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A spatio-temporal model of house prices in the USA. (2010). Yamagata, Takashi ; Pesaran, Mohammad ; Holly, Sean.
In: Journal of Econometrics.
RePEc:eee:econom:v:158:y:2010:i:1:p:160-173.

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  87. A Regional Decomposition of US Housing Prices and Volume: Market Dynamics and Economic Diversification Opportunities. (2019). Gabauer, David ; Chatziantoniou, Ioannis ; Antonakakis, Nikolaos.
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    RePEc:pbs:ecofin:2019-06.

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  88. Real Exchange Rates and the Balance of Trade: Does the J-curve Effect Really Hold?. (2019). Yazgan, Ege ; Ozturk, Serda Selin.
    In: Open Economies Review.
    RePEc:kap:openec:v:30:y:2019:i:2:d:10.1007_s11079-018-9510-3.

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  89. A Nationwide or Localized Housing Crisis? Evidence from Structural Instability in US Housing Price and Volume Cycles. (2019). Huang, Meichi.
    In: Computational Economics.
    RePEc:kap:compec:v:53:y:2019:i:4:d:10.1007_s10614-018-9822-9.

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  90. On the Link between Value of the Dollar and Housing Production in the U.S.: Evidence from State Level Data. (2019). Bahmani-Oskooee, Mohsen ; Ghodsi, Seyed Hesam.
    In: International Real Estate Review.
    RePEc:ire:issued:v:22:n:02:2019:p:231-274.

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  91. Spatial Spillover of House Prices: An Empirical Study of the Yangtze Delta Urban Agglomeration in China. (2019). Song, Yan ; Zhang, Ling ; Wang, HE ; Wen, Haizhen.
    In: Sustainability.
    RePEc:gam:jsusta:v:11:y:2019:i:2:p:544-:d:199484.

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  92. The income elasticity of housing demand in New South Wales, Australia. (2019). Liu, Xiangling.
    In: Regional Science and Urban Economics.
    RePEc:eee:regeco:v:75:y:2019:i:c:p:70-84.

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  93. Exploring the spatial structure of housing prices under economic expansion and stagnation: The role of socio-demographic factors in metropolitan Rome, Italy. (2019). Ciommi, Mariateresa ; Serra, Pere ; Salvati, Luca ; Chelli, Francesco M.
    In: Land Use Policy.
    RePEc:eee:lauspo:v:81:y:2019:i:c:p:143-152.

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  94. The effect of new metro stations on local land use and housing prices: The case of Wuhan, China. (2019). Tan, Ronghui ; He, Qingsong ; Xie, Peng ; Zhou, Kehao.
    In: Journal of Transport Geography.
    RePEc:eee:jotrge:v:79:y:2019:i:c:19.

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  95. On dynamic linkages of the state natural gas markets in the USA: Evidence from an empirical spatio-temporal network quantile analysis. (2019). Ren, Xiaohang ; Lu, Zudi ; Shi, Yukun ; Shen, Jian ; Cheng, Cheng.
    In: Energy Economics.
    RePEc:eee:eneeco:v:80:y:2019:i:c:p:234-252.

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  96. A new stochastic frontier model with cross-sectional effects in both noise and inefficiency terms. (2019). Orea, Luis ; Álvarez, Inmaculada ; Alvarez, Inmaculada C.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:213:y:2019:i:2:p:556-577.

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  97. The long-run relationship between public consumption and output in developing countries: Evidence from panel data. (2019). Keinsley, Andrew ; Francois, John.
    In: Economics Letters.
    RePEc:eee:ecolet:v:174:y:2019:i:c:p:96-99.

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  98. Testing additive versus interactive effects in fixed-T panels. (2019). Westerlund, Joakim.
    In: Economics Letters.
    RePEc:eee:ecolet:v:174:y:2019:i:c:p:5-8.

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  99. Bubbles or fundamentals? Modeling provincial house prices in China allowing for cross-sectional dependence. (2019). Shen, Yan ; Mao, Guangyu.
    In: China Economic Review.
    RePEc:eee:chieco:v:53:y:2019:i:c:p:53-64.

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  100. Estimation and inference for spatial models with heterogeneous coefficients: an application to U.S. house prices. (2019). Pesaran, Mohammad ; Bailey, Natalia ; Aquaro, Michele.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_7542.

