scholarly journals "Measures of mortgage default risk and local house price dynamics "

2018 ◽  
Author(s):  
Damian Damianov ◽  
Cheng Yan ◽  
Xiangdong Wang
Keyword(s):  
Default Risk ◽  
House Price ◽  
Price Dynamics ◽  
Mortgage Default ◽  
House Price Dynamics

House price dynamics of the top 13 cities in China

2017 ◽  
Author(s):  
Piyush Tiwari ◽  
Alla Koblyakova ◽  
John Croucher ◽  
Justine Wang
Keyword(s):  
House Price ◽  
Price Dynamics ◽  
House Price Dynamics

scholarly journals Exploring House Price Dynamics: An Agent-Based Simulation with Behavioral Heterogeneity

2018 ◽  
Vol 54 (2) ◽  
pp. 783-807 ◽  
Author(s):  
Tolga A. Ozbakan ◽  
Serdar Kale ◽  
Irem Dikmen
Keyword(s):  
House Price ◽  
Price Dynamics ◽  
Agent Based Simulation ◽  
Agent Based ◽  
House Price Dynamics ◽  
Behavioral Heterogeneity

scholarly journals An Extrapolative Model of House Price Dynamics

2015 ◽  
Author(s):  
Edward L. Glaeser ◽  
Charles Nathanson
Keyword(s):  
House Price ◽  
Price Dynamics ◽  
House Price Dynamics

scholarly journals Household Wealth in the Euro Area: The Importance of Intergenerational Transfers, Homeownership and House Price Dynamics

2014 ◽  
Author(s):  
Thomas Mathae ◽  
Alessandro Porpiglia ◽  
Michael Heinrich Ziegelmeyer
Keyword(s):  
Euro Area ◽  
House Price ◽  
Intergenerational Transfers ◽  
Household Wealth ◽  
Price Dynamics ◽  
House Price Dynamics

scholarly journals How House Price Dynamics and Credit Constraints Affect the Equity Extraction of Senior Homeowners

2016 ◽  
Author(s):  
Stephanie Moulton ◽  
Samuel Dodini ◽  
Donald R. Haurin ◽  
Maximilian D. Schmeiser
Keyword(s):  
Credit Constraints ◽  
House Price ◽  
Price Dynamics ◽  
House Price Dynamics

House price dynamics, conditional higher-order moments, and density forecasts

2010 ◽  
Vol 27 (5) ◽  
pp. 1029-1039 ◽  
Author(s):  
Kuang-Liang Chang
Keyword(s):  
House Price ◽  
Higher Order ◽  
Price Dynamics ◽  
Higher Order Moments ◽  
House Price Dynamics ◽  
Density Forecasts

scholarly journals Local House Price Dynamics: New Indices and Stylized Facts

2018 ◽  
Vol 47 (2) ◽  
pp. 365-398 ◽  
Author(s):  
Alexander Bogin ◽  
William Doerner ◽  
William Larson
Keyword(s):  
House Price ◽  
Price Dynamics ◽  
Stylized Facts ◽  
House Price Dynamics

scholarly journals Determinants of house price dynamics. What can we learn from search engine data?

2015 ◽  
Vol 66 (1) ◽  
pp. 99-127
Author(s):  
Marco Oestmann ◽  
Lars Bennöhr
Keyword(s):  
Search Engine ◽  
Fixed Effects ◽  
House Prices ◽  
House Price ◽  
Price Dynamics ◽  
Subprime Crisis ◽  
House Price Dynamics ◽  
Conventional Models ◽  
Real Estate Prices ◽  
Google Search

Abstract There is a broad literature on determinants of house price dynamics, which received increasing attention in the aftermath of the subprime crisis. Additional to macroeconomic standard variables, there might be other hard to measure or even unobservable factors influencing real estate prices. Using quarterly data, we try to increase the informational input of conventional models and capture such effects by including Google search engine query information into a set of standard fundamental variables explaining house prices. We use the house price index (HPI) published by Eurostat to perform fixed-effects regressions for a panel of 14 EU-countries comprising the years 2005-2013. We find that Google data as a single aggregate measure plays a prominent role in explaining house price developments.

Sign in / Sign up

Export Citation Format

Share Document