create a website

Mortgage Markets, Collateral Constraints, and Monetary Policy: Do Institutional Factors Matter?. (2007). Stracca, Livio ; Monacelli, Tommaso ; Calza, Alessandro .
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:6231.

Full description at Econpapers || Download paper

Cited: 74

Citations received by this document

Cites: 41

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Collateral constraints, tranching, and price bases. (2023). Phelan, Gregory ; Gong, Feixue.
    In: Economic Theory.
    RePEc:spr:joecth:v:75:y:2023:i:2:d:10.1007_s00199-022-01414-8.

    Full description at Econpapers || Download paper

  2. When Does Monetary Policy Sway House Prices? A Meta-Analysis. (2023). Havranek, Tomas ; Bajzik, Josef ; Ehrenbergerova, Dominika.
    In: IMF Economic Review.
    RePEc:pal:imfecr:v:71:y:2023:i:2:d:10.1057_s41308-022-00185-5.

    Full description at Econpapers || Download paper

  3. .

    Full description at Econpapers || Download paper

  4. Collateral Constraints, Tranching, and Price Bases. (2020). Phelan, Gregory ; Gong, Feixue.
    In: Department of Economics Working Papers.
    RePEc:wil:wileco:2020-03.

    Full description at Econpapers || Download paper

  5. The Effect of Monetary Policy on House Prices - How Strong is the Transmission?. (2020). Bajzik, Josef ; Ehrenbergerova, Dominika.
    In: Working Papers.
    RePEc:cnb:wpaper:2020/14.

    Full description at Econpapers || Download paper

  6. Housing, Housing Finance and Credit Risk. (2018). Khaled, Fawaz ; Canepa, Alessandra.
    In: IJFS.
    RePEc:gam:jijfss:v:6:y:2018:i:2:p:50-:d:145475.

    Full description at Econpapers || Download paper

  7. Financial frictions and monetary policy conduct. (2018). Paries, Matthieu Darracq.
    In: Erudite Ph.D Dissertations.
    RePEc:eru:erudph:ph18-01.

    Full description at Econpapers || Download paper

  8. Essays in empirical finance and monetary policy. (2017). van Holle, Frederiek.
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:30d11a4b-7bc9-4c81-ad24-5ca36f83e31f.

    Full description at Econpapers || Download paper

  9. Analysis of Transmission Mechanisms of Monetary Policy of the Bank of Russia in Conditions of Transition to Inflation Targeting. (2017). Sinelnikova-Muryleva, Elena.
    In: Working Papers.
    RePEc:rnp:wpaper:041703.

    Full description at Econpapers || Download paper

  10. Monetary Policy, House Prices, and Consumption in China: A National and Regional Study. (2017). Wu, Shuping ; Yang, Zan ; Shen, Yanhao .
    In: International Real Estate Review.
    RePEc:ire:issued:v:20:n:01:2017:p:23-49.

    Full description at Econpapers || Download paper

  11. Credit, Endogenous Collateral and Risky Assets: A DSGE Model. (2017). Saia, Alessandro ; Falagiarda, Matteo.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:49:y:2017:i:c:p:125-148.

    Full description at Econpapers || Download paper

  12. Global Collateral: How Financial Innovation Drives Capital Flows and Increases Financial Instability. (2017). Phelan, Gregory ; Fostel, Ana ; Geanakoplos, John.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:2076.

    Full description at Econpapers || Download paper

  13. House prices, credit and the effect of monetary policy in Norway: Evidence from Structural VAR Models. (2014). Robstad, Orjan.
    In: Working Paper.
    RePEc:bno:worpap:2014_05.

    Full description at Econpapers || Download paper

  14. Politique monétaire unique taux bancaires et prix immobiliers dans la zone euro. (2013). Labondance, Fabien ; Blot, Christophe.
    In: Sciences Po publications.
    RePEc:spo:wpmain:info:hdl:2441/7o52iohb7k6srk09mgkspa0q9.

    Full description at Econpapers || Download paper

  15. Economic Integration and Mature Portfolios. (2013). Haliassos, Michael ; Christelis, Dimitris ; Georgarakos, Dimitris.
    In: CSEF Working Papers.
    RePEc:sef:csefwp:194.

    Full description at Econpapers || Download paper

  16. Endogenous Bank Credit and Its Link to Housing in OECD Countries. (2013). Arestis, Philip ; Gonzalez, Ana Rosa .
    In: Economics Working Paper Archive.
    RePEc:lev:wrkpap:wp_750.

    Full description at Econpapers || Download paper

  17. Politique monétaire unique, taux bancaires et prix immobiliers dans la zone euro. (2013). Labondance, Fabien ; Blot, Christophe.
    In: Post-Print.
    RePEc:hal:journl:hal-03473898.

    Full description at Econpapers || Download paper

  18. Credit frictions and consumption dynamics in an open economy. (2013). Chu, Shiou-Yen.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:27:y:2013:i:c:p:250-260.

    Full description at Econpapers || Download paper

  19. Housing investment: What makes it so volatile? Theory and evidence from OECD countries. (2013). Nguyen, Quoc Hung.
    In: Journal of Housing Economics.
    RePEc:eee:jhouse:v:22:y:2013:i:3:p:163-178.

