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Citations for "Prices and Trading Volume in the Housing Market: A Model with Down-Payment Effects"

by Stein, Jeremy C

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  1. Jomadar, Dinesh, 2009. "Litigations, Damages And Solutions In Residential Mortgage-Backed Securities," MPRA Paper 29253, University Library of Munich, Germany, revised 30 Jun 2009.
  2. Sewin Chan, 1995. "Residential Mobility and Mortgages," NBER Working Papers 5181, National Bureau of Economic Research, Inc.
  3. Malcolm Baker & Jeremy C. Stein, 2002. "Market Liquidity as a Sentiment Indicator," Harvard Institute of Economic Research Working Papers 1977, Harvard - Institute of Economic Research.
  4. S. Wong & C. Yiu & K. Chau, 2013. "Trading Volume-Induced Spatial Autocorrelation in Real Estate Prices," The Journal of Real Estate Finance and Economics, Springer, vol. 46(4), pages 596-608, May.
  5. repec:tcd:tcduee:tep051 is not listed on IDEAS
  6. Dufrénot, G. & Malik, S., 2010. "The changing role of house price dynamics over the business cycle," Working papers 309, Banque de France.
  7. Anglin, Paul & Rutherford, Ronald & Springer, Thomas, 2001. "The Trade-off Between the Selling Price of Residential Properties and Time -on-the-Market: The impact of the Price Setting," ERES eres2001_105, European Real Estate Society (ERES).
  8. Spiegel, Matthew, 1999. "Housing Return and Construction Cycles," Research Program in Finance, Working Paper Series qt8647j8gq, Research Program in Finance, Institute for Business and Economic Research, UC Berkeley.
  9. Leonardo Hernández & Klaus Schmidt-Hebbel, 2001. "Banking, financial integration, and international crises : an overview," Working Papers Central Bank of Chile 100, Central Bank of Chile.
  10. Arslan, Yavuz & Akkoyun, H. Cagri & Kanik, Birol, 2011. "Housing prices and transaction volume," MPRA Paper 37343, University Library of Munich, Germany, revised 01 Mar 2012.
  11. Anglin, Paul M., 2004. "How long does it take to buy one house and sell another?," Journal of Housing Economics, Elsevier, vol. 13(2), pages 87-100, June.
  12. Arce, Oscar & López-Salido, J David, 2006. "House Prices, Rents and Interest Rates Under Collateral Constraints," CEPR Discussion Papers 5689, C.E.P.R. Discussion Papers.
  13. Dilip Mookherjee & Ulf von Lilienfeld-Toal, 2011. "How Did the US Housing Slump Begin? The Role of the 2005 Bankruptcy Reform," Boston University - Department of Economics - Working Papers Series WP2011-033, Boston University - Department of Economics.
  14. Oikarinen, Elias, 2008. "Interaction between Housing Prices and Household Borrowing in Finland," Discussion Papers 1145, The Research Institute of the Finnish Economy.
  15. Chris Downing & Richard Stanton & Nancy Wallace, 2003. "An empirical test of a two-factor mortgage valuation model: how much do house prices matter?," Finance and Economics Discussion Series 2003-42, Board of Governors of the Federal Reserve System (U.S.).
  16. Ailinca, Alina Georgeta & Milea, Camelia & Iordache, Floarea, 2012. "Theoretical And Practical Aspects Regarding The Exchange Rate And The Equilibrium Exchange Rate In Romania," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 16(3), pages 112-125.
  17. Jonathan Halket & Michael Amior, 2012. "Do Households Use Homeownership To Insure Themselves? Evidence Across U.S. Cities," Economics Discussion Papers 718, University of Essex, Department of Economics.
  18. Markus K. Brunnermeier & Christian Julliard, 2008. "Money Illusion and Housing Frenzies," Review of Financial Studies, Society for Financial Studies, vol. 21(1), pages 135-180, January.
  19. Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard, 2010. "Unit Roots and Structural Change: An Application to US House-Price Indices," Working papers 2010-04, University of Connecticut, Department of Economics, revised Dec 2010.
