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Assessing High House Prices: Bubbles, Fundamentals and Misperceptions
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Cited by:
- Eli Beracha & ZhaoZhao He & M. Babajide Wintoki & Yaoyi Xi, 2022. "On the Relation between Innovation and Housing Prices – A Metro Level Analysis of the US Market," The Journal of Real Estate Finance and Economics, Springer, vol. 65(4), pages 622-648, November.
- Escobari, Diego & Jafarinejad, Mohammad, 2016.
"Date stamping bubbles in Real Estate Investment Trusts,"
The Quarterly Review of Economics and Finance, Elsevier, vol. 60(C), pages 224-230.
- Escobari, Diego & Jafarinejad, Mohammad, 2015. "Date Stamping Bubbles in Real Estate Investment Trusts," MPRA Paper 67372, University Library of Munich, Germany.
- Makojević Nikola & Veselinović Petar & Kalinić Ljubina, 2015. "Can a Multinational Company Create a Real Estate “Bubble” at the Local Level? The Case of Fiat and City of Kragujevac," Economic Themes, Sciendo, vol. 53(4), pages 519-534, December.
- Klaus Adam & Pei Kuang & Albert Marcet, 2012.
"House Price Booms and the Current Account,"
NBER Macroeconomics Annual, University of Chicago Press, vol. 26(1), pages 77-122.
- Klaus Adam & Pei Kuang & Albert Marcet, 2011. "House Price Booms and the Current Account," NBER Chapters, in: NBER Macroeconomics Annual 2011, Volume 26, pages 77-122, National Bureau of Economic Research, Inc.
- Klaus Adam & Pei Kuang & Albert Marcet, 2011. "House Price Booms and the Current Account," CEP Discussion Papers dp1064, Centre for Economic Performance, LSE.
- Klaus Adam & Pei Kuang & Albert Marcet, 2011. "House Price Booms and the Current Account," NBER Working Papers 17224, National Bureau of Economic Research, Inc.
- Martin, Carolin & Schmitt, Noemi & Westerhoff, Frank, 2021.
"Heterogeneous expectations, housing bubbles and tax policy,"
Journal of Economic Behavior & Organization, Elsevier, vol. 183(C), pages 555-573.
- Martin, Carolin & Schmitt, Noemi & Westerhoff, Frank H., 2020. "Heterogeneous expectations, housing bubbles and tax policy," BERG Working Paper Series 156, Bamberg University, Bamberg Economic Research Group.
- Gil-Alana, Luis Alberiko & Dettoni, Robinson & Costamagna, Rodrigo & Valenzuela, Mario, 2019. "Rational bubbles in the real housing stock market: Empirical evidence from Santiago de Chile," Research in International Business and Finance, Elsevier, vol. 49(C), pages 269-281.
- Shen, Chung-Hua & Lee, Yen Hsien & Wu, Meng-Wen & Guo, Na, 2016. "Does housing boom lead to credit boom or is it the other way around? The case of China," International Review of Economics & Finance, Elsevier, vol. 42(C), pages 349-367.
- Hoon Cho & Kyung-Hwan Kim & James Shilling, 2012. "Seemingly Irrational but Predictable Price Formation in Seoul’s Housing Market," The Journal of Real Estate Finance and Economics, Springer, vol. 44(4), pages 526-542, May.
- Carlos Pestana BARROS & Zhongfei CHEN & Luis A. GIL-ALANA, 2013. "Long Memory in the Housing Price Indices in China," Asian Journal of Empirical Research, Asian Economic and Social Society, vol. 3(7), pages 785-807, July.
- Carlos Garriga & Aaron Hedlund & Yang Tang & Ping Wang, 2023.
"Rural-Urban Migration, Structural Transformation, and Housing Markets in China,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 15(2), pages 413-440, April.
