A Quantitative Analysis of the US Housing and Mortgage Markets and the Foreclosure Crisis
Author
Abstract
Suggested Citation
DOI: 10.1016/j.red.2015.02.004
Download full text from publisher
As the access to this document is restricted, you may want to look for a different version below or search for a different version of it.
Other versions of this item:
- Satyajit Chatterjee & Burcu Eyigungor, 2014. "Code and data files for "A Quantitative Analysis of the US Housing and Mortgage Markets and the Foreclosure Crisis"," Computer Codes 13-166, Review of Economic Dynamics.
- Satyajit Chatterjee & Burcu Eyigungor, 2015. "A quantitative analysis of the u.s. housing and mortgage markets and the foreclosure crisis," Working Papers 15-13, Federal Reserve Bank of Philadelphia.
- Satyajit Chatterjee & Burcu Eyigungor, 2011. "A quantitative analysis of the U.S. housing and mortgage markets and the foreclosure crisis," Working Papers 11-26, Federal Reserve Bank of Philadelphia.
References listed on IDEAS
- Arellano, Cristina & Kocherlakota, Narayana, 2014.
"Internal debt crises and sovereign defaults,"
Journal of Monetary Economics, Elsevier, vol. 68(S), pages 68-80.
- Cristina Arellano & Narayana Kocherlakota, 2008. "Internal Debt Crises and Sovereign Defaults," Levine's Bibliography 122247000000001880, UCLA Department of Economics.
- Narayana Kocherlakota & Cristina Arellano, 2008. "Internal Debt Crises and Sovereign Defaults," 2008 Meeting Papers 139, Society for Economic Dynamics.
- Cristina Arellano & Narayana R. Kocherlakota, 2008. "Internal Debt Crises and Sovereign Defaults," NBER Working Papers 13794, National Bureau of Economic Research, Inc.
- Morris A. Davis, 2010.
"housing and the business cycle,"
The New Palgrave Dictionary of Economics,,
Palgrave Macmillan.
- Morris A. Davis & Jonathan Heathcote, 2005. "Housing And The Business Cycle," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 46(3), pages 751-784, August.
- Davis, Morris & Heathcote, Jonathan, 2001. "Housing and the Business Cycle," Working Papers 01-09, Duke University, Department of Economics.
- Morris A. Davis & Jonathan Heathcote, 2004. "Housing and the business cycle," Finance and Economics Discussion Series 2004-11, Board of Governors of the Federal Reserve System (U.S.).
- Jonathan Heathcote, 2003. "Housing and the Business Cycle," Working Papers gueconwpa~03-03-21, Georgetown University, Department of Economics.
- José-Víctor Ríos-Rull & Virginia Sánchez-Marcos, 2008. "An Aggregate Economy with Different Size Houses," Journal of the European Economic Association, MIT Press, vol. 6(2-3), pages 705-714, 04-05.
- Matthew Chambers & Carlos Garriga & Don E. Schlagenhauf, 2009.
"Accounting For Changes In The Homeownership Rate,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 50(3), pages 677-726, August.
- Yoshiro Miwa & Matthew Chambers & Carlos Garriga & Don E. Schlagenhauf, 2004. "Accounting for Changes in the Homeownership Rate," CIRJE F-Series CIRJE-F-312, CIRJE, Faculty of Economics, University of Tokyo.
- Matthew Chambers & Carlos Garriga & Don E. Schlagenhauf, 2007. "Accounting for changes in the homeownership rate," FRB Atlanta Working Paper 2007-21, Federal Reserve Bank of Atlanta.
- Matthew Chambers & Carlos Garriga & Don E. Schlagenhauf, 2007. "Accounting for changes in the homeownership rate," Working Papers 2007-034, Federal Reserve Bank of St. Louis.
- Matthew Chambers & Carlos Garriga, 2005. "Accounting for Changes in the Homeownership Rate," Computing in Economics and Finance 2005 304, Society for Computational Economics.
- Boz, Emine & Mendoza, Enrique G., 2014.
"Financial innovation, the discovery of risk, and the U.S. credit crisis,"
Journal of Monetary Economics, Elsevier, vol. 62(C), pages 1-22.
