Aron, J., and J. Muellbauer. 2013. “Wealth, Credit Conditions and Consumption: Evidence from South Africa.†Review of Income and Wealth 59: S161–S196.
Arpaia, A., and A. Turrini. 2008. “Government Expenditure and Economic Growth in the EU: Long-Run Tendencies and Short-Term Adjustment.†European Economy Economic Papers 300.
Barba, A., and M. Pivetti. 2009. “Rising Household Debt: Its Causes and Macroeconomic Implications–A Long-Period Analysis.†Cambridge Journal of Economics 33: 113–137.
Barnes, S., and G. Young. 2003. “The Rise in US Household Debt: Assessing its Causes and Sustainability.†Bank of England Working Paper, 206.
Binder, M., and G. Offermanns. 2007. “International Investment Positions and Exchange Rate Dynamics: A Dynamic Panel Analysis.†CFS Working Paper, 2007/23.
Brought to you by | Jose Manuel Barrueco/CitEc Authenticated Download Date | 12/5/16 11:27 AM US household deleveraging following the Great Recession      307 Pesaran, M. 2004. “General Diagnostic Tests for Cross Section Dependence in Panels.†CESifo Working Paper Series, No. 1229.
Brown, M., A. Haughwout, D. Lee, and W. van der Klaauw. 2010. “The Financial Crisis at the Kitchen Table: Trends in Household Debt and Credit.†Federal Reserve Bank of New York Staff Report, 480.
Chudik, A., and M. Pesaran. 2013. “Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Data Models with Weakly Exogenous Regressors.†Federal Reserve Bank of Dallas Working Paper, No. 146.
- Chudik, A., H. Pesaran, and E. Tosetti. 2011. “Weak and Strong Cross-Section Dependence and Estimation of Large Panels.†The Econometrics Journal 14 (1): C45–C90.
Paper not yet in RePEc: Add citation now
Csonto, B., and I. Ivaschenko. 2013. “Determinants of Sovereign Bond Spreads in Emerging Markets: Local Fundamentals and Global Factors vs. Ever-Changing Misalignments.†IMF Working Paper, 164.
Cuerpo, C., I. Drumond, J. Lendvai, P. Pontuch, and R. Raciborski. 2013. “Indebtedness, Deleveraging Dynamics and Macroeconomic Adjustment.†European Economy Economic Papers, 477.
Durdu, C., E. Mendoza, and M. Terrones. 2013. “On the Solvency of Nations: Cross-Country Evidence on the Dynamics of External Adjustment.†Journal of International Money and Finance 32: 762–780.
Dynan, K., and D. Kohn. 2007. “The Rise in US Household Indebtedness: causes and consequences. Board of Governors of the Federal Reserve System.†Finance and Economics Discussion Series 37.
Eberhardt, M. 2012. “Estimating Panel Time Series Models with Heterogeneous Slopes.†The Stata Journal 12 (1): 61–71.
- Eberhardt, M., and F. Teal. 2010. “Productivity Analysis in Global Manufacturing Production.†University of Oxford, Economics Series Working Papers, 515. Brought to you by | Jose Manuel Barrueco/CitEc Authenticated Download Date | 12/5/16 11:27 AM Bruno Albuquerque etal.
Paper not yet in RePEc: Add citation now
- Eberhardt, M., and F. Teal. 2013a. “No Mangoes in the Tundra: Spatial Heterogeneity in Agricultural Productivity Analysis.†Oxford Bulletin of Economics and Statistics 75 (6): 914–939.
Paper not yet in RePEc: Add citation now
Edelberg, W. 2003. “Risk-Based Pricing of Interest Rates in Household Loan Markets. Board of Governors of the Federal Reserve System.†Finance and Economics Discussion Series, 62.
Egert, B., A. Lahreche-Revil, and K. Lommatzsch. 2004. “The Stock-Flow Approach to the Real Exchange Rate of CEE Transition Economies.†CEPII Working Paper, 15.
Eggertsson, G., and P. Krugman. 2012. “Debt, Deleveraging, and the Liquidity Trap: A Fisher-Minsky-Koo Approach.†The Quarterly Journal of Economics 127 (3): 1469–1513.
- Emmons, W., and B. Noeth. 2013. “Online Extra: Mortgage Borrowing: The Boom and Bust.†Federal Reserve Bank of St. Louis – The Regional Economist, January 2013.
