Collateral quality and house prices

DOI10.1016/j.jedc.2022.104514zbMath1518.91135OpenAlexW4292319167MaRDI QIDQ6106607

Jing Zhou

Publication date: 3 July 2023

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2022.104514

zbMATH Keywords

house pricescollateral constraintprice-rent ratioendogenous regime switchingcollateral quality

Mathematics Subject Classification ID

General equilibrium theory (91B50) Economic dynamics (91B55)

Cites Work

• Land price dynamics and macroeconomic fluctuations with imperfect substitution in real estate markets
• A theory of housing demand shocks
• Land-Price Dynamics and Macroeconomic Fluctuations
• The Geographic Determinants of Housing Supply^*
• A Bayesian dynamic stochastic general equilibrium model of stock market bubbles and business cycles
• Collateral Booms and Information Depletion
• Complexity in Structured Finance
• DISCOUNT SHOCK, PRICE–RENT DYNAMICS, AND THE BUSINESS CYCLE
• Bayesian Analysis of DSGE Models

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