Housing Wealth, Stock Market Wealth and Consumption: A Panel Analysis for Australia
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Beatrice D. Simo-Kengne & Stephen M. Miller & Rangan Gupta & Goodness C. Aye, 2013.
"Time-Varying Effects of Housing and Stock Prices on U.S. Consumption,"
Working Papers
201325, University of Pretoria, Department of Economics.
- Beatrice D. Simo-Kengne & Stephen M. Miller & Rangan Gupta & Goodness C. Aye, 2014. "Time-Varying Effects of Housing and Stock Prices on U.S. Consumption," Working Papers 1404, University of Nevada, Las Vegas , Department of Economics.
- Beatrice D. Simo-Kengne & Stephen M. Miller & Rangan Gupta & Goodness C. Aye, 2013. "Time-Varying Effects of Housing and Stock Prices on U.S. Consumption," Working papers 2013-13, University of Connecticut, Department of Economics.
- Duca, John V. & Muellbauer, John & Murphy, Anthony, 2010.
"Housing markets and the financial crisis of 2007-2009: Lessons for the future,"
Journal of Financial Stability,
Elsevier, vol. 6(4), pages 203-217, December.
- Duca, John V. & Muellbauer, John & Murphy, Anthony, 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.
- John V. Duca & John Muellbauer & Anthony Murphy, 2010. "Housing Markets and the Financial Crisis of 2007-2009: Lessons for the Future," SERC Discussion Papers 0049, Spatial Economics Research Centre, LSE.
- Ricardo M. Sousa, 2009.
"Wealth Effetcs on Consumption: Evidence from the euro area,"
NIPE Working Papers
12/2009, NIPE - Universidade do Minho.
- Sousa, Ricardo M., 2009. "Wealth effects on consumption: evidence from the euro area," Working Paper Series 1050, European Central Bank.
- Skudelny, Frauke, 2009. "Euro area private consumption: Is there a role for housing wealth effects," Working Paper Series 1057, European Central Bank.
- Frank P. Stafford & Erik Hurst & Bing Chen, 2012. "Diminishing Margins: Housing Market Declines and Family Financial Responses," Working Papers wp276, University of Michigan, Michigan Retirement Research Center.
- 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.
- Karl E Case & John M Quigley & Robert J Shiller, 2003.
"Home-buyers, Housing and the Macroeconomy,"
RBA Annual Conference Volume,in: Anthony Richards & Tim Robinson (ed.), Asset Prices and Monetary Policy
Reserve Bank of Australia.
- Case, Karl E. & Quigley, John M. & Shiller, Robert J., 2003. "Home-buyers, Housing and the Macroeconomy," Berkeley Program on Housing and Urban Policy, Working Paper Series qt0v59r392, Berkeley Program on Housing and Urban Policy.
- Sarah Drought & Chris McDonald, 2011. "Forecasting house price inflation: a model combination approach," Reserve Bank of New Zealand Discussion Paper Series DP2011/07, Reserve Bank of New Zealand.
- 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.
- 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, February.
- Carroll, Christopher D. & Otsuka, Misuzu & Slacalek, Jiri, 2010. "How large are housing and financial wealth effects? A new approach," Working Paper Series 1283, European Central Bank.
- Finlay Richard & Price Fiona, 2015.
"Household saving in Australia,"
The B.E. Journal of Macroeconomics,
De Gruyter, vol. 15(2), pages 677-704, July.
- Richard Finlay & Fiona Price, 2014. "Household Saving in Australia," RBA Research Discussion Papers rdp2014-03, Reserve Bank of Australia.
- Chatziantoniou, Ioannis & Filis, George & Floros, Christos, 2017.
"Asset prices regime-switching and the role of inflation targeting monetary policy,"
Global Finance Journal,
Elsevier, vol. 32(C), pages 97-112.
- Chatziantoniou, Ioannis & Filis, George & Floros, Christos, 2015. "Asset prices regime-switching and the role of inflation targeting monetary policy," MPRA Paper 68666, University Library of Munich, Germany.
- Brito Paulo & Marini Giancarlo & Piergallini Alessandro, 2016.
"House prices and monetary policy,"
Studies in Nonlinear Dynamics & Econometrics,
De Gruyter, vol. 20(3), pages 251-277, June.
- Paulo Brito & Giancarlo Marini & Alessandro Piergallini, 2012. "House Prices and Monetary Policy," CEIS Research Paper 250, Tor Vergata University, CEIS, revised 01 Aug 2012.
- Aron, Janine & Muellbauer, John & Murphy, Anthony, 2006.
