[go: up one dir, main page]

create a website
Borrower heterogeneity within a risky mortgage-lending market. (2017). Rabitsch, Katrin ; Punzi, Maria Teresa.
In: Department of Economics Working Papers.
RePEc:wiw:wiwwuw:wuwp241.

Full description at Econpapers || Download paper

Cited: 10

Citations received by this document

Cites: 29

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. Macroprudential policies and income inequality in former transition economies. (2022). Stratopoulou, Artemis ; Rizos, Anastasios ; Konstantinou, Panagiotis.
    In: Economic Change and Restructuring.
    RePEc:kap:ecopln:v:55:y:2022:i:2:d:10.1007_s10644-021-09333-9.

    Full description at Econpapers || Download paper

  2. Environmental regulation and financial stability: Evidence from Chinese manufacturing firms. (2022). Wu, YU ; Punzi, Maria Teresa ; Huang, Bihong.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:136:y:2022:i:c:s0378426621003472.

    Full description at Econpapers || Download paper

  3. Do banks price environmental transition risks? Evidence from a quasi-natural experiment in China. (2021). Wu, YU ; Punzi, Maria Teresa ; Huang, Bihong.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:69:y:2021:i:c:s0929119921001048.

    Full description at Econpapers || Download paper

  4. Expectation-driven house prices and debt defaults: The effectiveness of monetary and macroprudential policies. (2020). Nilavongse, Rachatar ; Bekiros, Stelios ; Uddin, Gazi Salah.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:49:y:2020:i:c:s1572308920300590.

    Full description at Econpapers || Download paper

  5. Do Banks Price Environmental Risk? Evidence from a Quasi Natural Experiment in the People’s Republic of China. (2019). Punzi, Maria Teresa ; Huang, Bihong ; Wu, YU.
    In: ADBI Working Papers.
    RePEc:ris:adbiwp:0974.

    Full description at Econpapers || Download paper

  6. Consumption and Savings Behaviour under Household Heterogeneity and Mortgage Debt. (2018). Namkhaijantsan, Ninjin.
    In: MPRA Paper.
    RePEc:pra:mprapa:107033.

    Full description at Econpapers || Download paper

  7. Central bank policies and income and wealth inequality: A survey. (2018). Samarina, Anna ; de Haan, Jakob ; Colciago, Andrea.
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:594.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. (2015): “Financial business cycles,” Review of Economic Dynamics, 18(1), 140–163.
    Paper not yet in RePEc: Add citation now
  2. (2015): “Household leveraging and deleveraging,” Review of Economic Dynamics, 18(1), 3–20.
    Paper not yet in RePEc: Add citation now
  3. Bernanke, B. S., M. Gertler, and S. Gilchrist (1999): “The financial accelerator in a quantitative business cycle framework,” Handbook of macroeconomics, 1, 1341–1393.

  4. Bokhari, S., W. Torous, and W. Wheaton (2013): “Why did household mortgage leverage rise from the mid-1980s until the great recession,” in American Economic Association 2013 Annual Meeting. San Diego, California. Citeseer.
    Paper not yet in RePEc: Add citation now
  5. Borrower heterogeneity within a risky mortgage-lending market Technical Appendix A Data and Sources Aggregate Consumption. Real Personal Consumption Expenditure (seasonally adjusted, billions of chained 2005 dollars), divided by the Civilian Noninstitutional Population (Source: Bureau of Labor Statistics). Source: Bureau of Economic Analysis (BEA).
    Paper not yet in RePEc: Add citation now
  6. Brzoza-Brzezina, M., P. Gelain, and M. Kolasa (2014): “Monetary and macroprudential policy with multiperiod loans,” Available at SSRN 2646611.

  7. Burnside, C., M. Eichenbaum, and S. Rebelo (2011): “Understanding booms and busts in housing markets,” Discussion paper, National Bureau of Economic Research.

  8. Calvo, G. A. (1983): “Staggered prices in a utility-maximizing framework,” Journal of monetary Economics, 12(3), 383–398.

  9. Campbell, J. R., and Z. Hercowitz (2009): “Welfare implications of the transition to high household debt,” Journal of Monetary Economics, 56(1), 1–16.