  20. Hanna Augustyniak & Joanna Waszczuk & Krzysztof Olszewski & Jacek Łaszek, 2013. "To rent or to buy – analysis of housing tenure choice determined by housing policy," National Bank of Poland Working Papers 164, National Bank of Poland, Economic Institute.
  21. Setzer, Ralph & van den Noord, Paul & Wolff, Guntram B., 2011. "Heterogeneity in money holdings across euro area countries: The role of housing," European Journal of Political Economy, Elsevier, vol. 27(4), pages 764-780.
  22. Markus Haavio and Heikki Kauppi, 2001. "Housing Markets, Liquidity Constraints and Labor Mobility," Computing in Economics and Finance 2001 186, Society for Computational Economics.
  23. Shing-Yi Wang, 2011. "State Misallocation and Housing Prices: Theory and Evidence from China," American Economic Review, American Economic Association, vol. 101(5), pages 2081-2107, August.
  24. Chen, Jie, 2006. "Re-evaluating the association between housing wealth and aggregate consumption: New evidence from Sweden," Journal of Housing Economics, Elsevier, vol. 15(4), pages 321-348, December.
  25. Krainer, John, 2001. "A Theory of Liquidity in Residential Real Estate Markets," Journal of Urban Economics, Elsevier, vol. 49(1), pages 32-53, January.
  26. Óscar Arce & David López-Salido, 2011. "Housing Bubbles," American Economic Journal: Macroeconomics, American Economic Association, vol. 3(1), pages 212-41, January.
  27. Jan Rouwendal & Mark van Duijn, 2013. "Diverging house prices," ERSA conference papers ersa13p822, European Regional Science Association.
  28. Case, Karl E. & Mayer, Christopher J., 1996. "Housing price dynamics within a metropolitan area," Regional Science and Urban Economics, Elsevier, vol. 26(3-4), pages 387-407, June.
  29. Su Han Chan & Fang Fang & Jing Yang, 2008. "Presales, Financing Constraints and Developers?Production Decisions," Journal of Real Estate Research, American Real Estate Society, vol. 30(3), pages 345-376.
  30. Fernando Ferreira & Joseph Gyourko & Joseph Tracy, 2011. "Housing Busts and Household Mobility: An Update," NBER Working Papers 17405, National Bureau of Economic Research, Inc.
  31. Einiö, Mikko & Kaustia, Markku & Puttonen, Vesa, 2008. "Price setting and the reluctance to realize losses in apartment markets," Journal of Economic Psychology, Elsevier, vol. 29(1), pages 19-34, February.
  32. Hong, Harrison & Kubik, Jeffrey D. & Fishman, Tal, 2012. "Do arbitrageurs amplify economic shocks?," Journal of Financial Economics, Elsevier, vol. 103(3), pages 454-470.
  33. Andersson, Fredrik & Mayock, Tom, 2014. "How does home equity affect mobility?," Journal of Urban Economics, Elsevier, vol. 84(C), pages 23-39.
  34. Matteo Iacoviello & Raoul Minetti, 2002. "The Credit Channel of Monetary Policy: Evidence from the Housing Market," Boston College Working Papers in Economics 541, Boston College Department of Economics, revised 29 Aug 2003.
  35. Leung, Tin Cheuk & Tsang, Kwok Ping, 2013. "Anchoring and loss aversion in the housing market: Implications on price dynamics," China Economic Review, Elsevier, vol. 24(C), pages 42-54.
  36. Oikarinen, Elias, 2009. "Household borrowing and metropolitan housing price dynamics - Empirical evidence from Helsinki," Journal of Housing Economics, Elsevier, vol. 18(2), pages 126-139, June.
  37. L. Rachel Ngai & Silvana Tenreyro, 2009. "Hot and Cold Seasons in the Housing Market," CEP Discussion Papers dp0922, Centre for Economic Performance, LSE.
