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Citations for "Recent House Price Developments: The Role of Fundamentals"

by Nathalie Girouard & Mike Kennedy & Paul van den Noord & Christophe André

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  1. Anundsen, André K. & Jansen, Eilev S., 2013. "Self-reinforcing effects between housing prices and credit," Journal of Housing Economics, Elsevier, vol. 22(3), pages 192-212.
  2. Oikarinen, Elias, 2009. "Household borrowing and metropolitan housing price dynamics - Empirical evidence from Helsinki," Journal of Housing Economics, Elsevier, vol. 18(2), pages 126-139, June.
  3. Engsted, Tom & Hviid, Simon J. & Pedersen, Thomas Q., 2016. "Explosive bubbles in house prices? Evidence from the OECD countries," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 40(C), pages 14-25.
  4. Adrienne Mack & Enrique Martínez-García, 2011. "A cross-country quarterly database of real house prices: a methodological note," Globalization and Monetary Policy Institute Working Paper 99, Federal Reserve Bank of Dallas.
  5. Gete, Pedro, 2009. "Housing Markets and Current Account Dynamics," MPRA Paper 20957, University Library of Munich, Germany, revised 24 Feb 2010.
  6. Sae Park & Doo Bahng & Yun Park, 2010. "Price Run-up in Housing Markets, Access to Bank Lending and House Prices in Korea," The Journal of Real Estate Finance and Economics, Springer, vol. 40(3), pages 332-367, April.
  7. John V. Duca & John Muellbauer & Anthony Murphy, 2010. "Housing markets and the financial crisis of 2007-2009: lessons for the future," LSE Research Online Documents on Economics 33613, London School of Economics and Political Science, LSE Library.
  8. Hiebert, Paul & Sydow, Matthias, 2009. "What drives returns to euro area housing? Evidence from a dynamic dividend-discount model," Working Paper Series 1019, European Central Bank.
  9. Frappa, Sébastien & Mésonnier, Jean-Stéphane, 2010. "The housing price boom of the late 1990s: Did inflation targeting matter?," Journal of Financial Stability, Elsevier, vol. 6(4), pages 243-254, December.
  10. Balazs Egert & Dubravko Mihaljek, 2007. "Determinants of House Prices in Central and Eastern Europe," William Davidson Institute Working Papers Series wp894, William Davidson Institute at the University of Michigan.
  11. Anundsen, André Kallåk & Heebøll, Christian, 2016. "Supply restrictions, subprime lending and regional US house prices," Journal of Housing Economics, Elsevier, vol. 31(C), pages 54-72.
  12. Engsted, Tom & Pedersen, Thomas Q., 2015. "Predicting returns and rent growth in the housing market using the rent-price ratio: Evidence from the OECD countries," Journal of International Money and Finance, Elsevier, vol. 53(C), pages 257-275.
  13. Belke, Ansgar H. & Gros, Daniel, 2007. "Instability of the Eurozone? On Monetary Policy, House Prices and Labor Market Reforms," IZA Discussion Papers 2547, Institute for the Study of Labor (IZA).
  14. Antje Hildebrandt & Duy T. Huynh-Olesen & Katharina Steiner & Karin Wagner, 2013. "Residential Property Prices in Central, Eastern and Southeastern European Countries," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 2, pages 52-76.
  15. Montagnoli, Alberto & Nagayasu, Jun, 2013. "UK House Prices: Convergence Clubs and Spillovers," SIRE Discussion Papers 2013-101, Scottish Institute for Research in Economics (SIRE).
  16. Madsen, Jakob B., 2009. "Taxes and the fundamental value of houses," Regional Science and Urban Economics, Elsevier, vol. 39(3), pages 365-376, May.
  17. Michael W. M. Roos, 2009. "Die deutsche Fiskalpolitik während der Wirtschaftskrise 2008/2009," Perspektiven der Wirtschaftspolitik, Verein für Socialpolitik, vol. 10(4), pages 389-412, November.
  18. Madsen, Jakob B., 2012. "A behavioral model of house prices," Journal of Economic Behavior & Organization, Elsevier, vol. 82(1), pages 21-38.
  19. Clara Mulder & Caroline Dewilde & Mark Duijn & Annika Smits, 2015. "The Association Between Parents’ and Adult Children’s Homeownership: A Comparative Analysis," European Journal of Population, Springer;European Association for Population Studies, vol. 31(5), pages 495-527, December.
  20. Hill, Robert J. & Syed, Iqbal A., 2016. "Hedonic price–rent ratios, user cost, and departures from equilibrium in the housing market," Regional Science and Urban Economics, Elsevier, vol. 56(C), pages 60-72.
