House Prices and Misallocation: The Impact of the Collateral Channel on Productivity

A-Tier
Journal: Economic Journal
Year: 2025
Volume: 135
Issue: 665
Pages: 1-35

Authors (7)

Elías Albagli (not in RePEc) Mario Canales (not in RePEc) Chad Syverson (not in RePEc) Matías Tapia (Banco Central de Chile) Sergi Basco (not in RePEc) David Lopez-Rodriguez (Banco de España) Enrique Moral-Benito (not in RePEc)

Score contribution per author:

0.575 = (α=2.01 / 7 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper investigates the impact of local house price booms on capital misallocation within industries. Using the geographical variation provided by the Spanish housing boom (2003–7), we show that firms exposed to positive local house price shocks received more bank credit and their investment grew more when they had a higher proportion of real estate assets. This collateral channel results in an increasing dispersion of the capital-labour ratio within industries. A counterfactual calculation suggests that the capital misallocation generated by this channel can account for around 40% of the total factor productivity decline experienced by the Spanish economy during the housing boom.

Technical Details

RePEc Handle
repec:oup:econjl:v:135:y:2025:i:665:p:1-35.
Journal Field
General
Author Count
7
Added to Database
2026-01-25