- Carlos Garriga & Yang Tang & Ping Wang, 2014. "Rural-Urban Migration, Structural Transformation, and Housing Markets in China," Working Papers 2014-28, Federal Reserve Bank of St. Louis.
- Carlos Garriga & Aaron Hedlund & Yang Tang & Ping Wang, 2017. "Rural-Urban Migration, Structural Transformation, and Housing Markets in China," NBER Working Papers 23819, National Bureau of Economic Research, Inc.
- Carlos Garriga & Aaron Hedlund & Yang Tang & ping wang, 2019. "Rural-Urban Migration, Structural Transformation, and Housing Markets in China," 2019 Meeting Papers 1511, Society for Economic Dynamics.
- Anthony Yanxiang Gu, 2013.
"A Possible Method for Warning of House Price Bubble,"
International Journal of Business and Social Research, LAR Center Press, vol. 3(2), pages 104-113, February.
- Anthony Yanxiang Gu, 2013. "A Possible Method for Warning of House Price Bubble," International Journal of Business and Social Research, MIR Center for Socio-Economic Research, vol. 3(2), pages 104-113, February.
- Benítez-Silva, Hugo & Eren, Selçuk & Heiland, Frank & Jiménez-Martín, Sergi, 2015.
"How well do individuals predict the selling prices of their homes?,"
Journal of Housing Economics, Elsevier, vol. 29(C), pages 12-25.
- Hugo Benitez-Silva & Selcuk Eren & Frank Heiland & Sergi Jimenez-Martin, 2007. "How well do Individuals predict the Selling Prices of their Homes?," Department of Economics Working Papers 07-06, Stony Brook University, Department of Economics.
- Hugo Benitez-Silva & Selcuk Eren & Frank Heiland & Sergi Jimenez-Martín, 2009. "How Well Do Individuals Predict the Selling Prices of Their Homes?," Economics Working Paper Archive wp_571, Levy Economics Institute.
- Hugo Benítez-Silva & Selcuk Eren & Frank Heiland & Sergi Jiménez-Martín, 2008. "How well do individuals predict the selling prices of their homes?," Economics Working Papers 1065, Department of Economics and Business, Universitat Pompeu Fabra, revised Apr 2008.
- Hugo Benítez-Silva & Selcuk Eren & Frank Heiland & Sergi Jiménez-Martín, 2008. "How Well do Individuals Predict the Selling Prices of their Homes?," Working Papers 2008-10, FEDEA.
- Arce, Óscar & Manuel Campa, José & Gavilán, Ángel, 2013.
"Macroeconomic adjustment under loose financing conditions in the construction sector,"
European Economic Review, Elsevier, vol. 59(C), pages 19-34.
- Oscar Arce & Jose Manuel Campa & Angel Gavilan, 2012. "Macroeconomic Adjustment under Loose Financing Conditions in the Construction Sector," Working Papers 1226, BBVA Bank, Economic Research Department.
- Bolt, Wilko & Demertzis, Maria & Diks, Cees & Hommes, Cars & Leij, Marco van der, 2019.
"Identifying booms and busts in house prices under heterogeneous expectations,"
Journal of Economic Dynamics and Control, Elsevier, vol. 103(C), pages 234-259.
- Wilko Bolt & Maria Demertzis & Cees Diks & Cars Hommes & Marco van der Leij, 2014. "Identifying Booms and Busts in House Prices under Heterogeneous Expectations," Tinbergen Institute Discussion Papers 14-157/II, Tinbergen Institute.
- Wilko Bolt & Maria Demertzis & Cees Diks & Cars Hommes & Marco van der Leij, 2014. "Identifying Booms and Busts in House Prices under Heterogeneous Expectations," European Economy - Economic Papers 2008 - 2015 540, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Bolt, W. & Demertzis, D. & Diks, C.G.H. & Van der Leij, M.J., 2014. "Identifying Booms and Busts in House Prices under Heterogeneous Expectations," CeNDEF Working Papers 14-13, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Christopher D. Carroll, 2014.
