The Rise and Fall of the ARM: An Econometric Analysis of Mortgage Choice.

A-Tier
Journal: Review of Economics and Statistics
Year: 1988
Volume: 70
Issue: 1
Pages: 93-102

Authors (2)

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

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

Abstract

This paper estimates an empirical model of the choice between adjustable- and fixe d-rate mortgages using a large national database compiled by the Nat ional Association of Realtors. The explanatory variables in the probi t choice equation include borrower characteristics, regional dummies, the FRM rate, and the FRM-ARM rate differential. Since the intrerest rate on the mortgage not chosen is unobserved, this rate must be est imated in a way that eliminates selectivity bias. Simulation of the e stimated choice equation provides insight into the origin of the ARM revolution. Copyright 1988 by MIT Press.

Technical Details

RePEc Handle
repec:tpr:restat:v:70:y:1988:i:1:p:93-102
Journal Field
General
Author Count
2
Added to Database
2026-01-24