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Citations for "Consumption, house prices, and collateral constraints: a structural econometric analysis"

by Iacoviello, Matteo

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  1. Hassan Fereidouni Gholipour & Usama Al-mulali & Abdul Hakim Mohammed, 2014. "Foreign investments in real estate, economic growth and property prices: evidence from OECD countries," Journal of Economic Policy Reform, Taylor & Francis Journals, vol. 17(1), pages 33-45, March.
  2. Anita Ratcliffe, 2012. "Wealth Effects or Economic Barometer: Why Do House Prices Matter for Psychological Health?," Working Papers 2012014, The University of Sheffield, Department of Economics.
  3. Buiter, Willem H., 2010. "Housing wealth isn't wealth," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy (IfW), vol. 4, pages 1-29.
  4. Setzer, Ralph & van den Noord, Paul & Wolff, Guntram B., 2011. "Heterogeneity in money holdings across euro area countries: The role of housing," European Journal of Political Economy, Elsevier, vol. 27(4), pages 764-780.
  5. Oikarinen, Elias, 2009. "Interaction between housing prices and household borrowing: The Finnish case," Journal of Banking & Finance, Elsevier, vol. 33(4), pages 747-756, April.
  6. Castro, Vítor & Sousa, Ricardo M., 2012. "How do central banks react to wealth composition and asset prices?," Economic Modelling, Elsevier, vol. 29(3), pages 641-653.
  7. Kwan, Yum K. & Leung, Charles Ka Yui & Dong, Jinyue, 2015. "Comparing consumption-based asset pricing models: The case of an Asian city," Journal of Housing Economics, Elsevier, vol. 28(C), pages 18-41.
  8. Clain-Chamosset-Yvrard, Lise & Seegmuller, Thomas, 2015. "Rational bubbles and macroeconomic fluctuations: The (de-)stabilizing role of monetary policy," Mathematical Social Sciences, Elsevier, vol. 75(C), pages 1-15.
  9. Chen, Jie, 2006. "Housing Wealth and Aggregate Consumption in Sweden," Working Paper Series 2006:16, Uppsala University, Department of Economics.
  10. Xiao, Qin, 2010. "Systemic Stability of Housing and Mortgage Market: From the observable to the unobservable," MPRA Paper 23708, University Library of Munich, Germany.
  11. Thomas Goda & Chris Stewart & Alejandro Torres García, 2016. "Absolute Income Inequality and Rising House Prices," DOCUMENTOS DE TRABAJO CIEF 015247, UNIVERSIDAD EAFIT.
  12. repec:eee:jhouse:v:37:y:2017:i:c:p:22-28 is not listed on IDEAS
  13. Oikarinen, Elias, 2008. "Interaction between Housing Prices and Household Borrowing in Finland," Discussion Papers 1145, The Research Institute of the Finnish Economy.
  14. Bruno Albuquerque & Ursel Baumann & Georgi Krustev, 2014. "Has US Household Deleveraging Ended? A Model-Based Estimate of Equilibrium Debt," Working Papers w201404, Banco de Portugal, Economics and Research Department.
  15. 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.
  16. Richard Disney & Sarah Bridges & John Gathergood, "undated". "Housing Wealth and Household Indebtedness: Is there a Household ‘Financial Accelerator’?," Discussion Papers 06/01, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
  17. Elbourne, Adam, 2008. "The UK housing market and the monetary policy transmission mechanism: An SVAR approach," Journal of Housing Economics, Elsevier, vol. 17(1), pages 65-87, March.
  18. Stefania Albanesi, 2016. "Credit Growth and the Financial Crisis: A New Narrative," 2016 Meeting Papers 575, Society for Economic Dynamics.
  19. Nobuhiro Kiyotaki & Alexander Michaelides & Kalin Nikolov, 2011. "Winners and Losers in Housing Markets," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43, pages 255-296, 03.
  20. Motta, Giorgio & Tirelli, Patrizio, 2015. "Money Targeting, Heterogeneous Agents, And Dynamic Instability," Macroeconomic Dynamics, Cambridge University Press, vol. 19(02), pages 288-310, March.