"Representing Consumption and Saving without a Representative Consumer,"
NBER Chapters, in: Measuring Economic Sustainability and Progress, pages 115-134,
National Bureau of Economic Research, Inc.
- Carroll, Christopher D., 2014. "Representing consumption and saving without a representative consumer," CFS Working Paper Series 464, Center for Financial Studies (CFS).
- Beltratti, Andrea & Morana, Claudio, 2010. "International house prices and macroeconomic fluctuations," Journal of Banking & Finance, Elsevier, vol. 34(3), pages 533-545, March.
- Markus K. Brunnermeier & Christian Julliard, 2008.
"Money Illusion and Housing Frenzies,"
The Review of Financial Studies, Society for Financial Studies, vol. 21(1), pages 135-180, January.
- Markus K Brunnermeier & Christian Julliard, 2006. "Money Illusion and Housing Frenzies," FMG Discussion Papers dp579, Financial Markets Group.
- Brunnermeier, Markus K. & Julliard, Christian, 2006. "Money illusion and housing frenzies," LSE Research Online Documents on Economics 4806, London School of Economics and Political Science, LSE Library.
- Brunnermeier, Markus & Julliard, Christian, 2007. "Money Illusion and Housing Frenzies," CEPR Discussion Papers 6183, C.E.P.R. Discussion Papers.
- Markus K. Brunnermeier & Christian Julliard, 2006. "Money Illusion and Housing Frenzies," NBER Working Papers 12810, National Bureau of Economic Research, Inc.
- repec:pri:cepsud:141rosen is not listed on IDEAS
- MeiChi Huang, 2017. "Vulnerabilities to housing bubbles: Evidence from linkages between housing prices and income fundamentals," International Finance, Wiley Blackwell, vol. 20(1), pages 64-91, March.
- G.C. Lim & Sarantis Tsiaplias, 2018.
"Interest Rates, Local Housing Markets and House Price Over†reactions,"
The Economic Record, The Economic Society of Australia, vol. 94(S1), pages 33-48, June.
- Guay Lim & Sarantis Tsiaplias, 2016. "Non-Linearities in the Relationship between House Prices and Interest Rates: Implications for Monetary Policy," Melbourne Institute Working Paper Series wp2016n02, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Saadi, Vahid, 2016. "Mortgage supply and the US housing boom: The role of the community reinvestment act," IWH Discussion Papers 32/2016, Halle Institute for Economic Research (IWH).
- Margaret Hwang Smith & Gary Smith, 2006. "Bubble, Bubble, Where's the Housing Bubble?," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 37(1), pages 1-68.
- Fernando Ferreira & Joseph Gyourko, 2011. "Anatomy of the Beginning of the Housing Boom: U.S. Neighborhoods and Metropolitan Areas, 1993-2009," NBER Working Papers 17374, National Bureau of Economic Research, Inc.
- Atalay, Kadir & Whelan, Stephen & Yates, Judith, 2013. "Housing Wealth and Household Consumption: New Evidence from Australia and Canada," Working Papers 2013-04, University of Sydney, School of Economics.
- Cynthia A. Bansa & Martha A. Starr, 2011. "Distributional costs of the housing-price bust," Working Papers 2011-04, American University, Department of Economics.
- Edward E. Leamer, 2007.
"Housing is the business cycle,"
Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 149-233.
- Edward E. Leamer, 2007. "Housing IS the Business Cycle," NBER Working Papers 13428, National Bureau of Economic Research, Inc.
- Andrew Demers & Andrea L. Eisfeldt, 2022. "Total returns to single‐family rentals," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 50(1), pages 7-32, March.
- Brian Micallef & Nathaniel Debono, 2020. "The rental sector and the housing block in STREAM," CBM Working Papers WP/03/2020, Central Bank of Malta.
- Buiter, Willem H., 2010.
"Housing wealth isn't wealth,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 4, pages 1-29.