- Enrique G. Mendoza & Emine Boz, 2009. "Financial Innovation, the Discovery of Risk, and the U.S. Credit Crisis," 2009 Meeting Papers 1273, Society for Economic Dynamics.
- Mendoza, Enrique & Boz, Emine, 2010. "Financial Innovation, the Discovery of Risk, and the U.S. Credit Crisis," CEPR Discussion Papers 7967, C.E.P.R. Discussion Papers.
- Enrique Mendoza & Emine Boz, 2010. "Financial Innovation, the Discovery of Risk, and the U.S. Credit Crisis," 2010 Meeting Papers 316, Society for Economic Dynamics.
- Mr. Enrique G. Mendoza & Ms. Emine Boz, 2010. "Financial Innovation, the Discovery of Risk, and the U.S. Credit Crisis," IMF Working Papers 2010/164, International Monetary Fund.
- Emine Boz & Enrique G. Mendoza, 2010. "Financial Innovation, the Discovery of Risk, and the U.S. Credit Crisis," NBER Working Papers 16020, National Bureau of Economic Research, Inc.
- Joseph W. Gruber & Robert F. Martin, 2003. "Precautionary savings and the wealth distribution with illiquid durables," International Finance Discussion Papers 773, Board of Governors of the Federal Reserve System (U.S.).
- Hatchondo, Juan Carlos & Martinez, Leonardo, 2009.
"Long-duration bonds and sovereign defaults,"
Journal of International Economics, Elsevier, vol. 79(1), pages 117-125, September.
- Juan Carlos Hatchondo & Leonardo Martinez, 2009. "Long-duration bonds and sovereign defaults," Working Paper 08-02, Federal Reserve Bank of Richmond.
- Satyajit Chatterjee & Burcu Eyigungor, 2012.
"Maturity, Indebtedness, and Default Risk,"
American Economic Review, American Economic Association, vol. 102(6), pages 2674-2699, October.
- Burcu Eyigungor & Satyajit Chatterjee, 2008. "Maturity, Indebtedness and Default Risk," 2008 Meeting Papers 1001, Society for Economic Dynamics.
- Satyajit Chatterjee & Burcu Eyigungor, 2011. "Maturity, indebtedness, and default risk," Working Papers 11-33, Federal Reserve Bank of Philadelphia.
- Satyajit Chatterjee & Burcu Eyigungor, 2010. "Maturity, indebtedness, and default risk," Working Papers 10-12, Federal Reserve Bank of Philadelphia.
- Satyajit Chatterjee & Burcu Eyigungor, 2009. "Maturity, indebtedness, and default risk," Working Papers 09-2, Federal Reserve Bank of Philadelphia.
- Satyajit Chatterjee & Burcu Eyigungor, 2009. "Maturity, Indebtedness, and Default Risk," Koç University-TUSIAD Economic Research Forum Working Papers 0901, Koc University-TUSIAD Economic Research Forum.
- Storesletten, Kjetil & Telmer, Christopher I. & Yaron, Amir, 2004.
"Consumption and risk sharing over the life cycle,"
Journal of Monetary Economics, Elsevier, vol. 51(3), pages 609-633, April.
- Kjetil Storesletten & Chris Telmer & Amir Yaron, 1997. "Consumption and risk sharing over the life cycle," GSIA Working Papers 228, Carnegie Mellon University, Tepper School of Business.
- Kjetil Storesletten & Chris I. Telmer & Amir Yaron, 2000. "Consumption and Risk Sharing Over the Life Cycle," NBER Working Papers 7995, National Bureau of Economic Research, Inc.
- Storesletten, Kjetil & Telmer, Chris & Yaron, Amir, 2002. "Consumption and Risk Sharing Over the Life Cycle," Seminar Papers 702, Stockholm University, Institute for International Economic Studies.
- Ronel Elul & Nicholas S. Souleles & Souphala Chomsisengphet & Dennis Glennon & Robert Hunt, 2010.
"What "Triggers" Mortgage Default?,"
American Economic Review, American Economic Association, vol. 100(2), pages 490-494, May.