  38. Ren, Yu & Xiong, Cong & Yuan, Yufei, 2012. "House price bubbles in China," China Economic Review, Elsevier, vol. 23(4), pages 786-800.
  39. David Ling & Gianluca Marcato & Pat McAllister, 2009. "Dynamics of Asset Prices and Transaction Activity in Illiquid Markets: the Case of Private Commercial Real Estate," The Journal of Real Estate Finance and Economics, Springer, vol. 39(3), pages 359-383, October.
  40. Hallberg, Daniel & Johansson, Per, 2002. "Turnover and Price in the Housing Market: Causation, Association or Independence?," Working Paper Series 2002:12, Uppsala University, Department of Economics.
  41. Andrew Caplin & John Leahy, 2011. "Trading Frictions and House Price Dynamics," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43, pages 283-303, October.
  42. Charles Ka Yui Leung & Dandan Feng, 2004. "Testing Alternative Theories of Property Price-Trading Volume with Commercial Real Estate Market Data," Discussion Papers 00003, Chinese University of Hong Kong, Department of Economics.
  43. David Genesove & Christopher Mayer, 2001. "Loss Aversion and Seller Behavior: Evidence from the Housing Market," NBER Working Papers 8143, National Bureau of Economic Research, Inc.
  44. Matthew Spiegel, 1999. "Housing Return And Construction Cycles," Yale School of Management Working Papers ysm114, Yale School of Management, revised 01 Mar 2001.
  45. Fran�ois Ortalo-Magné & Sven Rady, 2006. "Housing Market Dynamics: On the Contribution of Income Shocks and Credit Constraints ," Review of Economic Studies, Oxford University Press, vol. 73(2), pages 459-485.
  46. Charles Himmelberg & Christopher Mayer & Todd Sinai, 2005. "Assessing High House Prices: Bubbles, Fundamentals and Misperceptions," Journal of Economic Perspectives, American Economic Association, vol. 19(4), pages 67-92, Fall.
  47. Ceron, Jose A. & Suarez, Javier, 2006. "Hot and Cold Housing Markets: International Evidence," CEPR Discussion Papers 5411, C.E.P.R. Discussion Papers.
  48. Elul, Ronel, 2008. "Collateral, credit history, and the financial decelerator," Journal of Financial Intermediation, Elsevier, vol. 17(1), pages 63-88, January.
  49. Robert Edelstein & Wenlan Qian, 2014. "Short-Term Buyers and Housing Market Dynamics," The Journal of Real Estate Finance and Economics, Springer, vol. 49(4), pages 654-689, November.
  50. Catarina Figueira & John Glen & Joseph Nellis, 2005. "A Dynamic Analysis of Mortgage Arrears in the UK Housing Market," Urban/Regional 0509006, EconWPA.
  51. Leung, Charles Ka Yui & Zhang, Jun, 2011. "“Fire Sales” in housing market: is the house-searching process similar to a theme park visit?," MPRA Paper 29127, University Library of Munich, Germany.
  52. Genesove, D. & Mayer, C.J., 1994. "Equity and Time to Sale in the Real Estate Market," Working papers 94-02, Massachusetts Institute of Technology (MIT), Department of Economics.
  53. Li Gan & Qinghua Zhang, 2013. "Market Thickness and the Impact of Unemployment on Housing Market Outcomes," NBER Working Papers 19564, National Bureau of Economic Research, Inc.
  54. Owen Lamont & Jeremy C. Stein, 1997. "Leverage and House-Price Dynamics in U.S. Cities," NBER Working Papers 5961, National Bureau of Economic Research, Inc.
  55. Gupta, Manish, 2012. "What factors affect hedging incentives of housing demand?," ERES eres2012_118, European Real Estate Society (ERES).
  56. Fernando Ferreira & Joseph Gyourko & Joseph Tracy, 2008. "Housing busts and household mobility," Staff Reports 350, Federal Reserve Bank of New York.
