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Do financial indicators have directional predictability for US home sales?
Baghestani, Hamid; Kaya, Ilker - In: Applied economics 48 (2016) 13/15, pp. 1349-1360
Persistent link: https://www.econbiz.de/10011433205
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Supply restrictions, subprime lending and regional US house prices
Anundsen, André Kallåk; Heebøll, Christian - 2015
, mortgage credit constraints and a price-to-price feedback loop affects house price volatility. Considering 247 Metropolitan …
Persistent link: https://www.econbiz.de/10010488113
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Do lower mortgage rates mean higher housing prices?
McGibany, James M.; Nourzad, Farrokh - In: Applied economics 36 (2004) 4, pp. 305-313
Persistent link: https://www.econbiz.de/10001959973
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Re-examining the decline in the US saving rate : the impact of mortgage equity withdrawal
Caporale, Guglielmo Maria; Costantini, Mauro; Paradiso, … - 2012
In this paper we examine the role of mortgage equity withdrawal in explaining the decline of the US saving rate, since … when house prices rise and mortgage rates are low, homeowners have an incentive to withdraw housing equity and this may … withdrawal and interest rates and find that indeed mortgage equity withdrawal is a key determinant of the observed saving pattern …
Persistent link: https://www.econbiz.de/10009571747
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From real estate to consumption : the role of credit markets in the USA
Márquez De la Cruz, Elena; Martínez Cañete, Ana Rosa; … - In: Applied economics 46 (2014) 16/18, pp. 2178-2189
Persistent link: https://www.econbiz.de/10010413303
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Systematic monetary policy and the macroeconomic effects of shifts in loan-to-value ratios
Bachmann, Ruediger; Rüth, Sebastian - 2017
What are the macroeconomic consequences of changing aggregate lending standards in residential mortgage markets, as … instrument, and, as a result, mortgage rates increase and residential investment declines. The monetary policy reaction function …. Without the endogenous monetary policy reaction residential investment increases. House prices and household (mortgage) debt …
Persistent link: https://www.econbiz.de/10011646925
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House prices, local demand, and retail prices
Stroebel, Johannes; Vavra, Joseph - 2015 - This draft: August 2015
We use detailed micro data to document a causal response of local retail price to changes in house prices, with elasticities of 15%-20% across housing booms and busts. Notably, these price responses are largest in zip codes with many homeowners, and non-existent in zip codes with mostly renters....
Persistent link: https://www.econbiz.de/10011387343
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On the cyclicity of regional house prices : new evidence for US metropolitan statistical areas
Flor, Michael A.; Klarl, Torben - 2015
This paper is mainly concerned with the analysis of regional house price cycles. Based on a newly available data set consisting of the 40 largest U.S. Metropolitan Statistical Areas (MSAs), we introduce a wavelet transform based metric to study the housing cycle synchronization across MSAs. We...
Persistent link: https://www.econbiz.de/10011306112
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Housing market cycles and duration dependence in the United States and Canada
Cunningham, Rose M.; Kolet, Ilan - In: Applied economics 43 (2011) 4/6, pp. 569-586
Persistent link: https://www.econbiz.de/10009011937
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Long-run trends and cycles in US house prices
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2023
This paper analyses US nominal house prices at an annual frequency over the period from 1927 to 2022 by means of a very general time series model. This includes both a (linear and non-linear) deterministic and a stochastic component, with the latter allowing for fractional orders of integration...
Persistent link: https://www.econbiz.de/10014427184