"Housing wealth, credit conditions and consumption,"
MPRA Paper
24485, University Library of Munich, Germany.
- John Muellbauer & Janine Aron & Ant Murphy & Janine Aron & Anthony Murphy, 2007. "Housing Wealth, Credit Conditions and Consumption," ERES eres2007_257, European Real Estate Society (ERES).
- Janine Aron & John Muellbauer, 2006. "Housing Wealth, Credit Conditions and Consumption," CSAE Working Paper Series 2006-08, Centre for the Study of African Economies, University of Oxford.
- Christopher D. Carroll & Misuzu Otsuka & Jirka Slacalek, 2006.
"How Large Is the Housing Wealth Effect? A New Approach,"
NBER Working Papers
12746, National Bureau of Economic Research, Inc.
- Carroll, Christopher D. & Otsuka, Misuzu & Slacalek, Jirka, 2006. "How large is the housing wealth effect? A new approach," CFS Working Paper Series 2006/35, Center for Financial Studies (CFS).
- Christopher D. Carroll & Misuzu Otsuka & Jirka Slacalek, 2006. "How Large Is the Housing Wealth Effect? A New Approach," Economics Working Paper Archive 535, The Johns Hopkins University,Department of Economics.
- Windsor, Callan & La Cava, Gianni & Hansen, James, 2015. "Home price beliefs: Evidence from Australia," Journal of Housing Economics, Elsevier, vol. 29(C), pages 41-58.
- Ellis Connolly, 2007. "The Effect of the Australian Superannuation Guarantee on Household Saving Behaviour," RBA Research Discussion Papers rdp2007-08, Reserve Bank of Australia.
- Sousa, Ricardo M., 2010.
"Consumption, (dis)aggregate wealth, and asset returns,"
Journal of Empirical Finance,
Elsevier, vol. 17(4), pages 606-622, September.
- Ricardo M. Sousa, 2005. "Consumption, (Dis) Aggregate Wealth and Asset Returns," NIPE Working Papers 9/2005, NIPE - Universidade do Minho.
- Ricardo M. Sousa, 2006. "Consumption, (Dis)Aggregate Wealth and Asset Returns," Computing in Economics and Finance 2006 212, Society for Computational Economics.
- Shengzu Wang & Patrizia Tumbarello, 2010. "What Drives House Prices in Australia? A+L4584 Cross-Country Approach," IMF Working Papers 10/291, International Monetary Fund.
- 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.
- Simone Salotti, 2012.
"Wealth Effects in the US: Evidence from the Combination of Two Surveys,"
The Economic and Social Review,
Economic and Social Studies, vol. 43(1), pages 67-98.
- Salotti, Simone, 2010. "Wealth effect in the US: evidence from the combination of two surveys," MPRA Paper 27352, University Library of Munich, Germany.
- Cobb-Clark, Deborah A. & Sinning, Mathias G., 2011.
"Neighborhood diversity and the appreciation of native- and immigrant-owned homes,"
Regional Science and Urban Economics,
Elsevier, vol. 41(3), pages 214-226, May.
- Deborah A. Cobb-Clark & Mathias G. Sinning, 2009. "Neighborhood Diversity and the Appreciation of Native- and Immigrant-Owned Homes," CEPR Discussion Papers 624, Centre for Economic Policy Research, Research School of Economics, Australian National University.
- Cobb-Clark, Deborah A. & Sinning, Mathias G., 2009. "Neighborhood Diversity and the Appreciation of Native- and Immigrant-Owned Homes," Ruhr Economic Papers 137, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Cobb-Clark, Deborah A. & Sinning, Mathias, 2009. "Neighborhood Diversity and the Appreciation of Native- and Immigrant-Owned Homes," IZA Discussion Papers 4464, Institute for the Study of Labor (IZA).
- John N. Muellbauer, 2007.
"Housing, credit and consumer expenditure,"
Proceedings - Economic Policy Symposium - Jackson Hole,
Federal Reserve Bank of Kansas City, pages 267-334.
- Muellbauer, John, 2008. "Housing, Credit and Consumer Expenditure," CEPR Discussion Papers 6782, C.E.P.R. Discussion Papers.
- Nicholas Apergis & Beatrice D. Simo-Kengne & Rangan Gupta, 2013. "The Long-Run Relationship between Consumption, House Prices and Stock Prices in South Africa: Evidence from Provincial-Level Data," Working Papers 201326, University of Pretoria, Department of Economics.
- 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.
- Beatrice D. Simo-Kengne & Rangan Gupta & Manoel Bittencourt, 2012. "THE IMPACT OF HOUSE PRICES ON CONSUMPTION IN SOUTH AFRICA: EVIDENCE FROM PROVINCIAL-LEVEL PANEL VARs," Working Papers 201211, University of Pretoria, Department of Economics.