  10. Ferrante, F. (2015): “Risky Mortgages, Bank Leverage and Credit Policy,” .

  11. Forlati, C., and L. Lambertini (2011): “Risky mortgages in a DSGE model,” International Journal of Central Banking, 7(1), 285–335.

  12. Gerali, A., S. Neri, L. Sessa, and F. M. Signoretti (2010): “Credit and Banking in a DSGE Model of the Euro Area,” Journal of Money, Credit and Banking, 42(s1), 107–141.

  13. Gross Domestic Product. Real Gross Domestic Product (seasonally adjusted, billions of chained 2005 dollars), divided by CNP16OV. Source: BEA.
    Paper not yet in RePEc: Add citation now
  14. Iacoviello, M. (2005): “House prices, borrowing constraints, and monetary policy in the business cycle,” The American economic review, 95(3), 739–764.

  15. Iacoviello, M., and S. Neri (2010): “Housing market spillovers: evidence from an estimated DSGE model,” American Economic Journal: Macroeconomics, 2(2), 125–164.

  16. Justiniano, A., G. E. Primiceri, and A. Tambalotti (2014): “The effects of the saving and banking glut on the US economy,” Journal of International Economics, 92, S52–S67.
    Paper not yet in RePEc: Add citation now
  17. Kaplan, G., G. L. Violante, and J. Weidner (2014): “The wealthy hand-tomouth, ” Discussion paper, National Bureau of Economic Research.
    Paper not yet in RePEc: Add citation now
  18. King, M. (1994): “Debt deflation: Theory and evidence,” European Economic Review, 38(3-4), 419–445.

  19. Kiyotaki, N., A. Michaelides, and K. Nikolov (2011): “Winners and losers in housing markets,” Journal of Money, Credit and Banking, 43(2-3), 255–296.

  20. Kiyotaki, N., J. Moore, et al. (1997): “Credit chains,” Journal of Political Economy, 105(21), 211–248.
    Paper not yet in RePEc: Add citation now
  21. Kollmann, R. (2013): “Global Banks, Financial Shocks, and International Business Cycles: Evidence from an Estimated Model,” Journal of Money, Credit and Banking, 45(s2), 159–195.

  22. Kollmann, R., Z. Enders, and G. J. Müller (2011): “Global banking and international business cycles,” European Economic Review, 55(3), 407–426.

  23. Lambertini, L., C. Mendicino, and M. T. Punzi (2013): “Leaning against boom– bust cycles in credit and housing prices,” Journal of Economic Dynamics and Control, 37(8), 1500–1522.

  24. Lambertini, L., V. Nuguer, and P. Uysal (2015): “Mortgage Default in an Estimated Model of the US Housing Market,” Discussion paper, Center of Fiscal Policy.

  25. Loan-to-value ratios: Fannie Mae and Freddie Mac database, covering around 12 million in home purchases of single-family loans issued during the period of 2000-2006. [Fig. 7 about here.]
    Paper not yet in RePEc: Add citation now
  26. Mendicino, C., and M. T. Punzi (2014): “House prices, capital inflows and macroprudential policy,” Journal of Banking & Finance, 49, 337–355.

  27. Mian, A. R., K. Rao, and A. Sufi (2013): “Household balance sheets, consumption, and the economic slump,” Quarterly Journal of Economics, (1687-1726).

  28. Punzi, M. T., and K. Rabitsch (2015): “Investor borrowing heterogeneity in a Kiyotaki–Moore style macro model,” Economics Letters, 130, 75–79.

  29. Quint, D., and P. Rabanal (2014): “Monetary and macroprudential policy in an estimated DSGE model of the euro area,” International Journal of Central Banking, 10(2), 169–236.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Commodity Exports, Financial Frictions and International Spillovers. (2022). Otrok, Christopher ; Mohimont, Jolan ; Houssa, Romain.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:95404.

    Full description at Econpapers || Download paper

  2. Systemic risk: A new trade-off for monetary policy?. (2017). Turunen, Jarkko ; Laseen, Stefan ; Pescatori, Andrea.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:32:y:2017:i:c:p:70-85.

