HOUSING DYNAMICS OVER THE BUSINESS CYCLE

By F. Kydland, Peter Rupert, Roman Šustek. 2016

123 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/ef960a0ffd71ab43e4511ed53bc9ea0148f09055

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Citations in the corpus

• Housing, Finance and the Macroeconomy (2014, unknown): “Kydland, Rupert, and Sustek (2012) demonstrate that properties of the pricing of fixed rate mortgages may be critical to understanding why residential investment leads GDP. Favilukis, Ludvigson, and Van Nieuwerburgh (2011), which is discussed in more detail later in this chapter, generates…”
• Anticipating Long‐Term Stock Market Volatility (2014, unknown): “First, we reconfirm the countercyclical behavior of stock market volatility – this was first observed in Schwert (1989) – for a broad set of macro variables.”
• Addressing Household Indebtedness: Monetary, Fiscal or Macroprudential Policy? (2017, background): “Equations (30) and (31) are instructive in distinguishing between the effects of LTV and mortgage interest deduction on borrowers.”