Infrequent Housing Adjustment, Limited Participation, and Monetary Policy

B-Tier
Journal: Journal of Money, Credit, and Banking
Year: 2012
Volume: 44
Issue: 5
Pages: 931-955

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

This paper asks why monetary contractions have strong effects on the housing market. The paper presents a model with staggered housing adjustment in which monetary policy has real effects in the absence of any rigidity in producer pricing or wages. Limited participation in financial markets leads to a rise in the real mortgage rate following an increase in the nominal short rate. Since households must take on a mortgage to consume housing, the rise in the real interest rate reduces the share of residential investment in output.

Technical Details

RePEc Handle
repec:wly:jmoncb:v:44:y:2012:i:5:p:931-955
Journal Field
Macro
Author Count
1
Added to Database
2026-01-25