create a website

How Does Monetary Policy Pass‐Through Affect Mortgage Default? Evidence from the Irish Mortgage Market. (2022). O'Toole, Conor ; Kelly, Robert ; Byrne, David.
In: Journal of Money, Credit and Banking.
RePEc:wly:jmoncb:v:54:y:2022:i:7:p:2081-2101.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 24

References cited by this document

Cocites: 53

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

    This document has not been cited yet.

References

References cited by this document

  1. Bacon, Philomena M., and Peter G. Moffatt. (2012) “Mortgage Choice as a Natural Field Experiment on Choice under Risk.” Journal of Money, Credit and Banking, 44, 1401–26.

  2. Bhutta, Neil, Jane Dokko, and Hui Shan. (December 2017) “Consumer Ruthlessness and Mortgage Default during the 2007 to 2009 Housing Bust.” Journal of Finance, 72, 2433–66.

  3. Ciccarelli, Matteo, Angela Maddaloni, and Jose‐Luis Peydro. (2014) “Heterogeneous Transmission Mechanism: Monetary Policy and Financial Fragility in the Eurozone.” Economic Policy, 28, 459–512.
    Paper not yet in RePEc: Add citation now
  4. Elliehausen, Gregory, and Min Hwang. (2010) “Mortgage Contract Choice in Subprime Mortgage Markets.” Federal Reserve Board Discussion Series, 53.
    Paper not yet in RePEc: Add citation now
  5. Foote, Christopher, Kristopher Gerardi, Lorenz Goette, and Paul S. Willen. (2008) “Just the Facts: An Initial analysis of Subprime's Role in the Housing Crisis.” Journal of Housing Economics, 17, 291–305.

  6. Fuster, Andreas, and Paul S. Willen. (November 2017) “Payment Size, Negative Equity, and Mortgage Default.” American Economic Journal: Economic Policy, 9, 167–91.

  7. Gerardi, Kristopher, Andreas Lehnert, Shane Sherlund, and Paul Willen. (2008) “Making Sense of the Subprime Crisis.” Brookings Papers on Economic Activity, 39, 69–159.
    Paper not yet in RePEc: Add citation now
  8. Gyourko, Joseph, and Joseph Tracy. (2014) “Reconciling Theory and Empirics on the Role of Unemployment in Mortgage Default.” Journal of Urban Economics, 80, 87–96.

  9. Hancock, Diana, and Wayne Passmore. (2011) “Did the Federal Reserve's MBS Purchase Program Lower Mortgage Rates?” Journal of Monetary Economics, 58, 498–514.

  10. Haughwout, Andrew, Richard Peach, and Joseph Tracy. (September 2008) “Juvenile Delinquent Mortgages: Bad Credit or Bad Economy?” Journal of Urban Economics, 64, 246–57.

  11. Hristov, Nikolay, Oliver Hülsewig, and Timo Wollmershäuser. (2014) “The Interest Rate Pass‐through in the Euro Area during the Global Financial Crisis.” Journal of Banking & Finance, 48, 104–19.

  12. Imbens, Guido W., and Jeffrey M. Wooldridge. (March 2009) “Recent Developments in the Econometrics of Program Evaluation.” Journal of Economic Literature, 47, 5–86.

  13. Jiang, Wei, Ashlyn Aiko Nelson, and Edward Vytlacil. (2013) “Delinquency Model Predictive Power among Low‐Documentation Loans.” Economics Letters, 120, 171–73.

  14. Jiang, Wei, Ashlyn Aiko Nelson, and Edward Vytlacil. (2014) “Liar's Loan? Effects of Origination Channel and Information Falsification on Mortgage Delinquency.” Review of Economics and Statistics, 96, 1–18.
    Paper not yet in RePEc: Add citation now
  15. Kelly, Robert, and Terence O'Malley. (2016) “The Good, the Bad and the Impaired: A Credit Risk Model of the Irish Mortgage Market.” Journal of Financial Stability, 22, 1–9.

  16. Kelly, Robert, Paul Lyons, and Conor O'Toole. (2015) “Mortgage Interest Rate Types in Ireland.” Economic Letters 09/EL/15, Central Bank of Ireland.
    Paper not yet in RePEc: Add citation now
  17. Lydon, Reamonn, and Yvonne McCarthy. (2013) “What Lies Beneath? Understanding Recent Trends in Irish Mortgage Arrears.” Economic and Social Review, 44, 117–50.

