Not all housing cycles are created equal: Macroeconomic consequences of housing booms

B-Tier
Journal: Journal of International Money and Finance
Year: 2026
Volume: 161
Issue: C

Authors (4)

Albuquerque, Bruno (not in RePEc) Cerutti, Eugenio (not in RePEc) Kido, Yosuke (Bank of Japan) Varghese, Richard (not in RePEc)

Score contribution per author:

0.503 = (α=2.01 / 4 authors) × 1.0x B-tier

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

Abstract

This paper shows that not all housing price cycles are alike. The speed and persistence of house price increases during housing expansions are key determinants of both the severity of the subsequent downturn and the net macroeconomic impact over the cycle. Analyzing 180 housing expansions across 68 countries, we classify 49 % as housing booms, characterized by rapid and persistent real house price increases. We find that economic downturns are significantly deeper and longer when housing contractions are preceded by a housing boom. The housing contraction is more severe the more intense the preceding housing boom, and when accompanied by a credit boom. Overall, while housing booms spur stronger economic growth during the expansion phase, their sharp reversals lead to severe housing contractions, resulting in significant net negative effects on the real economy.

Technical Details

RePEc Handle
repec:eee:jimfin:v:161:y:2026:i:c:s0261560625002311
Journal Field
International
Author Count
4
Added to Database
2026-02-02