  21. Luis M. Cubeddu & Camilo E Tovar Mora & Evridiki Tsounta, 2012. "Latin America; Vulnerabilities Under Construction?," IMF Working Papers 12/193, International Monetary Fund.
  22. Oikarinen, Elias, 2012. "Empirical evidence on the reaction speeds of housing prices and sales to demand shocks," Journal of Housing Economics, Elsevier, vol. 21(1), pages 41-54.
  23. Davidovska Stojanova, Biljana & Jovanovic, Branimir & Kadievska Vojnovic, Maja & Ramadani, Gani & Petrovska, Magdalena, 2008. "Real Estate Prices in the Republic of Macedonia," MPRA Paper 43166, University Library of Munich, Germany.
  24. Kholodilin Konstantin A. & Menz Jan-Oliver & Siliverstovs Boriss, 2010. "What Drives Housing Prices Down? Evidence from an International Panel," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 230(1), pages 59-76, February.
  25. Zhang, Chuanchuan & Jia, Shen & Yang, Rudai, 2016. "Housing affordability and housing vacancy in China: The role of income inequality," Journal of Housing Economics, Elsevier, vol. 33(C), pages 4-14.
  26. Paul Louis Ceriel Hilbers & Angana Banerji & Haiyan Shi & Alexander W. Hoffmaister, 2008. "House Price Developments in Europe; A Comparison," IMF Working Papers 08/211, International Monetary Fund.
  27. Beltratti, Andrea & Morana, Claudio, 2010. "International house prices and macroeconomic fluctuations," Journal of Banking & Finance, Elsevier, vol. 34(3), pages 533-545, March.
  28. Ahrend, Rudiger, 2010. "Monetary ease: A factor behind financial crises? Some evidence from OECD countries," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy (IfW), vol. 4, pages 1-30.
  29. Kenneth Kuttner & Ilhyock Shim, 2012. "Taming the Real Estate Beast: The Effects of Monetary and Macroprudential Policies on Housing Prices and Credit," RBA Annual Conference Volume, in: Alexandra Heath & Frank Packer & Callan Windsor (ed.), Property Markets and Financial Stability Reserve Bank of Australia.
  30. Tiziana Caliman & Enrico di Bella, 2011. "Spatial Autoregressive Models for House Price Dynamics in Italy," Economics Bulletin, AccessEcon, vol. 31(2), pages 1837-1855.
  31. repec:tur:wpaper:2 is not listed on IDEAS
  32. Evridiki Tsounta, 2009. "Is the Canadian Housing Market Overvalued? A Post-crisis Assessment," IMF Working Papers 09/235, International Monetary Fund.
  33. Marianne Rubinstein, 2008. "Le marché de l’immobilier résidentiel en France : évolutions récentes et perspectives," Revue d'Économie Financière, Programme National Persée, vol. 91(1), pages 143-163.
  34. David C. Wheelock, 2006. "What happens to banks when house prices fall? U.S. regional housing busts of the 1980s and 1990s," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 413-430.
  35. 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.
  36. Honohan, Patrick & Donovan, Donal & Gorecki, Paul & Mottiar, Rafique, 2010. "The Irish Banking Crisis: Regulatory and Financial Stability Policy," MPRA Paper 24896, University Library of Munich, Germany.
  37. Frappa, S. & Mésonnier, J-S., 2009. "The housing price boom of the late ’90s: did inflation targeting matter?," Working papers 255, Banque de France.
  38. Smith, Constance, 2011. "External Balance Adjustment: An Intra-National and International Comparison," Working Papers 2011-13, University of Alberta, Department of Economics.
  39. Laurence Boone & Paul Noord, 2008. "Wealth effects on money demand in the euro area," Empirical Economics, Springer, vol. 34(3), pages 525-536, June.
  40. Kevin Hjortshøj O'Rourke & Augustin S. Benetrix and Barry Eichengreen, 2011. "How Housing Slumps End," Economics Series Working Papers 577, University of Oxford, Department of Economics.
  41. Bracke, Philippe, 2013. "How long do housing cycles last? A duration analysis for 19 OECD countries," Journal of Housing Economics, Elsevier, vol. 22(3), pages 213-230.
  42. Thomas Conefrey & Karl Whelan, 2013. "Supply, Demand and Prices in the US Housing Market," Working Papers 201307, School of Economics, University College Dublin.
  43. Hui, Eddie Chi-Man & Wang, Ziyou, 2015. "Can we predict the property cycle? A study of securitized property market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 426(C), pages 72-87.
  44. Gwinner, William B. & Sanders, Anthony, 2008. "The sub prime crisis : implications for emerging markets," Policy Research Working Paper Series 4726, The World Bank.
