create a website

Credit, House Prices and the Macroeconomy in Cyprus. (2017). Michail, Nektarios ; Cleanthous, Lena ; Cleanthous-Petoussi, Lena ; Eracleous, Elena.
In: Working Papers.
RePEc:cyb:wpaper:2017-3.

Full description at Econpapers || Download paper

Cited: 2

Citations received by this document

Cites: 19

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. Does Housing Wealth Affect Consumption? The Case of Cyprus. (2018). Thucydides, George ; Michail, Nektarios.
    In: Cyprus Economic Policy Review.
    RePEc:erc:cypepr:v:12:y:2018:i:2:p:67-86.

    Full description at Econpapers || Download paper

  2. To Create or to Redistribute? That is the Question. (2018). Savva, Christos ; Papadopoulou, Niki ; Michail, Nektarios ; Koursaros, Demetris ; Thucydides, George.
    In: Working Papers.
    RePEc:cyb:wpaper:2018-4.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Anundsen, A. K., K. Gerdrup, F. Hansen and K. Kragh‐Sørensen (2016) Bubbles and crises: The role of house prices and credit, Journal of Applied Econometrics, 31(7):1291-1311.

  2. Arestis, P. and A. R. González A. R. (2014) “Bank credit and the housing market in OECD countries”, Journal of Post Keynesian Economics, 36(3): 467-490.

  3. Davidoff, T. (2006) “Labor income, housing prices, and homeownership”, Journal of Urban Economics, 59(2): 209-235.
    Paper not yet in RePEc: Add citation now
  4. Davis, M. and Palumbo, M.A. (2001) “A primer on the economics and time series econometrics of wealth effects,” Board of Governors of the Federal Reserve System, Finance and Economics Discussion Series 2001-09.

  5. Dvornak, N. and M. Kohler (2007) “Housing wealth, stock market wealth and consumption: a panel analysis for Australia”, Economic Record, 83(261): 117-130.

  6. Elliott, G., Rothenberg, T.J. and Stock, J. H. (1996) “Efficient Tests for an Autoregressive Unit Root”, Econometrica 64(4): 813-836.

  7. Favara, G., and Imbs, J. (2015) “Credit supply and the price of housing” The American Economic Review, 105(3): 958-992.
    Paper not yet in RePEc: Add citation now
  8. Gan, J. (2010) “Housing wealth and consumption growth: Evidence from a large panel of households”, Review of Financial Studies, 23(6): 2229-2267.

  9. Gimeno, R. and C. Martinez-Carrascal (2010) “The relationship between house prices and house purchase loans: The Spanish case”, Journal of Banking & Finance, 34(8):1849-1855.

  10. Goodhart, C. and B. Hofmann (2004) “A second central bank instrument?”, in: P.B.
    Paper not yet in RePEc: Add citation now
  11. Hempell, H., and Kok, C. (2010) “The impact of supply constraints on bank lending in the euro area-crisis induced crunching?”, European Central Bank Working Paper Series, 1262.

  12. Hendry, D. F. and K. Juselius (2001) “Explaining cointegration analysis: Part II”, The Energy Journal, 75-120.

  13. Implications for Banking and Price Stability”, Oxford: Oxford University Press Goodhart, C. and B. Hofmann (2008) “House prices, money, credit, and the macroeconomy”, Oxford Review of Economic Policy, 24(1): 180-205.
    Paper not yet in RePEc: Add citation now
  14. Johansen, S. (1991) “Estimation and hypothesis testing of cointegration vectors in Gaussian vector autoregressive models”, Econometrica, 1551-1580.

  15. Johansen, S. and K. Juselius (1990) “Maximum likelihood estimation and inference on cointegration—with applications to the demand for money”, Oxford Bulletin of Economics and Statistics, 52(2): 169-210.

  16. Kelly, R., F. McCann and C. O’Toole (2017) “Credit conditions, macroprudential policy and house prices”, ESRB Working Paper Series, 36, February.
    Paper not yet in RePEc: Add citation now
  17. Ng, E. H. and R. Chow (2004) “Availability of bank credit and the residential property price level: evidence from Singapore” In Asian Real Estate Society Meeting, New Delhi, August (http://www. asres. org/2004Conference/papers/5_Ng_Chow. pdf).
    Paper not yet in RePEc: Add citation now
  18. Page 31 of 32 Hendry, D. F. and K. Juselius (2000) “Explaining cointegration analysis: Part I”, The Energy Journal, 21: 1–42.

  19. Page 32 of 32 Vazquez, F., B. M. Tabak and M. Souto (2012) “ A macro stress test model of credit risk for the Brazilian banking sector”, Journal of Financial Stability, 8(2): 69-83.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Estimating House Prices in Emerging Markets and Developing Economies : A Big Data Approach. (2023). Behr, Daniela Monika ; Goel, Ankita ; Haider, Khondoker Tanveer ; Singh, Sandeep ; Zaman, Asad ; Chen, Lixue.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:10301.

