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The Determinants of Bank Credit in Industrialized Countries: Do Property Prices Matter?
16 references·16 citing·33 second hopsampled
The Determinants of Bank Credit in Industrialized Countries: Do Property Prices Matter? 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References

  • 1998Law and Finance17,902 cited
  • 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
  • 1997Legal Determinants of External Finance9,776 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
  • 1988Agency Costs, Net Worth, And Business Fluctuations4,382 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

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  • 1987Forecasting and testing in co-integrated systems1,896 cited
  • Cited by

    • 2008Interaction between housing prices and household borrowing: The Finnish case177 cited
    • 2013Self-reinforcing effects between housing prices and credit155 cited
    • 2010The relationship between house prices and house purchase loans: The Spanish case148 cited
    • 2010Bank lending and commercial property cycles: Some cross-country evidence125 cited
    • 2008The Interaction between Mortgage Financing and Housing Prices in Greece124 cited
    • 2009Household borrowing and metropolitan housing price dynamics – Empirical evidence from Helsinki85 cited
    • 2006The Interaction between House Prices and Loans for House Purchase: The Spanish Case72 cited
    • 2008Real Estate Markets and Bank Distress53 cited
    • 2014What Influences Banks Lending in Sub-Saharan Africa?46 cited
    • 2014Determinants of credit to households: An approach using the life-cycle model41 cited
    • 2018The drivers of household indebtedness reconsidered: An empirical evaluation of competing arguments on the macroeconomic determinants of household indebtedness in OECD countries36 cited
    • 2018External Debt Composition and Domestic Credit Cycles35 cited
    • 2014Equilibrium credit: The reference point for macroprudential supervisors32 cited
    • 2012Bank lending, macroeconomic conditions and financial uncertainty: Evidence from Malaysia30 cited
    • 2016Banking Models and Monetary Transmission Mechanisms in Malaysia: Are Islamic Banks Different?30 cited
    • 2009Macroeconomic Fluctuations and Bank Lending: Evidence for Germany and the Euro Area29 cited