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Could the bubble in U.S. house prices have been detected in real time?
Benati, Luca - 2017
I explore whether time-series methods exploiting the long-run equilibrium properties of the housing market might have detected the disequilibrium in U.S. house prices which pre-dated the Great Recession as it was building up. Based on real-time data, I show that a VAR in levels identified as in...
Persistent link: https://www.econbiz.de/10011824294
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Homeowners' life cycle responses to financial, health and real estate shocks
Mesquida, Yannis - In: Three essays in household finance, (pp. [60-104]). 2019
Persistent link: https://www.econbiz.de/10012105207
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Debt relief and slow recovery : a decade after Lehman
Piskorski, Tomasz; Seru, Amit - In: Journal of financial economics 141 (2021) 3, pp. 1036-1059
Persistent link: https://www.econbiz.de/10012873148
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Land price dynamics and macroeconomic fluctuations with imperfect substitution in real estate markets
Davis, Scott; Huang, Kevin X. D.; Sapci, Ayse - In: Journal of economic dynamics & control 134 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10013383745
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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 price, and employment dynamics at the regional level. The larger the …
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 price, and employment dynamics at the regional level. The larger the …
Persistent link: https://www.econbiz.de/10012498347
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Did marginal propensities to consume change with the housing boom and bust?
Cho, Yunho; Morley, James C.; Singh, Aarti - 2023
Persistent link: https://www.econbiz.de/10014431796
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On the persistence of income shocks over the life cycle : evidence and implications
Karahany, Fatih; Ozkan, Serdar - 2010 - Rev., second version
Persistent link: https://www.econbiz.de/10008661241
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Monetary policy, housing, and collateral constraints
Franz, Thorsten - 2019
decisively on prevailing loan-to-value (LTV) ratios in mortgage markets with borrowing constrained households. Utilizing a smooth … housing sector in times of high LTV ratios, which, through changes in mortgage lending and mortgage equity withdrawals (MEWs …
Persistent link: https://www.econbiz.de/10011963152
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Land prices and unemployment
Liu, Zheng; Miao, Jianjun; Zha, Tao - 2013
Persistent link: https://www.econbiz.de/10009791694