  45. Tom Engsted & Thomas Q. Pedersen, 2012. "Predicting returns and rent growth in the housing market using the rent-to-price ratio: Evidence from the OECD countries," CREATES Research Papers 2012-58, Department of Economics and Business Economics, Aarhus University.
  46. David Zimmer, 2015. "Asymmetric dependence in house prices: evidence from USA and international data," Empirical Economics, Springer, vol. 49(1), pages 161-183, August.
  47. 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.
  48. Rose Cunningham & Ilan Kolet, 2007. "Housing Market Cycles and Duration Dependence in the United States and Canada," Staff Working Papers 07-2, Bank of Canada.
  49. Christian Hott & Pierre Monnin, 2008. "Fundamental Real Estate Prices: An Empirical Estimation with International Data," The Journal of Real Estate Finance and Economics, Springer, vol. 36(4), pages 427-450, May.
  50. Caliman, Tiziana & Di Bella, Enrico, 2011. "House Price Dynamics in Italy - La dinamica delle quotazioni immobiliari in Italia," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 64(1), pages 37-65.
  51. Zenou, Yves, 2009. "Urban search models under high-relocation costs. Theory and application to spatial mismatch," Labour Economics, Elsevier, vol. 16(5), pages 534-546, October.
  52. Jakob B Madsen, 2011. "A Repayment Model of House Prices," Monash Economics Working Papers 09-11, Monash University, Department of Economics.
  53. Hashmat U. Khan & Jean-François Rouillard, 2016. "Household Borrowing Constraints and Residential Investment Dynamics," Cahiers de recherche 16-04, Departement d'Economique de l'École de gestion à l'Université de Sherbrooke.
  54. Wynne, Mark A., 2008. "How should central banks define price stability?," Globalization and Monetary Policy Institute Working Paper 08, Federal Reserve Bank of Dallas.
  55. Konstantin A. Kholodilin & Andreas Mense, 2012. "Internet-Based Hedonic Indices of Rents and Prices for Flats: Example of Berlin," Discussion Papers of DIW Berlin 1191, DIW Berlin, German Institute for Economic Research.
  56. Carolina Arteaga & Carlos Huertas Campos & Sergio Olarte Armenta, 2012. "Índice de Desbalance Macroeconómico," BORRADORES DE ECONOMIA 010077, BANCO DE LA REPÚBLICA.
  57. Sarah Carrington & Jakob B. Madsen, 2011. "House Prices, Credit and Willingness to Lend," The Economic Record, The Economic Society of Australia, vol. 87(279), pages 537-557, December.
  58. André K. Anundsen & Eilev S. Jansen, 2013. "Self-reinforcing effects between housing prices and credit: an extended version," Discussion Papers 756, Statistics Norway, Research Department.
  59. Christophe Andre & Rangan Gupta & John W. Muteba Mwamba, 2016. "Are Housing Price Cycles Asymmetric? Evidence from the US States and Metropolitan Areas," Working Papers 201635, University of Pretoria, Department of Economics.
  60. Dubravko Mihaljek & Agne Subelyte, 2014. "Do we understand what drives house prices?," Chapters, in: Financial Cycles and the Real Economy, chapter 9, pages 147-170 Edward Elgar Publishing.
  61. Giorgio Bellettini & Filippo Taddei, 2009. "Real Estate Prices and the Importance of Bequest Taxation," Carlo Alberto Notebooks 107, Collegio Carlo Alberto, revised 2011.
  62. Carolin Fritzsche & Jan Kluge, 2014. "Wodurch werden die Mietpreise bestimmt? Unterschiede in den Mieten in Ost- und Westdeutschland," ifo Dresden berichtet, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 21(06), pages 03-10, December.
  63. Christophe André, 2010. "A Bird's Eye View of OECD Housing Markets," OECD Economics Department Working Papers 746, OECD Publishing.
  64. Adams, Zeno & Füss, Roland, 2010. "Macroeconomic determinants of international housing markets," Journal of Housing Economics, Elsevier, vol. 19(1), pages 38-50, March.
  65. Kaizoji, Taisei, 2009. "Root Causes of The Housing Bubble," MPRA Paper 16808, University Library of Munich, Germany.
  66. Aizenman, Joshua & Jinjarak, Yothin, 2009. "Current account patterns and national real estate markets," Journal of Urban Economics, Elsevier, vol. 66(2), pages 75-89, September.
  67. Tom Engsted & Thomas Q. Pedersen, 2013. "Housing market volatility in the OECD area: Evidence from VAR based return decompositions," CREATES Research Papers 2013-04, Department of Economics and Business Economics, Aarhus University.
