This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

The residential housing market in Iceland: Analysing the effects of the recent mortgage market restructuring

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Lúðvík Elíasson
Þórarinn Gunnar Pétursson
Abstract

In June 2004 the government-backed Housing Financing Fund eased its loan regulations in an attempt to consolidate its position in the domestic credit market. This led to a strong response from the domestic commercial banks which actively entered the mortgage market for the ?rst time. These changes led to a substantial decline in long-term real mortgage rates, increased the access to credit, and allowed homeowners to withdraw equity from their homes without actual transactions. This paper sets up a simple model of housing demand and supply to analyse these e¤ects. The results suggest that the structural change has led to a substantial rise in housing demand, with house prices rising by just under 20% one year after the change. This triggered a similar rise in housing investment roughly two years after the reform. The model predicts that the e¤ects on house prices gradually die out as house prices return to the level that is consistent with normal pro?t margins in the construction sector. The housing stock, however, remains about 5% larger than in the baseline scenario. The e¤ects are even larger when taking account of the second-round e¤ects on the housing market through the e¤ects of increased wealth and easier access to credit on general consumption and overall demand in the economy.

Download Info
To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://www.sedlabanki.is/lisalib/getfile.aspx?itemid=3630
File Format: application/pdf
File Function:
Download Restriction: no

Publisher Info
Paper provided by Department of Economics, Central bank of Iceland in its series Economics with number wp29_ludvikthorar.

Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Length:
Date of creation: Feb 2006
Date of revision:
Handle: RePEc:ice:wpaper:wp29_ludvikthorar

Contact details of provider:
Postal: Kalkofnsvegi 1, 150 Reykjavik
Phone: 569-9600
Fax: 569-9605
Email:
Web page: http://www.sedlabanki.is/
More information through EDIRC

For technical questions regarding this item, or to correct its listing, contact: (Central Bank of Iceland).

Related research
Keywords:

This paper has been announced in the following NEP Reports:

Statistics
Access and download statistics

Did you know? No RePEc service, like IDEAS, charges for the use or the display of bibliographic data.

This page was last updated on 2009-12-17.


This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.