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Regional Economic Stability and Mortgage Default Risk in the Netherlands

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  • Piet M.A. Eichholtz
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    Abstract

    This paper investigates the relationship between regional economic diversification and stability, and residential mortgage default risk in the Netherlands. To describe and measure regional economic diversity and stability, methods from both the regional economics and the industrial economics literature are used. All measures are based on regional employment characteristics. Mortgage default rates were obtained from a database of the population of insured mortgage defaults in the Netherlands from 1983 through 1990. To test the relationship between the measures and mortgage default risk, cross sectional Seemingly Unrelated Regression was used. The paper concludes that the employed measures explain regional mortgage default rates to a significant extent, and that stability measures outperform diversity measures. Copyright American Real Estate and Urban Economics Association.

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    Bibliographic Info

    Article provided by American Real Estate and Urban Economics Association in its journal Real Estate Economics.

    Volume (Year): 23 (1995)
    Issue (Month): 4 ()
    Pages: 421-439

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    Handle: RePEc:bla:reesec:v:23:y:1995:i:4:p:421-439

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    Cited by:
    1. Luis Diaz-Serrano, 2005. "Income Volatility and Residential Mortgage Delinquency: Evidence from 12 EU countries," Economics, Finance and Accounting Department Working Paper Series n1530205, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth.
    2. Decreuse, Bruno & van Ypersele, Tanguy, 2011. "Housing market regulation and the social demand for job protection," Journal of Public Economics, Elsevier, vol. 95(11), pages 1397-1409.
    3. Yiuman Tse & Emily Norman Zietz & Gaylon Greer, 1998. "Anticipating Change in Development Activity Levels," Journal of Real Estate Research, American Real Estate Society, vol. 16(2), pages 159-168.
    4. Diaz-Serrano, Luis, 2005. "Income volatility and residential mortgage delinquency across the EU," Journal of Housing Economics, Elsevier, vol. 14(3), pages 153-177, September.
    5. Diaz-Serrano, Luis, 2004. "Income Volatility and Residential Mortgage Delinquency: Evidence from 12 EU Countries," IZA Discussion Papers 1396, Institute for the Study of Labor (IZA).

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