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  101. Local and spatial cointegration in the wage curve – a spatial panel analysis for german regions. (2018). Kosfeld, Reinhold ; Dreger, Christian.
    In: Review of Regional Research: Jahrbuch für Regionalwissenschaft.
    RePEc:spr:jahrfr:v:38:y:2018:i:1:d:10.1007_s10037-017-0113-z.

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  102. The long-run effect of foreign direct investment on total factor productivity in developing countries: a panel cointegration analysis. (2018). Herzer, Dierk ; Donaubauer, Julian.
    In: Empirical Economics.
    RePEc:spr:empeco:v:54:y:2018:i:2:d:10.1007_s00181-016-1206-1.

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  103. Spatiotemporal analysis of German real-estate prices. (2018). Schmid, Wolfgang ; Otto, Philipp.
    In: The Annals of Regional Science.
    RePEc:spr:anresc:v:60:y:2018:i:1:d:10.1007_s00168-016-0789-y.

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  104. Common Factors and Spatial Dependence: An Application to US House Prices. (2018). Yang, Cynthia Fan.
    In: MPRA Paper.
    RePEc:pra:mprapa:89032.

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  105. Link between Housing and Stock Markets: Evidence from OECD Using Asymmetry Analysis. (2018). Bahmani-Oskooee, Mohsen ; Ghodsi, Seyed Hesam.
    In: International Real Estate Review.
    RePEc:ire:issued:v:21:n:04:2018:p:447-472.

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  106. Geographically Weighted Regression Models in Estimating Median Home Prices in Towns of Massachusetts Based on an Urban Sustainability Framework. (2018). Ma, Yaxiong ; Gopal, Sucharita.
    In: Sustainability.
    RePEc:gam:jsusta:v:10:y:2018:i:4:p:1026-:d:138888.

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  107. Time-varying diversification strategies: The roles of state-level housing assets in optimal portfolios. (2018). Huang, Meichi.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:55:y:2018:i:c:p:145-172.

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  108. A spatial panel data model with time varying endogenous weights matrices and common factors. (2018). Lee, Lung-Fei ; Shi, Wei.
    In: Regional Science and Urban Economics.
    RePEc:eee:regeco:v:72:y:2018:i:c:p:6-34.

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  109. Testing for breaks in the weighting matrix. (2018). Burridge, Peter ; Mur, Jesus ; Angulo, Ana.
    In: Regional Science and Urban Economics.
    RePEc:eee:regeco:v:68:y:2018:i:c:p:115-129.

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  110. The knotty interplay between credit and housing. (2018). Lastauskas, Povilas ; Constantinescu, Mihnea.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:70:y:2018:i:c:p:241-266.

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  111. U.S. metropolitan house price dynamics. (2018). Oikarinen, Elias ; Hoesli, Martin ; Bourassa, Steven ; Engblom, Janne.
    In: Journal of Urban Economics.
    RePEc:eee:juecon:v:105:y:2018:i:c:p:54-69.

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  112. Housing markets with endogenous search: Theory and implications. (2018). Williams, Joseph.
    In: Journal of Urban Economics.
    RePEc:eee:juecon:v:105:y:2018:i:c:p:107-120.

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  113. Monetary policy with asymmetries in the asset markets participation, counter-cyclical fiscal policy and «non-atomistic» wage setters. (2018). Pavlatos, Odysseas ; Chortareas, Georgios ; Arize, Augustine C ; Tsounis, Nicholas ; Bertsatos, Georgios ; Stavrakoudis, Athanassios ; Sidiropoulos, Moise ; Christofidou, Georgia ; Chrysanthopoulou, Xakousti ; Goyal, Ashima ; Bahmani-Oskooee, Mohsen ; Agiomirgianakis, George ; Dergiades, Theologos ; Kolling, Arnd ; Xanthopoulos, Michail ; Karfaki, Eftychia ; Papadamou, Stephanos ; Vidra, Aristea ; Balcilar, Mehmet ; Karadam, Duygu Yolcu ; Ghodsi, Seyed Hesam ; Kumar, Abhishek ; Pragidis, Ioannis ; Panagiotou, Dimitrios ; Demirer, Riza ; Kostakis, Hara ; Ghosh, Dilip K ; Madlener, Reinhard ; Asimakopoulos, Grigorios ; Karfakis, Costas ; Gupta, Rangan ; Brady, Gordon L ; Magazzino, Cosimo ; Gogas, Periklis ; Aye, Goodness C ; Tabak, Benjamin M.
    In: The Journal of Economic Asymmetries.
    RePEc:eee:joecas:v:18:y:2018:i:c:p:-.