    Full description at Econpapers || Download paper

  2. Commodity prices and banking crises. (2021). Presbitero, Andrea ; Eberhardt, Markus.
    In: Discussion Papers.
    RePEc:not:notcfc:2021/02.

    Full description at Econpapers || Download paper

  3. Early exit from business, performance and neighbours’ influence: a study of farmers in France. (2021). Piet, Laurent ; Paroissien, Emmanuel ; Latruffe, Laure.
    In: Post-Print.
    RePEc:hal:journl:hal-03373465.

    Full description at Econpapers || Download paper

  4. Real estate risk measurement and early warning based on PSO-SVM. (2021). Yang, Zaoli ; Song, Xiaobo ; Zhou, Wenwen ; Chen, Mengyao.
    In: Socio-Economic Planning Sciences.
    RePEc:eee:soceps:v:77:y:2021:i:c:s0038012120308387.

    Full description at Econpapers || Download paper

  5. Stock price bubbles, leverage and systemic risk. (2021). Qu, Yuxuan ; Liu, Yanzhen ; Chen, Lingling.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:74:y:2021:i:c:p:405-417.

    Full description at Econpapers || Download paper

  6. Can bank credit withstand falling house price in China?. (2021). Cai, Xu-Yu ; Tao, Ran ; Umar, Muhammad ; Qin, Meng ; Su, Chi-Wei.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:71:y:2021:i:c:p:257-267.

    Full description at Econpapers || Download paper

  7. Identifying indicators of systemic risk. (2021). Schüler, Yves ; Meinerding, Christoph ; Schuler, Yves S ; Hartwig, Benny.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:132:y:2021:i:c:s0022199621000921.

    Full description at Econpapers || Download paper

  8. Commodity prices and banking crises. (2021). Presbitero, Andrea ; Eberhardt, Markus.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:131:y:2021:i:c:s0022199621000519.

    Full description at Econpapers || Download paper

  9. When does the stock market recover from a crisis?. (2021). Li, Yanglin ; Wang, Shaoping ; Zhao, Qing.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:39:y:2021:i:c:s1544612319314448.

    Full description at Econpapers || Download paper

  10. The Relationship between Oil Prices and Real Estate Loans and Mortgage Loans in Azerbaijan. (2021). Humbatova, Sugra Ingilab ; Hajiyev, Natig Gadim-Ogli.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2021-01-42.

    Full description at Econpapers || Download paper

  11. A Tale of Different Capital Ratios: How to Correctly Assess the Impact of Capital Regulation on Lending. (2021). Gric, Zuzana ; Malovana, Simona ; Hodula, Martin ; Bajzik, Josef.
    In: Working Papers.
    RePEc:cnb:wpaper:2021/8.

    Full description at Econpapers || Download paper

  12. Identifying indicators of systemic risk. (2020). Schüler, Yves ; Meinerding, Christoph ; Hartwig, Benny ; Schuler, Yves.
    In: Discussion Papers.
    RePEc:zbw:bubdps:332020.

    Full description at Econpapers || Download paper

  13. Do credit booms predict US recessions?. (2020). Mihai, Marius M.
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:39:y:2020:i:6:p:887-910.

    Full description at Econpapers || Download paper

  14. House price dispersion in boom–bust cycles: evidence from Tokyo. (2020). Watanabe, Tsutomu ; Mizuno, Takayuki ; Ohnishi, Takaaki.
    In: The Japanese Economic Review.
    RePEc:spr:jecrev:v:71:y:2020:i:4:d:10.1007_s42973-019-00019-6.

    Full description at Econpapers || Download paper

  15. The Housing Cycle: What Role for Mortgage Market Development and Housing Finance?. (2020). Sousa, Ricardo ; Castro, Vitor ; Agnello, Luca.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:61:y:2020:i:4:d:10.1007_s11146-019-09705-z.

    Full description at Econpapers || Download paper

  16. Semi-Structural VAR and Unobserved Components Models to Estimate Finance-Neutral Output Gap. (2020). Lequien, Matthieu ; Kátay, Gábor ; Kerdelhué, Lisa.
    In: JRC Working Papers in Economics and Finance.
    RePEc:jrs:wpaper:202011.

    Full description at Econpapers || Download paper

  17. Historical Patterns of Inequality and Productivity around Financial Crises. (2020). Paul, Pascal.
    In: Working Paper Series.
    RePEc:fip:fedfwp:2017-23.