- Souphala Chomsisengphet & Ronel Elul & Robert M. Hunt & Nicholas S. Souleles, 2010. "What \"triggers\" mortgage default?," Working Papers 10-13, Federal Reserve Bank of Philadelphia.
- Iacoviello, Matteo & Pavan, Marina, 2013.
"Housing and debt over the life cycle and over the business cycle,"
Journal of Monetary Economics, Elsevier, vol. 60(2), pages 221-238.
- Matteo Iacoviello & Marina Pavan, 2009. "Housing and Debt Over the Life Cycle and Over the Business Cycle," Boston College Working Papers in Economics 723, Boston College Department of Economics, revised 19 Sep 2011.
- Matteo Iacoviello & Marina Pavan, 2011. "Housing and debt over the Life Cycle and over the Business Cycle," Working Papers 2011/04, Economics Department, Universitat Jaume I, Castellón (Spain).
- Matteo Iacoviello & Marina Pavan, 2009. "Housing and debt over the life cycle and over the business cycle," Working Papers 09-12, Federal Reserve Bank of Boston.
- Matteo Iacoviello & Marina Pavan, 2011. "Housing and debt over the life cycle and over the business cycle," International Finance Discussion Papers 1032, Board of Governors of the Federal Reserve System (U.S.).
- Matt Chambers & Carlos Garriga & Don Schlagenhauf, 2009.
"The Loan Structure and Housing Tenure Decisions in an Equilibrium Model of Mortgage Choice,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 12(3), pages 444-468, July.
- Matthew Chambers & Carlos Garriga & Don E. Schlagenhauf, 2009. "The loan structure and housing tenure decisions in an equilibrium model of mortgage choice," Working Papers 2008-024, Federal Reserve Bank of St. Louis.
- Matt Chambers & Carlos Garriga & Don Schlagenhauf, 2009. "Code files for "The Loan Structure and Housing Tenure Decisions in an Equilibrium Model of Mortgage Choice"," Computer Codes 05-58, Review of Economic Dynamics.
- François Ortalo-Magné & Sven Rady, 2006.
"Housing Market Dynamics: On the Contribution of Income Shocks and Credit Constraints ,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 73(2), pages 459-485.
- Sven Rady, 2001. "Housing Market Dynamics: on the Contribution of Income Shocks and Credit Constraints," FMG Discussion Papers dp375, Financial Markets Group.
- Sven Rady & François Ortalo-Magné, 2001. "Housing Market Dynamics: On the Contribution of Income Shocks and Credit Constraints," CESifo Working Paper Series 470, CESifo.
- Rady, Sven & Ortalo-Magné, François, 2001. "Housing Market Dynamics: On the Contribution of Income Shocks and Credit Constraints," CEPR Discussion Papers 3015, C.E.P.R. Discussion Papers.
- François Ortalo-Magné & Sven Rady, 2002. "Housing Market Dynamics: On the Contribution of Income Shocks and Credit Constraints," Wisconsin-Madison CULER working papers 02-01, University of Wisconsin Center for Urban Land Economic Research.
- Ortalo-Magné, François & Rady, Sven, 2005. "Housing Market Dynamics: On the Contribution of Income Shocks and Credit Constraint," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 50, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
- Krueger, Dirk & Jeske, Karsten & Mitman, Kurt, 2011.
"Housing and the Macroeconomy: The Role of Bailout Guarantees for Government Sponsored Enterprises,"
CEPR Discussion Papers
8624, C.E.P.R. Discussion Papers.
- Dirk Krueger, 2012. "Housing and the Macroeconomy: The Role of Bailout Guarantees for Government Sponsored Enterprises," 2012 Meeting Papers 102, Society for Economic Dynamics.
- Karsten Jeske & Dirk Krueger & Kurt Mitman, 2011. "Housing and the Macroeconomy: The Role of Bailout Guarantees for Government Sponsored Enterprises," NBER Working Papers 17537, National Bureau of Economic Research, Inc.
