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Simultaneity bias in mortgage lending: A test of simultaneous equations models on bank-specific data

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  • Dawkins, Mark C.
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    File URL: http://www.sciencedirect.com/science/article/B6VCY-46951MX-2/2/2319599876b6f9edc6a4a02ba35ce168
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    Bibliographic Info

    Article provided by Elsevier in its journal Journal of Banking & Finance.

    Volume (Year): 26 (2002)
    Issue (Month): 8 (August)
    Pages: 1593-1613

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    Handle: RePEc:eee:jbfina:v:26:y:2002:i:8:p:1593-1613

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    Web page: http://www.elsevier.com/locate/jbf

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    References

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    1. Susan Wachter, 1997. "Discrimination in Financial Services: What Do We Know?," Journal of Financial Services Research, Springer, vol. 11(1), pages 205-208, February.
    2. Michael LaCour-Little, 1996. "Application of Reverse Regression to Boston Federal Reserve Data Refutes Claims of Discrimination," Journal of Real Estate Research, American Real Estate Society, vol. 11(1), pages 1-12.
    3. Mitchell Stengel & Dennis Glennon, 1999. "Evaluating Statistical Models of Mortgage Lending Discrimination: A Bank-Specific Analysis," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 27(2), pages 299-334.
    4. Yezer, Anthony M J & Phillips, Robert F & Trost, Robert P, 1994. "Bias in Estimates of Discrimination and Default in Mortgage Lending: The Effects of Simultaneity and Self-Selection," The Journal of Real Estate Finance and Economics, Springer, vol. 9(3), pages 197-215, November.
    5. Munnell, Alicia H. & Geoffrey M. B. Tootell & Lynn E. Browne & James McEneaney, 1996. "Mortgage Lending in Boston: Interpreting HMDA Data," American Economic Review, American Economic Association, vol. 86(1), pages 25-53, March.
    6. Day, Theodore E & Liebowitz, S J, 1998. "Mortgage Lending to Minorities: Where's the Bias?," Economic Inquiry, Western Economic Association International, vol. 36(1), pages 3-28, January.
    7. Robert B. Avery & Patricia E. Beeson & Mark S. Sniderman, 1994. "Cross-lender variation in home mortgage lending," Economic Review, Federal Reserve Bank of Cleveland, issue Q IV, pages 12-29.
    8. Eric Rosenblatt, 1997. "A Reconsideration Of Discrimination In Mortgage Underwriting With Data From A National Mortgage Bank," Journal of Financial Services Research, Springer, vol. 11(1), pages 109-131, February.
    9. Kelly, Austin, 1995. "Racial and Ethnic Disparities in Mortgage Prepayment," Journal of Housing Economics, Elsevier, vol. 4(4), pages 350-372, December.
    10. James A. Berkovec & Glenn B. Canner & Stuart A. Gabriel & Timothy H. Hannan, 1998. "Discrimination, Competition, And Loan Performance In Fha Mortgage Lending," The Review of Economics and Statistics, MIT Press, vol. 80(2), pages 241-250, May.
    11. Michael H. Schill & Susan M. Wachter, . "A Tale of Two Cities: Racial and Ethnic Geographic Disparities in Home Mortgage Lending in Boston and Philadelphia," Rodney L. White Center for Financial Research Working Papers 16-93, Wharton School Rodney L. White Center for Financial Research.
    12. Robert B. Avery & Patricia E. Beeson & Mark S. Sniderman, 1993. "Lender consistency in housing credit markets," Working Paper 9309, Federal Reserve Bank of Cleveland.
    13. Hunter, William C & Walker, Mary Beth, 1996. "The Cultural Affinity Hypothesis and Mortgage Lending Decisions," The Journal of Real Estate Finance and Economics, Springer, vol. 13(1), pages 57-70, July.
    14. David Horne, 1997. "Mortgage Lending, Race, and Model Specification," Journal of Financial Services Research, Springer, vol. 11(1), pages 43-68, February.
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    Cited by:
    1. Song Han, 2011. "Creditor Learning and Discrimination in Lending," Journal of Financial Services Research, Springer, vol. 40(1), pages 1-27, October.
    2. Ken Cyree & Keith Harvey & Michael Melton, 2004. "Bank Lending to Native American Applicants: An Investigation of Mortgage Flows and Government Guarantee Programs on Native American Lands," Journal of Financial Services Research, Springer, vol. 26(1), pages 29-54, August.

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