    Full description at Econpapers || Download paper

  20. Credit, Endogenous Collateral and Risky Assets: A DSGE Model. (2013). Saia, Alessandro ; Falagiarda, Matteo.
    In: Working Papers.
    RePEc:bol:bodewp:wp916.

    Full description at Econpapers || Download paper

  21. Real Estate Market Risk in Bank Stock Returns: Evidence for 15 European Countries. (2012). Serra, Ana Paula ; Martins, Antonio Miguel .
    In: CEF.UP Working Papers.
    RePEc:por:cetedp:1203.

    Full description at Econpapers || Download paper

  22. Optimal monetary policy with durable services: user cost versus purchase price. (2011). Ko, Jun-Hyung.
    In: MPRA Paper.
    RePEc:pra:mprapa:34147.

    Full description at Econpapers || Download paper

  23. Productivity shocks and housing market inflations in new Keynesian models. (2011). Ko, Jun-Hyung.
    In: MPRA Paper.
    RePEc:pra:mprapa:33848.

    Full description at Econpapers || Download paper

  24. Time-varying returns, intertemporal substitution and cyclical variation in consumption. (2011). De Veirman, Emmanuel ; Dunstan, Ashley .
    In: Reserve Bank of New Zealand Discussion Paper Series.
    RePEc:nzb:nzbdps:2011/05.

    Full description at Econpapers || Download paper

  25. Macroeconomic Costs of Higher Bank Capital and Liquidity Requirements. (2011). Vlcek, Jan ; Roger, Scott.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2011/103.

    Full description at Econpapers || Download paper

  26. Time-Varying Returns, Intertemporal Substitution and Cyclical Variation in Consumption. (2011). De Veirman, Emmanuel ; Dunstan, Ashley .
    In: CAMA Working Papers.
    RePEc:een:camaaa:2011-14.

    Full description at Econpapers || Download paper

  27. Heterogeneity in money holdings across euro area countries: The role of housing. (2011). Wolff, Guntram ; Van den Noord, Paul ; Setzer, Ralph.
    In: European Journal of Political Economy.
    RePEc:eee:poleco:v:27:y:2011:i:4:p:764-780.

    Full description at Econpapers || Download paper

  28. Lending behavior and real estate prices. (2011). Hott, Christian.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:9:p:2429-2442.

    Full description at Econpapers || Download paper

  29. Time-Varying Returns, Intertemporal Substitution and Cyclical Variation in Consumption. (2011). De Veirman, Emmanuel ; Dunstan, Ashley .
    In: The B.E. Journal of Macroeconomics.
    RePEc:bpj:bejmac:v:11:y:2011:i:1:n:23.

    Full description at Econpapers || Download paper

  30. Working Paper 133 - Monetary Policy Transmission, House Prices and Consumer Spending in South Africa: An SVAR Approach. (2011). Ncube, Mthuli ; AfDB, .
    In: Working Paper Series.
    RePEc:adb:adbwps:317.

    Full description at Econpapers || Download paper

  31. Heterogeneity in money holdings across euro area countries: The role of housing. (2010). Wolff, Guntram ; Van den Noord, Paul ; Setzer, Ralph.
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:201004.

    Full description at Econpapers || Download paper

  32. Debt dynamics and excess sensitivity of consumption to transitory wealth changes. (2010). De Veirman, Emmanuel ; Dunstan, Ashley .
    In: Reserve Bank of New Zealand Discussion Paper Series.
    RePEc:nzb:nzbdps:2010/09.

    Full description at Econpapers || Download paper

  33. How Has the Monetary Transmission Mechanism Evolved Over Time?. (2010). Mishkin, Frederic ; Kiley, Michael ; Boivin, Jean.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15879.

    Full description at Econpapers || Download paper

  34. Comment on Business Cycles in the Euro Area. (2010). Monacelli, Tommaso.
    In: NBER Chapters.
    RePEc:nbr:nberch:12013.

    Full description at Econpapers || Download paper

  35. How has the monetary transmission mechanism evolved over time?. (2010). Mishkin, Frederic ; Kiley, Michael ; Boivin, Jean.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2010-26.

    Full description at Econpapers || Download paper

  36. Heterogeneity in money holdings across euro area countries: the role of housing. (2010). Wolff, Guntram ; Van den Noord, Paul ; Setzer, Ralph.
    In: European Economy - Economic Papers 2008 - 2015.
    RePEc:euf:ecopap:0407.

    Full description at Econpapers || Download paper

  37. Using a DSGE model to look at the recent boom-bust cycle in the US. (2010). Ratto, Marco ; in 't Veld, Jan ; Jan in't Veld, ; Roeger, Werner ; Jan in'tVeld, ; Jan in 't Veld, .
    In: European Economy - Economic Papers 2008 - 2015.
    RePEc:euf:ecopap:0397.

