House price dynamics: fundamentals and expectations

DOI10.1016/J.JEDC.2015.09.003zbMath1401.91073OpenAlexW3122714501MaRDI QIDQ1657468

Sharon Kozicki, Eleonora Granziera

Publication date: 13 August 2018

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10419/80759

zbMATH Keywords

rational expectationshouse pricesLucas asset-pricing modelnear rational expectations

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

Related Items (1)

Expectations and the housing market: A model of house price dynamics

Cites Work

• Solving asset pricing models with Gaussian shocks
• Asset Prices in an Exchange Economy
• COLLATERAL REQUIREMENTS AND ASSET PRICES
• LOCK-IN OF EXTRAPOLATIVE EXPECTATIONS IN AN ASSET PRICING MODEL

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