Location via proxy:   [ UP ]  
[Report a bug]   [Manage cookies]                
create a website

A Quantitative Analysis of the US Housing and Mortgage Markets and the Foreclosure Crisis. (2015). Eyigungor, Burcu ; Chatterjee, Satyajit.
In: Review of Economic Dynamics.
RePEc:red:issued:13-166.

Full description at Econpapers || Download paper

Cited: 80

Citations received by this document

Cites: 39

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Unemployment Insurance and Macro-Financial (In)Stability. (2024). Arslan, Yavuz ; Degerli, Ahmet ; Kuruscu, Burhanettin ; Guler, Bulent.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2024-87.

    Full description at Econpapers || Download paper

  2. Subsidizing housing with deductions. (2024). Valentin, Maxence.
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:38:y:2024:i:4:p:1490-1515.

    Full description at Econpapers || Download paper

  3. Who benefits the most? Risk pooling in mortgage loan insurance: Evidence from the Canadian mortgage market. (2023). Zhou, Chenggang ; Mahmoudi, Babak ; Basiri, Kiana.
    In: Real Estate Economics.
    RePEc:bla:reesec:v:51:y:2023:i:2:p:311-337.

    Full description at Econpapers || Download paper

  4. The Macroeconomic Effects of Debt Relief Policies During Recessions. (2023). Lee, Soyoung.
    In: Staff Working Papers.
    RePEc:bca:bocawp:23-48.

    Full description at Econpapers || Download paper

  5. Monetary Policy Transmission, Bank Market Power, and Wholesale Funding Reliance. (2023). Enkhbold, Amina.
    In: Staff Working Papers.
    RePEc:bca:bocawp:23-35.

    Full description at Econpapers || Download paper

  6. .

    Full description at Econpapers || Download paper

  7. .

    Full description at Econpapers || Download paper

  8. THE IMPLICATIONS OF HOUSING FOR THE DESIGN OF WEALTH TAXES. (2022). Rotberg, Shahar.
    In: International Economic Review.
    RePEc:wly:iecrev:v:63:y:2022:i:1:p:125-159.

    Full description at Econpapers || Download paper

  9. The macroeconomics of carry trade gone wrong: Corporate and consumer losses in Emerging Europe. (2022). van Wijnbergen, Sweder ; Jakucionyte, Egle.
    In: Economics of Transition and Institutional Change.
    RePEc:wly:ectrin:v:30:y:2022:i:4:p:773-812.

    Full description at Econpapers || Download paper

  10. Housing tax expenditures and financial intermediation. (2022). Rouillard, Jeanfranois ; Ghiaie, Hamed.
    In: Canadian Journal of Economics/Revue canadienne d'économique.
    RePEc:wly:canjec:v:55:y:2022:i:2:p:937-970.

    Full description at Econpapers || Download paper

  11. Reducing Strategic Forbearance under the CARES Act: an Experimental Approach Utilizing Recourse Attestation. (2022). Seiler, Michaelj ; Harrison, David M ; Anderson, Jackson T.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:65:y:2022:i:2:d:10.1007_s11146-021-09842-4.

    Full description at Econpapers || Download paper

  12. Multiple Credit Constraints and Time-Varying Macroeconomic Dynamics. (2022). Ingholt, Marcus Molbak.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:143:y:2022:i:c:s0165188922002081.

    Full description at Econpapers || Download paper

  13. A multi-asset, agent-based approach applied to DeFi lending protocol modelling. (2022). Pinna, Daniele ; Chaudhary, Amit.
    In: Papers.
    RePEc:arx:papers:2211.08870.

    Full description at Econpapers || Download paper

  14. .

    Full description at Econpapers || Download paper

  15. Cost-effective mortgage modification program to reduce mortgage defaults. (2021). Kim, Jiseob ; Lim, Taejun.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:96:y:2021:i:c:p:220-241.

    Full description at Econpapers || Download paper

  16. Income inequality, mortgage debt and house prices. (2021). Kosem, Sevim.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0921.

    Full description at Econpapers || Download paper

  17. How Unsecured Credit Policies Influence Mortgage and Unsecured Loan Defaults. (2020). Kim, Jiseob.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:52:y:2020:i:5:p:1271-1304.

    Full description at Econpapers || Download paper

  18. Credit Supply Driven Boom-Bust Cycles. (2020). arslan, yavuz ; Kuruscu, Burhan ; Guler, Bulent.
    In: Working Papers.
    RePEc:tor:tecipa:tecipa-664.

    Full description at Econpapers || Download paper

  19. The macroeconomics of carry trade gone wrong: corporate and consumer losses in emerging Europe. (2020). van Wijnbergen, Sweder ; Jakucionyte, Egle.
    In: Bank of Lithuania Working Paper Series.
    RePEc:lie:wpaper:89.

