Comments on "The Mortgage Market Meltdown and House Prices"
Author
Abstract
Suggested Citation
DOI: 10.2202/1935-1682.2237
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- 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.
- John Y. Campbell, Robert J. Shiller, 1988.
"The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors,"
Review of Financial Studies, Society for Financial Studies, vol. 1(3), pages 195-228.
- John Y. Campbell & Robert J. Shiller, 1986. "The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors," NBER Working Papers 2100, National Bureau of Economic Research, Inc.
- Robert J. Shiller & John Y. Campbell, 1986. "The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors," Cowles Foundation Discussion Papers 812, Cowles Foundation for Research in Economics, Yale University.
- Monika Piazzesi & Martin Schneider, 2007. "Inflation Illusion, Credit, and Asset Pricing," NBER Working Papers 12957, National Bureau of Economic Research, Inc.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Gwangheon Hong & Bong Lee, 2013. "Does Inflation Illusion Explain the Relation between REITs and Inflation?," The Journal of Real Estate Finance and Economics, Springer, vol. 47(1), pages 123-151, July.
- Campbell, Gareth, 2010. "Cross-Section of a ‘Bubble’: Stock Prices and Dividends during the British Railway Mania," MPRA Paper 21821, University Library of Munich, Germany.
- Matteo Iacoviello & Stefano Neri, 2010.
"Housing Market Spillovers: Evidence from an Estimated DSGE Model,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 2(2), pages 125-164, April.
- Matteo Iacoviello & Stefano Neri, 2007. "Housing Market Spillovers: Evidence from an Estimated DSGE Model," Boston College Working Papers in Economics 659, Boston College Department of Economics, revised 23 Oct 2009.
- Matteo Iacoviello & Stefano Neri, 2008. "Housing market spillovers : evidence from an estimated DSGE model," Working Paper Research 145, National Bank of Belgium.
- Matteo Iacoviello & Stefano Neri, 2008. "Housing market spillovers: Evidence from an estimated DSGE model," Temi di discussione (Economic working papers) 659, Bank of Italy, Economic Research and International Relations Area.
- Sousa, Ricardo M., 2010.
"Consumption, (dis)aggregate wealth, and asset returns,"
Journal of Empirical Finance, Elsevier, vol. 17(4), pages 606-622, September.
- Ricardo M. Sousa, 2005. "Consumption, (Dis) Aggregate Wealth and Asset Returns," NIPE Working Papers 9/2005, NIPE - Universidade do Minho.
- Ricardo M. Sousa, 2006. "Consumption, (Dis)Aggregate Wealth and Asset Returns," Computing in Economics and Finance 2006 212, Society for Computational Economics.
- Campbell, Sean D. & Davis, Morris A. & Gallin, Joshua & Martin, Robert F., 2009. "What moves housing markets: A variance decomposition of the rent-price ratio," Journal of Urban Economics, Elsevier, vol. 66(2), pages 90-102, September.
- Joseph Fairchild & Jun Ma & Shu Wu, 2015. "Understanding Housing Market Volatility," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(7), pages 1309-1337, October.
- Hayunga, Darren K. & Holowczak, Richard D. & Lung, Peter P. & Nishikawa, Takeshi, 2012. "Derivatives traders’ reaction to mispricing in the underlying equity," Journal of Banking & Finance, Elsevier, vol. 36(9), pages 2438-2454.
- Engsted, Tom & Pedersen, Thomas Q., 2015.
"Predicting returns and rent growth in the housing market using the rent-price ratio: Evidence from the OECD countries,"
Journal of International Money and Finance, Elsevier, vol. 53(C), pages 257-275.
- Tom Engsted & Thomas Q. Pedersen, 2012. "Predicting returns and rent growth in the housing market using the rent-to-price ratio: Evidence from the OECD countries," CREATES Research Papers 2012-58, Department of Economics and Business Economics, Aarhus University.
- Schmeling, Maik & Schrimpf, Andreas, 2011.
"Expected inflation, expected stock returns, and money illusion: What can we learn from survey expectations?,"
European Economic Review, Elsevier, vol. 55(5), pages 702-719, June.