- Willem H. Buiter, 2008. "Housing Wealth Isn't Wealth," NBER Working Papers 14204, National Bureau of Economic Research, Inc.
- Buiter, Willem, 2008. "Housing Wealth isn't Wealth," CEPR Discussion Papers 6920, C.E.P.R. Discussion Papers.
- Buiter, Willem H., 2009. "Housing wealth isn't wealth," Economics Discussion Papers 2009-56, Kiel Institute for the World Economy (IfW Kiel).
- Gianni La Cava & Calvin He, 2021. "The Distributional Effects of Monetary Policy: Evidence from Local Housing Markets in Australia," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 54(3), pages 387-397, September.
- Hjalmarsson, Erik & Österholm, Pär, 2020.
"Heterogeneity in households’ expectations of housing prices – evidence from micro data,"
Journal of Housing Economics, Elsevier, vol. 50(C).
- Hjalmarsson, Erik & Österholm, Pär, 2019. "Heterogeneity in Households’ Expectations of Housing Prices – Evidence from Micro Data," Working Paper Series 383, Sveriges Riksbank (Central Bank of Sweden).
- Hjalmarsson, Erik & Österholm, Pär, 2019. "Heterogeneity in Households’ Expectations of Housing Prices – Evidence from Micro Data," Working Papers 2019:11, Örebro University, School of Business.
- Daniel Covitz & Nellie Liang & Tobias Adrian, 2015.
"Financial Stability Monitoring,"
Annual Review of Financial Economics, Annual Reviews, vol. 7(1), pages 357-395, December.
- Tobias Adrian & Daniel M. Covitz & J. Nellie Liang, 2013. "Financial stability monitoring," Finance and Economics Discussion Series 2013-21, Board of Governors of the Federal Reserve System (U.S.).
- Tobias Adrian & Daniel M. Covitz & J. Nellie Liang, 2014. "Financial Stability Monitoring," FEDS Notes 2014-08-04, Board of Governors of the Federal Reserve System (U.S.).
- Tobias Adrian & Daniel M. Covitz & J. Nellie Liang, 2013. "Financial stability monitoring," Staff Reports 601, Federal Reserve Bank of New York.
- Feng, Qu & Wu, Guiying Laura, 2015.
"Bubble or riddle? An asset-pricing approach evaluation on China's housing market,"
Economic Modelling, Elsevier, vol. 46(C), pages 376-383.
- Qu FENG & Guiying Laura WU, 2015. "Bubble or Riddle? An Asset-Pricing Approach Evaluation on China’s Housing Market," Economic Growth Centre Working Paper Series 1501, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
- Friedrich Schneider & Gebhard Kirchgässner, 2009.
"Financial and world economic crisis: What did economists contribute?,"
Public Choice, Springer, vol. 140(3), pages 319-327, September.
- Gebhard Kirchgässner & Friedrich Schneider, 2009. "Financial and World Economic Crisis: What did Economists Contribute?," University of St. Gallen Department of Economics working paper series 2009 2009-14, Department of Economics, University of St. Gallen.
- Duca, John V. & Muellbauer, John & Murphy, Anthony, 2010.
"Housing markets and the financial crisis of 2007-2009: Lessons for the future,"
Journal of Financial Stability, Elsevier, vol. 6(4), pages 203-217, December.
- Duca, John V. & Muellbauer, John & Murphy, Anthony, 2010. "Housing markets and the financial crisis of 2007-2009: lessons for the future," LSE Research Online Documents on Economics 33613, London School of Economics and Political Science, LSE Library.
- John V. Duca & John Muellbauer & Anthony Murphy, 2010. "Housing Markets and the Financial Crisis of 2007-2009: Lessons for the Future," SERC Discussion Papers 0049, Centre for Economic Performance, LSE.
