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Citations for "Housing market spillovers : evidence from an estimated DSGE model"

by Matteo Iacoviello & Stefano Neri

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  1. Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Floros, Christos, 2015. "Dynamic Connectedness of UK Regional Property Prices," MPRA Paper 68421, University Library of Munich, Germany.
  2. Villa, Stefania, 2016. "Financial Frictions In The Euro Area And The United States: A Bayesian Assessment," Macroeconomic Dynamics, Cambridge University Press, vol. 20(05), pages 1313-1340, July.
  3. Brueckner, Jan K. & Calem, Paul S. & Nakamura, Leonard I., 2012. "Subprime mortgages and the housing bubble," Journal of Urban Economics, Elsevier, vol. 71(2), pages 230-243.
  4. Vogel, Lukas & Kollmann, Robert & Ratto, Marco & Roeger, Werner & in 't Veld, Jan, 2015. "What drives the German current account? And how does it affect other EU Member States?," Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112810, Verein für Socialpolitik / German Economic Association.
  5. Gattini, Luca & Hiebert, Paul, 2010. "Forecasting and assessing Euro area house prices through the lens of key fundamentals," Working Paper Series 1249, European Central Bank.
  6. Michał Brzoza-Brzezina & Marcin Kolasa, 2012. "Bayesian evaluation of DSGE models with financial frictions," National Bank of Poland Working Papers 109, National Bank of Poland, Economic Institute.
  7. Sonali Das & Rangan Gupta & Alain Kabundi, 2008. "Could We Have Predicted The Recent Downturn In The South African Housing Market?," Working Papers 200831, University of Pretoria, Department of Economics.
  8. Alessio, Moro & Galo, Nuño, 2010. "Does TFP drive Housing Prices? A Growth Accounting Exercise for Four Countries," MPRA Paper 28257, University Library of Munich, Germany.
  9. Elizabeth Steiner, 2010. "Estimating a stock-flow model for the Swiss housing market," Working Papers 2010-08, Swiss National Bank.
  10. Kai Carstensen & Oliver Hülsewig & Timo Wollmershäuser, 2009. "Monetary Policy Transmission and House Prices: European Cross Country Evidence," Working Paper / FINESS 7.4, DIW Berlin, German Institute for Economic Research.
  11. Pierre-Richard Agenor & Koray Alper & Luiz Pereira da Silva, 2012. "Capital Regulation, Monetary Policy and Financial Stability," Working Papers 1228, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
  12. Yongheng Deng & Eric Girardin & Roselyne Joyeux, 2015. "Fundamentals and the Volatility of Real Estate Prices in China: A Sequential Modelling Strategy," Working Papers 222015, Hong Kong Institute for Monetary Research.
  13. Paul Beaudry & Franck Portier, 2014. "News Driven Business Cycles: Insights and Challenges," 2014 Meeting Papers 289, Society for Economic Dynamics.
  14. Xi Chen & Michael Funke, 2013. "Renewed Momentum in the German Housing Market: Boom or Bubble?," CESifo Working Paper Series 4287, CESifo Group Munich.
  15. 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.
  16. Stefano NERI & Luca SESSA & Federico SIGNORETTI & Andrea GERALI, 2009. "Credit and Banking in a DSGE model," 2009 Meeting Papers 586, Society for Economic Dynamics.
  17. Matteo Luciani, 2013. "Monetary Policy, and the Housing Market: A Structural Factor Analysis," ULB Institutional Repository 2013/153324, ULB -- Universite Libre de Bruxelles.
  18. Khiabani, Nasser, 2015. "Oil inflows and housing market fluctuations in an oil-exporting country: Evidence from Iran," Journal of Housing Economics, Elsevier, vol. 30(C), pages 59-76.
  19. Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2014. "Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013," Working Papers 201429, University of Pretoria, Department of Economics.
  20. 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.
  21. Rangan Gupta & Marius Jurgilas & Alan Kabundi & Stephen M. Miller, 2009. "Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Mode," Working Papers 0919, University of Nevada, Las Vegas , Department of Economics.
  22. Roman Sustek & Finn Kydland & Carlos Garriga, 2015. "Mortgages and Monetary Policy," 2015 Meeting Papers 500, Society for Economic Dynamics.
  23. Stefano Neri, 2010. "Comments on “The drivers of housing cycles in Spain” by Oriol Aspachs-Bracons and Pau Rabanal," SERIEs- Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 1(1), pages 131-134, March.
  24. Munechika Katayama & Kwang Hwan Kim, 2013. "The Delayed Effects of Monetary Shocks in a Two-sector New Keynesian Model," Discussion papers e-13-003, Graduate School of Economics Project Center, Kyoto University.
  25. Eickmeier, Sandra & Hofmann, Boris, 2010. "Monetary policy, housing booms and financial (im)balances," Working Paper Series 1178, European Central Bank.
  26. Di Pace, Federico & Hertweck, Matthias S., 2012. "Labour Market Frictions, Monetary Policy, and Durable Goods," Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 62052, Verein für Socialpolitik / German Economic Association.
  27. E. Monnet & C. Wolf, 2016. "Demographic Cycle, Migration and Housing Investment: a Causal Examination," Working papers 591, Banque de France.
