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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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  • Dawkins, Mark C., 2002. "Simultaneity bias in mortgage lending: A test of simultaneous equations models on bank-specific data," Journal of Banking & Finance, Elsevier, vol. 26(8), pages 1593-1613, August.
    • Handle: RePEc:eee:jbfina:v:26:y:2002:i:8:p:1593-1613
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    1. Kelly, Austin, 1995. "Racial and Ethnic Disparities in Mortgage Prepayment," Journal of Housing Economics, Elsevier, vol. 4(4), pages 350-372, December.
    2. Michael H. Schill & Susan M. Wachter, "undated". "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.
    3. Susan Wachter, 1997. "Discrimination in Financial Services: What Do We Know?," Journal of Financial Services Research, Springer;Western Finance Association, vol. 11(1), pages 205-208, February.
    4. Robert B. Avery & Patricia E. Beeson & Mark S. Sniderman, 1993. "Lender consistency in housing credit markets," Working Papers (Old Series) 9309, Federal Reserve Bank of Cleveland.
    5. 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.
    6. Geoffrey M. B. Tootell, 1993. "Defaults, denials, and discrimination in mortgage lending," New England Economic Review, Federal Reserve Bank of Boston, issue Sep, pages 45-51.
    7. 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.
    8. 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.
    9. Andrew Holmes & Paul Horvitz, 1997. "Lending Discrimination Claims And The Issue Of Redlining: Analysis Of Lending Patterns For An Individual Institution," Journal of Forensic Economics, National Association of Forensic Economics, vol. 10(1), pages 51-63, December.
    10. Copley, Pa & Gaver, Jj & Gaver, Km, 1995. "Simultaneous Estimation Of The Supply-And-Demand Of Differentiated Audits - Evidence From The Municipal Audit Market," Journal of Accounting Research, Wiley Blackwell, vol. 33(1), pages 137-155.
    11. Gaver, Jennifer J & Gaver, Kenneth M, 1995. "Simultaneous Estimation of the Demand and Supply of Differentiated Audits," Review of Quantitative Finance and Accounting, Springer, vol. 5(1), pages 55-70, March.
    12. Robert B. Avery & Patricia E. Beeson & Mark S. Sniderman, 1994. "Cross-lender variation in home mortgage lending," Economic Review, Federal Reserve Bank of Cleveland, vol. 30(Q IV), pages 12-29.
    13. 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.
    14. 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.
    15. Robert F. Phillips & Anthony M.J. Yezer, 1996. "Self-Selection and Tests for Bias and Risk in Mortgage Lending: Can You Price the Mortgage If You Don't Know the Process?," Journal of Real Estate Research, American Real Estate Society, vol. 11(1), pages 87-102.
    16. 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.
    17. Eric Rosenblatt, 1997. "A Reconsideration Of Discrimination In Mortgage Underwriting With Data From A National Mortgage Bank," Journal of Financial Services Research, Springer;Western Finance Association, vol. 11(1), pages 109-131, February.
    18. Robert B. Avery & Patricia E. Beeson & Mark S. Sniderman, 1993. "Lender consistency in housing credit markets," Proceedings 417, Federal Reserve Bank of Chicago.
    19. David Horne, 1997. "Mortgage Lending, Race, and Model Specification," Journal of Financial Services Research, Springer;Western Finance Association, vol. 11(1), pages 43-68, February.
    20. 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, June.
    21. Lynn E. Browne & Geoffrey M. B. Tootell, 1995. "Mortgage lending in Boston: a response to the critics," New England Economic Review, Federal Reserve Bank of Boston, issue Sep, pages 53-78.
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    Cited by:

    1. Song Han, 2004. "Discrimination in Lending: Theory and Evidence," The Journal of Real Estate Finance and Economics, Springer, vol. 29(1), pages 5-46, July.
    2. Song Han, 2011. "Creditor Learning and Discrimination in Lending," Journal of Financial Services Research, Springer;Western Finance Association, vol. 40(1), pages 1-27, October.
    3. 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;Western Finance Association, vol. 26(1), pages 29-54, August.
    4. Valentina Dimitrova-Grajzl & Peter Grajzl & A. Joseph Guse & Richard M. Todd & Michael Williams, 2018. "Neighborhood Racial Characteristics, Credit History, and Bankcard Credit in Indian Country," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 60(3), pages 410-441, September.

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