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Inflation, the Stock Market, and Owner-Occupied Housing

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Author Info
Lawrence H. Summers

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Abstract

This paper suggests that to a large extent. the increases in the value of housing and decreases in the value of corporate capital may have a common explanation, the inter- action of inflation and a nonindexed tax system. The acceleration of inflation has sharply increased the effective rate of taxation of corporate capital income, while reducing the effective taxation of owner- occupied housing. These changes have been capitalized in the form of changing asset prices. In the long run, they will lead to significant changes in the size and composition of the capital stock. The first section of the paper describes in more detail the nonneutralities caused by inflation. A simple model showing how inflation and taxation interact to determine asset prices is presented in the second section. The third section presents some crude empirical tests suggesting that increases in the expected rate of inflation may account for a significant part of the asset price changes which have been observed. A final section concludes the paper by commenting on some implications of the results.

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Paper provided by National Bureau of Economic Research, Inc in its series NBER Working Papers with number 0606.

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Date of creation: Aug 1981
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Handle: RePEc:nbr:nberwo:0606

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  1. Raymond Y.C. Tse, C.W. Ho, S. Ganesan, 1999. "Matching housing supply and demand: an empirical study of Hong Kong's market," Construction Management & Economics, Taylor and Francis Journals, vol. 17(5), pages 625-633, September. [Downloadable!] (restricted)
  2. Eric M. Engen & William G. Gale & John Karl Scholz, 1996. "The Effects of Tax-Based Saving Incentives On Saving and Wealth," NBER Working Papers 5759, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  3. Roger Craine, 1983. "The baby boom, the housing market and the stock market," Economic Review, Federal Reserve Bank of San Francisco, issue Spr, pages 6-11. [Downloadable!]
  4. James Berkovec & Don Fullerton, 1989. "The General Equilibrium Effects of Inflation on Housing Consumption and Investment," NBER Working Papers 2826, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  5. Eric M. Engen & William G. Gale, 2000. "The Effects of 401(k) Plans on Household Wealth: Differences Across Earnings Groups," NBER Working Papers 8032, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  6. Marjorie Flavin & Takashi Yamashita, 1998. "Owner-Occupied Housing and the Composition of the Household Portfolio Over the Life-Cycle," NBER Working Papers 6389, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  7. Todd Sinai & Nicholas S. Souleles, 2005. "Owner-occupied housing as a hedge against rent risk," Working Papers 05-10, Federal Reserve Bank of Philadelphia. [Downloadable!]
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  8. Marjorie Flavin & Takashi Yamashita, 1998. "Owner-Occupied Housing and the Composition of the Household Portfolio over the Life Cycle," University of California at San Diego, Economics Working Paper Series 98-02, Department of Economics, UC San Diego. [Downloadable!]
  9. Engen, Eric M & Gale, William G & Scholz, John Karl, 1996. "The Illusory Effects of Saving Incentives on Saving," Journal of Economic Perspectives, American Economic Association, vol. 10(4), pages 113-38, Fall. [Downloadable!] (restricted)
  10. James Berkovec & Don Fullerton, 1993. "A General Equilibrium Model of Housing, Taxes, and Portfolio Choice," NBER Working Papers 3505, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  11. Marjorie Flavin & Takashi Yamashita, 1998. "Owner-Occupied Housing and the Composition of the Household Portfolio over the Life Cycle," University of California at San Diego, Economics Working Paper Series 1998-02, Department of Economics, UC San Diego. [Downloadable!]
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