  21. Lise Clain-Chamosset-Yvrard & Thomas Seegmuller, 2013. "The Stabilizing Virtues of Fiscal vs. Monetary Policy on Endogenous Bubble Fluctuations," Working Papers halshs-00854536, HAL.
  22. Richard A. Ashley & Christopher F. Parmeter, 2013. "Sensitivity Analysis For Inference In 2SLS Estimation With Possibly-Flawes Instruments," Working Papers e07-38, Virginia Polytechnic Institute and State University, Department of Economics.
  23. 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.
  24. 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.
  25. 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.
  26. Khalid Sekkat & Ariane Szafarz, 2011. "Valuing Homeownership," The Journal of Real Estate Finance and Economics, Springer, vol. 43(4), pages 491-504, November.
  27. 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.
  28. Fabian Lindner, 2013. "The Housing Wealth Effect on Consumption Reconsidered," IMK Working Paper 115-2013, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
  29. Finlay Richard & Price Fiona, 2015. "Household saving in Australia," The B.E. Journal of Macroeconomics, De Gruyter, vol. 15(2), pages 677-704, July.
  30. Christian Hott, 2009. "Banks and Real Estate Prices," Working Papers 2009-08, Swiss National Bank.
  31. Karen E Dynan & Donald L Kohn, 2007. "The Rise in US Household Indebtedness: Causes and Consequences," RBA Annual Conference Volume,in: Christopher Kent & Jeremy Lawson (ed.), The Structure and Resilience of the Financial System Reserve Bank of Australia.
  32. Davide Furceri & Annabelle Mourougane, 2009. "Financial Crises: Past Lessons and Policy Implications," OECD Economics Department Working Papers 668, OECD Publishing.
  33. Nancy van Beers & Michiel Bijlsma & Remco Mocking, 2015. "House Price Shocks and Household Savings: evidence from Dutch administrative data," CPB Discussion Paper 299, CPB Netherlands Bureau for Economic Policy Analysis.
  34. Aron, Janine & Muellbauer, John & Murphy, Anthony, 2006. "Housing wealth, credit conditions and consumption," MPRA Paper 24485, University Library of Munich, Germany.
  35. Viola Angelini & Peter Simmons, "undated". "Housing Debt and Consumption," Discussion Papers 11/20, Department of Economics, University of York.
  36. Zhang, Tongbin & Hu, Bo, 2011. "House-Price Crash and Macroeconomic Crisis: A Hong Kong Case Study," MPRA Paper 34962, University Library of Munich, Germany.
  37. 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.
  38. Beatrice D. Simo-Kengne & Rangan Gupta & Manoel Bittencourt, 2013. "The Impact of House Prices on Consumption in South Africa: Evidence from Provincial-Level Panel VARs," Housing Studies, Taylor & Francis Journals, vol. 28(8), pages 1133-1154, November.
  39. Yang, Zan & Wang, Songtao & Campbell, Robert, 2010. "Monetary policy and regional price boom in Sweden," Journal of Policy Modeling, Elsevier, vol. 32(6), pages 865-879, November.
  40. Albuquerque Bruno & Baumann Ursel & Krustev Georgi, 2015. "US household deleveraging following the Great Recession – a model-based estimate of equilibrium debt," The B.E. Journal of Macroeconomics, De Gruyter, vol. 15(1), pages 1-53, January.
  41. Cuestas, Juan Carlos, 2017. "House prices and capital inflows in Spain during the boom: Evidence from a cointegrated VAR and a structural Bayesian VAR," Journal of Housing Economics, Elsevier, vol. 37(C), pages 22-28.
  42. Rima Turk, 2015. "Housing Price and Household Debt Interactions in Sweden," IMF Working Papers 15/276, International Monetary Fund.
  43. Calza, Alessandro & Monacelli, Tommaso & Stracca, Livio, 2006. "Mortgage markets, collateral constraints, and monetary policy: Do institutional factors matter?," CFS Working Paper Series 2007/10, Center for Financial Studies (CFS).
  44. Raphael Bostic & Stuart Gabriel & Gary Painter, 2008. "Housing Wealth, Financial Wealth, and Consumption: New Evidence from Micro Data - Revised," Working Paper 8525, USC Lusk Center for Real Estate.
  45. Lorenzo Menna & Patrizio Tirelli, 2014. "The Equity Premium in a DSGE Model with Limited Asset Market Participation," Working Papers 275, University of Milano-Bicocca, Department of Economics, revised Jun 2014.