  68. Kierzenkowski, R. & Oung, V., 2007. "L’évolution des crédits à l’habitat en France : une grille d’analyse en termes de cycles," Working papers 172, Banque de France.
  69. Alessio Ciarlone, 2012. "House price cycles in emerging economies," Temi di discussione (Economic working papers) 863, Bank of Italy, Economic Research and International Relations Area.
  70. W. Erwin Diewert, 2009. "Durables and Owner-Occupied Housing in a Consumer Price Index," NBER Chapters, in: Price Index Concepts and Measurement, pages 445-500 National Bureau of Economic Research, Inc.
  71. Judith Yates, 2011. "Housing in Australia in the 2000s: On the Agenda Too Late?," RBA Annual Conference Volume, in: Hugo Gerard & Jonathan Kearns (ed.), The Australian Economy in the 2000s Reserve Bank of Australia.
  72. Bover, Olympia & Jimeno, Juan F., 2007. "House Prices and Employment Reallocation: International Evidence," IZA Discussion Papers 3129, Institute for the Study of Labor (IZA).
  73. Marianne Rubinstein, 2009. "Quels enseignements tirer de la crise financière japonaise pour la crise actuelle ?," Revue d'Économie Financière, Programme National Persée, vol. 94(1), pages 251-271.
  74. David Hargreaves, 2008. "The tax system and housing demand in New Zealand," Reserve Bank of New Zealand Discussion Paper Series DP2008/06, Reserve Bank of New Zealand.
  75. Christine Whitehead, 2012. "Discussion of Property Market Cycles as Paths to Financial Distress," RBA Annual Conference Volume, in: Alexandra Heath & Frank Packer & Callan Windsor (ed.), Property Markets and Financial Stability Reserve Bank of Australia.
  76. Edward E. Leamer, 2007. "Housing is the business cycle," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 149-233.
  77. Andrea Beltratti & Claudio Morana, 2008. "International shocks and national house prices," ICER Working Papers - Applied Mathematics Series 14-2008, ICER - International Centre for Economic Research.
  78. V. Baugnet & P. Butzen & S. Cheliout & W. Melyn & Q. Wibaut, 2011. "End of the crisis in the housing markets ? An international survey," Economic Review, National Bank of Belgium, issue i, pages 53-71, June.
  79. Elias Oikarinen, 2008. "Empirical application of the housing-market no-arbitrage condition: problems, solutions and a Finnish case study," Discussion Papers 39, Aboa Centre for Economics.
  80. repec:onb:oenbwp:y:2013:i:2:b:1 is not listed on IDEAS
  81. Christophe André & Luis A. Gil-Alana & Rangan Gupta, 2014. "Testing for persistence in housing price-to-income and price-to-rent ratios in 16 OECD countries," Applied Economics, Taylor & Francis Journals, vol. 46(18), pages 2127-2138, June.
  82. Zenou, Yves, 2007. "High Relocation Costs in Search-Matching Models: Theory and Application to Spatial Mismatch," IZA Discussion Papers 2739, Institute for the Study of Labor (IZA).
  83. Anundsen, André Kallåk, 2013. "Economic Regime Shifts and the US Subprime Bubble," Memorandum 05/2013, Oslo University, Department of Economics.
  84. repec:ipg:wpaper:2014-476 is not listed on IDEAS
  85. Graeme O'Meara, 2015. "Housing Bubbles and Monetary Policy: A Reassessment," Open Access publications 10197/6435, School of Economics, University College Dublin.
  86. Yuan Cheng & Xuehui Han, 2013. "Does large volatility help?—stochastic population forecasting technology in explaining real estate price process," Journal of Population Economics, Springer;European Society for Population Economics, vol. 26(1), pages 323-356, January.
  87. Dünhaupt, Petra, 2016. "Financialization and the crises of capitalism," IPE Working Papers 67/2016, Berlin School of Economics and Law, Institute for International Political Economy (IPE).
  88. Kazumasa Iwata, 2007. "Housing and monetary policy in Japan," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 445-461.
  89. Alessio Ciarlone, 2012. "Wealth effects in emerging economies," Temi di discussione (Economic working papers) 843, Bank of Italy, Economic Research and International Relations Area.
  90. repec:onb:oenbwp:y:2007:i:1:b:1 is not listed on IDEAS
  91. Jakob B Madsen, 2011. "A q Model of House Prices," Monash Economics Working Papers 03-11, Monash University, Department of Economics.
  92. Ciarlone, Alessio, 2011. "Housing wealth effect in emerging economies," Emerging Markets Review, Elsevier, vol. 12(4), pages 399-417.
  93. 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.
  94. Mick Silver, 2012. "Why House Price Indexes Differ; Measurement and Analysis," IMF Working Papers 12/125, International Monetary Fund.
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