- Bruce Headey, 2008. "Poverty Is Low Consumption and Low Wealth, Not Just Low Income," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 89(1), pages 23-39, October.
- Christian Dreger & Hans-Eggert Reimers, 2012. "The long run relationship between private consumption and wealth: common and idiosyncratic effects," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 11(1), pages 21-34, April.
- Dreger, Christian & Reimers, Hans-Eggert, 2011. "The long run relationship between private consumption and wealth: common and idiosyncratic effects," Discussion Papers 295, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics.
- Eva Sierminska & Yelena Takhtamanova, 2007. "Wealth effects out of financial and housing wealth: cross country and age group comparisons," Working Paper Series 2007-01, Federal Reserve Bank of San Francisco.
- Paul Frijters & Benno Torgler & Christian Gillitzer & Jin Cong Wang, 2016. "Housing Wealth Effects: Cross-sectional Evidence from New Vehicle Registrations," The Economic Record, The Economic Society of Australia, vol. 92, pages 30-51, June.
- Marion Kohler & Michelle Van Der Merwe, 2015. "Long-run Trends in Housing Price Growth," RBA Bulletin, Reserve Bank of Australia, pages 21-30, September.
- Frederic S. Mishkin, 2007. "Housing and the monetary transmission mechanism," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 359-413.
- Frederic S. Mishkin, 2007. "Housing and the Monetary Transmission Mechanism," NBER Working Papers 13518, National Bureau of Economic Research, Inc.
- Frederic S. Mishkin, 2007. "Housing and the monetary transmission mechanism," Finance and Economics Discussion Series 2007-40, Board of Governors of the Federal Reserve System (U.S.).
- Sheng Guo & Umut Unal, 2011. "VAR Estimates of the Housing and Stock Wealth Effects: Cross-country Evidence," Working Papers 1103, Florida International University, Department of Economics.
- Simone Salotti, 2010. "An appraisal of the wealth effect in the US: evidence from pseudo-panel data," Working Papers - Mathematical Economics 2010-06, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
- Salotti, Simone, 2010. "An appraisal of the wealth effect in the US: evidence from pseudo-panel data," MPRA Paper 27351, University Library of Munich, Germany, revised Dec 2010.
- Christian Dreger & Jiri Slacalek, 2007. "Wie stark wird der Konsum vom Vermögen bestimmt?," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 76(4), pages 77-84.
- Bhatia, Kul & Mitchell, Chris, 2016. "Household-specific housing capital gains and consumption: Evidence from Canadian microdata," Regional Science and Urban Economics, Elsevier, vol. 56(C), pages 19-33.
- Hori, Masahiro & Niizeki, Takeshi, 2017. "Housing Wealth Effects in Japan: Evidence Based on Household Micro Data," HIT-REFINED Working Paper Series 69, Institute of Economic Research, Hitotsubashi University.
- Hassan Gholipour Fereidouni & Reza Tajaddini, 2017. "Housing Wealth, Financial Wealth and Consumption Expenditure: The Role of Consumer Confidence," The Journal of Real Estate Finance and Economics, Springer, vol. 54(2), pages 216-236, February.
- Kam-Ki Tang, 2006. "The wealth effect of housing on aggregate consumption," Applied Economics Letters, Taylor & Francis Journals, vol. 13(3), pages 189-193.
- Ashley, Richard & Li, Guo, 2014. "Re-examining the impact of housing wealth and stock wealth on retail sales: Does persistence in wealth changes matter?," Journal of Housing Economics, Elsevier, vol. 26(C), pages 109-118.
- Atalay, Kadir & Whelan, Stephen & Yates, Judith, 2013. "Housing Wealth and Household Consumption: New Evidence from Australia and Canada," Working Papers 2013-04, University of Sydney, School of Economics.
- Ahec Šonje, Amina & Čeh Časni, Anita & Vizek, Maruška, 2014. "The effect of housing and stock market wealth on consumption in emerging and developed countries," Economic Systems, Elsevier, vol. 38(3), pages 433-450.
- Peltonen, Tuomas A. & Sousa, Ricardo M. & Vansteenkiste, Isabel S., 2012. "Wealth effects in emerging market economies," International Review of Economics & Finance, Elsevier, vol. 24(C), pages 155-166.
- Peltonen, Tuomas & Sousa, Ricardo M. & Vansteenkiste, Isabel, 2009. "Wealth effects in emerging market economies," Working Paper Series 1000, European Central Bank.
