Similar Search Results

THE EFFECT OF THE FIRST-TIME HOMEBUYER TAX CREDIT ON HOME PRICES IN LOW AND MODERATE INCOME COMMUNITIES

Schwinden, Chris - 2011

The Center for Responsible Lending (CRL) is a Durham-based organization that works to promote homeownership and economic opportunity for low and moderate income communities and communities of color, which traditionally have been underserved by financial markets. Because of the steep decline in...

Persistent link: https://www.econbiz.de/10009475483

Categorical Time Series: Prediction and Control

Fokianos, Konstantinos - 1996

We study regression models for nonstationary categorical time series and their applications, and address the issues of prediction, estimation and control. Generalized Linear Models and Partial Likelihood are the basic tools in the present study. The models link the probabilities of each category...

Persistent link: https://www.econbiz.de/10009450679

An Autoregressive Conditional Filtering Process to remove Intraday Seasonal Volatility and its Application to Testing the Noisy Rational Expectations Model

Cho, Jang Hyung - 2008

pattern to change over time without the filtering process injecting a spurious pattern of noise into the filtered series. We … show that prior deterministic filtering procedures are special cases of the autoregressive conditional filtering process … filtering process.In essay 2 we develop a new methodology to decompose return variance in order to examine the informativeness …

Persistent link: https://www.econbiz.de/10009460480

Does housing really lead the business cycle?

Álvarez González, Luis Julián; Cabrero Bravo, Alberto - 2010

The aim of this paper is to characterize the cyclical properties of Spanish real and nominal housing related variables. Our three main results are: First, housing appears to lead the business cycle. Second, fluctuation in home prices are positively related to those of residential investment,...

Persistent link: https://www.econbiz.de/10012530293

Business cycle estimation with high-pass and band-pass local polynomial regression

Álvarez, Luis J.

Incluye bibliografía ; Los filtros construidos a partir de métodos de regresión polinómica local (LPR) han sido utilizados en la literatura para estimar el ciclo económico. En este trabajo se proporciona una interpretación en el dominio de frecuencias del filtro de contraste obtenido como...

Persistent link: https://www.econbiz.de/10012530540

Inflation interdependence in advanced economies

Álvarez, Luis J.; Gadea Rivas, María Dolores; Gómez …

Aunque la literatura sobre el grado de comovimiento del PIB entre países es prolífica, existe poca evidencia sobre la interdependencia de la inflación. En este trabajo, se analizan los comovimientos de la inflación en un amplio conjunto de economías avanzadas, prestando especial atención a...

Persistent link: https://www.econbiz.de/10012532222

Studying How Changes in Consumer Sentiment Impact the Stock Markets and the Housing Markets

Johnson, Mark Anthony - 2010

Consumer sentiment has the ability to provide researchers with many avenues to test existingFinance and Economic theories. Chapter 1 introduces the issues that I seek to explore within the area ofBehavioral Finance. Chapter 2 utilizes thirty years of consumer sentiment data to explore...

Persistent link: https://www.econbiz.de/10009468624

For sale by owner: When to use a broker and how to price the house

Salant, Stephen W. - 1991

By using a broker, the owner of a house can speed up his search for buyers but must pay a percentage of the sale price as a commission. Nonstationarities inherent in the housing market may make it optimal to market a house “by-owner” at the outset and to retain a broker only if the house...

Persistent link: https://www.econbiz.de/10009477288

Studying How Changes in Consumer Sentiment Impact the Stock Markets and the Housing Markets

Johnson, Mark Anthony - 2010

Consumer sentiment has the ability to provide researchers with many avenues to test existing Finance and Economic theories. Chapter 1 introduces the issues that I seek to explore within the area of Behavioral Finance. Chapter 2 utilizes thirty years of consumer sentiment data to explore extant...

Persistent link: https://www.econbiz.de/10009451110

An Investigation into factors affecting housing finance supply in emerging economies: a case study of Nigeria

Akinwunmi, Adeboye - 2009

A thesis submitted in partial fulfilment of the requirements of the University ofWolverhampton for the degree of Doctor of Philosophy

Persistent link: https://www.econbiz.de/10009458981