  28. In''t Veld, Jan & Kollmann, Robert & Ratto, Marco & Roeger, Werner, 2012. "Fiscal Policy, Banks and the Financial Crisis," CEPR Discussion Papers 9175, C.E.P.R. Discussion Papers.
  29. Francesco Zanetti & Haroon Mumtaz, 2013. "The Effect of Labor and Financial Frictions on Aggregate Fluctuations," Economics Series Working Papers 690, University of Oxford, Department of Economics.
  30. Ahdi N. Ajmi & Vassilios Babalos & Fotini Economou & Rangan Gupta, 2014. "Real Estate Markets and Uncertainty Shocks: A Variance Causality Approach," Working Papers 201436, University of Pretoria, Department of Economics.
  31. Daniel Tortorice, 2015. "Long Run Expectations, Learning and the U.S. Housing Market," Working Papers 85, Brandeis University, Department of Economics and International Businesss School.
  32. Paolo Gelain & Kevin J. Lansing, 2013. "House prices, expectations, and time-varying fundamentals," Working Paper Series 2013-03, Federal Reserve Bank of San Francisco.
  33. Ribeiro, Joao, 2015. "Medidas macroprudenciales y política monetaria en una economía pequeña y abierta," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 29, pages 55-76.
  34. Christopher D. Carroll & Misuzu Otsuka & Jiri Slacalek, 2011. "How Large Are Housing and Financial Wealth Effects? A New Approach," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(1), pages 55-79, 02.
  35. 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.
  36. 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.
  37. Luisa Lambertini & Caterina Mendicino & Maria Teresa Punzi, 2011. "Leaning Against Boom-Bust Cycles in Credit and Housing Prices," Working Papers CELEG 1104, Dipartimento di Economia e Finanza, LUISS Guido Carli.
  38. pengfei Wang & Tao Zha & Zheng Liu, 2012. "Land-Price Dynamics and Macroeconomic Fluctuations," 2012 Meeting Papers 85, Society for Economic Dynamics.
  39. Charles A. E. Goodhart & Dimitrios P. Tsomocos, 2011. "The Role of Default in Macroeconomics," IMES Discussion Paper Series 11-E-23, Institute for Monetary and Economic Studies, Bank of Japan.
  40. Michael Funke & Michael Paetz & Ernest Pytlarczyk, 2010. "Stock market wealth effects in an estimated DSGE model for Hong Kong," Quantitative Macroeconomics Working Papers 21009, Hamburg University, Department of Economics.
  41. Walentin, Karl, 2014. "Business cycle implications of mortgage spreads," Journal of Monetary Economics, Elsevier, vol. 67(C), pages 62-77.
  42. Alberto Musso & Stefano Neri & Livio Stracca, 2011. "Housing, consumption and monetary policy: how different are the U.S. and the euro area?," Temi di discussione (Economic working papers) 807, Bank of Italy, Economic Research and International Relations Area.
  43. Jan Bruha & Michal Hlavacek & Lubos Komarek, 2013. "Impacts of housing prices on the financial position of households," Occasional Publications - Chapters in Edited Volumes, in: CNB Financial Stability Report 2012/2013, chapter 0, pages 120-127 Czech National Bank, Research Department.
  44. Eleni Iliopulos & Thepthida Sopraseuth, 2012. "L’intermédiation financière dans l’analyse macroéconomique : Le défi de la crise," TEPP Research Report 2012-02, TEPP.
  45. Liu, Zheng & Miao, Jianjun & Zha, Tao, 2013. "Land prices and unemployment," FRB Atlanta Working Paper 2013-06, Federal Reserve Bank of Atlanta.
  46. Morris A. Davis & Stijn Van Nieuwerburgh, 2014. "Housing, Finance and the Macroeconomy," NBER Working Papers 20287, National Bureau of Economic Research, Inc.
  47. 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.).
  48. Taipalus, Katja, 2012. "Detecting asset price bubbles with time-series methods," Scientific Monographs, Bank of Finland, number 2012_047, 06.
  49. 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.
  50. 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.
  51. Balcilar, Mehmet & Gupta, Rangan & Shah, Zahra B., 2011. "An in-sample and out-of-sample empirical investigation of the nonlinearity in house prices of South Africa," Economic Modelling, Elsevier, vol. 28(3), pages 891-899, May.
  52. 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.
  53. Renzo Orsi & Davide Raggi & Francesco Turino, 2013. "Online Appendix to "Size, Trend, and Policy Implications of the Underground Economy"," Technical Appendices 12-217, Review of Economic Dynamics.
  54. 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.
  55. 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.
  56. 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.
  57. Tovar, Camilo Ernesto, 2009. "DSGE Models and Central Banks," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy (IfW), vol. 3, pages 1-31.
  58. Alessandro Cantelmo & Giovanni Melina, 2015. "Monetary Policy and the Relative Price of Durable Goods," CESifo Working Paper Series 5328, CESifo Group Munich.
  59. Piotr Lis, 2015. "Relationships between the finance system and housing markets," Working papers wpaper99, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project.
  60. Vasilios Plakandaras & Rangan Gupta & Periklis Gogas & Theophilos Papadimitriou, 2014. "Forecasting the U.S. Real House Price Index," Working Paper Series 30_14, The Rimini Centre for Economic Analysis.
