Using Monte Carlo simulations to establish a new house price stress test
- 30 June 2011
- journal article
- Published by Elsevier BV in Journal of Housing Economics
- Vol. 20 (2), 101-119
- https://doi.org/10.1016/j.jhe.2011.04.003
Abstract
No abstract availableKeywords
This publication has 10 references indexed in Scilit:
- Momentum and House Price Growth in the United States: Anatomy of a BubbleReal Estate Economics, 2010
- Where are the speculative bubbles in US housing markets?Journal of Housing Economics, 2008
- Drawing inferences about housing supply elasticity from house price responses to income shocksJournal of Urban Economics, 2004
- An Anatomy of Price Dynamics in Illiquid Markets: Analysis and Evidence from Local Housing MarketsReal Estate Economics, 2004
- Overreactions, Momentum, Liquidity, and Price Bubbles in Laboratory and Field Asset MarketsJournal of Psychology and Financial Markets, 2000
- A Simple Error Correction Model of House PricesJournal of Housing Economics, 1999
- Predicting U.S. Recessions: Financial Variables as Leading IndicatorsThe Review of Economics and Statistics, 1998
- Bubbles in Metropolitan Housing MarketsPublished by National Bureau of Economic Research ,1994
- The Term Structure as a Predictor of Real Economic ActivityThe Journal of Finance, 1991
- Does Inflation Affect Real Behavior: The Case of HousingSouthern Economic Journal, 1982