create a website

Bubbles and house price dispersion in the United States during 1975–2017. (2020). Tang, Yang ; Zeng, Ting ; Zhu, Shenghao.
In: Journal of Macroeconomics.
RePEc:eee:jmacro:v:63:y:2020:i:c:s0164070418303215.

Full description at Econpapers || Download paper

Cited: 2

Citations received by this document

Cites: 21

References cited by this document

Cocites: 21

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Housing Yields. (2021). Marfe, Roberto ; Colonnello, Stefano ; Xiong, Qizhou.
    In: Working Papers.
    RePEc:ven:wpaper:2021:21.

    Full description at Econpapers || Download paper

  2. Interplay of the Macroeconomy and Real Estate: Systematic Review of Literature. (2020). Chan, Tze-Haw ; Haw, Chan Tze ; Kwakye, Benjamin.
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2020-05-30.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Brumm, J. ; Grill, M. ; Kubler, F. ; Schmedders, K. Collateral requirements and asset prices. 2015 Int. Econ. Rev.. 56 1-25

  2. Bulkley, G. ; Snell, A. ; Tonks, I. Excessive stock price dispersion: a regression test of cross-sectional volatility. 1996 LSE Financial Markets Group Working Paper 246. -
    Paper not yet in RePEc: Add citation now
  3. De Hoyos, R.E. ; Sarafidis, V. Testing for cross-sectional dependence in panel-data models. 2006 Stat. J.. 6 482-

  4. Eeckhout, J. ; Pinheiro, R. ; Schmidheiny, K. Spatial sorting. 2014 J. Polit. Econ.. 122 554-620
    Paper not yet in RePEc: Add citation now
  5. Favara, G. ; Song, Z. House price dynamics with dispersed information. 2014 J. Econ. Theory. 149 350-382

  6. Favilukis, J. ; Ludvigson, S. ; Van Nieuwerburgh, S. Macroeconomic implications of housing wealth, housing finance and limited risk sharing in equilibrium. 2016 J. Polit. Econ., Forthcoming. -
    Paper not yet in RePEc: Add citation now
  7. Froot, K.A. ; Obstfeld, M. Intrinsic bubbles: the case of stock prices. 1991 Am. Econ. Rev.. 1189-1214

  8. Gelain, P. ; Lansing, K.J. ; Natvik, G.J. Explaining the boom-bust cycle in the US housing market: a reverse-engineering approach. 2015 Federal Reserve Bank of San Francisco Working Paper 2015-02. -

  9. Glaeser, E.L. ; Nathanson, C.G. Housing bubbles. 2015 En : Duranton, G. ; Henderson, J.V. ; Strange, W. Handbook of Regional and Urban Economics. North Holland: Amsterdam

  10. Granziera, E. ; Kozicki, S. House price dynamics: fundamentals and expectations. 2015 J. Econ. Dyn. Control. 60 152-165

  11. Gyourko, J. ; Mayer, C. ; Sinai, T. Superstar cities. 2013 Am. Econ. J.. 5 -

  12. Kashiwagi, M. Sunspots and self-fulfilling beliefs in the US housing market. 2014 Rev. Econ. Dyn.. 17 654-676

  13. Kiyotaki, N. ; Moore, J. Credit cycles. 1997 J. Polit. Econ.. 105 211-248
    Paper not yet in RePEc: Add citation now
  14. Lansing, K.J. Rational and near-rational bubbles without drift. 2010 Econ. J.. 120 1149-1174

  15. LeRoy, S.F. Rational exuberance. 2004 J. Econ. Lit.. 42 783-804

  16. LeRoy, S.F. ; Porter, R.D. The present-value relation: tests based on implied variance bounds. 1981 Econometrica. 49 555-574

  17. Lucas, R.E. Asset prices in an exchange economy. 1978 Econometrica. 1429-1445

  18. Pesaran, M.H. A simple panel unit root test in the presence of cross-section dependence. 2007 J. Appl. Econom.. 22 265-312

  19. Shiller, R. Do stock prices move too much to be justified by subsequent changes in dividends?. 1981 Am. Econ. Rev.. 71 421-436

  20. Van Nieuwerburgh, S. ; Weill, P.-O. Why has house price dispersion gone up?. 2010 Rev. Econ. Stud.. 77 1567-1606

  21. Wolff, E.N. Changes in household wealth in the 1980s and 1990s in the United States. 2006 En : Wolff, E.N. International Perspectives on Household Wealth. Edward Elgar: Cheltenham

Cocites

Documents in RePEc which have cited the same bibliography

  1. Collateral constraints, tranching, and price bases. (2023). Phelan, Gregory ; Gong, Feixue.
    In: Economic Theory.
    RePEc:spr:joecth:v:75:y:2023:i:2:d:10.1007_s00199-022-01414-8.