    Full description at Econpapers || Download paper

  20. Accounting for Changes in House Prices and Rent in Korea, 2001–2016. (2020). Song, Joon ; Park, Choonsung ; Hong, Jay H.
    In: Korean Economic Review.
    RePEc:kea:keappr:ker-20200101-36-1-09.

    Full description at Econpapers || Download paper

  21. Real Estate Taxes and Home Value: Winners and Losers of TCJA. (2020). Yu, Edison ; li, wenli.
    In: Working Papers.
    RePEc:fip:fedpwp:87706.

    Full description at Econpapers || Download paper

  22. Macroeconomic effects of the mortgage refinance and the home equity lines of credit. (2020). Kim, Jiseob.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:121:y:2020:i:c:s0165188920301895.

    Full description at Econpapers || Download paper

  23. Should I default on my mortgage even if I can pay? Experimental evidence. (2020). Barreda-Tarrazona, Iván ; Pavan, Marina.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:110:y:2020:i:c:s0165188919301320.

    Full description at Econpapers || Download paper

  24. Credit supply driven boom-bust cycles. (2020). Kuruscu, Burhan ; Guler, Bulent ; Arslan, Yavuz.
    In: BIS Working Papers.
    RePEc:bis:biswps:885.

    Full description at Econpapers || Download paper

  25. How Do Foreclosures Exacerbate Housing Downturns?. (2019). Guren, Adam ; McQuade, Timothy J.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:26216.

    Full description at Econpapers || Download paper

  26. Crises in the Housing Market: Causes, Consequences, and Policy Lessons. (2019). Hedlund, Aaron ; Garriga, Carlos.
    In: Working Papers.
    RePEc:fip:fedlwp:2019-033.

    Full description at Econpapers || Download paper

  27. Alternative trading strategies to beat “buy-and-hold”. (2019). Kevin, Ka Kwan.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:534:y:2019:i:c:s0378437119304108.

    Full description at Econpapers || Download paper

  28. How foreclosure delays impact mortgage defaults and mortgage modifications. (2019). Kim, Jiseob.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:59:y:2019:i:c:p:18-37.

    Full description at Econpapers || Download paper

  29. Heterogeneous spillovers of housing credit policy. (2019). Pidkuyko, Myroslav.
    In: Working Papers.
    RePEc:bde:wpaper:1940.

    Full description at Econpapers || Download paper

  30. Mortgage Default during the U.S. Mortgage Crisis. (2018). Schelkle, Thomas.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:50:y:2018:i:6:p:1101-1137.

    Full description at Econpapers || Download paper

  31. The Housing Crisis, Foreclosures, and Local Tax Revenues. (2018). Alm, James ; Leguizamon, Sebastian J.
    In: Working Papers.
    RePEc:tul:wpaper:1803.

    Full description at Econpapers || Download paper

  32. Housing Taxation and Financial Intermediation. (2018). Rouillard, Jean-François ; Ghiaie, Hamed.
    In: Cahiers de recherche.
    RePEc:shr:wpaper:18-01.

    Full description at Econpapers || Download paper

  33. A Theory of Credit Scoring and the Competitive Pricing of Default Risk. (2018). Ríos-Rull, José-Víctor ; Corbae, P. Dean ; Chatterjee, Satyajit ; Dempsey, Kyle ; Rios-Rull, Jose-Victor.
    In: 2018 Meeting Papers.
    RePEc:red:sed018:550.

    Full description at Econpapers || Download paper

  34. Housing Prices and Consumer Spending: The Bank Balance Sheet Channel. (2018). Paixao, Nuno.
    In: 2018 Meeting Papers.
    RePEc:red:sed018:1017.

    Full description at Econpapers || Download paper

  35. Equity Extraction and Mortgage Default. (2018). Laufer, Steven.
    In: Review of Economic Dynamics.
    RePEc:red:issued:15-201.

    Full description at Econpapers || Download paper

  36. Macro Aspects of Housing. (2018). Yiu, Joe Cho ; Ka, Charles.
    In: MPRA Paper.
    RePEc:pra:mprapa:93512.

    Full description at Econpapers || Download paper

  37. Reducing residential mortgage default: Should policy act before or after home purchases?. (2018). Dorfman, Jeffrey ; Wu, Yifei.
    In: PLOS ONE.
    RePEc:plo:pone00:0200476.

    Full description at Econpapers || Download paper

  38. Risk Assessment of Housing Market Segments: The Lender’s Perspective. (2018). Wilhelmsson, Mats ; Zhao, Jianyu.
    In: JRFM.
    RePEc:gam:jjrfmx:v:11:y:2018:i:4:p:69-:d:178391.

    Full description at Econpapers || Download paper

  39. Macro Aspects of Housing. (2018). Ng, Joe Cho Yiu ; Leung, Charles.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:340.

    Full description at Econpapers || Download paper

  40. Macroeconomic policies and housing market in Taiwan. (2018). Chu, Shiou-Yen.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:58:y:2018:i:c:p:404-421.

