Our duct under the kitchen "bangs" during cool down. Maybe not as loud as yours, but definately duct.
I've never really found a fix. Everytime the furnace stops I just lay there awake waiting for the "bang" before trying to fall back asleep.
I'll have to try and fix it someday. Nearly impossible to get to from underneath, so I may try some stiffening by accessing through the floor vents.