메뉴 건너뛰기




Volumn 40, Issue 4, 2009, Pages 371-392

Modelling credit in the Irish mortgage market

Author keywords

[No Author keywords available]

Indexed keywords

CREDIT PROVISION; HOUSING MARKET; LIBERALIZATION; MORTGAGE LENDING; OECD; PROPERTY MARKET;

EID: 75449095902     PISSN: 00129984     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (16)

References (37)
  • 1
    • 75449106591 scopus 로고    scopus 로고
    • A model of mortgage credit
    • Dublin: Central Bank and Financial Services Authority of Ireland
    • ADDISON-SMYTH, D., K. McQUINN and G. O'REILLY, 2009. "A Model of Mortgage Credit", Research Technical Paper 6/RT/09, Dublin: Central Bank and Financial Services Authority of Ireland.
    • (2009) Research Technical Paper 6/RT/09
    • Addison-Smyth, D.1    McQuinn, K.2    O'Reilly, G.3
  • 7
    • 84982371477 scopus 로고
    • Testing for autocorrelation in dynamic linear models
    • BREUSCH, T., 1978. "Testing for Autocorrelation in Dynamic Linear Models", Australian Economic Papers, Vol.17, pp. 334-355
    • (1978) Australian Economic Papers , vol.17 , pp. 334-355
    • Breusch, T.1
  • 9
    • 0033506791 scopus 로고    scopus 로고
    • Irish house price indices - Methodological issues
    • CONNIFFE, D. and D. DUFFY, 1999. "Irish House Price Indices - Methodological Issues", The Economic and Social Review, Vol.30, No.4, pp. 403-423.
    • (1999) The Economic and Social Review , vol.30 , Issue.4 , pp. 403-423
    • Conniffe, D.1    Duffy, D.2
  • 13
    • 0030356207 scopus 로고    scopus 로고
    • Efficient tests for an autoregressive unit root
    • ELLIOTT,G.,T.J.ROTHENBERGandJ.H.STOCK,1996." EfficientTestsforanAutoregressiveUnitRoot",Econométrica,Vol.64, 813-836.(Pubitemid126463295)
    • (1996) Econometrica , vol.64 , Issue.4 , pp. 813-836
    • Elliott, G.1    Rothenberg, T.J.2    Stock, J.H.3
  • 14
    • 0000051984 scopus 로고
    • Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
    • ENGLE, R., 1982. "Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation", Econometrica, Vol.50, pp. 987-1008.
    • (1982) Econometrica , vol.50 , pp. 987-1008
    • Engle, R.1
  • 15
    • 0000013567 scopus 로고
    • Cointegration and error-correction: Representaron, estimation and testing
    • ENGLE, R. and C. GRANGER, 1987."Cointegration and Error-Correction: Representaron, Estimation and Testing", Econometrica, Vol.55, pp. 251-276
    • (1987) Econometrica , vol.55 , pp. 251-276
    • Engle, R.1    Granger, C.2
  • 18
    • 10244265850 scopus 로고    scopus 로고
    • Bank lending and property prices in Hong Kong
    • DOI 10.1016/j.jbankfin.2004.05.015, PII S0378426604000445
    • GERLACH, S. and W PENG, 2005. "Bank Lending and Property Prices in Hong Kong", Journal of Banking and Finance, Vol.29, pp. 461-481. (Pubitemid 39620362)
    • (2005) Journal of Banking and Finance , vol.29 , Issue.2 , pp. 461-481
    • Gerlach, S.1    Peng, W.2
  • 19
    • 0000681385 scopus 로고
    • Testing against general autoregressive and moving average error models when the regressors include lagged dependent variables
    • GODFREY, L., 1978. "Testing against General Autoregressive and Moving Average Error Models when the Regressors Include Lagged Dependent Variables", Econometrica, Vol.46, pp. 1293-1302.
    • (1978) Econometrica , vol.46 , pp. 1293-1302
    • Godfrey, L.1
  • 20
    • 47049109123 scopus 로고    scopus 로고
    • House prices, money, credit, and the macroeconomy
    • GOODHART, C. and B. HOFMANN, 2008. "House Prices, Money, Credit, and the Macroeconomy", Oxford Review of Economic Policy, Vol.24, No.1.
    • (2008) Oxford Review of Economic Policy , vol.24 , Issue.1
    • Goodhart, C.1    Hofmann, B.2
  • 22
    • 11044221996 scopus 로고    scopus 로고
    • The determinants of bank credit in industrialized countries: Do property prices matter?
    • HOFMANN, B., 2004. "The Determinants of Bank Credit in Industrialized Countries: Do Property Prices Matter?", International Finance Vol.7, pp. 203-234.
    • (2004) International Finance , vol.7 , pp. 203-234
    • Hofmann, B.1
  • 23
    • 84981579311 scopus 로고
    • The full information maximum likelihood procedure for inference on cointegration with applications to the demand for money
    • JOHANSEN, S. and K. JUSELIUS, 1990. "The Full Information Maximum Likelihood Procedure for Inference on Cointegration with Applications to the Demand for Money", Oxford Bulletin of Economics and Statistics, Vol.52, pp. 169-210.
    • (1990) Oxford Bulletin of Economics and Statistics , vol.52 , pp. 169-210
    • Johansen, S.1    Juselius, K.2
  • 24
    • 0039624712 scopus 로고    scopus 로고
    • The twin crises: The causes of banking and balance of payments problems