  18. Mayer, Christopher, Karen Pence, and Shane Mick Sherlund. (2009) “The Rise in Mortgage Defaults.” Journal of Economic Perspectives, 23, 27–50.

  19. McCarthy, Yvonne, and Kieran McQuinn. (2013) “Credit Conditions in a Boom and Bust Property Market.” Research Technical Papers 08/RT/13, Central Bank of Ireland.
    Paper not yet in RePEc: Add citation now
  20. McCarthy, Yvonne. (2014) “Dis‐Entangling the Mortgage Arrears Crisis: The Role of the Labour Market, Income Volatility and Housing Equity.” Research Technical Papers 02/RT/14, Central Bank of Ireland.
    Paper not yet in RePEc: Add citation now
  21. Mian, Atif, and Amir Sufi. (2009) “The Consequences of Mortgage Credit Expansion: Evidence from the U.S. Mortgage Default Crisis.” Quarterly Journal of Economics, 124, 1449–96.

  22. Mian, Atif, and Amir Sufi. (2011) “House Prices, Home Equity‐Based Borrowing, and the US Household Leverage Crisis.” American Economic Review, 101, 2132–56.
    Paper not yet in RePEc: Add citation now
  23. Sengupta, Rajdeep, and Geetesh Bhardwaj. (2015) “Credit Scoring and Loan Default.” International Review of Finance, 15, 139–67.

  24. Wooldridge, Jeffrey M. (December 2007) “Inverse Probability Weighted Estimation for General Missing Data Problems.” Journal of Econometrics, 141, 1281–1301.

Cocites

Documents in RePEc which have cited the same bibliography

  1. The role of borrower expectations in mortgage choice. (2023). McCarthy, Yvonne ; Devine, Kenneth ; Otoole, Conor.
    In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics).
    RePEc:eee:soceco:v:107:y:2023:i:c:s2214804323001301.

    Full description at Econpapers || Download paper

  2. How Does Monetary Policy Pass‐Through Affect Mortgage Default? Evidence from the Irish Mortgage Market. (2022). O'Toole, Conor ; Kelly, Robert ; Byrne, David.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:54:y:2022:i:7:p:2081-2101.

    Full description at Econpapers || Download paper

  3. Take It to the limit? The effects of household leverage caps. (2022). Peydro, Jose-Luis ; van Bekkum, Sjoerd ; Irani, Rustom M ; Gabarro, Marc.
    In: Economics Working Papers.
    RePEc:upf:upfgen:1682.

    Full description at Econpapers || Download paper

  4. Effects of Bad Debt Adjustment on Repayment: Evidence from the KR&C Data Set in South Korea. (2022). Noh, Sanha ; Kim, Namhyun.
    In: Korean Economic Review.
    RePEc:kea:keappr:ker-20220701-38-3-06.

    Full description at Econpapers || Download paper

  5. Reducing Strategic Forbearance under the CARES Act: an Experimental Approach Utilizing Recourse Attestation. (2022). Seiler, Michael ; Anderson, Jackson T ; Harrison, David M.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:65:y:2022:i:2:d:10.1007_s11146-021-09842-4.

    Full description at Econpapers || Download paper

  6. Reducing Strategic Default in a Financial Crisis. (2022). Agarwal, Sumit ; Mikhed, Slava ; Zhang, Man ; Scholnick, Barry.
    In: Working Papers.
    RePEc:fip:fedpwp:93327.

    Full description at Econpapers || Download paper

  7. Mortgage-Backed Securities. (2022). Vickery, James ; Lucca, David ; Fuster, Andreas.
    In: Staff Reports.
    RePEc:fip:fednsr:93695.

    Full description at Econpapers || Download paper

  8. The price of ignorance: Foreclosures, uninformed buyers and house prices. (2022). Turnbull, Geoffrey K ; van der Vlist, Arno J.
    In: Journal of Housing Economics.
    RePEc:eee:jhouse:v:57:y:2022:i:c:s1051137722000183.

