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Aggregate Shocks and the Volatility of House Prices

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  • V. Sanchez-Marcos
  • J.V.Rios-Rull

    ()
    (Economics Universidad de Cantabria)

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File URL: http://repec.org/sed2005/up.25096.1107184495.pdf
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Bibliographic Info

Paper provided by Society for Economic Dynamics in its series 2005 Meeting Papers with number 648.

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Date of creation: 2005
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Handle: RePEc:red:sed005:648

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Postal: Society for Economic Dynamics Christian Zimmermann Economic Research Federal Reserve Bank of St. Louis PO Box 442 St. Louis MO 63166-0442 USA
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Web page: http://www.EconomicDynamics.org/society.htm
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Related research

Keywords: housing prices; frictions; aggregate shocks;

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Cited by:
  1. Kalin Nikolov & Alex Michaelides & Nobuhiro Kiyotaki, 2007. "From Shirtsleeves to Shirtsleeves in a Long Lifetime," 2007 Meeting Papers 357, Society for Economic Dynamics.
  2. Satyajit Chatterjee & Burcu Eyigungor, 2011. "A Quantitative Analysis of the US Housing and Mortgage Markets and the Mortgage Crisis," 2011 Meeting Papers 1109, Society for Economic Dynamics.
  3. Nobuhiro Kiyotaki & Alexander Michaelides & Kalin Nikolov, 2010. "Winners and Losers in House Markets," Working Papers 2010-5, Central Bank of Cyprus.
  4. Nobuhiro Kiyotaki & Alexander Michaelides & Kalin Nikolov, 2011. "Winners and Losers in Housing Markets," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43, pages 255-296, 03.

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