    Full description at Econpapers || Download paper

  38. How Has the Monetary Transmission Mechanism Evolved Over Time?. (2010). Mishkin, Frederic S. ; Kiley, Michael T. ; Boivin, Jean .
    In: Handbook of Monetary Economics.
    RePEc:eee:monchp:3-08.

    Full description at Econpapers || Download paper

  39. Monetary policy and regional price boom in Sweden. (2010). Campbell, Robert ; Yang, Zan ; Wang, Songtao.
    In: Journal of Policy Modeling.
    RePEc:eee:jpolmo:v:32:y::i:6:p:865-879.

    Full description at Econpapers || Download paper

  40. Monetary Policy Transmission and Macroeconomic Dynamics in Luxembourg: Results from a VAR Analysis. (2010). Morhs, Romuald .
    In: BCL working papers.
    RePEc:bcl:bclwop:bclwp049.

    Full description at Econpapers || Download paper

  41. Banks and Real Estate Prices. (2009). Hott, Christian.
    In: Working Papers.
    RePEc:snb:snbwpa:2009-08.

    Full description at Econpapers || Download paper

  42. Credit and Banking in a DSGE model. (2009). Neri, Stefano ; Gerali, Andrea ; Sessa, Luca ; Signoretti, Federico.
    In: 2009 Meeting Papers.
    RePEc:red:sed009:586.

    Full description at Econpapers || Download paper

  43. The Housing Cycle in Emerging Middle Eastern Economies and its Macroeconomic Policy Implications. (2009). Maseeh, Ashwaq ; Lian, Weicheng ; Beidas-Strom, Samya.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2009/288.

    Full description at Econpapers || Download paper

  44. Procyclicality and Fair Value Accounting. (2009). Novoa, Alicia ; Sole, Juan ; Scarlata, Jodi G.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2009/039.

    Full description at Econpapers || Download paper

  45. The Volatility Costs of Procyclical Lending Standards; An Assessment Using a Dsge Model. (2009). Gruss, Bertrand ; Sgherri, Silvia.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2009/035.

    Full description at Econpapers || Download paper

  46. External imbalances and collateral constraints in a two-country world. (2009). .
    In: Post-Print.
    RePEc:hal:journl:halshs-00429600.

    Full description at Econpapers || Download paper

  47. The Volatility Costs of Procyclical Lending Standards: An Assessment Using a DSGE Model. (2009). Sgherri, Silvia ; Gruss, Bertrand.
    In: Economics Working Papers.
    RePEc:eui:euiwps:eco2009/07.

    Full description at Econpapers || Download paper

  48. Fiscal policy with credit constrained households. (2009). in 't Veld, Jan ; Jan in't Veld, ; Roeger, Werner ; Jan in'tVeld, ; Jan in 't Veld, .
    In: European Economy - Economic Papers 2008 - 2015.
    RePEc:euf:ecopap:0357.

    Full description at Econpapers || Download paper

  49. Housing Price Bubbles and their Determinants in the Czech Republic and its Regions. (2009). Komarek, Lubos ; Hlaváček, Michal ; Hlavacek, Michal.
    In: Working Papers.
    RePEc:cnb:wpaper:2009/12.

    Full description at Econpapers || Download paper

  50. Monetary Policy Transmission and House Prices: European Cross-country Evidence. (2009). Wollmershäuser, Timo ; Hülsewig, Oliver ; Carstensen, Kai ; Wollmershauser, Timo ; Hulsewig, Oliver.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2750.

    Full description at Econpapers || Download paper

  51. Housing Finance Developments in Ireland. (2009). Doyle, Nicola .
    In: Quarterly Bulletin Articles.
    RePEc:cbi:qtbart:y:2009:m:10:p:75-88.

    Full description at Econpapers || Download paper

  52. Has the monetary transmission process in the euro area changed? Evidence vased on VAR estimates. (2009). Worms, Andreas ; Gerke, Rafael ; Weber, Axel A.
    In: BIS Working Papers.
    RePEc:bis:biswps:276.

    Full description at Econpapers || Download paper

  53. Cyclical relationships between GDP and housing market in France: Facts and factors at play.. (2009). VIGNA, Olivier ; Ferrara, Laurent.
    In: Working papers.
    RePEc:bfr:banfra:268.

    Full description at Econpapers || Download paper

  54. Ensuring financial stability: financial structure and the impact of monetary policy on asset prices. (2008). Assenmacher, Katrin ; Gerlach, Stefan.
    In: IEW - Working Papers.
    RePEc:zur:iewwpx:361.

    Full description at Econpapers || Download paper

  55. Ensuring financial stability: Financial structure and the impact of monetary policy on asset prices. (2008). Assenmacher, Katrin ; Gerlach, Stefan ; Assenmacher-Wesche, Katrin .
    In: IMFS Working Paper Series.
    RePEc:zbw:imfswp:16.

    Full description at Econpapers || Download paper

  56. Financial structure and the impact of monetary policy on asset prices. (2008). Assenmacher, Katrin ; Gerlach, Stefan ; Assenmacher-Wesche, Katrin .
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:200830.

    Full description at Econpapers || Download paper

  57. Economic integration and mature portfolios. (2008). Haliassos, Michael ; Georgarakos, Dimitris ; Christelis, Dimitris.
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:200805.

