1. The Dynamic Relationship between Delinquency Rates, Funding and Market Liquidity and Asset Prices in Private Commercial Real Estate Markets. (2025). van Dijk, Dorinth ; Francke, Marc ; Wang, Yumei.
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2. Residential Property Loans and Bank Performance during Property Price Booms: Evidence from Europe. (2019). Serra, Ana Paula ; Stevenson, Simon ; Martins, Francisco Vitorino.
   In: Annals of Economics and Finance.
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3. Did Increased Large Bank Concentration of US Mortgage Loan Originations Explain Rising Originator Profits?. (2017). Harris, Joshua ; Guirguis, Hany ; Mueller, Glenn R.
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4. Are Real Estate Banks More Affected by Real Estate Market Dynamics?. (2016). Mattarocci, Gianluca ; Gibilaro, Lucia.
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5. Namibia: Selected Issues. (2015). International Monetary Fund, .
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6. Residential Property Loans and Bank Performance during Property Price Booms: Evidence from Europe. (2014). Stevenson, Simon ; Serra, Ana Paula ; Martins, Francisco Vitorino.
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7. How to deal with real estate booms: Lessons from country experiences. (2013). Rabanal, Pau ; Igan, Deniz ; Dell'ariccia, Giovanni ; Dellariccia, Giovanni ; Rowe, Christopher C.
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8. Stock Market Assessment of Bank Risk: Evidence from the Maghreb Region. (2012). Mbarek, Lassaad ; Hmaied, Dorra Mezzez.
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9. Stock Market Assessment of Bank Risk: Evidence from the Maghreb Region. (2012). Mbarek, Lassad ; Hmaied, Dorra Mezzez.
   In: Review of Middle East Economics and Finance.
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10. Improving Our Ability to Monitor Bank Lending. (2011). Bassett, William F. ; Gilchrist, Simon ; Weinbach, Gretchen C. ; Zakrajsek, Egon.
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11. How to Deal with Real Estate Booms: Lessons from Country Experiences. (2011). Rabanal, Pau ; Igan, Deniz ; Dell'ariccia, Giovanni ; Crowe, Christopher W.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2011/091.

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1. Archer, W.R., P.J. Elmer, D.M. Harrison, and D.C. Ling. Determinants of Multifamily Mortgage Default. FDIC Working Paper No. 99-2, Washington, DC, 1998.
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2. Asea, P.K. and B. Blomberg. Lending Cycles. Journal of Econometrics, 1998, 83, 89-123.

3. Avery, R., R. Bostic, P. Calem, and G. Canner. Credit Risk, Credit Scoring, and the Performance of Home Mortgages. Federal Reserve Bulletin, 1996, 82, 621-64.
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4. Ball, M., T. Morrison, and A. Wood. Structures Investment and Economic Growth. Urban Studies, 1996, 33, 1687-1706. Ball, M. and A. Wood. Housing Investment: Long-Run International Trends and Volatility.
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5. Elmer, P.J. and S.A. Seelig. Insolvency, Trigger Events, and Consumer Risk Posture in the Theory of Single-Family Mortgage Default. FDIC Working Paper No. 98-3, Washington, DC, 1999.
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7. Jimenez, G. and J. Saurina. Credit Cycles, Credit Risk, and Prudential Regulation. International Journal of Central Banking, 2006, 2, 65-97.

8. Kiyotaki, N. and J. Moore. Credit Cycles. Journal of Political Economy, 1997, 105, 21148.
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9. Lopez, J.A. Using CAMELS Ratings to Monitor Bank Conditions. FRBSF Economic Letter, 1999, 99-19.

10. Quigley, J.M., R. Van Order, and Y. Deng. Mortgage Terminations, Heterogeneity and the Exercise of Mortgage Options. Econometrica, 2000, 68, 275-307.

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12. Vandell, K.D., W. Barnes, D. Hartzell, D. Kraft, and W. Wendt. Commercial Mortgage Defaults: Proportional Hazards Estimation Using Individual Loan Histories. Journal of the American Real Estate and Urban Economics Association, 1993, 21, 451-80. The authors greatly acknowledge the research grant provided by the Center for Real Estate at the University of North Carolina-Charlotte. The authors thank Steven Ott, Stijn Claessens, and two anonymous referees for their comments on earlier drafts. The views expressed in this paper are those of the authors and do not necessarily represent those of the Center for Real Estate or the 1Mf its Executive Board, or its management. Deniz Igan, International Monetary Fund, Washington, DC 20431 or digan@imf org. Marcelo Pinheiro, University of North Carolina-Charlotte, Charlotte, NC 28223 or mdpinhei@uncc.edu.