- Drobyshevsky Sergey & Narkevich Sergey & E. Pikulina & D. Polevoy, 2009. "Analysis Of a Possible Bubble On the Russian Real Estate Market," Research Paper Series, Gaidar Institute for Economic Policy, issue 128.
- Mikhed, Vyacheslav & Zemcík, Petr, 2009.
"Do house prices reflect fundamentals? Aggregate and panel data evidence,"
Journal of Housing Economics, Elsevier, vol. 18(2), pages 140-149, June.
- Vyacheslav Mikhed & Petr Zemcik, 2007. "Do House Prices Reflect Fundamentals? Aggregate and Panel Data Evidence," CERGE-EI Working Papers wp337, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Martha Starr, 2012.
"Contributions of Economists to the Housing-Price Bubble,"
Journal of Economic Issues, Taylor & Francis Journals, vol. 46(1), pages 143-172.
- Martha A. Starr, 2011. "Contributions of economists to the housing-price bubble," Working Papers 2011-03, American University, Department of Economics.
- Mr. Hyun S Shin, 2013. "Procyclicality and the Search for Early Warning Indicators," IMF Working Papers 2013/258, International Monetary Fund.
- Zhou, Wei-Xing & Sornette, Didier, 2008.
"Analysis of the real estate market in Las Vegas: Bubble, seasonal patterns, and prediction of the CSW indices,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(1), pages 243-260.
- Wei-Xing Zhou & Didier Sornette, 2007. "Analysis of the real estate market in Las Vegas: Bubble, seasonal patterns, and prediction of the CSW indexes," Papers 0704.0589, arXiv.org.
- Giovanni Favara & Jean Imbs, 2015.
"Credit Supply and the Price of Housing,"
American Economic Review, American Economic Association, vol. 105(3), pages 958-992, March.
- Imbs, Jean & Favara, Giovanni, 2010. "Credit Supply and the Price of Housing," CEPR Discussion Papers 8129, C.E.P.R. Discussion Papers.
- Giovanni Favara & Jean Imbs, 2015. "Credit Supply and the Price of Housing," Post-Print hal-01301589, HAL.
- Giovanni Favara & Jean Imbs, 2015. "Credit Supply and the Price of Housing," PSE-Ecole d'économie de Paris (Postprint) hal-01301589, HAL.
- Giovanni Favara & Jean Imbs, 2015. "Credit Supply and the Price of Housing," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01301589, HAL.
- Jean Imbs & Giovanni Favara, 2011. "Credit Supply and the Price of Housing," 2011 Meeting Papers 1342, Society for Economic Dynamics.
- Renhe Liu & Eddie Chi-man Hui & Jiaqi Lv & Yi Chen, 2017. "What Drives Housing Markets: Fundamentals or Bubbles?," The Journal of Real Estate Finance and Economics, Springer, vol. 55(4), pages 395-415, November.
- Schulz, Rainer & Werwatz, Axel, 2011. "Is there an equilibrating relationship between house prices and replacement cost? Empirical evidence from Berlin," Journal of Urban Economics, Elsevier, vol. 69(3), pages 288-302, May.
- 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.
- Monika Piazzesi & Martin Schneider, 2016. "Housing and Macroeconomics," NBER Working Papers 22354, National Bureau of Economic Research, Inc.
- Schneider, Martin & Piazzesi, Monika, 2016. "Housing and macroeconomics," CEPR Discussion Papers 11519, C.E.P.R. Discussion Papers.
- Mr. Luis M. Cubeddu & Mr. Camilo E Tovar Mora & Ms. Evridiki Tsounta, 2012. "Latin America: Vulnerabilities Under Construction?," IMF Working Papers 2012/193, International Monetary Fund.
- Wen-Chi LIU, 2016. "Do Multiple Housing Bubbles Exist in China? Further Evidence from Generalized Sup ADF Tests," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 135-145, December.