    Full description at Econpapers || Download paper

  3. Macro, Money, and Finance. (2016). Brunnermeier, M K ; Sannikov, Y.
    In: Handbook of Macroeconomics.
    RePEc:eee:macchp:v2-1497.

    Full description at Econpapers || Download paper

  4. Repensar la profundización financiera: estabilidad y crecimiento en los mercados emergentes. (2015). Svirydzenka, Katsiaryna ; Saborowski, Christian ; Cihak, Martin ; Sahay, Ratna ; Yousefi, Seyed Reza ; NDiaye, Papa ; Barajas, Adolfo ; Bi, Ran ; Ayala, Diana ; Gao, Yuan ; Kyobe, Annette ; Nguyen, Lam.
    In: Revista de Economía Institucional.
    RePEc:rei:ecoins:v:17:y:2015:i:33:p:73-107.

    Full description at Econpapers || Download paper

  5. Corporate Investment in Emerging Markets; Financing vs. Real Options Channel. (2015). Magud, Nicolas ; Valencia, Fabian ; Li, Delong.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2015/285.

    Full description at Econpapers || Download paper

  6. Financial stress and economic dynamics: The transmission of crises. (2015). Tetlow, Robert ; Hubrich, Kirstin.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:70:y:2015:i:c:p:100-115.

    Full description at Econpapers || Download paper

  7. Bank and Sovereign Risk Interdependence in the Euro Area. (2015). Kollintzas, Tryphon ; Tsoukalas, Konstantinos .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10485.

    Full description at Econpapers || Download paper

  8. La coordination entre politique monétaire et politique macroprudentielle. Que disent les modèles dsge ?. (2015). Dehmej, Salim ; Couppey-Soubeyran, Jézabel ; Carré, Emmanuel ; Carre, Emmanuel.
    In: Revue économique.
    RePEc:cai:recosp:reco_663_0541.

    Full description at Econpapers || Download paper

  9. The financial accelerator and market-based debt instruments: A role for maturities?. (2014). Kühl, Michael ; Kuhl, Michael.
    In: Discussion Papers.
    RePEc:zbw:bubdps:082014.

    Full description at Econpapers || Download paper

  10. Financial Frictions and Sources of Business Cycle. (2014). Sanjani, Marzie Taheri.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2014/194.

    Full description at Econpapers || Download paper

  11. Credit shocks and monetary policy in Brazil: a structural FAVAR approach. (2014). Valls Pereira, Pedro ; Fonseca, Marcelo Gonçalves da Silva, ; Pereira, Pedro L. Valls, .
    In: Textos para discussão.
    RePEc:fgv:eesptd:358.

    Full description at Econpapers || Download paper

  12. Monetarism rides again? US monetary policy in a world of Quantitative Easing. (2014). Minford, A. Patrick ; Meenagh, David ; Le, Vo Phuong Mai ; Le, Vo Phuong Mai, .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10250.

    Full description at Econpapers || Download paper

  13. Credit Risk in the Euro area.. (2014). Mojon, Benoit ; Gilchrist, Simon.
    In: Working papers.
    RePEc:bfr:banfra:482.

    Full description at Econpapers || Download paper

  14. China and global rebalancing: A two-country approach. (2013). Gauvin, Ludovic ; Carton, Benjamin ; Benassy-Quere, Agnès.
    In: China Economic Review.
    RePEc:eee:chieco:v:26:y:2013:i:c:p:118-139.

    Full description at Econpapers || Download paper

  15. Políticas de Encajes y Modelos Económicos. (2012). Carrera, Cesar.
    In: Working Papers.
    RePEc:rbp:wpaper:2012-006.

    Full description at Econpapers || Download paper

  16. How do business and financial cycles interact?. (2012). Terrones, Marco ; Kose, Ayhan ; Claessens, Stijn.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:87:y:2012:i:1:p:178-190.

    Full description at Econpapers || Download paper

  17. Financial crises and liquidity shocks a bank-run perspective. (2012). Calvo, Guillermo.
    In: European Economic Review.
    RePEc:eee:eecrev:v:56:y:2012:i:3:p:317-326.