  61. repec:hhs:bofrdp:2012_001 is not listed on IDEAS
  62. Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2012. "The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US," Working papers 2012-12, University of Connecticut, Department of Economics.
  63. 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.
  64. Ng, Eric C.Y., 2015. "Housing market dynamics in China: Findings from an estimated DSGE model," Journal of Housing Economics, Elsevier, vol. 29(C), pages 26-40.
  65. Leung, Charles Ka Yui, 2014. "Error correction dynamics of house prices: an equilibrium benchmark," Globalization and Monetary Policy Institute Working Paper 177, Federal Reserve Bank of Dallas.
  66. Baxa, Jaromír & Horváth, Roman & Vašíček, Bořek, 2013. "Time-varying monetary-policy rules and financial stress: Does financial instability matter for monetary policy?," Journal of Financial Stability, Elsevier, vol. 9(1), pages 117-138.
  67. Bond, Derek & Gallagher, Emer & Ramsey, Elaine, 2012. "A preliminary investigation of northern Ireland's housing market dynamics," MPRA Paper 39806, University Library of Munich, Germany.
  68. Hernández-Murillo, Rubén & Owyang, Michael T. & Rubio, Margarita, 2013. "Clustered housing cycles," Working Papers 2013-021, Federal Reserve Bank of St. Louis, revised 23 Sep 2015.
  69. Svensson, Lars E O, 2013. "Some Lessons from Six Years of Practical Inflation Targeting," CEPR Discussion Papers 9756, C.E.P.R. Discussion Papers.
  70. Tony Hall & Jan Jacobs & Adrian Pagan, 2013. "Macro-Econometric System Modelling @75," CAMA Working Papers 2013-67, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  71. 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.
  72. Wen, Xing-Chun & He, Ling-Yun, 2015. "Housing demand or money supply? A new Keynesian dynamic stochastic general equilibrium model on China’s housing market fluctuations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 432(C), pages 257-268.
  73. Pei Kuang, 2013. "Imperfect Knowledge about Asset Prices and Credit Cycles," Discussion Papers 13-02, Department of Economics, University of Birmingham.
  74. 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.
  75. 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.
  76. Bofinger, Peter & Debes, Sebastian & Gareis, Johannes & Mayer, Eric, 2012. "Monetary Policy Transmission in a Model with Animal Spirits and House Price Booms and Busts," CEPR Discussion Papers 8804, C.E.P.R. Discussion Papers.
  77. repec:hhs:bofism:2012_047 is not listed on IDEAS
  78. Clancy, Daragh & Merola, Rossana, 2014. "The effect of macroprudential policy on endogenous credit cycles," Research Technical Papers 15/RT/14, Central Bank of Ireland.
  79. Werner Roeger & Jan in 't Veld, 2009. "Fiscal policy with credit constrained households," European Economy - Economic Papers 2008 - 2015 357, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
  80. Rangan Gupta & Alain Kabundi & Stephen M. Miller, 2009. "Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals," Working papers 2009-42, University of Connecticut, Department of Economics.
  81. Milcheva, Stanimira, 2013. "A bank lending channel or a credit supply shock?," Journal of Macroeconomics, Elsevier, vol. 37(C), pages 314-332.
  82. Charles Rahal, 2015. "Housing Market Forecasting with Factor Combinations," Discussion Papers 15-05r, Department of Economics, University of Birmingham.
  83. Grodecka, Anna, 2016. "Subprime Borrowers, Securitization and the Transmission of Business Cycles," Working Paper Series 317, Sveriges Riksbank (Central Bank of Sweden).
  84. 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.
  85. Gareis, Johannes & Mayer, Eric, 2012. "What drives Ireland's housing market? A Bayesian DSGE approach," W.E.P. - Würzburg Economic Papers 88, University of Würzburg, Chair for Monetary Policy and International Economics.
  86. Dario Bonciani & Björn van Roye, 2013. "Uncertainty shocks, banking frictions, and economic activity," Kiel Working Papers 1843, Kiel Institute for the World Economy.
  87. I.Fatnassi & S.Chawechi & Z.Ftiti & A.Ben Maatoug, 2014. "Effects of Monetary Policy on the REIT Returns," Working Papers 2014-63, Department of Research, Ipag Business School.
  88. Angelini, Paolo & Neri, Stefano & Panetta, Fabio, 2012. "Monetary and macroprudential policies," Working Paper Series 1449, European Central Bank.
  89. Yi Wen & Xiaochuan Xing & Patrick Pintus, 2016. "Interest Rate Dynamics, Variable-Rate Loans, and the Business Cycle," 2016 Meeting Papers 293, Society for Economic Dynamics.
  90. 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.
  91. Gupta, Rangan & Jurgilas, Marius & Kabundi, Alain, 2010. "The effect of monetary policy on real house price growth in South Africa: A factor-augmented vector autoregression (FAVAR) approach," Economic Modelling, Elsevier, vol. 27(1), pages 315-323, January.
  92. Ambrogio Cesa-Bianchi, 2012. "Housing Cycles and Macroeconomic Fluctuations: A Global Perspective," Research Department Publications 4810, Inter-American Development Bank, Research Department.