    Full description at Econpapers || Download paper

  58. Financial Structure and the Impact of Monetary Policy on Asset Prices. (2008). Assenmacher, Katrin ; Gerlach, Stefan ; Assenmacher-Wesche, Katrin .
    In: Working Papers.
    RePEc:snb:snbwpa:2008-16.

    Full description at Econpapers || Download paper

  59. Liquidity, inflation and asset prices in a time-varying framework for the euro area. (2008). Peersman, Gert ; Baumeister, Christiane ; Durinck, Eveline .
    In: Working Paper Research.
    RePEc:nbb:reswpp:200810-17.

    Full description at Econpapers || Download paper

  60. Bank Lending, Housing and Spreads. (2008). Santoro, Emiliano ; Aslam, Aqib.
    In: Discussion Papers.
    RePEc:kud:kuiedp:0827.

    Full description at Econpapers || Download paper

  61. Collateral constraints, external imbalances and heterogeneous agents in a two-country world. (2008). Iliopulos, Eleni.
    In: Documents de recherche.
    RePEc:eve:wpaper:08-12.

    Full description at Econpapers || Download paper

  62. Monetary policy and housing prices in an estimated DSGE for the US and the euro area. (2008). Notarpietro, Alessandro ; DARRACQ PARIES, Matthieu.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2008972.

    Full description at Econpapers || Download paper

  63. Household External Finance and Consumption. (2008). Surico, Paolo ; Meads, Neil ; Besley, Timothy.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6934.

    Full description at Econpapers || Download paper

  64. Ensuring Financial Stability: Financial Structure and the Impact of Monetary Policy on Asset Prices. (2008). Assenmacher, Katrin ; Gerlach, Stefan.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6773.

    Full description at Econpapers || Download paper

  65. Revisiting the Comovement Puzzle: the Input-Output Structure as an Additional Solution. (2008). Di Pace, Federico.
    In: Birkbeck Working Papers in Economics and Finance.
    RePEc:bbk:bbkefp:0807.

    Full description at Econpapers || Download paper

  66. Housing and the Monetary Transmission Mechanism. (2007). Mishkin, Frederic.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13518.

    Full description at Econpapers || Download paper

  67. Housing and the monetary transmission mechanism. (2007). Mishkin, Frederic.
    In: Proceedings - Economic Policy Symposium - Jackson Hole.
    RePEc:fip:fedkpr:y:2007:p:359-413.

    Full description at Econpapers || Download paper

  68. Housing, credit and consumer expenditure. (2007). muellbauer, john.
    In: Proceedings - Economic Policy Symposium - Jackson Hole.
    RePEc:fip:fedkpr:y:2007:p:267-334.

    Full description at Econpapers || Download paper

  69. Housing is the business cycle: commentary. (2007). Smets, Frank.
    In: Proceedings - Economic Policy Symposium - Jackson Hole.
    RePEc:fip:fedkpr:y:2007:p:235-243.

    Full description at Econpapers || Download paper

  70. Housing, housing finance, and monetary policy: a symposium sponsored by the Federal Reserve Bank of Kansas City: opening remarks. (2007). Bernanke, Ben.
    In: Proceedings - Economic Policy Symposium - Jackson Hole.
    RePEc:fip:fedkpr:y:2007:p:1-20.

    Full description at Econpapers || Download paper

  71. Monetary policy, output composition and the Great Moderation. (2007). Mojon, Benoit.
    In: Working Paper Series.
    RePEc:fip:fedhwp:wp-07-07.

    Full description at Econpapers || Download paper

  72. Housing and the monetary transmission mechanism, Finance and Economics Discussion Series Working Paper: a speech at the Federal Reserve Bank of Kansas Citys Economic Symposium, Jackson Hole, Wyoming, . (2007). Mishkin, Frederic.
    In: Speech.
    RePEc:fip:fedgsq:312.

    Full description at Econpapers || Download paper

  73. Optimal Monetary Policy with Collateralized Household Debt and Borrowing Constraints. (2006). Monacelli, Tommaso.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12470.

    Full description at Econpapers || Download paper

  74. Housing Wealth and Household Indebtedness: Is there a Household Financial Accelerator?. (2006). Gathergood, John ; Bridges, Sarah ; Disney, Richard.
    In: Working Papers.
    RePEc:cnb:wpaper:2006/12.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. [1] Ahearne, A. G., Ammer, J., Doyle, B. M., Kole, L. S. and F. M. Martin (2005) House prices and monetary policy: A cross-country study, Board of Governors of the Federal Reserve System International Financial Discussion Papers n. 841.

  2. [10] Bils, P and M. Klenow (2004): Some evidence on the importance of sticky prices, Journal of Political Economy, 112(5), 947-985.

