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What drives housing price dynamics: cross-country evidence

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Author Info
Kostas Tsatsaronis
Haibin Zhu
Abstract

House prices generally depend on inflation, the yield curve and bank credit, but national differences in the mortgage markets also matter. House prices are more sensitive to short-term rates where floating rate mortgages are more widely used and more aggressive lending practices are associated with stronger feedback from prices to bank credit.

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Publisher Info
Article provided by Bank for International Settlements in its journal BIS Quarterly Review.

Volume (Year): (2004)
Issue (Month): (March)
Pages:
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Handle: RePEc:bis:bisqtr:0403f

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Related research
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Find related papers by JEL classification:
G12 - Financial Economics - - General Financial Markets - - - Asset Pricing
G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Mortgages
C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models

Cited by:
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  1. 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. [Downloadable!]
    Other versions:
  2. Calza, Alessandro & Monacelli, Tommaso & Stracca, Livio, 2007. "Mortgage Markets, Collateral Constraints, and Monetary Policy: Do Institutional Factors Matter?," CEPR Discussion Papers 6231, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Other versions:
  3. Productivity Commission, 2004. "First Home Ownership," Others 0410007, EconWPA. [Downloadable!]
  4. Christophe Blot, 2006. "Peut-on parler de bulle sur le marché immobilier au Luxembourg ?," BCL working papers cahier_etude_20, Central Bank of Luxembourg. [Downloadable!]
  5. Sergio Clavijo & Michel Janna & Santiago Muñoz, 2004. "LA VIVIENDA EN COLOMBIA: Sus Determinantes Socio-Económicos y Financieros," BORRADORES DE ECONOMIA 003099, BANCO DE LA REPÚBLICA. [Downloadable!]
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This page was last updated on 2008-4-29.


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