Showing 1 - 10 of 4,233
how these effects change with the structure of the mortgage market and the degree of securitisation, we augment the VAR to … let the coefficients vary with mortgage market characteristics. Our results suggest that both types of shocks have a … responses of housing variables to both types of shocks are stronger in countries with more developed mortgage markets, roughly …
Persistent link: https://www.econbiz.de/10008860092
how these effects change with the structure of the mortgage market and the degree of securitisation, we augment the VAR to … let the coefficients vary with mortgage market characteristics. Our results suggest that both types of shocks have a … responses of housing variables to both types of shocks are stronger in countries with more developed mortgage markets, roughly …
Persistent link: https://www.econbiz.de/10013038258
Persistent link: https://www.econbiz.de/10010496426
Persistent link: https://www.econbiz.de/10012201180
Persistent link: https://www.econbiz.de/10011280735
This paper studies a quantitative general equilibriummodel of the housing market where a large number of overlapping generations of homeowners face both idiosyncratic and aggregate risks but have limited opportunities to insure against these risks due to incomplete financial markets and...
Persistent link: https://www.econbiz.de/10012462665
Persistent link: https://www.econbiz.de/10010533097
Persistent link: https://www.econbiz.de/10011317798
Persistent link: https://www.econbiz.de/10011639289
Persistent link: https://www.econbiz.de/10009231418