Housing and credit misalignments in a two-market disequilibrium framework
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- Karmelavičius, Jaunius & Mikaliūnaitė-Jouvanceau, Ieva & Petrokaitė, Austėja Petrokaitė, 2022. "Housing and credit misalignments in a two-market disequilibrium framework," ESRB Working Paper Series 135, European Systemic Risk Board.
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More about this item
Keywords
disequilibrium; fundamentals; misalignments; house prices; mortgage credit; early warning indicators;All these keywords.
JEL classification:
- C34 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Truncated and Censored Models; Switching Regression Models
- D50 - Microeconomics - - General Equilibrium and Disequilibrium - - - General
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- E51 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Money Supply; Credit; Money Multipliers
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2022-05-09 (Banking)
- NEP-MAC-2022-05-09 (Macroeconomics)
- NEP-URE-2022-05-09 (Urban and Real Estate Economics)
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