  3. [11] BIS (1995): Financial Structure and the Monetary Policy Transmission Mechanism, C.B. 394. 33
    Paper not yet in RePEc: Add citation now
  4. [12] BIS (2004): International banking and financial market developments, BIS Quarterly Review, March 2004.
    Paper not yet in RePEc: Add citation now
  5. [13] Borio, C. (1996): Credit characteristics and the monetary policy transmission in fourteen industrial countries: Facts, conjectures and some econometric evidence, in Alders, K. et al. (Eds.) Monetary Policy in a Converging Europe, Dordrecht/Boston/London: Kluwer Academic Publishers, 77-115.
    Paper not yet in RePEc: Add citation now
  6. [14] Campbell, J. R. and Z. Hercowitz (2004): The role of households collateralized debts in macroeconomic stabilization, Federal Reserve Bank of Chicago, working paper n. 2004-24.

  7. [15] Campbell, J. Y. and J. F. Cocco (2003): Household risk management and optimal mortgage choice, Quarterly Journal of Economics, 118 (May), 1149-1194.

  8. [16] Catte, P., Girouard, N., Price, R. and C. Andre (2004): Housing markets, wealth and the business cycle, OECD Economics department Working Paper n. 394.

  9. [17] Davies, M. A. and J. Heathcote (2005): Housing and the business cycle, International Economic Review, 46(3), 751-784.

  10. [18] Debelle, G. (2004): Macroeconomic implications of rising household debt, BIS working paper n. 153.

  11. [19] ECB (2003): Structural factors in the EU housing markets, Frankfurt: ECB, March.
    Paper not yet in RePEc: Add citation now
  12. [2] Alvarez, L. J., Dhyne, E., Hoeberichts, M. M., Kwapil, C., Le Bihan, H., Lflnnemann, P., Martins, F., Sabbatini, R., Stahl, H., Vermeulen, P. and J. Vilmunen (2005): Sticky prices in the euro area: a summary of new micro evidence, Journal of the European Economic Association, 4 (2-3), 575-584.

  13. [20] Forni L., L. Monteforte and L. Sessa (2006), Keynes vs. Ricardo: Revisiting the effects of fiscal policy in an estimated DSGE model for the euro area, Mimeo Bank of Italy.
    Paper not yet in RePEc: Add citation now
  14. [21] Gall, J., López-Salido, J. D. and J. Vallés (2006): Understanding the effects of government spending on consumption, forthcoming in Journal of the European Economic Association.
    Paper not yet in RePEc: Add citation now
  15. [22] Girouard, N. and S. Blöndal (2001): House prices and economic activity, OECD Economics department Working Paper n. 279.

  16. [23] Giuliodori, M. (2004): Monetary policy shocks and the role of house prices across European countries, DNB working paper n. 15/04.

  17. [24] lacoviello, M. (2002): House prices and business cycles in Europe: A VAR analysis, Boston College Working Paper n. 540. 34

  18. [25] lacoviello, M. (2005): House prices, collateral constraints and monetary policy in the business cycle, American Economic Review, 95(3), 739-764.

  19. [26] lacoviello M. and S. Neri (2006), The role of housing collateral in an estimated two-sector model of the U.S. economy, Mimeo.
    Paper not yet in RePEc: Add citation now
  20. [27] IMF (2005): Household balance sheets, Global Financial Stability Report, Chapter III, April 2005.
    Paper not yet in RePEc: Add citation now
  21. [28] IMF (2006): World Economic Outlook, September.
    Paper not yet in RePEc: Add citation now
  22. [29] Jappelli, T and M. Pagano (1989): Consumption and capital market imperfections: An international comparison, American Economic Review, 79(5), 1088-i 105.

  23. [3] Angeloni, I., Kashyap, A. K., Mojon, B. and D. Terlizzese (2004): The output composition puzzle: a difference in the monetary transmission mechanism in the euro area and the U.S., Journal of Money, Credit and Banking, 35(6, Part 2), 1265-1306.

  24. [30] Kiyot aki, N. and J. Moore (1997): Credit cycles, Journal of Political Economy, 105(2), 2 11-248.
    Paper not yet in RePEc: Add citation now
  25. [31] Kramer, J. and M. Marquis (2003): Mortgages as recursive contracts, Federal Reserve Bank of San Francisco 2003-03.

  26. [32] Krusell, P. and A. Smith (1998): Income and wealth heterogeneity in the macroeconomy, Journal of Political Economy, 106(5), 867-96.

  27. [33] Leung, C. (2004): Macroeconomics and housing: a review of the literature, Journal of Housing Economics, 13, 249-267.

  28. [34] MacLennan, D., Muellbauer, J. and M. Stephens (1998): Asymmetries in housing and financial market institutions and EMU, Oxford Review of Economic Policy 14(3), 54-80.

  29. [35] Mankiw, N.G. (2000): The savers-spenders theory of fiscal policy, American Economic Review, 90(2), 120-125.

  30. [37] Mojon, B. and G. Peersman (2003): A VAR description of the effects of monetary policy in the individual countries of the euro area, in Angeloni, I. Kashyap, A. and B Mojon (Eds.), Monetary Policy Transmission in the Euro Area, Cambridge: Cambridge University Press, Chap.3, 56-74.