  93. Nyakabawo, Wendy & Miller, Stephen M. & Balcilar, Mehmet & Das, Sonali & Gupta, Rangan, 2015. "Temporal causality between house prices and output in the US: A bootstrap rolling-window approach," The North American Journal of Economics and Finance, Elsevier, vol. 33(C), pages 55-73.
  94. Rubio, Margarita, 2014. "Housing-market heterogeneity in a monetary union," Journal of International Money and Finance, Elsevier, vol. 40(C), pages 163-184.
  95. 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.
  96. Rangan Gupta & Alain Kabundi, 2010. "The effect of monetary policy on house price inflation: A factor augmented vector autoregression (FAVAR) approach," Journal of Economic Studies, Emerald Group Publishing, vol. 37(6), pages 616-626, September.
  97. Rangan Gupta & Alain Kabundi & Stephen M. Miller, 2009. "Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States," Working Papers 0916, University of Nevada, Las Vegas , Department of Economics.
  98. Carlos Garriga & Finn E. Kydland & Roman Šustek, 2013. "Mortgages and monetary policy," LSE Research Online Documents on Economics 58248, London School of Economics and Political Science, LSE Library.
  99. repec:ipg:wpaper:2014-473 is not listed on IDEAS
  100. Olfa Kaabia & Ilyes Abid, 2012. "Theoretical Channels of International,Transmission During the Subprime Crisis to OCDE Countries : A FAVAR Model Under Bayesian Framework," EconomiX Working Papers 2012-40, University of Paris West - Nanterre la Défense, EconomiX.
  101. Scott Roger & Jan Vlcek, 2011. "Macroeconomic Costs of Higher Bank Capital and Liquidity Requirements," IMF Working Papers 11/103, International Monetary Fund.
  102. 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).
  103. Caterina Mendicino, 2012. "Collateral Requirements: Macroeconomic Fluctuations and Macro-Prudential Policy," Working Papers w201211, Banco de Portugal, Economics and Research Department.
  104. Enrique López & Andrés Salamanca, 2009. "El efecto riqueza de la vivienda en Colombia," COYUNTURA ECONÓMICA, FEDESARROLLO, December.
  105. Daniele Bianchi & Massimo Guidolin & Francesco Ravazzolo, 2016. "Dissecting the 2007-2009 Real Estate Market Bust: Systematic Pricing Correction or Just a Housing Fad?," Working Papers 567, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  106. Mendicino, Caterina & Lambertini, Luisa & Punzi, Maria Teresa, 2010. "Expectations-Driven Cycles in the Housing Market," MPRA Paper 20776, University Library of Munich, Germany.
  107. 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, University of Goettingen, Department of Economics.
  108. 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.
  109. ZHANG Wei-Bin, 2015. "Values Of Land And Renewable Resources In A Three-Sector Economic Growth Model," Studies in Business and Economics, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 10(1), pages 156-186, April.
  110. Francesco Zanetti, 2015. "Financial Shocks and Labor Market Fluctuations," Economics Series Working Papers Number 746, University of Oxford, Department of Economics.
  111. Jan in 't Veld & Andrea Pagano & Rafal Raciborski & Marco Ratto & Werner Roeger, 2012. "Imbalances and rebalancing scenarios in an estimated structural model for Spain," European Economy - Economic Papers 2008 - 2015 458, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
  112. Shaofeng Xu, 2015. "On the Welfare Cost of Rare Housing Disasters," Staff Working Papers 15-26, Bank of Canada.
  113. Javier Andrés & José E. Boscá & Javier Ferri, 2011. "Household debt and labour market fluctuations," Working Papers 1129, Banco de España;Working Papers Homepage.
  114. Lars E.O. Svensson, 2010. "Inflation Targeting," NBER Working Papers 16654, National Bureau of Economic Research, Inc.
  115. Jane Dokko & Brian M. Doyle & Michael T. Kiley & Jinill Kim & Shane Sherlund & Jae Sim & Skander Van Den Heuvel, 2011. "Monetary policy and the global housing bubble," Economic Policy, CEPR;CES;MSH, vol. 26(66), pages 233-283, 04.
  116. Mendicino, Caterina, 2012. "On the amplification role of collateral constraints," Economics Letters, Elsevier, vol. 117(2), pages 429-435.
  117. Geoffrey Meen & Alexander Mihailov & Yehui Wang, 2016. "Endogenous UK Housing Cycles and the Risk Premium: Understanding the Next Housing Crisis," Economics & Management Discussion Papers em-dp2016-02, Henley Business School, Reading University.
  118. Wadud, I.K.M. Mokhtarul & Bashar, Omar H.M.N. & Ahmed, Huson Joher Ali, 2012. "Monetary policy and the housing market in Australia," Journal of Policy Modeling, Elsevier, vol. 34(6), pages 849-863.
  119. Kuang, Pei, 2014. "A model of housing and credit cycles with imperfect market knowledge," European Economic Review, Elsevier, vol. 70(C), pages 419-437.
  120. Matteo Iacoviello & Marina Pavan, 2011. "Housing and debt over the life cycle and over the business cycle," International Finance Discussion Papers 1032, Board of Governors of the Federal Reserve System (U.S.).
  121. Michael Funke & Michael Paetz, 2010. "What can an open-economy DSGE model tell us about Hong Kong’s housing market?," Quantitative Macroeconomics Working Papers 21011, Hamburg University, Department of Economics.
