Printed from https://ideas.repec.org/s/hfa/wpaper.html
Content
2024
- 24-03 The Lock-In Effect of Rising Mortgage Rates
by Ross M. Batzer & Jonah Coste & William M. Doerner & Michael J. Seiler - 24-02 Measuring Homeownership Sustainability for First-Time Homebuyers
by Kevin A. Park & Liyi Liu & Robert Avery & Lawrence Costa - 24-01 Capitalization of Property Tax Incentives: Evidence From Philadelphia
by Jonah Coste
2023
- 23-07 Mortgage Debt and the Consumption Response to Fiscal Transfers
by Ross Batzer - 23-06 Valuing Public Transit: The L-Train Shutdown
by Becka Brolinson - 23-05 When Climate Meets Real Estate: A Survey of the Literature
by Justin Contat & Caroline Hopkins & Luis Mejia & Matthew Suandi - 23-04 How Do Students Value an Elite Education? Evidence on Residential Location and Applications to NYC Specialized Schools
by Lawrence Costa & JJ Naddeo - 23-03 The Credit Supply Channel of Monetary Policy Tightening and its Distributional Impacts
by Joshua Bosshardt & Marco Di Maggio & Ali Kakhbod & Amir Kermani - 23-02 Geographic Disaggregation of House Price Stress Paths: Implications for Single-Family Credit Risk Measurement
by Alexander N. Bogin & LaRhonda Ealey & Kirsten Landeryou & Scott Smith & Andrew Tsai - 23-01 The Value of Intermediaries for GSE Loans
by Joshua Bosshardt & Ali Kakhbod & Amir Kermani
2022
- 22-04 Effects of Mortgage Interest Rates on House Price Appreciation: The Role of Payment Constraints
by William D. Larson - 22-03 Applying Seasonal Adjustments to Housing Markets
by William M. Doerner & Wenzhen Lin - 22-02 Housing Supply and Liquidity in the COVID-19 Era
by Justin Contat & Malcolm Rogers - 22-01 Mortgage Appraisal Waivers and Prepayment Speeds
by Joshua Bosshardt & William M. Doerner & Fan Xu
2021
- 21-03 The Riskiness of Outstanding Mortgages in the United States, 1999 - 2019
by William D. Larson - 21-02 Borrower Expectations and Mortgage Performance: Evidence from the COVID-19 Pandemic
by William D. Larson & Christos Makridis & Chad Redmer - 21-01 Transaction Composition and House Price Index Measurement: Evidence from a Repeat-Sales Aggregation Index
by William D. Larson & Justin Contat
2020
- 20-02 Nowcasting Unemployment Insurance Claims in the Time of COVID-19
by William D. Larson & Tara M. Sinclair - 20-01 Land Valuation using Public Records and Kriging: Implications for Land versus Property Taxation in Cities
by William D. Larson & Jessica Shui
2019
- 19-02 Mortgage Risk Since 1990
by Morris A. Davis & William D. Larson & Stephen D. Oliner & Benjamin Smith - 19-01 The Price of Residential Land for Counties, ZIP codes, and Census Tracts inthe United States
by Morris A. Davis & William D. Larson & Stephen D. Oline & Jessica Shui
2018
- 18-04 A New Home Affordability Estimate: What Share of Housing Stock Can Families Afford?