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  114. Asymmetric causality between the U.S. housing market and its stock market: Evidence from state level data. (2018). Bahmani-Oskooee, Mohsen ; Ghodsi, Seyed Hesam.
    In: The Journal of Economic Asymmetries.
    RePEc:eee:joecas:v:18:y:2018:i:c:11.

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  115. Financial markets, innovations and cleaner energy production in OECD countries. (2018). Sohag, Kazi ; Shahbaz, Muhammad ; Al Mamun, Md ; Hammoudeh, Shawkat.
    In: Energy Economics.
    RePEc:eee:eneeco:v:72:y:2018:i:c:p:236-254.

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  116. Housing prices and real effective exchange rates in 18 OECD countries: A bootstrap multivariate panel Granger causality. (2018). Bahmani-Oskooee, Mohsen ; Wu, Tsung-Pao.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:60:y:2018:i:c:p:119-126.

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  117. A Residual-based Threshold Method for Detection of Units that are Too Big to Fail in Large Factor Models. (2018). Pesaran, Mohammad ; Kapetanios, George ; Reese, Simon.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_7401.

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  118. Dynamic Spatial Autoregressive Models with Time-varying Spatial Weighting Matrices. (2018). Billé, Anna Gloria ; Catania, Leopoldo.
    In: BEMPS - Bozen Economics & Management Paper Series.
    RePEc:bzn:wpaper:bemps55.

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  119. Testing for breaks in the weighting matrix. (2017). Burridge, Peter ; Mur, Jesus ; Angulo, Ana.
    In: Documentos de Trabajo.
    RePEc:zar:wpaper:dt2017-01.

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  120. A two-step approach to account for unobserved spatial heterogeneity. (2017). Postiglione, Paolo ; Billé, Anna Gloria ; Benedetti, Roberto ; Bille, Anna Gloria.
    In: Spatial Economic Analysis.
    RePEc:taf:specan:v:12:y:2017:i:4:p:452-471.

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  121. Spatio-temporal dynamics of house prices in the USA. (2017). Abate, Girum Dagnachew.
    In: Letters in Spatial and Resource Sciences.
    RePEc:spr:lsprsc:v:10:y:2017:i:2:d:10.1007_s12076-016-0177-3.

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  122. A continuous spatio-temporal model for house prices in the USA. (2017). Laurini, Márcio.
    In: The Annals of Regional Science.
    RePEc:spr:anresc:v:58:y:2017:i:1:d:10.1007_s00168-016-0801-6.

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  123. Revisiting the House Price-Income Relationship. (2017). Oikarinen, Elias ; Hoesli, Martin ; Bourassa, Steven ; Engblom, Janne.
    In: LARES.
    RePEc:lre:wpaper:lares_2017_paper_26.

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  124. U.S. Metropolitan House Price Dynamics. (2017). Oikarinen, Elias ; Hoesli, Martin ; Bourassa, Steven ; Engblom, Janne.
    In: LARES.
    RePEc:lre:wpaper:lares_2017_paper_25.

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  125. The Knotty Interplay Between Credit and Housing. (2017). Lastauskas, Povilas ; Constantinescu, Mihnea.
    In: Bank of Lithuania Working Paper Series.
    RePEc:lie:wpaper:45.

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  126. Information sharing, neighborhood demarcation, and yardstick competition: an empirical analysis of intergovernmental expenditure interaction in Japan. (2017). Hayashi, Masayoshi ; Yamamoto, Wataru.
    In: International Tax and Public Finance.
    RePEc:kap:itaxpf:v:24:y:2017:i:1:d:10.1007_s10797-016-9413-4.

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  127. Natural Resources and Economic Development: New Panel Evidence. (2017). Lin, Shu-Chin ; Kim, Dong-Hyeon.
    In: Environmental & Resource Economics.
    RePEc:kap:enreec:v:66:y:2017:i:2:d:10.1007_s10640-015-9954-5.

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  128. Determinants of Housing Prices and Bubble Detection: Evidence from Seven Advanced Economies. (2017). Vogiazas, Sofoklis ; Alexiou, Constantinos.
    In: Atlantic Economic Journal.
    RePEc:kap:atlecj:v:45:y:2017:i:1:d:10.1007_s11293-017-9531-0.

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  129. Common correlated effects and international risk sharing. (2017). Ventura, Luigi ; Fuleky, Peter ; Zhao, Qianxue.
    In: Working Papers.
    RePEc:hae:wpaper:2017-5r.