  122. Jensen, Henrik & Ravn, Søren Hove & Santoro, Emiliano, 2016. "Deepening Contractions and Collateral Constraints," CEPR Discussion Papers 11166, C.E.P.R. Discussion Papers.
  123. Christophe Andre & Rangan Gupta & Patrick T. Kanda, 2011. "Do House Prices Impact Consumption and Interest Rate? Evidence from OECD Countries using an Agnostic Identification Procedure," Working Papers 201118, University of Pretoria, Department of Economics.
  124. Brzoza-Brzezina, Michał & Kolasa, Marcin & Makarski, Krzysztof, 2015. "A penalty function approach to occasionally binding credit constraints," Economic Modelling, Elsevier, vol. 51(C), pages 315-327.
  125. 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).
  126. Günter Coenen & Christopher J. Erceg & Charles Freedman & Davide Furceri & Michael Kumhof & René Lalonde & Douglas Laxton & Jesper Lindé & Annabelle Mourougane & Dirk Muir & Susanna Mursula & Carlos d, 2012. "Effects of Fiscal Stimulus in Structural Models," American Economic Journal: Macroeconomics, American Economic Association, vol. 4(1), pages 22-68, January.
  127. 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.
  128. 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.
  129. Gete, Pedro, 2009. "Housing Markets and Current Account Dynamics," MPRA Paper 20957, University Library of Munich, Germany, revised 24 Feb 2010.
  130. Donal Smith, 2015. "Collateral Constraints and the Interest Rate," Discussion Papers 15/22, Department of Economics, University of York.
  131. 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.
  132. 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.
  133. 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.
  134. 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.
  135. Jianjun Miao & Pengfei Wang & Tao Zha, 2014. "Liquidity Premia, Price-Rent Dynamics, and Business Cycles," NBER Working Papers 20377, National Bureau of Economic Research, Inc.
  136. Paolo Gelain & Kevin J. Lansing & Caterina Mendicino, 2012. "House prices, credit growth, and excess volatility: implications for monetary and macroprudential policy," Working Paper Series 2012-11, Federal Reserve Bank of San Francisco.
  137. Eleonora Granziera & Sharon Kozocki, 2012. "House Price Dynamics: Fundamentals and Expectations," Staff Working Papers 12-12, Bank of Canada.
  138. Montagnoli, Alberto & Nagayasu, Jun, 2015. "UK house price convergence clubs and spillovers," Journal of Housing Economics, Elsevier, vol. 30(C), pages 50-58.
  139. Gerlach, Petra & Merola, Rossana, 2013. "Consumption and Credit Constraints: A Model and Evidence for Ireland," Papers WP471, Economic and Social Research Institute (ESRI).
  140. Charles Rahal, 2015. "House Price Forecasts with Factor Combinations," Discussion Papers 15-05, Department of Economics, University of Birmingham.
  141. Gelain, Paolo & Lansing, Kevin J. & Natvik, Gisele J., 2015. "Explaining the boom-bust cycle in the U.S. housing market: a reverse-engineering approach," Working Paper Series 2015-2, Federal Reserve Bank of San Francisco.
  142. repec:ipg:wpaper:2014-063 is not listed on IDEAS
  143. Samad Sarferaz & Francesco Furlanetto & Francesco Furlanetto, 2014. "Identification of Financial Factors in Economic Fluctuations," KOF Working papers 14-364, KOF Swiss Economic Institute, ETH Zurich.
  144. repec:zbw:rwirep:0511 is not listed on IDEAS
  145. Pietro Catte & Pietro Cova & Patrizio Pagano & Ignazio Visco, 2010. "The role of macroeconomic policies in the global crisis," Questioni di Economia e Finanza (Occasional Papers) 69, Bank of Italy, Economic Research and International Relations Area.
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  150. Pei Kuang, 2013. "Imperfect Knowledge About Asset Prices and Credit Cycles," Discussion Papers 13-02r, Department of Economics, University of Birmingham.
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  153. Yahong Zhang, 2015. "Household Debt, Financial Intermediation, and Monetary Policy," Working Papers 1504, University of Windsor, Department of Economics.
  154. 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.
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  156. Andrew Lee Smith, 2013. "House Prices, Heterogeneous Banks and Unconventional Monetary Policy Options," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201311, University of Kansas, Department of Economics.
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    ," Politická ekonomie, University of Economics, Prague, vol. 2011(1), pages 3-21.
  158. Juan S Mora-Sanguinetti & Margarita Rubio, 2013. "Recent Reforms in Spanish Housing Markets: An Evaluation using a DSGE Model," Discussion Papers 2013/03, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
  159. Stefano Neri & Alessandro Notarpietro, 2015. "The macroeconomic effects of low and falling inflation at the zero lower bound," Temi di discussione (Economic working papers) 1040, Bank of Italy, Economic Research and International Relations Area.
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  162. Viktors Ajevskis & Kristine Vitola, 2011. "Housing and Banking in a Small Open Economy DSGE Model," Working Papers 2011/03, Latvijas Banka.
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  166. Justiniano, Alejandro & Primiceri, Giorgio E & Tambalotti, Andrea, 2015. "Credit Supply and the Housing Boom," CEPR Discussion Papers 10358, C.E.P.R. Discussion Papers.
