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This paper predicts downside risks to future real house price growth (house-prices-at-risk or HaR) in 32 advanced and emerging market economies. Through a macro-model and predictive quantile regressions, we show that current house price overvaluation, excessive credit growth, and tighter...
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respect to the indicators of amortisation requirements (Amort) and RW are also significant. The estimation results when house … (IIS), which we employed as a novel estimation method for macro panels. …
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This paper analyzes whether housing-related macroprudential policy has heterogeneous effects on house price growth in local housing markets. More specifically, we employ an extensive dataset of Belgian municipalities containing a multitude of drivers of local house price dynamics and examine the...
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We analyse a quarterly panel data set consisting of ten advanced open economies that have introduced macroprudential …, but also risk weights (RW), amortization (Amort) and, less used, countercyclical buffer (CCyB). Estimation of dynamic … panel data models, that also include the central bank rate, and controls for common nominal and real trends, gives support …
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to the literature by analysing a unique panel dataset covering a wide range of real estate market data and other economic … etablieren. Es trägt zur Literatur bei, indem es einen einzigartigen Panel-Datensatz analysiert, der eine breite Palette …
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