scholarly journals The Changing Role of House Price Dynamics Over the Business Cycle

2010 ◽  
Author(s):  
Gilles Dufrénot ◽  
Sheheryar Malik
Keyword(s):  
Business Cycle ◽  
House Price ◽  
Price Dynamics ◽  
House Price Dynamics ◽  
The Business Cycle ◽  
Changing Role

scholarly journals The changing role of house price dynamics over the business cycle

2012 ◽  
Vol 29 (5) ◽  
pp. 1960-1967 ◽  
Author(s):  
Gilles Dufrénot ◽  
Sheheryar Malik
Keyword(s):  
Business Cycle ◽  
House Price ◽  
Price Dynamics ◽  
House Price Dynamics ◽  
The Business Cycle ◽  
Changing Role

Explaining House Price Dynamics: Isolating the Role of Nonfundamentals

2015 ◽  
Vol 47 (S1) ◽  
pp. 87-125 ◽  
Author(s):  
DAVID C. LING ◽  
JOSEPH T.L. OOI ◽  
THAO T.T. LE
Keyword(s):  
House Price ◽  
Price Dynamics ◽  
House Price Dynamics

House Price Dynamics: The Role of Tax Policy and Demography

1991 ◽  
Vol 1991 (2) ◽  
pp. 143 ◽  
Author(s):  
James M. Poterba ◽  
David N. Weil ◽  
Robert Shiller
Keyword(s):  
Tax Policy ◽  
House Price ◽  
Price Dynamics ◽  
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 Inequality over the business cycle: the role of distributive shocks

2021 ◽  
pp. 1-30
Author(s):  
Marius Clemens ◽  
Ulrich Eydam ◽  
Maik Heinemann
Keyword(s):  
Income Inequality ◽  
Income Distribution ◽  
Business Cycle ◽  
Parameter Estimates ◽  
Panel Estimation ◽  
Bayesian Techniques ◽  
Elasticity Of Intertemporal Substitution ◽  
Ex Ante ◽  
The Business Cycle

Abstract This paper examines how wealth and income inequality dynamics are related to fluctuations in the functional income distribution over the business cycle. In a panel estimation for OECD countries between 1970 and 2016, although inequality is, on average countercyclical and significantly associated with the capital share, one-third of the countries display a pro- or noncyclical relationship. To analyze the observed pattern, we incorporate distributive shocks into an RBC model, where agents are ex ante heterogeneous with respect to wealth and ability. We find that whether wealth and income inequality behave countercyclically or not depends on the elasticity of intertemporal substitution and the persistence of shocks. We match the model to quarterly US data using Bayesian techniques. The parameter estimates point toward a non-monotonic relationship between productivity and inequality fluctuations. On impact, inequality increases in response to TFP shocks but subsequently declines. Furthermore, TFP shocks explain 17% of inequality fluctuations.

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
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