  167. Guerron-Quintana, Pablo A., 2011. "The implications of inflation in an estimated new Keynesian model," Journal of Economic Dynamics and Control, Elsevier, vol. 35(6), pages 947-962, June.
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  170. Michał Brzoza-Brzezina & Marcin Kolasa & Krzysztof Makarski, 2014. "Monetary and macroprudential policy with foreign currency loans," National Bank of Poland Working Papers 184, National Bank of Poland, Economic Institute.
  171. Selgin, George & Beckworth, David & Bahadir, Berrak, 2015. "The productivity gap: Monetary policy, the subprime boom, and the post-2001 productivity surge," Journal of Policy Modeling, Elsevier, vol. 37(2), pages 189-207.
  172. Caterina Mendicino & Maria Tereza Punzi, 2011. "Stabilization Policy and Boom-Bust Cycles - Monetary and Macro-Prudential Rules," Economic Bulletin and Financial Stability Report Articles, Banco de Portugal, Economics and Research Department.
  173. 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.
  174. Andreas Hornstein, 2009. "Problems for a fundamental theory of house prices," Economic Quarterly, Federal Reserve Bank of Richmond, issue Win, pages 1-24.
  175. Sami Alpanda & Gino Cateau & Césaire Meh, 2014. "A Policy Model to Analyze Macroprudential Regulations and Monetary Policy," Staff Working Papers 14-6, Bank of Canada.
  176. Pascal Towbin & Sebastian Weber, 2016. "Price expectations and the US housing boom," Working Papers 2016-06, Swiss National Bank.
  177. 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.
  178. Rangan Gupta & Rudi Steinbach, 2010. "Forecasting Key Macroeconomic Variables of the South African Economy: A Small Open Economy New Keynesian DSGE-VAR Model," Working Papers 201019, University of Pretoria, Department of Economics.
  179. Rangan Gupta & Xiaojin Sun, 2016. "Housing Market Spillovers in South Africa: Evidence from an Estimated Small Open Economy DSGE Model," Working Papers 201641, University of Pretoria, Department of Economics.
  180. Victor Dorofeenko & Gabriel Lee & Kevin Salyer, 2010. "Risk Shocks and Housing Markets," Working Papers 1012, University of California, Davis, Department of Economics.
  181. Christophe Andre & Luis A. Gil-Alana & Rangan Gupta, 2013. "Comovement in Euro Area Housing Prices: A Fractional Cointegration Approach," Working Papers 201359, University of Pretoria, Department of Economics.
  182. Sami Alpanda & Alexander Ueberfeldt, 2016. "Should Monetary Policy Lean Against Housing Market Booms?," Staff Working Papers 16-19, Bank of Canada.
  183. Javier Andrés & José E.Boscá & Javier Ferri, 2015. "Instruments, rules and household debt: The effects of fiscal policy," Working Papers 2015-05, FEDEA.
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  185. 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.
  186. Jensen, Henrik & Ravn, Søren Hove & Santoro, Emiliano, 2015. "Changing Credit Limits, Changing Business Cycles," CEPR Discussion Papers 10462, C.E.P.R. Discussion Papers.
  187. Budde, Rüdiger & Micheli, Martin, 2013. "Monitoring regionaler Immobilienpreise," RWI Konjunkturberichte, RWI - Leibniz-Institut für Wirtschaftsforschung, vol. 64(4), pages 31-47.
  188. De Grauwe, Paul & Macchiarelli, Corrado, 2015. "Animal spirits and credit cycles," Journal of Economic Dynamics and Control, Elsevier, vol. 59(C), pages 95-117.
  189. 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).
  190. Hylton Hollander and Guangling Liu, 2013. "The Equity Price Channel in a New-Keynesian DSGE Model with Financial Frictions and Banking," Working Papers 360, Economic Research Southern Africa.
  191. Mitra, Shalini, 2014. "Tax Evasion, Tax Policies and the Role Played by Financial Markets," MPRA Paper 58977, University Library of Munich, Germany.
  192. In't Veld, Jan & Raciborski, Rafal & Ratto, Marco & Roeger, Werner, 2011. "The recent boom-bust cycle: The relative contribution of capital flows, credit supply and asset bubbles," European Economic Review, Elsevier, vol. 55(3), pages 386-406, April.
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  195. Groshenny, Nicolas, 2013. "Monetary Policy, Inflation And Unemployment: In Defense Of The Federal Reserve," Macroeconomic Dynamics, Cambridge University Press, vol. 17(06), pages 1311-1329, September.
  196. Monika Piazzesi & Martin Schneider, 2016. "Housing and Macroeconomics," NBER Working Papers 22354, National Bureau of Economic Research, Inc.
  197. Lombardo, Giovanni & McAdam, Peter, 2012. "Financial market frictions in a model of the Euro area," Economic Modelling, Elsevier, vol. 29(6), pages 2460-2485.
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  199. Giovanni Dell'Ariccia, 2012. "Property Prices and Bank Risk-taking," RBA Annual Conference Volume, in: Alexandra Heath & Frank Packer & Callan Windsor (ed.), Property Markets and Financial Stability Reserve Bank of Australia.
