations," Journal of Economic Dynamics and Control, Elsevier, vol. 37(8), pages 1453-1478.
  359. Mumtaz, Haroon & Surico, Paolo, 2011. "Estimating the Aggregate Consumption Euler Equation with State-Dependent Parameters," CEPR Discussion Papers 8233, C.E.P.R. Discussion Papers.
  360. Jagjit S. Chadha & Germana Corrado & Luisa Corrado, 2013. "Stabilisation Policy in a Model of Consumption, Housing Collateral and Bank Lending," Studies in Economics 1316, School of Economics, University of Kent.
  361. Yong Tu & Seow Ong & Ying Han, 2009. "Turnovers and Housing Price Dynamics: Evidence from Singapore Condominium Market," The Journal of Real Estate Finance and Economics, Springer, vol. 38(3), pages 254-274, April.
  362. Ramayandi, Arief & Rawat, Umang & Tang, Hsiao Chink, 2014. "Can Low Interest Rates be Harmful: An Assessment of the Bank Risk-Taking Channel in Asia," Working Papers on Regional Economic Integration 123, Asian Development Bank.
  363. Tiziana Assenza & Michele Berardi & Domenico Delli Gatti, 2011. "Was Bernanke Right? Targeting Asset Prices may not be a Good Idea after all," CESifo Working Paper Series 3641, CESifo Group Munich.
  364. Alessandro Spelta & Guido Ascari & Nicolò Pecora, 2012. "Boom and Burst in Housing Market with Heterogeneous Agents," Quaderni di Dipartimento 177, University of Pavia, Department of Economics and Quantitative Methods.
  365. Julia Lendvai & Werner Roeger, 2010. "External deficits in the Baltics 1995 to 2007: Catching up or imbalances," European Economy - Economic Papers 398, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
  366. Umar Faruqui & Samah Torchani, 2012. "How Important Are Liquidity Constraints for Canadian Households? Evidence from Micro-Data," Discussion Papers 12-9, Bank of Canada.
  367. Hilberg, Björn & Hollmayr, Josef, 2013. "Asset prices, collateral, and unconventional monetary policy in a DSGE model," Discussion Papers 36/2013, Deutsche Bundesbank, Research Centre.
  368. Hott, C., 2011. "Lending behavior and real estate prices," Journal of Banking & Finance, Elsevier, vol. 35(9), pages 2429-2442, September.
  369. Kristine Vitola & Ludmila Fadejeva, 2010. "Asset Prices and Financial Frictions in Monetary Transmission: The Case of Latvia," Working Papers 2010/03, Latvijas Banka.
  370. Dorofeenko, Victor & Lee, Gabriel S. & Salyer, Kevin D., 2014. "Risk shocks and housing supply: A quantitative analysis," Journal of Economic Dynamics and Control, Elsevier, vol. 45(C), pages 194-219.
  371. Caterina Mendicino, 2012. "Collateral Requirements: Macroeconomic Fluctuations and Macro-Prudential Policy," Working Papers w201211, Banco de Portugal, Economics and Research Department.
  372. repec:imf:imfwpa:13/209 is not listed on IDEAS
  373. Pei Kuang, 2013. "Imperfect Knowledge About Asset Prices and Credit Cycles," Discussion Papers 13-02r, Department of Economics, University of Birmingham.
  374. Richard McManus & F. Gulcin Ozkan & Dawid Trzeciakiewicz, 2014. "Who is afraid of austerity? The redistributive impact of fiscal policy in a DSGE framework," Discussion Papers 14/22, Department of Economics, University of York.
  375. Mora-Sanguinetti, Juan S. & Rubio, Margarita, 2014. "Recent reforms in Spanish housing markets: An evaluation using a DSGE model," Economic Modelling, Elsevier, vol. 44(S1), pages S42-S49.
  376. Massimiliano Pisani, 2011. "Financial Openness and Macroeconomic Instability in Emerging Market Economies," Open Economies Review, Springer, vol. 22(3), pages 501-532, July.
  377. Patrick A. Imam, 2013. "Shock from Graying: Is the Demographic Shift Weakening Monetary Policy Effectiveness," IMF Working Papers 13/191, International Monetary Fund.