  31. [38] Monacelli T., (2006), New Keynesian models, durable goods, and collateral constraints, unpublished, Igier-Bocconi. 35

  32. [39] Muellbauer, J. and A. Murphy (i997): Booms and busts in the U.K. housing market, Economic Journal i 07 (November), i 70 i-i 727.

  33. [4] Angeloni I., L. Aucremanne, M. Ehrmann, J. Gall, A. Levin, F. Smets (2006), New evidence on inflation persistence and price stickiness in the euro area: Implications for macro modelling, Journal of the European Economic Association, 4 (2-3), 562-574.

  34. [40] Terrones, M. and C. Ot rok (2004): The global house price boom, IMF World Economic Outlook September 2004.
    Paper not yet in RePEc: Add citation now
  35. [42] Tsatsaronis, K. and H. Zhu (2004): What drives housing price dynamics: cross-country evidence, BIS Quarterly Review, March. 36

  36. [4i] The Economist (2003): Survey: Property, 29 May 2003.
    Paper not yet in RePEc: Add citation now
  37. [5] Aoki, K., Proudman, J. and G. Vlieghe (2004): House prices, consumption and monetary policy: a financial accelerator approach, Journal of Financial Intermediation, 13(4), 414-435.

  38. [6] Barsky, R., House, C. and M. Kimball (2006): Sticky-price models and durable goods, NBER Working Paper 9832, forthcoming in American Economic Review.

  39. [7] Becker, R. A. (1980): On the long-run steady state in a simple dynamic model of equilibrium with heterogeneous households, Quarterly Journal of Economics, 95(2), 375-82.

  40. [8] Becker, R. A. and C. Foias (1987): A characterization of Ramsey equilibrium, Journal of Economic Theory, 41(1), 173-184.

  41. [9] Bennett, P., Peach, R. and S. Peristiani (2001): Structural change in the mortgage market and the propensity to refinance, Journal of Money, Credit and Banking, 33(4), 955975.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Quantifying Return Spillovers in Global Real Estate Markets. (2021). Balli, Faruk ; Chowdhury, Iftekhar ; Agyemang, Abraham.
    In: Journal of Housing Economics.
    RePEc:eee:jhouse:v:52:y:2021:i:c:s1051137721000334.

    Full description at Econpapers || Download paper

  2. CO2 emissions of the construction sector in Spain during the real estate boom: Input–output subsystem analysis and decomposition. (2021). Padilla, Emilio ; Alcantara, Vicent.
    In: Journal of Industrial Ecology.
    RePEc:bla:inecol:v:25:y:2021:i:5:p:1272-1283.

    Full description at Econpapers || Download paper

  3. Can learning explain boom-bust cycles in asset prices? An application to the US housing boom. (2020). Caines, Colin.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:66:y:2020:i:c:s0164070420301816.

    Full description at Econpapers || Download paper

  4. A Tie That Binds: Revisiting the Trilemma in Emerging Market Economies. (2019). Qureshi, Mahvash ; Ostry, Jonathan ; Obstfeld, Maurice.
    In: The Review of Economics and Statistics.
    RePEc:tpr:restat:v:101:y:2019:i:2:p:279-293.

    Full description at Econpapers || Download paper

  5. Intrinsic bubbles and Granger causality in the Hong Kong residential property market. (2019). Lan, Ting.
    In: Frontiers of Business Research in China.
    RePEc:spr:fobric:v:13:y:2019:i:1:d:10.1186_s11782-019-0064-z.

    Full description at Econpapers || Download paper

  6. Housing in Banks’ Portfolio and its Effects on Monetary Policy in Iran. (2019). Rad, Diar Baheri ; Morovat, Habib ; Tavakolian, Hossein.
    In: Journal of Money and Economy.
    RePEc:mbr:jmonec:v:14:y:2019:i:3:p:277-315.

    Full description at Econpapers || Download paper

  7. International house price cycles, monetary policy and credit. (2017). Bauer, Gregory.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:74:y:2017:i:c:p:88-114.

    Full description at Econpapers || Download paper

  8. Terms-of-Trade and House Price Fluctuations: A Cross-Country Study. (2017). Corrigan, Paul .
    In: Staff Working Papers.
    RePEc:bca:bocawp:17-1.

    Full description at Econpapers || Download paper

  9. The impacts of fiscal policy shocks on the US housing market. (2016). Vargas-Silva, Carlos ; Ruiz, Isabel.
    In: Empirical Economics.
    RePEc:spr:empeco:v:50:y:2016:i:3:d:10.1007_s00181-015-0961-8.

    Full description at Econpapers || Download paper

  10. A note on banking and housing crises and the strength of recoveries. (2015). Jannsen, Nils ; Boysen-Hogrefe, Jens ; Meier, Carsten-Patrick .
    In: Kiel Working Papers.
    RePEc:zbw:ifwkwp:1984.

    Full description at Econpapers || Download paper

  11. Real Estate Markets and Uncertainty Shocks: A Variance Causality Approach. (2014). GUPTA, RANGAN ; BABALOS, VASSILIOS ; Ajmi, Ahdi Noomen ; Economou, Fotini.
    In: Working Papers.
    RePEc:pre:wpaper:201436.

