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Statistical Evidence of Mortgage Redlining? A Cautionary Tale

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Author Info
Fred J. Phillips-Patrick (Office of Thrift Supervision 1700 G Street, NW Washington, D.C. 20552)
Clifford V. Rossi (Office of Thrift Supervision 1700 G Street, NW Washington, D.C. 20552)
Abstract

Statistical analyses of mortgage redlining at the neighborhood level have fueled the debate over the existence of racial redlining in mortgage lending, both "proving" and "disproving" that redlining exists, depending upon the type of model used. In this paper, we compare results of different statistical models using data for the Washington, DC metropolitan area to determine their usefulness in providing statistical evidence on this issue. After demonstrating the sensitivity of single-equation models to specification error, we estimate a simultaneous equations model of mortgage credit flows. This model makes it possible to analyze differences in the supply and demand for mortgage credit by the racial composition of the community. We conclude that most, if not all, statistical evidence of racial redlining based on aggregate loan data is at best inconclusive, and more likely, misleading.

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File URL: http://aux.zicklin.baruch.cuny.edu/jrer/papers/pdf/past/vol11n01/v11p013.pdf
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Publisher Info
Article provided by American Real Estate Society in its journal Journal of Real Estate Research.

Volume (Year): 11 (1996)
Issue (Month): 1 ()
Pages: 13-24
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Handle: RePEc:jre:issued:v:11:n:1:1996:p:13-24

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L85 - Industrial Organization - - Industry Studies: Services - - - Real Estate Services

References listed on IDEAS
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  1. 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.
  2. 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.
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  3. Alicia H. Munnell, 1992. "Mortgage lending in Boston: interpreting HMDA data," Working Papers 92-7, Federal Reserve Bank of Boston. [Downloadable!]
    Other versions:
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