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Financial cycles : what? how? when?
Claessens, Stijn; Kose, M. Ayhan; Terrones, Marco E. - In: NBER International Seminar on Macroeconomics 2010, (pp. 303-343). 2011
Persistent link: https://www.econbiz.de/10009657058
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Financial cycles : what? how? when?
Claessens, Stijn; Kose, M. Ayhan; Terrones, Marco E. - 2011
Persistent link: https://www.econbiz.de/10009155915
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Financial cycles : what? how? when?
Claessens, Stijn; Kose, M. Ayhan; Terrones, Marco E. - 2011
Persistent link: https://www.econbiz.de/10009486246
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Financial Cycles : What? How? When?
Kose, M. Ayhan - 2011
This paper provides a comprehensive analysis of financial cycles using a large database covering 21 advanced countries over the period 1960:1-2007:4. Specifically, we analyze cycles in credit, house prices, and equity prices. We report three main results. First, financial cycles tend to be long...
Persistent link: https://www.econbiz.de/10013127190
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Monetary policy when households have debt : new evidence on the transmission mechanism
Cloyne, James; Ferreira, Clodomiro; Surico, Paolo - 2015
Persistent link: https://www.econbiz.de/10011442869
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Household Debt and the Dynamic Effects of Income Tax Changes
Cloyne, James - 2014
Kingdom, we show that households with mortgage debt exhibit large and persistent consumption responses to changes in their … income. Homeowners without a mortgage, in contrast, do not appear to react, with responses not statistically different from …
Persistent link: https://www.econbiz.de/10013055930
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Interest Rates, Debt and Intertemporal Allocation : Evidence from Notched Mortgage Contracts in the United Kingdom
Best, Michael - 2015
Intertemporal Substitution (EIS). In the United Kingdom, the mortgage interest rate schedule features discrete jumps — notches — at … and sharp bunching below every notch, which translates into sizable interest elasticities of mortgage debt, between 0 …
Persistent link: https://www.econbiz.de/10013017596
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Estimating the Elasticity of Intertemporal Substitution Using Mortgage Notches
Best, Michael - 2018
Elasticity of Intertemporal Substitution (EIS). In the UK, the mortgage interest rate features discrete jumps – notches – at …
Persistent link: https://www.econbiz.de/10012911715
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Estimating the Elasticity of Intertemporal Substitution Using Mortgage Notches
Best, Michael Carlos - 2018
Elasticity of Intertemporal Substitution (EIS). In the UK, the mortgage interest rate features discrete jumps - notches - at …
Persistent link: https://www.econbiz.de/10012480601
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Household debt and the dynamic effects of income tax changes
Cloyne, James; Surico, Paolo - 2013
Persistent link: https://www.econbiz.de/10010193271