    • KAMINSKY, G. and C. REINHART, 1999. "The Twin Crises: The Causes of Banking and Balance of Payments Problems", American Economic Review, Vol.89, pp. 473-500.
    • (1999) American Economic Review , vol.89 , pp. 473-500
    • Kaminsky, G.1    Reinhart, C.2
  • 25
    • 0000088805 scopus 로고    scopus 로고
    • The housing market and the macroeconomy: Evidence from Ireland
    • KENNY, G., 1999. "The Housing Market and the Macroeconomy: Evidence from Ireland", Economic Modelling, Vol.16, pp. 389-409.
    • (1999) Economic Modelling , vol.16 , pp. 389-409
    • Kenny, G.1
  • 27
    • 23144441681 scopus 로고    scopus 로고
    • A model of the Irish housing sector
    • Dublin: Central Bank and Financial Services Authority of Ireland
    • McQUINN, K., 2004. "A Model of the Irish Housing Sector", Research Technical Paper l/RT/04, Dublin: Central Bank and Financial Services Authority of Ireland.
    • (2004) Research Technical Paper L/RT/04
    • McQuinn, K.1
  • 28
    • 75449090076 scopus 로고    scopus 로고
    • A model of cross-country house prices
    • Dublin: Central Bank and Financial Services Authority of Ireland
    • McQUINN, K. and G. O'REILLY, 2007. "A Model of Cross-Country House Prices", Research Technical Paper 5/RT/07, Dublin: Central Bank and Financial Services Authority of Ireland.
    • (2007) Research Technical Paper 5/RT/07
    • McQuinn, K.1    O'Reilly, G.2
  • 29
    • 40649110284 scopus 로고    scopus 로고
    • Assessing the role of income and interest rates in determining house prices
    • McQUINN, K. and G. O'REILLY, 2008. "Assessing the Role of Income and Interest Rates in Determining House Prices", Empirical Modelling, Vol.25, pp.377-390.
    • (2008) Empirical Modelling , vol.25 , pp. 377-390
    • McQuinn, K.1    O'Reilly, G.2
  • 30
    • 0031411833 scopus 로고    scopus 로고
    • Booms and busts in the UK housing market
    • MUELLBAUER, J. and A. MURPHY, 1997. "Booms and Busts in the UK Housing Market", Economic Journal, Vol.107, pp. 1701-1727.
    • (1997) Economic Journal , vol.107 , pp. 1701-1727
    • Muellbauer, J.1    Murphy, A.2
  • 31
    • 47049116118 scopus 로고    scopus 로고
    • Housing markets and the economy: The assessment
    • MUELLBAUER, J. and A. MURPHY, 2008. "Housing Markets and the Economy: The Assessment", Oxford Review of Economic Policy, Vol.24, No.1, pp. 1-33.
    • (2008) Oxford Review of Economic Policy , vol.24 , Issue.1 , pp. 1-33
    • Muellbauer, J.1    Murphy, A.2
  • 32
    • 32644471936 scopus 로고    scopus 로고
    • Econometric modelling of the Irish housing market
    • P. Bacon, F. McCabe and A. Murphy (eds.), Dublin : Stationery Office
    • MURPHY, A., 1998. "Econometric Modelling of the Irish Housing Market" in P. Bacon, F. McCabe and A. Murphy (eds.), An Economic Assessment of Recent House Price Developments, Dublin : Stationery Office.
    • (1998) An Economic Assessment of Recent House Price Developments
    • Murphy, A.1
  • 33
    • 0035588799 scopus 로고    scopus 로고
    • Bounds testing approaches to the analysis of level relationship
    • PESARAN, M. H., Y. SHIN and R. J. SMITH, 2001. "Bounds Testing Approaches to the Analysis of Level Relationship", Journal of Applied Econometrics, Vol.16, pp. 289-326.
    • (2001) Journal of Applied Econometrics , vol.16 , pp. 289-326
    • Pesaran, M.H.1    Shin, Y.2    Smith, R.J.3
  • 34
    • 0033509954 scopus 로고    scopus 로고
    • Irish house prices: Will the roof fall in?
    • ROCHE, M., 1999, "Irish House Prices: Will the Roof Fall In?" The Economic and Social Review, Vol.30, No.4, pp. 343-362.
    • (1999) The Economic and Social Review , vol.30 , Issue.4 , pp. 343-362
    • Roche, M.1
  • 35
    • 0041825293 scopus 로고    scopus 로고
    • The rise in dublin city house prices: Bubble, fad or just fundamentals
    • ROCHE, M., 2001. "The Rise in Dublin City House Prices: Bubble, Fad or Just Fundamentals", Economic Modelling, Vol.18, No.2, pp. 281-295.
    • (2001) Economic Modelling , vol.18 , Issue.2 , pp. 281-295
    • Roche, M.1
  • 36
    • 32644470449 scopus 로고    scopus 로고
    • Will there be a crash in irish house prices?
    • Autumn, Dublin: Economic and Social Research Institute
    • ROCHE, M., 2003. Will There be a Crash in Irish House Prices?, ESRI Quarterly Economic Commentary, Autumn, pp. 57-72, Dublin: Economic and Social Research Institute.
    • (2003) ESRI Quarterly Economic Commentary , pp. 57-72
    • Roche, M.1
  • 37
    • 0001527764 scopus 로고
    • A simple estimator of cointegrating vectors in higher order integrated systems
    • STOCK, J. and M. WATSON, 1993. "A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems", Econometrica, Vol.61, pp. 783-820.
    • (1993) Econometrica , vol.61 , pp. 783-820
    • Stock, J.1    Watson, M.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.