1. Bank leverage and monetary policys risk-taking channel: evidence from the United States. (2016). Laeven, Luc ; Dell'ariccia, Giovanni ; Suarez, Gustavo A ; Dellariccia, Giovanni.
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2. Growth Policies and Macroeconomic Stability. (2014). Sutherland, Douglas ; Hoeller, Peter.
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3. Credit Constraint and the Asymmetric Monetary Policy Effect on House Prices. (2013). Wu, Jyh-lin ; Chou, Yu-Hsi ; Chen, Nan-Kuang.
   In: Pacific Economic Review.
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4. Boundedly rational banks’ contribution to the credit cycle. (2012). Rotheli, Tobias F..
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5. Creditor concentration: An empirical investigation. (2012). Ongena, Steven ; Westernhagen, Natalja v. ; Tmer-Alkan, Gnseli.
   In: European Economic Review.
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6. The nature of financial and real business cycles: The great moderation and banking sector pro cyclicality. (2012). Sutherland, Douglas ; Égert, Balázs ; Egert, Balazs.
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7. The Nature of Financial and Real Business Cycles: The Great Moderation and Banking Sector Pro-Cyclicality. (2012). Sutherland, Douglas ; Égert, Balázs ; Egert, Balazs.
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8. Procyclicality in the banking industry: causes, consequences and response. (2011). Athanasoglou, Panayiotis ; Daniilidis, Ioannis .
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9. Exposure to Real Estate in Bank Portfolios. (2010). Pinheiro, Marcelo ; Igan, Deniz.
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10. Credit crises, money and contractions: An historical view. (2010). Haubrich, Joseph ; Bordo, Michael.
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    RePEc:eee:moneco:v:57:y:2010:i:1:p:1-18.

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11. The euro area Bank Lending Survey matters: empirical evidence for credit and output growth. (2010). Peydro, Jose-Luis ; Maddaloni, Angela ; de Bondt, Gabe ; Scopel, Silvia.
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12. Growth miracles and failures in a Markov switching classification model of growth. (2009). Kerekes, Monika .
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13. Who Pulls the Plug? Theory and Evidence on Corporate Bankruptcy Decisions. (2009). Zhang, Zhipeng.
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14. Credit Crises, Money and Contractions: an historical view. (2009). Haubrich, Joseph ; Bordo, Michael.
    In: NBER Working Papers.
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15. The Volatility Costs of Procyclical Lending Standards: An Assessment Using a Dsge Model. (2009). Sgherri, Silvia ; Gruss, Bertrand.
    In: IMF Working Papers.
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16. Credit crises, money, and contractions: A historical view. (2009). Haubrich, Joseph ; Bordo, Michael.
    In: Working Papers (Old Series).
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17. The Volatility Costs of Procyclical Lending Standards: An Assessment Using a DSGE Model. (2009). Sgherri, Silvia ; Gruss, Bertrand.
    In: Economics Working Papers.
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18. Multivariate Markov switching with weighted regime determination: giving France more weight than Finland. (2008). Sola, Martin.
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19. Endogenous screening, credit crunches, and competition in laxity. (2008). Shaffer, Sherrill ; Hoover, Scott.
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:17:y:2008:i:4:p:296-314.

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20. Banks procyclical behavior: Does provisioning matter?. (2008). Lepetit, Laetitia ; Bouvatier, Vincent.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:18:y:2008:i:5:p:513-526.

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21. Common wave behavior for mergers and acquisitions in OECD countries? a unique analysis using new Markov switching panel model approach. (2008). Chen, Shyh-Wei ; Lin, Mei-Rong ; Shen, Chung-Hua.
    In: Economics Bulletin.
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22. Common wave behavior for mergers and acquisitions in OECD countries? a unique analysis using new Markov switching panel model approach. (2008). Chen, Shyh-Wei ; Lin, Mei-Rong ; Shen, Chung-Hua.
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23. Credit Booms and Lending Standards: Evidence From The Subprime Mortgage Market. (2008). Laeven, Luc ; Igan, Deniz ; Dell'ariccia, Giovanni.
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24. Bank capital, firm liquidity, and project quality. (2007). Minetti, Raoul.
    In: Journal of Monetary Economics.
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25. Using Regional Cycles to Measure National Business Cycles in the U.S. with the Markov Switching Panel Model. (2007). Chen, Shyh-Wei.
    In: Economics Bulletin.
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26. Credit Cycles, Credit Risk, and Prudential Regulation. (2006). Saurina, Jesús ; Jimenez, Gabriel ; Jesus, Saurina ; Gabriel, Jimenez.
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27. Banksprocyclicality behavior: does provisioning matter?. (2006). Lepetit, Laetitia ; Bouvatier, Vincent.
    In: Cahiers de la Maison des Sciences Economiques.
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28. How do changes in monetary policy affect bank lending? An analysis of Austrian bank data. (2006). Kaufmann, Sylvia ; Fruhwirth-Schnatter, Sylvia.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:21:y:2006:i:3:p:275-305.