Paper not yet in RePEc: Add citation now
- Fernandez-Corugedo, E., and J. Muellbauer. 2006. “Consumer Credit Conditions in the United Kingdom.†Bank of England Working Paper, 314.
Paper not yet in RePEc: Add citation now
- Finocchiaro, D., C. Nilsson, D. Nyberg, and A. Soultanaeva. 2011. “Household Indebtedness, House Prices and the Macroeconomy: A Review of the Literature.†Sveriges Riksbank Economic Review 1: 6–28.
Paper not yet in RePEc: Add citation now
- Gengenbach, C., J.-P. Urbain, and J. Westerlund. 2009. “Panel Error Correction Testing with Global Stochastic Trends.†Research Memoranda, METEOR, Maastricht Research School of Economics of Technology and Organization, 051.
Paper not yet in RePEc: Add citation now
Iacoviello, M. 2004. “Consumption, House Prices, and Collateral Constraints: A Structural Econometric Analysis.†Journal of Housing Economics 13: 304320.
Kapetanios, G., M. Pesaran, and T. Yamagata. 2011. “Panels with Nonstationary Multifactor Error Structures.†Journal of Econometrics 160 (2): 326–348.
Kiss, G., N. Márton, and B. Vonnák. 2006. “Credit Growth in Central and Eastern Europe: Convergence or Boom?†MNB Working Papers, 10.
- Koo, R. 2008. The Holy Grail of Macroeconomics – Lessons from Japan’s Great Recession. New York: John Wiley & Sons.
Paper not yet in RePEc: Add citation now
Koo, R. 2013. “Balance Sheet Recession as the “Other Half†of Macroeconomics.†European Journal of Economics and Economic Policies: Intervention 10 (2): 136–157.
Mayer, C., and K. Pence. 2008. “Subprime Mortgages: What, Where, and to Whom? Board of Governors of the Federal Reserve System.†Finance and Economics Discussion Series, 29.
- McKinsey Global Institute. 2012. “Debt and Deleveraging: Uneven Progress on the Path to Growthâ€. McKinsey Global Institute Report, January 2012.
Paper not yet in RePEc: Add citation now
Mian, A., and A. Sufi. 2010. “Household Leverage and the Recession of 2007–2009.†IMF Economic Review 58 (1): 74–117.
- Nieto, F. 2007. “The Determinants of Household Credit in Spain.†Banco de Espana Documentos de Trabajo, 0716.
Paper not yet in RePEc: Add citation now
- Pesaran, H., R. Smith, and K. Im. 1996. “Dynamic Linear Models for Heterogeneous Panels.†In The Econometrics of Panel Data, edited by L. Mtys and P. Sevestre. Dordrecht: Kluwer Academic Publishers.
Paper not yet in RePEc: Add citation now
Pesaran, M. 2006. “Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure.†Econometrica 74 (4): 9671012.
Pesaran, M., and Y. Shin. 1999. “An Autoregressive Distributed Lag Modelling Approach to Cointegration Analysis.†In Econometrics and Economic Theory in the 20th Century: The Ragnar Frisch Centennial Symposium, edited by Steinar Strøm. Cambridge: Cambridge University Press.
- Pesaran, M., Y. Shin, and R. Smith. 1999. “Pooled Mean Group Estimation of Dynamic Heterogeneous Panels.†Journal of the American Statistical Association 94 (446): 621–634.
Paper not yet in RePEc: Add citation now
- Poghosyan, T. 2012. “Long-Run and Short-Run Determinants of Sovereign Bond Yields in Advanced Economies.†IMF Working Paper, 271.
Paper not yet in RePEc: Add citation now
Rajan, R. 2010. Fault Lines: How Hidden Fractures Still Threaten The World Economy. Princeton: Princeton University Press.
- Roberts, L. 2008. The Great Housing Bubble-Why Did House Prices Fall? Las Vegas: Monterey Cypress Publishing.
Paper not yet in RePEc: Add citation now
Schmitt, E. 2000. “Does Rising Consumer Debt Signal Future Recessions?: Testing the Causal Relationship Between Consumer Debt and the Economy.†Atlantic Economic Journal 28 (3): 333–345.
- Wyplosz, C. 2007. “Debt Sustainability Assessment: The IMF Approach and Alternatives.†HEI Working Paper, 03. Brought to you by | Jose Manuel Barrueco/CitEc Authenticated Download Date | 12/5/16 11:27 AM
Paper not yet in RePEc: Add citation now