John V. Duca

Federal Reserve Banks - Federal Reserve Bank of Dallas

2200 North Pearl Street

PO Box 655906

Dallas, TX 75265-5906

United States

SCHOLARLY PAPERS

22

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CITATIONS
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127

Scholarly Papers (22)

The Other (Commercial) Real Estate Boom and Bust: The Effects of Risk Premia and Regulatory Capital Arbitrage

Number of pages: 44 Posted: 29 Sep 2015
John V. Duca and David C. Ling
Federal Reserve Banks - Federal Reserve Bank of Dallas and University of Florida - Hough Graduate School of Business Administration
Downloads 89 (286,648)

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Asset Pricing, Equity Premiums, Bank Deregulation, Institutional Investors, Alternative Asset Classes, Commercial Real Estate

The Other (Commercial) Real Estate Boom and Bust: The Effects of Risk Premia and Regulatory Capital Arbitrage

FRB of Dallas Working Paper No. 1504
Number of pages: 45 Posted: 17 Aug 2015
John V. Duca and David C. Ling
Federal Reserve Banks - Federal Reserve Bank of Dallas and University of Florida - Hough Graduate School of Business Administration
Downloads 51 (389,436)

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Asset pricing, Equity premiums, Bank deregulation, Institutional investors, Alternative asset classes, Commercial real estate

2.

How Capital Regulation and Other Factors Drive the Role of Shadow Banking in Funding Short-Term Business Credit

Number of pages: 48 Posted: 14 Oct 2014
John V. Duca
Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 107 (251,792)

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Shadow Banking, Regulation, Financial Frictions, Credit Rationing

3.

Credit Standards and the Bubble in US House Prices: New Econometric Evidence

BIS Paper No. 64o
Number of pages: 7 Posted: 19 Jun 2012
John V. Duca, John Muellbauer and Anthony Murphy
Federal Reserve Banks - Federal Reserve Bank of Dallas, University of Oxford - Department of Economics and University of Oxford - Nuffield College of Medicine
Downloads 105 (255,167)

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Money and Velocity During Financial Crises: From the Great Depression to the Great Recession

FRB of Dallas Working Paper No. 1503
Number of pages: 57 Posted: 17 Aug 2015
Federal Reserve Bank of St. Louis - Research Division, Rutgers University, New Brunswick - Department of Economics and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 59 (362,882)

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Money demand, Financial crises, Monetary policy, Liquidity, Financial innovation

Money and Velocity During Financial Crises: From the Great Depression to the Great Recession

NBER Working Paper No. w22100
Number of pages: 60 Posted: 21 Mar 2016
Federal Reserve Bank of St. Louis - Research Division, Rutgers University, New Brunswick - Department of Economics and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 18 (550,172)

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5.

How Taxes and Required Returns Drove Commercial Real Estate Valuations Over the Past Four Decades

FRB of Dallas Working Paper No. 1703
Number of pages: 47 Posted: 14 Feb 2017
Federal Reserve Banks - Federal Reserve Bank of Dallas, University of Aberdeen - Centre for Property Research and University of Florida - Warrington College of Business Administration
Downloads 65 (340,837)

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Economic Policy Uncertainty and the Credit Channel: Aggregate and Bank Level U.S. Evidence Over Several Decades

FRB of Dallas Working Paper No. 1605
Number of pages: 41 Posted: 18 Jul 2016
Rutgers University, New Brunswick - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of Dallas and Federal Reserve Bank of Dallas
Downloads 34 (457,573)
Citation 1

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money and banking, economic policy uncertainty, business cycles

Economic Policy Uncertainty and the Credit Channel: Aggregate and Bank Level U.S. Evidence Over Several Decades

NBER Working Paper No. w22021
Number of pages: 39 Posted: 01 Mar 2016
Rutgers University, New Brunswick - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of Dallas and Federal Reserve Bank of Dallas
Downloads 15 (569,652)
Citation 2

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7.

Tobin LIVES: Integrating Evolving Credit Market Architecture into Flow of Funds Based Macro-Models

ECB Working Paper No. 1581
Number of pages: 35 Posted: 12 Sep 2013
John V. Duca and John Muellbauer
Federal Reserve Banks - Federal Reserve Bank of Dallas and University of Oxford - Department of Economics
Downloads 48 (393,236)

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finance and the real economy, financial crisis, consumption, credit constraints, household portfolios

8.

Increased Credit Availability, Rising Asset Prices Help Boost Consumer Spending

Economic Letter, Vol. 11, Issue 3, pp. 1-4, 2016
Number of pages: 4 Posted: 20 Apr 2016
John V. Duca, Anthony Murphy and Elizabeth Organ
Federal Reserve Banks - Federal Reserve Bank of Dallas, Federal Reserve Banks - Federal Reserve Bank of Dallas and New York University School of Law
Downloads 46 (400,177)

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9.

Regulation and the Neo-Wicksellian Approach to Monetary Policy

Number of pages: 14 Posted: 30 Jul 2007
John V. Duca
Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 39 (426,293)

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regulation, neutral real interest rate, monetary policy

10.

What Drives Economic Policy Uncertainty in the Long and Short Runs? European and U.S. Evidence Over Several Decades

FRB of Dallas Working Paper No. 1615
Number of pages: 27 Posted: 11 Jan 2017
John V. Duca and Jason L. Saving
Federal Reserve Banks - Federal Reserve Bank of Dallas and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 35 (442,705)

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economic policy uncertainty, business cycles, political polarization, political economy

11.