- Zohrabyan, Tatevik & Leatham, David J. & Bessler, David A., 2008. "Cointegration Analysis of Regional House Prices in U.S," 2007 Agricultural and Rural Finance Markets in Transition, October 4-5, 2007, St. Louis, Missouri 48138, Regional Research Committee NC-1014: Agricultural and Rural Finance Markets in Transition.
- John Y. Campbell & João F. Cocco, 2015.
"A Model of Mortgage Default,"
Journal of Finance, American Finance Association, vol. 70(4), pages 1495-1554, August.
- John Y. Campbell & João F. Cocco, 2011. "A Model of Mortgage Default," NBER Working Papers 17516, National Bureau of Economic Research, Inc.
- Campbell, John Y. & Cocco, Joao F., 2015. "A Model of Mortgage Default," Scholarly Articles 30758219, Harvard University Department of Economics.
- Campbell, John Y. & Cocco, João F., 2014. "A model of mortgage default," CFS Working Paper Series 452, Center for Financial Studies (CFS).
- repec:zbw:bofrdp:2009_014 is not listed on IDEAS
- MeiChi Huang, 2022. "Time‐varying impacts of expectations on housing markets across hot and cold phases," International Finance, Wiley Blackwell, vol. 25(2), pages 249-265, August.
- Allen-Coghlan, Matthew & McQuinn, Kieran & O'Toole, Conor, 2019. "Assessing price sustainability in the Irish housing market: A county-level analysis," Research Notes RN20190401, Economic and Social Research Institute (ESRI).
- repec:iae:iaewps:wp2016n2 is not listed on IDEAS
- Giovanni Dell’ariccia & Deniz Igan & Luc Laeven, 2012.
"Credit Booms and Lending Standards: Evidence from the Subprime Mortgage Market,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44, pages 367-384, March.
- Giovanni Dell’Ariccia & Deniz Igan & Luc Laeven, 2012. "Credit Booms and Lending Standards: Evidence from the Subprime Mortgage Market," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(2‐3), pages 367-384, March.
- Mr. Giovanni Dell'Ariccia & Mr. Luc Laeven & Ms. Deniz O Igan, 2008. "Credit Booms and Lending Standards: Evidence From the Subprime Mortgage Market," IMF Working Papers 2008/106, International Monetary Fund.
- Dell’Ariccia, G. & Igan, D. & Laeven, L., 2009. "Credit Booms and Lending Standards : Evidence from the Subprime Mortgage Market," Other publications TiSEM 02d2a85a-26f4-4f3d-a892-1, Tilburg University, School of Economics and Management.
- Dell'Ariccia, Giovanni & Laeven, Luc, 2008. "Credit Booms and Lending Standards: Evidence From The Subprime Mortgage Market," CEPR Discussion Papers 6683, C.E.P.R. Discussion Papers.
- Dell’Ariccia, G. & Igan, D. & Laeven, L., 2009. "Credit Booms and Lending Standards : Evidence from the Subprime Mortgage Market," Discussion Paper 2009-46 S, Tilburg University, Center for Economic Research.
- Markus Hertrich, 2019.
"A Novel Housing Price Misalignment Indicator for Germany,"
German Economic Review, Verein für Socialpolitik, vol. 20(4), pages 759-794, November.
- Hertrich Markus, 2019. "A Novel Housing Price Misalignment Indicator for Germany," German Economic Review, De Gruyter, vol. 20(4), pages 759-794, December.
- Hertrich, Markus, 2019. "A novel housing price misalignment indicator for Germany," Discussion Papers 31/2019, Deutsche Bundesbank.
- Garner, Thesia I. & Verbrugge, Randal, 2009. "Reconciling user costs and rental equivalence: Evidence from the US consumer expenditure survey," Journal of Housing Economics, Elsevier, vol. 18(3), pages 172-192, September.
- Martijn I. Dröes & Marc K. Francke, 2018.
