Cross-sectional patterns of mortgage debt during the housing boom: evidence and implications

DOI10.1093/RESTUD/RDAA034MaRDI QIDQ4997450zbMATH OpenOpenAlexFDO

Authors Christopher L. Foote, Lara Loewenstein, Paul Willen

Publication date 29 June 2021

Published in Review of Economic Studies (Search for Journal in Brave)

Full work available at URL http://www.nber.org/papers/w22985.pdf

zbMATH Keywords

foreclosure crisishousing boommortgage debtreal estate

Mathematics Subject Classification ID

Credit risk (91G40)

Recommendations

• The consequences of mortgage credit expansion: evidence from the U.S. mortgage default crisis
• International capital flows and expectation-driven boom-bust cycles in the housing market
• The Financial Accelerator: Evidence from International Housing Markets
• The cyclical dynamics of illiquid housing, debt, and foreclosures
• Credit expansion, bank liberalization, and structural change in bank asset accounts

Cited in

(9)

• Macroeconomic and distributional effects of mortgage guarantee programs for the poor
• Macroeconomic effects of the mortgage refinance and the home equity lines of credit
• Housing bubbles, economic growth, and institutions
• The consequences of mortgage credit expansion: evidence from the U.S. mortgage default crisis
• The cyclical dynamics of illiquid housing, debt, and foreclosures
• House price beliefs and mortgage leverage choice
• New mortgage lenders and the housing market
• A demand curve for disaster recovery loans
• Democratic political economy of financial regulation

This page was built for publication: Cross-sectional patterns of mortgage debt during the housing boom: evidence and implications

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4997450)