- Karsten Jeske & Dirk Krueger & Kurt Mitman, 2011. "Housing and the Macroeconomy: The Role of Bailout Guarantees for Government Sponsored Enterprises," PIER Working Paper Archive 11-034, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Train,Kenneth E., 2009.
"Discrete Choice Methods with Simulation,"
Cambridge Books,
Cambridge University Press, number 9780521766555.
- Train,Kenneth E., 2009. "Discrete Choice Methods with Simulation," Cambridge Books, Cambridge University Press, number 9780521747387, September.
- Kenneth Train, 2003. "Discrete Choice Methods with Simulation," Online economics textbooks, SUNY-Oswego, Department of Economics, number emetr2.
- Anthony Pennington-Cross, 2006.
"The Value of Foreclosed Property,"
Journal of Real Estate Research, Taylor & Francis Journals, vol. 28(2), pages 193-214, January.
- Anthony Pennington-Cross, 2006. "The Value of Foreclosed Property," Journal of Real Estate Research, American Real Estate Society, vol. 28(2), pages 193-214.
- Anthony Pennington-Cross, 2004. "The value of foreclosed property," Working Papers 2004-022, Federal Reserve Bank of St. Louis.
- Roger G. Ibbotson & Peng Chen, 2003. "Long-Run Stock Returns: Participating in the Real Economy," Yale School of Management Working Papers ysm354, Yale School of Management.
- Bulent Guler, 2015.
"Innovations in Information Technology and the Mortgage Market,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 18(3), pages 456-483, July.
- Bulent Guler, 2014. "Code for "Innovations in Information Technology and the Mortgage Market"," Computer Codes 13-129, Review of Economic Dynamics.
- Nobuhiro Kiyotaki & Alexander Michaelides & Kalin Nikolov, 2011.
"Winners and Losers in Housing Markets,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43, pages 255-296, March.
- Nobuhiro Kiyotaki & Alexander Michaelides & Kalin Nikolov, 2011. "Winners and Losers in Housing Markets," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(2‐3), pages 255-296, March.
- Nobuhiro Kiyotaki & Alexander Michaelides & Kalin Nikolov, 2007. "Winners and Losers in Housing Markets," CDMA Conference Paper Series 0705, Centre for Dynamic Macroeconomic Analysis.
- Kiyotaki, Nobuhiro & Michaelides, Alexander & Nikolov, Kalin, 2010. "Winners and Losers in Housing Markets," CEPR Discussion Papers 7953, C.E.P.R. Discussion Papers.
- Gervais, Martin, 2002.
"Housing taxation and capital accumulation,"
Journal of Monetary Economics, Elsevier, vol. 49(7), pages 1461-1489, October.
- Martin Gervais, 1998. "Housing Taxation and Capital Accumulation," University of Western Ontario, Departmental Research Report Series 9809, University of Western Ontario, Department of Economics.
- Antonia Díaz & María José Luengo-Prado, 2010.
"The Wealth Distribution With Durable Goods,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 51(1), pages 143-170, February.
- Luengo Prado, María José, 2006. "The wealth distribution with durable goods," UC3M Working papers. Economics we067027, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- James D. Shilling & John D. Benjamin & C.F. Sirmans, 1990. "Estimating Net Realizable Value for Distressed Real Estate," Journal of Real Estate Research, American Real Estate Society, vol. 5(1), pages 129-140.
- Bulent Guler, 2015.
"Innovations in Information Technology and the Mortgage Market,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 18(3), pages 456-483, July.
- Bulent Guler, 2010. "Innovations in Information Technology and the Mortgage Market," 2010 Meeting Papers 856, Society for Economic Dynamics.
- Dean Corbae & Erwan Quintin, 2015.
"Leverage and the Foreclosure Crisis,"
Journal of Political Economy, University of Chicago Press, vol. 123(1), pages 1-65.
- Dean Corbae & Erwan Quintin, 2013. "Leverage and the Foreclosure Crisis," NBER Working Papers 19323, National Bureau of Economic Research, Inc.
- Christopher L. Foote & Kristopher Gerardi & Lorenz Goette & Paul S. Willen, 2009. "Reducing foreclosures," Public Policy Discussion Paper 09-2, Federal Reserve Bank of Boston.