  200. Maria Teresa Punzi, . "Housing Market and Current Account Imbalances in the International Economy," Discussion Papers 12/09, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
  201. Ivan Jaccard, 2010. "Asset Pricing and Housing Supply in a Production Economy," 2010 Meeting Papers 605, Society for Economic Dynamics.
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  205. Maas, Daniel & Mayer, Eric & Rüth, Sebastian, 2015. "Current account dynamics and the housing boom and bust cycle in Spain," W.E.P. - Würzburg Economic Papers 94, University of Würzburg, Chair for Monetary Policy and International Economics.
  206. Vitor Castro & Ricardo M. Sousa, 2010. "How Do Central Banks React to Wealth Composition and Asset Prices?," GEMF Working Papers 2010-19, GEMF - Faculdade de Economia, Universidade de Coimbra.
  207. R. Orsi & D. Raggi & F. Turino, 2012. "Size, Trend, and Policy Implications of the Underground Economy," Working Papers wp818, Dipartimento Scienze Economiche, Universita' di Bologna.
  208. Sean Langcake & Tim Robinson, 2013. "An Empirical BVAR-DSGE Model of the Australian Economy," RBA Research Discussion Papers rdp2013-07, Reserve Bank of Australia.
  209. Christelle Grobler & Ben Smit, 2015. "Enhancing the financial sector linkages in the Bureau for Economic Research’s core macroeconometric model," Working Papers 21/2015, Stellenbosch University, Department of Economics.
  210. Michal Hlavacek & Ondrej Novotny & Marek Rusnak, 2014. "Office Property in Central European Countries," Occasional Publications - Chapters in Edited Volumes, in: CNB Financial Stability Report 2013/2014, chapter 0, pages 148-155 Czech National Bank, Research Department.
  211. Carlos Carvalho & Nilda Pasca & Laura Souza & Eduardo Zilberman, 2015. "Macroeconomic Effects of Credit Deepening in Latin America," IDB Publications (Working Papers) 87893, Inter-American Development Bank.
  212. John Muellbauer & Pierre St-Amant & David Williams, 2015. "Credit Conditions and Consumption, House Prices and Debt: What Makes Canada Different?," Staff Working Papers 15-40, Bank of Canada.
  213. Fabia A. de Carvalho & Marcos R. de Castro, 2015. "Macroprudential and Monetary Policy Interaction: a Brazilian perspective," Working Papers Series 405, Central Bank of Brazil, Research Department.
  214. Micheli, Martin & Rouwendal, Jan & Dekkers, Jasper, 2014. "Border Effects in House Prices," Ruhr Economic Papers 511, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
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  216. Eickmeier, Sandra & Marcellino, Massimiliano & Prieto, Esteban, 2013. "Time Variation in Macro-Financial Linkages," CEPR Discussion Papers 9436, C.E.P.R. Discussion Papers.
  217. Zhang, Tongbin & Hu, Bo, 2011. "House-Price Crash and Macroeconomic Crisis: A Hong Kong Case Study," MPRA Paper 34962, University Library of Munich, Germany.
  218. 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.
  219. Hashmat Khan & Abeer Reza, 2013. "House Prices and Government Spending Shocks," Carleton Economic Papers 13-10, Carleton University, Department of Economics, revised 12 May 2016.
  220. Anna Florio, 2013. "The Implied Consumer Euler Rate: What Role for Financial Frictions?," CESifo Economic Studies, CESifo, vol. 59(4), pages 650-675, December.
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  222. Guo, Shen & Liu, Lezheng & Zhao, Yan, 2015. "The business cycle implications of land financing in China," Economic Modelling, Elsevier, vol. 46(C), pages 225-237.
  223. Rangan Gupta, 2012. "Forecasting House Prices for the Four Census Regions and the Aggregate US Economy: The Role of a Data-Rich Environment," Working Papers 201214, University of Pretoria, Department of Economics.
  224. Sandra Gomes & Caterina Mendicino, 2011. "Housing Market Dynamics: Any News?," Working Papers w201121, Banco de Portugal, Economics and Research Department.
  225. Oscar Arce & Jose Manuel Campa & Angel Gavilan, 2012. "Macroeconomic Adjustment under Loose Financing Conditions in the Construction Sector," Working Papers 1226, BBVA Bank, Economic Research Department.
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  227. Natalia T. Tamirisa & Alain N. Kabundi & Deniz O Igan & Francisco d Nadal De Simone & Marcelo Pinheiro, 2009. "Three Cycles; Housing, Credit, and Real Activity," IMF Working Papers 09/231, International Monetary Fund.
  228. Gete, Pedro, 2015. "Housing demands, savings gluts and current account dynamics," Globalization and Monetary Policy Institute Working Paper 221, Federal Reserve Bank of Dallas, revised 01 Aug 2015.
  229. Demary, Markus, 2009. "The Link between Output, Inflation, Monetary Policy and Housing Price Dynamics," MPRA Paper 15978, University Library of Munich, Germany.
  230. Iversen, Jens & Laséen, Stefan & Lundvall, Henrik & Söderström, Ulf, 2016. "Real-Time Forecasting for Monetary Policy Analysis: The Case of Sveriges Riksbank," Working Paper Series 318, Sveriges Riksbank (Central Bank of Sweden).