    Full description at Econpapers || Download paper

  41. Mortgage recourse provisions and housing prices. (2018). Reed, Robert R ; Ume, Ejindu S ; Larue, Amanda.
    In: Regional Science and Urban Economics.
    RePEc:eee:regeco:v:73:y:2018:i:c:p:99-111.

    Full description at Econpapers || Download paper

  42. The housing crisis, foreclosures, and local tax revenues. (2018). Alm, James ; Leguizamon, Sebastian J.
    In: Regional Science and Urban Economics.
    RePEc:eee:regeco:v:70:y:2018:i:c:p:300-311.

    Full description at Econpapers || Download paper

  43. Macroeconomic and distributional effects of mortgage guarantee programs for the poor. (2018). Kim, Jiseob ; Wang, Yicheng.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:87:y:2018:i:c:p:124-151.

    Full description at Econpapers || Download paper

  44. Macro Aspects of Housing. (2018). Ng, Joe Cho Yiu ; Leung, Charles ; Yiu, Joe Cho.
    In: ISER Discussion Paper.
    RePEc:dpr:wpaper:1030.

    Full description at Econpapers || Download paper

  45. Capital injection to banks versus debt relief to households. (2017). Yoo, Jin Hyuk.
    In: IMFS Working Paper Series.
    RePEc:zbw:imfswp:111.

    Full description at Econpapers || Download paper

  46. Liquidity Constraints in the U.S. Housing Market. (2017). Midrigan, Virgiliu ; Gorea, Denis.
    In: 2017 Meeting Papers.
    RePEc:red:sed017:802.

    Full description at Econpapers || Download paper

  47. Distributional Implications of Government Guarantees in Mortgage Markets. (2017). Gete, Pedro ; Zecchetto, Franco .
    In: MPRA Paper.
    RePEc:pra:mprapa:80643.

    Full description at Econpapers || Download paper

  48. Liquidity Constraints in the U.S. Housing Market. (2017). Midrigan, Virgiliu ; Gorea, Denis.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:23345.

    Full description at Econpapers || Download paper

  49. The production function for housing: evidence from France. (2017). Gobillon, Laurent ; Duranton, Gilles ; Combes, Pierre-Philippe.
    In: Working Papers.
    RePEc:ieb:wpaper:doc2017-07.

    Full description at Econpapers || Download paper

  50. Two Extensive Margins of Credit and Loan‐to‐Value Policies. (2016). Gete, Pedro ; Reher, Michael.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:48:y:2016:i:7:p:1397-1438.

    Full description at Econpapers || Download paper

  51. A Quantitative Model of Too Big to Fail, House Prices, and the Financial Crisis. (2016). Kahn, James ; Acikgoz, Omer.
    In: MPRA Paper.
    RePEc:pra:mprapa:71831.

    Full description at Econpapers || Download paper

  52. The Production Function for Housing: Evidence from France. (2016). Gobillon, Laurent ; Duranton, Gilles ; Combes, Pierre-Philippe.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp10373.

    Full description at Econpapers || Download paper

  53. The Production Function for Housing: Evidence from France. (2016). Gobillon, Laurent ; Duranton, Gilles ; Combes, Pierre-Philippe.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-01412393.

    Full description at Econpapers || Download paper

  54. The Production Function for Housing: Evidence from France. (2016). Gobillon, Laurent ; Combes, Pierre-Philippe ; Duranton, Gilles.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-01400852.

    Full description at Econpapers || Download paper

  55. The Production Function for Housing: Evidence from France. (2016). Gobillon, Laurent ; Duranton, Gilles ; Combes, Pierre-Philippe.
    In: Working Papers.
    RePEc:gat:wpaper:1637.

    Full description at Econpapers || Download paper

  56. The dynamics of subprime adjustable-rate mortgage default: a structural estimation. (2016). Fang, Hanming ; Kim, You Suk ; Li, Wenli.
    In: Working Papers.
    RePEc:fip:fedpwp:16-2.

    Full description at Econpapers || Download paper

  57. Housings Role in the Slow Recovery. (2016). Eyigungor, Burcu.
    In: Economic Insights.
    RePEc:fip:fedpei:00004.

    Full description at Econpapers || Download paper

  58. Financial Frictions, Asset Prices, and the Great Recession. (2016). Ríos-Rull, José-Víctor ; Huo, Zhen.
    In: Staff Report.
    RePEc:fip:fedmsr:526.

    Full description at Econpapers || Download paper

  59. Mortgages and Monetary Policy. (2016). Sustek, Roman ; Kydland, Finn ; Garriga, Carlos.
    In: Working Papers.
    RePEc:fip:fedlwp:2015-033.

    Full description at Econpapers || Download paper

  60. Illiquidity and its discontents: Trading delays and foreclosures in the housing market. (2016). Hedlund, Aaron.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:83:y:2016:i:c:p:1-13.