    Full description at Econpapers || Download paper

  12. Transaction Taxes, Capital Gains Taxes and House Prices. (2013). Rossi, Enzo ; Brown, Martin ; Aregger, Nicole.
    In: Working Papers.
    RePEc:snb:snbwpa:2013-02.

    Full description at Econpapers || Download paper

  13. Monetary policy and real estate prices: a disaggregated analysis for Switzerland. (2013). Berlemann, Michael ; Freese, Julia .
    In: International Economics and Economic Policy.
    RePEc:kap:iecepo:v:10:y:2013:i:4:p:469-490.

    Full description at Econpapers || Download paper

  14. Liquidity and asset prices: A new monetarist approach. (2013). Li, Yiting.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:60:y:2013:i:4:p:426-438.

    Full description at Econpapers || Download paper

  15. How to deal with real estate booms: Lessons from country experiences. (2013). Rabanal, Pau ; Igan, Deniz ; Dell'ariccia, Giovanni ; Crowe, Christopher ; Dellariccia, Giovanni.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:9:y:2013:i:3:p:300-319.

    Full description at Econpapers || Download paper

  16. Household debt and labor market fluctuations. (2013). Ferri, Javier ; Boscá, José ; Andrés, Javier ; Andres, Javier ; Bosca, Jose E..
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:37:y:2013:i:9:p:1771-1795.

    Full description at Econpapers || Download paper

  17. Heterogeneous beliefs and housing-market boom-bust cycles. (2013). Tomura, Hajime.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:37:y:2013:i:4:p:735-755.

    Full description at Econpapers || Download paper

  18. Low Interest Rates and Housing Bubbles: Still No Smoking Gun. (2012). Kuttner, Kenneth.
    In: Department of Economics Working Papers.
    RePEc:wil:wileco:2012-01.

    Full description at Econpapers || Download paper

  19. House Price and Bank Lending in a Premium Submarket in Korea. (2012). Kim, Heeho ; Lee, Sun Hye ; Park, Sae Woon .
    In: International Real Estate Review.
    RePEc:ire:issued:v:15:n:01:2012:p:1-42.

    Full description at Econpapers || Download paper

  20. Monetary policy, asset prices and consumption in China. (2012). Koivu, Tuuli .
    In: Economic Systems.
    RePEc:eee:ecosys:v:36:y:2012:i:2:p:307-325.

    Full description at Econpapers || Download paper

  21. Real estate markets and the macroeconomy: A dynamic coherence framework. (2012). Ftiti, Zied ; Bouchouicha, Ranoua.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:29:y:2012:i:5:p:1820-1829.

    Full description at Econpapers || Download paper

  22. Monetary Policy and Asset Price Volatility: Should We Refill the Bernanke-Gertler Prescription?. (2011). Kuttner, Kenneth.
    In: Department of Economics Working Papers.
    RePEc:wil:wileco:2011-04.

    Full description at Econpapers || Download paper

  23. Causality, real estate prices, and the current account. (2011). Sheffrin, Steven ; Jinjarak, Yothin.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:33:y:2011:i:2:p:233-246.

    Full description at Econpapers || Download paper

  24. Housing, consumption and monetary policy: How different are the US and the euro area?. (2011). Stracca, Livio ; Neri, Stefano ; Musso, Alberto.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:11:p:3019-3041.

    Full description at Econpapers || Download paper

  25. Housing bubbles, the leverage cycle and the role of central banking. (2011). Hessel, Jeroen ; Peeters, Jolanda .
    In: DNB Occasional Studies.
    RePEc:dnb:dnbocs:905.

    Full description at Econpapers || Download paper

  26. Die Auswirkungen der Geldmenge und des Kreditvolumens auf die Immobilienpreise: Ein ARDL-Ansatz für Deutschland. (2010). Belke, Ansgar.
    In: IBES Diskussionsbeiträge.
    RePEc:zbw:udewwd:183.

    Full description at Econpapers || Download paper

  27. Financial Market Liberalization, Monetary Policy, and Housing Price Dynamics. (2010). Miller, Stephen ; GUPTA, RANGAN ; van Wyk, Dylan .
    In: Working papers.
    RePEc:uct:uconnp:2010-06.

    Full description at Econpapers || Download paper

  28. Prix des actifs et politique monétaire : enjeux et perspectives après la crise financière de 2007-2009. (2010). Myftari, Entela ; Rossi, Sergio.
    In: L'Actualité Economique.
    RePEc:ris:actuec:0038.

    Full description at Econpapers || Download paper

  29. Expectations-Driven Cycles in the Housing Market. (2010). Punzi, Maria Teresa ; Mendicino, Caterina ; Lambertini, Luisa.
    In: MPRA Paper.
    RePEc:pra:mprapa:26128.

    Full description at Econpapers || Download paper

  30. A Birds Eye View of OECD Housing Markets. (2010). André, Christophe.
    In: OECD Economics Department Working Papers.
    RePEc:oec:ecoaaa:746-en.

