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The Determinants of Private Sector Credit in Industrialised Countries: Do Property Prices Matter?
16 references·16 citing·35 second hopsampled
The Determinants of Private Sector Credit in Industrialised Countries: Do Property Prices Matter? 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References

  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
  • 1980Macroeconomics and Reality12,826 cited
  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
  • 1969A General Equilibrium Approach To Monetary Theory5,340 cited
  • 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
  • 1997Credit Cycles5,254 cited
  • 1998The Financial Accelerator in a Quantitative Business Cycle Framework4,624 cited
  • 1993Tests for Parameter Instability and Structural Change With Unknown Change Point4,325 cited
  • 1992A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics12,570 cited
  • 1933The Debt-Deflation Theory of Great Depressions2,516 cited
  • 1963THE LIFE CYCLE HYPOTHESIS OF SAVING: AGGREGATE IMPLICATIONS AND TESTS2,011 cited
  • 1993Introduction to Multiple Time Series Analysis1,912 cited
  • 1992Monetary Policy and Credit Conditions: Evidence From the Composition of External Finance1,488 cited
  • 1988Credit, Money, and Aggregate Demand

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1,436 cited
  • 1995Inside the Black Box: The Credit Channel of Monetary Policy Transmission1,418 cited
  • Cited by

    • 2007Determinants of House Prices in Central and Eastern Europe316 cited
    • 2009The global credit boom: Challenges for macroeconomics and policy156 cited
    • 2013Self-reinforcing effects between housing prices and credit155 cited
    • 2007HOUSE PRICES AND MORTGAGE CREDIT: EMPIRICAL EVIDENCE FOR IRELAND*154 cited
    • 2005A Survey of Cyclical Effects in Credit Risk Measurement Models135 cited
    • 2004The Determinants of Bank Credit in Industrialized Countries: Do Property Prices Matter?131 cited
    • 2008The Interaction between Mortgage Financing and Housing Prices in Greece124 cited
    • 2017Housing price dynamics and bubble risk: the case of Turkey116 cited
    • 2004Incorporating Systemic Influences Into Risk Measurements: A Survey of the Literature100 cited
    • 2009Commercial property prices and bank performance92 cited
    • 2007The Determinants of Household Credit in Spain78 cited
    • 2007Bank Lending and Commercial Property Cycles: Some Cross-Country Evidence74 cited
    • 2007Bank Lending and Property Prices: Some International Evidence69 cited
    • 2003Aggregate Loans to the Euro Area Private Sector68 cited
    • 2005The IS curve and the transmission of monetary policy: is there a puzzle?66 cited
    • 2006Credit in the euro area: An empirical investigation using aggregate data63 cited