  378. 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.
  379. Hylton Hollander & Guangling Liu, 2014. "Credit spread variability in U.S. business cycles: the Great Moderation versus the Great Recession," Working Papers 15/2014, Stellenbosch University, Department of Economics.
  380. Merola, Rossana, 2010. "Optimal monetary policy in a small open economy with financial frictions," Discussion Paper Series 1: Economic Studies 2010,01, Deutsche Bundesbank, Research Centre.
  381. Schabert, Andreas, 2014. "Optimal monetary policy, asset purchases, and credit market frictions," Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100619, Verein für Socialpolitik / German Economic Association.
  382. Schabert, Andreas, 2014. "Optimal monetary policy, asset purchases, and credit market frictions," Working Paper Series 1738, European Central Bank.
  383. Ester Faia, 2007. "Welfare Implications of Capital Account Liberalization," CEIS Research Paper 92, Tor Vergata University, CEIS.
  384. Martin Micheli & Jan Rouwendal & Jasper Dekkers, 2014. "Border Eff ects in House Prices," Ruhr Economic Papers 0511, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
  385. Li, Bin & Zeng, Zhixiong, 2010. "Fundamentals behind house prices," Economics Letters, Elsevier, vol. 108(2), pages 205-207, August.
  386. Gerlach, Petra & Merola, Rossana, 2013. "Consumption and Credit Constraints: A Model and Evidence for Ireland," Papers WP471, Economic and Social Research Institute (ESRI).
  387. Harald Uhlig & Stefan Ried, 2009. "The Macroeconomics of Real Estate," 2009 Meeting Papers 429, Society for Economic Dynamics.
  388. Mitra, Shalini, 2014. "Tax Evasion, Tax Policies and the Role Played by Financial Markets," MPRA Paper 58977, University Library of Munich, Germany.
  389. M. Falagiarda & A. Saia, 2013. "Credit, Endogenous Collateral and Risky Assets: A DSGE Model," Working Papers wp916, Dipartimento Scienze Economiche, Universita' di Bologna.
  390. Li, Ying-Syuan & Li, Yiting, 2013. "Liquidity and asset prices: A new monetarist approach," Journal of Monetary Economics, Elsevier, vol. 60(4), pages 426-438.
  391. Gareis, Johannes & Mayer, Eric, 2012. "Euler equations and money market interest rates: The role of monetary and risk premium shocks," W.E.P. - Würzburg Economic Papers 89, University of Würzburg, Chair for Monetary Policy and International Economics.
  392. Lee, Junhee & Song, Joonhyuk, 2015. "Housing and business cycles in Korea: A multi-sector Bayesian DSGE approach," Economic Modelling, Elsevier, vol. 45(C), pages 99-108.
  393. Michael B Devereux & James Yetman, 2010. "Financial deleveraging and the international transmission of shocks," BIS Papers chapters, in: Bank for International Settlements (ed.), The international financial crisis and policy challenges in Asia and the Pacific, volume 52, pages 274-298 Bank for International Settlements.
  394. Baldi, Guido, 2014. "The economic effects of a central bank reacting to house price inflation," Journal of Housing Economics, Elsevier, vol. 26(C), pages 119-125.
  395. Pengfei Wang & Yi Wen, 2013. "Financial development and long-run volatility trends," Working Papers 2013-003, Federal Reserve Bank of St. Louis.
  396. Anundsen, André Kallåk & Heebøll, Christian, 2013. "Supply Restrictions, Subprime Lending and Regional US Housing Prices," Memorandum 04/2013, Oslo University, Department of Economics.
  397. Ravn, Søren Hove, 2014. "Asymmetric monetary policy towards the stock market: A DSGE approach," Journal of Macroeconomics, Elsevier, vol. 39(PA), pages 24-41.
  398. 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, Research Department.
  399. Manuel Adelino & Antoinette Schoar & Felipe Severino, 2013. "House Prices, Collateral and Self-Employment," NBER Working Papers 18868, National Bureau of Economic Research, Inc.
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.