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Simultaneity bias in mortgage lending: A test of simultaneous equations models on bank-specific data

  • Dawkins, Mark C.
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    File URL: http://www.sciencedirect.com/science/article/pii/S0378-4266(01)00174-1
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    Article provided by Elsevier in its journal Journal of Banking & Finance.

    Volume (Year): 26 (2002)
    Issue (Month): 8 (August)
    Pages: 1593-1613

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    Handle: RePEc:eee:jbfina:v:26:y:2002:i:8:p:1593-1613
    Contact details of provider: Web page: http://www.elsevier.com/locate/jbf

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    1. William C. Hunter & Mary Beth Walker, 1995. "The cultural affinity hypothesis and mortgage lending decisions," Working Paper Series, Issues in Financial Regulation 95-8, Federal Reserve Bank of Chicago.
    2. Susan Wachter, 1997. "Discrimination in Financial Services: What Do We Know?," Journal of Financial Services Research, Springer;Western Finance Association, vol. 11(1), pages 205-208, February.
    3. Alicia H. Munnell, 1992. "Mortgage lending in Boston: interpreting HMDA data," Working Papers 92-7, Federal Reserve Bank of Boston.
    4. 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.
    5. Mitchell Stengel & Dennis Glennon, 1999. "Evaluating Statistical Models of Mortgage Lending Discrimination: A Bank-Specific Analysis," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 27(2), pages 299-334.
    6. 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.
    7. James A. Berkovec & Glenn B. Canner & Stuart A. Gabriel & Timothy H. Hannan, 1998. "Discrimination, Competition, And Loan Performance In Fha Mortgage Lending," The Review of Economics and Statistics, MIT Press, vol. 80(2), pages 241-250, May.
    8. Robert F. Phillips & Anthony M.J. Yezer, 1996. "Self-Selection and Tests for Bias and Risk in Mortgage Lending: Can You Price the Mortgage If You Don't Know the Process?," Journal of Real Estate Research, American Real Estate Society, vol. 11(1), pages 87-102.
    9. Robert B. Avery & Patricia E. Beeson & Mark S. Sniderman, 1993. "Lender consistency in housing credit markets," Working Paper 9309, Federal Reserve Bank of Cleveland.
    10. Michael LaCour-Little, 1996. "Application of Reverse Regression to Boston Federal Reserve Data Refutes Claims of Discrimination," Journal of Real Estate Research, American Real Estate Society, vol. 11(1), pages 1-12.
    11. Eric Rosenblatt, 1997. "A Reconsideration Of Discrimination In Mortgage Underwriting With Data From A National Mortgage Bank," Journal of Financial Services Research, Springer;Western Finance Association, vol. 11(1), pages 109-131, February.
    12. Kelly, Austin, 1995. "Racial and Ethnic Disparities in Mortgage Prepayment," Journal of Housing Economics, Elsevier, vol. 4(4), pages 350-372, December.
    13. Day, Theodore E & Liebowitz, S J, 1998. "Mortgage Lending to Minorities: Where's the Bias?," Economic Inquiry, Western Economic Association International, vol. 36(1), pages 3-28, January.
    14. David Horne, 1997. "Mortgage Lending, Race, and Model Specification," Journal of Financial Services Research, Springer;Western Finance Association, vol. 11(1), pages 43-68, February.
    15. Robert B. Avery & Patricia E. Beeson & Mark S. Sniderman, 1994. "Cross-lender variation in home mortgage lending," Economic Review, Federal Reserve Bank of Cleveland, issue Q IV, pages 12-29.
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