Low Mortgage Rates and Securitization: A Distinct Perspective on the US Housing Boom*-Reference-Cited by-同舟云学术

Low Mortgage Rates and Securitization: A Distinct Perspective on the US Housing Boom*

Published:2019-03-20 Issue:1 Volume:122 Page:164-190
ISSN:0347-0520
Container-title:The Scandinavian Journal of Economics
language:en
Short-container-title:Scand. J. of Economics

Author:

Herwartz Helmut¹,Xu Fang²

Affiliation:

1. Georg‐August‐University at Göttingen DE‐37073Göttingen Germany

2. Brunel University of London Uxbridge UB8 3PHUK

Publisher

Wiley

Subject

Economics and Econometrics

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/sjoe.12320

Reference45 articles.

1. Estimation for Partially Nonstationary Multivariate Autoregressive Models

2. House prices and rents: An equilibrium asset pricing approach

3. Bernanke B. S.(2010) Monetary Policy and the Housing Bubble Speech at the Annual Meeting of the American Economic Association Atlanta GA (available online athttps://www.federalreserve.gov/newsevents/speech/bernanke20100103a.htm).

4. The Theory of Rationally Heterogeneous Expectations: Evidence from Survey Data on Inflation Expectations

5. Practical Problems with Reduced-rank ML Estimators for Cointegration Parameters and a Simple Alternative*

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