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  130. A simple randomization test for spatial correlation in the presence of common factors and serial correlation. (2017). Millo, Giovanni.
    In: Regional Science and Urban Economics.
    RePEc:eee:regeco:v:66:y:2017:i:c:p:28-38.

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  131. Detecting spatial and temporal house price diffusion in the Netherlands: A Bayesian network approach. (2017). Ahelegbey, Daniel Felix ; Teye, Alfred Larm.
    In: Regional Science and Urban Economics.
    RePEc:eee:regeco:v:65:y:2017:i:c:p:56-64.

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  132. An early alarm system for housing bubbles. (2017). Huang, Meichi ; Chiang, Hsiu-Hsuan .
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:63:y:2017:i:c:p:34-49.

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  133. Institutional investors’ allocation to emerging markets: A panel approach to asset demand. (2017). Bonizzi, Bruno.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:47:y:2017:i:c:p:47-64.

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  134. Foreign aid and domestic absorption. (2017). Van de Sijpe, Nicolas ; Temple, Jonathan.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:108:y:2017:i:c:p:431-443.

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  135. The Unemployment Invariant Hypothesis: Heterogenous Panel Cointegration Evidence From U.S. State Level Data. (2017). Palamuleni, Mercy.
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2017-01-53.

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  136. Determinants of Relative Sectoral Prices: The Role of Demographic Change. (2017). Kaufmann, Christoph ; Groneck, Max.
    In: Oxford Bulletin of Economics and Statistics.
    RePEc:bla:obuest:v:79:y:2017:i:3:p:319-347.

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  137. Testing for Panel Cointegration Using Common Correlated Effects Estimators. (2017). Carrion-i-Silvestre, Josep ; Banerjee, Anindya.
    In: Journal of Time Series Analysis.
    RePEc:bla:jtsera:v:38:y:2017:i:4:p:610-636.

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  138. Vulnerabilities to housing bubbles: Evidence from linkages between housing prices and income fundamentals. (2017). Huang, Meichi.
    In: International Finance.
    RePEc:bla:intfin:v:20:y:2017:i:1:p:64-91.

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  139. Spatial and Temporal House Price Diffusion in the Netherlands: A Bayesian Network Approach. (2017). Ahelegbey, Daniel Felix ; Teye, Alfred Larm.
    In: ERES.
    RePEc:arz:wpaper:eres2017_337.

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  140. Aging and urban house prices. (2016). Lerbs, Oliver ; Hiller, Norbert.
    In: ZEW Discussion Papers.
    RePEc:zbw:zewdip:15024.

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  141. Do political institutions influence international trade? Measurement of institutions and the Long-Run effects. (2016). Krenz, Astrid.
    In: University of Göttingen Working Papers in Economics.
    RePEc:zbw:cegedp:276.

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  142. Bubbles in US Regional House Prices: Evidence from House Price/Income Ratios at the State Level. (2016). Oxley, Les ; HU, YANG.
    In: Working Papers in Economics.
    RePEc:wai:econwp:16/06.

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  143. Productivity, Infrastructure and Human Capital in the Spanish Regions. (2016). Carrion-i-Silvestre, Josep ; Surdeanu, Laura.
    In: Spatial Economic Analysis.
    RePEc:taf:specan:v:11:y:2016:i:4:p:365-391.

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  144. Bayesian Analysis of Spatial Panel Autoregressive Models With Time-Varying Endogenous Spatial Weight Matrices, Common Factors, and Random Coefficients. (2016). Lee, Lung-Fei ; Han, Xiaoyi.
    In: Journal of Business & Economic Statistics.
    RePEc:taf:jnlbes:v:34:y:2016:i:4:p:642-660.

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  145. Estimating fundamental and affordable housing price trends: a study based on Singapore. (2016). Abeysinghe, Tilak ; Gu, Jiaying.
    In: Applied Economics.
    RePEc:taf:applec:v:48:y:2016:i:49:p:4783-4798.

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  146. Policy Evaluation with Interactive Fixed Effects. (2016). Kwok, Simon Sai Man ; Chan, Marc.
    In: Working Papers.
    RePEc:syd:wpaper:2016-11.

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  147. Agglomeration and simplified housing boom. (2016). .
    In: Urban Studies.
    RePEc:sae:urbstu:v:53:y:2016:i:5:p:936-956.

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  148. Regional house price convergence in Spain during the housing boom. (2016). Martín, Víctor.
    In: Urban Studies.
    RePEc:sae:urbstu:v:53:y:2016:i:4:p:775-798.