- Olivier J. Blanchard & Mark W. Watson, 1982. "Bubbles, Rational Expectations and Financial Markets," NBER Working Papers 0945, National Bureau of Economic Research, Inc.
- Robert E. Hall, 2011. "The High Sensitivity of Economic Activity to Financial Frictions," Economic Journal, Royal Economic Society, vol. 121(552), pages 351-378, May.
- Satyajit Chatterjee & Dean Corbae & Makoto Nakajima & José-Víctor Ríos-Rull, 2007.
"A Quantitative Theory of Unsecured Consumer Credit with Risk of Default,"
Econometrica, Econometric Society, vol. 75(6), pages 1525-1589, November.
- Satyajit Chatterjee & Dean Corbae & Makoto Nakajima & Jose-Victor Rios-Rull, 2002. "A Quantitative Theory of Unsecured Consumer Credit with Risk of Default," Centro de Altisimos Estudios Rios Pe©rez(CAERP) 2, Centro de Altisimos Estudios Rios Perez (CAERP).
- Satyajit Chatterjee & Dean Corbae & Makoto Nakajima & José-Víctor Ríos-Rull, 2007. "A quantitative theory of unsecured consumer credit with risk of default," Working Papers 07-16, Federal Reserve Bank of Philadelphia.
- James Poterba & Todd Sinai, 2008. "Tax Expenditures for Owner-Occupied Housing: Deductions for Property Taxes and Mortgage Interest and the Exclusion of Imputed Rental Income," American Economic Review, American Economic Association, vol. 98(2), pages 84-89, May.
- Kjetil Storesletten & Chris I. Telmer & Amir Yaron, 2004. "Cyclical Dynamics in Idiosyncratic Labor Market Risk," Journal of Political Economy, University of Chicago Press, vol. 112(3), pages 695-717, June.
- Ambrose, Brent W & Buttimer, Richard J, Jr & Capone, Charles A, 1997. "Pricing Mortgage Default and Foreclosure Delay," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 29(3), pages 314-325, August.
- Makoto Nakajima, 2010. "Optimal capital income taxation with housing," Working Papers 10-11, Federal Reserve Bank of Philadelphia.
- James E Mcnulty, 2009. "The Long-run Demand for Housing, the Housing Glut, and the Implications for the Financial Crisis," Business Economics, Palgrave Macmillan;National Association for Business Economics, vol. 44(4), pages 206-215, October.
- Jeske, Karsten & Krueger, Dirk & Mitman, Kurt, 2013. "Housing, mortgage bailout guarantees and the macro economy," Journal of Monetary Economics, Elsevier, vol. 60(8), pages 917-935.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Davis, Morris A. & Van Nieuwerburgh, Stijn, 2015.
"Housing, Finance, and the Macroeconomy,"
Handbook of Regional and Urban Economics, in: Gilles Duranton & J. V. Henderson & William C. Strange (ed.), Handbook of Regional and Urban Economics, edition 1, volume 5, chapter 0, pages 753-811,
Elsevier.
- Morris A. Davis & Stijn Van Nieuwerburgh, 2014. "Housing, Finance and the Macroeconomy," NBER Working Papers 20287, National Bureau of Economic Research, Inc.
- Bulent Guler, 2015.
"Innovations in Information Technology and the Mortgage Market,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 18(3), pages 456-483, July.
- Bulent Guler, 2010. "Innovations in Information Technology and the Mortgage Market," 2010 Meeting Papers 856, Society for Economic Dynamics.
- Bulent Guler, 2014. "Code for "Innovations in Information Technology and the Mortgage Market"," Computer Codes 13-129, Review of Economic Dynamics.
- Carlos Hatchondo, Juan & Martinez, Leonardo & Sánchez, Juan M., 2015.
"Mortgage defaults,"
Journal of Monetary Economics, Elsevier, vol. 76(C), pages 173-190.
- Juan Carlos Hatchondo & Leonardo Martinez & Juan M. Sanchez, 2011. "Mortgage defaults," Working Paper 11-05, Federal Reserve Bank of Richmond.