"What Causes the Positive Price-Turnover Correlation in European Housing Markets?,"
The Journal of Real Estate Finance and Economics, Springer, vol. 57(4), pages 618-646, November.
- Martijn I. Dröes & Marc K. Francke, 2016. "What causes the Positive Price-Turnover Correlation in European Housing Markets?," Tinbergen Institute Discussion Papers 16-008/IV, Tinbergen Institute.
- Daniele Bianchi & Massimo Guidolin & Francesco Ravazzolo, 2018.
"Dissecting the 2007–2009 Real Estate Market Bust: Systematic Pricing Correction or Just a Housing Fad?,"
Journal of Financial Econometrics, Oxford University Press, vol. 16(1), pages 34-62.
- Daniele Bianchi & Massimo Guidolin & Francesco Ravazzolo, 2013. "Dissecting the 2007-2009 real estate market bust: systematic pricing correction or just a housing fad?," Working Paper 2013/22, Norges Bank.
- Li, Tongxia & Lu, Chun & Chen, Zhihua, 2023. "The unintended consequence of collateral-based financing: Evidence from corporate cost behavior," Journal of Contemporary Accounting and Economics, Elsevier, vol. 19(1).
- Angela Black & Patricia Fraser & Martin Hoesli, 2006. "House Prices, Fundamentals and Bubbles," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 33(9‐10), pages 1535-1555, November.
- William D. Larson & Andrew B. Martinez, 2024. "House Prices, Debt Burdens, and the Heterogeneous Effects of Mortgage Rate Shocks," Working Papers 2024-002, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
- Engsted, Tom & Pedersen, Thomas Q., 2014.
"Housing market volatility in the OECD area: Evidence from VAR based return decompositions,"
Journal of Macroeconomics, Elsevier, vol. 42(C), pages 91-103.
- Tom Engsted & Thomas Q. Pedersen, 2013. "Housing market volatility in the OECD area: Evidence from VAR based return decompositions," CREATES Research Papers 2013-04, Department of Economics and Business Economics, Aarhus University.
- Ahlfeldt, Gabriel M. & Heblich, Stephan & Seidel, Tobias, 2023.
"Micro-geographic property price and rent indices,"
Regional Science and Urban Economics, Elsevier, vol. 98(C).
- Gabriel M. Ahlfeldt & Stephan Heblich & Tobias Seidel, 2021. "Micro-geographic property price and rent indices," CEP Discussion Papers dp1782, Centre for Economic Performance, LSE.
- Ahlfeldt, Gabriel M. & Heblich, Stephan & Seidel, Tobias, 2021. "Micro-geographic property price and rent indices," LSE Research Online Documents on Economics 113922, London School of Economics and Political Science, LSE Library.
- Gabriel Ahlfeldt & Stephan Heblich & Tobias Seidel, 2021. "Micro-Geographic Property Price and Rent Indices," CESifo Working Paper Series 9187, CESifo.
- Ahlfeldt, Gabriel M. & Heblich, Stephan & Seidel, Tobias, 2023. "Micro-geographic property price and rent indices," LSE Research Online Documents on Economics 116649, London School of Economics and Political Science, LSE Library.
- James M. Poterba & Todd M. Sinai, 2008. "Income Tax Provisions Affecting Owner-Occupied Housing: Revenue Costs and Incentive Effects," NBER Working Papers 14253, National Bureau of Economic Research, Inc.
- Hilber, Christian Albin Lukas & Mense, Andreas, 2021.
"Why have house prices risen so much more than rents in superstar cities?,"
LSE Research Online Documents on Economics
114283, London School of Economics and Political Science, LSE Library.
- Hilber, Christian A. L. & Mense, Andreas, 2021. "Why have house prices risen so much more than rents in superstar cities?," LSE Research Online Documents on Economics 112668, London School of Economics and Political Science, LSE Library.
- Christian A. L. Hilber & Andreas Mense, 2021. "Why have house prices risen so much more than rents in superstar cities?," CEP Discussion Papers dp1743, Centre for Economic Performance, LSE.