- Maik Schmeling & Andreas Schrimpf, 2008. "Expected Inflation, Expected Stock Returns, and Money Illusion: What can we learn from Survey Expectations?," SFB 649 Discussion Papers SFB649DP2008-036, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Bretscher, Lorenzo & Julliard, Christian & Rosa, Carlo, 2016.
"Human capital and international portfolio diversification: A reappraisal,"
Journal of International Economics, Elsevier, vol. 99(S1), pages 78-96.
- Lorenzo Bretscher & Christian Julliard & Carlo Rosa, 2016. "Human Capital and International Portfolio Diversification: A Reappraisal," NBER Chapters, in: NBER International Seminar on Macroeconomics 2015, National Bureau of Economic Research, Inc.
- Bretscher, Lorenzo & Julliard, Christian & Rosa, Carlo, 2015. "Human capital and international portfolio diversification: a reappraisal," LSE Research Online Documents on Economics 119454, London School of Economics and Political Science, LSE Library.
- Bretscher, Lorenzo & Julliard, Christian & Rosa, Carlo, 2016. "Human capital and international portfolio diversification: a reappraisal," LSE Research Online Documents on Economics 64835, London School of Economics and Political Science, LSE Library.
- Bretscher, Lorenzo & Julliard, Christian & Rosa, Carlo, 2015. "Human capital and international portfolio diversification: a reappraisal," LSE Research Online Documents on Economics 65091, London School of Economics and Political Science, LSE Library.
- Mesly, Olivier & Chkir, Imed & Racicot, François-Éric, 2019.
"Predatory cells and puzzling financial crises: Are toxic products good for the financial markets?,"
Economic Modelling, Elsevier, vol. 78(C), pages 11-31.
- Olivier Mesly & Imed Chkir & François-Éric Racicot, 2018. "Predatory cells and puzzling financial crises: Are toxic products good for the financial markets?," Post-Print hal-01924972, HAL.
- Tom Engsted & Thomas Q. Pedersen, 2016. "The predictive power of dividend yields for future infl?ation: Money illusion or rational causes?," CREATES Research Papers 2016-11, Department of Economics and Business Economics, Aarhus University.
- Dieckelmann, Daniel & Hempell, Hannah S. & Jarmulska, Barbara & Lang, Jan Hannes & Rusnák, Marek, 2023. "House prices and ultra-low interest rates: exploring the non-linear nexus," Working Paper Series 2789, European Central Bank.
- William Hardin & Xiaoquan Jiang & Zhonghua Wu, 2012. "REIT Stock Prices with Inflation Hedging and Illusion," The Journal of Real Estate Finance and Economics, Springer, vol. 45(1), pages 262-287, June.
- Hiebert, Paul & Sydow, Matthias, 2011. "What drives returns to euro area housing? Evidence from a dynamic dividend–discount model," Journal of Urban Economics, Elsevier, vol. 70(2), pages 88-98.
- Rambaccussing, Dooruj, 2015.
"Modelling Housing Prices using a Present Value State Space Model,"
SIRE Discussion Papers
2015-32, Scottish Institute for Research in Economics (SIRE).
- Rambaccussing, Dooruj, 2015. "Modelling Housing Prices using a Present Value State Space Model," SIRE Discussion Papers 2015-80, Scottish Institute for Research in Economics (SIRE).
- Dooruj Rambaccussing, 2015. "Modelling Housing Prices using a Present Value State Space Model," Dundee Discussion Papers in Economics 285, Economic Studies, University of Dundee.
- Tom Engsted & Thomas Q. Pedersen, 2018. "Disappearing money illusion," CREATES Research Papers 2018-24, Department of Economics and Business Economics, Aarhus University.
- Carl Chen & Peter Lung & F. Wang, 2013. "Where are the sources of stock market mispricing and excess volatility?," Review of Quantitative Finance and Accounting, Springer, vol. 41(4), pages 631-650, November.
- Rambaccussing, Dooruj, 2015. "Modelling Housing Prices using a Present Value State Space Model," 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon TN 2015-80, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Jianjun Miao & Danyang Xie, "undated". "Monetary Policy and Economic Growth under Money Illusion," Boston University - Department of Economics - Working Papers Series wp2007-045, Boston University - Department of Economics.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bpj:bejeap:v:9:y:2009:i:3:p:1-3:n:12. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Peter Golla (email available below). General contact details of provider: https://www.degruyter.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.