Skip to main navigation Skip to main content
info(at)avldigital.remove-this.de
Deutsch English
Last searches

Results for *

Displaying results 1 to 5 of 5.

  1. House prices and rents in the 21st century
    Author: Loewenstein, Lara; Willen, Paul
    Published: [2023]
    Publisher:  [Federal Reserve Bank of Boston], [Boston]

    We study the joint evolution of prices and rents of residential property. After constructing rent and price indices for renter- and owner-occupied properties, we decompose the change in the price of occupant-owned property into (1) changes in rent,... more

    Access:
    Verlag (kostenfrei)
    Resolving-System (kostenfrei)
    Resolving-System (kostenfrei)

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    DS 82
    Inter-library loan:
    No inter-library loan

     

    We study the joint evolution of prices and rents of residential property. After constructing rent and price indices for renter- and owner-occupied properties, we decompose the change in the price of occupant-owned property into (1) changes in rent, (2) changes in the relative prices of investor- and occupant-owned properties, and (3) changes in the price-rent ratio. Via a simple model, we link our decomposition to different sources of variation in house prices. We argue that while the 2000s boom was plausibly driven by exuberant expectations, the boom of the 2020s more likely resulted from a preference shock.

     
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/280846
    Edition: This version: February 2023
    Series: Working papers / Federal Reserve Bank of Boston ; no. 23, 2
    Subjects: Wohnimmobilien; Immobilienmarkt; Miete; Immobilienpreis; Spekulationsblase; USA; house price overvaluation; rent-price ratio; credit shocks; housing bubbles
    Scope: 1 Online-Ressource (circa 30 Seiten), Illustrationen
  2. House prices and rents in the 21st century
    Author: Loewenstein, Lara P.; Willen, Paul
    Published: [2023]
    Publisher:  Federal Reserve Bank of Cleveland, [Cleveland, OH]

    Access:
    Verlag (kostenfrei)
    Resolving-System (kostenfrei)

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 36
    Inter-library loan:
    No inter-library loan
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    Series: Federal Reserve Bank of Cleveland working paper series ; no. 23, 02 (January 2023)
    Subjects: Wohnimmobilien; Immobilienmarkt; Miete; Immobilienpreis; Spekulationsblase; USA; house price overvaluation; rent-price ratio; credit shocks; housing bubbles
    Scope: 1 Online-Ressource (circa 31 Seiten), Illustrationen
  3. What drives house prices in Europe
    Author: Ciocchetta, Federica; Guglielminetti, Elisa; Mistretta, Alessandro
    Published: [2023]
    Publisher:  Banca d'Italia, [Rom]

    Access:
    Verlag (kostenfrei)
    Resolving-System (kostenfrei)
    Verlag (kostenfrei)

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 547
    Inter-library loan:
    No inter-library loan
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    Series: Questioni di economia e finanza / Banca d'Italia ; number 764 (April 2023)
    Subjects: house prices; Error Correction Model (ECM); over-valuation; housing bubbles
    Scope: 1 Online-Ressource (circa 47 Seiten), Illustrationen
  4. Asymmetric financial indexation and speculative rational price bubbles in the housing market
    Author: Valenzuela-Silva, Mario I.; Martinez-Vazquez, Jorge; Sáez Lozano, José Luis
    Published: [2023]
    Publisher:  International Center for Public Policy, Andrew Young School of Policy Studies, Georgia State University, Atlanta, Georgia, United States of America

    Access:
    Verlag (kostenfrei)
    Verlag (kostenfrei)

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 523
    Inter-library loan:
    No inter-library loan
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Working paper / International Center for Public Policy ; 23, 12 (June 2023)
    Subjects: housing bubbles; market dichotomy; asymmetric indexation; Bayes estimation; over-indebtedness; over-expectations
    Scope: 1 Online-Ressource (circa 56 Seiten), Illustrationen
  5. Heterogeneous agent models in finance
    Author: Dieci, Roberto; He, Xue-zhong
    Published: [2018]
    Publisher:  Quantitative Finance Research Centre, University of Technology Sydney, Sydney

    Access:
    Verlag (kostenfrei)
    Verlag (kostenfrei)

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 864
    Inter-library loan:
    No inter-library loan
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Research paper / Quantitative Finance Research Centre ; 389 (January 2018)
    Subjects: Heterogeneity; bounded rationality; heterogeneous agent-based models; stylized facts; asset pricing; housing bubbles; limit order markets; information efficiency; comovement
    Scope: 1 Online-Ressource (circa 96 Seiten), Illustrationen