  57. Miki Seko & Kazuto Sumita & Michio Naoi, 2012. "Residential Mobility Decisions in Japan: Effects of Housing Equity Constraints and Income Shocks under the Recourse Loan System," The Journal of Real Estate Finance and Economics, Springer, vol. 45(1), pages 63-87, June.
  58. Andrei Shleifer ad Robert W. Vishny, 1995. "The Limits of Arbitrage," Harvard Institute of Economic Research Working Papers 1725, Harvard - Institute of Economic Research.
  59. Charles Ka Yui Leung, 2004. "Macroeconomics and Housing: A Review of the Literature," Discussion Papers 00004, Chinese University of Hong Kong, Department of Economics.
  60. Philip Arestis & Ana Rosa Gonzalez, 2013. "Endogenous Bank Credit and Its Link to Housing in OECD Countries," Economics Working Paper Archive wp_750, Levy Economics Institute.
  61. Penasse, J.N.G. & Renneboog, L.D.R., 2014. "Bubbles and Trading Frenzies : Evidence from the Art Market," Discussion Paper 2014-068, Tilburg University, Tilburg Law and Economic Center.
  62. Masanori Kashiwagi, 2014. "Sunspots and Self-Fulfilling Beliefs in the U.S. Housing Market," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 17(4), pages 654-676, October.
  63. Wayne Archer & David Ling & Brent C Smith, 2010. "Ownership Duration in the Residential Housing Market: The Influence of Structure, Tenure, Household and Neighborhood Factors," The Journal of Real Estate Finance and Economics, Springer, vol. 40(1), pages 41-61, January.
  64. Roland Füss & Felix Schindler, 2011. "Diversifikationsvorteile verbriefter Immobilienanlagen in einem Mixed‐Asset‐Portfolio," Perspektiven der Wirtschaftspolitik, Verein für Socialpolitik, vol. 12(2), pages 170-191, 05.
  65. Olivier Vigneron, & Xavier Gabaix & Arvind Krishnamurthy, 2004. "Limits of Arbitrage: Theory and Evidence from the Mortgage-Backed Securities Market," Econometric Society 2004 North American Summer Meetings 430, Econometric Society.
  66. Jonathan McCarthy & Richard W. Peach, 2002. "Monetary policy transmission to residential investment," Economic Policy Review, Federal Reserve Bank of New York, issue May, pages 139-158.
  67. Todd Sinai & Nicholas S. Souleles, 2005. "Owner-occupied housing as a hedge against rent risk," Working Papers 05-10, Federal Reserve Bank of Philadelphia.
  68. Edward L. Glaeser & Charles G. Nathanson, 2014. "Housing Bubbles," NBER Working Papers 20426, National Bureau of Economic Research, Inc.
  69. repec:wyi:journl:002167 is not listed on IDEAS
  70. Carin van der Cruijsen & David-Jan Jansen & Maarten van Rooij, 2014. "The rose-colored glasses of homeowners," DNB Working Papers 421, Netherlands Central Bank, Research Department.
  71. Ben S. Bernanke & Mark Gertler, 1995. "Inside the Black Box: The Credit Channel of Monetary Policy Transmission," NBER Working Papers 5146, National Bureau of Economic Research, Inc.
  72. Chan, Sewin, 1996. "Residential mobility and mortgages," Regional Science and Urban Economics, Elsevier, vol. 26(3-4), pages 287-311, June.
  73. Charles Ka Yui Leung & Nan-Kuang Chen, 2005. "Intrinsic Cycles of Land Price: A Simple Model," Discussion Papers 00005, Chinese University of Hong Kong, Department of Economics.
  74. Steven C. BOURASSA & Donald R. HAURIN & Jessica L. HAURIN & Martin HOESLI & Jian SUN, 2005. "House Price Changes and Idiosyncratic Risk: The Impact of Property Characteristics," FAME Research Paper Series rp160, International Center for Financial Asset Management and Engineering.
  75. Jacob L. Vigdor, 2004. "Liquidity Constraints and Housing Prices: Theory and Evidence from the VA Mortgage," NBER Working Papers 10611, National Bureau of Economic Research, Inc.
