Credit constraints, inelastic supply, and the housing boom

B-Tier
Journal: Review of Economic Dynamics
Year: 2014
Volume: 17
Issue: 1
Pages: 52-69

Score contribution per author:

2.018 = (α=2.02 / 1 authors) × 1.0x B-tier

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

Abstract

In this paper, I develop a dynamic general equilibrium model to study the sensitivity of house price changes with respect to credit constraints. I find that house prices are sensitive to changes of the down payment requirements if owner-occupied houses and rental houses are inelastically supplied. I then use the model to evaluate the housing boom during the 1995-2005 time period. I find that, under the assumption that owner-occupied housing and rental housing cannot be converted to each other, the increase in real household income and the decline in down payment requirements can explain a large fraction of the observed house price and price-rent ratio changes during the 1995-2005 time period. However, the model fails to match the interest rate changes during the 1995-2005 period. (Copyright: Elsevier)

Technical Details

RePEc Handle
repec:red:issued:11-134
Journal Field
Macro
Author Count
1
Added to Database
2026-01-25