- Juan Carlos Hatchondo & Leonardo Martinez & Juan M. Sanchez, 2015. "Mortgage Defaults," CAEPR Working Papers 2015-011, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Juan Carlos Hatchondo & Leonardo Martinez & Juan M. Sanchez, 2011. "Mortgage defaults," Working Papers 2011-019, Federal Reserve Bank of St. Louis.
- Mr. Leonardo Martinez & Juan Carlos Hatchondo & Mr. Juan M. Sanchez, 2012. "Mortgage Defaults," IMF Working Papers 2012/026, International Monetary Fund.
- Jonathan Halket & Santhanagopalan Vasudev, 2014.
"Saving Up or Settling Down: Home Ownership over the Life Cycle,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 17(2), pages 345-366, April.
- Jonathan Halket & Santhanagopalan Vasudev, 2013. "Online Appendix to "Saving Up or Settling Down: Home Ownership over the Life Cycle," Online Appendices 12-89, Review of Economic Dynamics.
- Jonathan Halket & Santhanagopalan Vasudev, 2013. "Code and data files for "Saving Up or Settling Down: Home Ownership over the Life Cycle"," Computer Codes 12-89, Review of Economic Dynamics.
- Fernández-Villaverde, Jesús & Krueger, Dirk, 2011.
"Consumption And Saving Over The Life Cycle: How Important Are Consumer Durables?,"
Macroeconomic Dynamics, Cambridge University Press, vol. 15(5), pages 725-770, November.
- Jesus Fernandez-Villaverde & Dirk Krueger, 2004. "Consumption and Saving over the Life Cycle: How Important are Consumer Durables?," 2004 Meeting Papers 357b, Society for Economic Dynamics.
- Corina Boar & Denis Gorea & Virgiliu Midrigan, 2017.
"Liquidity Constraints in the U.S. Housing Market,"
NBER Working Papers
23345, National Bureau of Economic Research, Inc.
- Virgiliu Midrigan & Denis Gorea, 2017. "Liquidity Constraints in the U.S. Housing Market," 2017 Meeting Papers 802, Society for Economic Dynamics.
- Aaron Hedlund, 2014. "Illiquidity and its Discontents: Trading Delays and Foreclosures in the Housing Market," Working Papers 1417, Department of Economics, University of Missouri.
- Satyajit Chatterjee & Burcu Eyigungor, 2011. "A Quantitative Analysis of the US Housing and Mortgage Markets and the Mortgage Crisis," 2011 Meeting Papers 1109, Society for Economic Dynamics.
- Pedro Gete & Franco Zecchetto, 2018.
"Distributional Implications of Government Guarantees in Mortgage Markets,"
The Review of Financial Studies, Society for Financial Studies, vol. 31(3), pages 1064-1097.
- Gete, Pedro & Zecchetto, Franco, 2017. "Distributional Implications of Government Guarantees in Mortgage Markets," MPRA Paper 80643, University Library of Munich, Germany.
- Patrick Bajari & Phoebe Chan & Dirk Krueger & Daniel Miller, 2013.
"A Dynamic Model Of Housing Demand: Estimation And Policy Implications,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 54(2), pages 409-442, May.
- Bajari, Patrick & Krueger, Dirk & , & Miller, Daniel, 2010. "A Dynamic Model of Housing Demand: Estimation and Policy Implications," CEPR Discussion Papers 7911, C.E.P.R. Discussion Papers.
- Patrick Bajari & Phoebe Chan & Dirk Krueger & Daniel Miller, 2010. "A Dynamic Model of Housing Demand: Estimation and Policy Implications," NBER Working Papers 15955, National Bureau of Economic Research, Inc.
- Aaron Hedlund, 2014. "The Cyclical Dynamics of Illiquid Housing, Debt, and Foreclosures," Working Papers 1416, Department of Economics, University of Missouri.
- Kim, Jiseob & Wang, Yicheng, 2018. "Macroeconomic and distributional effects of mortgage guarantee programs for the poor," Journal of Economic Dynamics and Control, Elsevier, vol. 87(C), pages 124-151.