    Full description at Econpapers || Download paper

  9. Release of a liquidity regulation: What do we learn for credit and house prices?. (2022). Bologna, Pierluigi ; Cornacchia, Wanda ; Galardo, Maddalena.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:61:y:2022:i:c:s1572308922000456.

    Full description at Econpapers || Download paper

  10. Contract rescission in the real estate presale market. (2022). Wan, Wayne ; Gan, Quan ; Hu, Maggie Rong.
    In: Real Estate Economics.
    RePEc:bla:reesec:v:50:y:2022:i:4:p:1054-1106.

    Full description at Econpapers || Download paper

  11. Forced moves and home maintenance: The amplifying effects of mortgage payment burden on underwater homeowners. (2022). Rosenthal, Stuart ; Zhang, Xirui ; Harding, John P ; Li, Jing.
    In: Real Estate Economics.
    RePEc:bla:reesec:v:50:y:2022:i:2:p:498-533.

    Full description at Econpapers || Download paper

  12. Google Search Queries, Foreclosures, and House Prices. (2021). Damianov, Damian ; Wang, Xiangdong ; Yan, Cheng.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:63:y:2021:i:2:d:10.1007_s11146-020-09789-y.

    Full description at Econpapers || Download paper

  13. Collateral Value and Strategic Default: Evidence from Auto Loans. (2021). Ratnadiwakara, Dimuthu.
    In: Journal of Financial Services Research.
    RePEc:kap:jfsres:v:59:y:2021:i:3:d:10.1007_s10693-021-00350-3.

    Full description at Econpapers || Download paper

  14. Overdue Debts and Financial Exclusion. (2021). Molnár, György ; Berlinger, Edina ; Dobranszky-Bartus, Katalin ; Molnar, Gyorgy.
    In: Risks.
    RePEc:gam:jrisks:v:9:y:2021:i:9:p:158-:d:626309.

    Full description at Econpapers || Download paper

  15. A Tale of Two Bailouts: Effects of TARP and PPP on Subprime Consumer Debt. (2021). Roman, Raluca ; Epouhe, Onesime ; Berger, Allen N.
    In: Working Papers.
    RePEc:fip:fedpwp:93065.

    Full description at Econpapers || Download paper

  16. A spatial analysis of borrowers’ mortgage termination decision – A nonparametric approach. (2021). Fang, LU ; Munneke, Henry J.
    In: Regional Science and Urban Economics.
    RePEc:eee:regeco:v:86:y:2021:i:c:s0166046220302805.

    Full description at Econpapers || Download paper

  17. Repayment capacity, debt service ratios and mortgage default: An exploration in crisis and non-crisis periods. (2021). Slaymaker, Rachel ; O'Toole, Conor ; Otoole, Conor.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:133:y:2021:i:c:s0378426621002272.

    Full description at Econpapers || Download paper

  18. Recourse and (strategic) mortgage defaults: Evidence from changes in housing market laws. (2021). Vlahu, Razvan ; Andrieș, Alin Marius ; Popa, Radu ; Copaciu, Anca ; Andries, Alin Marius.
    In: Working Papers.
    RePEc:dnb:dnbwpp:727.

    Full description at Econpapers || Download paper

  19. Possible income misstatement on mortgage loan applications: Evidence from the Canadian housing market. (2021). Basiri, Kiana ; Mahmoudi, Babak.
    In: Real Estate Economics.
    RePEc:bla:reesec:v:49:y:2021:i:3:p:917-935.

    Full description at Econpapers || Download paper

  20. Macroprudential Policy, Mortgage Cycles and Distributional Effects: Evidence from the UK. (2020). Uluc, Arzu ; Rodríguez Tous, Francesc ; Peydro, Jose-Luis ; Tripathy, Jagdish ; Rodriguez-Tous, Francesc.
    In: EconStor Preprints.
    RePEc:zbw:esprep:223303.

    Full description at Econpapers || Download paper

  21. Macroprudential policy, mortgage cycles and distributional effects: Evidence from the UK. (2020). Uluc, Arzu ; Rodríguez Tous, Francesc ; Peydro, Jose-Luis ; Tripathy, Jagdish.
    In: Economics Working Papers.
    RePEc:upf:upfgen:1725.