  76. Paul S. Willen, 2014. "Evaluating Policies to Prevent another Crisis: An Economist's View," NBER Working Papers 20100, National Bureau of Economic Research, Inc.
  77. Coates, Dermot & Lydon, Reamonn & McCarthy, Yvonne, 2015. "House price volatility: The role of different buyer types," Economic Letters 02/EL/15, Central Bank of Ireland.
  78. de Wit, Erik R. & Englund, Peter & Francke, Marc K., 2013. "Price and transaction volume in the Dutch housing market," Regional Science and Urban Economics, Elsevier, vol. 43(2), pages 220-241.
  79. Yong Tu & Seow Ong & Ying Han, 2009. "Turnovers and Housing Price Dynamics: Evidence from Singapore Condominium Market," The Journal of Real Estate Finance and Economics, Springer, vol. 38(3), pages 254-274, April.
  80. Raphael Bergoeing & Felipe Morandé & Raimundo Soto., . "Asset prices in Chile: facts and fads," ILADES-Georgetown University Working Papers inv115, Ilades-Georgetown University, Universidad Alberto Hurtado/School of Economics and Bussines.
  81. Jakob B Madsen, 2011. "A Repayment Model of House Prices," Monash Economics Working Papers 09-11, Monash University, Department of Economics.
  82. Martijn I. Dröes & W.H.J. Hassink, 2009. "Sale price expectations and mortgage commitment: inaccuracy versus price setting behaviour," Working Papers 09-24, Utrecht School of Economics.
  83. Sergey Drobyshevsky & Elena Pikulina, 2011. "Analysis of Potential “Bubble” on Russia’s Real Estate Market," Working Papers 0029, Gaidar Institute for Economic Policy, revised 2012.
  84. Charles K. Y. Leung & Garion C. K. Lau & Youngman C. F. Leong, 2002. "Testing Alternative Theories of the Property Price-Trading Volume Correlation," Journal of Real Estate Research, American Real Estate Society, vol. 23(3), pages 253-264.
  85. Li Gan & Qinghua Zhang, 2006. "The Thick Market Effect on Housing Markets Transactions," NBER Working Papers 12134, National Bureau of Economic Research, Inc.
  86. John Krainer, 1999. "Real estate liquidity," Economic Review, Federal Reserve Bank of San Francisco, pages 14-26.
  87. Sewin Chan, 1998. "Spatial Lock-in: Do Falling House Prices Constrain Residential Mobility?," Departmental Working Papers 199816, Rutgers University, Department of Economics.
  88. Yuval Arbel & Danny Ben-Shahar & Eyal Sulganik, 2009. "Mean Reversion and Momentum: Another Look at the Price-Volume Correlation in the Real Estate Market," The Journal of Real Estate Finance and Economics, Springer, vol. 39(3), pages 316-335, October.
  89. Geetesh Bhardwaj & Rajdeep Sengupta, 2008. "Where's the smoking gun? a study of underwriting standards for US subprime mortgages," Working Papers 2008-036, Federal Reserve Bank of St. Louis.
  90. Genesove, David & Han, Lu, 2010. "Search and Matching in the Housing Market," CEPR Discussion Papers 7777, C.E.P.R. Discussion Papers.
  91. Chan, Sewin & Haughwout, Andrew F. & Tracy, Joseph, 2015. "How mortgage finance affects the urban landscape," Staff Reports 713, Federal Reserve Bank of New York.
  92. Lee, Gabriel S., 1999. "Housing Investment Dynamics, Period of Production, and Adjustment Costs," Journal of Housing Economics, Elsevier, vol. 8(1), pages 1-25, March.
  93. Andrew Benito, 2006. "How does the down-payment constraint affect the UK housing market?," Bank of England working papers 294, Bank of England.
  94. Christopher J. Mayer, 1993. "A model of real estate auctions versus negotiated sales," Working Papers 93-3, Federal Reserve Bank of Boston.
