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Business, Housing and Credit Cycles
16 references·16 citing·44 second hopsampled
Business, Housing and Credit Cycles (2016)Business, Housing and Credit CyclesThe great mortgaging: housing finance, crises and business cycles (2016)The great mortgaging: housing…Curbing the Credit Cycle (2013)Curbing the Credit CycleHow do business and financial cycles interact? (2012)How do business and financial…Credit Booms Gone Bust: Monetary Policy, Leverage Cycles, and Financial Crises, 1870–2008 (2012)Credit Booms Gone Bust: Monet…Fire Sales in Finance and Macroeconomics (2011)Fire Sales in Finance and Mac…A Macroprudential Approach to Financial Regulation (2011)A Macroprudential Approach to…A model of unconventional monetary policy (2010)A model of unconventional mon…Medium-Term Business Cycles (2006)Medium-Term Business CyclesHouse Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle (2005)House Prices, Borrowing Const…General Model-Based Filters for Extracting Cycles and Trends in Economic Time Series (2003)General Model-Based Filters f…The Unreliability of Output-Gap Estimates in Real Time (2002)The Unreliability of Output-G…The Band Pass Filter (1999)The Band Pass FilterMeasuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series (1999)Measuring Business Cycles: Ap…Credit Cycles (1997)Credit CyclesMoney, Prices, Interest Rates and the Business Cycle (1996)Money, Prices, Interest Rates…Detrending, stylized facts and the business cycle (1993)Detrending, stylized facts an…Distressed firms, zombie firms and zombie lending: A taxonomy (2023)Distressed firms, zombie firm…A unified approach for jointly estimating the business and financial cycle, and the role of financial factors (2022)A unified approach for jointl…Exploring BIS credit-to-GDP gap critiques: the Swiss case (2021)Exploring BIS credit-to-GDP g…Dynamic connectedness among monetary policy cycle, financial cycle and business cycle in China (2021)Dynamic connectedness among m…A hitchhiker’s guide to empirical macro models (2021)A hitchhiker’s guide to empir…On the Cyclical Properties of Hamilton’s Regression Filter (2020)On the Cyclical Properties of…Measuring the Financial Cycle in South Africa (2020)Measuring the Financial Cycle…Forecasting recessions: the importance of the financial cycle (2020)Forecasting recessions: the i…The Influential Factors of Financial Cycle Spillover: Evidence from China (2019)The Influential Factors of Fi…Measuring Financial Cycle Time (2019)Measuring Financial Cycle TimeFinancial cycles: Characterisation and real-time measurement (2019)Financial cycles: Characteris…Characterizing the financial cycle: Evidence from a frequency domain analysis (2019)Characterizing the financial …'Leaning Against the Wind', Macroprudential Policy and the Financial Cycle (2019)'Leaning Against the Wind', M…Empirical assessment of alternative structural methods for identifying cyclical systemic risk in Europe (2018)Empirical assessment of alter…Detrending and Financial Cycle Facts Across G7 Countries: Mind a Spurious Medium Term! 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(2017)Secular stagnation or financi…Postwar U.S. Business Cycles: An Empirical Investigation (1997)Disagreement about Inflation Expectations (2003)The quest for prosperity without inflation (2003)New Evidence on the Interest Rate Effects of Budget Deficits and Debt (2009)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Financial Intermediation and Credit Policy in Business Cycle Analysis (2010)Credit Spreads and Business Cycle Fluctuations (2012)A Macroeconomic Model with a Financial Sector (2014)Discretion versus policy rules in practice (1993)The Science of Monetary Policy: A New Keynesian Perspective (1999)Housing Market Spillovers: Evidence from an Estimated DSGE Model (2010)American Economic Review (2019)Tests For Unit Roots: A Monte Carlo Investigation (1988)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)5 Stochastic volatility (1996)Forecasting inflation (1999)Forecasting Output and Inflation: The Role of Asset Prices (2003)A Positive Theory of Monetary Policy in a Natural Rate Model (1983)On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations (2002)Are Technology Improvements Contractionary? 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this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1997Credit Cycles5,254 cited
  • 1999Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series2,829 cited
  • 2012Credit Booms Gone Bust: Monetary Policy, Leverage Cycles, and Financial Crises, 1870–20082,655 cited
  • 2005House Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle2,485 cited
  • 2010A model of unconventional monetary policy2,439 cited
  • 1999The Band Pass Filter1,909 cited
  • 1993Detrending, stylized facts and the business cycle1,202 cited
  • 2011A Macroprudential Approach to Financial Regulation1,087 cited
  • 2002The Unreliability of Output-Gap Estimates in Real Time944 cited
  • 2011Fire Sales in Finance and Macroeconomics836 cited
  • 2006Medium-Term Business Cycles797 cited
  • 2012How do business and financial cycles interact?700 cited
  • 2016The great mortgaging: housing finance, crises and business cycles523 cited
  • 2013Curbing the Credit Cycle451 cited
  • 1996Money, Prices, Interest Rates and the Business Cycle412 cited
  • 2003General Model-Based Filters for Extracting Cycles and Trends in Economic Time Series

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292 cited

Cited by

  • 2019Characterizing the financial cycle: Evidence from a frequency domain analysis111 cited
  • 2019The Influential Factors of Financial Cycle Spillover: Evidence from China83 cited
  • 2017Secular stagnation or financial cycle drag?77 cited
  • 2019Financial cycles: Characterisation and real-time measurement61 cited
  • 2018Empirical assessment of alternative structural methods for identifying cyclical systemic risk in Europe49 cited
  • 2023Distressed firms, zombie firms and zombie lending: A taxonomy49 cited
  • 2021A hitchhiker’s guide to empirical macro models38 cited
  • 2018Detrending and Financial Cycle Facts Across G7 Countries: Mind a Spurious Medium Term!35 cited
  • 2020Forecasting recessions: the importance of the financial cycle34 cited
  • 2020Measuring the Financial Cycle in South Africa31 cited
  • 2020On the Cyclical Properties of Hamilton’s Regression Filter26 cited
  • 2021Dynamic connectedness among monetary policy cycle, financial cycle and business cycle in China24 cited
  • 2019Measuring Financial Cycle Time21 cited
  • 2022A unified approach for jointly estimating the business and financial cycle, and the role of financial factors20 cited
  • 2019'Leaning Against the Wind', Macroprudential Policy and the Financial Cycle18 cited
  • 2021Exploring BIS credit-to-GDP gap critiques: the Swiss case16 cited