    Full description at Econpapers || Download paper

  61. The Production Function for Housing: Evidence from France. (2016). Gobillon, Laurent ; Duranton, Gilles ; Combes, Pierre-Philippe.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11669.

    Full description at Econpapers || Download paper

  62. Financial Frictions, Asset Prices, and the Great Recession. (2016). Huo, Zhen ; Rios-Rull, Jose-Victor.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11544.

    Full description at Econpapers || Download paper

  63. Macroeconomic Effects of Bankruptcy and Foreclosure Policies. (2016). Mitman, Kurt.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11043.

    Full description at Econpapers || Download paper

  64. Failure to Launch: Housing, Debt Overhang, and the Inflation Option During the Great Recession. (2015). Hedlund, Aaron.
    In: Working Papers.
    RePEc:umc:wpaper:1515.

    Full description at Econpapers || Download paper

  65. Mortgages and Monetary Policy. (2015). Sustek, Roman ; Garriga, Carlos ; Kydland, Finn.
    In: 2015 Meeting Papers.
    RePEc:red:sed015:500.

    Full description at Econpapers || Download paper

  66. Mortgages and Monetary Policy. (2015). Sustek, Roman ; Kydland, Finn ; Garriga, Carlos.
    In: Working Papers.
    RePEc:qmw:qmwecw:wp751.

    Full description at Econpapers || Download paper

  67. The Dynamics of Adjustable-Rate Subprime Mortgage Default: A Structural Estimation. (2015). Fang, Hanming ; Li, Wenli ; Kim, You Suk.
    In: PIER Working Paper Archive.
    RePEc:pen:papers:15-041.

    Full description at Econpapers || Download paper

  68. The Dynamics of Adjustable-Rate Subprime Mortgage Default: A Structural Estimation. (2015). li, wenli ; Fang, Hanming ; Kim, You Suk.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:21810.

    Full description at Econpapers || Download paper

  69. Cant Pay or Wont Pay? Unemployment, Negative Equity, and Strategic Default. (2015). Ohanian, Lee ; Gerardi, Kristopher ; Willen, Paul S ; Herkenhoff, Kyle F.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:21630.

    Full description at Econpapers || Download paper

  70. The Impact of Foreclosure Delay on U.S. Employment. (2015). Ohanian, Lee ; Herkenhoff, Kyle F.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:21532.

    Full description at Econpapers || Download paper

  71. The Dynamics of Adjustable-Rate Subprime Mortgage Default: A Structural Estimation. (2015). li, wenli ; Fang, Hanming ; Kim, You Suk.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2015-114.

    Full description at Econpapers || Download paper

  72. Cant pay or wont pay?: unemployment, negative equity, and strategic default. (2015). Ohanian, Lee ; Gerardi, Kristopher ; Willen, Paul S ; Herkenhoff, Kyle F.
    In: Working Papers.
    RePEc:fip:fedbwp:15-13.

    Full description at Econpapers || Download paper

  73. Mortgage defaults. (2015). Sanchez, Juan ; Martinez, Leonardo ; Hatchondo, Juan Carlos .
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:76:y:2015:i:c:p:173-190.

    Full description at Econpapers || Download paper

  74. Household’s optimal mortgage and unsecured loan default decision. (2015). Kim, Jiseob.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:45:y:2015:i:c:p:222-244.

    Full description at Econpapers || Download paper

  75. Macroeconomic Effects of Bankruptcy and Foreclosure Policies. (2012). Mitman, Kurt.
    In: 2012 Meeting Papers.
    RePEc:red:sed012:563.

    Full description at Econpapers || Download paper

  76. How Do Foreclosures Exacerbate Housing Downturns?. (2000). Guren, Adam ; McQuade, Timothy J.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2018-007.

    Full description at Econpapers || Download paper

  77. Real Estate Taxes and Home Value: Evidence from TCJA. (). Yu, Edison ; li, wenli.
    In: Review of Economic Dynamics.
    RePEc:red:issued:20-215.

    Full description at Econpapers || Download paper

  78. Can Income Differences Explain the Racial Wealth Gap: A Quantitative Analysis. (). Neumuller, Seth ; Ashman, Hero.
    In: Review of Economic Dynamics.
    RePEc:red:issued:18-559.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. A. Diaz, M. Luengo-Prado, The wealth distribution with durable goods, International Economic Review, 51 (1) (2010), pp. 143-170

  2. A. Pennington-Cross, The value of foreclosed property, Journal of Real Estate Research, 28 (2) (2006), pp. 193-214

  3. B.W. Ambrose, R.J. Buttimer, C.A. Capone, Pricing mortgage default and foreclosure delay, Journal of Money, Credit, and Banking, 29 (3) (1997), pp. 314-325