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  149. Regional heterogeneity and the trans-regional interaction of housing prices and inflation: Evidence from China€™s 35 major cities. (2016). .
    In: Urban Studies.
    RePEc:sae:urbstu:v:53:y:2016:i:16:p:3472-3492.

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  150. Differences in housing price dynamics across cities: A comparison of different panel model specifications. (2016). Oikarinen, Elias.
    In: Urban Studies.
    RePEc:sae:urbstu:v:53:y:2016:i:11:p:2312-2329.

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  151. Unions and Income Inequality. (2016). Herzer, Dierk.
    In: Economic Development Quarterly.
    RePEc:sae:ecdequ:v:30:y:2016:i:3:p:267-274.

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  152. Does economic growth matter? Technology-push, demand-pull and endogenous drivers of innovation in the renewable energy industry. (2016). Basher, Syed ; Andrea, Masini ; Abul, Basher Syed ; Sam, Aflaki.
    In: MPRA Paper.
    RePEc:pra:mprapa:69773.

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  153. Local and Spatial Cointegration in the Wage Curve – A Spatial Panel Analysis for German Regions. (2016). Kosfeld, Reinhold ; Dreger, Christian.
    In: MAGKS Papers on Economics.
    RePEc:mar:magkse:201602.

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  154. Estimation of Panel Model with Spatial Autoregressive Error and Common Factors. (2016). Qian, J B.
    In: Computational Economics.
    RePEc:kap:compec:v:47:y:2016:i:3:d:10.1007_s10614-015-9494-7.

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  155. Common Correlated Effects and International Risk Sharing. (2016). Ventura, Luigi ; Fuleky, Peter ; Zhao, Qianxue.
    In: Working Papers.
    RePEc:hai:wpaper:201612.

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  156. Common correlated effects and international risk sharing. (2016). Ventura, Luigi ; Fuleky, Peter ; Zhao, Qianxue.
    In: Working Papers.
    RePEc:hae:wpaper:2013-17r.

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  157. Modeling the global relationships among economic growth, energy consumption and CO2 emissions. (2016). Chen, Sheng Tung ; Hsu, Chia-Sheng.
    In: Renewable and Sustainable Energy Reviews.
    RePEc:eee:rensus:v:65:y:2016:i:c:p:420-431.

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  158. A regional unemployment model simultaneously accounting for serial dynamics, spatial dependence and common factors. (2016). Elhorst, J.Paul ; Vega, Solmaria Halleck.
    In: Regional Science and Urban Economics.
    RePEc:eee:regeco:v:60:y:2016:i:c:p:85-95.

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  159. Aging and urban house prices. (2016). Lerbs, Oliver W ; Hiller, Norbert.
    In: Regional Science and Urban Economics.
    RePEc:eee:regeco:v:60:y:2016:i:c:p:276-291.

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  160. Metro business cycles. (2016). Gascon, Charles ; Arias, Maria A ; Rapach, David E.
    In: Journal of Urban Economics.
    RePEc:eee:juecon:v:94:y:2016:i:c:p:90-108.

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  161. The effect of mortgage interest deduction and mortgage characteristics on house prices. (2016). Damen, Sven ; Vastmans, Frank ; Buyst, Erik.
    In: Journal of Housing Economics.
    RePEc:eee:jhouse:v:34:y:2016:i:c:p:15-29.

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  162. Spatial effects and house price dynamics in the USA. (2016). Ioannides, Yannis ; Cohen, Jeffrey ; Thanapisitikul, Win .
    In: Journal of Housing Economics.
    RePEc:eee:jhouse:v:31:y:2016:i:c:p:1-13.

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  163. Dynamic asymmetries in house price cycles: A generalized smooth transition model. (2016). Zanetti Chini, Emilio ; Canepa, Alessandra.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:37:y:2016:i:c:p:91-103.

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  164. Are US real house prices stationary? New evidence from univariate and panel data. (2016). Haurin, Donald ; de jong, Robert ; Jing, Zhang ; Donald, Haurin .
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:20:y:2016:i:1:p:1-18:n:1.

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  165. Modified CADF and CIPS Panel Unit Root Statistics with Standard Chi-squared and Normal Limiting Distributions. (2016). Westerlund, Joakim ; Hosseinkouchack, Mehdi.
    In: Oxford Bulletin of Economics and Statistics.
    RePEc:bla:obuest:v:78:y:2016:i:3:p:347-364.