    Full description at Econpapers || Download paper

  2. Re-use of collateral: Leverage, volatility, and welfare. (2023). Schmedders, Karl ; Kubler, Felix ; Brumm, Johannes.
    In: Review of Economic Dynamics.
    RePEc:red:issued:20-480.

    Full description at Econpapers || Download paper

  3. Financial Intermediation, Capital Accumulation, and Crisis Recovery*. (2023). Rochet, Jean ; Gersbach, Hans ; Scheffel, Martin.
    In: Review of Finance.
    RePEc:oup:revfin:v:27:y:2023:i:4:p:1423-1469..

    Full description at Econpapers || Download paper

  4. Leverage Constraints and Bank Monitoring: Bank Regulation versus Monetary Policy. (2021). Gersbach, Hans ; Böser, Florian ; Boser, Florian.
    In: CER-ETH Economics working paper series.
    RePEc:eth:wpswif:21-358.

    Full description at Econpapers || Download paper

  5. Asset pricing with index investing. (2021). Rytchkov, Oleg ; Chabakauri, Georgy.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:141:y:2021:i:1:p:195-216.

    Full description at Econpapers || Download paper

  6. Leverage and asset prices: An experiment. (2021). Houser, Daniel ; Cipriani, Marco ; Fostel, Ana.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:183:y:2021:i:c:p:700-717.

    Full description at Econpapers || Download paper

  7. Optimal portfolio deleveraging under market impact and margin restrictions. (2021). Chen, Jingnan ; Jeong, Jaehwan ; Edirisinghe, Chanaka.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:294:y:2021:i:2:p:746-759.

    Full description at Econpapers || Download paper

  8. Collateral Constraints, Tranching, and Price Bases. (2020). Phelan, Gregory ; Gong, Feixue.
    In: Department of Economics Working Papers.
    RePEc:wil:wileco:2020-03.

    Full description at Econpapers || Download paper

  9. Debt collateralization, capital structure, and maximal leverage. (2020). Phelan, Gregory ; Gong, Feixue.
    In: Economic Theory.
    RePEc:spr:joecth:v:70:y:2020:i:2:d:10.1007_s00199-019-01222-7.

    Full description at Econpapers || Download paper

  10. Leverage and Asset Prices: An Experiment.. (2020). Houser, Daniel ; Fostel, Ana ; Cipriani, Marco.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:26701.

    Full description at Econpapers || Download paper

  11. Bubbles and house price dispersion in the United States during 1975–2017. (2020). Tang, Yang ; Zeng, Ting ; Zhu, Shenghao.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:63:y:2020:i:c:s0164070418303215.

    Full description at Econpapers || Download paper

  12. Capital controls and monetary policy in sudden-stop economies. (2019). Yu, Changhua ; Young, Eric ; Devereux, Michael.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:103:y:2019:i:c:p:52-74.

    Full description at Econpapers || Download paper

  13. Financial segmentation and collateralized debt in infinite-horizon economies. (2019). Torres-Martinez, Juan Pablo ; Iraola, Miguel ; Sepulveda, Fabian.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:80:y:2019:i:c:p:56-69.

    Full description at Econpapers || Download paper

  14. The impact of margin policies on the Italian repo market. (2019). Pietrunti, Mario ; Picillo, Cristina ; Miglietta, Arianna.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818304704.

    Full description at Econpapers || Download paper

  15. Financial Intermediation, Capital Accumulation and Crisis Recovery. (2018). Scheffel, Martin ; Rochet, Jean ; Gersbach, Hans.
    In: IDEI Working Papers.
    RePEc:ide:wpaper:32398.

    Full description at Econpapers || Download paper

  16. The dynamics of financially constrained arbitrage. (2018). Vayanos, Dimitri ; Gromb, Denis.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:84081.

    Full description at Econpapers || Download paper

  17. Re-use of Collateral: Leverage, Volatility, and Welfare. (2017). Schmedders, Karl ; Kubler, Felix ; Grill, Michael ; Brumm, Johannes.
    In: 2017 Meeting Papers.
    RePEc:red:sed017:697.

    Full description at Econpapers || Download paper

  18. The dynamics of financially constrained arbitrage. (2017). Vayanos, Dimitri ; Gromb, Denis.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:118954.

    Full description at Econpapers || Download paper

  19. Debt Collateralization, Capital Structure, and Maximal Leverage. (2016). Phelan, Gregory ; Gong, Feixue.
    In: Department of Economics Working Papers.
    RePEc:wil:wileco:2015-13.

    Full description at Econpapers || Download paper

  20. Margin regulation and volatility. (2015). Schmedders, Karl ; Kubler, Felix ; Grill, Michael ; Brumm, Johannes.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:75:y:2015:i:c:p:54-68.

    Full description at Econpapers || Download paper

  21. House price dynamics: Fundamentals and expectations. (2015). Kozicki, Sharon ; Granziera, Eleonora.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:60:y:2015:i:c:p:152-165.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-10-04 18:02:22 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.