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International house prices and macroeconomic fluctuations

The paper investigates linkages between general macroeconomic conditions and the housing market for the G-7 area. Among the key results of the paper, we find that the US are an important source of global fluctuations not only for real activity, nominal variables and stock prices, but also for real h... Full description

Journal Title: Journal of banking & finance 2010, Vol.34(3), pp. 533-545
Main Author: Beltratti, Andrea
Format: Electronic Article Electronic Article
Language: English
Subjects:
ID: ISSN: 0378-4266
Link: http://gso.gbv.de/DB=2.1/PPNSET?PPN=623595745
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recordid: gbv623595745
title: International house prices and macroeconomic fluctuations
format: Article
creator:
  • Beltratti, Andrea
subjects:
  • Immobilienpreis
  • Internationale Konjunktur
  • Wirkungsanalyse
  • Subprime-Krise
  • Finanzkrise
  • Var-Modell
  • G8-Staaten
ispartof: Journal of banking & finance, 2010, Vol.34(3), pp. 533-545
description: The paper investigates linkages between general macroeconomic conditions and the housing market for the G-7 area. Among the key results of the paper, we find that the US are an important source of global fluctuations not only for real activity, nominal variables and stock prices, but also for real housing prices. Secondly, albeit distinct driving forces for real activity and financial factors can be pointed out, sizeable global interactions are also evident. In particular, global supply-side shocks are an important determinant of G-7 house prices fluctuations. The linkage between real housing prices and macroeconomic developments is however bidirectional, with investment showing in general a stronger reaction than consumption and output to housing price shocks. Implications for the real effects of the sub-prime crisis are also explored. All rights reserved, Elsevier
language: eng
source:
identifier: ISSN: 0378-4266
fulltext: fulltext
issn:
  • 03784266
  • 0378-4266
url: Link


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descriptionThe paper investigates linkages between general macroeconomic conditions and the housing market for the G-7 area. Among the key results of the paper, we find that the US are an important source of global fluctuations not only for real activity, nominal variables and stock prices, but also for real housing prices. Secondly, albeit distinct driving forces for real activity and financial factors can be pointed out, sizeable global interactions are also evident. In particular, global supply-side shocks are an important determinant of G-7 house prices fluctuations. The linkage between real housing prices and macroeconomic developments is however bidirectional, with investment showing in general a stronger reaction than consumption and output to housing price shocks. Implications for the real effects of the sub-prime crisis are also explored. All rights reserved, Elsevier
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