Real estate market and financial stability in US metropolitan areas: A dynamic model with spatial effects

This paper investigates spatio-temporal variations in ex-post credit risk in the United States, as a function of real estate prices, loan purchases made by government sponsored enterprises, and a set of local characteristics during the recent housing boom and bust.

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Year of publication:	2014
Authors:	Moscone, Francesco ; Tosetti, Elisa ; Canepa, Alessandra
Published in:	Regional Science and Urban Economics. - Elsevier, ISSN 0166-0462. - Vol. 49.2014, C, p. 129-146
Publisher:	Elsevier
Subject:	Non-performing loans \| House prices \| Dynamic panels \| Spatial dependence \| GMM estimator

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Type of publication:	Article
Classification:	C10 - Econometric and Statistical Methods: General. General ; C31 - Cross-Sectional Models; Spatial Models ; C33 - Models with Panel Data
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011117441