    Full description at Econpapers || Download paper

  22. The Determinants of Mortgage Defaults in Australia – Evidence for the Double-trigger Hypothesis. (2020). Bergmann, Michelle.
    In: RBA Research Discussion Papers.
    RePEc:rba:rbardp:rdp2020-03.

    Full description at Econpapers || Download paper

  23. Possible income misstatement on mortgage loan applications: Evidence from the Canadian housing market. (2020). Basiri, Kiana ; Mahmoudi, Babak.
    In: MPRA Paper.
    RePEc:pra:mprapa:108450.

    Full description at Econpapers || Download paper

  24. Why Do Borrowers Default on Mortgages?. (2020). Ganong, Peter ; Noel, Pascal J.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:27585.

    Full description at Econpapers || Download paper

  25. The Effect of Foreclosures on Homeowners, Tenants, and Landlords. (2020). Guren, Adam ; Diamond, Rebecca ; Tan, Rose.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:27358.

    Full description at Econpapers || Download paper

  26. Bowling Alone, Buying Alone: The Decline of Co-Borrowers in the US Mortgage Market. (2020). Singh, Swapnil ; Jakucionyte, Egle.
    In: Bank of Lithuania Working Paper Series.
    RePEc:lie:wpaper:78.

    Full description at Econpapers || Download paper

  27. A Multi-State Approach to Modelling Intermediate Events and Multiple Mortgage Loan Outcomes. (2020). Bravo, Jorge ; Chamboko, Richard.
    In: Risks.
    RePEc:gam:jrisks:v:8:y:2020:i:2:p:64-:d:369662.

    Full description at Econpapers || Download paper

  28. Repayment capacity, debt service ratios and mortgage default: An exploration in crisis and non-crisis periods. (2020). Slaymaker, Rachel ; O'Toole, Conor.
    In: Papers.
    RePEc:esr:wpaper:wp652.

    Full description at Econpapers || Download paper

  29. The Wealth Building Home Loan. (2020). Peter, Tobias J ; Oliner, Stephen D ; Pinto, Edward J.
    In: Regional Science and Urban Economics.
    RePEc:eee:regeco:v:80:y:2020:i:c:s0166046217304738.

    Full description at Econpapers || Download paper

  30. Locked in by leverage: Job search during the housing crisis. (2020). Brown, Jennifer ; Matsa, David A.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:136:y:2020:i:3:p:623-648.

    Full description at Econpapers || Download paper

  31. Factors affecting delinquency of household credit in the U.S.: Does consumer sentiment play a role?. (2020). WADUD, IKM MOKHTARUL ; Tang, Xueli ; Ali Ahmed, Huson.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819303547.

    Full description at Econpapers || Download paper

  32. Should I default on my mortgage even if I can pay? Experimental evidence. (2020). Pavan, Marina ; Barreda-Tarrazona, Iván.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:110:y:2020:i:c:s0165188919301320.

    Full description at Econpapers || Download paper

  33. Macroprudential policy, mortgage cycles and distributional effects: Evidence from the UK. (2020). Uluc, Arzu ; Rodríguez Tous, Francesc ; Peydro, Jose-Luis ; Tripathy, Jagdish ; Rodriguez-Tous, Francesc.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0866.

    Full description at Econpapers || Download paper

  34. Macroprudential Policy, Mortgage Cycles and Distributional Effects: Evidence from the UK. (2020). Uluc, Arzu ; Rodríguez Tous, Francesc ; Peydro, Jose-Luis ; Tripathy, Jagdish.
    In: Working Papers.
    RePEc:bge:wpaper:1183.

    Full description at Econpapers || Download paper

  35. Why Do Borrowers Default on Mortgages? A New Method For Causal Attribution. (2020). Ganong, Peter ; Noel, Pascal J.
    In: Working Papers.
    RePEc:bfi:wpaper:2020-100.

    Full description at Econpapers || Download paper

  36. Prudential policies, credit supply and house prices: evidence from Italy. (2020). Galardo, Maddalena ; Bologna, Pierluigi ; Cornacchia, Wanda.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_1294_20.