    Full description at Econpapers || Download paper

  31. Multi-period fixed-rate loans, housing and monetary policy in small open economies. (2010). Lees, Kirdan ; Bene, Jaromir .
    In: Reserve Bank of New Zealand Discussion Paper Series.
    RePEc:nzb:nzbdps:2010/03.

    Full description at Econpapers || Download paper

  32. Price Run-up in Housing Markets, Access to Bank Lending and House Prices in Korea. (2010). Park, Yun ; Bang, Doowon ; Bahng, Doo .
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:40:y:2010:i:3:p:332-367.

    Full description at Econpapers || Download paper

  33. Die Auswirkungen der Geldmenge und des Kreditvolumens auf die Immobilienpreise – Ein ARDL-Ansatz für Deutschland / Money, Credit and House Prices – An ARDL-Approach for Germany. (2010). Belke, Ansgar.
    In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
    RePEc:jns:jbstat:v:230:y:2010:i:2:p:138-162.

    Full description at Econpapers || Download paper

  34. Real estate prices and bank stability. (2010). Poghosyan, Tigran ; Koetter, Michael.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:6:p:1129-1138.

    Full description at Econpapers || Download paper

  35. International house prices and macroeconomic fluctuations. (2010). MORANA, CLAUDIO ; Beltratti, Andrea.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:3:p:533-545.

    Full description at Econpapers || Download paper

  36. International capital flows and expectation-driven boom-bust cycles in the housing market. (2010). Tomura, Hajime.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:34:y:2010:i:10:p:1993-2009.

    Full description at Econpapers || Download paper

  37. A Framework for Assessing Global Imbalances -super-1. (2010). Straub, Roland ; Fidora, Michael ; Bussiere, Matthieu ; Bracke, Thierry .
    In: The World Economy.
    RePEc:bla:worlde:v:33:y:2010:i:9:p:1140-1174.

    Full description at Econpapers || Download paper

  38. Common business and housing market cycles in the Euro area from a multivariate decomposition.. (2010). Koopman, Siem Jan ; Ferrara, Laurent ; Koopman, S J., .
    In: Working papers.
    RePEc:bfr:banfra:275.

    Full description at Econpapers || Download paper

  39. National and international business cycle effects of housing crises. (2009). Jannsen, Nils.
    In: Kiel Working Papers.
    RePEc:zbw:ifwkwp:1510.

    Full description at Econpapers || Download paper

  40. Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Model. (2009). Miller, Stephen ; Kabundi, Alain ; Jurgilas, Marius ; GUPTA, RANGAN.
    In: Working papers.
    RePEc:uct:uconnp:2009-19.

    Full description at Econpapers || Download paper

  41. The Link between Output, Inflation, Monetary Policy and Housing Price Dynamics. (2009). Demary, Markus.
    In: MPRA Paper.
    RePEc:pra:mprapa:15978.

    Full description at Econpapers || Download paper

  42. Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Mode. (2009). Miller, Stephen ; Kabundi, Alain ; Jurgilas, Marius ; GUPTA, RANGAN.
    In: Working Papers.
    RePEc:nlv:wpaper:0919.

    Full description at Econpapers || Download paper

  43. Determinantes del Precio de Viviendas en Chile. (2009). Sagner, Andres.
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:549.

    Full description at Econpapers || Download paper

  44. Monetary policy and the US housing market: A VAR analysis imposing sign restrictions. (2008). Vargas-Silva, Carlos.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:30:y:2008:i:3:p:977-990.

    Full description at Econpapers || Download paper

  45. Housing IS the Business Cycle. (2007). Leamer, Edward.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13428.

    Full description at Econpapers || Download paper

  46. Housing is the business cycle. (2007). Leamer, Edward.
    In: Proceedings - Economic Policy Symposium - Jackson Hole.
    RePEc:fip:fedkpr:y:2007:p:149-233.

    Full description at Econpapers || Download paper

  47. Excess money growth and inflation dynamics. (2007). Zaghini, Andrea ; Roffia, Barbara.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2007749.

    Full description at Econpapers || Download paper

  48. A Model of Cross-Country House Prices. (2007). O'Reilly, Gerard ; McQuinn, Kieran.
    In: Research Technical Papers.
    RePEc:cbi:wpaper:5/rt/07.

    Full description at Econpapers || Download paper

  49. Housing Market Cycles and Duration Dependence in the United States and Canada. (2007). Kolet, Ilan ; Cunningham, Rose.
    In: Staff Working Papers.
    RePEc:bca:bocawp:07-2.

    Full description at Econpapers || Download paper

  50. Canadian City Housing Prices and Urban Market Segmentation. (2006). Byrne, David ; Amano, Robert ; Allen, Jason ; Gregory, Allen W..
    In: Staff Working Papers.
    RePEc:bca:bocawp:06-49.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-02-26 07:25:19 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.

pFad - Phonifier reborn

Pfad - The Proxy pFad of © 2024 Garber Painting. All rights reserved.

Note: This service is not intended for secure transactions such as banking, social media, email, or purchasing. Use at your own risk. We assume no liability whatsoever for broken pages.


Alternative Proxies:

Alternative Proxy

pFad Proxy

pFad v3 Proxy

pFad v4 Proxy