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The Thrift Crisis, Mortgage-Credit Intermediation, and Housing Activity

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Author Info
Bradley, Michael G
Gabriel, Stuart A
Wohar, Mark E

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Abstract

This paper evaluates the influence of periodic disruptions in the thrift industry on mortgage credit intermediation and housing activity. Results of the analysis indicate that disruptions in the thrift industry during the early 1980s imposed real costs on the economy by reducing the amount of mortgage credit intermediation. Estimation findings indicate a sizable mortgage interest rate premium stemming from the loss in thrift intermediation services during the early 1980s. Those higher mortgage rates served to dampen housing demand, in turn exacerbating the cyclical decline. In contrast, empirical findings for the post-recession period of the 1980s indicates a severing of the link between mortgage interest rates and thrift provision of mortgage credit. Copyright 1995 by Ohio State University Press.

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Publisher Info
Article provided by Blackwell Publishing in its journal Journal of Money, Credit and Banking.

Volume (Year): 27 (1995)
Issue (Month): 2 (May)
Pages: 476-97
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Handle: RePEc:mcb:jmoncb:v:27:y:1995:i:2:p:476-97

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Web page: http://www.blackwellpublishing.com/journal.asp?ref=0022-2879

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  1. Paul Bennett & Richard Peach & Stavros Peristiani, 1997. "Structural change in the mortgage market and the propensity to refinance," Research Paper 9736, Federal Reserve Bank of New York. [Downloadable!]
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  2. Jonathan McCarthy & Richard W. Peach, 2002. "Monetary policy transmission to residential investment," Economic Policy Review, Federal Reserve Bank of New York, issue May, pages 139-158. [Downloadable!]
  3. Alejandro Justiniano & Northwestern University, 2006. "The Time Varying Volatility of Macroeconomic Fluctuations," Computing in Economics and Finance 2006 219, Society for Computational Economics. [Downloadable!]
  4. Alejandro Justiniano & Giorgio E. Primiceri, 2006. "The Time Varying Volatility of Macroeconomic Fluctuations," NBER Working Papers 12022, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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