    Full description at Econpapers || Download paper

  37. Liquidity versus Wealth in Household Debt Obligations: Evidence from Housing Policy in the Great Recession. (2020). Ganong, Peter ; Noel, Pascal.
    In: American Economic Review.
    RePEc:aea:aecrev:v:110:y:2020:i:10:p:3100-3138.

    Full description at Econpapers || Download paper

  38. Take It to the Limit? The Effects of Household Leverage Caps. (2019). Peydro, Jose-Luis ; van Bekkum, Sjoerd ; Irani, Rustom ; Gabarro, Marc.
    In: EconStor Preprints.
    RePEc:zbw:esprep:216797.

    Full description at Econpapers || Download paper

  39. How Do Foreclosures Exacerbate Housing Downturns?. (2019). Guren, Adam ; McQuade, Timothy J.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:26216.

    Full description at Econpapers || Download paper

  40. Stress Testing Household Debt. (2019). Laufer, Steven ; Dettling, Lisa ; Bhutta, Neil ; Kelliher, Jimmy ; Bricker, Jesse.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2019-08.

    Full description at Econpapers || Download paper

  41. Technological innovation in mortgage underwriting and the growth in credit, 1985–2015. (2019). Willen, Paul ; Loewenstein, Lara ; Foote, Christopher.
    In: Working Papers.
    RePEc:fip:fedbwp:19-11.

    Full description at Econpapers || Download paper

  42. Macroprudential Policy and Household Leverage: Evidence from Administrative Household-Level Data. (2019). Peydro, Jose-Luis ; van Bekkum, Sjoerd ; Irani, Rustom M ; Gabarro, Marc.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:13503.

    Full description at Econpapers || Download paper

  43. Take it to the Limit? The Effects of Household Leverage Caps. (2019). Peydro, Jose-Luis ; van Bekkum, Sjoerd ; Irani, Rustom M ; Gabarro, Marc.
    In: Working Papers.
    RePEc:bge:wpaper:1132.

    Full description at Econpapers || Download paper

  44. The Effects of Non-Recourse Mortgages on Default Risks and Households Surplus. (2018). Rhee, Keeyoung.
    In: KDI Journal of Economic Policy.
    RePEc:zbw:kdijep:200827.

    Full description at Econpapers || Download paper

  45. Mortgage Default during the U.S. Mortgage Crisis. (2018). Schelkle, Thomas.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:50:y:2018:i:6:p:1101-1137.

    Full description at Econpapers || Download paper

  46. Mortgage Design in an Equilibrium Model of the Housing Market. (2018). KRISHNAMURTHY, ARVIND ; Guren, Adam ; McQuade, Timothy J.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:24446.

    Full description at Econpapers || Download paper

  47. Technological Innovation in Mortgage Underwriting and the Growth in Credit: 1985-2015. (2018). Willen, Paul ; Loewenstein, Lara ; Foote, Christopher.
    In: Working Papers (Old Series).
    RePEc:fip:fedcwp:1816.

    Full description at Econpapers || Download paper

  48. House Price Beliefs And Mortgage Leverage Choice. (2017). Stroebel, Johannes ; Davila, Eduardo ; Kuchler, Theresa ; Bailey, Michael.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:24091.

    Full description at Econpapers || Download paper

  49. Do Household Wealth Shocks Affect Productivity? Evidence from Innovative Workers During the Great Recession. (2017). McQuade, Timothy ; Bernstein, Shai ; Townsend, Richard R.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:24011.

    Full description at Econpapers || Download paper

  50. Mortgage-default research and the recent foreclosure crisis. (2017). Willen, Paul ; Foote, Christopher.
    In: Working Papers.
    RePEc:fip:fedbwp:17-13.

    Full description at Econpapers || Download paper

  51. House Price Beliefs And Mortgage Leverage Choice. (2017). Stroebel, Johannes ; Davila, Eduardo ; Kuchler, Theresa ; Bailey, Michael ; Strobel, Johannes.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:12476.

    Full description at Econpapers || Download paper

  52. How Do Foreclosures Exacerbate Housing Downturns?. (2000). Guren, Adam ; McQuade, Timothy J.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2018-007.

    Full description at Econpapers || Download paper

  53. Too much cocited documents. This list is not complete

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-10-05 08:56:12 || 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.