  4. Barlevy, G., Fisher, J.D., 2011. Mortgage choices and housing speculation. Unpublished.
    Paper not yet in RePEc: Add citation now
  5. C. Arellano, N. Kocherlakota, Internal debt crisis and sovereign defaults, Journal of Monetary Economics, 68 (Supplement, December) (2014), pp. S68-S80

  6. D. Corbae, E. Quintin, Leverage and the foreclosure crisis, Journal of Political Economy, 123 (1) (2015), pp. 1-65

  7. D. McFadden, Conditional logit analysis of qualitative choice behavior, In: P. Zarembka (Ed.), Frontiers in Econometrics, Academic Press, New York (1974), pp. 105-142
    Paper not yet in RePEc: Add citation now
  8. E. Boz, E.G. Mendoza, Financial innovation, the discovery of risk, and the U.S. credit crisis, Journal of Monetary Economics, 62 (1) (2014), pp. 1-22

  9. F. Ortalo-Magne, S. Rady, Housing market dynamics: on the contribution of income shocks and credit constraints, Review of Economic Studies, 73 (2006), pp. 469-485

  10. Favilukis, J., Ludvigson, S.C., Nieuwerburgh, S.V., 2013. The macroeconomic effects of housing wealth, housing finance, and limited risk-sharing in general equilibrium. Unpublished.
    Paper not yet in RePEc: Add citation now
  11. Garriga, C., Schlagenhauf, D.E., 2009. Home equity, foreclosures and bail-outs. Unpublished.
    Paper not yet in RePEc: Add citation now
  12. Guler, B., 2014. Innovations in information technology and the mortgage market. Unpublished.

  13. Investment Company Institute, US retirement market, 2009, Research Fundamentals, 19 (3) (2010), pp. 1-40
    Paper not yet in RePEc: Add citation now
  14. J. Gruber, R. Martin, Precautionary savings and the wealth distribution with illiquid durables, International Finance Discussion Paper 773 Board of Governors of the Federal Reserve System (2003)
    Paper not yet in RePEc: Add citation now
  15. J. McNulty, The long-run demand for housing, the housing glut and implications for the financial crisis, Business Economics, 44 (4) (2009), pp. 206-215

  16. J. Poterba, T. Sinai, Tax expenditures for owner-occupied housing: deductions for property taxes and mortgage interest and the exclusion of imputed rental income, The American Economic Review: Papers and Proceedings, 98 (2) (2008), pp. 84-89

  17. J.-V. Rios-Rull, V. Sanchez-Marcos, An aggregate economy with different size houses, Journal of the European Economic Association, 6 (2008), pp. 705-714

  18. J.C. Hatchondo, L. Martinez, Long duration bonds and sovereign defaults, Journal of International Economics, 79 (1) (2009), pp. 117-125

  19. J.D. Shilling, C. Sirmans, J. Dombrow, Measuring depreciation in single-family rental and owner-occupied housing, Journal of Housing Economics, 1 (1991), pp. 368-383
    Paper not yet in RePEc: Add citation now
  20. J.D. Shilling, J.D. Benjamin, C. Sirmans, Estimating net realizable value for distressed real estate, Journal of Real Estate Research, 5 (1) (1990), pp. 129-140

  21. K. Jeske, D. Krueger, K. Mitman, Housing, mortgage bailout guarantees and the macro economy, Journal of Monetary Economics, 60 (2013), pp. 917-935

  22. K. Storesletten, C. Telmer, A. Yaron, Consumption and risk sharing over the life cycle, Journal of Monetary Economics, 59 (3) (2004), pp. 609-633

  23. K. Storesletten, C. Telmer, A. Yaron, Cyclical dynamics in idiosyncratic labor market risk, Journal of Political Economy, 112 (3) (2004), pp. 695-717

  24. K.E. Train, Discrete Choice Methods with Simulation, (second ed)Cambridge University Press, Cambridge, UK (2009)

  25. Luzzetti, M.N., Neumuller, S., 2014. Bankruptcy reform and the housing crisis. Unpublished.
    Paper not yet in RePEc: Add citation now
  26. M. Davis, J. Heathcote, Housing and the business cycle, International Economic Review, 46 (3) (2005), pp. 751-784

  27. M. Gervais, Housing taxation and capital accumulation, Journal of Monetary Economics, 49 (2002), pp. 1461-1489

  28. M. Iacoviello, M. Pavan, Housing and debt over the life cycle and over the business cycle, Journal of Monetary Economics, 60 (2013), pp. 221-238

  29. M. Nakajima, Optimal capital income taxation with housing, FRB Philadelphia Working Paper 10-11 (2010)

  30. M.S. Chambers, C. Garriga, D.E. Schlagenhauf, Accounting for changes in homeownership rate, International Economic Review, 50 (3) (2009), pp. 677-726

  31. M.S. Chambers, C. Garriga, D.E. Schlagenhauf, Loan structure and housing tenure decisions in an equilibrium model of mortgage choice, Review of Economic Dynamics, 12 (3) (2009), pp. 444-468

