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The relationship between house prices and house purchase loans: The Spanish case
8 references·7 citing·49 second hopsampled
The relationship between house prices and house purchase loans: The Spanish case (2010)The relationship between house prices and…What determines the composition of banks’ loan portfolios? Evidence from transition countries (2009)What determines the compositi…Interaction between housing prices and household borrowing: The Finnish case (2008)Interaction between housing p…Does collateral fuel moral hazard in banking? (2008)Does collateral fuel moral ha…HOUSE PRICES AND MORTGAGE CREDIT: EMPIRICAL EVIDENCE FOR IRELAND* (2007)HOUSE PRICES AND MORTGAGE CRE…House Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle (2005)House Prices, Borrowing Const…The Determinants of Bank Credit in Industrialized Countries: Do Property Prices Matter? (2004)The Determinants of Bank Cred…Bank lending and property prices in Hong Kong (2004)Bank lending and property pri…Structural analysis of vector error correction models with exogenous I(1) variables (2000)Structural analysis of vector…Systemic risk contribution of banks and non-bank financial institutions across frequencies: The Australian experience (2021)Systemic risk contribution of…The drivers of household indebtedness reconsidered: An empirical evaluation of competing arguments on the macroeconomic determinants of household indebtedness in OECD countries (2018)The drivers of household inde…The causal effect of house prices on mortgage demand and mortgage supply: Evidence from Switzerland (2015)The causal effect of house pr…Exploring determinants of housing prices: A case study of Chinese experience in 1999–2010 (2012)Exploring determinants of hou…Bank lending, macroeconomic conditions and financial uncertainty: Evidence from Malaysia (2012)Bank lending, macroeconomic c…Securitization, risk-transferring and financial instability: The case of Spain (2011)Securitization, risk-transfer…Fiscal policy and financial market movements (2010)Fiscal policy and financial m…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)The Interaction between House Prices and Loans for House Purchase: The Spanish Case (2006)The Interaction between Mortgage Financing and Housing Prices in Greece (2008)Credit conditions, macroprudential policy and house prices (2018)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Another look at the instrumental variable estimation of error-components models (1995)Initial conditions and moment restrictions in dynamic panel data models (1998)Financial stability indicators and public debt developments (2013)Macroeconomic effects of fiscal adjustment: A tale of two approaches (2015)Financial crises and financial market regulation: the long record of an 'emerger' (2022)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model (2004)Exploring the international linkages of the euro area: a global VAR analysis (2007)Unit Roots and Cointegration in Panels (2008)Money and Capital in Economic Development. (1974)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Government intervention in land market and its impacts on land supply and new housing supply: Evidence from major Chinese markets (2014)Housing prices raise wages: Estimating the unexpected effects of land supply regulation in China (2016)Home purchase restriction and housing price: A distribution dynamics analysis (2017)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Law and Finance (1998)Bank lending and commercial property cycles: Some cross-country evidence (2010)Self-reinforcing effects between housing prices and credit (2013)Prices and Trading Volume in the Housing Market: A Model with Down-Payment Effects (1995)The Cointegrated VAR Model: Methodology and Applications (2006)Household borrowing and metropolitan housing price dynamics – Empirical evidence from Helsinki (2009)House prices, non-fundamental components and interstate spillovers: The Australian experience (2010)Housing Market Dynamics: On the Contribution of Income Shocks and Credit Constraints∗ (2015)Bank Runs, Deposit Insurance, and Liquidity (1983)Financial Intermediation and Delegated Monitoring (1984)Screening vs. Rationing in Credit Markets with Imperfect Information (1985)Endogenous housing market cycles (2009)Can bank credit withstand falling house price in China? (2020)Discretion versus policy rules in practice (1993)The Science of Monetary Policy: A New Keynesian Perspective (1999)A model of unconventional monetary policy (2010)Financial Intermediation and Credit Policy in Business Cycle Analysis (2010)Housing Market Spillovers: Evidence from an Estimated DSGE Model (2010)American Economic Review (2019)Finance and Growth: Schumpeter Might Be Right (1993)Legal Determinants of External Finance (1997)Do Local Banking Market Structures Matter for SME Financing and Performance? New Evidence from an Emerging Economy (2015)Bank Ownership (2017)Foreigners vs. Natives: Bank Lending Technologies and Loan Pricing (2017)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Rediscovering the Macroeconomic Roots of Financial Stability Policy: Journey, Challenges, and a Way Forward (2011)House price cycles in emerging economies (2015)
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References

  • 2005House Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle2,485 cited
  • 2000Structural analysis of vector error correction models with exogenous I(1) variables797 cited
  • 2004Bank lending and property prices in Hong Kong337 cited
  • 2008Interaction between housing prices and household borrowing: The Finnish case177 cited
  • 2009What determines the composition of banks’ loan portfolios? Evidence from transition countries156 cited
  • 2007HOUSE PRICES AND MORTGAGE CREDIT: EMPIRICAL EVIDENCE FOR IRELAND*154 cited
  • 2004The Determinants of Bank Credit in Industrialized Countries: Do Property Prices Matter?131 cited
  • 2008Does collateral fuel moral hazard in banking?76 cited

Cited by

  • 2012Exploring determinants of housing prices: A case study of Chinese experience in 1999–2010131 cited
  • 2010Fiscal policy and financial market movements81 cited
  • 2015The causal effect of house prices on mortgage demand and mortgage supply: Evidence from Switzerland70 cited
  • 2018The drivers of household indebtedness reconsidered: An empirical evaluation of competing arguments on the macroeconomic determinants of household indebtedness in OECD countries36 cited
  • 2011Securitization, risk-transferring and financial instability: The case of Spain33 cited
  • 2021Systemic risk contribution of banks and non-bank financial institutions across frequencies: The Australian experience

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32 cited
  • 2012Bank lending, macroeconomic conditions and financial uncertainty: Evidence from Malaysia30 cited