Interest rate elasticity of residential housing prices / / Plamen Iossifov, Martin Čihák, and Amar Shanghavi ; authorized for distribution by Cyrille Briançon |
Autore | Iossifov Plamen |
Pubbl/distr/stampa | [Washington, District of Columbia] : , : International Monetary Fund, , 2008 |
Descrizione fisica | 1 online resource (34 p.) |
Disciplina | 332.82 |
Altri autori (Persone) |
ČihákMartin
ShanghaviAmar BriançonCyrille |
Collana |
IMF Working Papers
IMF working paper |
Soggetto topico |
Interest rates - Econometric models
Elasticity (Economics) - Econometric models Housing - Prices - Econometric models |
Soggetto genere / forma | Electronic books. |
ISBN |
1-4623-0735-3
1-4527-6118-3 9786612841989 1-4518-7105-8 1-282-84198-X |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Contents; I. Introduction; II. Literature Overview; III. Regression Analysis; A. Choice of Explanatory Variables; B. Panel Data Regression Analysis; Tables; 1. 3SLS Estimates of the Residential Housing Price Equation in First-Differences; C. Cross-Section Regression Analysis; 2. OLS Estimates of the Housing Price Equation Using Cross-Country Data; D. Preferred Estimate of the Interest Rate Elasticity of Housing Prices; IV. Conclusion; References; Appendices; I. Survey of Studies of Determinants of Housing Prices; II. Variables Definitions and Data Sources; Appendix Tables
1. Variables Definitions and Data SourcesAppendix Figures; 1. Real Residential Housing Price Indices, 1980-2007; 2. Scatter Plots of Residential Housing Prices on Fundamental Determinants; III. Additional Regression Output; 2. Within (Fixed Effects) Estimates of the Residential Housing Price Equation; 3. OLS and Within Estimates of Unrestricted Residential Housing Price Equation; 4. IV and GMM Panel Data Estimates of the Residential Housing Price Equation in First- Differences; 5. OLS Estimates of the Effect of Fundamentals on Residential Housing Prices in Cross- Country Data |
Record Nr. | UNINA-9910463613403321 |
Iossifov Plamen | ||
[Washington, District of Columbia] : , : International Monetary Fund, , 2008 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Interest Rate Elasticity of Residential Housing Prices / / Plamen Iossifov, Martin Cihak, Amar Shanghavi |
Autore | Iossifov Plamen |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
Descrizione fisica | 1 online resource (34 p.) |
Disciplina | 332.82 |
Altri autori (Persone) |
CihakMartin
ShanghaviAmar |
Collana |
IMF Working Papers
IMF working paper |
Soggetto topico |
Interest rates - Econometric models
Elasticity (Economics) - Econometric models Housing - Prices - Econometric models Banks and Banking Infrastructure Real Estate Industries: Financial Services Housing Supply and Markets Economic Development: Urban, Rural, Regional, and Transportation Analysis Housing Interest Rates: Determination, Term Structure, and Effects Real Estate Markets, Spatial Production Analysis, and Firm Location: General Banks Depository Institutions Micro Finance Institutions Mortgages Property & real estate Macroeconomics Finance Housing prices Short term interest rates Real estate prices Prices Saving and investment Interest rates |
ISBN |
1-4623-0735-3
1-4527-6118-3 9786612841989 1-4518-7105-8 1-282-84198-X |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Contents; I. Introduction; II. Literature Overview; III. Regression Analysis; A. Choice of Explanatory Variables; B. Panel Data Regression Analysis; Tables; 1. 3SLS Estimates of the Residential Housing Price Equation in First-Differences; C. Cross-Section Regression Analysis; 2. OLS Estimates of the Housing Price Equation Using Cross-Country Data; D. Preferred Estimate of the Interest Rate Elasticity of Housing Prices; IV. Conclusion; References; Appendices; I. Survey of Studies of Determinants of Housing Prices; II. Variables Definitions and Data Sources; Appendix Tables
1. Variables Definitions and Data SourcesAppendix Figures; 1. Real Residential Housing Price Indices, 1980-2007; 2. Scatter Plots of Residential Housing Prices on Fundamental Determinants; III. Additional Regression Output; 2. Within (Fixed Effects) Estimates of the Residential Housing Price Equation; 3. OLS and Within Estimates of Unrestricted Residential Housing Price Equation; 4. IV and GMM Panel Data Estimates of the Residential Housing Price Equation in First- Differences; 5. OLS Estimates of the Effect of Fundamentals on Residential Housing Prices in Cross- Country Data |
Record Nr. | UNINA-9910788343903321 |
Iossifov Plamen | ||
Washington, D.C. : , : International Monetary Fund, , 2008 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Interest Rate Elasticity of Residential Housing Prices / / Plamen Iossifov, Martin Cihak, Amar Shanghavi |
Autore | Iossifov Plamen |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
Descrizione fisica | 1 online resource (34 p.) |
Disciplina | 332.82 |
Altri autori (Persone) |
CihakMartin
ShanghaviAmar |
Collana |
IMF Working Papers
IMF working paper |
Soggetto topico |
Interest rates - Econometric models
Elasticity (Economics) - Econometric models Housing - Prices - Econometric models Banks and Banking Banks Depository Institutions Economic Development: Urban, Rural, Regional, and Transportation Analysis Finance Housing prices Housing Supply and Markets Housing Industries: Financial Services Infrastructure Interest rates Interest Rates: Determination, Term Structure, and Effects Macroeconomics Micro Finance Institutions Mortgages Prices Property & real estate Real Estate Markets, Spatial Production Analysis, and Firm Location: General Real estate prices Real Estate Saving and investment Short term interest rates |
ISBN |
1-4623-0735-3
1-4527-6118-3 9786612841989 1-4518-7105-8 1-282-84198-X |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Contents; I. Introduction; II. Literature Overview; III. Regression Analysis; A. Choice of Explanatory Variables; B. Panel Data Regression Analysis; Tables; 1. 3SLS Estimates of the Residential Housing Price Equation in First-Differences; C. Cross-Section Regression Analysis; 2. OLS Estimates of the Housing Price Equation Using Cross-Country Data; D. Preferred Estimate of the Interest Rate Elasticity of Housing Prices; IV. Conclusion; References; Appendices; I. Survey of Studies of Determinants of Housing Prices; II. Variables Definitions and Data Sources; Appendix Tables
1. Variables Definitions and Data SourcesAppendix Figures; 1. Real Residential Housing Price Indices, 1980-2007; 2. Scatter Plots of Residential Housing Prices on Fundamental Determinants; III. Additional Regression Output; 2. Within (Fixed Effects) Estimates of the Residential Housing Price Equation; 3. OLS and Within Estimates of Unrestricted Residential Housing Price Equation; 4. IV and GMM Panel Data Estimates of the Residential Housing Price Equation in First- Differences; 5. OLS Estimates of the Effect of Fundamentals on Residential Housing Prices in Cross- Country Data |
Record Nr. | UNINA-9910810966503321 |
Iossifov Plamen | ||
Washington, D.C. : , : International Monetary Fund, , 2008 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|