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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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Real estate transaction taxes and credit supply
Koetter, Michael; Marek, Philipp; Mavropoulos, Antonios - 2021
price changes on mortgage credit supply. Based on approximately 33 million real estate online listings, we construct a … isolate the effect on mortgage credit supply by all local German banks. First, a RETT hike by one percentage point reduces HPI … the RETT leads to a 1.4% decline in mortgage lending. This transmission of fiscal policy to mortgage credit supply is …
Persistent link: https://www.econbiz.de/10012433677
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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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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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State-dependent effects of loan-to-value shocks
Sharma, Vivek - 2023
Persistent link: https://www.econbiz.de/10014432713
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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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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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Time-varying impact of uncertainty shocks on the US housing market
Christou, Christina; Gupta, Rangan; Nyakabawo, Wendy - In: Economics letters 180 (2019), pp. 15-20
Persistent link: https://www.econbiz.de/10012121736
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Effects of macroeconomic uncertainty and labor demand shocks on the housing market
Lee, Gabriel S.; Binh Nguyen Thanh; Strobel, Johannes - 2017
This paper shows that macroeconomic uncertainty affects the housing market in two significant ways. First, uncertainty shocks adversely a¤ect housing prices but not the quantities that are traded. Controlling for a broad set of variables in fixed-effects regressions, we find that uncertainty...
Persistent link: https://www.econbiz.de/10011662874
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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