  231. Gieck, Jana & Traczyk, Adam, 2013. "Unconventional Monetary Policy and bank supervision," MPRA Paper 62014, University Library of Munich, Germany.
  232. Isabel Ruiz & Carlos Vargas-Silva, 2016. "The impacts of fiscal policy shocks on the US housing market," Empirical Economics, Springer, vol. 50(3), pages 777-800, May.
  233. Zietz, Joachim & Traian, Anca, 2014. "When was the U.S. housing downturn predictable? A comparison of univariate forecasting methods," The Quarterly Review of Economics and Finance, Elsevier, vol. 54(2), pages 271-281.
  234. Eickmeier, Sandra, 2009. "Analyse der Übertragung US-amerikanischer Schocks auf Deutschland auf Basis eines FAVAR," Working Papers 04/2009, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung.
  235. repec:ipg:wpaper:2014-476 is not listed on IDEAS
  236. Jiaqian Chen & Francesco Columba, 2016. "Macroprudential and Monetary Policy Interactions in a DSGE Model for Sweden," IMF Working Papers 16/74, International Monetary Fund.
  237. Margarita Rubio, 2015. "Monetary and Macroprudential Policies under Fixed and Variable Interest Rates," Discussion Papers 2015/10, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
  238. Wieland, Volker & Afanasyeva, Elena & Kuete, Meguy & Yoo, Jinhyuk, 2016. "New methods for macro-financial model comparison and policy analysis," IMFS Working Paper Series 107, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
  239. Nils Holinski & Robert Vermeulen, 2012. "The international wealth channel: a global error-correcting analysis," Empirical Economics, Springer, vol. 43(3), pages 985-1010, December.
  240. 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.
  241. Wolfram Berger & Friedrich Kissmer, 2013. "Monetary Policy and Asset Prices: When Cleaning Up Hits the Zero Lower Bound," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 149(III), pages 291-312, September.
  242. 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.
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  244. Julia Lendvai & Werner Roeger, 2010. "External deficits in the Baltics 1995 to 2007: Catching up or imbalances," European Economy - Economic Papers 2008 - 2015 398, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
  245. 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.
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  247. Nikolaos Antonakakis & Mehmet Balcilar & Rangan Gupta & Clement Kyei, 2016. "Components of Economic Policy Uncertainty and Predictability of US Stock Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantile Approach," Working Papers 201639, University of Pretoria, Department of Economics.
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  250. Ng, Eric C.Y. & Feng, Ning, 2016. "Housing market dynamics in a small open economy: Do external and news shocks matter?," Journal of International Money and Finance, Elsevier, vol. 63(C), pages 64-88.
  251. Punzi, Maria Teresa, 2012. "Housing market and current account imbalances in the international economy," Research Discussion Papers 1/2012, Bank of Finland.
  252. Wei-Bin Zhang, 2015. "Land Price Dynamics in a Two-Sector Growth Model," International Journal of Economics and Empirical Research (IJEER), The Economics and Social Development Organization (TESDO), vol. 3(1), pages 25-38, January.
  253. Galip Kemal Ozhan, 2015. "Financial Intermediation, Resource Allocation, and Macroeconomic Interdependence," 2015 Papers poz71, Job Market Papers.
  254. Suh, Hyunduk & Walker, Todd B., 2016. "Taking financial frictions to the data," Journal of Economic Dynamics and Control, Elsevier, vol. 64(C), pages 39-65.
  255. Sami Alpanda & Sarah Zubairy, 2013. "Housing and Tax Policy," Staff Working Papers 13-33, Bank of Canada.
  256. Michal Hlaváček & Ondřej Novotný & Marek Rusnák, 2016. "Analýza cen komerčních nemovitostí v zemích střední Evropy
    [Analysis of the Commercial Property Prices in the Central European Countries]
    ," Politická ekonomie, University of Economics, Prague, vol. 2016(1), pages 3-18.
  257. Cenkhan Sahin, 2016. "Macroeconomic effects of mortgage interest deduction," DNB Working Papers 514, Netherlands Central Bank, Research Department.
  258. M. Falagiarda & A. Saia, 2013. "Credit, Endogenous Collateral and Risky Assets: A DSGE Model," Working Papers wp916, Dipartimento Scienze Economiche, Universita' di Bologna.
  259. Li, Xiao-Lin & Chang, Tsangyao & Miller, Stephen M. & Balcilar, Mehmet & Gupta, Rangan, 2015. "The co-movement and causality between the U.S. housing and stock markets in the time and frequency domains," International Review of Economics & Finance, Elsevier, vol. 38(C), pages 220-233.
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  261. Ghysels, Eric & Plazzi, Alberto & Valkanov, Rossen & Torous, Walter, 2013. "Forecasting Real Estate Prices," Handbook of Economic Forecasting, Elsevier.
  262. Kwang Hwan Kim & Joonseok Oh, 2014. "Collateral Constraints, Sticky Wages, and Monetary Policy," Working papers 2014rwp-63, Yonsei University, Yonsei Economics Research Institute.
  263. Rüdiger Budde & Martin Micheli, 2013. "Monitoring regionaler Immobilienpreise," RWI Konjunkturbericht, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, pages 17, December.
  264. 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.
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This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.