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29. Credit Cycles, Credit Risk, and Prudential Regulation. (2006). Saurina, Jesús ; Jimenez, Gabriel.
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2006:q:2:a:3.

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30. Banks procyclicality behavior: does provisioning matter?. (2006). Bouvatier, Vincent ; Lepetit, Laetitia.
    In: Post-Print.
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31. Banks procyclicality behavior: does provisioning matter?. (2006). Lepetit, Laetitia ; Bouvatier, Vincent.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
    RePEc:hal:cesptp:halshs-00115622.

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32. Credit Can Precipitate Firm Failure: Evidence from Kenyan Manufacturing in the 1990s. (2005). Nkurunziza, Janvier D..
    In: Economics Series Working Papers.
    RePEc:oxf:wpaper:wps/2005-04.

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33. Bank Credit Cycles. (2005). He, Ping ; Gorton, Gary.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11363.

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34. Financial Acceleration of Booms and Busts. (2005). Ullersma, Cees.
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35. The Effect of Monetary Policy on Bank Lending and Aggregate Output: Asymmetries from Nonlinearities in the Lending Channel. (2005). Jansen, Dennis.
    In: Annals of Economics and Finance.
    RePEc:cuf:journl:y:2005:v:6:i:1:p:129-153.

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36. Lending Booms and Lending Standards. (2005). Marquez, Robert ; Dell'ariccia, Giovanni.
    In: CEPR Discussion Papers.
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37. Bank risks and the business cycle. (2004). Vander Vennet, Rudi ; De Jonghe, Olivier ; Baele, Lieven.
    In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
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38. Bank Risk Strategies and Cyclical Variation in Bank Stock Returns. (2004). Vander Vennet, Rudi ; Baele, Lieven ; Landschoot, Van A..
    In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
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39. Investigating asymmetries in the bank lending channel. An analysis using Austrian banks’ balance sheet data.. (2003). Kaufmann, Sylvia ; Fruehwirth-Schnatter, Sylvia .
    In: Working Papers.
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40. The institutional memory hypothesis and the procyclicality of bank lending behavior. (2003). Udell, Gregory ; Berger, Allen.
    In: Finance and Economics Discussion Series.
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41. Bank lending to businesses in a jobless recovery. (2003). Marquis, Milton.
    In: FRBSF Economic Letter.
    RePEc:fip:fedfel:y:2003:i:jul25:n:2003-21.

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42. The institutional memory hypothesis and the procyclicality of bank lending behaviour. (2003). Udell, Gregory ; Berger, Allen.
    In: BIS Working Papers.
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43. Monetary Policy in a Financial Crisis. (2002). Gust, Christopher ; Christiano, Lawrence ; Roldos, Jorge.
    In: NBER Working Papers.
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44. Monetary policy in a financial crisis. (2002). Gust, Christopher ; Christiano, Lawrence ; Roldos, Jorge.
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45. Monetary policy in a financial crisis. (2002). Gust, Christopher ; Christiano, Lawrence ; Roldos, Jorge.
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46. Macroprudential Financial Regulation and Monetary Policy. (2001). Hahn, Franz.
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47. Competition, herd behavior, and credit cycles: evidence from major Swiss Banks. (2001). Rotheli, Tobias F..
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:53:y:2001:i:6:p:585-592.

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48. The changing structure of local credit markets: Are small businesses special?. (2001). gobbi, giorgio ; Bonaccorsi di Patti, Emilia.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:25:y:2001:i:12:p:2209-2237.

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49. Finanzkrise in Südostasien – Auswirkungen auf Österreich. (1998). Schulmeister, Stephan ; Marterbauer, Markus ; Hahn, Franz ; Stankovsky, Jan.
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50. Debt Composition and Balance Sheet Effects of Exchange and Interest Rates Volatility: Case of Peru. (). Carranza, Luis.
    In: DCBSLA Series.
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