  32. N. Kiyotaki, A. Michaelides, K. Nikolov, Winners and losers in housing markets, Journal of Money, Credit, and Banking, 43 (2-3) (2011), pp. 255-296

  33. O.J. Blanchard, M.W. Watson, Bubbles, rational expectations and financial markets, In: P. Wachtel (Ed.), Crisis in the Economic and Financial Structure, Lexington Books, Lexington, MA (1982), pp. 295-315

  34. R. Elul, N.S. Souleles, S. Chomsisengphet, D. Glennon, R. Hunt, What "triggers" mortgage default?, The American Economic Review, 100 (2) (2010), pp. 490-494

  35. R. Ibbotson, P. Chen, Long-run stock returns: participating in the real economy, Financial Analysts Journal, 59 (1) (2003), pp. 88-98

  36. R.E. Hall, The high sensitivity of economic activity to financial frictions, The Economic Journal, 121 (May) (2011), pp. 351-378

  37. S. Chatterjee, B. Eyigungor, Maturity, indebtedness and default risk, The American Economic Review, 102 (6) (2012), pp. 2674-2699

  38. S. Chatterjee, D. Corbae, M. Nakajima, J.-V. Rios-Rull, A quantitative theory of unsecured consumer credit with risk of default, Econometrica, 75 (6) (2007), pp. 1525-1589

  39. S. Zhu, R.K. Pace, Influence of foreclosure delays on borrower's default behavior, E.J. Ourso College of Business Administration, Louisiana State University (2011)
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Boosting Taxes for Boasting about Houses? Status Concerns in the Housing Market. (2019). Trimborn, Timo ; Schünemann, Johannes ; Schunemann, Johannes.
    In: Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy.
    RePEc:zbw:vfsc19:203577.

    Full description at Econpapers || Download paper

  2. Mortgage Debt and Social Externalities. (2019). Badarinza, Cristian.
    In: Review of Economic Dynamics.
    RePEc:red:issued:18-225.

    Full description at Econpapers || Download paper

  3. Housing Prices and Credit Constraints in Competitive Search. (2019). Rincón-Zapatero, Juan Pablo ; Jerez, Belén ; Díaz, Antonia ; Diaz, Antonia ; Rincon-Zapatero, Juan Pablo.
    In: UC3M Working papers. Economics.
    RePEc:cte:werepe:28874.

    Full description at Econpapers || Download paper

  4. Boosting taxes for boasting about houses? Status concerns in the housing market. (2018). Trimborn, Timo ; Schünemann, Johannes ; Schunemann, Johannes.
    In: Center for European, Governance and Economic Development Research Discussion Papers.
    RePEc:zbw:cegedp:344.

    Full description at Econpapers || Download paper

  5. Borrowing constraints and housing market liquidity. (2018). Määttänen, Niku ; Eerola, Essi.
    In: Review of Economic Dynamics.
    RePEc:red:issued:15-259.

    Full description at Econpapers || Download paper

  6. International interest rates, the current account and housing markets. (2018). Franjo, Luis.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:75:y:2018:i:c:p:268-280.

    Full description at Econpapers || Download paper

  7. Distributional Implications of Government Guarantees in Mortgage Markets. (2017). Gete, Pedro ; Zecchetto, Franco .
    In: MPRA Paper.
    RePEc:pra:mprapa:80643.

    Full description at Econpapers || Download paper

  8. Illiquidity and its discontents: Trading delays and foreclosures in the housing market. (2016). Hedlund, Aaron.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:83:y:2016:i:c:p:1-13.

    Full description at Econpapers || Download paper

  9. Capital goods, measured TFP and growth: The case of Spain. (2016). Franjo, Luis ; Díaz, Antonia ; Diaz, Antonia .
    In: European Economic Review.
    RePEc:eee:eecrev:v:83:y:2016:i:c:p:19-39.

    Full description at Econpapers || Download paper

  10. A Quantitative Analysis of the US Housing and Mortgage Markets and the Foreclosure Crisis. (2015). Eyigungor, Burcu ; Chatterjee, Satyajit.
    In: Review of Economic Dynamics.
    RePEc:red:issued:13-166.

    Full description at Econpapers || Download paper

  11. Innovations in Information Technology and the Mortgage Market. (2015). Guler, Bulent.
    In: Review of Economic Dynamics.
    RePEc:red:issued:13-129.

    Full description at Econpapers || Download paper

  12. Comprehensive Wealth of Immigrants and Natives. (2015). Schmidt, Lucie ; Love, David .
    In: Working Papers.
    RePEc:mrr:papers:wp328.

    Full description at Econpapers || Download paper

  13. Relationships between the finance system and housing markets. (2015). Lis, Piotr.
    In: Working papers.
    RePEc:fes:wpaper:wpaper99.