    Full description at Econpapers || Download paper

  18. Macro-Prudential Policy and the Conduct of Monetary Policy.. (2012). Mojon, Benoit ; CLERC, Laurent ; Beau, D..
    In: Working papers.
    RePEc:bfr:banfra:390.

    Full description at Econpapers || Download paper

  19. Reserve Requirements for Price and Financial Stability - When Are They Effective?. (2012). Towbin, Pascal ; Glocker, Christian.
    In: Working papers.
    RePEc:bfr:banfra:363.

    Full description at Econpapers || Download paper

  20. Financial intermediation, investment dynamics and business cycle fluctuations. (2011). Ajello, Andrea.
    In: MPRA Paper.
    RePEc:pra:mprapa:32447.

    Full description at Econpapers || Download paper

  21. The Dynamics of Housing Returns in Singapore: How Important are the International Transmission Mechanisms?. (2011). Leung, Charles ; Chen, Nan-Kuang ; Chang, Kuang Liang ; Leung, Charles Ka Yui, .
    In: MPRA Paper.
    RePEc:pra:mprapa:32255.

    Full description at Econpapers || Download paper

  22. The effect mechanism of credit constraint on cycles formation. (2011). Zhong, Changbiao ; Chen, Kunting .
    In: China Finance Review International.
    RePEc:eme:cfripp:v:1:y:2011:i:4:p:408-424.

    Full description at Econpapers || Download paper

  23. Droht in Deutschland eine Kreditklemme?. (2010). van Roye, Björn ; Groll, Dominik ; Dovern, Jonas ; Boysen-Hogrefe, Jens ; Scheide, Joachim .
    In: Kiel Discussion Papers.
    RePEc:zbw:ifwkdp:472-473.

    Full description at Econpapers || Download paper

  24. The Optimal Inflation Rate in New Keynesian Models. (2010). Wieland, Johannes ; Gorodnichenko, Yuriy ; Coibion, Olivier ; Olivier Coibion, Yuriy Gorodnichenko, Johannes F. , .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16093.

    Full description at Econpapers || Download paper

  25. Credit supply - Identifying balance-sheet channels with loan applications and granted loans. (2010). Saurina, Jesús ; Peydro, Jose-Luis ; Ongena, Steven ; Jimenez, Gabriel.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20101179.

    Full description at Econpapers || Download paper

  26. Monetary policy, housing booms and financial (im)balances. (2010). Hofmann, Boris ; Eickmeier, Sandra.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20101178.

    Full description at Econpapers || Download paper

  27. The external finance premium in the euro area A useful indicator for monetary policy?. (2010). Gelain, Paolo.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20101171.

    Full description at Econpapers || Download paper

  28. Financial Development and Amplification. (2009). Hirano, Tomohiro.
    In: MPRA Paper.
    RePEc:pra:mprapa:16907.

    Full description at Econpapers || Download paper

  29. Three Cycles; Housing, Credit, and Real Activity. (2009). Kabundi, Alain ; Igan, Deniz ; Pinheiro, Marcelo ; Nadal, Francisco D ; Tamirisa, Natalia T.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2009/231.

    Full description at Econpapers || Download paper

  30. Frugality; Are We Fretting Too Much? Household Saving and Assets in the United States. (2009). Abdih, Yasser ; Tanner, Evan C.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2009/197.

    Full description at Econpapers || Download paper

  31. Chained Credit Contracts and Financial Accelerators. (2009). Ueda, Kozo ; Sudo, Nao ; Hirakata, Naohisa.
    In: IMES Discussion Paper Series.
    RePEc:ime:imedps:09-e-30.

    Full description at Econpapers || Download paper

  32. A Vicious Cycle of Manias, Crashes and Asymmetric Policy Responses - An Overinvestment View. (2009). Schnabl, Gunther ; Hoffmann, Andreas.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2855.

    Full description at Econpapers || Download paper

  33. House Price Developments in Europe; A Comparison. (2008). Hoffmaister, Alexander ; Shi, Haiyan ; Banerji, Angana ; Ceriel, Paul Louis.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2008/211.

