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Galati, Gabriele - 2017

conducted over the period 2003-2016. We estimate a dynamic panel data model of house price dynamics by means of the Arellano … reversion coefficient. Second, there is evidence that the housing market in the Netherlands is inefficient. Third, there is …

Persistent link: https://www.econbiz.de/10012950285

Heterogeneity in House Price Dynamics

Galati, Gabriele - 2013

households over the period 2003-2011. We estimate a dynamic panel data model of house price dynamics by means of the Arellano … reversion coefficient. Second, there is evidence that the housing market in the Netherlands is inefficient. Third, there is …

Persistent link: https://www.econbiz.de/10013086038

House prices, second mortgages and household savings : an empirical investigation for the Netherlands, 1987 - 1994

Rouwendal, Jan; Alessie, Rob - 2002

Since the beginnings of the eighties house prices in the Netherlands haveincreased steadily and considerably. In this … use the dataof the Dutch socio-economic panel for the years 1987-1994. These data contain self-reportedvalues of the … Realtors. Households therefore seem to be wellaware of the increase in the value of their house. We use panel data methods to …

Persistent link: https://www.econbiz.de/10011327548

Changes in U.S. Household Balance Sheet Behavior after the Housing Bust and Great Recession : Evidence from Panel Data

Cooper, Daniel - 2013

This paper uses panel data through 2011 to examine evidence of shifts in household balance sheet behavior following the …

Persistent link: https://www.econbiz.de/10013071851

Wealth Shocks and MPC Heterogeneity

Christelis, Dimitris - 2019

We use the responses of a representative sample of Dutch households to survey questions that ask how much their consumption would change in response to unexpected, permanent, positive or negative shocks to their home value. The average MPC is in the 2.1-4.7% range, in line with econometric...

Persistent link: https://www.econbiz.de/10012864710

Changes in US household balance sheet behavior after the housing bust and Great Recession : evidence from panel data

Cooper, Daniel - 2013 - This version: September 6, 2013

This paper uses panel data through 2011 to examine evidence of shifts in household balance sheet behavior following the …

Persistent link: https://www.econbiz.de/10010188417

Euro Area Private Consumption : Is There a Role for Housing Wealth Effects?

Skudelny, Frauke - 2009

the period 1980-2006, and one on the individual euro area countries from1995-2006, using panel data techniques. The impact …, the panel estimation yields somewhat lower results (0.6 to 1.1 cents). The MPC out of nominal housing wealth lies between … effect of volatile house prices, we find similar effects in the times series estimation while the MPC is larger in the panel …

Persistent link: https://www.econbiz.de/10013159721

Euro area private consumption : is there a role for housing wealth effects?

Skudelny, Frauke - 2009

Persistent link: https://www.econbiz.de/10003866560

How well do individuals predict the selling prices of their homes?

Benítez-Silva, Hugo; Eren, Selcuk; Heiland, Frank; … - 2009

live up to their financial commitments. -- Housing prices ; self-reported housing values ; panel data ; instrumental …

Persistent link: https://www.econbiz.de/10003942953

The Effect of Declining House Prices on Household Savings. A Theoretical and Empirical Study of the Dutch Case

Andreu, Eduard Suari - 2015

becomes stronger as the age of the household increases. To test these hypotheses I use panel data from the Dutch Central Bank …

Persistent link: https://www.econbiz.de/10013030100