    Full description at Econpapers || Download paper

  14. Housing, Finance, and the Macroeconomy. (2015). Davis, Morris A ; van Nieuwerburgh, Stijn.
    In: Handbook of Regional and Urban Economics.
    RePEc:eee:regchp:5-753.

    Full description at Econpapers || Download paper

  15. Welfare effects of rent control — A comparison of redistributive policies. (2015). Schmidt, Torsten ; Micheli, Martin.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:48:y:2015:i:c:p:237-247.

    Full description at Econpapers || Download paper

  16. Illiquidity and its Discontents: Trading Delays and Foreclosures in the Housing Market. (2014). Hedlund, Aaron.
    In: Working Papers.
    RePEc:umc:wpaper:1417.

    Full description at Econpapers || Download paper

  17. Homeownership, Informality and the Transmission of Monetary Policy. (2014). Uras, Burak ; Elgin, Ceyhun.
    In: Discussion Paper.
    RePEc:tiu:tiucen:8e4ba433-9a16-4e06-8227-caae0856f78e.

    Full description at Econpapers || Download paper

  18. The Interaction between Job Search and Housing Decisions. (2014). Rendon, Silvio ; Quella, Nria .
    In: 2014 Meeting Papers.
    RePEc:red:sed014:1222.

    Full description at Econpapers || Download paper

  19. Housing, Finance and the Macroeconomy. (2014). Van Nieuwerburgh, Stijn ; Davis, Morris.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20287.

    Full description at Econpapers || Download paper

  20. Consumption Dynamics During Recessions. (2014). Vavra, Joseph ; Berger, David.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20175.

    Full description at Econpapers || Download paper

  21. Homeownership, informality and the transmission of monetary policy. (2014). Uras, Burak ; Elgin, Ceyhun.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:49:y:2014:i:c:p:160-168.

    Full description at Econpapers || Download paper

  22. Capital goods, measured TFP and growth : the case of Spain. (2014). Franjo, Luis ; Díaz, Antonia ; Diaz, Antonia .
    In: UC3M Working papers. Economics.
    RePEc:cte:werepe:we1422.

    Full description at Econpapers || Download paper

  23. Capital goods, measured TFP and growth: The case of Spain. (2014). Franjo, Luis ; Díaz, Antonia ; Diaz, Antonia .
    In: Working Papers.
    RePEc:cif:wpaper:201401.

    Full description at Econpapers || Download paper

  24. Homeownership, Informality and the Transmission of Monetary Policy. (2014). Uras, Burak ; Elgin, Ceyhun.
    In: Working Papers.
    RePEc:bou:wpaper:2014/09.

    Full description at Econpapers || Download paper

  25. Moving to a job: The role of home equity, debt, and access to credit. (2013). Sorensen, Bent ; Hryshko, Dmytro ; Demyanyk, Yuliya ; Maria Jose Luengo Luengo-Prado, .
    In: Working Papers (Old Series).
    RePEc:fip:fedcwp:1305.

    Full description at Econpapers || Download paper

  26. Housing and debt over the life cycle and over the business cycle. (2013). Pavan, Marina ; Iacoviello, Matteo.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:60:y:2013:i:2:p:221-238.

    Full description at Econpapers || Download paper

  27. Skill-biased technological change and homeownership. (2013). Carceles-Poveda, Eva ; Atesagaoglu, Orhan ; Anagnostopoulos, Alexis.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:37:y:2013:i:12:p:3012-3033.

    Full description at Econpapers || Download paper

  28. Housing and Saving with Finance Imperfection. (2013). Qiu, Zhesheng ; Li, Fangxing ; Chen, Yanbin.
    In: Annals of Economics and Finance.
    RePEc:cuf:journl:y:2013:v:14:i:1:chen:li:qiu.

    Full description at Econpapers || Download paper

  29. TIME, INCOME AND WEALTH DISTRIBUTION AMONG HETEROGENEOUS HOUSEHOLDS IN A TWO-SECTOR MODEL WITH SECTOR-SPECIFIC EXTERNALITIES: A SYNTHESIS OF THE ARROW-DEBREU EQUILIBRIUM THEORY AND SOLOW-UZAWA GROWTH . (2013). Zhang, Wei-Bin ; Wei-Bin, Zhang .
    In: Studies in Business and Economics.
    RePEc:blg:journl:v:8:y:2013:i:3:p:103-124.

    Full description at Econpapers || Download paper

  30. Skill-Biased Technological Change and Homeownership. (2012). Carceles-Poveda, Eva ; Atesagaoglu, Orhan ; Anagnostopoulos, Alexis.
    In: Department of Economics Working Papers.
    RePEc:nys:sunysb:12-09.

    Full description at Econpapers || Download paper

  31. Housing market and current account imbalances in the international economy. (2012). Punzi, Maria Teresa.
    In: Research Discussion Papers.
    RePEc:bof:bofrdp:2012_001.

