The cyclical dynamics of illiquid housing, debt, and foreclosures

DOI10.3982/QE483MaRDI QIDQ4586401zbMATHFDO

Authors Aaron Hedlund

Publication date 13 September 2018

Published in Quantitative Economics (Search for Journal in Brave)

zbMATH Keywords

credit constraintsliquiditysearch theoryhousingforeclosurehousehold debt

Mathematics Subject Classification ID

Search theory (90B40) Special types of economic markets (including Cournot, Bertrand) (91B54)

Recommendations

• How do foreclosures exacerbate housing downturns?
• International capital flows and expectation-driven boom-bust cycles in the housing market
• Cross-sectional patterns of mortgage debt during the housing boom: evidence and implications
• Credit constraints, house prices, and the impact of life cycle dynamics
• Liquidity constraints in the U.S. housing market

Cited in

(6)

• How do foreclosures exacerbate housing downturns?
• The ins and outs of selling houses: understanding housing-market volatility
• Cross-sectional patterns of mortgage debt during the housing boom: evidence and implications
• Geographic reallocation and unemployment during the great recession: the role of the housing bust
• Technical note: Optimizing foreclosed housing acquisitions in societal response to foreclosures
• HETEROGENEITY, FRICTIONAL ASSIGNMENT, AND HOME‐OWNERSHIP

This page was built for publication: The cyclical dynamics of illiquid housing, debt, and foreclosures

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4586401)