- Christy Siegel & Steven B. Caudill & Franklin G. Mixon, 2013. "Clear skies, dark waters: The Gulf oil spill and the price of coastal condominiums in Alabama," Economics and Business Letters, Oviedo University Press, vol. 2(2), pages 42-53.
- J. Benson Durham, 2006. "What do financial asset prices say about the housing market?," Finance and Economics Discussion Series 2006-32, Board of Governors of the Federal Reserve System (U.S.).
- Gelain, Paolo & Lansing, Kevin J., 2014.
"House prices, expectations, and time-varying fundamentals,"
Journal of Empirical Finance, Elsevier, vol. 29(C), pages 3-25.
- Paolo Gelain & Kevin J. Lansing, 2013. "House Prices, Expectations, and Time-Varying Fundamentals," Working Paper Series 2013-03, Federal Reserve Bank of San Francisco.
- Paolo Gelain & Kevin J. Lansing, 2013. "House prices, expectations, and time-varying fundamentals," Working Paper 2013/05, Norges Bank.
- Chan, Sewin & Haughwout, Andrew & Tracy, Joseph, 2015.
"How Mortgage Finance Affects the Urban Landscape,"
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 987-1045,
Elsevier.
- Sewin Chan & Andrew F. Haughwout & Joseph Tracy, 2015. "How mortgage finance affects the urban landscape," Staff Reports 713, Federal Reserve Bank of New York.
- Brueckner, Jan K. & Calem, Paul S. & Nakamura, Leonard I., 2012.
"Subprime mortgages and the housing bubble,"
Journal of Urban Economics, Elsevier, vol. 71(2), pages 230-243.
- Jan K. Brueckner & Paul S. Calem & Leonard I. Nakamura, 2011. "Subprime mortgages and the housing bubble," Working Papers 11-12, Federal Reserve Bank of Philadelphia.
- Barrios García, Javier A. & Rodríguez Hernández, José E., 2008. "Housing demand in Spain according to dwelling type: Microeconometric evidence," Regional Science and Urban Economics, Elsevier, vol. 38(4), pages 363-377, July.
- Hill, Robert J. & Syed, Iqbal A., 2016.
"Hedonic price–rent ratios, user cost, and departures from equilibrium in the housing market,"
Regional Science and Urban Economics, Elsevier, vol. 56(C), pages 60-72.
- Robert Hill & Iqbal A. Syed, 2012. "Hedonic Price-Rent Ratios, User Cost, and Departures from Equilibrium in the Housing Market," Discussion Papers 2012-45, School of Economics, The University of New South Wales.
- Fabio C. Bagliano & Claudio Morana, 2008.
"Permanent and Transitory Dynamics in House Prices and Consumption: Cross-Country Evidence,"
Working papers
02, Former Department of Economics and Public Finance "G. Prato", University of Torino.
- Fabio Bagliano & Claudio Morana, 2009. "Permanent and Transitory Dynamics in House Prices and Consumption: Cross-Country Evidence," CeRP Working Papers 81, Center for Research on Pensions and Welfare Policies, Turin (Italy).
- Jane K. Dokko & Benjamin J. Keys & Lindsay E. Relihan, 2019.
"Affordability, financial innovation and the start of the housing boom,"
CEP Discussion Papers
dp1611, Centre for Economic Performance, LSE.
- Dokko, Jane K. & Keys, Benjamin J. & Relihan, Lindsay, 2019. "Affordability, financial innovation and the start of the housing boom," LSE Research Online Documents on Economics 101017, London School of Economics and Political Science, LSE Library.
- Jane K. Dokko & Benjamin J. Keys & Lindsay E. Relihan, 2019. "Affordability, Financial Innovation, and the Start of the Housing Boom," Working Paper Series WP-2019-1, Federal Reserve Bank of Chicago.
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