    Full description at Econpapers || Download paper

  18. Financial cycles: Characterisation and real-time measurement. (2020). Schüler, Yves ; Schuler, Yves S ; Peltonen, Tuomas A ; Hiebert, Paul P.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:100:y:2020:i:c:s0261560619301597.

    Full description at Econpapers || Download paper

  19. Date-stamping multiple bubble regimes. (2020). Whitehouse, Emily ; Harvey, David ; Leybourne, Stephen J.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:58:y:2020:i:c:p:226-246.

    Full description at Econpapers || Download paper

  20. The Impact of Monetary Policy on Leading Variables for Financial Stability in Norway. (2020). Olsen, Helene ; Wieslander, Harald.
    In: Working Papers.
    RePEc:bny:wpaper:0085.

    Full description at Econpapers || Download paper

  21. Semi-Structural VAR and Unobserved Components Models to Estimate Finance-Neutral Output Gap. (2020). Lequien, Matthieu ; Kátay, Gábor ; Kerdelhué, Lisa ; Matthieu, Lequien ; Lisa, Kerdelhue.
    In: Working papers.
    RePEc:bfr:banfra:791.

    Full description at Econpapers || Download paper

  22. House Price Dispersion in Boom-Bust Cycles: Evidence from Tokyo. (2019). Watanabe, Tsutomu ; Mizuno, Takayuki ; Ohnishi, Takaaki.
    In: Working Papers on Central Bank Communication.
    RePEc:upd:utmpwp:008.

    Full description at Econpapers || Download paper

  23. Credit, House Prices and the Macroeconomy in Cyprus. (2019). Michail, Nektarios ; Cleanthous, Lena ; Eracleous, Elena C.
    In: South-Eastern Europe Journal of Economics.
    RePEc:seb:journl:v:17:y:2019:i:1:p:33-55.

    Full description at Econpapers || Download paper

  24. Cost-benefit Analysis of Leaning against the Wind. (2019). Tulip, Peter ; Saunders, Trent.
    In: RBA Research Discussion Papers.
    RePEc:rba:rbardp:rdp2019-05.

    Full description at Econpapers || Download paper

  25. Estimation of Effects of Recent Macroprudential Policies in a Sample of Advanced Open Economies. (2019). Nymoen, Ragnar ; Pedersen, Kari ; Sjberg, Jon Ivar.
    In: IJFS.
    RePEc:gam:jijfss:v:7:y:2019:i:2:p:23-:d:229303.

    Full description at Econpapers || Download paper

  26. Does the Credit Cycle Have an Impact on Happiness?. (2019). Li, Tinghui ; Xu, Mark ; Zhong, Junhao.
    In: IJERPH.
    RePEc:gam:jijerp:v:17:y:2019:i:1:p:183-:d:302232.

    Full description at Econpapers || Download paper

  27. Residential investment and recession predictability. (2019). Herstad, Eyo ; Anundsen, Andre ; Aastveit, Knut Are.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:35:y:2019:i:4:p:1790-1799.

    Full description at Econpapers || Download paper

  28. Testing the predictive ability of house price bubbles for macroeconomic performance: A meta-analytic approach. (2019). Floro, Danvee.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:62:y:2019:i:c:p:164-181.

    Full description at Econpapers || Download paper

  29. European macroprudential database. (2019). Pirovano, Mara ; Kusmierczyk, Piotr ; Veiga, Joao ; Chiriacescu, Bogdan ; Koban, Anne ; Coman, Andra ; Schepens, Thomas ; Borgioli, Stefano ; Boh, Samo.
    In: Statistics Paper Series.
    RePEc:ecb:ecbsps:201932.

    Full description at Econpapers || Download paper

  30. House Price Dispersion in Boom-Bust Cycles: Evidence from Tokyo. (2019). Watanabe, Tsutomu ; Mizuno, Takayuki ; Ohnishi, Takaaki.
    In: CARF F-Series.
    RePEc:cfi:fseres:cf461.

    Full description at Econpapers || Download paper

  31. On the cyclical properties of Hamiltons regression filter. (2018). Schüler, Yves ; Schuler, Yves S.
    In: Discussion Papers.
    RePEc:zbw:bubdps:032018.

    Full description at Econpapers || Download paper

  32. Speculative price bubbles in urban housing markets. (2018). Michelsen, Claus ; Kholodilin, Konstantin ; Ulbricht, Dirk.
    In: Empirical Economics.
    RePEc:spr:empeco:v:55:y:2018:i:4:d:10.1007_s00181-017-1347-x.

    Full description at Econpapers || Download paper

  33. Historical Patterns of Inequality and Productivity around Financial Crises. (2018). Paul, Pascal.
    In: 2018 Meeting Papers.
    RePEc:red:sed018:583.

