Modelling Household Mortgage Debt: the case of the Czech Republic
Author
Abstract
Suggested Citation
DOI: 10.18267/j.pep.816
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Atif Mian & Amir Sufi, 2008. "The Consequences of Mortgage Credit Expansion: Evidence from the 2007 Mortgage Default Crisis," NBER Working Papers 13936, National Bureau of Economic Research, Inc.
- Calza, Alessandro & Gartner, Christine & Sousa, João, 2001. "Modelling the demand for loans to the private sector in the euro area," Working Paper Series 55, European Central Bank.
- Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2016.
"The great mortgaging: housing finance, crises and business cycles,"
Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 31(85), pages 107-152.
- Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2014. "The Great Mortgaging: Housing Finance, Crises, and Business Cycles," NBER Working Papers 20501, National Bureau of Economic Research, Inc.
- Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2014. "The Great Mortgaging: Housing Finance, Crises, and Business Cycles," Working Paper Series 2014-23, Federal Reserve Bank of San Francisco.
- Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2014. "The Great Mortgaging: Housing Finance, Crises, and Business Cycles," CESifo Working Paper Series 4993, CESifo.
- Oscar Jorda & Moritz Schularick & Alan M. Taylor, 2014. "The Great Mortgaging: Housing Finance, Crises, and Business Cycles," Working Papers 252014, Hong Kong Institute for Monetary Research.
- Taylor, Alan M. & Schularick, Moritz & Jordà , Òscar, 2014. "The Great Mortgaging: Housing Finance, Crises, and Business Cycles," CEPR Discussion Papers 10161, C.E.P.R. Discussion Papers.
- Bezemer, Dirk & Samarina, Anna & Zhang, Lu, 2017. "The Shift in Bank Credit Allocation: New Data and New Findings," Research Report 17012-GEM, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
- Bezemer, Dirk & Samarina, Anna & Zhang, Lu, 2017.
"The Shift in Bank Credit Allocation: New Data and New Findings,"
Research Report
17012-GEM, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
- Dirk Bezemer & Anna Samarina & Lu Zhang, 2017. "The shift in bank credit allocation: new data and new findings," DNB Working Papers 559, Netherlands Central Bank, Research Department.
- Mr. Adrian Alter & Alan Xiaochen Feng & Nico Valckx, 2018. "Understanding the Macro-Financial Effects of Household Debt: A Global Perspective," IMF Working Papers 2018/076, International Monetary Fund.
- Fernando Nieto, 2007. "The determinants of household credit in Spain," Working Papers 0716, Banco de España.
- Marco Jacopo Lombardi & Madhusudan Mohanty & Ilhyock Shim, 2017. "The real effects of household debt in the short and long run," BIS Working Papers 607, Bank for International Settlements.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Lukáš Fiala, 2021. "Modelling of mortgage debt´s determinants: the case of the Czech Republic," FFA Working Papers 4.002, Prague University of Economics and Business, revised 15 Jan 2022.
- Bezemer, Dirk & Zhang, Lu, 2019. "Credit composition and the severity of post-crisis recessions," Journal of Financial Stability, Elsevier, vol. 42(C), pages 52-66.
- Josh Ryan-Collins, 2021. "Breaking the housing–finance cycle: Macroeconomic policy reforms for more affordable homes," Environment and Planning A, , vol. 53(3), pages 480-502, May.
- Stockhammer, Engelbert & Wildauer, Rafael, 2018.
"Expenditure Cascades, Low Interest Rates or Property Booms? Determinants of Household Debt in OECD Countries,"
Review of Behavioral Economics, now publishers, vol. 5(2), pages 85-121, September.
- Stockhammer, Engelbert & Wildauer, Rafael, 2017. "Expenditure Cascades, Low Interest Rates or Property Booms? Determinants of Household Debt in OECD countries," Greenwich Papers in Political Economy 18276, University of Greenwich, Greenwich Political Economy Research Centre.
- Stockhammer, Engelbert & Wildauer, Rafael, 2017. "Expenditure Cascades, Low Interest Rates or Property Booms? Determinants of Household Debt in OECD Countries," Economics Discussion Papers 2017-3, School of Economics, Kingston University London.
- Engelbert Stockhammer & Rafael Wildauer, 2017. "Expenditure cascades, low interest rates or property booms? Determinants of household debt in OECD Countries," Working Papers PKWP1710, Post Keynesian Economics Society (PKES).
- Dirk Bezemer & Anna Samarina, 2019. "Debt shift, financial development and income inequality," DNB Working Papers 646, Netherlands Central Bank, Research Department.
- Bezemer, Dirk & Samarina, Anna & Zhang, Lu, 2020. "Does mortgage lending impact business credit? Evidence from a new disaggregated bank credit data set," Journal of Banking & Finance, Elsevier, vol. 113(C).