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  166. The Income Elasticity of Nonlife Insurance: A Reassessment. (2016). Millo, Giovanni.
    In: Journal of Risk & Insurance.
    RePEc:bla:jrinsu:v:83:y:2016:i:2:p:335-362.

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  167. House price fluctuations and the business cycle dynamics. (2016). Abate, Girum ; Anselin, Luc.
    In: CREATES Research Papers.
    RePEc:aah:create:2016-06.

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  168. Aging and Urban House Prices. (2015). Lerbs, Oliver ; Hiller, Norbert.
    In: VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
    RePEc:zbw:vfsc15:113136.

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  169. The spillovers and heterogeneous responses of housing prices: a GVAR analysis of Chinas 35 major cities. (2015). Yu, Huayi.
    In: Journal of the Asia Pacific Economy.
    RePEc:taf:rjapxx:v:20:y:2015:i:4:p:535-558.

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  170. Consistent Estimation in Large Heterogeneous Panels with Multifactor Structure and Endogeneity. (2015). Forchini, Giovanni ; Peng, Bin ; Jiang, Bin.
    In: School of Economics Discussion Papers.
    RePEc:sur:surrec:0315.

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  171. Synchronisation and commonalities in metropolitan housing market cycles. (2015). Stevenson, Simon ; Akimov, Alexey.
    In: Urban Studies.
    RePEc:sae:urbstu:v:52:y:2015:i:9:p:1665-1682.

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  172. Euro-Dollar Polarization and Heterogeneity in Exchange Rate Pass-Throughs Within the Euro Zone. (2015). Comunale, Mariarosaria.
    In: CEIS Research Paper.
    RePEc:rtv:ceisrp:333.

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  173. Quasi Maximum Likelihood Estimation of Spatial Models with Heterogeneous Coefficients. (2015). Pesaran, Mohammad ; Bailey, Natalia ; Aquaro, Michele.
    In: Working Papers.
    RePEc:qmw:qmwecw:wp749.

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  174. Quasi Maximum Likelihood Estimation of Spatial Models with Heterogeneous Coefficients. (2015). Pesaran, Mohammad ; Bailey, Natalia ; Aquaro, Michele.
    In: Working Papers.
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Cocites

Documents in RePEc which have cited the same bibliography

  1. Does bank competition matter for the effects of macroprudential policy on procyclicality of lending?. (2021). Olszak, Małgorzata ; Kowalska, Iwona.
    In: Faculty of Management Working Paper Series.
    RePEc:sgm:fmuwwp:22021.

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  2. A structural model for the housing and credit market in Italy. (2017). Nobili, Andrea ; Zollino, Francesco.
    In: Journal of Housing Economics.
    RePEc:eee:jhouse:v:36:y:2017:i:c:p:73-87.

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  3. Assessing the efficacy of borrower-based macroprudential policy using an integrated micro-macro model for European households. (2017). Gross, Marco ; Poblacion, Javier.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:61:y:2017:i:c:p:510-528.

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  4. House prices and monetary policy in the euro area: evidence from structural VARs. (2017). Roma, Moreno ; Nocera, Andrea.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20172073.

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  5. Financial frictions and robust monetary policy in the models of New Keynesian framework. (2017). Pirozhkova, Ekaterina.
    In: BCAM Working Papers.
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  6. Financial stability risks from housing market cycles. (2016). Thornley, Michael .
    In: Reserve Bank of New Zealand Bulletin.
    RePEc:nzb:nzbbul:jul2016:12.

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  7. House Valuations and Economic Growth: Some International Evidence. (2016). Zheng, Huanhuan ; Jinjarak, Yothin ; Aizenman, Joshua.
    In: NBER Working Papers.
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  8. Lending Pro-Cyclicality and Macro-Prudential Policy: Evidence from Japanese LTV Ratios. (2016). Uesugi, Iichiro ; Udell, Gregory ; Uchida, Hirofumi ; Ono, Arito.
    In: HIT-REFINED Working Paper Series.
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  9. A Structural Model of Macroprudential Policy: the Case of Ireland. (2016). McInerney, Niall.
    In: EcoMod2016.
    RePEc:ekd:009007:9643.

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  10. Credit availability, macroprudential regulations and the house price-to-rent ratio. (2016). McQuinn, Kieran ; Cronin, David.
    In: Journal of Policy Modeling.
    RePEc:eee:jpolmo:v:38:y:2016:i:5:p:971-984.

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  11. Assessing the efficacy of borrower-based macroprudential policy using an integrated micro-macro model for European households. (2016). Gross, Marco ; Poblacion, Francisco Javier.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20161881.