by Chi-Cheol Chung & Andrew V. Leventis & William M. Doerner & David Roderer & Michela Barba - 18-03 Appraisal Accuracy, Automated Valuation Models, And Credit Modeling in Rural Areas
by Alexander N. Bogin & Jessica Shui - 18-02 House Price Markups and Mortgage Defaults
by Paul E. Carrillo & William M. Doerner & William D. Larson - 18-01 Are Appraisal Management Companies Value-Adding? – Stylized Facts from AMC and Non-AMC Appraisals
by Jessica Shui & Shriya Murthy
2017
- 17-03 Under What Circumstances do First-time Homebuyers Overpay? – An Empirical Analysis Using Mortgage and Appraisal Data
by Jessica Shui & Shriya Murthy - 17-02 Property Renovations and Their Impact on House Price Index Construction
by Alexander N. Bogin & William M. Doerner - 17-01 The Daily Microstructure of the Housing Market
by Peter Chinloy & William D. Larson
2016
- 16-04 Missing the Mark: House Price Index Accuracy and Mortgage Credit Modeling
by Alexander N. Bogin & William M. Doerner & William D. Larson - 16-03 Oil Prices and Urban Housing Demand
by William D. Larson & Weihua Zhao - 16-02 Local House Price Growth Accelerations
by Alexander N. Bogin & William M. Doerner & William D. Larson - 16-01 Local House Price Dynamics: New Indices and Stylized Facts
by Alexander N. Bogin & William M. Doerner & William D. Larson
2015
- 15-03 Additional Market Risk Shocks: Prepayment Uncertainty and Option-Adjusted Spreads
by Alexander N. Bogin & Nataliya Polkovnichenko & William M. Doerner - 15-02 The Marginal Effect of First-Time Homebuyer Status on Mortgage Default and Prepayment
by Saty Patrabansh - 15-01 How Low Can House Prices Go? Estimating a Conservative Lower Bound
by Alexander N. Bogin & Stephen D. Bruestle & William M. Doerner
2014
- 14-03 The Relationship between Second Liens, First Mortgage Outcomes, and Borrower Credit: 1996-2010
by Andrew V. Leventis - 14-02 The Effects of Monetary Policy on Mortgage Rates
by Saty Patrabansh & William M. Doerner & Samuel Asin - 14-01 Countercyclical Capital Regime Revisited: Test of Robustness
by Scott Smith & Debra Fuller & Alexander N. Bogin & Nataliya Polkovnichenko & Jesse Weiher
2013
- 13-03 Impacts of Down Payment Underwriting Standards on Loan Performance
by Ken Lam & Robert Dunsky & Austin Kelly - 13-02 Generating Historically-Based Stress Scenarios Using Parsimonious Factorization
by Alexander N. Bogin & William M. Doerner - 13-01 Distressed Sales and the FHFA House Price Index
by William M. Doerner & Andrew V. Leventis
2012
- 12-02 Countercyclical Capital Regime – A Proposed Design and Empirical Evaluation
by Scott Smith & Jesse Weiher - 12-01 Home Price Indexes for Homes in Different Price Tiers: Biases and Corrections
by Andrew V. Leventis
2011
- 11-02 Characteristics of “High Conforming Jumbo Mortgages”
by Paul B. Manchester & Ian H. Keith - 11-01 The HAMP NPV Model – Development and Early Performance
by Steve Holden & Austin Kelly & Douglas McManus & Therese Scharlemann & Ryan Singer & John D. Worth
2010
- 10-02 Automatic Recapitalization Alternatives
by Robert N. Collender & Forrest W. Pafenberg & Robert S. Seiler, Jr. - 10-01 Estimating Median House Prices
by Andrew Leventis
2008
- 08-02 Enterprise Credit Default Swaps and Market Discipline – Preliminary Analysis
by Robert N. Collender - 08-01 Real Estate Futures Prices as Predictors of Price Trends
by Andrew Leventis
2007
- 07-05 Zero Down Payment Mortgage Default
by Austin Kelly - 07-04 Signals from the Markets for Fannie Mae and Freddie Mac Subordinated Debt
by Robert N. Collender & Samantha Roberts & Valerie L. Smith - 07-03 Subordinated Debt Issuance by Fannie Mae and Freddie Mac
by Valerie L. Smith - 07-02 Home Improvements and Appreciation Rates Reflected in the OFHEO House Price Index
by Andrew Leventis - 07-01 Securitized Jumbo Mortgages, 1986-2005
by Everson W. Hull
2006
- 06-01 Removing Appraisal Bias from a Repeat-Transactions House Price Index – A Basic Approach
by Andrew Leventis
2004
- 04-02 Measurement of the Bid-Ask Spread in Equity Option Markets
by Michelle A. Danis - 04-01 The Value of Foreclosed Property – House Prices, Foreclosure Laws, and Appraisals
by Anthony Pennington-Cross
2003
- 03-06 Earnings Management During Distinct Periods of Capital Demand – Evidence from Japanese Banks
by Sumit Agarwal & Souphala Chomsisengphet & Chunlin Liu & S. Ghon Rhee - 03-05 A Discrete Choice Approach to Measuring Competition in Equity Option Markets
by Michelle A. Danis - 03-04 Market Discipline of Fannie Mae and Freddie Mac
by Robert S. Seiler - 03-03 Aggregation Bias and the Repeat Sales Price Index
by Anthony Pennington-Cross - 03-02 Drawing Inferences about Housing Supply Elasticity from House Price Responses to Income Shocks
by Michelle Harter-Dreiman - 03-01 Subprime and Prime Mortgages – Loss Distributions
by Anthony Pennington-Cross
2002
- 02-02 Alternative Methods of Increasing the Precision of Weighted Repeat Sales House Prices Indices
by Anthony Pennington-Cross & Michelle H. Dreiman - 02-01 Patterns of Default and Prepayment for Prime and Nonprime Mortgages
by Anthony Pennington-Cross