- Braun, Benjamin & Deeg, Richard, 2019. "Strong firms, weak banks: The financial consequences of Germany's export-led growth model," MPIfG Discussion Paper 19/5, Max Planck Institute for the Study of Societies.
- Mikael Randrup Byrialsen & Hamid Raza, 2022. "Household debt and macroeconomic stability: An empirical stock‐flow consistent model for the Danish economy," Metroeconomica, Wiley Blackwell, vol. 73(1), pages 144-197, February.
- Samarina, Anna & Zhang, Lu & Bezemer, Dirk, 2017. "Credit cycle coherence in the eurozone: Was there a euro effect?," Journal of International Money and Finance, Elsevier, vol. 77(C), pages 77-98.
- Unger, Robert, 2018. "Revisiting the finance and growth nexus: A deeper look at sectors and instruments," Discussion Papers 55/2018, Deutsche Bundesbank.
- Oguzhan Cepni & Yavuz Selim Hacihasanoglu & Muhammed Hasan Yilmaz, 2020.
"Credit decomposition and economic activity in Turkey: A wavelet-based approach,"
Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 20(3), pages 109-131.
- Oguzhan Cepni & Yavuz Selim Hacihasanoglu & Muhammed Hasan Yilmaz, 2020. "Credit Decomposition and Economic Activity in Turkey: A Wavelet-Based Approach," Working Papers 2014, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Sebastian Kohl & Alexander Spielau, 2022. "Centring construction in the political economy of housing: variegated growth regimes after the Keynesian construction state," Cambridge Journal of Economics, Cambridge Political Economy Society, vol. 46(3), pages 465-490.
- Can Xu & Jan P. A. M. Jacobs & Jakob de Haan, 2023.
"Does Household Borrowing Reduce the Trade Balance? Evidence from Developing and Developed Countries,"
Open Economies Review, Springer, vol. 34(4), pages 759-787, September.
- Can Xu & Jan Jacobs & Jakob, 2021. "Does household borrowing reduce the trade balance? Evidence from developing and developed countries," GRU Working Paper Series GRU_2021_019, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Can Xu & Jan Jacobs & Jakob de Haan, 2021. "Does Household Borrowing Reduce the Trade Balance? Evidence from Developing and Developed Countries," CESifo Working Paper Series 9123, CESifo.
- Andres Guiral & Doocheol Moon & Javier Perez‐Garcia & Jungyoon Byun, 2021. "Do affective reactions to sustainability performance unintendedly influence lending decisions?," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 28(6), pages 1635-1646, November.
- Lukáš Fiala & Petr Teplý, 2021. "The Use of Borrower-based Measures within Macroprudential Policy: Evidence from the European Economic Area," European Financial and Accounting Journal, Prague University of Economics and Business, vol. 2021(1), pages 71-91.
- Boháčik Ján, 2022. "Financial shocks and their effects on velocity of money in agent-based model," Review of Economic Perspectives, Sciendo, vol. 22(4), pages 241-266, December.
- Tarika Sikarwar & Anivesh Goyal & Harshita Mathur, 2020. "Household Debt, Financial Inclusion, and Economic Growth of India: Is it Alarming for India?," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 10(3), pages 229-248, February.
- Natasha Kalara & Lu Zhang, 2018. "The changing landscape of firm financing in Europe, the United States and Japan," CPB Discussion Paper 383, CPB Netherlands Bureau for Economic Policy Analysis.
- Ekinci, Mehmet Fatih & Omay, Tolga, 2020.
"Current account and credit growth: The role of household credit and financial depth,"
The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
- Ekinci, Mehmet Fatih & Omay, Tolga, 2019. "Current Account and Credit Growth: The Role of Household Credit and Financial Depth," MPRA Paper 93882, University Library of Munich, Germany.
- Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2018.
"Nonfinancial debt and economic growth in euro-area countries,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 56(C), pages 17-37.
- Marta Gómez-Puig & Simón Sosvilla-Rivero, 2017. "Nonfinancial debt and economic growth in euro-area countries," IREA Working Papers 201714, University of Barcelona, Research Institute of Applied Economics, revised Jul 2017.
- Marta Gómez-Puig & Simón Sosvilla-Rivero, 2017. "Nonfinancial debt and economic growth in euro-area countries," Working Papers del Instituto Complutense de Estudios Internacionales 1708, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales.
More about this item
Keywords
Mortgage debt; household debt; cointegration; ARDL model;All these keywords.
JEL classification:
- C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:prg:jnlpep:v:2022:y:2022:i:6:id:816:p:443-463. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Stanislav Vojir (email available below). General contact details of provider: https://edirc.repec.org/data/uevsecz.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.