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Showing results 1 to 10 of approximately 87.
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Working Paper
The effects of credit availability on consumer durable expenditures
Duca, John V.
(1987)
Working Paper Series / Economic Activity Section
, Paper 80
Working Paper
Making Sense of Increased Synchronization in Global House Prices
Duca, John V.
(2019-10-09)
Evidence indicates that house prices have become somewhat more synchronized during this century, likely reflecting more correlated movements in long-term interest rates and macroeconomic cycles that are related to trends in globalization and international portfolio diversification. Nevertheless, the trend toward increased synchronization has not been continuous, reflecting that house prices depend on other fundamentals, which are not uniform across countries or cities. Theory and limited econometric evidence indicate that the more common are fundamentals, the more in-synch house price cycles ...
Working Papers
, Paper 1911
Working Paper
Credit, housing collateral and consumption: evidence from the UK, Japan and the US
Aron, Janine; Duca, John V.; Muellbauer, John N.; Murata, Keiko; Murphy, Anthony
(2010)
The consumption behaviour of U.K., U.S. and Japanese households is examined and compared using a modern Ando-Modigliani style consumption function. The models incorporate income growth expectations, income uncertainty, housing collateral and other credit effects. These models therefore capture important parts of the financial accelerator. The evidence is that credit availability for U.K. and U.S. but not Japanese households has undergone large shifts since 1980. The average consumption-to-income ratio shifted up in the U.K. and U.S. as mortgage downpayment constraints eased and as the ...
Working Papers
, Paper 1002
Journal Article
The case of the missing M2
Duca, John V.
(1992-04)
Since the third quarter of 1990, the growth of M2 in the United States has been weaker than econometric models predicted. John V. Duca assesses whether this shortfall in M2 growth is associated with inflows into bond and equity mutual funds or the thrift resolution process. ; Duca finds that while, to some degree, bond funds are good substitutes for M2, bond and equity funds do not account for the shortfall. Most of the missing M2, he concludes, appears to be related to activity of the Resolution Trust Corporation. Duca reasons that resolution procedures can depress M2 in ways not reflected ...
Economic and Financial Policy Review
, Issue Q II
, Pages 1-24
Journal Article
Firm churn on Main Street and Wall Street
Duca, John V.
(2000-03)
Southwest Economy
, Issue Mar
, Pages 6-9
Journal Article
Regulation, bank competitiveness, and episodes of missing money
Duca, John V.
(1993-04)
John Duca reviews three episodes of "missing money," periods during which one of the monetary aggregates was unusually weak. Duca finds that in each of these episodes, an increased regulatory burden on banks encouraged households and firms to bypass the banking system in favor of nonbank financial liabilities and assets. Using a standard analytical framework, he shows how these shifts by investors can lead to cases of missing money and declines in banks' role in providing credit. Duca further shows that increases in bank regulatory burden can create potential problems for analysts in using ...
Economic and Financial Policy Review
, Issue Apr
, Pages 1-23
Discussion Paper
Trade credit and credit rationing: a theoretical model
Duca, John V.
(1986)
Research Papers in Banking and Financial Economics
, Paper 94
Working Paper
Inflation, unemployment, and duration
Duca, John V.
(1996)
Working Papers
, Paper 9603
Working Paper
An econometric analysis of borrowing constraints and household debt
Duca, John V.; Rosenthal, Stuart S.
(1991)
Working Papers
, Paper 9111
Working Paper
Credit cards and money demand: a cross-sectional study
Whitesell, William C.; Duca, John V.
(1991)
Working Papers
, Paper 9112
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