  95. Hyun-Soo Choi & Harrison Hong & Jeffrey Kubik & Jeffrey P. Thompson, 2014. "When Real Estate is the Only Game in Town," NBER Working Papers 19798, National Bureau of Economic Research, Inc.
  96. Quigley, John M., 2002. "Transactions Costs and Housing Markets," Berkeley Program on Housing and Urban Policy, Working Paper Series qt6pz8p6zt, Berkeley Program on Housing and Urban Policy.
  97. Chan, Sewin, 2001. "Spatial Lock-in: Do Falling House Prices Constrain Residential Mobility?," Journal of Urban Economics, Elsevier, vol. 49(3), pages 567-586, May.
  98. Vigdor, Jacob L., 2006. "Liquidity constraints and housing prices: Theory and evidence from the VA Mortgage Program," Journal of Public Economics, Elsevier, vol. 90(8-9), pages 1579-1600, September.
  99. Selcuk, Cemil, 2014. "Seasonal cycles in a model of the housing market," Economics Letters, Elsevier, vol. 123(2), pages 195-199.
  100. Dorsey, Robert E. & Hu, Haixin & Mayer, Walter J. & Wang, Hui-chen, 2010. "Hedonic versus repeat-sales housing price indexes for measuring the recent boom-bust cycle," Journal of Housing Economics, Elsevier, vol. 19(2), pages 75-93, June.
  101. Gervais, Martin, 2002. "Housing taxation and capital accumulation," Journal of Monetary Economics, Elsevier, vol. 49(7), pages 1461-1489, October.
  102. Barberis, Nicholas & Xiong, Wei, 2012. "Realization utility," Journal of Financial Economics, Elsevier, vol. 104(2), pages 251-271.
  103. Kashiwagi, Masanori, 2014. "A search-theoretic model of the rental and homeownership markets," Journal of Housing Economics, Elsevier, vol. 26(C), pages 33-47.
  104. John Krainer & Mark Spiegel & Nobuyoshi Yamori, 2005. "Asset price declines and real estate market illiquidity: evidence from Japanese land values," Working Paper Series 2004-16, Federal Reserve Bank of San Francisco.
  105. Morris A. Davis & Stijn Van Nieuwerburgh, 2014. "Housing, Finance and the Macroeconomy," NBER Working Papers 20287, National Bureau of Economic Research, Inc.
  106. Sniekers, F.J.T., 2014. "The order of buying and selling: Multiple equilibria in the housing market," CeNDEF Working Papers 14-02, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  107. Ronel Elul, 2005. "Collateral, credit history, and the financial decelerator," Working Papers 05-23, Federal Reserve Bank of Philadelphia.
  108. Kevin Hjortshøj O'Rourke & Augustin S. Benetrix and Barry Eichengreen, 2011. "How Housing Slumps End," Economics Series Working Papers 577, University of Oxford, Department of Economics.
  109. Michal Hlavacek & Lubos Komarek, 2009. "Housing Price Bubbles and their Determinants in the Czech Republic and its Regions," Working Papers 2009/12, Czech National Bank, Research Department.
  110. Paul E. Carrillo & Erik Robert De Wit & William D. Larson, 2012. "Can Tightness in the Housing Market Help Predict Subsequent Home Price Appreciation? Evidence from the U.S. and the Netherlands," Working Papers 2012-11, The George Washington University, Institute for International Economic Policy.
  111. Charles Ka Yui Leung & Jun Zhang, 2011. "¡§Fire Sales¡¨ in Housing Market: Is the House- Search Process Similar to a Theme Park Visit?," International Real Estate Review, Asian Real Estate Society, vol. 14(3), pages 311-329.
  112. Atif R. Mian & Amir Sufi, 2009. "House Prices, Home Equity-Based Borrowing, and the U.S. Household Leverage Crisis," NBER Working Papers 15283, National Bureau of Economic Research, Inc.