- Dean Corbae & Erwan Quintin, 2015.
"Leverage and the Foreclosure Crisis,"
Journal of Political Economy, University of Chicago Press, vol. 123(1), pages 1-65.
- Dean Corbae & Erwan Quintin, 2013. "Leverage and the Foreclosure Crisis," NBER Working Papers 19323, National Bureau of Economic Research, Inc.
- Krueger, Dirk & Jeske, Karsten & Mitman, Kurt, 2011.
"Housing and the Macroeconomy: The Role of Bailout Guarantees for Government Sponsored Enterprises,"
CEPR Discussion Papers
8624, C.E.P.R. Discussion Papers.
- Dirk Krueger, 2012. "Housing and the Macroeconomy: The Role of Bailout Guarantees for Government Sponsored Enterprises," 2012 Meeting Papers 102, Society for Economic Dynamics.
- Karsten Jeske & Dirk Krueger & Kurt Mitman, 2011. "Housing and the Macroeconomy: The Role of Bailout Guarantees for Government Sponsored Enterprises," PIER Working Paper Archive 11-034, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Karsten Jeske & Dirk Krueger & Kurt Mitman, 2011. "Housing and the Macroeconomy: The Role of Bailout Guarantees for Government Sponsored Enterprises," NBER Working Papers 17537, National Bureau of Economic Research, Inc.
- repec:esx:essedp:712 is not listed on IDEAS
- Ayşe İmrohoroğlu & Kyle Matoba & Şelale Tüzel, 2018.
"Proposition 13: An Equilibrium Analysis,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 10(2), pages 24-51, April.
- Ayse Imrohoroglu, 2014. "Proposition 13: An Equilibrium Analysis," 2014 Meeting Papers 1250, Society for Economic Dynamics.
- Shaofeng Xu, 2013. "An Equilibrium Analysis of the Rise in House Prices and Mortgage Debt," Staff Working Papers 13-9, Bank of Canada.
- Jeske, Karsten & Krueger, Dirk & Mitman, Kurt, 2013. "Housing, mortgage bailout guarantees and the macro economy," Journal of Monetary Economics, Elsevier, vol. 60(8), pages 917-935.
- Matthew Chambers & Carlos Garriga & Don E. Schlagenhauf, 2007.
"Equilibrium mortgage choice and housing tenure decisions with refinancing,"
Working Papers
2007-049, Federal Reserve Bank of St. Louis.
- Matthew Chambers & Carlos Garriga & Don E. Schlagenhauf, 2007. "Equilibrium mortgage choice and housing tenure decisions with refinancing," FRB Atlanta Working Paper 2007-25, Federal Reserve Bank of Atlanta.
- Piazzesi, M. & Schneider, M., 2016.
"Housing and Macroeconomics,"
Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 1547-1640,
Elsevier.
- Schneider, Martin & Piazzesi, Monika, 2016. "Housing and macroeconomics," CEPR Discussion Papers 11519, C.E.P.R. Discussion Papers.
- Monika Piazzesi & Martin Schneider, 2016. "Housing and Macroeconomics," NBER Working Papers 22354, National Bureau of Economic Research, Inc.
- Matt Chambers & Carlos Garriga & Don Schlagenhauf, 2009.
"The Loan Structure and Housing Tenure Decisions in an Equilibrium Model of Mortgage Choice,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 12(3), pages 444-468, July.
- Matthew Chambers & Carlos Garriga & Don E. Schlagenhauf, 2009. "The loan structure and housing tenure decisions in an equilibrium model of mortgage choice," Working Papers 2008-024, Federal Reserve Bank of St. Louis.
More about this item
Keywords
Leverage; Foreclosures; Mortgage crisis;All these keywords.
JEL classification:
- E21 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Consumption; Saving; Wealth
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- H24 - Public Economics - - Taxation, Subsidies, and Revenue - - - Personal Income and Other Nonbusiness Taxes and Subsidies
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:red:issued:13-166. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Christian Zimmermann (email available below). General contact details of provider: https://edirc.repec.org/data/sedddea.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.