- Tuomas A. Peltonen & Ricardo M. Sousa & Isabel S. Vansteenkiste, 2009. "Wealth Effects in Emerging Market Economies," NIPE Working Papers 4/2009, NIPE - Universidade do Minho.
- Samuel Bindu & Lloyd Chigusiwa & D. Mazambani & L. Muchabaiwa & V. Mudavanhu, 2011. "The Effect of stock market wealth on private consumption in Zimbabwe," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Eastern Macedonia and Thrace Institute of Technology (EMATTECH), Kavala, Greece, vol. 4(2), pages 125-142, August.
- Beatrice Simo-Kengne & Stephen Miller & Rangan Gupta & Goodness Aye, 2015. "Time-Varying Effects of Housing and Stock Returns on U.S. Consumption," The Journal of Real Estate Finance and Economics, Springer, vol. 50(3), pages 339-354, April.
- Kadir Atalay & Stephen Whelan & Judith Yates, 2016. "House Prices, Wealth and Consumption: New Evidence from Australia and Canada," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 62(1), pages 69-91, March.
- 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.
- Ebner, André, 2010. "A micro view on home equity withdrawal and its determinants. Evidence from Dutch households," Discussion Papers in Economics 11309, University of Munich, Department of Economics.
- Márquez, Elena & Martínez-Cañete, Ana R. & Pérez-Soba, Inés, 2013. "Wealth shocks, credit conditions and asymmetric consumption response: Empirical evidence for the UK," Economic Modelling, Elsevier, vol. 33(C), pages 357-366.
- Cobb-Clark, Deborah A. & Hildebrand, Vincent A., 2008. "The Asset Portfolios of Native-Born and Foreign-Born Households," IZA Discussion Papers 3304, Institute for the Study of Labor (IZA).
- Deborah A. Cobb-Clark & Vincent A. Hildebrand, 2008. "The Asset Portfolios of Native-born and Foreign-born Households," CEPR Discussion Papers 567, Centre for Economic Policy Research, Research School of Economics, Australian National University.
- repec:taf:rjapxx:v:21:y:2016:i:2:p:196-216 is not listed on IDEAS
- 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.
- Renee A. Fry & Vance L. Martin & Nicholas Voukelatos, 2009. "Overvaluation In Australian Housing And Equity Markets: Wealth Effects Or Monetary Policy?," CAMA Working Papers 2009-10, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Eva Sierminska & Yelena Takhtamanova, 2006. "Wealth Effects Out of Financial and Housing Wealth: Cross Country and Age Group Comparisons," LWS Working papers 4, LIS Cross-National Data Center in Luxembourg.
- Emmanuel De Veirman & Ashley Dunstan, 2008. "How do Housing Wealth, Financial Wealth and Consumption Interact? Evidence from New Zealand," Reserve Bank of New Zealand Discussion Paper Series DP2008/05, Reserve Bank of New Zealand.
- David M. Williams, 2010. "Consumption, wealth and credit liberalisation in Australia," Economics Series Working Papers 492, University of Oxford, Department of Economics.
- Cussen, Mary & Kelly, John & Phelan, Gillian, 2008. "The Impact of Asset Price Trends on Irish Households," Quarterly Bulletin Articles, Central Bank of Ireland, pages 70-84, July.
- repec:eee:pacfin:v:44:y:2017:i:c:p:113-126 is not listed on IDEAS
- Yasemin Barlas Ozer & Kam-Ki Tang, "undated". "An Empirical Analysis of Financial and Housing Wealth Effects on Consumption in Turkey," MRG Discussion Paper Series 2809, School of Economics, University of Queensland, Australia.
- Maruška Vizek, 2011. "The Influence of Stock Market and Housing Wealth on Consumption Expenditures in Transition Countries," Research in Economics and Business: Central and Eastern Europe, Tallinn School of Economics and Business Administration, Tallinn University of Technology, vol. 3(1).
- repec:vrs:ngooec:v:62:y:2016:i:4:p:23-32:n:3 is not listed on IDEAS
- Goodness C. Aye & Rangan Gupta & Alain Kaninda & Wendy Nyakabawo & Aarifah Razak, 2013. "House Price, Stock Price and Consumption in South Africa: A Structural VAR Approach," Working Papers 201309, University of Pretoria, Department of Economics.
- repec:seb:journl:v:15:y:2017:i:1:p:63-86 is not listed on IDEAS
- Dalina Amonhaemanon, 2015. "The Impact of Stock Price and Real Estate Price Shocks on Consumption: The Thai Experience," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 6(1), pages 137-148, January.
- 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.