The relationship between house prices and house purchase loans: The Spanish case

B-Tier
Journal: Journal of Banking & Finance
Year: 2010
Volume: 34
Issue: 8
Pages: 1849-1855

Authors (2)

Gimeno, Ricardo (Banco de España) Martí­nez-Carrascal, Carmen (not in RePEc)

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

This paper looks at recent developments in house purchase loans and house prices in Spain and the linkages between them. It aims at identifying deviations of these variables from their equilibrium levels, and for this purpose, we estimate a vector error-correction model. The results show that both variables are interdependent in the long-run and that both variables were above their equilibrium level by the end of the sample period (2009:Q1). The paper also offers insight into how overvaluation (overindebtedness) in house prices can lead to a false sense of no overindebtedness (house prices overvaluation).

Technical Details

RePEc Handle
repec:eee:jbfina:v:34:y:2010:i:8:p:1849-1855
Journal Field
Finance
Author Count
2
Added to Database
2026-01-25