Housing, portfolio choice and the macroeconomy

DOI10.1016/J.JEDC.2006.09.009MaRDI QIDQ1027394zbMATH OpenOpenAlexFDO

Authors Pedro Silos

Publication date 1 July 2009

Published in Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jedc.2006.09.009

zbMATH Keywords

business cyclesheterogeneitylife-cycle

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)

Recommendations

• Housing and the business cycle revisited
• Housing habits and their implications for life-cycle consumption and investment
• Collateral quality and house prices
• What is the impact of wealth shocks on asset allocation?
• Housing Wealth Effects: The Long View

Cites work

• Accuracy in Simulations
• Assessing Markov chain approximations: a minimal econometric approach
• INCOME AND WEALTH HETEROGENEITY, PORTFOLIO CHOICE, AND EQUILIBRIUM ASSET RETURNS
• Life-Cycle Economies and Aggregate Fluctuations

Cited in

(14)

• Assessing the accuracy of the aggregate law of motion in models with heterogeneous agents
• Prices and investment with collateral and default
• Housing and the business cycle revisited
• Skill-biased technological change and homeownership
• Life cycle asset allocation in the presence of housing and tax-deferred investing
• Housing and relative risk aversion
• EXCESS SENSITIVITY, LIQUIDITY CONSTRAINTS, AND THE COLLATERAL ROLE OF HOUSING
• Wealth and volatility
• What is the impact of wealth shocks on asset allocation?
• Housing Wealth Effects: The Long View
• Housing habits and their implications for life-cycle consumption and investment
• `Multinational firms' sourcing decisions and wage inequality: a dynamic analysis
• Endogenous credit, business cycle, and portfolio selection
• Housing deep-habit model: mutual implications of macroeconomics and asset pricing

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