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  12. Housing and mortgage dynamics: evidence from household surveys. (2016). .
    In: Working Papers.
    RePEc:dnb:dnbwpp:522.

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  13. Monetary Policy, Financial Conditions, and Financial Stability. (2016). Adrian, Tobias ; Liang, Nellie.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11394.

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  14. The causal effect of house prices on mortgage demand and mortgage supply: evidence from Switzerland. (2016). Casanova, Catherine ; Basten, Christoph ; Koch, Catherine.
    In: BIS Working Papers.
    RePEc:bis:biswps:555.

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  15. Regulating the Financial Cycle: An Integrated Approach with a Leverage Ratio. (2015). Wierts, Peter ; Schoenmaker, Dirk.
    In: Tinbergen Institute Discussion Papers.
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  16. Why has the mortgage debt increased by so much in Canada?. (2015). Fortin, Mario ; Mario, Fortin .
    In: Cahiers de recherche.
    RePEc:shr:wpaper:15-03.

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  17. Do Loan-to-Value Ratio Regulation Changes Affect Canadian Mortgage Credit?. (2015). Kronick, Jeremy.
    In: MPRA Paper.
    RePEc:pra:mprapa:73671.

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  18. Macroprudential Policy in a Recovering Market: Too Much too Soon?. (2015). McQuinn, Kieran ; Duffy, David ; Mc Inerney, Niall, .
    In: Papers.
    RePEc:esr:wpaper:wp500.

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  19. The causal effect of house prices on mortgage demand and mortgage supply: Evidence from Switzerland. (2015). Casanova, Catherine ; Basten, Christoph ; Koch, Catherine.
    In: Journal of Housing Economics.
    RePEc:eee:jhouse:v:30:y:2015:i:c:p:1-22.

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  20. Regulating the financial cycle: An integrated approach with a leverage ratio. (2015). Wierts, Peter ; Schoenmaker, Dirk.
    In: Economics Letters.
    RePEc:eee:ecolet:v:136:y:2015:i:c:p:70-72.

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  21. Internet search behavior, liquidity and prices in the housing market. (2015). Francke, Marc ; van Dijk, Dorinth.
    In: Working Papers.
    RePEc:dnb:dnbwpp:481.

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  22. Makroprudenzielle Finanzmarktpolitik: Nationale Handlungsoptionen im Euroraum. (2014). van Roye, Björn ; Plödt, Martin ; Kooths, Stefan ; Ademmer, Martin ; Plodt, Martin ; Scheide, Joachim.
    In: Kiel Discussion Papers.
    RePEc:zbw:ifwkdp:541-542.

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  23. Finanz- und Wirtschaftspolitik bei einer anhaltenden monetären Expansion. (2014). van Roye, Björn ; Schwarzmüller, Tim ; Plödt, Martin ; Kooths, Stefan ; Jannsen, Nils ; Groll, Dominik ; Gern, Klaus ; Boysen-Hogrefe, Jens ; Ademmer, Martin ; Plodt, Martin ; Scheide, Joachim ; Schwarzmuller, Tim.
    In: Kieler Beiträge zur Wirtschaftspolitik.
    RePEc:zbw:ifwkbw:5.

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  24. An A to Z of loan-to-value ratio (LVR) restrictions. (2014). Rogers, Lamorna .
    In: Reserve Bank of New Zealand Bulletin.
    RePEc:nzb:nzbbul:mar2014:01.

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  25. With Great Power Comes Great Responsibility: Macroprudential Tools at Work in Canada. (2014). Morsink, James ; Krznar, Ivo.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2014/083.

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  26. The Role of Credit in the Housing Market. (2014). Gerlach-Kristen, Petra ; Mc Inerney, Niall, .
    In: Papers.
    RePEc:esr:wpaper:wp495.

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  27. Real estate market and financial stability in US metropolitan areas: A dynamic model with spatial effects. (2014). Tosetti, Elisa ; Moscone, Francesco ; Canepa, Alessandra.
    In: Regional Science and Urban Economics.
    RePEc:eee:regeco:v:49:y:2014:i:c:p:129-146.

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  28. House price dynamics with dispersed information. (2014). Song, Zheng ; Favara, Giovanni.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:149:y:2014:i:c:p:350-382.

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  29. Macroprudential and monetary policies: Implications for financial stability and welfare. (2014). Rubio, Margarita ; Carrasco-Gallego, José.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:49:y:2014:i:c:p:326-336.

