Sökning: "House price expectations"

Visar resultat 1 - 5 av 6 avhandlingar innehållade orden House price expectations.

  1. 1. Expectations, Financial Markets and Monetary Policy

    Författare :Dmytro Stoyko; Mikael Bask; Daniel Spiro; John Hassler; Uppsala universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Macroeconomics; Monetary policy; DSGE models; Expectations; Macroprudential regulations; Credit spread; Forward guidance; Economics; Nationalekonomi;

    Sammanfattning : Monetary Policy and Macroprudential Regulations. We investigate the desirability of macroprudential regulations in a DSGE model with collateral and income borrowing constraints. LÄS MER

  3. 2. Housing, Banking and the Macro Economy

    Författare :Rachatar Nilavongse; Mikael Bask; Nils Gottfries; Jesper Lindé; Uppsala universitet; []
    Nyckelord :House price expectations; Debt default; Boom-bust cycles; Monetary policy; Inflation; Welfare analysis; Credit supply disruptions; Working capital; DSGE models; Economics; Nationalekonomi;

    Sammanfattning : Essay 1: Expectation-Driven House Prices, Debt Default and Inflation DynamicsWe contribute to the literature on dynamic stochastic general equilibrium (DSGE) models with housing collateral by including shocks to house price expectations. We also incorporate endogenous mortgage defaults that are rarely included in DSGE models with housing collateral. LÄS MER

  4. 3. On price formation and quantity adjustment in Swedish housing markets

    Författare :Katinka Hort; Uppsala universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Economics; Nationalekonomi; Economics; Nationalekonomi; nationalekonomi; Economics;

    Sammanfattning : This thesis consists of four essays on price formation and quantity adjustment in Swedish markets for owner-occupied houses.Essay I: As a means of describing the time-series behaviour of single-family house prices, univariate forecasting equations are estimated by seemingly unrelated regression techniques using data for 20 urban areas over the period 1967-92. LÄS MER

  5. 4. Essays on Macroeconomics

    Författare :Daria Finocchiaro; Torsten Persson; Wouter Den Haan; Stockholms universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Macroeconomics; Heterogeneous Agents; Small Open Economy; Bayesian Estimation; House Prices; Economics; Nationalekonomi; Economics; nationalekonomi;

    Sammanfattning : This thesis consists of three essays on macroeconomics.“Inattentive Consumers in General Equilibrium” explores the effects of heterogeneity in planning propensity on wealth inequality and asset prices. LÄS MER

  7. 5. Essays in real estate finance

    Författare :Eric Clapham; Handelshögskolan i Stockholm; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Sammanfattning : dissertation contains seven papers. The first five are in the field of real estate finance, while the final two are asset pricing papers. The first paper explores equilibrium properties of lease rates. The framework is based on the concept of the term structure of lease rates, or the equilibrium rate as a function of lease length. LÄS MER