Narrow search
Showing 1 - 10 of 486
Cover Image
Re-examining the decline in the US saving rate : the impact of mortgage equity withdrawal
Caporale, Guglielmo Maria; Costantini, Mauro; Paradiso, … - In: Journal of international financial markets, … 26 (2013), pp. 215-225
Persistent link: https://www.econbiz.de/10010234911
Cover Image
Re-examining the decline in the US saving rate : the impact of mortgage equity withdrawal
Caporale, Guglielmo Maria; Costantini, Mauro; Paradiso, … - 2012
In this paper we examine the role of mortgage equity withdrawal in explaining the decline of the US saving rate, since … when house prices rise and mortgage rates are low, homeowners have an incentive to withdraw housing equity and this may … withdrawal and interest rates and find that indeed mortgage equity withdrawal is a key determinant of the observed saving pattern …
Persistent link: https://www.econbiz.de/10009571747
Cover Image
Re-examining the decline in the US saving rate : the impact of mortgage equity withdrawal
Caporale, Guglielmo Maria; Costantini, Mauro; Paradiso, … - 2012
In this paper we examine the role of mortgage equity withdrawal in explaining the decline of the US saving rate, since … when house prices rise and mortgage rates are low, homeowners have an incentive to withdraw housing equity and this may … withdrawal and interest rates and find that indeed mortgage equity withdrawal is a key determinant of the observed saving pattern …
Persistent link: https://www.econbiz.de/10009579380
Cover Image
US disposable personal income and housing price index : a fractional integration analysis
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2010
July 2010. The empirical findings indicate that the stochastic properties of the two series are such that cointegration …
Persistent link: https://www.econbiz.de/10008697849
Cover Image
US disposable personal income and housing price index : a fractional integration analysis
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2010
Persistent link: https://www.econbiz.de/10008662898
Cover Image
US disposable personal income and housing price index : a fractional integration analysis
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2010
July 2010. The empirical findings indicate that the stochastic properties of the two series are such that cointegration …
Persistent link: https://www.econbiz.de/10009268974
Cover Image
US Disposable Personal Income and Housing Price Index : A Fractional Integration Analysis
Caporale, Guglielmo Maria - 2013
July 2010. The empirical findings indicate that the stochastic properties of the two series are such that cointegration …
Persistent link: https://www.econbiz.de/10013094212
Cover Image
US house prices by census division : persistence, trends and structural breaks
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2022
This paper uses fractional integration methods to examine persistence, trends and structural breaks in US house prices, more specifically the monthly Federal Housing Finance Agency (FHFA) House Price Index for Census Divisions, and the US as a whole over the period from January 1991 to August...
Persistent link: https://www.econbiz.de/10013472362
Cover Image
US Disposable Personal Income and Housing Price Index : A Fractional Integration Analysis
Caporale, Guglielmo Maria - 2010
July 2010. The empirical findings indicate that the stochastic properties of the two series are such that cointegration …
Persistent link: https://www.econbiz.de/10013137093
Cover Image
Can the Consumption-Wealth Ratio Predict Housing Returns? Evidence from OECD Countries
Caporale, Guglielmo Maria - 2015
We use a representative consumer model to analyse the relation between the transitory deviations of consumption from its common trend with aggregate wealth and labour income, cay, and the housing risk premium. The evidence based on data for 15 OECD countries shows that, if financial and housing...
Persistent link: https://www.econbiz.de/10013026047