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  30. Do the global stochastic trends drive the real house prices in OECD countries?. (2014). Karaman Örsal, Deniz ; Karaman orsal, Deniz Dilan, .
    In: Economics Letters.
    RePEc:eee:ecolet:v:123:y:2014:i:1:p:9-13.

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  31. Stabilisation Policy in a Model of Consumption, Housing Collateral and Bank Lending. (2013). corrado, germana ; Chadha, Jagjit.
    In: Studies in Economics.
    RePEc:ukc:ukcedp:1316.

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  32. 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.

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  33. Evaluating the Net Benefits of Macroprudential Policy: A Cookbook. (2013). Mitra, Srobona ; Arregui, Nicolas ; Benes, Jaromir ; Krznar, Ivo ; Santos, Andre O.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2013/167.

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  34. A Close Look at Loan-To-Value Ratios: Evidence from the Japanese Real Estate Market. (2013). Uesugi, Iichiro ; Udell, Gregory ; Uchida, Hirofumi ; Ono, Arito.
    In: Working Paper Series.
    RePEc:hit:cinwps:19.

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  35. Consumption and Credit Constraints: A Model and Evidence for Ireland. (2013). Merola, Rossana ; Gerlach-Kristen, Petra.
    In: Papers.
    RePEc:esr:wpaper:wp471.

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  36. Financial Accelerator Theory and the Russian Mortgage Market. (2012). Stolbov, Mikhail.
    In: Journal of the New Economic Association.
    RePEc:nea:journl:y:2012:i:13:p:79-98.

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  37. A DSGE-based assessment of nonlinear loan-to-Value policies : Evidence from Hong Kong. (2012). Paetz, Michael.
    In: BOFIT Discussion Papers.
    RePEc:bof:bofitp:2012_011.

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  38. Operationalising the selection and application of macroprudential instruments. (2012). Bank for International Settlements, .
    In: CGFS Papers.
    RePEc:bis:biscgf:48.

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  39. A structural model for the housing and credit markets in Italy. (2012). Nobili, Andrea.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_887_12.

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  40. Financial liberalization and house price dynamics in Europe. (2011). Giuliodori, Massimo ; Ganoulis, Ioannis.
    In: Applied Economics.
    RePEc:taf:applec:v:43:y:2011:i:21:p:2671-2688.

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  41. The financial accelerator effect: concept and challenges. (2011). Ćorić, Bruno ; Coric, Bruno.
    In: Financial Theory and Practice.
    RePEc:ipf:finteo:v:35:y:2011:i:2:p:171-196.

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  42. An Early Warning System to Predict the House Price Bubbles. (2011). Kholodilin, Konstantin ; Dreger, Christian.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp1142.

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  43. Real Estate, the External Finance Premium and Business Investment: A Quantitative Dynamic General Equilibrium Analysis. (2010). Zeng, Zhixiong ; Leung, Charles ; Jin, Yi ; Leung, Charles Ka Yui, .
    In: MPRA Paper.
    RePEc:pra:mprapa:26722.

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  44. What Drives Housing Prices Down? Evidence from an International Panel. (2010). Siliverstovs, Boriss ; Menz, Jan-Oliver ; Kholodilin, Konstantin.
    In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
    RePEc:jns:jbstat:v:230:y:2010:i:1:p:59-76.

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  45. 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.

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  46. A spatio-temporal model of house prices in the USA. (2010). Yamagata, Takashi ; Pesaran, Mohammad ; Holly, Sean.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:158:y:2010:i:1:p:160-173.

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  47. House Price Dynamics with Heterogeneous Expectations. (2009). Song, Zheng ; Favara, Giovanni.
    In: 2009 Meeting Papers.
    RePEc:red:sed009:775.

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  48. How do Housing Wealth, Financial Wealth and Consumption Interact? Evidence from New Zealand. (2008). De Veirman, Emmanuel ; Dunstan, Ashley.
    In: Reserve Bank of New Zealand Discussion Paper Series.
    RePEc:nzb:nzbdps:2008/05.

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  49. What Drives Housing Prices Down?: Evidence from an International Panel. (2007). Siliverstovs, Boriss ; Menz, Jan-Oliver ; Kholodilin, Konstantin.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp758.

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  50. Big elephants in small ponds: Risk absorption, risk diversification and management of capital flows. (2007). Thaicharoen, Yunyong ; Chuenchoksan, Sra ; Ahuja, Ashvin.
    In: Working Papers.
    RePEc:bth:wpaper:2007-02.

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