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Low Interest Rates and Housing Booms : The Role of Capital Inflows, Monetary Policy and Financial Innovation
Sá, Filipa - 2015
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
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Low interest rates and housing booms : the role of capital inflows, monetary policy and financial innovation
Sá, Filipa; Towbin, Pascal; Wieladek, Tomasz - 2011
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
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Capital inflows, financial structure and housing booms
Sá, Filipa; Towbin, Pascal; Wieladek, Tomasz - In: Journal of the European Economic Association 12 (2014) 2, pp. 522-546
Persistent link: https://www.econbiz.de/10010496426
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Effects of capital flows on house prices in emerging economies : a panel approach
Ta Phuc Duong - In: Vietnam's socio-economic development : a social science … 81 (2015), pp. 40-60
Persistent link: https://www.econbiz.de/10011280735
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Effects of capital flow on the equity and housing markets in Hong Kong
Cheung, Yin-Wong; Chow, Kenneth K.; Yiu, Matthew S. - 2017
Persistent link: https://www.econbiz.de/10012201180
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The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium
Favilukis, Jack Y - 2015
This paper studies the role of time-varying risk premia as a channel for generating and propagating fluctuations in housing markets, aggregate quantities, and consumption and wealth heterogeneity. We study a two-sector general equilibrium model of housing and non-housing production where...
Persistent link: https://www.econbiz.de/10013038440
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The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium
Favilukis, Jack Y - 2015
This paper studies the role of time-varying risk premia as a channel for generating and propagating fluctuations in housing markets, aggregate quantities, and consumption and wealth heterogeneity. We study a two-sector general equilibrium model of housing and non-housing production where...
Persistent link: https://www.econbiz.de/10013038446
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The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium
Favilukis, Jack Y - 2015
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/10013038824
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The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium
Favilukis, Jack Y - 2015
This paper studies a quantitative general equilibrium model of housing. The model has two key elements not previously considered in existing quantitative macro studies of housing finance: aggregate business cycle risk, and a realistic wealth distribution driven in the model by bequest...
Persistent link: https://www.econbiz.de/10013038848
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The foreign capital inflows and the boom in house prices : time-varying evidence from emerging markets
Baba, Boubekeur; Sevil, Güven - In: Macroeconomics and finance in emerging market economies 15 (2022) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10012821098