  46. Bostic, Raphael & Gabriel, Stuart & Painter, Gary, 2009. "Housing wealth, financial wealth, and consumption: New evidence from micro data," Regional Science and Urban Economics, Elsevier, vol. 39(1), pages 79-89, January.
  47. Manuel Leon Navarro & Rafael Flores de Frutos, 2011. "Consumption and Housing Wealth Breakdown of the Effect of a Rise in Interest Rates," Post-Print hal-00687732, HAL.
  48. Chen, Nan-Kuang & Cheng, Han-Liang & Mao, Ching-Sheng, 2012. "House price, mortgage premium, and business fluctuations," Economic Modelling, Elsevier, vol. 29(4), pages 1388-1398.
  49. Nobuhiro Kiyotaki & Alexander Michaelides & Kalin Nikolov, 2010. "Winners and Losers in House Markets," Working Papers 2010-5, Central Bank of Cyprus.
  50. Benedetto Manganelli & Francesco Tajani, 2015. "Macroeconomic Variables and Real Estate in Italy and in the usa," SCIENZE REGIONALI, FrancoAngeli Editore, vol. 2015(3), pages 31-48.
  51. Kolisi, Nwabisa & Phiri, Andrew, 2017. "Changes in the relationship between interest rates and housing prices in South Africa around the 2007 financial crisis," MPRA Paper 80173, University Library of Munich, Germany.
  52. John N. Muellbauer, 2007. "Housing, credit and consumer expenditure," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 267-334.
  53. Torben Klarl, 2016. "The nexus between housing and GDP re-visited: A wavelet coherence view on housing and GDP for the U.S," Economics Bulletin, AccessEcon, vol. 36(2), pages 704-720.
  54. Kajuth, Florian & Knetsch, Thomas A. & Pinkwart, Nicolas, 2013. "Assessing house prices in Germany: Evidence from an estimated stock-flow model using regional data," Discussion Papers 46/2013, Deutsche Bundesbank, Research Centre.
  55. 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.
  56. Charles Goodhart & Boris Hofmann, 2005. "The Phillips Curve, the IS Curve and Monetary Transmission: Evidence for the US and the Euro Area," CESifo Economic Studies, CESifo, vol. 51(4), pages 757-775.
  57. Anna Florio, 2013. "The Implied Consumer Euler Rate: What Role for Financial Frictions?," CESifo Economic Studies, CESifo, vol. 59(4), pages 650-675, December.
  58. Mustafa Kilinc & Cengiz Tunc, 2013. "Turkiye’de Goreli Konut Deflatoru," CBT Research Notes in Economics 1314, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
  59. Ashot Tsharakyan & Martin Janíčko, 2010. "The Binding Credit Constraints and the Welfare Effects of Housing Price Appreciation," Prague Economic Papers, University of Economics, Prague, vol. 2010(4), pages 359-382.
  60. Chen, Jie, 2006. "Re-evaluating the association between housing wealth and aggregate consumption: New evidence from Sweden," Journal of Housing Economics, Elsevier, vol. 15(4), pages 321-348, December.
  61. repec:seb:journl:v:15:y:2017:i:1:p:63-86 is not listed on IDEAS
  62. Demary, Markus, 2009. "The Link between Output, Inflation, Monetary Policy and Housing Price Dynamics," MPRA Paper 15978, University Library of Munich, Germany.
  63. Yum K. Kwan & Jinyue Dong, 2014. "Stock Price Dynamics of China: What Do the Asset Markets Tell Us About the Chinese Utility Function?," Emerging Markets Finance and Trade, M.E. Sharpe, Inc., vol. 50(03), pages 77-108, May.
  64. 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.
  65. Philip Arestis & Ana Rosa Gonzalez, 2013. "Endogenous Bank Credit and Its Link to Housing in OECD Countries," Economics Working Paper Archive wp_750, Levy Economics Institute.
  66. 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.
  67. Juan Carlos Cuestas & Merike Kukk, 2017. "Asymmetries in the interaction between housing prices and housing credit in Estonia," Bank of Estonia Working Papers wp2017-2, Bank of Estonia, revised 25 May 2017.
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