Modelling the distribution of mortgage debt
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- Jiri Gregor & Hana Hejlova, 2020. "The household stress test," Occasional Publications - Chapters in Edited Volumes,, Czech National Bank, Research and Statistics Department.
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More about this item
Keywords
Mortgage market; housing market; macroprudential policy; loan‑level data; flow model; stock model;All these keywords.
JEL classification:
- D04 - Microeconomics - - General - - - Microeconomic Policy: Formulation; Implementation; Evaluation
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- R20 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - Household Analysis - - - General
- R21 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - Household Analysis - - - Housing Demand
- R31 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - Real Estate Markets, Spatial Production Analysis, and Firm Location - - - Housing Supply and Markets
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2019-08-12 (Banking)
- NEP-URE-2019-08-12 (Urban and Real Estate Economics)
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