Ackert, Lucy F.; Mazzotta, Stefano - In: Journal of risk and financial management : JRFM 14 (2021) 6, pp. 1-14
American housing narrative and the run-up in home prices experienced since the Great Recession in the United States. We rely on … panel vector autoregression to empirically model the relationship between home prices and homeownership sentiment in the … movements in home prices even after taking into account the economic factors typically thought to explain home price …