  113. Siu Wong & C. Yiu & K. Chau, 2012. "Liquidity and Information Asymmetry in the Real Estate Market," The Journal of Real Estate Finance and Economics, Springer, vol. 45(1), pages 49-62, June.
  114. Elizabeth Laderman & Wayne Passmore, 2000. "Do Savings Associations Have a Special Commitment to Housing?," Journal of Financial Services Research, Springer, vol. 17(1), pages 41-68, February.
  115. Ho, Lok Sang & Wong, Gary Wai-chung, 2009. "The first step on the housing ladder: A natural experiment in Hong Kong," Journal of Housing Economics, Elsevier, vol. 18(1), pages 59-67, March.
  116. Fracois Ortalo-Magne & Sven Rady, 2000. "Why are Housing Prices so Volatile? Income Shocks in a Stochastic Heterogeneous-Agents Model," Econometric Society World Congress 2000 Contributed Papers 1352, Econometric Society.
  117. Anenberg, Elliot, 2011. "Loss aversion, equity constraints and seller behavior in the real estate market," Regional Science and Urban Economics, Elsevier, vol. 41(1), pages 67-76, January.
  118. Oikarinen, Elias, 2012. "Empirical evidence on the reaction speeds of housing prices and sales to demand shocks," Journal of Housing Economics, Elsevier, vol. 21(1), pages 41-54.
  119. Oikarinen, Elias, 2009. "Interaction between housing prices and household borrowing: The Finnish case," Journal of Banking & Finance, Elsevier, vol. 33(4), pages 747-756, April.
  120. Carrillo, Erik Robert de & Larson, William, 2012. "Can housing liquidity help forecast subsequent house price appreciation: Evidence from the US and the Netherlands," ERES eres2012_174, European Real Estate Society (ERES).
  121. Ronan Lyons, 2012. "Search costs, sorting and “property ladder†effects: Evidence from the valuation of amenities," ERSA conference papers ersa12p511, European Regional Science Association.
  122. Jan Rouwendal, 2009. "Housing Wealth and Household Portfolios in an Ageing Society," De Economist, Springer, vol. 157(1), pages 1-48, March.
  123. Ono, Arito & Uchida, Hirofumi & Udell, Gregory & Uesugi, Iichiro, 2013. "A Close Look at Loan-To-Value Ratios: Evidence from the Japanese Real Estate Market," Working Paper Series 19, Center for Interfirm Network, Institute of Economic Research, Hitotsubashi University.
  124. Engelhardt, Gary V., 2003. "Nominal loss aversion, housing equity constraints, and household mobility: evidence from the United States," Journal of Urban Economics, Elsevier, vol. 53(1), pages 171-195, January.
  125. Yun W. Park & Doo Won Bang, 2013. "Valuation of Brokers over Real Estate Cycles: Korean Evidence," International Real Estate Review, Asian Real Estate Society, vol. 16(2), pages 166-188.
  126. Joseph Nichols, 2004. "A Life-cycle Model with Housing, Portfolio Allocation, and Mortgage Financing," Econometric Society 2004 North American Winter Meetings 205, Econometric Society.
  127. Lee, Nai Jia & Ong, Seow Eng, 2005. "Upward mobility, house price volatility, and housing equity," Journal of Housing Economics, Elsevier, vol. 14(2), pages 127-146, June.
  128. Luci Ellis, 2005. "Disinflation and the dynamics of mortgage debt," BIS Papers chapters, in: Bank for International Settlements (ed.), Investigating the relationship between the financial and real economy, volume 22, pages 5-20 Bank for International Settlements.
  129. Takatoshi Ito & Tokuo Iwaisako, 1995. "Explaining Asset Bubbles in Japan," NBER Working Papers 5358, National Bureau of Economic Research, Inc.
  130. Elizabeth Laderman & Wayne Passmore, 1998. "Is mortgage lending by savings associations special?," Finance and Economics Discussion Series 1998-25, Board of Governors of the Federal Reserve System (U.S.).
