Imperfect information and the house price in a general-equilibrium model

B-Tier
Journal: Journal of Economic Dynamics and Control
Year: 2017
Volume: 83
Issue: C
Pages: 215-231

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

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

Abstract

House prices have inertia, which may be because housing-market participants need time to recognize long booms and recessions. Within a dynamic stochastic general-equilibrium model with an endogenous market for housing, I consider the case of rational expectations subject to imperfect information about the persistence of exogenous shocks. I evaluate the performance of the model against the last 40 years of key U.S. macroeconomic data. Bayesian comparison strongly favors the model over the baseline case with perfect information. Under imperfect information, agents rely on learning to form expectations, which improves the ability of the model to generate realistic low-frequency house-price dynamics. However, as long as the agents form expectations rationally, the improvement is limited. Furthermore, to confine price inertia within the housing market is a challenge for the general-equilibrium approach.

Technical Details

RePEc Handle
repec:eee:dyncon:v:83:y:2017:i:c:p:215-231
Journal Field
Macro
Author Count
1
Added to Database
2026-01-29