The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada

B-Tier
Journal: Journal of Money, Credit, and Banking
Year: 2022
Volume: 54
Issue: 4
Pages: 953-987

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

The response of Canadian housing markets to oil price shocks provides strong evidence that shocks to the demand for housing that originate in one region also raise house prices in other regions. We develop a theoretical model that helps understand this finding. The model differentiates between oil‐producing and nonoil‐producing regions and incorporates multiple sectors, trade between provinces, government redistribution, and consumer spending on fuel. We empirically confirm the model prediction that oil price shocks are transmitted to housing markets in nonoil‐producing regions by the government redistribution of oil revenue and increased interprovincial trade.

Technical Details

RePEc Handle
repec:wly:jmoncb:v:54:y:2022:i:4:p:953-987
Journal Field
Macro
Author Count
2
Added to Database
2026-01-25