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 …

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 …

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 …

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

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

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 …

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 …

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