The Mortgage Credit Channel of Macroeconomic Transmission

219 citations recorded by the source corpus.

Citations in the corpus

Monetary Policy when Households have Debt: New Evidence on the Transmission Mechanism (2019, unknown): “These include Iacoviello (2005), Eggertsson and Krugman (2012), Kaplan et al. (2015), Mitman et al. (2016), Luetticke (2015), Auclert (2015), Greenwald (2016), Mitman (2016) and Bilbiie (2017).”
Infusing domain knowledge in AI-based "black box" models for better explainability with application in bankruptcy prediction (2019, unknown): “pers [16, 17, 20, 23, 24, 26, 28, 31–36, 39, 41–44, 48–51, 55, 56, 59, 62– 67, 71, 73] related to mortgage default/bankruptcy prediction and collected all explanatory variables (i.”
The Housing Boom and Bust: Model Meets Evidence (2017, unknown): “Only a handful of papers on the crisis develops models with aggregate shocks that move equilibrium house prices, but they are environments with very limited heterogeneity (Iacoviello and Pavan, 2013; Justiniano et al., 2017; Greenwald, 2016).”
Regional Heterogeneity and Monetary Policy (2019, unknown): “25Chen, Michaux, and Roussanov (2013) document that over 1993-2009, refinancing activity was relatively higher in states with worse economic conditions (after controlling for aggregate conditions or including quarter fixed effects).”