    Full description at Econpapers || Download paper

  34. Fluttuazioni endogene, deflazione da debiti e instabilità finanziaria. (2006). Ferri, Piero.
    In: Moneta e Credito.
    RePEc:psl:moneta:2006:22.

    Full description at Econpapers || Download paper

  35. Wealth Effects in Europe; A Tale of Two Countries (Italy and the United Kingdom). (2006). Muoz, Sonia.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2006/030.

    Full description at Econpapers || Download paper

  36. An Estimated Small Open Economy Model of the Financial Accelerator. (2005). Tchakarov, Ivan ; Elekdag, Selim ; Espigares, Alejandro Justiniano.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2005/044.

    Full description at Econpapers || Download paper

  37. The Monetary Transmission Mechanism. (2005). Ireland, Peter.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:628.

    Full description at Econpapers || Download paper

  38. Does Financial Structure Matter for the Information Content of Financial Indicators?. (2005). Djoudad, Ramdane ; Wilkins, Carolyn ; Selody, Jack .
    In: Staff Working Papers.
    RePEc:bca:bocawp:05-33.

    Full description at Econpapers || Download paper

  39. Inflation Targeting and Sudden Stops. (2004). Krishnamurthy, Arvind ; Caballero, Ricardo J..
    In: NBER Chapters.
    RePEc:nbr:nberch:9565.

    Full description at Econpapers || Download paper

  40. Globalization, Financial Volatility and Monetary Policy. (2004). Berger, Wolfram.
    In: Economic Change and Restructuring.
    RePEc:kap:ecopln:v:31:y:2004:i:2:p:163-184.

    Full description at Econpapers || Download paper

  41. Boom-Bust Phases in Asset Prices and Fiscal Policy Behavior. (2004). Schuknecht, Ludger ; Jaeger, Albert.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2004/054.

    Full description at Econpapers || Download paper

  42. Current Issues in the Design and Conduct of Monetary Policy. (2003). Khan, Mohsin S.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2003/056.

    Full description at Econpapers || Download paper

  43. Equilibrium analysis, banking, contagion and financial fragility. (2003). Tsomocos, Dimitrios.
    In: Bank of England working papers.
    RePEc:boe:boeewp:175.

    Full description at Econpapers || Download paper

  44. Houses as collateral: has the link between house prices and consumption in the U.K. changed?. (2002). Vlieghe, Gertjan ; Proudman, James ; aoki, kosuke.
    In: Economic Policy Review.
    RePEc:fip:fednep:y:2002:i:may:p:163-177:n:v.8no.1.

    Full description at Econpapers || Download paper

  45. Financial intermediation, agency and collateral and the dynamics of banking crises: theory and evidence for the Japanese banking crisis. (2002). Kletzer, Kenneth ; Dekle, Robert.
    In: Proceedings.
    RePEc:fip:fedfpr:y:2002:i:sep:x:5.

    Full description at Econpapers || Download paper

  46. House prices, consumption, and monetary policy: a financial accelerator approach. (2002). Vlieghe, Gertjan ; Proudman, James ; aoki, kosuke.
    In: Bank of England working papers.
    RePEc:boe:boeewp:169.

    Full description at Econpapers || Download paper

  47. The role of corporate balance sheets and bank lending policies in a financial accelerator framework. (2002). wetherilt, anne ; Hall, Simon .
    In: Bank of England working papers.
    RePEc:boe:boeewp:166.

    Full description at Econpapers || Download paper

  48. A Corporate Balance-Sheet Approach to Currency Crises. (2001). Bacchetta, Philippe ; Aghion, Philippe ; Banerjee, Abhijit.
    In: Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP).
    RePEc:lau:crdeep:01.14.

    Full description at Econpapers || Download paper

  49. Domestic Bank Regulation and Financial Crises; Theory and Empirical Evidence From East Asia. (2001). Dekle, Robert ; Kletzer, Kenneth.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2001/063.

    Full description at Econpapers || Download paper

  50. Financial accelerator effects in UK business cycles. (2001). Hall, Simon .
    In: Bank of England working papers.
    RePEc:boe:boeewp:150.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-24 17:41:55 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.