Equity Regulation and U.S. Venture Capital Investment

FRB of Dallas Working Paper No. 1707
Number of pages: 30 Posted: 07 Sep 2017
Tyler Atkinson and John V. Duca
Federal Reserve Banks - Federal Reserve Bank of Dallas and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 29 (469,893)

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Venture capital, Sarbanes-Oxley, regulatory costs, long-run growth

12.

Why Have U.S. Households Increasingly Relied on Mutual Funds to Own Equity?

Review of Income and Wealth, Vol. 51, No. 3, pp. 375-396, September 2005
Number of pages: 22 Posted: 22 Oct 2005
John V. Duca
Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 25 (490,852)
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13.

Real Estate and the Great Crisis: Lessons for Macro-Prudential Policy

Number of pages: 21 Posted: 05 Jul 2017
John V. Duca, Lilit Popoyan and Susan M. Wachter
Federal Reserve Banks - Federal Reserve Bank of Dallas, Scuola Superiore Sant'Anna, Laboratory of Economics and Management (LEM) and University of Pennsylvania - Wharton School, Department of Real Estate
Downloads 24 (496,437)
Citation 1

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Macro-prudential policy, financial crises, credit crunches, real estate bubbles, regulatory arbitrage, risk-taking

14.

Shifting Credit Standards and the Boom and Bust in US House Prices

CEPR Discussion Paper No. DP8361
Number of pages: 33 Posted: 04 May 2011
John V. Duca, John Muellbauer and Anthony Murphy
Federal Reserve Banks - Federal Reserve Bank of Dallas, University of Oxford - Department of Economics and Federal Reserve Banks - Federal Reserve Bank of Dallas
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credit standards, house prices, subprime mortgages

House Prices and Credit Constraints: Making Sense of the US Experience

CEPR Discussion Paper No. DP8360
Number of pages: 34 Posted: 04 May 2011
John V. Duca, John Muellbauer and Anthony Murphy
Federal Reserve Banks - Federal Reserve Bank of Dallas, University of Oxford - Department of Economics and Federal Reserve Banks - Federal Reserve Bank of Dallas
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credit standards, house price to rent ratio, house prices, subprime mortgages

House Prices and Credit Constraints: Making Sense of the US Experience

The Economic Journal, Vol. 121, Issue 552, pp. 533-551, 2011
Number of pages: 19 Posted: 20 May 2011
John V. Duca and John Muellbauer
Federal Reserve Banks - Federal Reserve Bank of Dallas and University of Oxford - Department of Economics
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16.

Credit, Housing Collateral and Consumption: Evidence from the UK, Japan and the US

CEPR Discussion Paper No. DP7876
Number of pages: 44 Posted: 19 Jul 2010
University of Oxford - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of Dallas, University of Oxford - Department of Economics, Government of Japan - Cabinet Office and University of Oxford - Nuffield College of Medicine
Downloads 5 (611,681)
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consumption, credit conditions, housing collateral and housing wealth

17.

Stock Ownership and Congressional Elections: The Political Economy of the Mutual Fund Revolution

Economic Inquiry, Vol. 46, Issue 3, pp. 454-479, July 2008
Number of pages: 26 Posted: 08 Sep 2008
John V. Duca and Jason L. Saving
Federal Reserve Banks - Federal Reserve Bank of Dallas and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 2 (636,577)
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D72, G11

18.

Credit, Housing Collateral, and Consumption: Evidence from Japan, the U.K., and the U.S.

Review of Income and Wealth, Vol. 58, Issue 3, pp. 397-423, 2012
Number of pages: 27 Posted: 03 Aug 2012
University of Oxford - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of Dallas, University of Oxford - Department of Economics, Government of Japan - Cabinet Office and University of Oxford - Nuffield College of Medicine
Downloads 1 (649,206)
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consumption, credit conditions, housing collateral, housing wealth

19.

Real Estate and the Great Crisis: Lessons for Macroprudential Policy

Contemporary Economic Policy, Vol. 37, Issue 1, pp. 121-137, 2019
Number of pages: 17 Posted: 30 Nov 2018
John V. Duca, Lilit Popoyan and Susan M. Wachter
Federal Reserve Banks - Federal Reserve Bank of Dallas, Scuola Superiore Sant'Anna, Laboratory of Economics and Management (LEM) and University of Pennsylvania - Wharton School, Department of Real Estate
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20.

Income Inequality and Political Polarization: Time Series Evidence Over Nine Decades

Review of Income and Wealth, Vol. 62, Issue 3, pp. 445-466, 2016
Number of pages: 22 Posted: 16 Aug 2016
John V. Duca and Jason L. Saving
Federal Reserve Banks - Federal Reserve Bank of Dallas and Federal Reserve Banks - Federal Reserve Bank of Dallas
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inequality, polarization

21.

The Rise of Goods-Market Competition and the Fall of Nominal Wage Contracting: Endogenous Wage Contracting in a Multisector Economy

Journal Of Macroeconomics, Vol. 23, No. 1, Winter 2001
Posted: 22 Oct 2000
John V. Duca and David D. VanHoose
Federal Reserve Banks - Federal Reserve Bank of Dallas and Baylor University - Department of Economics

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22.

Borrowing Constraints, Household Debt, and Racial Discrimination in Loan Markets

JOURNAL OF FINANCIAL INTERMEDIATION, Vol 3 No 1
Posted: 26 Oct 1999
John V. Duca and Stuart S. Rosenthal
Federal Reserve Banks - Federal Reserve Bank of Dallas and Syracuse University - Department of Economics

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