    Full description at Econpapers || Download paper

  32. Winners and Losers in Housing Markets. (2011). Nikolov, Kalin ; Michaelides, Alexander ; Kiyotaki, Nobuhiro.
    In: Journal of Money, Credit and Banking.
    RePEc:mcb:jmoncb:v:43:y:2011:i::p:255-296.

    Full description at Econpapers || Download paper

  33. A quantitative analysis of the U.S. housing and mortgage markets and the foreclosure crisis. (2011). Eyigungor, Burcu ; Chatterjee, Satyajit.
    In: Working Papers.
    RePEc:fip:fedpwp:11-26.

    Full description at Econpapers || Download paper

  34. Home equity withdrawal in retirement. (2011). Telyukova, Irina ; Nakajima, Makoto.
    In: Working Papers.
    RePEc:fip:fedpwp:11-15.

    Full description at Econpapers || Download paper

  35. CONSUMPTION AND SAVING OVER THE LIFE CYCLE: HOW IMPORTANT ARE CONSUMER DURABLES?. (2011). Krueger, Dirk ; Fernandez-Villaverde, Jesus.
    In: Macroeconomic Dynamics.
    RePEc:cup:macdyn:v:15:y:2011:i:05:p:725-770_00.

    Full description at Econpapers || Download paper

  36. House Prices and Risk Sharing. (2010). Sorensen, Bent ; Luengo-Prado, Maria ; Hryshko, Dmytro.
    In: Working Papers.
    RePEc:ris:albaec:2010_016.

    Full description at Econpapers || Download paper

  37. Firm leverage, household leverage and the business cycle. (2010). Solomon, Bernard Daniel.
    In: MPRA Paper.
    RePEc:pra:mprapa:26504.

    Full description at Econpapers || Download paper

  38. A Dynamic Model of Housing Demand: Estimation and Policy Implications. (2010). Miller, Daniel ; Krueger, Dirk ; Chan, Phoebe ; Bajari, Patrick.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15955.

    Full description at Econpapers || Download paper

  39. House prices and risk sharing. (2010). Sorensen, Bent ; Luengo-Prado, Maria ; Hryshko, Dmytro.
    In: Working Papers.
    RePEc:imd:wpaper:wp2010-17.

    Full description at Econpapers || Download paper

  40. The method of endogenous gridpoints with occasionally binding constraints among endogenous variables. (2010). Koeniger, Winfried ; Hintermaier, Thomas.
    In: Post-Print.
    RePEc:hal:journl:hal-00732758.

    Full description at Econpapers || Download paper

  41. Optimal capital income taxation with housing. (2010). Nakajima, Makoto.
    In: Working Papers.
    RePEc:fip:fedpwp:10-11.

    Full description at Econpapers || Download paper

  42. Household wealth accumulation and portfolio choices in Korea. (2010). Cho, Sang-Wook.
    In: Journal of Housing Economics.
    RePEc:eee:jhouse:v:19:y:2010:i:1:p:13-25.

    Full description at Econpapers || Download paper

  43. The method of endogenous gridpoints with occasionally binding constraints among endogenous variables. (2010). Koeniger, Winfried ; Hintermaier, Thomas.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:34:y:2010:i:10:p:2074-2088.

    Full description at Econpapers || Download paper

  44. Winners and Losers in House Markets. (2010). Nikolov, Kalin ; Michaelides, Alexander ; Kiyotaki, Nobuhiro.
    In: Working Papers.
    RePEc:cyb:wpaper:2010-5.

    Full description at Econpapers || Download paper

  45. A Dynamic Model of Housing Demand: Estimation and Policy Implications. (2010). Miller, Daniel ; Krueger, Dirk ; Chan, Phoebe ; Bajari, Patrick.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7911.

    Full description at Econpapers || Download paper

  46. House Prices and Risk Sharing. (2010). Sorensen, Bent ; Luengo-Prado, Maria ; Hryshko, Dmytro.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7894.

    Full description at Econpapers || Download paper

  47. Run-up in the House Price-Rent Ratio: How Much Can Be Explained by Fundamentals?. (2010). Verbrugge, Randal ; Sullivan, Paul ; Sommer, Kamila.
    In: Working Papers.
    RePEc:bls:wpaper:ec100090.

    Full description at Econpapers || Download paper

  48. Housing, portfolio choice and the macroeconomy. (2007). Silos, Pedro.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:31:y:2007:i:8:p:2774-2801.

    Full description at Econpapers || Download paper

  49. Durables, nondurables, down payments and consumption excesses. (2006). Luengo-Prado, Maria.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:53:y:2006:i:7:p:1509-1539.

    Full description at Econpapers || Download paper

  50. Housing Market and Current Account Imbalances in the International Economy. (). Punzi, Maria Teresa.
    In: Discussion Papers.
    RePEc:not:notcfc:12/09.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-02-19 11:30:47 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.