    Full description at Econpapers || Download paper

  34. Integrating Monetary Policy and Financial Stability: A New Framework. (2018). Wongwachara, Warapong ; Nookhwun, Nuwat ; Tunyavetchakit, Sophon ; Klungjaturavet, Chutipha ; Jindarak, Bovonvich.
    In: PIER Discussion Papers.
    RePEc:pui:dpaper:100.

    Full description at Econpapers || Download paper

  35. Commodity Price Movements and Banking Crises. (2018). Presbitero, Andrea ; Eberhardt, Markus.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2018/153.

    Full description at Econpapers || Download paper

  36. The maple bubble: A history of migration among Canadian provinces. (2018). Sanin Restrepo, Sebastian ; Gomez-Gonzalez, Jose ; Sanin-Restrepo, Sebastian.
    In: Journal of Housing Economics.
    RePEc:eee:jhouse:v:41:y:2018:i:c:p:57-71.

    Full description at Econpapers || Download paper

  37. Can bubble theory foresee banking crises?. (2018). Virtanen, Timo ; Viren, Matti ; Taipalus, Katja ; Tolo, Eero.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:36:y:2018:i:c:p:66-81.

    Full description at Econpapers || Download paper

  38. Credit-based early warning indicators of banking crises in emerging markets. (2018). Jasova, Martina ; Gersl, Adam ; Jaova, Martina ; Gerl, Adam.
    In: Economic Systems.
    RePEc:eee:ecosys:v:42:y:2018:i:1:p:18-31.

    Full description at Econpapers || Download paper

  39. Detrending and financial cycle facts across G7 countries: mind a spurious medium term!. (2018). Schüler, Yves ; Schuler, Yves S.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20182138.

    Full description at Econpapers || Download paper

  40. The cross-border credit channel and lending standards surveys. (2018). Siklos, Pierre ; Filardo, Andrew.
    In: BIS Working Papers.
    RePEc:bis:biswps:723.

    Full description at Econpapers || Download paper

  41. Housing prices and mortgage credit in Luxembourg. (2018). Filipe, Sara Ferreira.
    In: BCL working papers.
    RePEc:bcl:bclwop:bclwp117.

    Full description at Econpapers || Download paper

  42. Calibrating the Magnitude of the Countercyclical Capital Buffer Using Market-Based Stress Tests. (2018). van Oordt, Maarten.
    In: Staff Working Papers.
    RePEc:bca:bocawp:18-54.

    Full description at Econpapers || Download paper

  43. Interlinkages Between Household and Corporate Debt in Advanced Economies. (2017). bricongne, jean-charles ; Mordonu, Aurora.
    In: Open Economies Review.
    RePEc:kap:openec:v:28:y:2017:i:5:d:10.1007_s11079-017-9464-x.

    Full description at Econpapers || Download paper

  44. Credit, House Prices and the Macroeconomy in Cyprus. (2017). Michail, Nektarios ; Cleanthous, Lena ; Cleanthous-Petoussi, Lena ; Eracleous, Elena.
    In: Working Papers.
    RePEc:cyb:wpaper:2017-3.

    Full description at Econpapers || Download paper

  45. Residential investment and recession predictability. (2017). Herstad, Eyo ; Anundsen, Andre ; Aastveit, Knut Are.
    In: Working Papers.
    RePEc:bny:wpaper:0057.

    Full description at Econpapers || Download paper

  46. Financial imbalances, crisis probability and monetary policy in Norway. (2017). Alstadheim, Ragna ; Robstad, Orjan ; Vonen, Nikka Husom.
    In: Working Paper.
    RePEc:bno:worpap:2017_21.

    Full description at Econpapers || Download paper

  47. European Macroprudential Database. (2017). Borgioli, Stefano ; Boh, Samo ; Kusmierczyk, Piotr ; Pirovano, Mara ; Veiga, Joao ; Chiriacescu, Bogdan ; Koban, Anne ; Coman, Andra ; Schepens, Thomas.
    In: IFC Bulletins chapters.
    RePEc:bis:bisifc:46-04.

    Full description at Econpapers || Download paper

  48. The Maple Bubble: A History of Migration among Canadian Provinces. (2017). Sanin Restrepo, Sebastian ; Gomez-Gonzalez, Jose ; Sanin-Restrepo, Sebastian.
    In: Borradores de Economia.
    RePEc:bdr:borrec:992.

    Full description at Econpapers || Download paper

  49. Credit gaps in Belgium : identification, characteristics and lessons for macroprudential policy. (2016). Pirovano, Mara ; Dewachter, Hans ; De Backer, Bruno ; van Nieuwenhuyze, Christophe ; Ferrari, Stijn.
    In: Financial Stability Review.
    RePEc:nbb:fsrart:v:12:y:2016:i:1:p:135-157.

    Full description at Econpapers || Download paper

  50. .

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-09-21 02:30:41 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.