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Integration of the Mortgage Market into the National Capital Markets: 1963-1993

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  • Rudolph, Patricia M.
  • Griffith, John

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  • Rudolph, Patricia M. & Griffith, John, 1997. "Integration of the Mortgage Market into the National Capital Markets: 1963-1993," Journal of Housing Economics, Elsevier, vol. 6(2), pages 164-183, June.
    • Handle: RePEc:eee:jhouse:v:6:y:1997:i:2:p:164-183
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    References listed on IDEAS

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    1. Mel Jameson & James D. Shilling & C. F. Sirmans, 1990. "Regional Variation Of Mortgage Yields And Simultaneity Bias," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 13(3), pages 211-219, September.
    2. Ostas, James R, 1977. "Regional Differences in Mortgage Financing Costs: A Reexamination," Journal of Finance, American Finance Association, vol. 32(5), pages 1774-1778, December.
    3. Jameson, Mel & Shilling, James D & Sirmans, C F, 1990. "Regional Variation of Mortgage Yields and Simultaneity Bias," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 13(3), pages 211-219, Fall.
    4. Roger Perman, 1991. "Cointegration: An Introduction to the Literature," Journal of Economic Studies, Emerald Group Publishing, vol. 18(3), pages 3-30, September.
    5. Hendershott, Patric H. & Van Order, Robert, 1989. "Integration of mortgage and capital markets and the accumulation of residential capital," Regional Science and Urban Economics, Elsevier, vol. 19(2), pages 189-210, May.
    6. Engle, Robert & Granger, Clive, 2015. "Co-integration and error correction: Representation, estimation, and testing," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 39(3), pages 106-135.
    7. David A. Dickey & Dennis W. Jansen & Daniel L. Thornton, 1994. "A Primer on Cointegration with an Application to Money and Income," Palgrave Macmillan Books, in: B. Bhaskara Rao (ed.), Cointegration, chapter 2, pages 9-45, Palgrave Macmillan.
    8. Johansen, Soren, 1991. "Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models," Econometrica, Econometric Society, vol. 59(6), pages 1551-1580, November.
    9. Johansen, Soren, 1988. "Statistical analysis of cointegration vectors," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 231-254.
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    Cited by:

    1. John M. Quigley, 2006. "Federal credit and insurance programs: housing," Review, Federal Reserve Bank of St. Louis, vol. 88(Jul), pages 281-310.
    2. Christopher L. Foote & Lara Loewenstein & Paul S. Willen, 2018. "Technological Innovation in Mortgage Underwriting and the Growth in Credit: 1985-2015," Working Papers (Old Series) 1816, Federal Reserve Bank of Cleveland.
    3. repec:pri:cepsud:141rosen is not listed on IDEAS
    4. Kristopher S. Gerardi & Harvey S. Rosen & Paul S. Willen, 2006. "Do households benefit from financial deregulation and innovation?: the case of the mortgage market," Public Policy Discussion Paper 06-6, Federal Reserve Bank of Boston.
    5. Brent W. Ambrose & Joe Peek, 2008. "Credit Availability and the Structure of the Homebuilding Industry," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 36(4), pages 659-692, December.

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