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Increased real house price volatility signals break from Great Moderation

Author

Listed:
  • Adrienne Mack
  • Enrique Martínez-García

Abstract

The shift toward more volatile real house price growth, unaccompanied by a shift in the volatility of real GDP growth, offers evidence that house price dynamics and real output growth may have diverged beginning around the 2001 recession.

Suggested Citation

  • Adrienne Mack & Enrique Martínez-García, 2012. "Increased real house price volatility signals break from Great Moderation," Economic Letter, Federal Reserve Bank of Dallas, vol. 7(jan).
  • Handle: RePEc:fip:feddel:y:2012:i:jan:n:v.7no.1
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    Keywords

    Gross domestic product;

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