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Monetary policy transmission and house prices : European cross-country evidence
Carstensen, Kai; Hülsewig, Oliver; Wollmershäuser, Timo - 2009
of key macroeconomic variables to a monetary policy shock. We propose a datadriven approach that splits our panel of … countries into two disjoint groups according to the impact of the monetary policy shock on real house prices. Our results show …
Persistent link: https://www.econbiz.de/10003872444
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Monetary policy transmission and house prices : European cross country evidence
Carstensen, Kai; Hülsewig, Oliver; Wollmershäuser, Timo - 2009
responses of key macroeconomic variables to a monetary policy shock. We split our sample of countries into two disjoint groups … according to the impact of the monetary policy shock on real house prices. Our results suggest that in countries with a more …
Persistent link: https://www.econbiz.de/10011389092
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Lender-specific mortgage supply shocks and macroeconomic performance in the United States
Bremus, Franziska; Krause, Thomas; Noth, Felix - 2021
This paper provides evidence for the propagation of idiosyncratic mortgage supply shocks to the macroeconomy. Based on micro-level data from the Home Mortgage Disclosure Act for the 1990-2016 period, our results suggest that lender-specific mortgage supply shocks affect aggregate mortgage, house...
Persistent link: https://www.econbiz.de/10012485491
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Lender-specific mortgage supply shocks and macroeconomic performance in the United States
Bremus, Franziska; Krause, Thomas; Noth, Felix - 2021
This paper provides evidence for the propagation of idiosyncratic mortgage supply shocks to the macroeconomy. Based on micro-level data from the Home Mortgage Disclosure Act for the 1990-2016 period, our results suggest that lender-specific mortgage supply shocks affect aggregate mortgage, house...
Persistent link: https://www.econbiz.de/10012498347
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Household leverage, housing markets, and macroeconomic fluctuations
Ngo, Phuong - In: Journal of macroeconomics 44 (2015), pp. 191-207
Persistent link: https://www.econbiz.de/10011570623
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A theory of housing demand shocks
Liu, Zheng; Wang, Pengfei; Zha, Tao - 2019
Persistent link: https://www.econbiz.de/10012057394
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Housing, consumption and monetary policy : how different are the first-, second- and third-tier cities in China?
Wu, Lili; Bian, Yang - In: Applied economics letters 25 (2018) 15, pp. 1107-1111
Persistent link: https://www.econbiz.de/10012132364
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Real estate transaction taxes and credit supply
Koetter, Michael; Marek, Philipp; Mavropoulos, Antonios - 2021
We exploit staggered real estate transaction tax (RETT) hikes across German states to identify the effect of house price changes on mortgage credit supply. Based on approximately 33 million real estate online listings, we construct a quarterly hedonic house price index (HPI) between 2008:q1 and...
Persistent link: https://www.econbiz.de/10012433677
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Within-bank spillovers of real estate shocks
Cuñat, Vicente; Cvijanović, Dragana; Yuan, Kathy - In: The review of corporate finance studies 7 (2018) 2, pp. 157-193
Persistent link: https://www.econbiz.de/10011996821
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International housing returns around the financial crisis : disentangling credit supply and demand shocks
Campbell, Randall Charles; Roskelley, Kenneth Deon - In: Journal of real estate research : JRER ; a publication … 44 (2022) 2, pp. 219-253
Persistent link: https://www.econbiz.de/10013364980