A mechanism for booms and busts in housing prices

B-Tier
Journal: Journal of Economic Dynamics and Control
Year: 2015
Volume: 51
Issue: C
Pages: 204-217

Authors (2)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

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

Abstract

The paper studies the dynamics of housing prices in a pure exchange overlapping generations framework a la Samuelson (1958) and Gale (1973), which is extended to include housing as a utility-yielding durable good and a credit sector. We completely characterize the equilibrium dynamics, which alternates between an expansive regime where leveraged borrowing increases housing prices, and a contractive regime where these variables decrease. Regime switches occur due to small but persistent income changes giving rise to boom-bust cycles in housing prices. Price deviations from fundamentals are caused by leveraged borrowing, and turn out to be fully welfare-neutral.

Technical Details

RePEc Handle
repec:eee:dyncon:v:51:y:2015:i:c:p:204-217
Journal Field
Macro
Author Count
2
Added to Database
2026-02-02