  131. David Genesove & James Hansen, 2014. "Predicting Dwelling Prices with Consideration of the Sales Mechanism," RBA Research Discussion Papers rdp2014-09, Reserve Bank of Australia.
  132. Bank for International Settlements, 2012. "Operationalising the selection and application of macroprudential instruments," CGFS Papers, Bank for International Settlements, number 48, April.
  133. Sing, Tien-Foo & Tsai, I-Chun & Chen, Ming-Chi, 2006. "Price dynamics in public and private housing markets in Singapore," Journal of Housing Economics, Elsevier, vol. 15(4), pages 305-320, December.
  134. Hanna Augustyniak & Jacek Łaszek & Krzysztof Olszewski & Joanna Waszczuk, 2013. "Housing market cycles – a disequilibrium model and its application to the primary housing market in Warsaw," Chapters from NBP Conference Publications, National Bank of Poland, Economic Institute.
  135. Peng, Chien-Wen & Tsai, I-Chun & Wu, Wey-Wen, 2011. "Price and Volume Relationship under Housing Presale System," ERES eres2011_106, European Real Estate Society (ERES).
  136. Aaron Hedlund, 2014. "Illiquidity and its Discontents: Trading Delays and Foreclosures in the Housing Market," Working Papers 1417, Department of Economics, University of Missouri.
  137. Rodney Ramcharan & Skander Van den Heuvel & Stephane Verani, 2013. "From Wall Street to main street: the impact of the financial crisis on consumer credit supply," Finance and Economics Discussion Series 2013-10, Board of Governors of the Federal Reserve System (U.S.).
  138. Deo Bardhan, Ashok & Datta, Rajarshi & Edelstein, Robert H. & Sau Kim, Lum, 2003. "A tale of two sectors: Upward mobility and the private housing market in Singapore," Journal of Housing Economics, Elsevier, vol. 12(2), pages 83-105, June.
  139. Modestino, Alicia Sasser & Dennett, Julia, 2013. "Are American homeowners locked into their houses? The impact of housing market conditions on state-to-state migration," Regional Science and Urban Economics, Elsevier, vol. 43(2), pages 322-337.
  140. Gary Engelhardt, 2001. "Nominal Loss Aversion, Housing Equity Constraints, and Household Mobility: Evidence from the United States," Center for Policy Research Working Papers 42, Center for Policy Research, Maxwell School, Syracuse University.
  141. Jorge Martínez Pagés & Luis Ángel Maza, 2003. "Analysis of house prices in Spain," Banco de Espa�a Working Papers 0307, Banco de Espa�a.
  142. Luci Ellis & Laura Berger-Thomson, 2004. "Housing Construction Cycles and Interest Rates," Econometric Society 2004 Australasian Meetings 335, Econometric Society.
  143. Atif Mian & Amir Sufi, 2008. "The Consequences of Mortgage Credit Expansion: Evidence from the 2007 Mortgage Default Crisis," NBER Working Papers 13936, National Bureau of Economic Research, Inc.
  144. Ortalo-Magne, Francois & Rady, Sven, 2004. "Housing transactions and macroeconomic fluctuations: a case study of England and Wales," Journal of Housing Economics, Elsevier, vol. 13(4), pages 287-303, December.
  145. Fuster, Andreas & Zafar, Basit, 2014. "The sensitivity of housing demand to financing conditions: evidence from a survey," Staff Reports 702, Federal Reserve Bank of New York.
  146. Benito, Andrew, 2006. "The down-payment constraint and UK housing market: Does the theory fit the facts?," Journal of Housing Economics, Elsevier, vol. 15(1), pages 1-20, March.
  147. Eisfeldt, Andrea L. & Rampini, Adriano A., 2006. "Capital reallocation and liquidity," Journal of Monetary Economics, Elsevier, vol. 53(3), pages 369-399, April.
  148. Goswami, Gautam & Tan, Sinan, 2012. "Pricing the US residential asset through the rent flow: A cross-sectional study," Journal of Banking & Finance, Elsevier, vol. 36(10), pages 2742-2756.
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